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Volumeprofileanalysis

Session Volume Moving Average [LuxAlgo]The Session Volume Moving Average indicator is a comprehensive volume analysis tool that plots volume bars directly on a moving average, providing a unique perspective on volume activity in relation to price trends. It features session-specific volume profiling, streak detection, and a dynamic volume delta system to visualize market participation and institutional activity. 🔶 USAGE The script serves as a multi-dimensional volume dashboard, allowing users to see not just the amount of volume, but also where it occurs within a price trend and who (buyers or sellers) is currently in control. 🔹 Moving Average Volume Bars Traditional volume bars at the bottom of the chart can be difficult to relate to price action. This indicator plots volume bars anchored to a customizable moving average. Each bar's height is normalized using the 95th percentile of volume over a lookback period, ensuring that extreme outliers do not squash the rest of the data, providing a clearer view of relative volume changes. 🔹 Session Delta Bar & Candle Coloring At the top of the active session, a gradient bar displays the cumulative volume delta (Bullish vs. Bearish volume percentage). A pointer moves across the gradient to show the current balance. The colors transition from your Bearish color to a Neutral color (at 50%), then to your Bullish color. Users can enable the "Color Candles By Delta" setting to apply this same gradient to the chart candles, providing an immediate visual cue of session dominance. 🔹 Volume Profile & Streaks The indicator automatically tracks trading sessions (New York, London, Tokyo, Sydney) and provides additional context: A Volume Profile is drawn at the end of each session to highlight high-activity price levels. Volume Streaks are highlighted with dashed boxes when volume increases or decreases for a consecutive number of bars, signaling building momentum or exhaustion. 🔶 DETAILS 🔹 Normalization Logic To keep the volume bars visually consistent, the script scales their height relative to the Average True Range (ATR). By using the 95th percentile for normalization, the script ignores the top 5% of extreme spikes, which typically cause standard volume indicators to look flat and unreadable. 🔹 Delta Calculation The delta is calculated by comparing bullish volume (volume on green candles) against total volume within the specific session. The gradient sensitivity is tuned to show significant color shifts between 35% and 65% delta, making it easier to spot shifts in control before they reach extremes. 🔶 SETTINGS 🔹 Moving Average Settings Length: The lookback period for the moving average calculation. Type: The type of MA to use (SMA, EMA, WMA, HMA, etc.). Source: The price source for the MA calculation. 🔹 Session Settings Past Sessions to Show: Controls how many historical session boxes and profiles remain on the chart. Session 1-4: Toggles for specific global trading sessions with customizable times and time zones. 🔹 Volume Bar Settings Height Multiplier: Adjusts the vertical scale of the volume bars on the MA. Normalization Lookback: The period used to determine the 95th percentile volume. Consecutive Trend Bars: The number of bars required to trigger a volume streak highlight. Significant Vol Multiplier: Filters streaks so only high-volume sequences are highlighted. 🔹 Style & Volume Profile Color Candles By Delta: Enables/disables the gradient candle coloring based on session volume. Show Volume Profile: Toggles the session-end volume distribution histogram. VP Bins: Controls the granularity of the Volume Profile. Show Session Delta Bar: Toggles the gradient meter at the top of the session.
Pine Script® Indikator
von LuxAlgo
2
Sloped LinReg Volume Profile [MarkitTick]💡 This indicator introduces a highly dynamic approach to volume and price analysis by merging standard volume principles with vector-based linear regression. Rather than plotting volume distributions on a static horizontal plane, this tool maps volume nodes parallel to the prevailing mathematical trend. By constructing a localized volume profile that follows the trajectory of price action, it captures momentum-adjusted value areas, providing an advanced lens for interpreting market geometry, support/resistance, and volume anomalies. It is strictly engineered for standard candlestick charts, specifically excluding non-standard formats to ensure pristine volume and price data integrity. ● ✨ Originality and Utility Standard volume profiles aggregate historical volume at fixed price levels, which often creates fragmented or obsolete value nodes when a market is actively trending. This indicator resolves that structural limitation by angling the volume bins to match the slope of a linear regression channel. It identifies where volume is concentrated relative to the trend's axis, not just the absolute price. It reveals volume-weighted momentum, highlighting whether buying or selling pressure is accelerating in the direction of the regression slope. The tool includes an integrated, dark-mode optimized analytics dashboard that processes quantitative metrics natively on the chart without requiring secondary oscillators. ● 🔬 Methodology and Concepts The foundational logic relies on computing a rolling linear regression to establish a baseline trajectory over a specified period. The methodology relies on Pine Script's time-series event loop, evaluating arrays of data dynamically as new bars form. Vector-Based Binning: Instead of horizontal rows, the profile utilizes a dynamic upper and lower deviation band. The mathematical distance between these bands is partitioned into a user-defined number of rows. Volume Distribution: As the script loops through the historical lookback window, it evaluates the volume of each bar. The volume is divided proportionally across the sloped bins that intersect the bar's high-low range. Directional Volume (Delta): Each bin further categorizes volume into "Buy" or "Sell" categories based on whether the bar's closing price was greater than or equal to its opening price. Value Area Calculation: The Point of Control (POC) identifies the sloped bin with the highest total volume. The Value Area High (VAH) and Value Area Low (VAL) expand outward from the POC until they encapsulate a specific percentage of the total allocated volume, dynamically updating as price action develops. ● 🎨 Visual Guide Every visual element is rendered utilizing Pine Script's advanced drawing arrays and is fully user-configurable to support dark-mode analytical environments. • The Sloped Profile Volume Bars: Rendered as polygons extending inward from the right side of the channel. The length of each polygon represents the relative volume allocated to that specific standard deviation bin. Color Coding: Bullish volume defaults to a translucent teal, while bearish volume displays as a translucent red. Bins experiencing extraordinary volume influxes override with a bright, high-visibility color to highlight anomalous market participation. • Channel and Level Lines Regression Bounds: Solid or semi-transparent lines mapping the start and end of the regression channel, defining the upper and lower standard deviation extremes. POC Line: A thick, solid yellow line plotting the Point of Control across the length of the channel. Value Area Lines: Dashed blue lines tracking the VAH and VAL. The area between these lines is shaded with a deep blue fill to instantly highlight the trend's core acceptance zone. Delta POC: A dashed fuchsia line identifying the bin with the most extreme difference between buying and selling volume. • Analytics Dashboard Located in the top right, this table provides real-time quantitative readouts formatted to precise tick values. LinReg Slope: Indicates the mathematical direction of the trend (Bullish/Bearish). Price Regime: Identifies if the current close is inside the channel or breaking the upper/lower bounds. Volume POC & Delta POC: Displays the exact price equivalents of the sloped control lines at the current bar index. Buy Vol Bias: A visual progress bar detailing the ratio of bullish to bearish volume within the regression window. Vol Compression: Evaluates the density of the value area. A highly concentrated value area yields a higher compression score. ● 📖 How to Use The indicator serves as a complete environmental map for trending markets. Trend Qualification: Utilize the slope of the regression channel to establish the primary directional bias. Trades should ideally align with the slope. Value Area Rejections: The VAH and VAL lines function as dynamic support and resistance. A price action rejection at the VAH within a downward-sloping channel offers a high-probability continuation setup. POC Magnetism: Price will naturally gravitate toward the sloped POC. Deviations far outside the Value Area typically mean-revert to the POC unless accompanied by a severe volume imbalance. Interpreting Delta: Compare the traditional POC to the Delta POC. If the Delta POC rests significantly higher or lower than the overall Volume POC, it indicates an aggressive concentration of directional absorption (trapped buyers or sellers). Repainting Warning: Because this indicator calculates a dynamic linear regression over a moving lookback window, the visual placement of the channel and profile will continually recalculate and shift on the real-time bar until the bar closes. This is standard behavior for dynamic geometric overlays, but users should wait for bar confirmation before executing trades based on channel interactions. ● ⚙️ Inputs and Settings • Linear Regression Settings Channel Length: Defines the historical lookback window (default is 100). Higher values create smoother, macro-trend profiles. Source: The price data used for the regression calculation (Open, High, Low, Close, HL2, HLC3, OHLC4). Upper/Lower Deviation: Toggles the outer bounds of the channel and sets the standard deviation multipliers. • Sloped Volume Profile Settings Number of Rows: The granularity of the profile. More rows create thinner, more precise volume nodes. Profile Width %: Determines how far the volume polygons stretch across the screen relative to the channel length. Value Area %: The percentage of total volume to include within the VAH and VAL bounds (default 70%). • Advanced Quant Analytics Highlight Footprints: Visually isolates volume bins that exceed two standard deviations above the mean bin volume. Calculate Anchored VWAP: Toggles the inclusion of an Anchored VWAP (anchored to the start of the regression window) within the dashboard matrix. ⚠️ 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. I 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.
Pine Script® Indikator
von MarkitTick
Peak Activity Range [LuxAlgo]The Peak Activity Range indicator is a tool that automatically identifies high-volume price zones to establish support and resistance boundaries while providing a detailed analysis of volume distribution and breakout activity. By detecting significant volume peaks, the script highlights the price action of those specific candles to create dynamic ranges that act as key market interest zones. 🔶 USAGE The indicator identifies "Peak Activity Ranges" based on volume spikes. These ranges serve as key horizontal zones where significant market interest has occurred, often representing institutional participation. 🔹 Signal Modes The script plots small triangles (▲/▼) to indicate potential entries based on the selected mode in the settings. To prevent false signals, the indicator uses a state-based logic that requires price to return to the solid average line to reset the signal state. Breakout : A bullish signal is triggered when the price closes above the range high, and a bearish signal is triggered when the price closes below the range low. Retest : A bullish signal is triggered when a candle opens below the range high but closes above it. A bearish signal is triggered when a candle opens above the range low but closes below it. 🔹 Volume Distribution Within each identified range, a dynamic Volume Profile is generated. This profile anchors to the right side of the zone and expands leftward, representing the volume transacted at specific price levels within that specific range. 🔶 DETAILS 🔹 Volume Peak Detection The script uses a pivot-based approach to find volume highs. When a volume peak is confirmed (after the "Pivot Length" duration), the indicator retroactively creates a range based on the high and low of the candle that generated that volume. Any signals generated during the confirmation period are recalculated to ensure accuracy. 🔹 Internal Levels Each range contains two primary internal lines to guide the trader: Solid Line : Represents the exact midpoint (average) of the high-volume candle's range. It acts as a "fair value" level; crossing this level resets the signal state. Dashed Line : Represents the Point of Control (POC). This is the specific price level within the range where the highest amount of volume was transacted, calculated from the internal volume profile. 🔶 SETTINGS 🔹 General Pivot Length : The number of bars used to confirm a volume pivot high. Larger values identify more significant, longer-term ranges. Signal Mode : Switch between "Breakout" and "Retest" logic for triangle signals. 🔹 Volume Profile Show Volume Profile : Toggles the visibility of the internal volume distribution bars. Profile Rows : Determines the vertical granularity (number of price bins) of the Volume Profile. Max Width % : Controls the maximum horizontal extension of the profile as a percentage of the range duration. 🔹 Style Bullish/Bearish Fill : Colors for the range background and volume profile bars. Bullish/Bearish Lines : Colors for the solid (average) and dashed (POC) lines. Signal Colors : Custom colors for the upward and downward breakout/retest triangles.
Pine Script® Indikator
von LuxAlgo
8
Sessions Flow [Cartel Console] Sessions Flow # Overview Sessions Flow is a session-based market activity visualization tool designed to provide a detailed view of how trading volume is distributed throughout the major global forex and index trading sessions. Rather than displaying volume as a single aggregated value, the indicator breaks each session into multiple price levels and visualizes where trading activity was concentrated during that session. This allows traders to study session structure, identify high-participation and low-participation areas, and compare how different sessions interact with price. The indicator automatically tracks and analyzes the four major trading sessions: • Sydney Session • Tokyo Session • London Session • New York Session Each session is processed independently and displayed directly on the chart using volume distribution heatmaps, volume profiles, Point of Control calculations, and Value Area measurements. --- # Core Features ## Session Detection The indicator automatically identifies the start and end of each selected trading session and creates a dedicated session structure on the chart. Users can enable or disable individual sessions and customize session times according to their preferences. Supported sessions include: • Sydney • Tokyo • London • New York --- ### Session Heatmap Each session contains a heatmap that displays the relative distribution of trading activity throughout the session range. The heatmap highlights: • Areas with greater participation • Areas with moderate participation • Areas with lower participation This provides a quick visual overview of where the market spent the most and least volume during a session. Heatmap density and transparency settings can be fully customized. --- ### Session Volume Profile For every session, the indicator constructs a volume profile based on price distribution inside the session range. The profile is displayed as a side histogram showing how activity was distributed vertically across different price levels. This can help traders observe: • High-volume areas • Low-volume areas • Session acceptance regions • Session rejection regions The profile width and display settings are adjustable. --- ## Point of Control (POC) The Point of Control represents the price level that accumulated the highest amount of volume during a session. The indicator automatically calculates and plots the POC for each completed session. POC levels often serve as useful reference points when reviewing historical session activity and market structure. --- ### Value Area Analysis The indicator calculates a configurable Value Area based on the percentage of session volume selected by the user. Displayed levels include: • Value Area High (VAH) • Value Area Low (VAL) These levels help visualize the region where the majority of session activity occurred. The default setting uses a 70% Value Area, but users may customize this value. --- ### Historical Session Management To maintain chart performance, the indicator includes controls for: • Maximum detailed sessions displayed • Historical session lookback period • Simplified rendering of older sessions Recent sessions can retain full heatmap and profile information while older sessions transition into lightweight background structures. This allows extensive historical analysis without excessive chart clutter. --- ### Active Session Dashboard A built-in dashboard displays the currently active trading sessions in real time. The dashboard provides: • Active session names • Live session status indicators This makes it easy to determine which global markets are currently open without leaving the chart. --- ## Customization Options The indicator includes a wide range of configurable settings: ### Session Settings • Individual session visibility • Custom session times ### Heatmap Settings • Heatmap resolution • Number of price bins • Density visualization controls ### Volume Profile Settings • Histogram width • Detailed session limits ### Value Area Settings • Value Area percentage • VA visibility controls ### Styling Settings • Session colors • Border transparency • Historical session appearance • Dashboard position --- ## Intended Usage Sessions Flow is designed for traders who want to study how market activity develops during different trading sessions. It can be used for: • Session analysis • Market structure observation • Historical session review • Volume distribution study • Contextual chart analysis The indicator focuses on visualization and analysis rather than signal generation. --- ## Disclaimer This indicator is intended for educational and analytical purposes only. It does not provide financial advice, trading recommendations, or guaranteed outcomes. Trading involves risk, and users should perform their own analysis before making trading decisions.
Pine Script® Indikator
von CartelConsole
Volume Profile Periodic HVN/LVN Extension Zones [TGY]Volume Profile Periodic + HVN/LVN Extension Zones An advanced periodic Volume Profile framework designed to visualize evolving auction structure, granular high-volume concentration, low-volume inefficiencies, and extended liquidity zones. This indicator expands upon traditional periodic volume profiles by detecting and extending High Volume Nodes (HVNs) and Low Volume Nodes (LVNs) into the future as actionable support, resistance, acceptance, and rejection zones. Core Features • Periodic Volume Profiles Generate automatic profiles by: Day Week Month Quarter Year • Granular Volume Distribution Enhanced row-based volume allocation creates more precise node detection and cleaner structural mapping. • High Volume Node (HVN) Detection Highlights localized areas of heavy participation and acceptance. • Low Volume Node (LVN) Detection Highlights low-participation inefficiency zones where price may move aggressively through. • Extendable HVN/LVN Zones Node zones can be projected forward as live structure areas using: X candles Until next profile period Until full price cross-through • Intelligent Full-Cross Logic Extended zones remain active until price fully traverses the entire node region rather than simply touching it. • Independent Node Visualization Hide the volume profile entirely while maintaining active HVN/LVN extension zones. • Point of Control (POC) Current POC Previous POC Extend-until-cross functionality • Value Area Tools VAH / VAL Extendable value area field Adjustable transparency and extensions Practical Use Cases This indicator is particularly effective for identifying: • Acceptance vs rejection zones • Future support/resistance from historical participation • Price inefficiencies and low-liquidity corridors • Areas likely to produce reaction or acceleration • Rotational vs directional environments • Liquidity magnets and rebalance targets • Volume-based market structure shifts HVN vs LVN Interpretation HVNs often behave as: Acceptance zones Rotational magnets Consolidation areas Reversion targets LVNs often behave as: Inefficiency gaps Fast-travel regions Rejection zones Breakout continuation paths Recommended Workflow Many traders use: HVNs for mean reversion / reaction trades LVNs for continuation and displacement setups POC shifts for directional bias Value area transitions for auction state changes The ability to extend these zones forward allows the profile to become an evolving structural framework rather than a static historical tool. Key Settings • Node Extension Mode X Candles Next Period Until Full Cross • HVN/LVN Threshold Sensitivity Adjust how aggressive or selective node detection becomes. • Local Node Sensitivity Controls how localized peaks/troughs in participation are identified. • Show/Hide Volume Profile Allows a clean chart while preserving projected node zones. About TrendGenY Indicators TrendGenY indicators are built from market experience, creative concepts, and a constant pursuit of unique perspectives. Rather than following conventional ideas, the focus is on uncovering alternative insights and viewing market behavior through different angles to reveal information that traditional tools may overlook and help traders build a more meaningful edge in the market.
Pine Script® Indikator
von TrendGenY
Aurora Compass [JOAT]Aurora Compass Aurora Compass is a higher-timeframe volume-profile overlay with smart-money-weighted bin coloring, Point of Control (POC) tracking, Value Area High / Value Area Low boundaries, top-three High Volume Node (HVN) full-chart-width zones, low-volume node markers, liquidity-sweep detection with persistent price labels, an inter-interval POC drift trail, profile imbalance and HVN-rotation alerts, and a right-side 21-segment bias compass. What makes it different Traditional volume profile shows raw volume distribution. Aurora Compass weights each candle's contribution by a normalized Negative Volume Index delta, emphasising bars where institutions tend to transact (NVI-up days). The result highlights levels of smart-money concentration, not just raw turnover. Full-chart-width HVN zone boxes (not just thin borders) make the top three nodes obvious across the entire visible price history. Value Area High and Value Area Low are computed and drawn. The price boundaries that bracket 70% of profile volume. These are first-class horizontal levels with right-edge labels. An inter-interval POC drift trail draws a line from each interval's POC midpoint to the next, colored by direction. You can read multi-day POC migration at a glance. Liquidity sweeps are detected when price wicks beyond an HVN and the candle body closes back through. The script prints a persistent price label, not just a marker. How it works Higher-timeframe rollover is detected via ta.change(htfTf). No request.security is used. The profile is constructed from local bars within the interval. The price range within the active interval is binned into res slices. For each bin, the script accumulates total volume and smart-money-weighted signed volume. POC is the bin midpoint with the maximum total volume. Value Area is computed by expanding outward from POC until cumulative volume reaches 70%. Top three bins by volume become HVNs. Bottom three become LVNs, where breakouts tend to accelerate through low-resistance areas. Sweep markers fire when a wick pierces an HVN boundary and the body closes the other side. POC drift in ATR units is tracked across interval boundaries. Imbalance is the absolute net signed volume divided by total volume. Reading the chart Heatmap boxes for each bin, transparency-modulated by relative volume share. Smart-money weighting tints them mint or red according to net flow direction. POC dashed horizontal line extends across the visible chart with a right-edge price label that includes the inter-interval drift in ATR units. VAH and VAL dashed lines with right-edge labels. Three HVN full-width zones with right-edge price and volume labels. Three LVN border-only highlights (visually distinct from filled HVN). HTF interval boundary dotted vertical lines (capped to last 20 intervals). Per-interval sentiment timeline labels above each historical interval's high. Liquidity sweep labels at sweep wicks (for example SWEEP 4520.50). Inter-interval POC drift trail (capped to last 10 segments). Right-side 30-segment vertical bias gauge with horizontal sight-line and pointer label. Signals Bullish / bearish liquidity sweep Bullish / bearish POC drift HVN touch HVN rotation (top-3 ordering changed between intervals) Profile imbalance bull / bear (net signed volume crosses the threshold) VAH / VAL touch and Value Area reclaim (up / down breakouts) All gated on barstate.isconfirmed or barstate.ishistory. No future references. Inputs HTF Profile : higher timeframe selector, profile resolution, intensity scale, show heatmap, show POC, show HVN. Cross-Interval : HTF interval markers, sentiment timeline, POC trail, LVN bands, sweep labels, gauge, sentiment label, Value Area, HVN zones, imbalance threshold. Sweep : detection toggle. Visual : bullish / bearish colors, intensity scale. Dashboard : position, size. How traders use this HVN reactions : the top-three HVN zones are the levels most likely to attract price retests. Look for rejections or breakouts at these levels. LVN acceleration : when price enters a low-volume bin, expected travel speed is faster. These are thin-air zones useful for measured-move targets. Sweep then reclaim : a bull sweep where price wicks below an HVN and closes above is a classic stop-hunt-then-reverse pattern. POC drift : a series of mint trail segments showing upward POC migration across multiple HTF intervals is a structural up-trend signal independent of price action on the LTF. Value Area : trading within Value Area is range / rotation behavior. Trading outside is trend / discovery behavior. Limitations The profile is built from local LTF bars within an HTF interval. Resolution and quality scale with how many LTF bars fit in the HTF window. Daily HTF with 1-minute LTF gives the richest profile. Smart-money weighting via NVI is a proxy. It is not a substitute for true tick-level order-flow data. HVN / LVN selection is recomputed each bar and may shift as new volume arrives within an interval. Once the interval closes the profile is locked. For very illiquid instruments the profile is sparse and the levels are less informative. Compatibility Pine Script v6 open-source indicator. Any symbol with volume data. HTF must be strictly higher than the chart timeframe. No external request.security calls. Non-repainting: signals fire on confirmed bars. Defaults Daily HTF, 30 bins, mint / red palette, top-right medium dashboard. For higher resolution increase the bin count. For noisier instruments raise the imbalance threshold.
Pine Script® Indikator
von officialjackofalltrades
2
Volume Profile Enhanced PeriodicVolume Profile Enhanced Periodic Volume Profile Enhanced Periodic is an advanced profile framework designed to analyze and visualize how volume is distributed across price levels over repeating time periods such as days, weeks, months, quarters, and years. Unlike traditional fixed-range profiles that focus on a single visible section of the chart, this indicator automatically generates separate volume profiles for each selected historical period, allowing traders to study how price acceptance, value migration, and high participation areas evolve over time. The objective is to identify where market participants historically concentrated activity and monitor how these areas shift as market structure develops. By combining period-based volume profiles, Point of Control tracking, Value Area analysis, extending POC levels, and profile projection tools, the indicator is designed to provide additional context for support/resistance behavior, market acceptance, and evolving market structure. Features • Automatic Day / Week / Month / Quarter / Year profiles • Historical profile generation across multiple periods • Solid histogram profile display • Profile direction toggle (Left or Right facing) • Point of Control (POC) detection • Previous POC tracking • Value Area High (VAH) and Value Area Low (VAL) calculations • Extend POC levels until price interaction • Extend Value Area fields into future periods • Adjustable Value Area extension brightness • Custom profile width controls • Historical profile management controls • Lightweight performance optimization • Naked labels without background flags • Dynamic labels for: • POC • Previous POC • VAH • VAL Alerts Included • Price Crossed POC • Price Crossed VAH • Price Crossed VAL • POC Shifted Higher • POC Shifted Lower • Price Entered Value Area • Price Exited Value Area Potential Use Cases • Identify historical high participation zones • Locate support and resistance areas • Monitor value migration over time • Track changing market acceptance • Identify developing imbalance areas • Observe POC movement between periods • Use extended POC levels as potential reaction zones • Add confluence to existing systems • Study auction behavior and market structure Interpretation POC (Point of Control) Represents the price level where the highest concentration of volume occurred during the selected period. VAH (Value Area High) Represents the upper boundary of the selected value area where the majority of trading activity occurred. VAL (Value Area Low) Represents the lower boundary of the selected value area. Previous POC Displays prior dominant participation levels for historical context. Extended POC Extends POC levels forward until price revisits or crosses through them, potentially highlighting important market interaction zones. Extended Value Area Field Projects the previous period's value area into future price action for additional context regarding acceptance and rejection zones. About TrendGenY Indicators TrendGenY indicators are built from market experience, creative concepts, and a constant pursuit of unique perspectives. Rather than following conventional ideas, the focus is on uncovering alternative insights and viewing market behavior through different angles to reveal information that traditional tools may overlook and help traders build a more meaningful edge in the market.
Pine Script® Indikator
von TrendGenY
Average Daily Range Percentage (ADR%) and Average Daily VolumeTwo critical pre-trade filters, always visible right on your chart. Before entering any swing trade, you need to know two things: is this stock volatile enough to move your account, and is it liquid enough to trade cleanly? This indicator answers both questions at a glance. **ADR% (Average Daily Range)** measures how much a stock moves on an average day. Too low and it won't move your portfolio. Too high and the daily noise will stop you out randomly. The color tells you where you stand instantly. **ADV (Average Dollar Volume)** measures how much money flows through the stock each day. Liquid stocks respect key levels, pull back cleanly to moving averages, and don't gap randomly on low volume. Illiquid stocks do the opposite. Both values are color-coded against your thresholds: 🟢 Green — within your ideal range 🟠 Orange — borderline, proceed with caution 🔴 Red — outside your criteria, skip it Fully customizable: ADR% and ADV thresholds Warning zones for borderline values Lookback periods for both calculations Colors for good, warning, and bad values Default thresholds are calibrated for swing traders. Adjust to match your account size and risk tolerance. Built for swing traders who want clean, fast chart reviews without second-guessing liquidity or volatility on every name.
Pine Script® Indikator
von vinthomas
AlgoStorm Institutional Key Levels (IKL)AlgoStorm Institutional Key Levels (IKL) For US Index Futures and DAX. An institutional-grade structural mapping tool built on actual Auction Market Theory (AMT) to track the true liquidity and volume nodes across centralized futures markets. The retail trading industry has heavily distorted the word "institutional," convincing traders that algorithms are hunting their stop-losses at random pivot highs. The reality is far more objective. Real institutions, hedge funds, and market makers rely on definitive, centralized exchange volume, liquidity depth, and execution algorithms (VWAP/TWAP) to scale into positions without causing market impact. The AlgoStorm Institutional Key Levels (IKL) indicator maps the precise mathematical benchmarks that dictate this capital flow. Designed for markets with centralized volume (CME, Eurex), it plots highly accurate session opens, Opening Ranges, Initial Balances, and Value Areas, stripping away retail noise to provide a professional framework for your intraday bias. Technical Specifications & Architecture Supported Markets: Universal application for centralized futures markets including US Indices (ES, NQ, YM, RTY) and European Indices (DAX/FDAX, FDXM). Supported Timeframes: Designed specifically for 2-minute through 30-minute charts . (Note: Due to the historical buffers required for multi-session mapping, Pine Script will reject timeframes below 2-minutes). Timezone Mastery: Flawlessly handles Daylight Saving Time (DST) transitions natively. US Futures are bound strictly to America/New_York , while DAX/Eurex Futures are strictly bound to Europe/Berlin . Fixed-Pool Drawing Engine: Most level indicators suffer from memory bloat and chart lag due to constant object creation and garbage collection limits. The IKL utilizes a highly optimized "fixed-pool" architecture. Lines and labels are generated only once on the first bar and recycled dynamically. Smart Label Stagger: Features a forward-pass algorithm that detects and pushes overlapping labels apart (user-adjustable separation), ensuring your chart remains pristine regardless of price compression. US Futures Mapping (ES / NQ / YM / RTY) All inputs trigger based on standard America/New_York session times. Globex Structure: Previous Day High/Low (Full 18:00–17:00 session) and Overnight High/Low (18:00 to 09:30 ET). RTH Anchors: Previous Day Close (PDC) locked exactly at the 16:00 ET cash close, and the RTH Open (09:30 ET) held all day. Gap Fill Zone: Automatically draws an asynchronous highlight box between the PDC and current RTH open if an unfilled gap of more than 2 ticks exists. Auction Metrics: 15-minute Opening Range (09:30–09:45 ET) and the standard Initial Balance (09:30–10:30 ET) with optional 100%, 150%, and 200% IB extension bands. Eurex / DAX Futures Mapping (FDAX / FDXM) A complete, standalone module built for the complex, multi-open nature of European futures. Based on Europe/Berlin time. Asian / Pre-London Phase: Tracks Eurex overnight high/low from 01:00 CET until Frankfurt liquidity arrives at 08:00 CET. Euro / Frankfurt Session: Plots the 08:00 CET Open and the 30-minute Euro Opening Range (08:00–08:30 CET). Xetra Cash Session: Plots the definitive Xetra Open (09:00 CET), Xetra OPR (09:00–09:30 CET), and the Previous Xetra Close (17:30 CET) which acts as the DAX equivalent to the US PDC. US Open Impact: Captures the 15:30 CET open and 30-minute OPR, marking the massive liquidity injection when US equity markets open. Execution & Volume Mechanics Algorithmic VWAPs: Plots the exact Daily and Session VWAP bands used by institutional execution desks to grade their fills. Features a full Globex Daily VWAP (resets 18:00 ET), a localized NY VWAP (resets 09:30 ET), and a dedicated Xetra VWAP (resets 09:00 CET). Custom Value Area Engine: Features a built-in, manual array-based Volume Profile engine. It calculates the Point of Control (POC) and Value Area High/Low (VAH/VAL) for both RTH and Xetra sessions independently, bypassing standard Pine Script volume limitations. Users can customize the Value Area % and price-row tick size.
Pine Script® Indikator
von AlgoStorm
Candle Volume Decomposition [MarkitTick]💡 Standard volume analysis often falls short by presenting trading activity as a single, one-dimensional aggregate figure per period. This limitation obscures the true dynamics of market microstructure, leaving analysts guessing whether the volume was concentrated in the directional move of the body, or absorbed at the extremes as rejection wicks. This indicator reconstructs the volume profile of every single price candle by decomposing it into three distinct spatial zones: the Upper Wick, the Body, and the Lower Wick. By leveraging lower-timeframe data polling, it builds an intraday volume distribution for higher-timeframe candles, extracting critical insights such as Delta Pressure, Zone Concentration, Absorption, and Exhaustion, wrapping it all into an on-chart dashboard and advanced histogram. ✨ Originality and Utility Most volume indicators attempt to map buying and selling pressure by looking at the close relative to the open or high/low range, applying a uniform formula to the entire bar's volume. This indicator breaks away from aggregate estimations by fetching strict lower-timeframe data and physically mapping it to the structural boundaries of the chart timeframe's candle. The primary utility lies in its ability to reveal hidden liquidity mechanics. A candle with seemingly standard bullish volume might actually contain massive localized selling pressure entirely trapped within its upper wick. By isolating these zones, traders can definitively identify absorption, measure the efficiency of directional body moves, and detect localized exhaustion before price reverses. It effectively bridges the gap between basic volume bars and complex Order Flow footprint charts, delivering high-granularity data without requiring specialized tick-data feeds. 🔬 Methodology and Concepts The script utilizes a lower timeframe polling array to dissect the current chart's candle structure. The mathematical methodology is broken down into the following core concepts: Spatial Decomposition: The indicator calculates the precise price boundaries of the candle's body (Open to Close) and wicks (High to Body Top, Low to Body Bottom). As lower timeframe volume data is fed into the array, it allocates the volume proportionally based on where the lower timeframe price action occurred relative to the parent candle's zones. Net Signed Volume: Instead of arbitrary coloring, the script calculates a net directional flow. Lower wick volume (demand/buying) is added, upper wick volume (supply/selling) is subtracted, and body volume is directionally signed based on whether the candle closed green or red. Delta Pressure Index: A normalized ratio ranging from -1.0 to +1.0. It calculates the net difference between lower wick volume and upper wick volume relative to total volume. Positive values indicate demand dominance in the wicks, while negative values indicate supply dominance. Volume Concentration (HHI): The Herfindahl-Hirschman Index is adapted here to measure zone dominance. By squaring the volume ratios of all three zones and summing them, it provides a score from 0.33 (perfectly equal distribution) to 1.0 (a single zone contains 100% of the volume). Absorption & Exhaustion: Absorption is modeled by combining high total wick volume with a compressed body range. Exhaustion is triggered mathematically when the total volume residing in the wicks exceeds the body volume multiplied by a user-defined threshold, signaling potential structural failure. 🎨 Visual Guide The indicator's visual outputs are highly detailed, split between the main price pane and the indicator pane. ● Main Chart Elements Price Candles: The standard price candles are dynamically colored and faded. By default, they use "Net Signed Volume" coloring, transitioning between Deep Teal (Bullish Net) and Deep Red (Bearish Net). Furthermore, the transparency of the candles is completely dynamic; candles with absolute directional dominance are fully opaque, while candles with weak or highly contested net volume become transparent. Wick Exhaustion Highlight: A distinct purple background flash appears on specific bars where wick volume overwhelmingly eclipses body volume, visually alerting the user to structural exhaustion. Divergence Labels: Small, precise text labels reading "Vol ▲Div" (Teal) or "Vol ▼Div" (Red) appear above or below candles when volume divergences are detected between the price trend and the total volume trend over the specified lookback period. Dashboard Table: Positioned in the top right, this matrix provides real-time scoring. It displays block-meters and color-coded text for Delta Pressure, Dominant Zone, CVD Bias, Body Efficiency, Absorption Score, Wick Exhaustion status, Zone Concentration, and the exact percentage breakdown of the three spatial zones. ● Indicator Pane Elements Stacked Volume Columns: When in standard mode, the volume histogram represents the true spatial distribution. The Lower Wick volume is plotted at the base in vivid Cyan. The Body volume is stacked on top in either Teal or Deep Red. The Upper Wick volume completes the stack in vivid Red. Net Signed Columns: When toggled via settings, the histogram switches to a baseline-centered momentum oscillator, plotting the absolute Net Signed volume above or below the zero line, instantly revealing the true directional aggression of the period. 📖 How to Use Traders can deploy this indicator to validate breakouts, confirm reversals, and manage risk through superior tape reading. Validating Breakouts: When observing a breakout candle, refer to the Dashboard's "Body Efficiency" metric. A high efficiency score combined with an opaque body color indicates that the majority of the volume supported the directional move. Conversely, if a breakout candle prints a high "Absorption" score and high wick concentration, the move is likely being faded by larger market participants. Trading Reversals: The purple background flash (Wick Exhaustion) is a prime leading indicator. When this occurs at a known support or resistance level, it mathematically confirms that counter-trend limit orders have successfully absorbed the aggressive volume, halting the candle's progression. Monitoring Cumulative Pressure: The CVD Bias metric in the dashboard maintains a running sum of Net Signed Volume. If price is making higher highs but the CVD Bias flips to Bearish, a structural divergence is occurring, warning of an impending pullback. Interpreting Asymmetry: Watch the dominant zone metrics. Continuous lower-wick dominance during a downtrend suggests accumulation, as market participants repeatedly buy the dips within the micro-structure of the falling candles. ⚙️ Inputs and Settings The script provides a modular architecture allowing users to tailor the calculations and visuals to their specific strategy requirements. ● Volume Profile & Display Lower Timeframe: The critical input for data resolution. This must be set lower than the chart timeframe (e.g., 1-minute data for a 15-minute chart) to provide the necessary polling granularity. Coloring Mode: Allows switching the price candles between "Net Signed Volume" (accounting for wick/body math), "Body Direction" (traditional close vs open), or turning it off entirely. Dynamic Transparency: A toggle that maps the opacity of the price candles directly to the strength of the volume signal. Signed Volume Mode: Toggles the indicator pane histogram between the 3-tier stacked spatial volume model and the zero-centered Net Signed Volume oscillator. ● Advanced Metrics & Dashboard Metric Toggles: Users can individually enable or disable internal calculations for Delta Pressure, Asymmetry, CVD, Efficiency, Wick-to-Body Ratio, HHI, and Absorption to optimize performance or clear the data window. Exhaustion Threshold: A float multiplier that determines how aggressive the wick volume must be compared to the body volume to trigger the purple background flash. Lowering this increases sensitivity. Volume Divergence: Toggles the on-chart pivot detection, with a customizable "Lookback Bars" setting to determine the required span for identifying volume-price discrepancies. 🔍 Deconstruction of the Underlying Scientific and Academic Framework The theoretical foundation of this script is rooted in Market Microstructure and the mechanics of the Limit Order Book (LOB). Standard OHLC data suffers from temporal aggregation bias; it flattens the continuous auction process into discrete periods. By polling lower timeframe arrays, this indicator reconstructs the volume topology, mapping volume to price rather than just volume to time. The integration of the Herfindahl-Hirschman Index (HHI) is a direct cross-application from macroeconomics and antitrust law, where it is traditionally used to measure market share concentration. In this script, HHI is brilliantly applied to spatial volume analysis to determine the "monopoly" of trading activity within a single candle. An HHI approaching 1.0 mathematically proves severe localized liquidity consumption, indicating an inelastic supply or demand wall at that specific price node. Furthermore, the Delta Pressure and Absorption calculations mirror the dynamics of liquidity provision vs. liquidity taking. When a candle expands its range, aggressive market orders are consuming passive limit orders (high body efficiency). When a candle prints high volume but compresses its body range, aggressive market orders are being entirely absorbed by a dense wall of resting limit liquidity (high wick volume, high absorption score). This indicator translates these complex order-matching mechanics into a digestible visual hierarchy. ⚠️ 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. I 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.
Pine Script® Indikator
von MarkitTick
Hot zones Profile [Cartel Console]Overview The Hot Zones Profile is a comprehensive market analysis tool designed to identify institutional interest areas through three primary lenses: Time-based Session Ranges, Volume Distribution (LVNs), and Delta-based Volume Profiles. By combining session-specific volatility with historical volume gaps, this indicator highlights "Hot Zones" where price has historically moved quickly or is expected to find significant reaction levels. Key Features 1. NY Session & Volatility Zones The script tracks a specific user-defined time window (defaulting to the New York session transition). Once the session range is established, it projects a series of "Heatmap" levels based on standard deviations and range multipliers. Bullish/Bearish Zones: Areas projected above and below the session range to identify potential overextension or reversal points. Customization: Users can define the session time, timezone, and the extension length of these zones. 2. Heatmap Low Volume Nodes (LVN) Market Profile theory suggests that Low Volume Nodes represent areas where price moved rapidly, often indicating a lack of auctioning or "unfair" prices. Dynamic Detection: The script analyzes daily volume distribution to pinpoint these gaps. Mitigation Logic: Zones can be set to "Fade" once price has re-tested and traded through them, helping traders identify which levels are still "fresh" and which have been mitigated. Aesthetic Heatmaps: Uses glowing box visuals to represent the strength and location of these nodes. 3. Right-Side Delta Volume Profile To provide a clear view of the current auction, the script plots a high-resolution Volume Profile on the right side of the chart. Buy/Sell Delta: Unlike standard profiles, this highlights the "Stacked Delta," showing the ratio of buying vs. selling volume at every price level within the lookback period. Volume Labels: Displays precise volume metrics (in Thousands) for high-activity nodes to assist in identifying Point of Control (POC) areas. How to Use Supply & Demand: Use the LVN zones as potential "magnets" or "rejection" zones where liquidity may be resting. Session Bias: Use the NY Session boxes to define the intraday range and look for "Hot Zone" extensions for potential trend exhaustion. Volume Confirmation: Observe the Right-Side Profile to see if price is currently trading in high-volume areas (balance) or low-volume areas (imbalance). Settings Session Time: Set your preferred anchor time (defaults to NY). LVN Strength: Adjust how "quiet" a price level must be to qualify as a Low Volume Node. VP Offset: Move the profile further right to clear space for price action. Disclaimer: This indicator is a tool for technical analysis and does not constitute financial advice. Always use proper risk management.
Pine Script® Indikator
von CartelConsole
Smart Money Matrix ICT + Volume Profile [Point algo]This indicator is a comprehensive institutional-grade toolkit designed to bridge the gap between Market Structure (SMC/ICT) and Volume Analysis (Volume Profile). By combining these two distinct analytical disciplines, the indicator provides a high-confluence "Matrix" view of the market, helping traders identify where high-conviction orders are resting and how price structure is reacting to them. Core Functionality The script is divided into three primary modules that work in synergy: 1. ICT & Smart Money Structure This module tracks the "DNA" of market movement using high-precision pivot detection: Market Structure Shift (MSS) & Break of Structure (BOS): Automatically identifies trend transitions and continuations. Liquidity Sweeps: Highlights "stop hunts" where price wicks beyond previous swing points before reversing, signaling institutional absorption. Dynamic Fair Value Gaps (FVG): Plots active FVGs and automatically removes them (mitigation) once price returns to fill the imbalance. 2. Advanced Volume Profile (VP) While most volume profiles are static, this engine calculates volume distribution over a user-defined lookback period to find the "fairest" price levels: Point of Control (POC): The price level with the highest traded volume, acting as a massive magnet or pivot. Value Area (VAH/VAL): Highlights the zone where 70% (customizable) of the volume took place, distinguishing between value-driven moves and "excess" price action. Bull/Bear Volume Split: The profile histogram is color-coded to show whether buyers or sellers were more aggressive at specific price nodes. 3. Master Intelligence Dashboard (HUD) A real-time terminal in the corner of your chart that synthesizes all data points: Market Bias: Real-time bullish/bearish/neutral status based on structural breaks. Zone Positioning: Instantly tells you if price is above, below, or at value (POC). Distance Metrics: Calculates the percentage distance to the POC for mean-reversion planning. How to Use High Confluence Entry: Look for a Liquidity Sweep or MSS that occurs exactly at the Value Area Low (VAL) or POC. This suggests institutions are defending a high-volume zone. Targeting: Use the POC as a primary take-profit level during mean-reversion trades. Imbalance Trading: Use the FVG boxes to identify "magnets" in the market. If price breaks structure (BOS) and leaves an FVG near the Value Area High, expect a retracement to that zone before the next leg. Technical Breakdown Pivots: Uses a customizable lookback length to detect swing points. Volume Binning: Divides the price range into numBins to calculate volume density accurately across the lookback period. Non-Repainting: All structural labels (MSS/BOS/Sweeps) and FVG boxes are calculated on closed bars to ensure signal integrity. Transparency: All features, from FVG transparency to the number of Volume bins, are fully adjustable via the user settings menu. Disclaimer: Trading involves significant risk. This tool is designed for technical analysis and educational purposes. It does not provide financial advice. Past performance of structural patterns is not indicative of future results.
Pine Script® Indikator
von pointalgo
Temporal Volume Profile 3D [LuxAlgo]The Temporal Volume Profile 3D indicator is a spatial visualization tool that transforms historical volume data into a three-dimensional landscape, adding a time-depth dimension to traditional volume analysis. By projecting volume across price (X), time (Y), and magnitude (Z), it allows traders to observe the evolution and migration of liquidity over time rather than viewing it as a static, aggregate value. 🔶 USAGE The primary advantage of this script is its ability to reveal the "lifecycle" of volume nodes. While a standard Volume Profile (VP) squashes all historical data into a single 2D histogram, this tool slices the lookback period into distinct segments, creating a "terrain" where the most recent volume is in the foreground and older volume resides in the background. 🔹 Identifying Volume Migration By observing the peaks of the volume mountains, you can see if the Point of Control (POC) is migrating. A POC shifting from the background (older) to the foreground (newer) indicates a trending consensus of fair value, whereas a consistent peak across all time slices suggests a long-term, stable support or resistance zone. 🔹 Price Proximity & Liquidity Interaction The indicator includes a real-time price tracker that moves across the 3D terrain. If the current price enters a significant historical volume mountain, the tracker triggers a "Peak Warning," signaling that the price is entering a high-liquidity zone likely to cause consolidation or reversal. 🔹 The Paths of Least Resistance Valleys in the 3D landscape represent Low Volume Nodes (LVNs). When price moves into a valley that has remained empty across multiple time slices, it indicates a lack of historical interest at those levels, often resulting in fast, "slippery" price action through those zones. 🔶 DETAILS Standard Volume Profiles lose the "when" of volume accumulation. For example, a 2D profile might show a large volume peak at $100, but it cannot tell you if that volume was traded 200 bars ago or 5 bars ago. The Temporal Volume Profile 3D solves this by using a Painter's Algorithm to render slices of volume data along a depth axis. 🔹 3D Engine & Projection The script uses a custom trigonometric projection engine allowing users to adjust the Yaw (rotation) and Pitch (tilt) of the landscape. This allows for a bird's-eye view to see the "map" of volume or a side-profile view to emphasize the height of the volume peaks. 🔹 POC Ridge Line This feature connects the highest volume node of every time slice. This creates a continuous path through the mountains, providing a visual history of how the most significant price levels have changed over the selected lookback period. 🔶 SETTINGS 🔹 Volume Profile & Matrix Lookback Bars: The total historical window used for the calculation. Price Bins (Width): Determines the horizontal resolution (X-axis). Higher values provide more detailed price levels. Time Slices (Depth): Determines how many segments the volume is divided into (Y-axis). Terrain Smoothing: Blends adjacent volume nodes to create a more organic, mountain-like appearance. 🔹 Camera Projection Yaw/Pitch: Controls the angle of the 3D projection. Scale X/Y/Z: Adjusts the width, depth, and height of the volume mountains. Offset X/Y: Moves the 3D object on the chart to prevent it from overlapping with current candles. 🔹 Style & Colors Show Ridge Lines: Toggles the colored outlines for each time slice. Mountain Fills: Enables the use of the background color to occlude lines, creating a solid 3D effect. Show POC Ridge Line: Toggles the yellow line tracking the peak volume through time. Peak Proximity Warning: Toggles the color change on the price tracker when entering high-volume zones.
Pine Script® Indikator
von LuxAlgo
8
Candle Volume Architecture [JOAT] Candle Volume Architecture Introduction Candle Volume Architecture is an overlay indicator that constructs a price-based volume distribution profile for each detected swing, identifies the Point of Control (the price level with the highest bar density within that swing), calculates a configurable Value Area (default 70% of distribution), and renders these findings as a visual volume architecture directly on the price chart. Unlike traditional Volume Profile tools that require fixed time periods or session boundaries, this indicator auto-detects swings from price action and builds its distribution profile dynamically around each structural move. Volume Profile is a professional tool used to identify price levels with the highest historical trading interest. The Point of Control is the level within any period where the most trading occurred — it functions as a gravitational center that price tends to revisit. The Value Area contains the majority of trading activity and often provides support and resistance as price moves away from and returns to it. This indicator applies these concepts to auto-detected price swings rather than calendar periods, aligning the profile with actual market structure rather than arbitrary time divisions. Core Concepts 1. Swing Detection Swings are detected by tracking when price makes a new extreme and then retreats. An upper swing is confirmed when the prior bar's high matched the N-bar highest high, but the current bar fails to match — indicating the swing high has been set. The same logic applies to lower swings. This produces swing high and low markers that update as new extremes form. 2. Volume Distribution Profile When a swing direction change is detected (bull to bear or bear to bull), the prior swing's price range is divided into a configurable number of bins (default 24). Each bin is populated by counting how many bars within the swing had their closing price fall within that bin's price range. The bin with the highest count becomes the Point of Control. bin_size = (real_top - real_bot) / i_bins for j = 0 to bars_in_range idx = int((close - real_bot) / bin_size) bins_count.set(idx, bins_count.get(idx) + 1) 3. Point of Control (POC) The POC is the bin with the highest bar count. It is rendered as a dual-width line (thin solid + thick shadow) that extends forward in time, providing a live reference for where the most concentrated activity occurred in the last swing. 4. Value Area Calculation Starting from the POC, the Value Area expands outward, adding the next highest-count bin on either side until the cumulative count reaches the configured percentage of total bars (default 70%). The Value Area is rendered as a transparent box covering the identified price range. 5. Profile Bin Visualization Each bin is rendered as a box whose right edge extends proportionally to its bar count (wider = more activity). Opacity scales with count, so the POC bin is fully opaque and low-count bins are more transparent. This produces a horizontal bar chart appearance directly on the price chart. Features Auto-Detected Swing Profiles: Profile builds and renders at each swing direction change Point of Control Line: Dual-width shadow line extending from each swing, updated to current bar Value Area Box: Transparent zone covering the configurable percentage of swing volume Opacity-Scaled Bin Bars: Visual profile bars with count-proportional width and transparency Swing Range Outline: Dashed box delineating each swing's high-to-low range Live Swing Direction Line: Current swing trend line drawn on the last bar POC Proximity Detection: Dashboard highlights when price is within 0.3 ATR of the active POC 8-Row Dashboard: Swing trend, POC level, swing high/low, swing range, POC bias Input Parameters Swing Length: N-bar highest/lowest lookback for swing detection (default: 80) Profile Bins: Number of price bins in the distribution (default: 24) POC Line Width: Width of the POC rendering line (default: 2) Value Area %: Percentage of distribution to include in the Value Area (default: 70%) Show Profiles: Filter to bull only, bear only, both, or none How to Use This Indicator POC as Reference The active POC line represents the most contested price level of the last swing. Price frequently revisits this level. When price is above the POC, the POC functions as potential support. When price is below, potential resistance. Value Area as Context Price outside the Value Area (above VAH or below VAL) represents a less-active price zone. Moves outside the Value Area that fail to hold can return toward the Value Area. Sustained acceptance outside the Value Area suggests a new distribution is forming. Profile Shape for Sentiment A profile that is skewed toward the top of its range (POC near the high) suggests the swing was dominated by higher-price acceptance — bullish distribution. A POC near the swing low suggests bearish distribution. Limitations The distribution is built from closing prices within the swing range, not from actual volume at price. This is a close approximation but differs from true Volume Profile tools that use tick data The swing detection requires a minimum of swing-length bars before the first profile is generated On very fast timeframes (1 minute or lower), the swing lengths may be too short to produce meaningful distributions The maximum bars in range cap (500 bars) prevents the profile builder from analyzing excessively long swings that could cause performance issues Originality Statement Applying Volume Profile methodology to auto-detected price swings rather than fixed calendar periods produces profiles that are structurally relevant rather than time-arbitrary. The opacity-scaled bin rendering produces an intuitive visual representation where the most active levels are immediately obvious. The real-time POC proximity detection in the dashboard provides an active alert when price approaches the most significant level of the last swing. Disclaimer This indicator is for educational and informational purposes only. The distribution profiles are approximations built from close price counts, not true order flow data. Point of Control and Value Area levels are historical references and do not guarantee future price reactions. Always apply proper risk management. -Made with passion by officialjackofalltrades
Pine Script® Indikator
von officialjackofalltrades
4
Institutional Volume Flow [BigBeluga]🔵 OVERVIEW Institutional Volume Flow is a higher-timeframe segmented developing volume profile tool designed to reveal where institutional participation is building inside active price ranges. Instead of plotting static session profiles, this indicator dynamically tracks the developing High, Low, Midpoint, and Point of Control (POC) for each selected higher-timeframe segment (Daily, Weekly, or Monthly). It allows traders to visualize where volume is accumulating in real time - and where dominant positioning is forming before the segment closes. The result is a structural + volume hybrid framework that exposes institutional footprints inside expanding ranges. 🔵 CORE CONCEPT HTF Segmentation - The chart is divided into higher-timeframe segments (D/W/M). Each new segment starts a fresh developing volume profile. Developing Range Logic - High and Low levels continuously update during the segment, defining the active institutional range. Volume Distribution Mapping - All traded volume inside the segment is distributed across price bins to build a live volume profile. Rolling Point of Control - The price level with the highest accumulated volume is recalculated every bar. Institutional Bias Detection - Background coloring adapts depending on whether price is trading above or below the segment midpoint. 🔵 HOW IT WORKS 1️⃣ Segment Detection A new segment begins whenever the selected higher timeframe changes. All volume and price calculations reset at the start of a new segment. Previous segments are frozen and preserved on the chart for historical reference. 2️⃣ Developing High / Low Structure The highest high and lowest low inside the current segment update dynamically. A midpoint (average of High and Low) is calculated to represent internal balance. These levels extend forward visually for clarity. 3️⃣ Volume Profile Construction The price range is divided into user-defined bins (Volume Profile Bins). Each bar’s volume is assigned to the corresponding price bin. Volume accumulates throughout the segment. Box width represents relative volume intensity at that level. The strongest node becomes the Point of Control (POC) . Rolling Point of Control - The price level with the highest accumulated volume is recalculated every bar during Segment developing. 4️⃣ Developing vs Frozen Profiles The active segment shows a developing profile that updates in real time. When a new segment begins, the completed profile is frozen. This allows comparison between current positioning and previous institutional distributions. 5️⃣ Volume Spike Detection (Z-Score) A 50-bar rolling mean and standard deviation are used. When volume significantly exceeds normal distribution, the range fill intensifies. This highlights abnormal participation inside the active range. 🔵 KEY FEATURES Higher-timeframe segmentation (Daily / Weekly / Monthly). Developing High, Low, and Midpoint levels. Bias-based profile coloring : green above midpoint, blue below midpoint. Real-time rolling Point of Control. Customizable number of volume bins for precision. Adjustable profile width for clear visualization. Frozen historical profiles for structural context (with preserved bias color). Z-score volume spike detection. Institutional range bias shading at segment start/end. 🔵 HOW TO USE Watch where price interacts with the developing POC — this often signals value acceptance or rejection. Use the segment midpoint to gauge balance vs imbalance. Treat green profiles as bullish-leaning segments (close above mid) and blue profiles as bearish-leaning segments (close below mid). Observe whether volume builds near highs or lows — this can indicate accumulation or distribution. Monitor frozen prior segments to identify high-volume memory zones. Use volume spikes to detect aggressive participation inside developing ranges. Combine with liquidity tools or order blocks for confirmation. 🔵 INTERPRETING INSTITUTIONAL FLOW Expanding range + rising POC → value shifting. Contracting range + stable POC → consolidation. Heavy volume near extremes → potential absorption. POC migration during trend → institutional repositioning. 🔵 CONCLUSION Institutional Volume Flow transforms higher-timeframe segmentation into a live institutional positioning map. By combining structural range development with rolling volume profiling and abnormal volume detection, it provides traders with a powerful way to understand where participation is building - not just where price is moving. It is especially effective for identifying accumulation, distribution, and value shifts before a higher-timeframe candle closes.
Pine Script® Indikator
von BigBeluga
11
Volume Profile Heatmap [KEYALGOS] OVERVIEW The Volume Profile Heatmap is an advanced market structure tool that visualizes historical volume distribution across price levels using an intuitive color gradient system. Unlike traditional volume profile indicators that display static histograms, this tool creates a dynamic heatmap overlay that instantly reveals high probability support and resistance zones, liquidity clusters, and value areas where institutional activity has occurred. This indicator is designed for traders who need to identify where significant volume has been transacted, allowing for more informed entry, exit, and risk management decisions based on actual market participation rather than price action alone. KEY FEATURES AND NOVEL TECHNIQUES Adaptive Volume Distribution Algorithm : Volume from each candle is intelligently distributed across all price bands it occupied during its formation, ensuring accurate representation even for large range candles Dynamic Gradient Color Mapping : Each horizontal band automatically adjusts its color intensity based on relative volume concentration, creating an instant visual heatmap from low activity (subtle tones) to high activity (intense tones) Real Time Value Area Calculation : Uses bidirectional expansion from the Point of Control to dynamically compute Value Area High and Low boundaries based on your selected percentage threshold Selective Volume Filtering : Analyze bullish volume, bearish volume, or combined volume to understand directional conviction at specific price levels Optimized Plot Architecture : Engineered to maximize visual information within Pine Script's 64 plot limit, delivering up to 24 distinct volume bands plus reference lines without performance degradation Responsive Lookback Window : Adjustable calculation period allows you to focus on recent structure or broader historical context based on your trading timeframe USER MODIFIABLE PARAMETERS Calculation Settings Lookback Period Range: 10 to 300 bars Default: 100 Purpose: Defines how many historical bars are included in the volume profile calculation Trading Tip: Shorter periods (10-50) work well for intraday scalping, medium periods (50-150) suit swing trading, and longer periods (150-300) help identify major structural levels on higher timeframes Profile Rows (Max 24) Range: 10 to 24 bands Default: 24 Purpose: Controls the vertical resolution of the heatmap by dividing the price range into discrete horizontal bands Trading Tip: Higher row counts provide finer price granularity but may reduce visual clarity on lower timeframes. Start with 24 and reduce if the chart appears cluttered Value Area Percentage Range: 5% to 95% Default: 68% Purpose: Determines what percentage of total profile volume is included within the Value Area boundaries (VAH/VAL) Trading Tip: 68% approximates one standard deviation in normal distribution and is widely used by institutional traders. Lower values (30-50%) identify core liquidity zones, while higher values (80-95%) show broader acceptance ranges Volume Type Options: Both, Bullish, Bearish Default: Both Purpose: Filters which candles contribute volume to the profile calculation Trading Tip: Use Bullish only to identify support levels where buying pressure dominated, Bearish only to find resistance where selling pressure was strong, or Both for comprehensive market structure analysis Color Settings High Volume Color Default: Red with transparency Purpose: Color applied to bands with the highest relative volume concentration Customization: Click the color picker to select any hue and adjust transparency to suit your chart theme Low Volume Color Default: Light yellow with high transparency Purpose: Color applied to bands with minimal volume activity Customization: Choose subtle tones that remain visible but do not distract from high volume zones POC Line Color Default: Orange Purpose: Color of the Point of Control reference line marking the single price level with maximum volume Trading Tip: The POC often acts as a magnet for price and a key decision point for breakouts or reversals VAH/VAL Lines Color Default: Blue Purpose: Color of the Value Area High and Value Area Low boundary lines Trading Tip: Price reactions at VAH/VAL often signal continuation or rejection of the current value area Extreme Lines Color Default: Gray Purpose: Color of the profile high and low reference lines marking the boundaries of the lookback range Trading Tip: These levels help contextualize where current price sits relative to the recent trading range Display Toggles Show POC Default: Enabled Purpose: Toggles visibility of the Point of Control reference line Show Value Area Lines Default: Enabled Purpose: Toggles visibility of VAH and VAL boundary lines Show Profile Extremes Default: Enabled Purpose: Toggles visibility of the highest high and lowest low lines from the lookback period HOW TO USE THIS INDICATOR Identify High Probability Zones : Areas colored with intense high volume colors represent price levels where significant trading activity occurred. These zones often act as support or resistance during future price visits Trade Value Area Breakouts : When price moves decisively above VAH or below VAL with conviction, it may signal the start of a new value area and potential trend continuation Use POC for Entry Refinement : The Point of Control frequently serves as a fair value reference. Pullbacks to POC in the direction of the trend can offer high reward entry opportunities Confirm Breakouts with Volume Profile : A breakout that occurs through a low volume node (thin colored band) has higher probability of success than one struggling through a high volume node Combine with Price Action : Use candlestick patterns, momentum oscillators, or trend filters alongside the heatmap to confluence your trading decisions TRADING APPLICATIONS Intraday Trading : Set lookback to 50-100 bars on 5-15 minute charts to identify intraday value areas and liquidity pools Swing Trading : Use 100-200 bar lookback on 1H-4H charts to map structural support and resistance for multi day positions Breakout Confirmation : Wait for price to clear high volume nodes before entering breakout trades to avoid false moves Reversal Identification : Sharp rejections at high volume nodes with bearish/bullish volume divergence can signal potential reversals Risk Management : Place stop losses beyond high volume nodes rather than arbitrary price levels, as these zones represent areas of strong market participation PERFORMANCE AND TECHNICAL NOTES This indicator is optimized for efficiency and works best with lookback periods under 300 bars The 24 row maximum ensures compatibility with Pine Script's plot limitations while delivering professional grade resolution Real time calculations update on each new bar, providing current market structure without repainting historical values For best performance on lower timeframe charts, consider reducing the Profile Rows setting if you experience rendering delays SUPPORT AND UPDATES This indicator is maintained by the KeyAlgos development team. We regularly review user feedback and market evolution to enhance functionality. For feature requests, bug reports, or usage questions, please visit our agency profile page or contact us through TradingView messaging. Remember: No indicator guarantees profits. Always combine Volume Profile Heatmap analysis with sound risk management, position sizing, and broader market context. Past performance does not guarantee future results. KeyAlgos - Algorithmic Tools for Discerning Traders
Pine Script® Indikator
von KeyAlgos
2
Daily Volume Profile Pro [WillyAlgoTrader]📊 Daily Volume Profile Pro is an overlay indicator that builds a complete volume profile for each daily session — distributing volume across price bins using candle-range proportional allocation, computing POC (Point of Control), 70% Value Area (VAH/VAL) using the CME expansion method, session VWAP, buy/sell delta per bin, and displaying up to 7 days of profiles simultaneously. The indicator also detects naked (unvisited) POCs from prior days, classifies each day's profile shape (Normal/Trend/Neutral/Double Distribution), tracks Initial Balance ranges, and highlights single-print thin-volume zones — creating a complete volume-based market context tool. 🧩 WHY THESE COMPONENTS WORK TOGETHER A volume profile alone shows where trading activity concentrated — but without context, you don't know whether the profile represents a trending day, a balanced day, or a double-distribution day. You don't know whether the POC from two days ago was ever revisited. You don't know whether the current price is above or below the Initial Balance — which tells you whether the opening range has been broken. This indicator layers multiple volume-based analyses that each answer a different question: Volume Profile → WHERE did volume concentrate? Which prices are accepted (high volume) and rejected (low volume)? POC → What is the single most-traded price? This is the market's "fair value" for that session. Value Area (70%) → Where did 70% of volume trade? Price inside VA = balance. Price outside VA = imbalance seeking new value. Delta Coloring → At each price level, was the activity dominated by buyers or sellers? Green bins = buying pressure, red = selling. Naked POCs → Which prior-day fair values were never revisited? These are strong magnets — price tends to return to unfinished business. Initial Balance → What was the opening range? Price above IB High = bullish conviction. Below IB Low = bearish. Inside = balance. Day Type → What shape is the profile? Trend days (narrow) behave differently than Normal (bell curve) or Double Distribution (bimodal) days. Single Prints → Where did price move too fast for volume to fill? These thin-volume zones are gaps in the profile that often get revisited. No single component provides a complete picture. The combination tells you: the market's fair value (POC), the accepted range (VA), the directional pressure (delta), the day's character (day type), the opening bias (IB), unfinished levels from prior sessions (naked POCs), and price imbalances (single prints) — all from volume data. 🔍 WHAT MAKES IT ORIGINAL 1️⃣ Candle-range proportional volume allocation. Each candle's volume is distributed across the price bins it touches, proportional to the overlap between the candle's range and each bin: overlap = max(0, min(candle_high, bin_high) − max(candle_low, bin_low)) allocated_volume = total_volume × overlap / candle_range This produces a smoother, more accurate profile than the common approach of assigning all volume to a single price (close or typical price). A candle spanning 5 bins distributes its volume across all 5, weighted by how much of the candle falls in each bin. Buy/sell classification: close ≥ open → buy candle (volume added to buy array), close < open → sell candle (volume added to sell array). Delta coloring shows whether each bin was dominated by buying or selling pressure. 2️⃣ CME-style Value Area expansion. The 70% Value Area is computed using the standard CME method: — Start at POC bin — Compare the volume of the next bin above vs the next bin below — Expand toward whichever side has higher volume — Repeat until 70% of total session volume is captured — VAH = top of the highest included bin, VAL = bottom of the lowest included bin This matches the industry-standard method used by CME Group and professional platforms. The VA is displayed as dashed lines (VAH/VAL) with an optional semi-transparent background fill. 3️⃣ Naked POC detection with historical scan. For each prior day's POC, the indicator scans all bars from the POC's day to the present — checking whether price ever touched that level (low ≤ pocPrice ≤ high). If no bar has touched it, the POC is classified as "naked" (nPOC) and drawn as a dashed red line extending to the right. Naked POCs represent unfinished business — the market established fair value at that price but never returned to retest it. They act as strong magnets because institutional activity that established the original POC may still hold positions anchored to that level. The scan limit is 300 bars to maintain performance. 4️⃣ Day type classification from profile shape. Each day's volume distribution is analyzed to classify the session: — Trend : significant bins < 35% of total bins — volume concentrated in a narrow area, price moved decisively in one direction — Neutral : significant bins > 65% — volume spread evenly across the range, balanced/rotational day — Normal : 35–65% — bell-curve distribution with clear POC and tapering tails — DD (Double Distribution) : significant bins concentrated in both top and bottom thirds but not the middle — bimodal distribution indicating two separate value areas (e.g., gap-and-go) A "significant bin" is defined as having volume > 25% of POC volume. The classification appears as a color-coded label above each session. 5️⃣ Initial Balance (IB) range tracking. The IB captures the high and low of the first N minutes of each session (configurable: 30, 60, 90, or 120 minutes). The IB range is drawn as solid lines with optional background fill, optionally extended to the end of session. IB context: price above IB High signals that early buyers were committed and the market accepted higher prices — bullish bias. Price below IB Low signals the opposite. Price inside IB = range-bound session. The dashboard shows the current IB position (Above IB / Below IB / Inside IB). 6️⃣ Single print (thin volume) zone detection. Bins with volume less than 15% of the POC bin's volume are classified as single prints — areas where price moved too quickly for significant volume to build. These are highlighted with a distinct border color and represent imbalance zones that often get revisited as the market seeks to fill the volume gap. 7️⃣ Multi-day profile display with configurable orientation. Up to 7 days of profiles are drawn simultaneously with left or right orientation. Each day's profile bins are scaled proportionally: bin width = volume / maxVolume × span/3 in bars. The adaptive bin count adjusts to the day's price range: bins = min(binCountInput, max(8, range / (ATR × 0.05))). 8️⃣ POC extension + previous day POC (yPOC). Each day's POC can be extended forward as a dashed line for 1–7 days (configurable), serving as a reference level for subsequent sessions. Yesterday's POC (yPOC) is drawn separately as a labeled reference — one of the most-watched volume levels in professional trading. Today's POC, VAH, and VAL can be extended to the right chart edge for real-time reference. 9️⃣ Session VWAP. Volume-weighted average price computed per session: VWAP = Σ(typicalPrice × volume) / Σ(volume). Displayed as a dotted line within each session. VWAP represents the average price at which volume traded — a key reference for institutional traders. 🔟 Optional MA overlay. Six MA types available (SMA, EMA, RMA, WMA, VWMA, None) for additional trend context alongside the volume profile. ⚙️ HOW IT WORKS — CALCULATION FLOW Step 1 — Session detection: Day change tracked via ta.change(time("D")). Session start/end bars, day high/low, and timestamps stored in arrays. IB high/low tracked during the first N minutes of each session. Step 2 — Profile construction (per day): For each session, the price range is divided into bins. Every candle within the session distributes its volume across bins proportional to the candle-range overlap with each bin. Separate buy and sell arrays track directional volume. Step 3 — POC/VA/VWAP: POC = bin with maximum volume. VA computed via CME expansion from POC until 70% captured. VWAP = cumulative (typical price × volume) / cumulative volume. Step 4 — Visualization (last bar): All profiles, lines, and labels are drawn on barstate.islast using delete-and-redraw pattern. Profile boxes are colored by delta (buy/sell dominance), with POC bin highlighted, VA bins tinted, single prints bordered. Step 5 — Naked POC scan: Each prior-day POC is checked against all subsequent bars. If no bar has touched the level → naked POC drawn as dashed line. Step 6 — Day type: Volume distribution analyzed for shape classification (Trend/Normal/Neutral/DD). 📖 HOW TO USE 🎯 Quick start: 1. Add the indicator to an intraday chart (1M–30M recommended) 2. Volume profiles appear for each daily session (up to 7 days) 3. Yellow horizontal line = POC (highest volume price) 4. Blue dashed lines = VAH / VAL (70% Value Area boundaries) 5. Red dashed lines = naked POCs from prior days (unvisited fair values) 6. Orange lines = Initial Balance high/low 👁️ Reading the chart: — 🟡 Solid line = POC (session fair value) — 🟡 Dashed line = extended POC (reference for future sessions) — 🔴 Dashed line with "nPOC" label = naked POC (unvisited — strong magnet) — 🟡 "yPOC" label = yesterday's POC — 🔵 Dashed lines = VAH / VAL (70% Value Area boundaries) — 🔵 Shaded zone = Value Area background — 🟣 Dotted line = session VWAP — 🟠 Solid lines = IB High / IB Low — 🟠 Shaded zone = Initial Balance range — 🟢 Profile bins = buying pressure (delta positive) — 🔴 Profile bins = selling pressure (delta negative) — 🟡 Bordered bins = single prints (thin volume — imbalance zones) — Day type labels: Trend / Normal / Neutral / DD 📊 Dashboard fields: — Day Type: profile shape classification (Trend / Normal / Neutral / DD) — Trend: price vs POC (Bullish ▲ / Bearish ▼) — Price Zone: Above VA / Inside VA / Below VA — IB Position: Above IB / Inside IB / Below IB — POC: today's price, vs POC distance — VAH / VAL: Value Area boundaries — Delta: net buy/sell percentage — Volume: total session volume — Naked POCs: count of unvisited prior-day POCs 🔧 Tuning guide: — Profile too coarse: increase Profile Bins (30–40) — Profile too granular: decrease Profile Bins (15–20) — Want to see more history: increase Days to Show (up to 7) — IB too narrow for your market: increase IB Period (90–120 min) — Too many single prints: this is informational — they highlight real imbalances ⚙️ KEY SETTINGS REFERENCE ⚙️ Main: — Days to Show (default 7): number of daily profiles (1–7) — Profile Bins (default 34): resolution of volume distribution 📊 Profile: — Delta Coloring (default On): color bins by buy/sell pressure — Single Prints (default On): highlight low-volume imbalance zones (< 15% of POC) — Profile Side (default Left): draw bars left or right of session 📏 Levels: — POC (default On) with width and extension (1–7 days) — Naked POCs (default On): unvisited prior-day POCs — Value Area (default On) with background fill — Session VWAP (default Off) — Previous Day POC (default On): yPOC reference — Extend Today (default On): extend current session levels to chart edge 🔲 Initial Balance: — IB Period (default 60 min): 15–120 minutes — IB Background (default On) / Extend IB Lines (default On) 🎨 Visual: — Day separators, day labels (Mon–Sun), day type labels — MA overlay: SMA/EMA/RMA/WMA/VWMA/None — Auto / Dark / Light theme 🔔 Alerts — 🟢 POC CROSS UP / 🔴 POC CROSS DOWN — price crosses today's POC — ⬆️ VAH BREAK — price breaks above Value Area High — ⬇️ VAL BREAK — price breaks below Value Area Low All support plain text and JSON webhook format. Bar-close confirmed. ⚠️ IMPORTANT NOTES — 📐 Use on intraday timeframes. The indicator builds daily session profiles — it requires intraday data (1M–30M recommended) to produce meaningful volume distribution. On daily or higher timeframes, each day has only one candle, producing a single-bin profile. — 🚫 No repainting. All alert conditions require barstate.isconfirmed. Profiles are computed from historical data within each session. Today's profile updates in real-time as new bars arrive (this is expected behavior for a live volume profile — not repainting). — 📊 The volume allocation is proportional to candle-range overlap , not tick-by-tick. True tick data is not available in Pine Script. This candle-range method produces a close approximation for intraday timeframes (1M–15M). Lower timeframes = more candles per session = more accurate profile. — ⚖️ The Value Area uses the standard CME expansion method : start at POC, expand toward higher-volume adjacent bins until 70% captured. This matches the industry-standard algorithm used by professional platforms. — 🔴 Naked POC scan checks up to 300 bars of history per POC for performance reasons. On very low timeframes with many bars per day, a POC from 5+ days ago may exceed the scan range. — 📏 Single prints are defined as bins with volume < 15% of POC volume — these represent areas where price moved too quickly for meaningful volume to accumulate. They are not errors or missing data. — 🏷️ Day type classification uses volume distribution shape analysis based on the ratio of significant bins to total bins. It's a probabilistic assessment of the session's character, not a definitive market prediction. — 🛠️ This is a volume analysis and market context tool , not an automated trading system. It visualizes where volume traded, which prices are accepted/rejected, and which levels remain unfinished — trade decisions remain yours. — 🌐 Requires volume data. On instruments without reliable volume (some forex pairs), the profile accuracy depends on broker-reported tick volume.
Pine Script® Indikator
von WillyAlgoTrader
10
LVN FinderLVN Finder by QuantShok (JacobS369) This script automatically identifies Low Volume Nodes (LVNs) from a calculated volume profile and plots them as horizontal levels on your chart. LVNs are price levels where relatively little volume has traded compared to surrounding areas — these zones often act as areas of low resistance where price moves quickly, or as potential support/resistance when retested. The script builds a high-resolution volume profile over a configurable lookback period, pulls in 1-minute data for added granularity, scans for statistically significant volume valleys, merges nearby levels to reduce clutter, and draws them on your chart with a price table for quick reference. Default settings are optimized for NQ (Nasdaq 100 Futures) on a 5-minute chart. Settings Breakdown Volume Profile Settings — These control the foundation of the profile itself. "Number of Rows" sets the resolution of the volume profile — higher means more granular detection but heavier computation. "LVN Lookback Days" determines how many trading days of data the profile is built from; shorter lookbacks give you more recent/relevant levels, longer lookbacks capture broader structure. "Rebuild Interval" controls how often the profile recalculates — set to 1 for a fresh rebuild every trading day. LVN Detection — This is where you fine-tune what qualifies as a true LVN. "Window Size %" sets how wide the local neighborhood is when checking if a price row is a volume minimum — smaller values find tighter, more precise valleys while larger values only catch broader dips. "LVN Prominence %" is the most important filter — it requires that the volume valley drops at least this much below the surrounding peaks. Raise it to only see the most significant LVNs, lower it to surface more levels. "Use LVN Min Volume Filter" lets you exclude valleys that fall in extremely low-activity zones where the level may not be meaningful. LVN Display — Toggle visibility, pick your line color, and set the line width. Level Management — "Merge Nearby Levels" combines LVNs that are close together into a single level, keeping the one with the lowest volume. You can control the merge threshold by tick distance or percentage — useful to avoid clusters of redundant lines. "Extend Lines" controls how far the levels project forward on your chart. "Limit LVN Count" caps the total number of levels shown, prioritizing the lowest-volume (strongest) LVNs first. Adapting to Other Instruments If you're using this on something other than NQ, the main settings to adjust are merge distance (ticks and percentage) since different instruments have different tick sizes and price scales, prominence percentage depending on how cleanly volume distributes on that instrument, and lookback days based on how far back the relevant volume structure extends. For tighter instruments like ES, you might lower the merge ticks. For something like crypto with wider ranges, bump up the merge percentage and potentially lower the prominence threshold.
Pine Script® Indikator
von JacobS369
Market Structure Volume Profiles [Kioseff Trading]Hello traders and friends! Introducing: "Market Structure Volume Profiles". This script combines market structure with volume profiling and CVD to show how volume develops inside each structural changes of the market. Instead of building one continuous profile across a session, this script creates a new volume profile for each completed BoS or CHoCH, allowing you to study the internal auction of each behavioral regime independently. 🔹Features Detects and displays BoS and CHoCH Builds a dedicated volume profile for each new structure Displays profiles in Stacked or Split mode Optional Mini Profile mode for a compact structure profile view Shows buy-side and sell-side volume distribution Displays POC for each profile Optional extended POC and naked POC tracking Displays Value Area (VA) for each completed structure Tracks and plots CVD by structural leg Optional market structure candle coloring Optional structure statistics label Uses lower timeframe data to build more detailed internal volume distribution 🔹How it works This script tracks market structure and recalculates volume profiles for each structural change. Whenever price confirms a Break of Structure (BoS) or Change of Character (CHoCH), the volume accumulated during that completed leg is organized into a profile. This allows you to examine how volume was distributed throughout the move, where the heaviest participation occurred, and whether buying or selling dominated the leg. Rather than asking only where price moved, this script helps answer: where volume concentrated during the move whether the move was supported by participation where value developed inside the structural range how buy and sell volume were distributed across price Each profile is built from lower timeframe data so that the structural leg can be broken into price levels and analyzed internally. 🔹What it shows 🔸Market Structure The script identifies major structural events and labels them as: BoS CHoCH Profiles to be tied directly to meaningful structural transitions. 🔸Volume Profile by Structure Each completed structural leg gets its own profile, showing: buy volume at each level sell volume at each level total participation across the leg the internal shape of the auction This makes it easier to compare continuation legs against reversal legs. You can color BoS and CHoCH generated profiles distinctly. Making it easier to trach where each profile sits inside broader market action. 🔸Point of Control (POC) The script can display the POC of each structural profile, showing the price level with the highest traded volume during that leg. The script can also display the Value Area for each profile, helping identify where the majority of volume was concentrated during the structural move. 🔸CVD The script tracks Cumulative Volume Delta throughout the current structure and plots it in the pane. CVD can be reset by: CHoCH BoS + CHoCH Day Week This makes it possible to study delta behavior in a structural context rather than only in a session-based one. 🔸Structure Stats Optional structure statistics can be displayed, including: Range High Low Buy volume Sell volume Delta Return This gives a summary of the completed structural move. 🔸Why use it This script is designed for traders who want to combine: market structure volume profiling delta/CVD auction logic Because profiles are anchored to structure instead of session time, they can help reveal differences between: strong continuation legs weak continuation legs reversal legs imbalanced breakouts balanced rotations 🔸Mini Profiles The indicator has two separate drawing methods for each VP. The detailed profile is used when the structural move has enough bar data to create a detailed profile. When not enough data exists, a mini profile is used. You can select only to use mini profiles if you prefer the style. The internal logic to calculate each volume profile is similar. However, the detailed profile "scrunches" when not enough bar data exists to calculate it on - that's when mini profile takes over. 🔸Split Profile You can also choose to show split volume profiles. This is more similar to how a delta profile is shown. This is a styling preference only. Rows Limit Detailed profiles can use up to 500 rows. Higher values were giving a "response too large" error, so I restricted the max to 500. 🔹Summary That’s about it! The goal of this script is simply to combine market structure with volume profiles and CVD so you can see how volume develops inside each structural move instead of across arbitrary time windows. By anchoring profiles to BoS and CHoCH, you can study how participation builds during continuations, reversals, and rotations - and get a better feel for how each move was actually formed internally. Hope you find it useful (: Thank you guys and thank you TradingView!
Pine Script® Indikator
von KioseffTrading
13
Wraith Protocol | PUT & CALL VP LevelsThis is a dual Volume Profile indicator built in Pine Script v5. It computes two independent volume profiles — one for a "PUT" lookback window and one for a "CALL" lookback window — and extracts the three key auction market theory levels from each: the Value Area High (VAH), the Point of Control (POC), and the Value Area Low (VAL). These levels are drawn as persistent horizontal lines across the chart with labeled price annotations, a colored histogram, and a summary data table. The PUT and CALL naming convention frames these levels as options-market analog reference zones — the PUT profile represents a longer-term bearish/support structure, while the CALL profile represents a shorter-term bullish/resistance structure. Neither pulls actual options data; the names are a conceptual framing applied to standard price/volume data. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Section-by-Section Breakdown ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 1. Inputs Volume Profile group: Profile Rows — how many horizontal price buckets to divide the range into (default 24). More rows = finer resolution. Histogram Max Width (bars) — the visual width of the histogram in bar units (default 30). Show Histogram — toggle the visual bars on/off. PUT Levels group: PUT Lookback Bars — how many bars back to include in the PUT profile (default 150, i.e. a longer-term window). PUT Value Area % — the percentage of total volume that defines the Value Area (default 70%). Standard TPO/VP convention uses 70%. Show PUT Levels — toggle all PUT lines/labels on/off. PUT VAH / POC / VAL color pickers — individual line color controls. CALL Levels group: Same structure as PUT but defaults to a shorter 70-bar lookback. This creates a faster-moving, nearer-term profile. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Style group: ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Extend Lines Right — extends all lines to the right edge of the chart (infinite extend). Label Size — controls the text size of all price labels (tiny → huge). 2. Volume Profile Engine (same logic runs twice — for PUT and CALL) Step 1 — Find the high/low range of the lookback window. The script loops backward over the specified number of bars and finds the highest high and lowest low in that window. This becomes the price range for the profile. Step 2 — Distribute volume into rows (buckets). The range is divided into rows equally-spaced price buckets. For every bar in the lookback window, its volume is distributed proportionally across whichever buckets its high-low range overlaps. The formula is: allocated volume = bar volume × (overlap length / bar range) If a bar's range is zero (doji), it uses the bucket step size as a fallback to avoid division by zero. Step 3 — Find the POC. The bucket with the highest accumulated volume is the Point of Control (POC) — the price level where the most trading activity occurred. Step 4 — Build the Value Area. Starting from the POC, the script expands outward one bucket at a time, always adding the larger neighbor first (up or down), until the cumulative volume in the growing range reaches the target Value Area % of total volume. The top of the upper boundary is the VAH; the bottom of the lower boundary is the VAL. 3. Histogram Drawing On the last bar (barstate.islast), old histogram boxes are deleted and new ones are drawn. Each row gets a colored box whose width is proportional to its volume relative to the max-volume row. Opacity varies by context: POC row → fully opaque (transparency = 0) Inside Value Area → semi-transparent (40) Outside Value Area → mostly transparent (70) PUT histogram uses red; CALL histogram uses teal. Each starts at bar_index - lookback + 1 so the histogram aligns to its respective lookback window. 4. Lines & Labels All six lines (PUT VAH/POC/VAL, CALL VAH/POC/VAL) are deleted and redrawn on every last-bar execution, which means they update in real time as new bars form. VAH lines — solid, width 2, extending right POC lines — dashed, width 2, extending right VAL lines — solid, width 2, extending right Labels are placed at histogram_left + histogram_width + 1, i.e. just to the right of each histogram. Label text includes a human-readable role name ("PUT VAH DN SELLER EXIT", "PUT VAL BUYER EXIT", "CALL VAH BUYER EXIT", "CALL VAL DN SELLER EXIT") plus the live price value formatted to 2 decimal places. The label role convention follows auction market logic: Level Interpretation PUT VAHDownside seller exhaustion — sellers who pushed price into the PUT range may exit here PUT VAL Buyers who entered in the PUT range may exit here CALL VAH Buyers who pushed price into the CALL range may exit here CALL VAL Downside sellers may exit here, near the base of CALL value 5. Data Window Plots Six plot() calls with display=display.data_window expose all six levels in TradingView's Data Window panel. They are not drawn on the chart (no display.pane) — they exist purely for external access, alerts, or Pine Strategy consumption. 6. Info Table (Bottom Right) A persistent 3-column × 8-row table summarizes everything in one glance: Row Content Header "Level", "PUT (Nb)", "CALL (Nb)"VAHPUT and CALL VAH prices POC PUT and CALL POC prices VAL PUT and CALL VAL prices Spread VAH − VAL for each profile (range of the Value Area)PUT Bias "ABOVE POC" / "BELOW POC" relative to current close — green or red CALL Bias Same for CALL profile VA %The configured value area percentage for each profile ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Key Design Decisions: ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Why barstate.islast only? Volume profiles are computationally expensive. Running them on every bar would be slow and generate thousands of orphaned drawing objects. By running only on the last bar and deleting/redrawing all objects, the script stays clean and efficient. Why two separate lookbacks? The asymmetry between a 150-bar PUT profile and a 70-bar CALL profile is intentional. It creates structural levels at two different temporal horizons — analogous to how options traders think about near-term (gamma) vs. longer-term (delta) positioning zones. Why var declarations for lines/labels? var preserves the last-assigned object reference across bars so the script can explicitly delete the previous versions before drawing new ones — preventing object accumulation. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Usage Notes: ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Works on any instrument and timeframe; the lookback bars are bar-count based, not time-based. Lowering Profile Rows to 10–15 gives broader, more tradeable zones. Increasing it to 40+ gives precision but may over-fit to noise. The "Extend Lines Right" toggle is useful when you want clean horizontal levels extending into the future for forward reference. The PUT/CALL bias rows in the table provide a quick structural read: if price is above both POCs, the profile structure is broadly bullish; below both is broadly bearish; split is a contested/transitional market. Ref: My previous Script- Wraith Protocol ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ IMPORTANT NOTES ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ • This indicator is for informational and educational purposes only. It does not constitute financial advice. • Past performance of any level or signal does not guarantee future results. • Always use proper risk management and combine with your own analysis. • The Estimate field is a directional bias tool, not a trade signal. • Best used as a confluence layer alongside your primary strategy. Enjoy !!
Pine Script® Indikator
von kingshukghosh71
1
Wraith Protocol WRAITH PROTOCOL All-In-One Fibonacci | Volume Profile | Market Intelligence Overlay ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SHORT DESCRIPTION ───────────────── Automatically maps Fibonacci retracements, buy/sell volume profile, and a live market statistics table onto your chart — all in one clean overlay. FULL DESCRIPTION ──────────────── WRAITH PROTOCOL is a precision-built overlay indicator that combines three institutional-grade tools into a single, zero-clutter chart experience. Designed for traders who demand structure, confluence, and real-time market intelligence without switching between tools or cluttering their workspace. It silently watches the last N candles, detects the swing high and low, and then builds everything — Fibonacci levels, volume distribution, and a full statistics dashboard — automatically, on every bar. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT IT DOES — FEATURE BREAKDOWN ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 1. AUTO FIBONACCI RETRACEMENTS ──────────────────────────── Automatically detects the highest high and lowest low over your chosen lookback period and draws the full Fibonacci retracement grid between them. Levels plotted: -0.13 (Extension above high) 0.0 (Swing High — strong border line) 0.13 (Minor extension) 0.236 (Shallow retracement) 0.382 (Golden ratio zone — minor) 0.5 (Midpoint) 0.618 (Golden ratio — key confluence) 0.786 (Deep retracement) 0.886 (Final defense level) 1.0 (Swing Low — strong border line) 1.13 (Extension below low) Each level is price-labelled on the right side with its ratio value. Key levels (0.0 and 1.0) are rendered thicker and brighter. The grid auto-updates every bar — no manual drawing needed. Option: Enable "Extend to Right Edge" to project levels forward into future candle space for forward planning. 2. DASHED RANGE BOX ────────────────── A clean dashed bounding box is drawn around the exact lookback window — from the first bar of the range to the last — framing the high and low. This gives instant visual context for where the Fibonacci grid is anchored and separates the active analysis zone from historical price action. 3. VOLUME PROFILE HISTOGRAM (Buy / Sell Split) ───────────────────────────────────────────── A horizontal volume profile is rendered on the right side of the chart, broken into configurable price buckets across the full range. Each bucket shows: — Buy volume (blue bars): candles that closed above their open — Sell volume (red/pink bars): candles that closed below their open The dominant price bucket — the one with the highest total volume, known as the Point of Control (POC) — is highlighted in cyan, making it instantly identifiable as the most contested price level in the range. The profile width and right-side offset are fully adjustable so it never overlaps your candles. 4. LIVE STATISTICS TABLE ──────────────────────── A clean 5-column, 4-row table is displayed at the bottom center of the chart with real-time data derived from the lookback window. Row 1 — Volume Intelligence: Total Candle : Number of candles analyzed Biggest Sell : Price of the single highest-volume bearish candle Biggest Buy : Price of the single highest-volume bullish candle Buy Rate : % of total volume that was buying pressure Sell Rate : % of total volume that was selling pressure Row 2 — Market Structure: Trend : Bullish or Bearish (derived from buy/sell rate dominance) Support : Auto-calculated at the 88.6% Fibonacci retracement Resistance : Auto-calculated at the 61.8% Fibonacci retracement P&L : % distance between support and resistance (range size) Estimate : "Up" if price is below resistance, "Down" if above ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SETTINGS & CUSTOMISATION ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ General • Lookback Period — Number of candles to analyze (default: 60) • Volume Profile Buckets — Price level resolution of the histogram • Profile Max Width — Horizontal width of the profile bars in bar units • Profile Right Offset — Gap between last candle and profile start Fibonacci • Show Fibonacci Levels — Toggle the full Fib grid on/off • Extend to Right Edge — Project Fib lines into future candle space Visual • Show Range Box — Toggle the dashed bounding box • Show Volume Profile — Toggle the histogram • Show Info Table — Toggle the statistics table • Color Candles — Apply bull/bear custom colours to all candles • Bull Candle Color • Bear Candle Color • Buy Volume Color • Sell Volume Color • Dominant Level Color ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW TO USE ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Step 1 — Add to chart Apply WRAITH PROTOCOL to any chart and timeframe. It works on all assets: crypto, forex, stocks, indices, and futures. Step 2 — Set your lookback Adjust the lookback period to match your trading horizon. Recommended starting points: Scalping (1m–15m) : 30–60 candles Swing (1h–4h) : 60–120 candles Position (Daily+) : 60–200 candles Step 3 — Read the levels Price approaching the 0.618 or 0.886 Fibonacci level with the table showing Bearish trend and high sell rate = high-probability rejection zone. Price holding above the dominant cyan volume bucket with a Bullish trend reading = strong continuation signal. Step 4 — Confirm with the table Use the Buy Rate vs Sell Rate to gauge who is in control. Use the Estimate field as a quick directional bias filter. Use the PnL field to assess the risk/reward of the current range. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WORKS BEST WITH ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ • Any timeframe from 1 minute to Weekly • Crypto pairs (BTC, ETH, SOL, etc.) • Forex majors and minors • Stock indices and individual equities • Futures contracts ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ IMPORTANT NOTES ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ • This indicator is for informational and educational purposes only. It does not constitute financial advice. • Past performance of any level or signal does not guarantee future results. • Always use proper risk management and combine with your own analysis. • The Estimate field is a directional bias tool, not a trade signal. • Best used as a confluence layer alongside your primary strategy. Enjoy !!
Pine Script® Indikator
von kingshukghosh71
2
Apex Edge - Liquidity AtlasLiquidity Atlas maps where price is most likely to travel next by scoring liquidity magnets inside an internal volume profile. Description Liquidity Atlas is a probability-driven liquidity mapping tool designed to highlight where price is most likely to move next. Instead of simply marking liquidity zones, the engine evaluates multiple liquidity structures and ranks them based on their probability of being targeted by price. The indicator activates only when price interacts with structural liquidity bins, filtering out mid-range noise and focusing on true decision zones. Key Concepts Liquidity Atlas evaluates: • High-volume liquidity shelves • Equal highs / equal lows (EQH / EQL) • Daily liquidity levels • Liquidity sweeps • Path efficiency (vacuum vs resistance) • Shelf strength and repeated touches • Distance weighting from current price These elements are combined into a scoring engine that estimates the most probable liquidity destination. Visual Guide Solid line = Primary liquidity magnet Dashed line = Secondary liquidity zone HUD panel displays: • Bullish / Bearish probability • Market phase (Compression / Equilibrium / Expansion) • Engine confidence • Next liquidity magnet direction How To Use 1. Wait for System Status: Active Signals 2. Observe the primary projection line 3. Trade toward the projected liquidity magnet 4. Use secondary zones as potential reaction areas Best results occur when price interacts with structural bins, as this is where liquidity decisions occur. Important Notes Liquidity Atlas does not predict price with certainty. It estimates the most efficient liquidity path based on current market structure. Markets can still deviate if new liquidity forms or structural conditions change.
Pine Script® Indikator
von ApexEdge
1
Swing Volume Profile Pro [WillyAlgoTrader]📊 Swing Volume Profile Pro is an overlay indicator that builds a true volume distribution profile for each completed swing leg — distributing each candle's volume across price bins proportionally to how much of the candle's range overlaps each bin (TPO-like allocation), then calculating the Point of Control (highest-volume price), Value Area (70% of volume around POC), buy/sell delta per bin, and swing VWAP. The result is a volume profile that maps exactly to the swing structure, not to arbitrary time intervals. Most volume profile tools on TradingView are session-based or fixed-period — they split time into equal windows (daily, weekly, or N-bar segments) and build a profile for each. This means a single profile can contain parts of two different swing legs going in opposite directions, mixing bullish and bearish volume into one distribution. The POC and Value Area from such profiles reflect the time window, not the price structure. This indicator solves that by anchoring each profile to the actual swing structure: a profile starts at one pivot (swing high or swing low) and ends at the next. Every bar within that swing leg contributes its volume to the bins of that specific leg. The POC tells you where the most trading occurred during that exact directional move. The Value Area shows the 70% concentration zone for that move. The delta profile shows which bins were buy-dominant vs sell-dominant within that leg. This structural anchoring makes the volume data directly relevant to the swing you're analyzing. 🧩 WHY THESE COMPONENTS WORK TOGETHER A volume profile alone tells you where trading concentrated — but without structural context, you don't know whether that concentration happened during an impulse or a correction. A swing detector alone tells you direction changed — but without volume data, you don't know whether the reversal had participation behind it. This indicator connects them into a single analytical unit: Pivot detection → Swing leg identification → Candle-range volume distribution → POC/VA/VWAP/Delta calculation → Structural visualization The swing detector (ta.pivothigh/pivotlow) defines the boundaries of each leg. The volume distribution engine allocates each candle's volume to the correct price bins based on the candle's actual range overlap (not just its close). The POC identifies the price where the market spent the most effort during that specific move. The Value Area defines the consensus price zone. The delta shows whether buyers or sellers dominated at each price level. And the swing VWAP gives the fair value for the entire move. Together, these components answer: "during this specific swing move, where did the market agree on value, and who was in control?" 🔍 WHAT MAKES IT ORIGINAL 1️⃣ Candle-range volume distribution (TPO-like allocation). Standard volume profiles assign each candle's entire volume to a single bin (usually the close price). This creates distortion: a wide-range candle that spans 10 bins puts all its volume in one, leaving 9 bins empty. This indicator distributes volume proportionally: For each candle, for each bin: overlap = max(0, min(candle_high, bin_high) − max(candle_low, bin_low)) portion = overlap / candle_range allocated_volume = candle_volume × portion A candle spanning 5 bins distributes its volume across all 5, weighted by how much of its range falls within each bin. This produces a smooth, accurate volume distribution that reflects where the market actually traded within each candle, not just where it closed. Additionally, each candle is classified as bullish (close ≥ open) or bearish (close < open), and its allocated volume is tracked separately in buy and sell arrays. This enables the delta profile: at every price bin, you can see whether buy or sell volume dominated. 2️⃣ Swing-anchored profiles (not time-anchored). Profiles are built between confirmed pivot highs and pivot lows detected by ta.pivothigh(high, swingLen, swingLen) and ta.pivotlow(low, swingLen, swingLen). Each completed swing leg (from one pivot to the next) becomes its own volume profile with independent POC, Value Area, delta, and VWAP. The bins span the exact swing range (min to max price within the leg), and only bars within the leg contribute volume. A noise filter skips swings smaller than 0.3× ATR(200) — preventing micro-swings from generating meaningless profiles. 3️⃣ Value Area calculation using the CME expansion method. The Value Area is computed using the standard market profile algorithm: starting from the POC bin, expand alternately upward and downward, adding whichever adjacent bin has more volume, until 70% of total swing volume is captured. In code: starting with accumulated = volume , the algorithm compares volume vs volume . If the upper bin has more volume (or equal), it expands upward and adds that volume. Otherwise, it expands downward. This continues until accumulated ≥ totalVolume × 0.70. The result is VA High (top of the uppermost included bin) and VA Low (bottom of the lowermost included bin). This is the same expansion method used by the CME for market profile — it's not a simple percentile calculation. The VA wraps around the POC in the direction of volume concentration, which may be asymmetric. 4️⃣ POC zone with persistent extension. The POC is not just a single line — it includes the full price bin (top and bottom boundaries) displayed as a shaded zone. This zone extends rightward from the end of the swing leg until the next profile appears, providing a forward-looking support/resistance reference. When a new swing completes, the previous POC zone is trimmed to the boundary of the new profile, and the new zone begins extending. This means you always see the most recent POC zone extending into current price action — if price is trading within the POC zone, it's at the highest-volume price of the last completed swing. If price breaks above/below the zone, it's leaving the area of strongest volume consensus. 5️⃣ Buy/sell delta profile. When enabled, each profile bin is colored by its buy/sell imbalance: green if buy volume ≥ sell volume, red if sell volume dominates. A bullish swing with mostly green bins confirms strong demand throughout the move. A bullish swing with red bins at the top suggests sellers are absorbing the advance — potential exhaustion. This buy/sell classification is based on candle direction (close ≥ open = buy candle), applied proportionally through the same distribution mechanism as total volume. 6️⃣ Swing VWAP per leg. A separate VWAP is calculated for each swing leg: sum(typical_price × volume) / sum(volume), where typical_price = (high + low + close) / 3 for each bar within the leg. This gives the volume-weighted fair value for that specific move — distinct from session VWAP or rolling VWAP. If price retests a previous swing VWAP, it's returning to the average traded price of that move. 7️⃣ Dual visualization modes: histogram profile + heatmap. Two display modes for the volume distribution: — Profile mode (default): horizontal histogram bars extending from the swing boundary, with a polyline outline. Width proportional to volume at each bin. The highest-volume bin (POC) is highlighted. — Heatmap mode : fills the entire swing range with color-gradient boxes. Higher volume = more opaque/saturated color. Lower volume = more transparent. This gives a density map of where volume concentrated within the swing. Both modes support delta coloring. The profile mode includes volume text on the POC bin. 8️⃣ Real-time forming swing profile. The indicator doesn't wait for a swing to complete — it continuously builds a profile for the current forming swing leg. As each new bar adds volume, the real-time profile updates: bins are recalculated, POC may shift, Value Area may expand. This profile is drawn in a neutral color (gray) to distinguish it from confirmed profiles. When the swing completes (next pivot confirmed), the real-time profile is replaced by the finalized historical profile in the swing's directional color. 9️⃣ Comprehensive tooltip data on swing labels. Each swing pivot label (▲ for bullish, ▼ for bearish) contains a tooltip with complete swing statistics: total volume, buy volume, sell volume, delta percentage, POC price, Value Area range, and swing VWAP. This compresses all the analytical data into a single hover interaction — you can quickly review any historical swing's volume profile data without cluttering the chart. ⚙️ HOW IT WORKS — CALCULATION FLOW Step 1 — Swing detection: ta.pivothigh(high, swingLen, swingLen) and ta.pivotlow(low, swingLen, swingLen) detect confirmed pivots. Pivots are confirmed swingLen bars after they form. Direction flips when a new pivot type appears (swing high → bearish direction, swing low → bullish direction). Step 2 — Swing leg boundaries: When direction flips, the completed leg is defined from the previous pivot index to the current pivot index. The swing range (top − bottom) is divided into N bins (default 20). A noise filter requires swing range > 0.3× ATR(200). Step 3 — Volume distribution: For each bar in the leg, the candle's volume is distributed across bins proportional to range overlap. Buy/sell arrays track bullish vs bearish candle volume separately. Typical price × volume is accumulated for VWAP. Step 4 — POC: The bin with the highest total volume is identified. Its center price becomes POC, and its upper/lower boundaries define the POC zone. Step 5 — Value Area: Starting from the POC bin, expand alternately toward the bin with more volume (up or down) until 70% of total swing volume is accumulated. The top of the upper boundary and bottom of the lower boundary define VA High and VA Low. Step 6 — Visualization: Profile boxes are drawn with width proportional to volume/maxVolume × halfSpan. The polyline outline traces the profile shape. POC zone extends rightward until the next profile. VA lines span the leg. VWAP line marks the fair value. Step 7 — Real-time update: On the last bar, the current forming swing is profiled with the same algorithm. All real-time drawings are deleted and recreated each bar (delete-before-create pattern) for clean updates. 📖 HOW TO USE 🎯 Quick start: 1. Add the indicator — profiles appear on each completed swing leg 2. The widest bar in each profile = POC (highest volume price) 3. Blue dashed lines = Value Area boundaries (70% of volume) 4. Green/red bin colors = buy vs sell dominance at each price level 5. The POC zone (shaded) extends rightward — watch how price interacts with it 👁️ Reading the chart: — 🟢 Green profile = bullish swing leg (low → high) — 🔴 Red profile = bearish swing leg (high → low) — ⚫ Gray profile = current forming swing (not yet confirmed) — 🔵 Dark blue line + shaded zone = POC (extends rightward as S/R reference) — 🔵 Blue dashed lines = Value Area High / Low — 🟣 Purple solid line = Swing VWAP (fair value for the leg) — 🟢🔴 Bin colors (delta mode) = buy vs sell dominance per price level — ▲/▼ labels at pivots = swing reversals (hover for full volume data) 📊 Key analysis patterns: — POC at swing extreme : heavy volume at the high/low of the swing → potential exhaustion (climax volume) — POC in middle of swing : most volume at fair value → healthy acceptance, trend likely to continue — Wide Value Area : volume distributed broadly → uncertainty, ranging behavior — Narrow Value Area : volume concentrated tightly → strong consensus, potential breakout energy stored — Delta divergence : bullish swing with red bins at top → sellers absorbing the rally → watch for reversal — Price retesting POC zone : if the extended POC zone acts as support/resistance, the volume consensus from the previous swing is holding 📊 Dashboard fields: — Trend: current swing direction (Bullish ▲ / Bearish ▼) — POC: point of control price for the current/last swing — VA 70%: value area range (low — high) — VWAP: swing VWAP price — Volume: total volume in the swing leg — Delta: buy vs sell imbalance percentage (positive = buy dominant) — Timeframe and version ⚙️ KEY SETTINGS REFERENCE ⚙️ Main: — Swing Detection Length (default 21): pivot lookback — higher = larger swings, lower = more frequent — Profile Bins (default 20): price resolution — higher = finer detail, lower = smoother 🎨 Visual: — Volume Profile (default On): histogram display — Heatmap (default Off): color-gradient fill instead of histogram — Delta Profile (default On): buy/sell coloring per bin — ZigZag (default On): swing connector lines (Dotted/Dashed/Solid) — POC Line (default On): point of control with extending zone — POC Zone Fill (default On): shaded POC bin — Value Area (default On): VA High/Low lines — Swing VWAP (default Off): volume-weighted average per leg — Swing Labels (default On): pivot markers with tooltip data — Reversal Signals (default Off): confirmed swing direction change markers — Auto / Dark / Light theme 🔧 Advanced: — POC Width (default 2): POC line thickness — VA Width (default 1): Value Area line thickness 🔔 Alerts — 🟢 SWING BULLISH — ticker, price, timeframe, POC, delta % — 🔴 SWING BEARISH — same fields Both support plain text and JSON webhook format. Bar-close confirmed. ⚠️ IMPORTANT NOTES — 🚫 No repainting of confirmed profiles. Historical profiles are built on barstate.isconfirmed when a swing direction flip occurs. Once drawn, they don't change. The real-time forming profile updates each bar (by design — it's a live calculation), but confirmed profiles are final. — 📊 Volume data required. The profile, POC, Value Area, delta, and VWAP calculations all depend on volume data. On instruments without volume (some forex pairs), the profiles will be flat (all bins equal) and the analysis loses its meaning. The indicator works best on instruments with reliable volume: crypto, stocks, futures. — 📐 The candle-range distribution is an approximation of intrabar volume distribution. True tick-level distribution would require tick data, which TradingView doesn't provide. The proportional overlap method is the best approximation available and significantly more accurate than assigning all volume to the close price. — ⚖️ The delta classification (buy vs sell) uses candle direction (close ≥ open), not actual trade-level order flow. A bullish candle's volume is classified as "buy" and a bearish candle's as "sell." This is a standard approximation used by most volume analysis tools on candle data. — 📏 Swing Detection Length controls profile granularity. Length 21 produces medium-term swing profiles. Length 5–10 produces many small profiles (noisy). Length 50–100 produces few large profiles (macro structure). Choose based on your trading timeframe. — 🔄 The POC zone extends rightward until the next profile appears. If no new swing occurs for a long time, the zone keeps extending — this is by design (the last known POC remains relevant until a new volume structure forms). — 🛠️ This is a volume analysis and structural visualization tool , not an automated trading bot. It reveals where volume concentrated within each swing — trade decisions remain yours. — 🌐 Works on all markets with volume data. All timeframes supported.
Pine Script® Indikator
von WillyAlgoTrader
6