Multi Ranges Volume Distribution [LuxAlgo]The Multi Ranges Volume Distribution tool allows traders to see the volume distribution by price for three different timeframes simultaneously. Each distribution can report the total amount of accumulated volume or the accumulated buy/sell volume separately.
Levels are displayed at the top and bottom of each timeframe's range, as well as the POC or level with the most volume.
🔶 USAGE
By default, the tool displays daily, weekly, and monthly volume distributions, highlighting the accumulated volume within each row.
Each distribution shows the volume at each price, as well as three lines: the top and bottom prices, and the price at which the most volume was traded.
The reported accumulated volume can be useful for highlighting which price areas are of the most interest to traders, with the specific timeframe specifying whether this interest is long-term or short-term.
🔹 Timeframes & Rows
Traders can adjust the timeframe and the number of rows for each volume distribution.
This is useful for multi-timeframe analysis of volume at the same price levels, or for obtaining detailed data within the same timeframe.
The chart above shows three volume distributions with the same monthly timeframe but a different number of rows; each is more detailed than the previous one.
🔹 Total vs Buy & Sell Volume
Traders can choose to display either the total volume or the buy and sell volumes.
As we can see on the above chart, the background of each row uses a gradient that is a function of the delta between the buy and sell volumes.
This is useful to determine which areas attract buyers and sellers.
🔶 SETTINGS
Volume Display: Select between total volume and buy and sell volume.
Distance between each box: Adjust the spacing of the volume distributions.
Period A: Select a timeframe and the number of rows.
Period B: Select a timeframe and the number of rows.
Period C: Select a timeframe and the number of rows.
Search in scripts for "poc"
Volume Analysis - Heatmap and Volume ProfileHello All!
I have a new toy for you! Volume Analysis - Heatmap and Volume Profile . Honestly I started to work to develop Volume Heatmap then I decided to improve it and add more features such Volume profile, volume, difference in Buy/Sell volumes etc. I tried to put my abilities into this script and tried to use some new Pine Language™ features ( method, force_overlay, enum etc features ). I hope the usage of these new features would be an example for Pine Programmers.
Lets talk about how it works:
- It gets number of Rows/Columns from the user for each candle to create heatmap
- It calculates the number of the candles to analyze. Number of the candles may change by number of Rows/columns or if any volume / difference in volumes / volume profile is enabled
- It gets Closing/Opening price, Volume and Time info from lower time frame for each candle ( it can be up to 100K for each candle )
- After getting the data it calculates lower time frame to analyze
- Then it calculates how closing price moves, how much volume on each move and create boxes by the volume/move in each box
- The colors for each box calculated by volume info and closing price movements in the lower time frame
- It shows the boxes on Absolute places or Zero Line optionally
- it shows Volume, Cumulative volume, Difference between Buy/Sell volume for each column
- it changes empty box color by Chart background color, also you can change transparency
- At this time it creates Volume Profile with up to 25 rows
- As a new Pine Language™ feature, it can show Volume Profile in the indicator window or in Main chart, shows Value Area, Value Area High (VAH), Value Area Low (VAL), and draw it and POC (Point Of Control) in the indicator window and/or in the main chart
- Honestly the feature I like is that: For the markets that are not open 24/7, it combines the data from the lower time period without any gaps. For example, if you work for a market that is closed on Saturdays and Sundays, it ensures data integrity by omitting weekends and holidays. so for example if the data is like "ABC---DEF-X---YL-Z" then it makes this data like "ABCDEFXYLZ". In this way, there will be no data breaks in the displayed boxes, there will be no empty colons, and it will appear as if data is coming in at any time.
- Finally it shows Info Panel to give info, its background color automatically changes by the Chart background color
- Important! You should set your "Plan" accordingly, your plan is "Premium or Higher" or "Lower tier". so the script can understand the minimum time frame it can get data!!
I tried to share many screenshots below to explain it much better
How it looks?
it shows Highest Buy/Sell volumes brighter, move volume -> brighter
Volume Profile ( up to 25 row s) ( number of contained candles should be more than 1 )
Volume Profile can be shown in the main chart optionally
How the main chart looks:
Closing price shown and you can enable it, change colors & line width
Can include many candles according to Row&Column number you set
Optionally it can show cumulative volume for each candle
Closing prices from lower time frame
Shows Candle Body by changing background colors
It can shows all included candles on Zero line
You can change the colors of many things
You can set Empty box and border transparency
Table, Empty box Colors adjustment done automatically by chart background color
Sometimes we can not get data from some historical candles if time frame is high such 2days, 1 week etc, and it looks like:
It also checks if Chart time frame and Chart type is suitable
Enjoy!
PhantomFlow DynamicLevelsThe PhantomFlow Dynamic Levels indicator analyzes the dynamic volume over the period specified in the Period field. Channel boundaries can be used as dynamic support and resistance levels when trading within a range. The POC level also serves as a level at which the price may react during trend movements. The Period Multiplier parameter affects how many dynamic levels will be displayed. The Accuracy parameter influences the precision of volume calculations.
These levels are crucial for intraday traders as they serve as support or resistance. The Value Area zone includes 70% of the traded volume over the selected period. In other words, it represents the price region where the majority of traders believe the fair value for the asset lies.
The indicator's name, Dynamic Levels, aptly captures its essence. It analyzes trading volume at various price levels, tracking the sentiment dynamics of traders. When the asset's price decreases or increases as a result of trading, the Dynamic Levels indicator displays a new level on the chart. This results in a plotted line on the chart, allowing us to observe the movement dynamics of both the value area and the maximum volume level.
Standard indicators do not provide real-time visibility into level shifts, making the use of the Dynamic Levels indicator a competitive advantage in market trading across any time frame.
We borrowed the volume profile calculation code from @LonesomeTheBlue. Thank you for the work done!
Time & volume point of control / quantifytoolsWhat are TPOC & VPOC?
TPOC (time point of control) and VPOC (volume point of control) are points in price where highest amount of time/volume was traded. This is considered key information in a market profile, as it shows where market participant interest was highest. Unlike full fledged market profile that shows total time/volume distribution, this script shows the points of control for each candle, plotted with a line (time) and a dot (volume). The script hides your candles/bars by default and forms a line in the middle representing candle range. In case of candles, borders will still be visible. This feature can be turned off in the settings.
Volume and time data are fetched from a lower timeframe that is automatically adjusted to fit the timeframe you're using. By default, the following settings are applied:
Charts <= 30 min: 1 minute timeframe
Charts > 30 min & <= 3 hours : 5 minute timeframe
Charts > 3 hours & <= 8 hours : 15 minute timeframe
Charts > 8 hours & <= 1D: 1 hour timeframe
Charts > 1D & <= 3D : 2 hour timeframe
Charts > 3D: 4 hour timeframe
Timeframe settings can be changed via input menu. The lower the timeframe, the more precision you get but with the cost of less historical data and slower loading time. Users can also choose which source to use for determining price for points of control, e.g. using close as source, the point of control is set to match the value of lower timeframe candle close. This could be replaced with OHLC4 for example, resulting in a point of control based on OHLC average.
To identify more profound points of market participant interest, TPOC & VPOC as percentage of total time/volume thresholds can be set via input menu. When a point of control is equal to or greater than the set percentage threshold, visual elements will be highlighted in a different color, e.g. 50% VPOC threshold will activate a highlight whenever volume traded at VPOC is equal to or greater than 50% of total volume. All colors are customizable.
VPOC is defined by fetching lower timeframe candle with the most amount of volume traded and using its close (by default) as a mark for point of control. For TPOC, each candle is divided into 10 lots which are used for calculating amount of closes taking place within the bracket values. The lot with highest amount of closes will be considered a point of control. This mark is displayed in the middle point of a lot:
How to utilize TPOC & VPOC
Example #1: Trapped market participants
One or both points of control at one end of candle range (wick tail) and candle close at the other end serves as an indication of market participants trapped in an awkward position. When price runs away further from these trapped participants, they are eventually forced to cover and drive price even further to the opposite direction:
Example #2: Trend initiation
A large move that leaves TPOC behind while VPOC is supportive serves as an indication of a trend initiation. Essentially, this is one way to identify an event where price traded sideways most of the time and suddenly moved away with volume:
Example #3: POC supported trend
A trend is healthy when it's supported by a point of control. Ideally you want to see either time or volume supporting a trend:
poc by Jonathanhello community. welcome to my chat pattern detector. this is not a magic tool but a tool that you can use to analyse the market and also make sure you combine it with other indicators
POC-Candle-EMA-ATR-LongShadow-50percCandleThis is a script for those who trade based on volume and smart money strategies.
Some of the features of this script:
- Display "Time Price Opportunity Chart". These points help traders to identify price opportunities over time and have a better analysis of the market.
- Mark candles that have traded more volume than previous candles.
- Mark candles whose body is at least and not more than 50% of the total candle size, these candles can be found more easily in smart money strategies.
- Mark spike candles to find FVG faster
- Mark candles that have a shadow of at least more than 380 points and can be good reversal points.
- EMA indicator to check the market trend
- DonchianChannel indicator to check the price trend on the chart
Regards
POC bands 2.0 and other assorted goodiesI updated my old indicator that plotted a Kalman filter avg. of the bars inside a higher timeframe bar, to attempt to find the most frequent price in that bar's timespan.
It ended up being somewhat close, but not exact, but the result is that you get a pseudo-vwap without a need for volume data, that isn't cumulative and can indicate trend direction, or if the market's ranging.
This is very powerful information!
I highlight a trade setup we get here, derived from observing the indicator's slope and knowing how to read price action, assisted by rgmov and cci readings.
To get the code for the other indicator's you will have to click on share, and then on 'Make it mine' so you get the whole layout.
Good luck and hope you find these of use.
Cheers,
Ivan.
Dual Volume Profiles: Session + Rolling (Range Delineation)Dual Volume Profiles: Session + Rolling (Range Delineation)
INTRO
This is a probability-centric take on volume profile. I treat the volume histogram as an empirical PDF over price, updated in real time, which makes multi-modality (multiple acceptance basins) explicit rather than assumed away. The immediate benefit is operational: if we can read the shape of the distribution, we can infer likely reversion levels (POC), acceptance boundaries (VAH/VAL), and low-friction corridors (LVNs).
My working hypothesis is that what traders often label “fat tails” or “power-law behavior” at short horizons is frequently a tail-conditioned view of a higher-level Gaussian regime. In other words, child distributions (shorter periodicities) sit within parent distributions (longer periodicities); when price operates in the parent’s tail, the child regime looks heavy-tailed without being fundamentally non-Gaussian. This is consistent with a hierarchical/mixture view and with the spirit of the central limit theorem—Gaussian structure emerges at aggregate scales, while local scales can look non-Gaussian due to nesting and conditioning.
This indicator operationalizes that view by plotting two nested empirical PDFs: a rolling (local) profile and a session-anchored profile. Their confluence makes ranges explicit and turns “regime” into something you can see. For additional nesting, run multiple instances with different lookbacks. When using the default settings combined with a separate daily VP, you effectively get three nested distributions (local → session → daily) on the chart.
This indicator plots two nested distributions side-by-side:
Rolling (Local) Profile — short-window, prorated histogram that “breathes” with price and maps the immediate auction.
Session Anchored Profile — cumulative distribution since the current session start (Premkt → RTH → AH anchoring), revealing the parent regime.
Use their confluence to identify range floors/ceilings, mean-reversion magnets, and low-volume “air pockets” for fast traverses.
What it shows
POC (dashed): central tendency / “magnet” (highest-volume bin).
VAH & VAL (solid): acceptance boundaries enclosing an exact Value Area % around each profile’s POC.
Volume histograms:
Rolling can auto-color by buy/sell dominance over the lookback (green = buying ≥ selling, red = selling > buying).
Session uses a fixed style (blue by default).
Session anchoring (exchange timezone):
Premarket → anchors at 00:00 (midnight).
RTH → anchors at 09:30.
After-hours → anchors at 16:00.
Session display span:
Session Max Span (bars) = 0 → draw from session start → now (anchored).
> 0 → draw a rolling window N bars back → now, while still measuring all volume since session start.
Why it’s useful
Think in terms of nested probability distributions: the rolling node is your local Gaussian; the session node is its parent.
VA↔VA overlap ≈ strong range boundary.
POC↔POC alignment ≈ reliable mean-reversion target.
LVNs (gaps) ≈ low-friction corridors—expect quick moves to the next node.
Quick start
Add to chart (great on 5–10s, 15–60s, 1–5m).
Start with: bins = 240, vaPct = 0.68, barsBack = 60.
Watch for:
First test & rejection at overlapping VALs/VAHs → fade back toward POC.
Acceptance beyond VA (several closes + growing outer-bin mass) → traverse to the next node.
Inputs (detailed)
General
Lookback Bars (Rolling)
Count of most-recent bars for the rolling/local histogram. Larger = smoother node that shifts slower; smaller = more reactive, “breathing” profile.
• Typical: 40–80 on 5–10s charts; 60–120 on 1–5m.
• If you increase this but keep Number of Bins fixed, each bin aggregates more volume (coarser bins).
Number of Bins
Vertical resolution (price buckets) for both rolling and session histograms. Higher = finer detail and crisper LVNs, but more line objects (closer to platform limits).
• Typical: 120–240 on 5–10s; 80–160 on 1–5m.
• If you hit performance or object limits, reduce this first.
Value Area %
Exact central coverage for VAH/VAL around POC. Computed empirically from the histogram (no Gaussian assumption): the algorithm expands from POC outward until the chosen % is enclosed.
• Common: 0.68 (≈“1σ-like”), 0.70 for slightly wider core.
• Smaller = tighter VA (more breakout flags). Larger = wider VA (more reversion bias).
Max Local Profile Width (px)
Horizontal length (in pixels) of the rolling bars/lines and its VA/POC overlays. Visual only (does not affect calculations).
Session Settings
RTH Start/End (exchange tz)
Defines the current session anchor (Premkt=00:00, RTH=your start, AH=your end). The session histogram always measures from the most recent session start and resets at each boundary.
Session Max Span (bars, 0 = full session)
Display window for session drawings (POC/VA/Histogram).
• 0 → draw from session start → now (anchored).
• > 0 → draw N bars back → now (rolling look), while still measuring all volume since session start.
This keeps the “parent” distribution measurable while letting the display track current action.
Local (Rolling) — Visibility
Show Local Profile Bars / POC / VAH & VAL
Toggle each overlay independently. If you approach object limits, disable bars first (POC/VA lines are lighter).
Local (Rolling) — Colors & Widths
Color by Buy/Sell Dominance
Fast uptick/downtick proxy over the rolling window (close vs open):
• Buying ≥ Selling → Bullish Color (default lime).
• Selling > Buying → Bearish Color (default red).
This color drives local bars, local POC, and local VA lines.
• Disable to use fixed Bars Color / POC Color / VA Lines Color.
Bars Transparency (0–100) — alpha for the local histogram (higher = lighter).
Bars Line Width (thickness) — draw thin-line profiles or chunky blocks.
POC Line Width / VA Lines Width — overlay thickness. POC is dashed, VAH/VAL solid by design.
Session — Visibility
Show Session Profile Bars / POC / VAH & VAL
Independent toggles for the session layer.
Session — Colors & Widths
Bars/POC/VA Colors & Line Widths
Fixed palette by design (default blue). These do not change with buy/sell dominance.
• Use transparency and width to make the parent profile prominent or subtle.
• Prefer minimal? Hide session bars; keep only session VA/POC.
Reading the signals (detailed playbook)
Core definitions
POC — highest-volume bin (fair price “magnet”).
VAH/VAL — upper/lower bounds enclosing your Value Area % around POC.
Node — contiguous block of high-volume bins (acceptance).
LVN — low-volume gap between nodes (low friction path).
Rejection vs Acceptance (practical rule)
Rejection at VA edge: 0–1 closes beyond VA and no persistent growth in outer bins.
Acceptance beyond VA: ≥3 closes beyond VA and outer-bin mass grows (e.g., added volume beyond the VA edge ≥ 5–10% of node volume over the last N bars). Treat acceptance as regime change.
Confluence scores (make boundary/target quality objective)
VA overlap strength (range boundary):
C_VA = 1 − |VA_edge_local − VA_edge_session| / ATR(n)
Values near 1.0 = tight overlap (stronger boundary).
Use: if C_VA ≥ 0.6–0.8, treat as high-quality fade zone.
POC alignment (magnet quality):
C_POC = 1 − |POC_local − POC_session| / ATR(n)
Higher C_POC = greater chance a rotation completes to that fair price.
(You can estimate these by eye.)
Setups
1) Range Fade at VA Confluence (mean reversion)
Context: Local VAL/VAH near Session VAL/VAH (tight overlap), clear node, local color not screaming trend (or flips to your side).
Entry: First test & rejection at the overlapped band (wick through ok; prefer close back inside).
Stop: A tick/pip beyond the wider of the two VA edges or beyond the nearest LVN, a small buffer zone can be used to judge whether price is truly rejecting a VAL/VAH or simply probing.
Targets: T1 node mid; T2 POC (size up when C_POC is high).
Flip: If acceptance (rule above) prints, flip bias or stand down.
2) LVN Traverse (continuation)
Context: Price exits VA and enters an LVN with acceptance and growing outer-bin volume.
Entry: Aggressive—first close into LVN; Conservative—retest of the VA edge from the far side (“kiss goodbye”).
Stop: Back inside the prior VA.
Targets: Next node’s VA edge or POC (edge = faster exits; POC = fuller rotations).
Note: Flatter VA edge (shallower curvature) tends to breach more easily.
3) POC→POC Magnet Trade (rotation completion)
Context: Local POC ≈ Session POC (high C_POC).
Entry: Fade a VA touch or pullback inside node, aiming toward the shared POC.
Stop: Past the opposite VA edge or LVN beyond.
Target: The shared POC; optional runner to opposite VA if the node is broad and time-of-day is supportive.
4) Failed Break (Reversion Snap-back)
Context: Push beyond VA fails acceptance (re-enters VA, outer-bin growth stalls/shrinks).
Entry: On the re-entry close, back toward POC.
Stop/Target: Stop just beyond the failed VA; target POC, then opposite VA if momentum persists.
How to read color & shape
Local color = most recent sentiment:
Green = buying ≥ selling; Red = selling > buying (over the rolling window). Treat as context, not a standalone signal. A green local node under a blue session VAH can still be a fade if the parent says “over-valued.”
Shape tells friction:
Fat nodes → rotation-friendly (fade edges).
Sharp LVN gaps → traversal-friendly (momentum continuation).
Time-of-day intuition
Right after session anchor (e.g., RTH 09:30): Session profile is young and moves quickly—treat confluence cautiously.
Mid-session: Cleanest behavior for rotations.
Close / news: Expect more traverses and POC migrations; tighten risk or switch playbooks.
Risk & execution guidance
Use tight, mechanical stops at/just beyond VA or LVN. If you need wide stops to survive noise, your entry is late or the node is unstable.
On micro-timeframes, account for fees & slippage—aim for targets paying ≥2–3× average cost.
If acceptance prints, don’t fight it—flip, reduce size, or stand aside.
Suggested presets
Scalp (5–10s): bins 120–240, barsBack 40–80, vaPct 0.68–0.70, local bars thin (small bar width).
Intraday (1–5m): bins 80–160, barsBack 60–120, vaPct 0.68–0.75, session bars more visible for parent context.
Performance & limits
Reuses line objects to stay under TradingView’s max_lines_count.
Very large bins × multiple overlays can still hit limits—use visibility toggles (hide bars first).
Session drawings use time-based coordinates to avoid “bar index too far” errors.
Known nuances
Rolling buy/sell dominance uses a simple uptick/downtick proxy (close vs open). It’s fast and practical, but it’s not a full tape classifier.
VA boundaries are computed from the empirical histogram—no Gaussian assumption.
This script does not calculate the full daily volume profile. Several other tools already provide that, including TradingView’s built-in Volume Profile indicators. Instead, this indicator focuses on pairing a rolling, short-term volume distribution with a session-wide distribution to make ranges more explicit. It is designed to supplement your use of standard or periodic volume profiles, not replace them. Think of it as a magnifying lens that helps you see where local structure aligns with the broader session.
How to trade it (TL;DR)
Fade overlapping VA bands on first rejection → target POC.
Continue through LVN on acceptance beyond VA → target next node’s VA/POC.
Respect acceptance: ≥3 closes beyond VA + growing outer-bin volume = regime change.
FAQ
Q: Why 68% Value Area?
A: It mirrors the “~1σ” idea, but we compute it exactly from empirical volume, not by assuming a normal distribution.
Q: Why are my profiles thin lines?
A: Increase Bars Line Width for chunkier blocks; reduce for fine, thin-line profiles.
Q: Session bars don’t reach session start—why?
A: Set Session Max Span (bars) = 0 for full anchoring; any positive value draws a rolling window while still measuring from session start.
Changelog (v1.0)
Dual profiles: Rolling + Session with independent POC/VA lines.
Session anchoring (Premkt/RTH/AH) with optional rolling display span.
Dynamic coloring for the rolling profile (buying vs selling).
Fully modular toggles + per-feature colors/widths.
Thin-line rendering via bar line width.
YM Ultimate SNIPER# YM Ultimate SNIPER - Documentation & Trading Guide
## 🎯 Unified GRA + DeepFlow | YM-Optimized for Low Volatility
**TARGET: 3-7 High-Confluence Trades per Day**
> **Philosophy:** *YM's lower volatility is not a weakness—it's our edge. Predictability + precision = consistent profits.*
---
## ⚡ QUICK REFERENCE CARD
```
┌─────────────────────────────────────────────────────────────────────────────┐
│ YM ULTIMATE SNIPER - QUICK REFERENCE │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ 💰 YM BASICS: │
│ ═════════════ │
│ • 1 tick = 1 point = $5/contract │
│ • Typical daily range: 150-400 points │
│ • 30-40% less volatile than NQ │
│ • More institutional, less retail noise │
│ │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ 🎯 TIER THRESHOLDS (YM-OPTIMIZED): │
│ ══════════════════════════════════ │
│ S-TIER: 50+ pts = $250+/contract → HOLD (Institutional sweep) │
│ A-TIER: 25-49 pts = $125-245/contract → SWING (Strong momentum) │
│ B-TIER: 12-24 pts = $60-120/contract → SCALP (Quick grab) │
│ │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ ⏰ SESSION WINDOWS: │
│ ═══════════════════ │
│ LDN → 3:00-5:00 AM ET (European flow) │
│ NY → 9:30-11:30 AM ET (US opening drive) │
│ PWR → 3:00-4:00 PM ET (End-of-day rebalancing) │
│ │
│ Expected Trades: 1-2 LDN | 2-3 NY | 1-2 PWR = 4-7 total │
│ │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ 📊 CONFLUENCE SCORING (MAX 10 POINTS): │
│ ═══════════════════════════════════════ │
│ Tier Signal: S=3, A=2, B=1 points │
│ In Active Zone: +2 points │
│ POC Aligned: +1 point (POC at body extreme) │
│ Imbalance Support:+1 point (supporting IMB nearby) │
│ Strong Volume: +1 point (2x+ average) │
│ Strong Delta: +1 point (70%+ dominance) │
│ CVD Momentum: +1 point (CVD trending with signal) │
│ │
│ MINIMUM SCORE: 5/10 to show signal (adjustable) │
│ IDEAL SCORE: 7+/10 for highest probability │
│ │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ 🚨 SIGNAL TYPES: │
│ ═════════════════ │
│ S🎯 / A🎯 / B🎯 → GRA Tier Signals (Full confluence) │
│ Z🎯 → Zone Entry (At DFZ zone + delta + volume) │
│ SP → Single Print (Institutional impulse) │
│ │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ ✓ ENTRY CHECKLIST: │
│ ═══════════════════ │
│ □ Signal appears (check Score ≥5) │
│ □ Session active (LDN!/NY!/PWR!) │
│ □ Table: Vol GREEN, Delta colored, Body GREEN │
│ □ CVD arrow (▲/▼) matches direction │
│ □ Note stop/target lines on chart │
│ □ Check Zone status (bonus if IN ZONE) │
│ □ Execute at signal candle close │
│ │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ 🎯 POSITION SIZING BY TIER: │
│ ═══════════════════════════ │
│ S-TIER (50+ pts): Full size, hold 2-5 min, target 2.5:1 R:R │
│ A-TIER (25-49): 75% size, hold 1-3 min, target 2.0:1 R:R │
│ B-TIER (12-24): 50% size, hold 30-90 sec, target 1.5:1 R:R │
│ │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ ⛔ DO NOT TRADE WHEN: │
│ ════════════════════ │
│ ✗ Session shows "---" │
│ ✗ Score < 5/10 │
│ ✗ Vol shows RED (<1.8x) │
│ ✗ Delta < 62% │
│ ✗ Multiple conflicting signals │
│ ✗ Just before major news (FOMC, NFP, etc.) │
│ │
└─────────────────────────────────────────────────────────────────────────────┘
```
---
## 📋 WHY YM? LEVERAGING LOW VOLATILITY
### The YM Advantage
Most traders avoid YM because "it doesn't move enough." This is precisely why it's perfect for precision scalping:
| Factor | NQ | YM | Advantage |
|--------|----|----|-----------|
| **Daily Range** | 300-600 pts | 150-400 pts | More predictable moves |
| **Tick Value** | $5/tick (4 ticks/pt) | $5/tick (1 tick/pt) | Simpler math |
| **Retail Noise** | High | Low | Cleaner signals |
| **Whipsaws** | Frequent | Rare | Fewer fakeouts |
| **Trend Persistence** | Short | Long | Easier holds |
| **Fill Quality** | Variable | Consistent | Better execution |
### Why 3-7 Trades is the Sweet Spot
```
YM SESSION BREAKDOWN:
════════════════════
LONDON (3-5 AM ET): 1-2 trades
├── Why: European institutions positioning for US open
├── Character: Slow build-up, clean trends
└── Best signals: Zone entries + A/B tier
NY OPEN (9:30-11:30 AM ET): 2-3 trades
├── Why: Highest volume, most institutional activity
├── Character: Initial balance formation, breakouts
└── Best signals: S/A tier, zone confluence
POWER HOUR (3-4 PM ET): 1-2 trades
├── Why: End-of-day rebalancing, MOC orders
├── Character: Mean reversion or trend acceleration
└── Best signals: Zone entries, B tier quick scalps
TOTAL: 4-7 high-quality setups per day
```
---
## 🔧 YM-SPECIFIC OPTIMIZATIONS
This unified indicator has been specifically tuned for YM's characteristics:
### Tier Thresholds
| Tier | NQ (Original) | YM (Optimized) | Rationale |
|------|---------------|----------------|-----------|
| S-Tier | 100 pts | **50 pts** | YM's daily range is ~50% of NQ |
| A-Tier | 50 pts | **25 pts** | Proportional scaling |
| B-Tier | 20 pts | **12 pts** | Still 5%+ of typical daily range |
### Filter Adjustments
| Filter | NQ Value | YM Value | Why |
|--------|----------|----------|-----|
| Volume Ratio | 1.5x | **1.8x** | Higher bar = less retail noise |
| Delta Threshold | 60% | **62%** | Tighter for cleaner signals |
| Body Ratio | 70% | **72%** | More conviction required |
| Range Multiplier | 1.3x | **1.4x** | Bigger move = real signal |
| Gap ATR% | 30% | **25%** | Smaller gaps still significant |
| Zone Age | 50 bars | **75 bars** | Zones last longer in slow market |
### Why These Changes Work
1. **Higher Volume Bar**: YM has more institutional flow. Requiring 1.8x volume ensures we're catching real moves, not retail chop.
2. **Tighter Delta**: With less noise, we can demand clearer buyer/seller dominance before entering.
3. **Longer Zone Life**: YM trends persist longer. A zone that would be stale in NQ is still viable in YM.
4. **Smaller Gap Threshold**: YM gaps are naturally smaller. 25% of ATR in YM is significant institutional activity.
---
## 📊 CONFLUENCE SCORING SYSTEM
The unified indicator uses a 10-point confluence scoring system to filter for only the highest-probability setups:
### Score Breakdown
```
CONFLUENCE SCORE CALCULATION:
═════════════════════════════
BASE POINTS (Tier):
├── S-Tier signal: +3 points
├── A-Tier signal: +2 points
└── B-Tier signal: +1 point
BONUS POINTS:
├── Inside Active Zone (DFZ): +2 points
│ └── Price within bull/bear zone = institutional level
│
├── POC Alignment: +1 point
│ └── POC at body extreme = strong conviction
│
├── Imbalance Support: +1 point
│ └── Supporting imbalance within 1 ATR
│
├── Strong Volume (2x+): +1 point
│ └── Exceptional institutional participation
│
├── Strong Delta (70%+): +1 point
│ └── Clear one-sided aggression
│
└── CVD Momentum: +1 point
└── CVD trending with signal direction
MAXIMUM POSSIBLE: 10 points
```
### Score Interpretation
| Score | Quality | Action | Expected Win Rate |
|-------|---------|--------|-------------------|
| 8-10 | 🥇 Elite | Full size, hold for target | 75-80% |
| 6-7 | 🥈 Strong | Standard size, manage actively | 65-70% |
| 5 | 🥉 Valid | Reduced size, quick scalp | 55-60% |
| <5 | ⚫ Filtered | No signal shown | N/A |
### Adjusting Minimum Score
- **Conservative (Score ≥6)**: Fewer trades, higher win rate
- **Standard (Score ≥5)**: Balanced approach, 3-7 trades/day
- **Aggressive (Score ≥4)**: More trades, requires active management
---
## 📐 SIGNAL TYPES EXPLAINED
### 1. GRA Tier Signals (S🎯, A🎯, B🎯)
These are the primary signals from the merged GRA system:
```
TIER SIGNAL REQUIREMENTS:
═══════════════════════════
ALL must be TRUE:
├── ✓ Point movement meets tier threshold
├── ✓ Volume ≥ 1.8x average
├── ✓ Delta ≥ 62% (buy or sell dominance)
├── ✓ Body ≥ 72% of candle range
├── ✓ Range ≥ 1.4x average
├── ✓ Small opposite wick (<50% of body)
├── ✓ CVD confirms direction (if enabled)
├── ✓ Active session (LDN/NY/PWR)
└── ✓ Confluence Score ≥ minimum (default 5)
```
### 2. Zone Entry Signals (Z🎯)
When price enters a DeepFlow zone with confirmation:
```
ZONE ENTRY REQUIREMENTS:
═══════════════════════════
ALL must be TRUE:
├── ✓ Price inside fresh/tested zone (not broken)
├── ✓ Delta ≥ 62% in zone direction
├── ✓ Volume ≥ 1.5x average
└── ✓ Active session
NOTE: Z🎯 only appears when NOT already showing tier signal
(prevents duplicate signals on same candle)
```
### 3. Single Print Markers (SP)
Mark institutional impulse candles for future S/R:
```
SINGLE PRINT REQUIREMENTS:
═══════════════════════════
ALL must be TRUE:
├── ✓ Range ≥ 1.6x average
├── ✓ Body ≥ 72% of range
├── ✓ Volume ≥ 1.8x average
├── ✓ Delta ≥ 62% confirms direction
└── ✓ Active session
USE: Horizontal lines at high/low act as future S/R
```
---
## 🎯 TRADING STRATEGIES
### Strategy 1: Zone + Tier Confluence (Highest Probability)
```
THE ULTIMATE YM SETUP:
═══════════════════════
Setup:
1. Active DeepFlow zone exists (green box below for long)
2. Price pulls back INTO the zone
3. Tier signal fires INSIDE the zone (S🎯/A🎯)
4. Score shows 7+/10
Entry: Signal candle close
Stop: Below zone bottom (for longs)
Target: Based on tier (1.5-2.5:1 R:R)
Why It Works:
• Zone = institutional limit orders
• Tier signal = momentum confirmation
• Double confirmation = high probability
Expected Win Rate: 70-75%
```
### Strategy 2: Pure Tier Signal with POC Stop
```
SNIPER TIER TRADE:
══════════════════
Setup:
1. Tier signal appears (preferably A or S)
2. Score ≥ 5/10
3. Note POC level on signal candle
4. Red/green stop/target lines appear
Entry: Signal candle close
Stop: Beyond POC (shown on chart)
Target: Auto-calculated based on tier
Key: POC placement matters
• POC near candle bottom (longs) = STRONG
• POC in middle = weaker signal
• POC at extreme = possible exhaustion
Expected Win Rate: 60-65%
```
### Strategy 3: Zone Bounce (Continuation)
```
ZONE BOUNCE TRADE:
══════════════════
Setup:
1. Fresh zone created during session
2. Price leaves zone, moves in zone direction
3. Price returns to test zone (within 15 bars)
4. Z🎯 signal appears or rejection candle forms
Entry: At CE line (middle of zone)
Stop: Beyond zone edge
Target: Previous swing high/low
Why It Works:
• Zones represent unfilled orders
• First retest often finds support/resistance
• Lower volatility = cleaner bounces
Expected Win Rate: 55-60%
```
### Strategy 4: Single Print Scalp
```
SINGLE PRINT SCALP:
═══════════════════
Setup:
1. Single Print (SP) marker appears
2. Note the gold/purple lines at high/low
3. Wait for price to return to SP level
4. Look for rejection or tier signal at level
Entry: At SP line with confirmation
Stop: Beyond the SP line
Target: Quick 1:1 or to next structure
Why It Works:
• SP = price moved too fast, orders unfilled
• Price often returns to "fill" these levels
• YM's slower pace makes retests likely
Expected Win Rate: 55-60%
```
---
## 📊 TABLE LEGEND
| Field | Reading | Color Meaning |
|-------|---------|---------------|
| **Pts** | Current candle points | Gold/Green/Yellow = Tiered |
| **Tier** | S/A/B/X | Tier color or white |
| **Vol** | Volume ratio | 🟢 ≥1.8x, 🔴 <1.8x |
| **Delta** | Buy/Sell % | 🟢 Buy dom, 🔴 Sell dom |
| **Body** | Body % of range | 🟢 ≥72%, 🔴 <72% |
| **CVD** | Trend direction | ▲ Bullish, ▼ Bearish |
| **Sess** | Active session | 🟡 LDN!/NY!/PWR!, ⚫ --- |
| **POC** | Point of Control | 🟡 Gold price level |
| **Zone** | Zone position | 🟢 BUY⬚, 🔴 SELL⬚, ⚫ --- |
| **Zones** | Active zone count | #B/#S format |
| **Score** | Confluence score | 🟢 7+, 🟡 5-6, ⚫ <5 |
| **IMB** | Recent imbalances | Count in last 10 bars |
| **R:R** | Risk/Reward | 🟢 On signal, ⚫ No signal |
---
## ⏰ SESSION-SPECIFIC PLAYBOOKS
### London Session (3:00-5:00 AM ET)
```
CHARACTER: Slow, methodical, trend-building
VOLUME: Medium (50-70% of NY)
BEST SETUPS: Zone entries, A/B tier with zones
PLAYBOOK:
• Enter on zone retests
• Expect 15-25 pt moves
• Don't fight early direction
• Watch for pre-NY positioning
TYPICAL TRADES: 1-2
```
### NY Open (9:30-11:30 AM ET)
```
CHARACTER: Fast, volatile, high-conviction
VOLUME: Highest of day
BEST SETUPS: S/A tier, zone confluence
PLAYBOOK:
• First 15 min: Observe Initial Balance
• 9:45-10:15: Best setups form
• S-tier signals = ride the wave
• Be aggressive on high scores
TYPICAL TRADES: 2-3
```
### Power Hour (3:00-4:00 PM ET)
```
CHARACTER: Rebalancing, MOC orders
VOLUME: Medium-high (70-80% of NY)
BEST SETUPS: B tier scalps, zone entries
PLAYBOOK:
• Watch for mean reversion setups
• Quick scalps around POC levels
• Don't hold through close
• Take profits at 1:1 R:R
TYPICAL TRADES: 1-2
```
---
## 🔧 RECOMMENDED SETTINGS
### Conservative (Fewer, Better Trades)
| Setting | Value | Notes |
|---------|-------|-------|
| Min Confluence Score | 6 | Only strong setups |
| Min Volume Ratio | 2.0 | Higher bar |
| Delta Threshold | 65% | Stricter dominance |
| Max Zones | 8 | Less clutter |
### Standard (Balanced)
| Setting | Value | Notes |
|---------|-------|-------|
| Min Confluence Score | 5 | Default |
| Min Volume Ratio | 1.8 | Default |
| Delta Threshold | 62% | Default |
| Max Zones | 12 | Default |
### Aggressive (More Opportunities)
| Setting | Value | Notes |
|---------|-------|-------|
| Min Confluence Score | 4 | More signals |
| Min Volume Ratio | 1.5 | Lower bar |
| Delta Threshold | 60% | Looser |
| Max Zones | 15 | More context |
---
## 🚨 ALERT SETUP
Configure these alerts in TradingView:
| Alert | Priority | Action |
|-------|----------|--------|
| 🎯 YM S-TIER LONG/SHORT | 🔴 CRITICAL | Drop everything, check immediately |
| 🎯 YM A-TIER LONG/SHORT | 🟠 HIGH | Evaluate within 15 seconds |
| 🎯 YM B-TIER LONG/SHORT | 🟡 MEDIUM | Check if available |
| 🎯 YM ZONE BUY/SELL | 🟢 STANDARD | Good context entry |
| 📦 NEW ZONE | 🔵 INFO | Mark on mental map |
| ⭐ SINGLE PRINT | 🔵 INFO | Note for future S/R |
| SESSION OPEN | ⚪ INFO | Prepare to trade |
### Alert Message Format
```
🎯 YM A-LONG | YM1! @ 42,150 | 68%B | Score: 7/10 | IN ZONE | POC: 42,125 | Stop: 42,098 | SWING
```
---
## ⚠️ COMMON MISTAKES TO AVOID
| Mistake | Why It's Bad | Solution |
|---------|-------------|----------|
| Trading outside sessions | Low volume = noise | Wait for LDN/NY/PWR |
| Ignoring score | Low scores = low probability | Require ≥5/10 |
| Fighting the zone | Zones are institutional | Trade WITH zones |
| Oversizing B-tier | Quick scalps, not holds | 50% size max |
| Holding through news | Volatility spike | Exit before FOMC, NFP |
| Chasing after signal | Entry on close only | Miss it = wait for next |
| Ignoring POC position | Middle POC = indecision | Strong = extreme POC |
---
## 📈 DAILY TRADE JOURNAL TEMPLATE
```
DATE: ___________
SESSION: □ LDN □ NY □ PWR
TRADE 1:
├── Time: _______
├── Signal: S🎯 / A🎯 / B🎯 / Z🎯
├── Score: ___/10
├── Entry: _______
├── Stop: _______
├── Target: _______
├── In Zone: □ Yes □ No
├── Result: +/- ___ pts ($_____)
└── Notes: _______________________
TRADE 2:
DAILY SUMMARY:
├── Total Trades: ___
├── Win Rate: ___%
├── Net P/L: $_____
├── Best Setup: _______
└── Improvement: _______________________
```
---
## 🏆 GOLDEN RULES FOR YM
> **"YM rewards patience. Wait for the confluence—it's worth it."**
> **"Low volatility means you can size up. One good trade beats five forced trades."**
> **"Score 7+ is your edge. Anything less is gambling."**
> **"The zone + tier combo is your bread and butter. Master it."**
> **"Leave every trade with money. YM gives you time to manage."**
---
## 📊 VISUAL GUIDE
```
PERFECT YM SNIPER SETUP:
═══════════════════════════════════════════════════════════════════
│ Current Price
│
┌─────────────────────────┴────────────────────────────┐
│ BEARISH ZONE (Red) │
│- - - - - - - CE Line (Entry for shorts) - - - - - - │
│ │
└──────────────────────────────────────────────────────┘
│
══════════════════╪══════════════════ SP High (Purple)
│
┌─────────────────────┤
│█████████████████████│ ← A🎯 LONG Signal
│█████████████████████│ Score: 8/10
│ ●──────────────────│ ← POC (Gold) near bottom = STRONG
│█████████████████████│
│█████████████████████│
└─────────────────────┤
│
══════════════════╪══════════════════ SP Low (Purple)
│
┌─────────────────────────┴────────────────────────────┐
│ BULLISH ZONE (Green) │
│- - - - - - - CE Line (Entry for longs) - - - - - - -│
│██████████████████████████████████████████████████████│
└──────────────────────────────────────────────────────┘
│
Stop Loss
CONFLUENCE CHECK:
✓ A-Tier signal (+2)
✓ At edge of bullish zone (+2)
✓ POC at bottom of candle (+1)
✓ Strong volume 2.3x (+1)
✓ Delta 72% buyers (+1)
✓ CVD bullish (+1)
TOTAL: 8/10 = ELITE SETUP
ACTION: Full size LONG at signal candle close
STOP: Below zone bottom
TARGET: 2:1 R:R (auto-calculated)
```
---
## 🔧 TROUBLESHOOTING
| Issue | Cause | Fix |
|-------|-------|-----|
| No signals appearing | Score too high | Lower min score to 4-5 |
| Too many signals | Score too low | Raise min score to 6+ |
| Zones cluttering chart | Max zones high | Reduce to 8-10 |
| POC not showing | Tiered filter on | Check "POC Only Tiered" |
| Session not highlighting | Wrong timezone | Verify timezone setting |
| Alerts not firing | Not configured | Set up in TradingView alerts |
---
## 📝 PINE SCRIPT V6 TECHNICAL NOTES
This indicator uses advanced features:
- **User Defined Types (UDT)**: Clean state management for zones/imbalances
- **`request.security_lower_tf()`**: Intrabar volume analysis
- **Dynamic Array Management**: Efficient memory for drawings
- **Confluence Scoring Engine**: Multi-factor signal qualification
- **Auto Stop/Target**: Dynamic risk management calculation
**Minimum TradingView Plan:** Pro (for intrabar data access)
---
*© Alexandro Disla - YM Ultimate SNIPER*
*Pine Script v6 | TradingView*
*Unified GRA v5 + DeepFlow Zones | YM-Optimized*
buy sell ultra systemWhat it is
EMA-POC Momentum System Ultra combines a proven trend stack (EMA 20/50/238), a price-of-control layer (POC via Bar-POC or VWAP alternative), and a momentum trigger (RSI) to surface higher-quality entries only when multiple, independent conditions align. This is not a cosmetic mashup; each component gates the others.
How components work together
Trend (EMA 20/50/238): Defines short/medium/long bias and filters counter-trend signals.
POC (Bar-POC or Alt-POC/VWAP): Locates the most-traded/weighted price area; a neutral band around POC helps avoid chop.
Control background: Above POC → buyers likely in control; below → sellers.
Momentum (RSI): Entry arrows print only when RSI confirms with trend and price location vs POC; optional “cross 50” requirement reduces noise.
Optional HTF trend: Confluence with a higher-timeframe EMA stack for stricter filtering.
Why it’s original/useful
Signals require confluence of (1) EMA trend stack, (2) POC location and neutral-zone filtering, (3) momentum confirmation, (4) optional slope and distance-to-POC checks, and (5) optional HTF trend. This reduces false positives compared with using any layer in isolation.
How to use
Markets/TFs: Built for XAUUSD (Gold) and US30. Works 1m–1h for intraday; 2h–4h for swing.
Entries:
Long: EMA stack bullish, price above POC, not in neutral band, RSI condition true → “Buy” arrow.
Short: Opposite conditions → “Sell” arrow.
Stops/Targets (suggested):
Initial stop beyond POC/neutral band or recent swing.
First target around 1R; trail with EMA20/50 or structure breaks.
Settings to tune:
POC Mode: Bar-POC (highest-volume bar’s close over lookback) or Alt-POC (VWAP).
Neutral Band %: 0.10–0.35 typical intraday.
Min distance from POC: 0.10–0.50% helps avoid low-RR entries right at POC.
RSI: Choose “cross 50” for stricter triggers or simple >/< 50 for more signals.
HTF trend: Turn on for extra confluence.
Alerts:
Buy Signal and Sell Signal (separate), or one Combined Buy/Sell alert.
Set to “Once per bar close” if you want only confirmed arrows.
Repainting / limitations
Shapes can move until bar close (standard Pine behavior) when using intrabar conditions; final confirmation at close. No system guarantees profitability—forward test and adapt to your market/instrument.
Clean chart
The published chart contains only this script so outputs are easy to identify.
Versions / updates
Use Publish → Update for minor changes; do not create new publications for small tweaks. If you fork to preserve older behavior, explain why and how your fork differs.
Changelog
v1.1 – Tuning for Gold/US30, neutral-band & distance filters, optional HTF trend, combined alert.
v1.0 – Initial public release (EMA stack + POC modes + RSI + alerts).
License & credits
Open-source for learning and improvement. Please credit on forks and explain modifications in your description.
Price Volume Heatmap [MHA Finverse]Price Volume Heatmap - Advanced Volume Profile Analysis
Unlock the power of institutional-level volume analysis with the Price Volume Heatmap indicator. This sophisticated tool visualizes market structure through volume distribution across price levels, helping you identify key support/resistance zones, high-probability reversal areas, and optimal entry/exit points.
🎯 What Makes This Indicator Unique?
Unlike traditional volume indicators that only show volume over time, this heatmap displays volume distribution across price levels , revealing where the most significant trading activity occurred. The gradient coloring system instantly highlights high-volume nodes (areas of strong interest) and low-volume nodes (potential breakout zones).
📊 Core Features
1. Dynamic Volume Heatmap
- Visualizes volume concentration across 250 customizable price levels
- Gradient color scheme from high volume (white) to low volume (teal/green)
- Adjustable brightness multiplier for enhanced contrast and clarity
- Real-time updates as market conditions evolve
2. Point of Control (POC)
- Automatically identifies the price level with the highest traded volume
- Acts as a magnetic price level where markets often return
- Critical for identifying fair value areas and potential reversal zones
- Customizable line style, width, and color
3. Flexible Lookback Settings
- Lookback Bars: Set any value from 1-5000 bars to control analysis depth
- Visible Range Mode: Analyze only what's currently visible on your chart
- Timeframe-Specific Settings: Different lookback periods for 1m, 5m, 15m, 30m, 1h, Daily, and Weekly charts
- Adapts to your trading style - scalping to position trading
4. Session Separation Analysis
- Tokyo Session: 00:00-09:00 UTC
- London Session: 07:00-16:00 UTC
- New York Session: 13:00-22:00 UTC
- Sydney Session: 21:00-06:00 UTC
- Daily Reset: Analyze each trading day independently
Session separation allows you to understand volume distribution specific to each major trading session, revealing institutional order flow patterns and session-specific support/resistance levels.
5. Profile Width Options
- Dynamic: Profile width adjusts based on lookback period
- Fixed Bars: Set a specific bar count for consistent profile width
- Extend Forward: Project the profile into future bars for planning trades
6. Smart Alerts
- POC crossover/crossunder alerts
- New session start notifications
- Never miss critical price action at high-volume nodes
📈 How to Use This Indicator Professionally
Understanding Market Structure:
High Volume Nodes (HVN):
- Appear as bright/white areas in the heatmap
- Represent price levels where significant trading occurred
- Act as strong support/resistance zones
- Markets often consolidate or bounce from these levels
- Trading Strategy: Look for entries when price tests HVN areas with confluence from other indicators
Low Volume Nodes (LVN):
- Appear as darker/teal areas in the heatmap
- Represent price levels with minimal trading activity
- Price tends to move quickly through these areas
- Often form "gaps" in the volume profile
- Trading Strategy: Expect rapid price movement through LVN zones; avoid placing stop losses here
Point of Control (POC):
- The single most important price level in your analysis window
- Represents the fairest price where maximum volume traded
- Price gravitates toward POC like a magnet
- Trading Strategy:
* When price is above POC: bullish bias, POC acts as support
* When price is below POC: bearish bias, POC acts as resistance
* POC breaks often lead to significant trend changes
Session-Based Analysis:
Use session separation to understand how different market participants trade:
Asian Session (Tokyo/Sydney):
- Typically lower volatility and range-bound
- Volume profiles often show tight, balanced distribution
- Use for identifying overnight ranges and gap fill zones
London Session:
- Highest volume session for forex pairs
- Often shows strong directional bias
- Look for breakouts from Asian ranges during London open
New York Session:
- Maximum participation when overlapping with London
- Institutional order flow most visible
- POC during NY session often becomes key level for following sessions
🎯 Practical Trading Applications
1. Identifying Support & Resistance:
High volume nodes from the heatmap are far more reliable than traditional swing highs/lows. When price approaches an HVN, expect reaction - either a bounce or a significant breakout if breached.
2. Trend Confirmation:
- Healthy uptrend: POC rising over time, HVN forming at higher levels
- Healthy downtrend: POC falling over time, HVN forming at lower levels
- Consolidation: POC relatively flat, volume balanced across range
3. Breakout Trading:
When price breaks through a Low Volume Node with momentum, it often continues to the next High Volume Node. Use LVN areas as measured move targets.
4. Reversal Zones:
Multiple HVN stacking on top of each other creates a "volume shelf" - an extremely strong support/resistance zone where reversals are highly probable.
5. Risk Management:
- Place stops beyond HVN areas (not within LVN zones)
- Size positions based on distance to nearest HVN
- Use POC as trailing stop level in trending markets
⚙️ Recommended Settings
For Day Trading (Scalping/Intraday):
- Lookback: 200-500 bars
- Rows: 200-250
- Enable session separation for your primary trading session
- Profile Width: Dynamic or Fixed Bars (30-50)
For Swing Trading:
- Lookback: 500-1000 bars
- Rows: 250
- Session separation: Daily Reset
- Profile Width: Dynamic
For Position Trading:
- Lookback: 1000-3000 bars
- Rows: 250
- Use timeframe-specific settings
- Profile Width: Extend Forward (20-50 bars)
💡 Pro Tips
1. Combine this indicator with price action analysis - volume confirms what price is telling you
2. Watch for POC convergence with other technical levels (fibonacci, pivot points, moving averages)
3. Volume at extremes (tops/bottoms of heatmap) often indicates exhaustion
4. Session POC from previous sessions often acts as magnet for current session
5. Increase brightness multiplier (1.5-2.5) for clearer visualization on busy charts
6. Use "Number of Sessions to Display" to analyze consistency of volume levels across multiple sessions
🎨 Customization
Fully customizable visual appearance:
- Gradient colors for volume visualization
- POC line thickness, color, and style
- Session line colors and visibility
- All settings organized in intuitive groups
⚠️ Disclaimer
This indicator is a technical analysis tool and should not be used as the sole basis for trading decisions. Always combine volume analysis with proper risk management, fundamental analysis, and other technical indicators. Past performance does not guarantee future results.
---
Support & Updates
Regular updates and improvements are made to enhance functionality. For questions, suggestions, or bug reports, please use the comments section below.
Happy Trading! 📊💹
nPOC Levels by Tyler### Explanation of the Pine Script
This Pine Script identifies and displays weekly naked Points of Control (nPOCs) on a TradingView chart. An nPOC represents a Point of Control (POC) from a previous week that has not been revisited by price action in subsequent weeks. These nPOCs are extended to the right as horizontal lines, indicating potential support or resistance levels.
#### Script Overview
1. **Indicator Declaration:**
```pinescript
//@version=5
indicator("Weekly nPOCs", overlay=true)
```
- The script is defined as a version 5 Pine Script.
- The `indicator` function sets the script's name ("Weekly nPOCs") and specifies that the indicator should be overlaid on the price chart (`overlay=true`).
2. **Function to Calculate POC:**
```pinescript
f_poc(_hl2, _vol) =>
var float vol_profile = na
if (na(vol_profile))
vol_profile := array.new_float(100, 0.0)
_bin_size = (high - low) / 100
for i = 0 to 99
if _hl2 >= low + i * _bin_size and _hl2 < low + (i + 1) * _bin_size
array.set(vol_profile, i, array.get(vol_profile, i) + _vol)
max_volume = array.max(vol_profile)
poc_index = array.indexof(vol_profile, max_volume)
poc_price = low + poc_index * _bin_size + _bin_size / 2
poc_price
```
- The function `f_poc` calculates the Point of Control (POC) for a given period.
- It takes two parameters: `_hl2` (the average of the high and low prices) and `_vol` (volume).
- A volume profile array (`vol_profile`) is initialized to store volume data across different price bins.
- The price range between the high and low is divided into 100 bins (`_bin_size`).
- The function iterates over each bin, accumulating the volumes for prices within each bin.
- The bin with the maximum volume is identified as the POC (`poc_price`).
3. **Variables to Store Weekly Data:**
```pinescript
var float poc = na
var float prev_poc = na
var line poc_lines = na
if na(poc_lines)
poc_lines := array.new_line(0)
```
- `poc` stores the current week's POC.
- `prev_poc` stores the previous week's POC.
- `poc_lines` is an array to store lines representing nPOCs. The array is initialized if it is `na` (not initialized).
4. **Calculate Weekly POC:**
```pinescript
is_new_week = ta.change(time('W')) != 0
if (is_new_week)
prev_poc := poc
poc := f_poc(hl2, volume)
if not na(prev_poc)
line new_poc_line = line.new(x1=bar_index, y1=prev_poc, x2=bar_index + 100, y2=prev_poc, color=color.red, width=2)
label.new(x=bar_index, y=prev_poc, text="nPOC", style=label.style_label_down, color=color.red, textcolor=color.white)
array.push(poc_lines, new_poc_line)
```
- `is_new_week` checks if the current bar is the start of a new week using the `ta.change(time('W'))` function.
- If it's a new week, the previous week's POC is stored in `prev_poc`, and the current week's POC is calculated using `f_poc`.
- If `prev_poc` is not `na`, a new line (`new_poc_line`) representing the nPOC is created, extending it to the right (for 100 bars).
- A label is created at the `prev_poc` level, marking it as "nPOC".
- The new line is added to the `poc_lines` array.
5. **Remove Old Lines:**
```pinescript
if array.size(poc_lines) > 52
line.delete(array.shift(poc_lines))
```
- This section ensures that only the last 52 weeks of nPOCs are kept to avoid cluttering the chart.
- If the `poc_lines` array contains more than 52 lines, the oldest line is deleted using `array.shift`.
6. **Plot the Current Week's POC as a Reference:**
```pinescript
plot(poc, title="Current Weekly POC", color=color.blue, linewidth=2, style=plot.style_line)
```
- The current week's POC is plotted as a blue line on the chart for reference.
#### Summary
This script calculates and identifies weekly Points of Control (POCs) and marks them as nPOCs if they remain untouched by subsequent price action. These nPOCs are displayed as horizontal lines extending to the right, providing traders with potential support or resistance levels. The script also manages the number of lines plotted to maintain a clear and uncluttered chart.
Multiple Naked LevelsPURPOSE OF THE INDICATOR
This indicator autogenerates and displays naked levels and gaps of multiple types collected into one simple and easy to use indicator.
VALUE PROPOSITION OF THE INDICATOR AND HOW IT IS ORIGINAL AND USEFUL
1) CONVENIENCE : The purpose of this indicator is to offer traders with one coherent and robust indicator providing useful, valuable, and often used levels - in one place.
2) CLUSTERS OF CONFLUENCES : With this indicator it is easy to identify levels and zones on the chart with multiple confluences increasing the likelihood of a potential reversal zone.
THE TYPES OF LEVELS AND GAPS INCLUDED IN THE INDICATOR
The types of levels include the following:
1) PIVOT levels (Daily/Weekly/Monthly) depicted in the chart as: dnPIV, wnPIV, mnPIV.
2) POC (Point of Control) levels (Daily/Weekly/Monthly) depicted in the chart as: dnPoC, wnPoC, mnPoC.
3) VAH/VAL STD 1 levels (Value Area High/Low with 1 std) (Daily/Weekly/Monthly) depicted in the chart as: dnVAH1/dnVAL1, wnVAH1/wnVAL1, mnVAH1/mnVAL1
4) VAH/VAL STD 2 levels (Value Area High/Low with 2 std) (Daily/Weekly/Monthly) depicted in the chart as: dnVAH2/dnVAL2, wnVAH2/wnVAL2, mnVAH1/mnVAL2
5) FAIR VALUE GAPS (Daily/Weekly/Monthly) depicted in the chart as: dnFVG, wnFVG, mnFVG.
6) CME GAPS (Daily) depicted in the chart as: dnCME.
7) EQUILIBRIUM levels (Daily/Weekly/Monthly) depicted in the chart as dnEQ, wnEQ, mnEQ.
HOW-TO ACTIVATE LEVEL TYPES AND TIMEFRAMES AND HOW-TO USE THE INDICATOR
You can simply choose which of the levels to be activated and displayed by clicking on the desired radio button in the settings menu.
You can locate the settings menu by clicking into the Object Tree window, left-click on the Multiple Naked Levels and select Settings.
You will then get a menu of different level types and timeframes. Click the checkboxes for the level types and timeframes that you want to display on the chart.
You can then go into the chart and check out which naked levels that have appeared. You can then use those levels as part of your technical analysis.
The levels displayed on the chart can serve as additional confluences or as part of your overall technical analysis and indicators.
In order to back-test the impact of the different naked levels you can also enable tapped levels to be depicted on the chart. Do this by toggling the 'Show tapped levels' checkbox.
Keep in mind however that Trading View can not shom more than 500 lines and text boxes so the indocator will not be able to give you the complete history back to the start for long duration assets.
In order to clean up the charts a little bit there are two additional settings that can be used in the Settings menu:
- Selecting the price range (%) from the current price to be included in the chart. The default is 25%. That means that all levels below or above 20% will not be displayed. You can set this level yourself from 0 up to 100%.
- Selecting the minimum gap size to include on the chart. The default is 1%. That means that all gaps/ranges below 1% in price difference will not be displayed on the chart. You can set the minimum gap size yourself.
BASIC DESCRIPTION OF THE INNER WORKINGS OF THE INDICTATOR
The way the indicator works is that it calculates and identifies all levels from the list of levels type and timeframes above. The indicator then adds this level to a list of untapped levels.
Then for each bar after, it checks if the level has been tapped. If the level has been tapped or a gap/range completely filled, this level is removed from the list so that the levels displayed in the end are only naked/untapped levels.
Below is a descrition of each of the level types and how it is caluclated (algorithm):
PIVOT
Daily, Weekly and Monthly levels in trading refer to significant price points that traders monitor within the context of a single trading day. These levels can provide insights into market behavior and help traders make informed decisions regarding entry and exit points.
Traders often use D/W/M levels to set entry and exit points for trades. For example, entering long positions near support (daily close) or selling near resistance (daily close).
Daily levels are used to set stop-loss orders. Placing stops just below the daily close for long positions or above the daily close for short positions can help manage risk.
The relationship between price movement and daily levels provides insights into market sentiment. For instance, if the price fails to break above the daily high, it may signify bearish sentiment, while a strong breakout can indicate bullish sentiment.
The way these levels are calculated in this indicator is based on finding pivots in the chart on D/W/M timeframe. The level is then set to previous D/W/M close = current D/W/M open.
In addition, when price is going up previous D/W/M open must be smaller than previous D/W/M close and current D/W/M close must be smaller than the current D/W/M open. When price is going down the opposite.
POINT OF CONTROL
The Point of Control (POC) is a key concept in volume profile analysis, which is commonly used in trading.
It represents the price level at which the highest volume of trading occurred during a specific period.
The POC is derived from the volume traded at various price levels over a defined time frame. In this indicator the timeframes are Daily, Weekly, and Montly.
It identifies the price level where the most trades took place, indicating strong interest and activity from traders at that price.
The POC often acts as a significant support or resistance level. If the price approaches the POC from above, it may act as a support level, while if approached from below, it can serve as a resistance level. Traders monitor the POC to gauge potential reversals or breakouts.
The way the POC is calculated in this indicator is by an approximation by analysing intrabars for the respective timeperiod (D/W/M), assigning the volume for each intrabar into the price-bins that the intrabar covers and finally identifying the bin with the highest aggregated volume.
The POC is the price in the middle of this bin.
The indicator uses a sample space for intrabars on the Daily timeframe of 15 minutes, 35 minutes for the Weekly timeframe, and 140 minutes for the Monthly timeframe.
The indicator has predefined the size of the bins to 0.2% of the price at the range low. That implies that the precision of the calulated POC og VAH/VAL is within 0.2%.
This reduction of precision is a tradeoff for performance and speed of the indicator.
This also implies that the bigger the difference from range high prices to range low prices the more bins the algorithm will iterate over. This is typically the case when calculating the monthly volume profile levels and especially high volatility assets such as alt coins.
Sometimes the number of iterations becomes too big for Trading View to handle. In these cases the bin size will be increased even more to reduce the number of iterations.
In such cases the bin size might increase by a factor of 2-3 decreasing the accuracy of the Volume Profile levels.
Anyway, since these Volume Profile levels are approximations and since precision is traded for performance the user should consider the Volume profile levels(POC, VAH, VAL) as zones rather than pin point accurate levels.
VALUE AREA HIGH/LOW STD1/STD2
The Value Area High (VAH) and Value Area Low (VAL) are important concepts in volume profile analysis, helping traders understand price levels where the majority of trading activity occurs for a given period.
The Value Area High/Low is the upper/lower boundary of the value area, representing the highest price level at which a certain percentage of the total trading volume occurred within a specified period.
The VAH/VAL indicates the price point above/below which the majority of trading activity is considered less valuable. It can serve as a potential resistance/support level, as prices above/below this level may experience selling/buying pressure from traders who view the price as overvalued/undervalued
In this indicator the timeframes are Daily, Weekly, and Monthly. This indicator provides two boundaries that can be selected in the menu.
The first boundary is 70% of the total volume (=1 standard deviation from mean). The second boundary is 95% of the total volume (=2 standard deviation from mean).
The way VAH/VAL is calculated is based on the same algorithm as for the POC.
However instead of identifying the bin with the highest volume, we start from range low and sum up the volume for each bin until the aggregated volume = 30%/70% for VAL1/VAH1 and aggregated volume = 5%/95% for VAL2/VAH2.
Then we simply set the VAL/VAH equal to the low of the respective bin.
FAIR VALUE GAPS
Fair Value Gaps (FVG) is a concept primarily used in technical analysis and price action trading, particularly within the context of futures and forex markets. They refer to areas on a price chart where there is a noticeable lack of trading activity, often highlighted by a significant price movement away from a previous level without trading occurring in between.
FVGs represent price levels where the market has moved significantly without any meaningful trading occurring. This can be seen as a "gap" on the price chart, where the price jumps from one level to another, often due to a rapid market reaction to news, events, or other factors.
These gaps typically appear when prices rise or fall quickly, creating a space on the chart where no transactions have taken place. For example, if a stock opens sharply higher and there are no trades at the prices in between the two levels, it creates a gap. The areas within these gaps can be areas of liquidity that the market may return to “fill” later on.
FVGs highlight inefficiencies in pricing and can indicate areas where the market may correct itself. When the market moves rapidly, it may leave behind price levels that traders eventually revisit to establish fair value.
Traders often watch for these gaps as potential reversal or continuation points. Many traders believe that price will eventually “fill” the gap, meaning it will return to those price levels, providing potential entry or exit points.
This indicator calculate FVGs on three different timeframes, Daily, Weekly and Montly.
In this indicator the FVGs are identified by looking for a three-candle pattern on a chart, signalling a discrete imbalance in order volume that prompts a quick price adjustment. These gaps reflect moments where the market sentiment strongly leans towards buying or selling yet lacks the opposite orders to maintain price stability.
The indicator sets the gap to the difference from the high of the first bar to the low of the third bar when price is moving up or from the low of the first bar to the high of the third bar when price is moving down.
CME GAPS (BTC only)
CME gaps refer to price discrepancies that can occur in charts for futures contracts traded on the Chicago Mercantile Exchange (CME). These gaps typically arise from the fact that many futures markets, including those on the CME, operate nearly 24 hours a day but may have significant price movements during periods when the market is closed.
CME gaps occur when there is a difference between the closing price of a futures contract on one trading day and the opening price on the following trading day. This difference can create a "gap" on the price chart.
Opening Gaps: These usually happen when the market opens significantly higher or lower than the previous day's close, often influenced by news, economic data releases, or other market events occurring during non-trading hours.
Gaps can result from reactions to major announcements or developments, such as earnings reports, geopolitical events, or changes in economic indicators, leading to rapid price movements.
The importance of CME Gaps in Trading is the potential for Filling Gaps: Many traders believe that prices often "fill" gaps, meaning that prices may return to the gap area to establish fair value.
This can create potential trading opportunities based on the expectation of gap filling. Gaps can act as significant support or resistance levels. Traders monitor these levels to identify potential reversal points in price action.
The way the gap is identified in this indicator is by checking if current open is higher than previous bar close when price is moving up or if current open is lower than previous day close when price is moving down.
EQUILIBRIUM
Equilibrium in finance and trading refers to a state where supply and demand in a market balance each other, resulting in stable prices. It is a key concept in various economic and trading contexts. Here’s a concise description:
Market Equilibrium occurs when the quantity of a good or service supplied equals the quantity demanded at a specific price level. At this point, there is no inherent pressure for the price to change, as buyers and sellers are in agreement.
Equilibrium Price is the price at which the market is in equilibrium. It reflects the point where the supply curve intersects the demand curve on a graph. At the equilibrium price, the market clears, meaning there are no surplus goods or shortages.
In this indicator the equilibrium level is calculated simply by finding the midpoint of the Daily, Weekly, and Montly candles respectively.
NOTES
1) Performance. The algorithms are quite resource intensive and the time it takes the indicator to calculate all the levels could be 5 seconds or more, depending on the number of bars in the chart and especially if Montly Volume Profile levels are selected (POC, VAH or VAL).
2) Levels displayed vs the selected chart timeframe. On a timeframe smaller than the daily TF - both Daily, Weekly, and Monthly levels will be displayed. On a timeframe bigger than the daily TF but smaller than the weekly TF - the Weekly and Monthly levels will be display but not the Daily levels. On a timeframe bigger than the weekly TF but smaller than the monthly TF - only the Monthly levels will be displayed. Not Daily and Weekly.
CREDITS
The core algorithm for calculating the POC levels is based on the indicator "Naked Intrabar POC" developed by rumpypumpydumpy (https:www.tradingview.com/u/rumpypumpydumpy/).
The "Naked intrabar POC" indicator calculates the POC on the current chart timeframe.
This indicator (Multiple Naked Levels) adds two new features:
1) It calculates the POC on three specific timeframes, the Daily, Weekly, and Monthly timeframes - not only the current chart timeframe.
2) It adds functionaly by calculating the VAL and VAH of the volume profile on the Daily, Weekly, Monthly timeframes .
Mars Signals - Ultimate Institutional Suite v3.0(Joker)Comprehensive Trading Manual
Mars Signals – Ultimate Institutional Suite v3.0 (Joker)
## Chapter 1 – Philosophy & System Architecture
This script is not a simple “buy/sell” indicator.
Mars Signals – UIS v3.0 (Joker) is designed as an institutional-style analytical assistant that layers several methodologies into a single, coherent framework.
The system is built on four core pillars:
1. Smart Money Concepts (SMC)
- Detection of Order Blocks (professional demand/supply zones).
- Detection of Fair Value Gaps (FVGs) (price imbalances).
2. Smart DCA Strategy
- Combination of RSI and Bollinger Bands
- Identifies statistically discounted zones for scaling into spot positions or exiting shorts.
3. Volume Profile (Visible Range Simulation)
- Distribution of volume by price, not by time.
- Identification of POC (Point of Control) and high-/low-volume areas.
4. Wyckoff Helper – Spring
- Detection of bear traps, liquidity grabs, and sharp bullish reversals.
All four pillars feed into a Confluence Engine (Scoring System).
The final output is presented in the Dashboard, with a clear, human-readable signal:
- STRONG LONG 🚀
- WEAK LONG ↗
- NEUTRAL / WAIT
- WEAK SHORT ↘
- STRONG SHORT 🩸
This allows the trader to see *how many* and *which* layers of the system support a bullish or bearish bias at any given time.
## Chapter 2 – Settings Overview
### 2.1 General & Dashboard Group
- Show Dashboard Panel (`show_dash`)
Turns the dashboard table in the corner of the chart ON/OFF.
- Show Signal Recommendation (`show_rec`)
- If enabled, the textual signal (STRONG LONG, WEAK SHORT, etc.) is displayed.
- If disabled, you only see feature status (ON/OFF) and the current price.
- Dashboard Position (`dash_pos`)
Determines where the dashboard appears on the chart:
- `Top Right`
- `Bottom Right`
- `Top Left`
### 2.2 Smart Money (SMC) Group
- Enable SMC Strategy (`show_smc`)
Globally enables or disables the Order Block and FVG logic.
- Order Block Pivot Lookback (`ob_period`)
Main parameter for detecting key pivot highs/lows (swing points).
- Default value: 5
- Concept:
A bar is considered a pivot low if its low is lower than the lows of the previous 5 and the next 5 bars.
Similarly, a pivot high has a high higher than the previous 5 and the next 5 bars.
These pivots are used as anchors for Order Blocks.
- Increasing `ob_period`:
- Fewer levels.
- But levels tend to be more significant and reliable.
- In highly volatile markets (major news, war events, FOMC, etc.),
using values 7–10 is recommended to filter out weak levels.
- Show Fair Value Gaps (`show_fvg`)
Enables/disables the drawing of FVG zones (imbalances).
- Bullish OB Color (`c_ob_bull`)
- Color of Bullish Order Blocks (Demand Zones).
- Default: semi-transparent green (transparency ≈ 80).
- Bearish OB Color (`c_ob_bear`)
- Color of Bearish Order Blocks (Supply Zones).
- Default: semi-transparent red.
- Bullish FVG Color (`c_fvg_bull`)
- Color of Bullish FVG (upward imbalance), typically yellow.
- Bearish FVG Color (`c_fvg_bear`)
- Color of Bearish FVG (downward imbalance), typically purple.
### 2.3 Smart DCA Strategy Group
- Enable DCA Zones (`show_dca`)
Enables the Smart DCA logic and visual labels.
- RSI Length (`rsi_len`)
Lookback period for RSI (default: 14).
- Shorter → more sensitive, more noise.
- Longer → fewer signals, higher reliability.
- Bollinger Bands Length (`bb_len`)
Moving average period for Bollinger Bands (default: 20).
- BB Multiplier (`bb_mult`)
Standard deviation multiplier for Bollinger Bands (default: 2.0).
- For extremely volatile markets, values like 2.5–3.0 can be used so that only extreme deviations trigger a DCA signal.
### 2.4 Volume Profile (Visible Range Sim) Group
- Show Volume Profile (`show_vp`)
Enables the simulated Volume Profile bars on the right side of the chart.
- Volume Lookback Bars (`vp_lookback`)
Number of bars used to compute the Volume Profile (default: 150).
- Higher values → broader historical context, heavier computation.
- Row Count (`vp_rows`)
Number of vertical price segments (rows) to divide the total price range into (default: 30).
- Width (%) (`vp_width`)
Relative width of each volume bar as a percentage.
In the code, bar widths are scaled relative to the row with the maximum volume.
> Technical note: Volume Profile calculations are executed only on the last bar (`barstate.islast`) to keep the script performant even on higher timeframes.
### 2.5 Wyckoff Helper Group
- Show Wyckoff Events (`show_wyc`)
Enables detection and plotting of Wyckoff Spring events.
- Volume MA Length (`vol_ma_len`)
Length of the moving average on volume.
A bar is considered to have Ultra Volume if its volume is more than 2× the volume MA.
## Chapter 3 – Smart Money Strategy (Order Blocks & FVG)
### 3.1 What Is an Order Block?
An Order Block (OB) represents the footprint of large institutional orders:
- Bullish Order Block (Demand Zone)
The last selling region (bearish candle/cluster) before a strong upward move.
- Bearish Order Block (Supply Zone)
The last buying region (bullish candle/cluster) before a strong downward move.
Institutions and large players place heavy orders in these regions. Typical price behavior:
- Price moves away from the zone.
- Later returns to the same zone to fill unfilled orders.
- Then continues the larger trend.
In the script:
- If `pl` (pivot low) forms → a Bullish OB is created.
- If `ph` (pivot high) forms → a Bearish OB is created.
The box is drawn:
- From `bar_index ` to `bar_index`.
- Between `low ` and `high `.
- `extend=extend.right` extends the OB into the future, so it acts as a dynamic support/resistance zone.
- Only the last 4 OB boxes are kept to avoid clutter.
### 3.2 Order Block Color Guide
- Semi-transparent Green (`c_ob_bull`)
- Represents a Bullish Order Block (Demand Zone).
- Interpretation: a price region with a high probability of bullish reaction.
- Semi-transparent Red (`c_ob_bear`)
- Represents a Bearish Order Block (Supply Zone).
- Interpretation: a price region with a high probability of bearish reaction.
Overlap (Multiple OBs in the Same Area)
When two or more Order Blocks overlap:
- The shared area appears visually denser/stronger.
- This suggests higher order density.
- Such zones can be treated as high-priority levels for entries, exits, and stop-loss placement.
### 3.3 Demand/Supply Logic in the Scoring Engine
is_in_demand = low <= ta.lowest(low, 20)
is_in_supply = high >= ta.highest(high, 20)
- If current price is near the lowest lows of the last 20 bars, it is considered in a Demand Zone → positive impact on score.
- If current price is near the highest highs of the last 20 bars, it is considered in a Supply Zone → negative impact on score.
This logic complements Order Blocks and helps the Dashboard distinguish whether:
- Market is currently in a statistically cheap (long-friendly) area, or
- In a statistically expensive (short-friendly) area.
### 3.4 Fair Value Gaps (FVG)
#### Concept
When the market moves aggressively:
- Some price levels are skipped and never traded.
- A gap between wicks/shadows of consecutive candles appears.
- These regions are called Fair Value Gaps (FVGs) or Imbalances.
The market generally “dislikes” imbalance and often:
- Returns to these zones in the future.
- Fills the gap (rebalance).
- Then resumes its dominant direction.
#### Implementation in the Code
Bullish FVG (Yellow)
fvg_bull_cond = show_smc and show_fvg and low > high and close > high
if fvg_bull_cond
box.new(bar_index , high , bar_index, low, ...)
Core condition:
`low > high ` → the current low is above the high of two bars ago; the space between them is an untraded gap.
Bearish FVG (Purple)
fvg_bear_cond = show_smc and show_fvg and high < low and close < low
if fvg_bear_cond
box.new(bar_index , low , bar_index, high, ...)
Core condition:
`high < low ` → the current high is below the low of two bars ago; again a price gap exists.
#### FVG Color Guide
- Transparent Yellow (`c_fvg_bull`) – Bullish FVG
Often acts like a magnet for price:
- Price tends to retrace into this zone,
- Fill the imbalance,
- And then continue higher.
- Transparent Purple (`c_fvg_bear`) – Bearish FVG
Price tends to:
- Retrace upward into the purple area,
- Fill the imbalance,
- And then resume downward movement.
#### Trading with FVGs
- FVGs are *not* standalone entry signals.
They are best used as:
- Targets (take-profit zones), or
- Reaction areas where you expect a pause or reversal.
Examples:
- If you are long, a bearish FVG above is often an excellent take-profit zone.
- If you are short, a bullish FVG below is often a good cover/exit zone.
### 3.5 Core SMC Trading Templates
#### Reversal Long
1. Price trades down into a green Order Block (Demand Zone).
2. A bullish confirmation candle (Close > Open) forms inside or just above the OB.
3. If this zone is close to or aligned with a bullish FVG (yellow), the signal is reinforced.
4. Entry:
- At the close of the confirmation candle, or
- Using a limit order near the upper boundary of the OB.
5. Stop-loss:
- Slightly below the OB.
- If the OB is broken decisively and price consolidates below it, the zone loses validity.
6. Targets:
- The next FVG,
- Or the next red Order Block (Supply Zone) above.
#### Reversal Short
The mirror scenario:
- Price rallies into a red Order Block (Supply).
- A bearish confirmation candle forms (Close < Open).
- FVG/premium structure above can act as a confluence.
- Stop-loss goes above the OB.
- Targets: lower FVGs or subsequent green OBs below.
## Chapter 4 – Smart DCA Strategy (RSI + Bollinger Bands)
### 4.1 Smart DCA Concept
- Classic DCA = buying at fixed time intervals regardless of price.
- Smart DCA = scaling in only when:
- Price is statistically cheaper than usual, and
- The market is in a clear oversold condition.
Code logic:
rsi_val = ta.rsi(close, rsi_len)
= ta.bb(close, bb_len, bb_mult)
dca_buy = show_dca and rsi_val < 30 and close < bb_lower
dca_sell = show_dca and rsi_val > 70 and close > bb_upper
Conditions:
- DCA Buy – Smart Scale-In Zone
- RSI < 30 → oversold.
- Close < lower Bollinger Band → price has broken below its typical volatility envelope.
- DCA Sell – Overbought/Distribution Zone
- RSI > 70 → overbought.
- Close > upper Bollinger Band → price is extended far above the mean.
### 4.2 Visual Representation on the Chart
- Green “DCA” Label Below Candle
- Shape: `labelup`.
- Color: lime background, white text.
- Meaning: statistically attractive level for laddered spot entries or short exits.
- Red “SELL” Label Above Candle
- Warning that the market is in an extended, overbought condition.
- Suitable for profit-taking on longs or considering short entries (with proper confluence and risk management).
- Light Green Background (`bgcolor`)
- When `dca_buy` is true, the candle background turns very light green (high transparency).
- This helps visually identify DCA Zones across the chart at a glance.
### 4.3 Practical Use in Trading
#### Spot Trading
Used to build a better average entry price:
- Every time a DCA label appears, allocate a fixed portion of capital (e.g., 2–5%).
- Combining DCA signals with:
- Green OBs (Demand Zones), and/or
- The Volume Profile POC
makes the zone structurally more important.
#### Futures Trading
- Longs
- Use DCA Buy signals as low-risk zones for opening or adding to longs when:
- Price is inside a green OB, or
- The Dashboard already leans LONG.
- Shorts
- Use DCA Sell signals as:
- Exit zones for longs, or
- Areas to initiate shorts with stops above structural highs.
## Chapter 5 – Volume Profile (Visible Range Simulation)
### 5.1 Concept
Traditional volume (histogram under the chart) shows volume over time.
Volume Profile shows volume by price level:
- At which prices has the highest trading activity occurred?
- Where did buyers and sellers agree the most (High Volume Nodes – HVNs)?
- Where did price move quickly due to low participation (Low Volume Nodes – LVNs)?
### 5.2 Implementation in the Script
Executed only when `show_vp` is enabled and on the last bar:
1. The last `vp_lookback` bars (default 150) are processed.
2. The minimum low and maximum high over this window define the price range.
3. This price range is divided into `vp_rows` segments (e.g., 30 rows).
4. For each row:
- All bars are scanned.
- If the mid-price `(high + low ) / 2` falls inside a row, that bar’s volume is added to the row total.
5. The row with the greatest volume is stored as `max_vol_idx` (the POC row).
6. For each row, a volume box is drawn on the right side of the chart.
### 5.3 Color Scheme
- Semi-transparent Orange
- The row with the maximum volume – the Point of Control (POC).
- Represents the strongest support/resistance level from a volume perspective.
- Semi-transparent Blue
- Other volume rows.
- The taller the bar → the higher the volume → the stronger the interest at that price band.
### 5.4 Trading Applications
- If price is above POC and retraces back into it:
→ POC often acts as support, suitable for long setups.
- If price is below POC and rallies into it:
→ POC often acts as resistance, suitable for short setups or profit-taking.
HVNs (Tall Blue Bars)
- Represent areas of equilibrium where the market has spent time and traded heavily.
- Price tends to consolidate here before choosing a direction.
LVNs (Short or Nearly Empty Bars)
- Represent low participation zones.
- Price often moves quickly through these areas – useful for targeting fast moves.
## Chapter 6 – Wyckoff Helper – Spring
### 6.1 Spring Concept
In the Wyckoff framework:
- A Spring is a false break of support.
- The market briefly trades below a well-defined support level, triggers stop losses,
then sharply reverses upward as institutional buyers absorb liquidity.
This movement:
- Clears out weak hands (retail sellers).
- Provides large players with liquidity to enter long positions.
- Often initiates a new uptrend.
### 6.2 Code Logic
Conditions for a Spring:
1. The current low is lower than the lowest low of the previous 50 bars
→ apparent break of a long-standing support.
2. The bar closes bullish (Close > Open)
→ the breakdown was rejected.
3. Volume is significantly elevated:
→ `volume > 2 × volume_MA` (Ultra Volume).
When all conditions are met and `show_wyc` is enabled:
- A pink diamond is plotted below the bar,
- With the label “Spring” – one of the strongest long signals in this system.
### 6.3 Trading Use
- After a valid Spring, markets frequently enter a meaningful bullish phase.
- The highest quality setups occur when:
- The Spring forms inside a green Order Block, and
- Near or on the Volume Profile POC.
Entries:
- At the close of the Spring bar, or
- On the first pullback into the mid-range of the Spring candle.
Stop-loss:
- Slightly below the Spring’s lowest point (wick low plus a small buffer).
## Chapter 7 – Confluence Engine & Dashboard
### 7.1 Scoring Logic
For each bar, the script:
1. Resets `score` to 0.
2. Adjusts the score based on different signals.
SMC Contribution
if show_smc
if is_in_demand
score += 1
if is_in_supply
score -= 1
- Being in Demand → `+1`
- Being in Supply → `-1`
DCA Contribution
if show_dca
if dca_buy
score += 2
if dca_sell
score -= 2
- DCA Buy → `+2` (strong, statistically driven long signal)
- DCA Sell → `-2`
Wyckoff Spring Contribution
if show_wyc
if wyc_spring
score += 2
- Spring → `+2` (entry of strong money)
### 7.2 Mapping Score to Dashboard Signal
- score ≥ 2 → STRONG LONG 🚀
Multiple bullish conditions aligned.
- score = 1 → WEAK LONG ↗
Some bullish bias, but only one layer clearly positive.
- score = 0 → NEUTRAL / WAIT
Rough balance between buying and selling forces; staying flat is usually preferable.
- score = -1 → WEAK SHORT ↘
Mild bearish bias, suited for cautious or short-term plays.
- score ≤ -2 → STRONG SHORT 🩸
Convergence of several bearish signals.
### 7.3 Dashboard Structure
The dashboard is a two-column table:
- Row 0
- Column 0: `"Mars Signals"` – black background, white text.
- Column 1: `"UIS v3.0"` – black background, yellow text.
- Row 1
- Column 0: `"Price:"` (light grey background).
- Column 1: current closing price (`close`) with a semi-transparent blue background.
- Row 2
- Column 0: `"SMC:"`
- Column 1:
- `"ON"` (green) if `show_smc = true`
- `"OFF"` (grey) otherwise.
- Row 3
- Column 0: `"DCA:"`
- Column 1:
- `"ON"` (green) if `show_dca = true`
- `"OFF"` (grey) otherwise.
- Row 4
- Column 0: `"Signal:"`
- Column 1: signal text (`status_txt`) with background color `status_col`
(green, red, teal, maroon, etc.)
- If `show_rec = false`, these cells are cleared.
## Chapter 8 – Visual Legend (Colors, Shapes & Actions)
For quick reading inside TradingView, the visual elements are described line by line instead of a table.
Chart Element: Green Box
Color / Shape: Transparent green rectangle
Core Meaning: Bullish Order Block (Demand Zone)
Suggested Trader Response: Look for longs, Smart DCA adds, closing or reducing shorts.
Chart Element: Red Box
Color / Shape: Transparent red rectangle
Core Meaning: Bearish Order Block (Supply Zone)
Suggested Trader Response: Look for shorts, or take profit on existing longs.
Chart Element: Yellow Area
Color / Shape: Transparent yellow zone
Core Meaning: Bullish FVG / upside imbalance
Suggested Trader Response: Short take-profit zone or expected rebalance area.
Chart Element: Purple Area
Color / Shape: Transparent purple zone
Core Meaning: Bearish FVG / downside imbalance
Suggested Trader Response: Long take-profit zone or temporary supply region.
Chart Element: Green "DCA" Label
Color / Shape: Green label with white text, plotted below the candle
Core Meaning: Smart ladder-in buy zone, DCA buy opportunity
Suggested Trader Response: Spot DCA entry, partial short exit.
Chart Element: Red "SELL" Label
Color / Shape: Red label with white text, plotted above the candle
Core Meaning: Overbought / distribution zone
Suggested Trader Response: Take profit on longs, consider initiating shorts.
Chart Element: Light Green Background (bgcolor)
Color / Shape: Very transparent light-green background behind bars
Core Meaning: Active DCA Buy zone
Suggested Trader Response: Treat as a discount zone on the chart.
Chart Element: Orange Bar on Right
Color / Shape: Transparent orange horizontal bar in the volume profile
Core Meaning: POC – price with highest traded volume
Suggested Trader Response: Strong support or resistance; key reference level.
Chart Element: Blue Bars on Right
Color / Shape: Transparent blue horizontal bars in the volume profile
Core Meaning: Other volume levels, showing high-volume and low-volume nodes
Suggested Trader Response: Use to identify balance zones (HVN) and fast-move corridors (LVN).
Chart Element: Pink "Spring" Diamond
Color / Shape: Pink diamond with white text below the candle
Core Meaning: Wyckoff Spring – liquidity grab and potential major bullish reversal
Suggested Trader Response: One of the strongest long signals in the suite; look for high-quality long setups with tight risk.
Chart Element: STRONG LONG in Dashboard
Color / Shape: Green background, white text in the Signal row
Core Meaning: Multiple bullish layers in confluence
Suggested Trader Response: Consider initiating or increasing longs with strict risk management.
Chart Element: STRONG SHORT in Dashboard
Color / Shape: Red background, white text in the Signal row
Core Meaning: Multiple bearish layers in confluence
Suggested Trader Response: Consider initiating or increasing shorts with a logical, well-placed stop.
## Chapter 9 – Timeframe-Based Trading Playbook
### 9.1 Timeframe Selection
- Scalping
- Timeframes: 1M, 5M, 15M
- Objective: fast intraday moves (minutes to a few hours).
- Recommendation: focus on SMC + Wyckoff.
Smart DCA on very low timeframes may introduce excessive noise.
- Day Trading
- Timeframes: 15M, 1H, 4H
- Provides a good balance between signal quality and frequency.
- Recommendation: use the full stack – SMC + DCA + Volume Profile + Wyckoff + Dashboard.
- Swing Trading & Position Investing
- Timeframes: Daily, Weekly
- Emphasis on Smart DCA + Volume Profile.
- SMC and Wyckoff are used mainly to fine-tune swing entries within larger trends.
### 9.2 Scenario A – Scalping Long
Example: 5-Minute Chart
1. Price is declining into a green OB (Bullish Demand).
2. A candle with a long lower wick and bullish close (Pin Bar / Rejection) forms inside the OB.
3. A Spring diamond appears below the same candle → very strong confluence.
4. The Dashboard shows at least WEAK LONG ↗, ideally STRONG LONG 🚀.
5. Entry:
- On the close of the confirmation candle, or
- On the first pullback into the mid-range of that candle.
6. Stop-loss:
- Slightly below the OB.
7. Targets:
- Nearby bearish FVG above, and/or
- The next red OB.
### 9.3 Scenario B – Day-Trading Short
Recommended Timeframes: 1H or 4H
1. The market completes a strong impulsive move upward.
2. Price enters a red Order Block (Supply).
3. In the same zone, a purple FVG appears or remains unfilled.
4. On a lower timeframe (e.g., 15M), RSI enters overbought territory and a DCA Sell signal appears.
5. The main timeframe Dashboard (1H) shows WEAK SHORT ↘ or STRONG SHORT 🩸.
Trade Plan
- Open a short near the upper boundary of the red OB.
- Place the stop above the OB or above the last swing high.
- Targets:
- A yellow FVG lower on the chart, and/or
- The next green OB (Demand) below.
### 9.4 Scenario C – Swing / Investment with Smart DCA
Timeframes: Daily / Weekly
1. On the daily or weekly chart, each time a green “DCA” label appears:
- Allocate a fixed fraction of your capital (e.g., 3–5%) to that asset.
2. Check whether this DCA zone aligns with the orange POC of the Volume Profile:
- If yes → the quality of the entry zone is significantly higher.
3. If the DCA signal sits inside a daily green OB, the probability of a medium-term bottom increases.
4. Always build the position laddered, never all-in at a single price.
Exits for investors:
- Near weekly red OBs or large purple FVG zones.
- Ideally via partial profit-taking rather than closing 100% at once.
### 9.5 Case Study 1 – BTCUSDT (15-Minute)
- Context: Price has sold off down towards 65,000 USD.
- A green OB had previously formed at that level.
- Near the lower boundary of this OB, a partially filled yellow FVG is present.
- As price returns to this region, a Spring appears.
- The Dashboard shifts from NEUTRAL / WAIT to WEAK LONG ↗.
Plan
- Enter a long near the OB low.
- Place stop below the Spring low.
- First target: a purple FVG around 66,200.
- Second (optional) target: the first red OB above that level.
### 9.6 Case Study 2 – Meme Coin (PEPE – 4H)
- After a strong pump, price enters a corrective phase.
- On the 4H chart, RSI drops below 30; price breaks below the lower Bollinger Band → a DCA label prints.
- The Volume Profile shows the POC at approximately the same level.
- The Dashboard displays STRONG LONG 🚀.
Plan
- Execute laddered buys in the combined DCA + POC zone.
- Place a protective stop below the last significant swing low.
- Target: an expected 20–30% upside move towards the next red OB or purple FVG.
## Chapter 10 – Risk Management, Psychology & Advanced Tuning
### 10.1 Risk Management
No signal, regardless of its strength, replaces risk control.
Recommendations:
- In futures, do not expose more than 1–3% of account equity to risk per trade.
- Adjust leverage to the volatility of the instrument (lower leverage for highly volatile altcoins).
- Place stop-losses in zones where the idea is clearly invalidated:
- Below/above the relevant Order Block or Spring, not randomly in the middle of the structure.
### 10.2 Market-Specific Parameter Tuning
- Calmer Markets (e.g., major FX pairs)
- `ob_period`: 3–5.
- `bb_mult`: 2.0 is usually sufficient.
- Highly Volatile Markets (Crypto, news-driven assets)
- `ob_period`: 7–10 to highlight only the most robust OBs.
- `bb_mult`: 2.5–3.0 so that only extreme deviations trigger DCA.
- `vol_ma_len`: increase (e.g., to ~30) so that Spring triggers only on truly exceptional
volume spikes.
### 10.3 Trading Psychology
- STRONG LONG 🚀 does not mean “risk-free”.
It means the probability of a successful long, given the model’s logic, is higher than average.
- Treat Mars Signals as a confirmation and context system, not a full replacement for your own decision-making.
- Example of disciplined thinking:
- The Dashboard prints STRONG LONG,
- But price is simultaneously testing a multi-month macro resistance or a major negative news event is imminent,
- In such cases, trade smaller, widen stops appropriately, or skip the trade.
## Chapter 11 – Technical Notes & FAQ
### 11.1 Does the Script Repaint?
- Order Blocks and Springs are based on completed pivot structures and confirmed candles.
- Until a pivot is confirmed, an OB does not exist; after confirmation, behavior is stable under classic SMC assumptions.
- The script is designed to be structurally consistent rather than repainting signals arbitrarily.
### 11.2 Computational Load of Volume Profile
- On the last bar, the script processes up to `vp_lookback` bars × `vp_rows` rows.
- On very low timeframes with heavy zooming, this can become demanding.
- If you experience performance issues:
- Reduce `vp_lookback` or `vp_rows`, or
- Temporarily disable Volume Profile (`show_vp = false`).
### 11.3 Multi-Timeframe Behavior
- This version of the script is not internally multi-timeframe.
All logic (OB, DCA, Spring, Volume Profile) is computed on the active timeframe only.
- Practical workflow:
- Analyze overall structure and key zones on higher timeframes (4H / Daily).
- Use lower timeframes (15M / 1H) with the same tool for timing entries and exits.
## Conclusion
Mars Signals – Ultimate Institutional Suite v3.0 (Joker) is a multi-layer trading framework that unifies:
- Price structure (Order Blocks & FVG),
- Statistical behavior (Smart DCA via RSI + Bollinger),
- Volume distribution by price (Volume Profile with POC, HVN, LVN),
- Liquidity events (Wyckoff Spring),
into a single, coherent system driven by a transparent Confluence Scoring Engine.
The final output is presented in clear, actionable language:
> STRONG LONG / WEAK LONG / NEUTRAL / WEAK SHORT / STRONG SHORT
The system is designed to support professional decision-making, not to replace it.
Used together with strict risk management and disciplined execution,
Mars Signals – UIS v3.0 (Joker) can serve as a central reference manual and operational guide
for your trading workflow, from scalping to swing and investment positioning.
Cumulative Volume Delta Profile and Heatmap [BackQuant]Cumulative Volume Delta Profile and Heatmap
A multi-view CVD workstation that measures buying vs selling pressure, renders a price-aligned CVD profile with Point of Control, paints an optional heatmap of delta intensity, and detects classical CVD divergences using pivot logic. Built for reading who is in control, where participation clustered, and when effort is failing to produce result.
What is CVD
Cumulative Volume Delta accumulates the difference between aggressive buys and aggressive sells over time. When CVD rises, buyers are lifting the offer more than sellers are hitting the bid. When CVD falls, the opposite is true. Plotting CVD alongside price helps you judge whether price moves are supported by real participation or are running on fumes.
Core Features
Visual Analysis Components
CVD Columns - Plot of cumulative delta, colored by side, for quick read of participation bias.
CVD Profile - Price-aligned histogram of CVD accumulation using user-set bins. Shows where net initiative clustered.
Split Buy and Sell CVD - Optional two-sided profile that separates positive and negative CVD into distinct wings.
POC - Point of Control - The price level with the highest absolute CVD accumulation, labeled and line-marked.
Heatmap - Semi-transparent blocks behind price that encode CVD intensity across the last N bars.
Divergence Engine - Pivot-based detection of Bearish and Bullish CVD divergences with optional lines and labels.
Stats Panel - Top level metrics: Total CVD, Buy and Sell totals with percentages, Delta Ratio, and current POC price.
How it works
Delta source and sampling
You select an Anchor Timeframe that defines the higher time aggregation for reading the trend of CVD.
The script pulls lower timeframe volume delta and aggregates it to the anchor window. You can let it auto-select the lower timeframe or force a custom one.
CVD is then accumulated bar by bar to form a running total. This plot shows the direction and persistence of initiative.
Profile construction
The recent price range is split into Profile Granularity bins.
As price traverses a bin, the current delta contribution is added to that bin.
If Split Buy and Sell CVD is enabled, positive CVD goes to the right wing and negative CVD to the left wing.
Widths are scaled by each side’s maximum so you can compare distribution shape at a glance.
The Point of Control is the bin with the highest absolute CVD. This marks where initiative concentrated the most.
Heatmap
For each bin, the script computes intensity as absolute CVD relative to the maximum bin value.
Color is derived from the side in control in that bin and shaded by intensity.
Heatmap Length sets how far back the panels extend, highlighting recurring participation zones.
Divergence model
You define pivot sensitivity with Pivot Left and Right .
Bearish divergence triggers when price confirms a higher high while CVD fails to make a higher high within a configurable Delta Tolerance .
Bullish divergence triggers when price confirms a lower low while CVD fails to make a lower low.
On trigger, optional link lines and labels are drawn at the pivots for immediate context.
Key Settings
Delta Source
Anchor Timeframe - Higher TF for the CVD narrative.
Custom Lower TF and Lower Timeframe - Force the sampling TF if desired.
Pivot Logic
Pivot Left and Right - Bars to each side for swing confirmation.
Delta Tolerance - Small allowance to avoid near-miss false positives.
CVD Profile
Show CVD Profile - Toggle profile rendering.
Split Buy and Sell CVD - Two-sided profile for clearer side attribution.
Show Heatmap - Project intensity panels behind price.
Show POC and POC Color - Mark the dominant CVD node.
Profile Granularity - Number of bins across the visible price range.
Profile Offset and Profile Width - Position and scale the profile.
Profile Position - Right, Left, or Current bar alignment.
Visuals
Bullish Div Color and Bearish Div Color - Colors for divergence artifacts.
Show Divergence Lines and Labels - Visualize pivots and annotations.
Plot CVD - Column plot of total CVD.
Show Statistics and Position - Toggle and place the summary table.
Reading the display
CVD columns
Rising CVD confirms buyers are in control. Falling CVD confirms sellers.
Flat or choppy CVD during wide price moves hints at passive or exhausted participation.
CVD profile wings
Thick right wing near a price zone implies heavy buy initiative accumulated there.
Thick left wing implies heavy sell initiative.
POC marks the strongest initiative node. Expect reactions on first touch and rotations around this level when the tape is balanced.
Heatmap
Brighter blocks indicate stronger historical net initiative at that price.
Stacked bright bands form CVD high volume nodes. These often behave like magnets or shelves for future trade.
Divergences
Bearish - Price prints a higher high while CVD fails to do so. Effort is not producing result. Potential fade or pause.
Bullish - Price prints a lower low while CVD fails to do so. Capitulation lacks initiative. Potential bounce or reversal.
Stats panel
Total CVD - Net initiative over the window.
Buy and Sell volume with percentages - Side composition.
Delta Ratio - Buy over Sell. Values above 1 favor buyers, below 1 favor sellers.
POC Price - Current control node for plan and risk.
Workflows
Trend following
Choose an Anchor Timeframe that matches your holding period.
Trade in the direction of CVD slope while price holds above a bullish POC or below a bearish POC.
Use pullbacks to CVD nodes on your profile as entry locations.
Trend weakens when price makes new highs but CVD stalls, or new lows while CVD recovers.
Mean reversion
Look for divergences at or near prior CVD nodes, especially the POC.
Fade tests into thick wings when the side that dominated there now fails to push CVD further.
Target rotations back toward the POC or the opposite wing edge.
Liquidity and execution map
Treat strong wings and heatmap bands as probable passive interest zones.
Expect pauses, partial fills, or flips at these shelves.
Stops make sense beyond the far edge of the active wing supporting your idea.
Alerts included
CVD Bearish Divergence and CVD Bullish Divergence.
Price Cross Above POC and Price Cross Below POC.
Extreme Buy Imbalance and Extreme Sell Imbalance from Delta Ratio.
CVD Turn Bullish and CVD Turn Bearish when net CVD crosses zero.
Price Near POC proximity alert.
Best practices
Use a higher Anchor Timeframe to stabilize the CVD story and a sensible Profile Granularity so wings are readable without clutter.
Keep Split mode on when you want to separate initiative attribution. Turn it off when you prefer a single net profile.
Tune Pivot Left and Right by instrument to avoid overfitting. Larger values find swing divergences. Smaller values find micro fades.
If volume is thin or synthetic for the symbol, CVD will be less reliable. The script will warn if volume is zero.
Trading applications
Context - Confirm or question breakouts with CVD slope.
Location - Build entries at CVD nodes and POC.
Timing - Use divergence and POC crosses for triggers.
Risk - Place stops beyond the opposite wing or outside the POC shelf.
Important notes and limits
This is a price and volume based study. It does not access off-book or venue-level order flow.
CVD profiles are built from the data available on your chart and the chosen lower timeframe sampling.
Like all volume tools, readings can distort during roll periods, holidays, or feed anomalies. Validate on your instrument.
Technical notes
Delta is aggregated from a lower timeframe into an Anchor Timeframe narrative.
Profile bins update in real time. Splitting by side scales each wing independently so both are readable in the same panel.
Divergences are confirmed using standard pivot definitions with user-set tolerances.
All profile drawing uses fixed X offsets so panels and POC do not swim when you scroll.
Quick start
Anchor Timeframe = Daily for intraday context.
Split Buy and Sell CVD = On.
Profile Granularity = 100 to 200, Profile Position = Right, Width to taste.
Pivot Left and Right around 8 to 12 to start, then adapt.
Turn on Heatmap for a fast map of interest bands.
Bottom line
CVD tells you who is doing the lifting. The profile shows where they did it. Divergences tell you when effort stops paying. Put them together and you get a clear read on control, location, and timing for both trend and mean reversion.
Volume Profile + Pivot Levels [ChartPrime]⯁ OVERVIEW
Volume Profile + Pivot Levels combines a rolling volume profile with price pivots to surface the most meaningful levels in your selected lookback window. It builds a left-side profile from traded volume, highlights the session’s Point of Control (PoC) , and then filters pivot highs/lows so only those aligned with significant profile volume are promoted to chart levels. Each promoted level extends forward until price retests it—so your chart stays focused on levels that actually matter.
⯁ KEY FEATURES
Rolling Volume Profile (Period & Resolution)
Calculates a profile over the last Period bars (default 200). The profile is discretized into Volume Profile Resolution bins (default 50) between the highest high and lowest low inside the window. Each bin accumulates traded volume and is drawn as a smooth left-side polyline for compact, lightweight rendering.
HL = array.new()
// collect highs/lows over 'start' bars to define profile range
for i = 0 to start - 1
HL.push(high ), HL.push(low )
H = HL.max(), L = HL.min()
bin_size = (H - L) / bins
// accumulate per-bin volume
for i = 0 to bins - 1
for j = 0 to start - 1
if close >= (L + bin_sizei) - bin_size and close < (L + bin_size*(i+1)) + bin_size
Bins += volume
Delta-Aware Coloring
The script tracks up-minus-down volume across all period to compute a net Delta . The profile, PoC line, and PoC label adopt a teal tone when net positive, and maroon when net negative—an immediate read on buyer/seller dominance inside the window.
Point of Control (PoC) + Volume Label
Automatically marks the highest-volume bin as the PoC . A horizontal PoC line extends to the last bar, and a label shows the absolute volume at the PoC. Toggle visibility via PoC input.
Pivot Detection with Volume Filter
Identifies raw pivots using Length (default 10) on both sides of the bar. Each candidate pivot is then validated against the profile: only pivots that land within their bin and meet or exceed the Filter % threshold (percentage of PoC volume) are promoted to chart levels. This removes weak, low-participation pivots.
// pivot promotion when volume% >= pivotFilter
if abs(mid - p.value) <= bin_size and volPercent >= pivotFilter
// draw labeled pivot level
line.new(p.index - pivotLength, p.value, p.index + pivotLength, p.value, width = 2)
Forward-Extending, Self-Stopping Levels
Promoted pivot levels extend forward as dotted rays. As soon as price intersects a level (high/low straddles it), that level stops extending—so your chart doesn’t clutter with stale zones.
Concise Level Labels (Volume + %)
Each promoted pivot prints a compact label at the pivot bar with its bin’s absolute volume and percentage of PoC volume (ordering flips for highs vs. lows for quick read).
Lightweight Visuals
The volume profile is rendered as a smooth polyline rather than dozens of boxes, keeping charts responsive even at higher resolutions.
⯁ SETTINGS
Volume Profile → Period : Lookback window used to compute the profile (max 500).
Volume Profile → Resolution : Number of bins; higher = finer structure.
Volume Profile → PoC : Toggle PoC line and volume label.
Pivots → Display : Show/hide volume-validated pivot levels.
Pivots → Length : Pivot detection left/right bars.
Pivots → Filter % 0–100 : Minimum bin strength (as % of PoC) required to promote a pivot level.
⯁ USAGE
Read PoC direction/color for a quick net-flow bias within your window.
Prioritize promoted pivot levels —they’re backed by meaningful participation.
Watch for first retests of promoted levels; the line will stop extending once tested.
Adjust Period / Resolution to match your timeframe (scalps → higher resolution, shorter period; swings → lower resolution, longer period).
Tighten or loosen Filter % to control how selective the level promotion is.
⯁ WHY IT’S UNIQUE
Instead of plotting every pivot or every profile bar, this tool cross-checks pivots against the profile’s internal volume weighting . You only see levels where price structure and liquidity overlap—clean, data-driven levels that self-retire after interaction, so you can focus on what the market actually defends.
TPO[Fixed Range, Anchored, Bars Back]TPO Bars Back, Fixed Range and Anchored
Overview
The TPO Profile (Time Price Opportunity Profile) is a powerful market profile indicator that displays the amount of time price spent at different levels during a specified period. Unlike traditional volume profile indicators that show volume distribution, TPO Profile shows time distribution , providing insights into where price has spent the most time and identifying key support and resistance levels.
Key Advantages Over TradingView's Built-in TPO
Simplified Composite Creation : Automatically creates TPO profiles for any time range without manual split/merge operations
Instant Value Area Calculation : Immediately shows Value Area, POC, VAH, and VAL for your selected period
No Manual Assembly Required : TradingView's native TPO requires you to manually split sessions and merge them to create composites - this indicator does it automatically
Flexible Time Ranges : Create composites for any custom time period (multiple days, weeks, specific events) with a few clicks
Real-time Composite Updates : Anchor mode creates live composites that update as new data arrives
Multiple Composite Analysis : Easily compare different time periods without the tedious manual process
Key Features
Core Functionality
Time-Based Analysis : Shows time spent at each price level rather than volume
Configurable Time Blocks : Use any timeframe for TPO counting (30min, 1H, 4H, etc.)
Multiple Price Levels : Adjustable from 5 to 200 levels for granular analysis
Point of Control (POC) : Automatically identifies the price level with highest time activity
Value Area Calculation : Shows the price range containing 70% (configurable) of time activity
Automatic Composite Generation : Creates multi-session composites without manual intervention
Three Operating Modes
1. Bars Back Mode
Analyzes the last N bars from the current bar
Perfect for recent market activity analysis
Range: 10-500 bars
Use Case : Intraday analysis, recent session review
2. Fixed Range Mode
Analyzes a specific time period between start and end times
Ideal for historical analysis of specific events
Creates perfect composites for multi-day periods
Use Case : Earnings periods, news events, specific trading sessions, weekly/monthly composites
3. Anchor Mode (NEW)
Starts from a specific time and extends to the current bar
Dynamically updates as new bars form
Perfect for building live composites from any starting point
Use Case : Live session monitoring, event-based analysis from a specific point, growing composites
Visual Elements
TPO Bars
Horizontal bars showing time distribution at each price level
Longer bars = more time spent at that level
Color-coded to distinguish Value Area from outlying levels
Point of Control (POC)
Red line marking the price level with highest time activity
Most significant support/resistance level
Configurable line style (Solid/Dashed/Dotted) and width
Value Area High/Low (VAH/VAL)
Green and Orange lines marking the boundaries of the Value Area
Shows the price range containing the specified percentage of time activity
Optional display with customizable line styles
Single Print Detection
Identifies price levels touched by only one time block
Display options: Lines or Boxes
Purple color highlighting these significant levels
Often act as strong support/resistance in future trading
Customization Options
Time Block Configuration
Block Time : Choose timeframe for TPO counting (30min, 1H, 4H, etc.)
Allows analysis at different time granularities
Higher timeframes = broader perspective, Lower timeframes = finer detail
Visual Styling
Line Styles : Solid, Dashed, or Dotted for all line elements
Line Widths : 1-5 pixels for POC, VAH, and VAL lines
Colors : Fully customizable colors for all elements
Transparency : Adjustable transparency for better chart readability
Label Management
Show/Hide Labels : Toggle POC, VAH, VAL labels
Font Sizes : Tiny, Small, Normal, Large, Huge
Label Positioning : 8 different position options relative to lines
Offset Controls : Fine-tune label positioning
Line Extension
Level Offset Right : Controls how far lines extend
Smart extension logic:
Value ≤ 0: Infinite extension (extend.right)
Value ≥ 1: Extends exactly N bars ahead
Trading Applications
Support & Resistance
POC often acts as strong support/resistance
Value Area boundaries provide key levels
Single prints frequently become significant levels
Market Structure Analysis
Identify areas of price acceptance (thick TPO bars)
Spot areas of price rejection (thin TPO bars)
Understand where market participants are comfortable trading
Composite Profile Analysis
Create multi-day, weekly, or monthly composites instantly
Compare different composite periods without manual work
Analyze longer-term price acceptance levels
Build composites around specific events or announcements
Session Analysis
Monitor intraday session development in real-time
Compare different sessions (London, New York, Asia)
Track how profiles change throughout the trading day
Build live composites across multiple sessions
Event Analysis
Use Fixed Range mode for earnings, news events
Use Anchor mode to track price development from specific events
Compare pre/post event price acceptance levels
Create event-based composites automatically
Input Parameters
Mode Selection
Mode : Bars Back | Fixed Range | Anchor
Bars Back : Number of bars to analyze (10-500)
Start Time : Beginning time for Fixed Range and Anchor modes
End Time : Ending time for Fixed Range mode only
Analysis Configuration
Block Time : Timeframe for TPO blocks (e.g., "30" for 30-minute blocks)
TPO Levels : Number of price levels (5-200)
Value Area % : Percentage for Value Area calculation (50-95%)
Display Options
Show POC : Display Point of Control line
Show Value Area : Display Value Area box
Show VAH/VAL Lines : Display Value Area boundary lines
Show Single Prints : Display single print detection
Single Print Style : Lines or Boxes
Styling Controls
Colors : TPO, POC, Value Area, VAH, VAL, Single Print colors
Line Styles : POC, VAH, VAL line styles
Line Widths : POC, VAH, VAL line widths
Labels : Show/hide, font size, position, offset controls
Technical Details
Calculation Method
Divides the price range into equal levels based on TPO Levels setting
For each time block, determines which price levels it crosses
Adds +1 count to each crossed level
Identifies POC as the level with highest count
Calculates Value Area by expanding from POC until target percentage is reached
Performance Considerations
Historical data limited to prevent buffer overflow errors
Smart bounds checking for different timeframes
Optimized cleanup routines to prevent drawing object accumulation
Pine Script Version
Built on Pine Script v6
Uses modern Pine Script best practices
Efficient array handling and drawing object management
Best Practices
Timeframe Selection
Block Time = Chart Timeframe : Traditional TPO approach
Block Time > Chart Timeframe : Smoother, broader perspective
Block Time < Chart Timeframe : More granular, detailed analysis
Level Count Guidelines
Low levels (10-20) : Better for swing trading, major levels
High levels (50-100) : Better for scalping, precise entries
Very high levels (100+) : For very detailed analysis
Mode Selection
Bars Back : Daily analysis, recent activity
Fixed Range : Historical events, specific periods, manual composites
Anchor : Live monitoring, event-based analysis, growing composites
Composite Creation Workflow
Select Fixed Range or Anchor mode
Set your desired start time (and end time for Fixed Range)
Adjust TPO Levels for desired granularity
Enable VAH/VAL lines to see Value Area boundaries
The composite profile generates automatically with all key levels
This indicator eliminates the tedious manual process of creating composite TPO profiles in TradingView. Instead of splitting sessions and manually merging them, you get instant composite analysis with automatic Value Area calculation, POC identification, and single print detection. The combination of time-based analysis, multiple operating modes, and extensive customization options makes it a powerful tool for understanding market structure and price acceptance levels across any time period.
Volume Point of Control with Fib Based Profile🍀Description:
This indicator is a comprehensive volume profile analysis tool designed to identify key price levels based on trading activity within user-defined timeframes. It plots the Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL), along with dynamically calculated Fibonacci levels derived from the developing period's range. It offers extensive customization for both historical and developing levels.
🍀Core Features:
Volume Profiling (POC, VAH, VAL):
Calculates and plots the POC (price level with the highest volume), VAH, and VAL for a selected timeframe (e.g., Daily, Weekly).
The Value Area percentage is configurable. 70% is common on normal volume profiles, but this script allows you to configure multiple % levels via the fib levels. I recommend using 2 versions of this indicator on a chart, one has Value Area at 1 (100% - high and low of lookback) and the second is a specified VA area (i.e. 70%) like in the chart snapshot above. See examples at the bottom.
Historical Levels:
Plots POC, VAH, and VAL from previous completed periods.
Optionally displays only "Unbroken" levels – historical levels that price has not yet revisited, which can act as stronger magnets or resistance/support.
The user can manage the number of historical lines displayed to prevent chart clutter.
Developing Levels:
Shows the POC, VAH, and VAL as they form in real-time during the current, incomplete period. This provides insight into intraday/intra-period value migration.
Dynamic Fibonacci Levels:
Calculates and plots Fibonacci retracement/extension levels based dynamically on the range between the developing POC and the developing VAH/VAL.
Offers 8 configurable % levels above and below POC that can be toggled on/off.
Visual Customization:
Extensive options for colors, line styles, and widths for all plotted levels.
Optional gradient fill for the Value Area that visualizes current price distance from POC - option to invert the colors as well.
Labels for developing levels and Fibonacci levels for easy identification.
🍀Characteristics:
Volume-Driven: Levels are derived from actual trading volume, reflecting areas of high participation and price agreement/disagreement.
Timeframe Specific: The results are entirely dependent on the chosen profile timeframe.
Dynamic & Static Elements: Developing levels and Fibs update live, while historical levels remain fixed once their period closes.
Lagging (Historical) & Potentially Leading: Historical levels are based on the past, but are often respected by future price action. Developing levels show current dynamics.
🍀How to Use It:
Identifying Support & Resistance: Historical and developing POCs, VAHs, and VALs are often key areas where price may react. Unbroken levels are particularly noteworthy.
Market Context & Sentiment: Trading above the POC suggests bullish strength/acceptance of higher prices, while trading below suggests bearishness/acceptance of lower prices.
Entry/Exit Zones: Interactions with these levels (rejections, breakouts, tests) can provide potential entry or exit signals, especially when confirming with other analysis methods.
Dynamic Targets: The Fibonacci levels calculated from the developing POC-VA range offer potential intraday/intra-period price targets or areas of interest.
Understanding Value Migration: Observing the movement of the developing POC/VAH/VAL throughout the period reveals where value is currently being established.
🍀Potential Drawbacks:
Input Sensitivity: The choice of timeframe, Value Area percentage, and volume resolution heavily influences the generated levels. Experimentation is needed for optimal settings per instrument/market. (I've found that Range Charts can provide very accurate volume levels on TV since the time element is removed. This helps to refine the accuracy of price levels with high volume.)
Volume Data Dependency: Requires accurate volume data. May be less reliable on instruments with sparse or questionable volume reporting.
Chart Clutter: Enabling all features simultaneously can make the chart busy. Utilize the line management inputs and toggle features as needed.
Not a Standalone Strategy: This indicator provides context and key levels. It should be used alongside other technical analysis tools and price action reading for robust decision-making.
Developing Level Fluctuation: Developing POC/VA/Fib levels can shift considerably, especially early in a new period, before settling down as more volume accumulates and time passes.
🍀Recommendations/Examples:
I recommend have this indicator on your chart twice, one has the VA set at 1 (100%) and has the fib levels plotted. The second has the VA set to 0.7 (70%) to highlight the defined VA.
Here is an example with 3 on a chart. VA of 100%, VA of 80%, and VA of 20%
lib_profileLibrary "lib_profile"
a library with functions to calculate a volume profile for either a set of candles within the current chart, or a single candle from its lower timeframe security data. All you need is to feed the
method delete(this)
deletes this bucket's plot from the chart
Namespace types: Bucket
Parameters:
this (Bucket)
method delete(this)
Namespace types: Profile
Parameters:
this (Profile)
method delete(this)
Namespace types: Bucket
Parameters:
this (Bucket )
method delete(this)
Namespace types: Profile
Parameters:
this (Profile )
method update(this, top, bottom, value, fraction)
updates this bucket's data
Namespace types: Bucket
Parameters:
this (Bucket)
top (float)
bottom (float)
value (float)
fraction (float)
method update(this, tops, bottoms, values)
update this Profile's data (recalculates the whole profile and applies the result to this object) TODO optimisation to calculate this incremental to improve performance in realtime on high resolution
Namespace types: Profile
Parameters:
this (Profile)
tops (float ) : array of range top/high values (either from ltf or chart candles using history() function
bottoms (float ) : array of range bottom/low values (either from ltf or chart candles using history() function
values (float ) : array of range volume/1 values (either from ltf or chart candles using history() function (1s can be used for analysing candles in bucket/price range over time)
method tostring(this)
allows debug print of a bucket
Namespace types: Bucket
Parameters:
this (Bucket)
method draw(this, start_t, start_i, end_t, end_i, args, line_color)
allows drawing a line in a Profile, representing this bucket and it's value + it's value's fraction of the Profile total value
Namespace types: Bucket
Parameters:
this (Bucket)
start_t (int) : the time x coordinate of the line's left end (depends on the Profile box)
start_i (int) : the bar_index x coordinate of the line's left end (depends on the Profile box)
end_t (int) : the time x coordinate of the line's right end (depends on the Profile box)
end_i (int) : the bar_index x coordinate of the line's right end (depends on the Profile box)
args (LineArgs type from robbatt/lib_plot_objects/24) : the default arguments for the line style
line_color (color) : the color override for POC/VAH/VAL lines
method draw(this, forced_width)
draw all components of this Profile (Box, Background, Bucket lines, POC/VAH/VAL overlay levels and labels)
Namespace types: Profile
Parameters:
this (Profile)
forced_width (int) : allows to force width of the Profile Box, overrides the ProfileArgs.default_size and ProfileArgs.extend arguments (default: na)
method init(this)
Namespace types: ProfileArgs
Parameters:
this (ProfileArgs)
method init(this)
Namespace types: Profile
Parameters:
this (Profile)
profile(tops, bottoms, values, resolution, vah_pc, val_pc, bucket_buffer)
split a chart/parent bar into 'resolution' sections, figure out in which section the most volume/time was spent, by analysing a given set of (intra)bars' top/bottom/volume values. Then return price center of the bin with the highest volume, essentially marking the point of control / highest volume (poc) in the chart/parent bar.
Parameters:
tops (float ) : array of range top/high values (either from ltf or chart candles using history() function
bottoms (float ) : array of range bottom/low values (either from ltf or chart candles using history() function
values (float ) : array of range volume/1 values (either from ltf or chart candles using history() function (1s can be used for analysing candles in bucket/price range over time)
resolution (int) : amount of buckets/price ranges to sort the candle data into (analyse how much volume / time was spent in a certain bucket/price range) (default: 25)
vah_pc (float) : a threshold percentage (of values' total) for the top end of the value area (default: 80)
val_pc (float) : a threshold percentage (of values' total) for the bottom end of the value area (default: 20)
bucket_buffer (Bucket ) : optional buffer of empty Buckets to fill, if omitted a new one is created and returned. The buffer length must match the resolution
Returns: poc (price level), vah (price level), val (price level), poc_index (idx in buckets), vah_index (idx in buckets), val_index (idx in buckets), buckets (filled buffer or new)
create_profile(start_idx, tops, bottoms, values, resolution, vah_pc, val_pc, args)
split a chart/parent bar into 'resolution' sections, figure out in which section the most volume/time was spent, by analysing a given set of (intra)bars' top/bottom/volume values. Then return price center of the bin with the highest volume, essentially marking the point of control / highest volume (poc) in the chart/parent bar.
Parameters:
start_idx (int) : the bar_index at which the Profile should start drawing
tops (float ) : array of range top/high values (either from ltf or chart candles using history() function
bottoms (float ) : array of range bottom/low values (either from ltf or chart candles using history() function
values (float ) : array of range volume/1 values (either from ltf or chart candles using history() function (1s can be used for analysing candles in bucket/price range over time)
resolution (int) : amount of buckets/price ranges to sort the candle data into (analyse how much volume / time was spent in a certain bucket/price range) (default: 25)
vah_pc (float) : a threshold percentage (of values' total) for the top end of the value area (default: 80)
val_pc (float) : a threshold percentage (of values' total) for the bottom end of the value area (default: 20)
args (ProfileArgs)
Returns: poc (price level), vah (price level), val (price level), poc_index (idx in buckets), vah_index (idx in buckets), val_index (idx in buckets), buckets (filled buffer or new)
history(src, len, offset)
allows fetching an array of values from the history series with offset from current candle
Parameters:
src (int)
len (int)
offset (int)
history(src, len, offset)
allows fetching an array of values from the history series with offset from current candle
Parameters:
src (float)
len (int)
offset (int)
history(src, len, offset)
allows fetching an array of values from the history series with offset from current candle
Parameters:
src (bool)
len (int)
offset (int)
history(src, len, offset)
allows fetching an array of values from the history series with offset from current candle
Parameters:
src (string)
len (int)
offset (int)
Bucket
Fields:
idx (series int) : the index of this Bucket within the Profile starting with 0 for the lowest Bucket at the bottom of the Profile
value (series float) : the value of this Bucket, can be volume or time, for using time pass and array of 1s to the update function
top (series float) : the top of this Bucket's price range (for calculation)
btm (series float) : the bottom of this Bucket's price range (for calculation)
center (series float) : the center of this Bucket's price range (for plotting)
fraction (series float) : the fraction this Bucket's value is compared to the total of the Profile
plot_bucket_line (Line type from robbatt/lib_plot_objects/24) : the line that resembles this bucket and it's valeu in the Profile
ProfileArgs
Fields:
show_poc (series bool) : whether to plot a POC line across the Profile Box (default: true)
show_profile (series bool) : whether to plot a line for each Bucket in the Profile Box, indicating the value per Bucket (Price range), e.g. volume that occured in a certain time and price range (default: false)
show_va (series bool) : whether to plot a VAH/VAL line across the Profile Box (default: false)
show_va_fill (series bool) : whether to fill the 'value' area between VAH/VAL line (default: false)
show_background (series bool) : whether to fill the Profile Box with a background color (default: false)
show_labels (series bool) : whether to add labels to the right end of the POC/VAH/VAL line (default: false)
show_price_levels (series bool) : whether add price values to the labels to the right end of the POC/VAH/VAL line (default: false)
extend (series bool) : whether extend the Profile Box to the current candle (default: false)
default_size (series int) : the default min. width of the Profile Box (default: 30)
args_poc_line (LineArgs type from robbatt/lib_plot_objects/24) : arguments for the poc line plot
args_va_line (LineArgs type from robbatt/lib_plot_objects/24) : arguments for the va line plot
args_poc_label (LabelArgs type from robbatt/lib_plot_objects/24) : arguments for the poc label plot
args_va_label (LabelArgs type from robbatt/lib_plot_objects/24) : arguments for the va label plot
args_profile_line (LineArgs type from robbatt/lib_plot_objects/24) : arguments for the Bucket line plots
args_profile_bg (BoxArgs type from robbatt/lib_plot_objects/24)
va_fill_color (series color) : color for the va area fill plot
Profile
Fields:
start (series int) : left x coordinate for the Profile Box
end (series int) : right x coordinate for the Profile Box
resolution (series int) : the amount of buckets/price ranges the Profile will dissect the data into
vah_threshold_pc (series float) : the percentage of the total data value to mark the upper threshold for the main value area
val_threshold_pc (series float) : the percentage of the total data value to mark the lower threshold for the main value area
args (ProfileArgs) : the style arguments for the Profile Box
h (series float) : the highest price of the data
l (series float) : the lowest price of the data
total (series float) : the total data value (e.g. volume of all candles, or just one each to analyse candle distribution over time)
buckets (Bucket ) : the Bucket objects holding the data for each price range bucket
poc_bucket_index (series int) : the Bucket index in buckets, that holds the poc Bucket
vah_bucket_index (series int) : the Bucket index in buckets, that holds the vah Bucket
val_bucket_index (series int) : the Bucket index in buckets, that holds the val Bucket
poc (series float) : the according price level marking the Point Of Control
vah (series float) : the according price level marking the Value Area High
val (series float) : the according price level marking the Value Area Low
plot_poc (Line type from robbatt/lib_plot_objects/24)
plot_vah (Line type from robbatt/lib_plot_objects/24)
plot_val (Line type from robbatt/lib_plot_objects/24)
plot_poc_label (Label type from robbatt/lib_plot_objects/24)
plot_vah_label (Label type from robbatt/lib_plot_objects/24)
plot_val_label (Label type from robbatt/lib_plot_objects/24)
plot_va_fill (LineFill type from robbatt/lib_plot_objects/24)
plot_profile_bg (Box type from robbatt/lib_plot_objects/24)
ZigZag Volume Profile [ChartPrime]⯁ OVERVIEW
ZigZag Volume Profile combines swing structure with volume analytics by plotting a ZigZag of major price swings and overlaying a detailed volume profile around each swing. At the end of each swing, it highlights the Point of Control (POC) — the price level with the highest traded volume — and extends it forward to identify key areas of potential support or resistance.
⯁ KEY FEATURES
ZigZag Swing Detection:
Automatically detects swing highs and lows based on a user-defined length, creating clean visual segments of market structure.
These segments act as boundaries for volume profile calculations.
swingHigh = ta.highest(swingLength)
swingLow = ta.lowest(swingLength)
ZigZag Channel Visualization:
The ZigZag structure is connected with sloped lines, forming a visual “channel” of the price movement.
The ZigZag can optionally, scaled by ATR.
Volume Profile Around Each Swing:
For every completed swing (high to low or low to high), the indicator constructs a full volume profile using user-defined bin counts.
It scans volume across price levels in the swing and plots histogram-style bins using a gradient color to indicate volume magnitude.
Dynamic Bin Width and Slope Adjustment:
Bins are distributed across a vertical ATR-based range, and their width is adjusted based on the percentage of total swing volume.
The volume fill direction is adapted to the swing’s slope for visually aligned plotting.
POC Detection and Extension:
The highest volume bin in each swing is identified as the Point of Control (POC).
This level is plotted with a thicker line and extended horizontally into the future as a key reaction level.
Automatic POC Expiry on Price Interaction:
POC lines are continuously extended unless breached by price.
When price crosses the POC level, the extension is terminated — signaling that the level may have been absorbed.
Clean Volume Bin Visualization:
Bin colors range from green (low volume) to blue (higher volume), with the POC always marked in red by default for easy identification.
Volume percentages are optionally labeled at each bin level.
Flexible Swing Profile Parameters:
Users can control:
Number of volume bins
Bin width
Channel width (ATR factor)
Visibility of the swing channel or POC lines
Efficient Memory Handling:
Old POC lines and volume profiles are automatically removed from memory after a threshold to keep charts clean and performant.
⯁ USAGE
Use ZigZag swings to define market structure visually.
Analyze volume profile around each swing to understand where most trading activity occurred.
Use POC extensions as dynamic support/resistance zones for entries, stops, or take-profits.
Watch for price interaction with extended POC lines — breaks may suggest absorbed liquidity or breakout potential.
Use the ATR-based channel width to adapt profiles based on market volatility.
⯁ CONCLUSION
ZigZag Volume Profile offers a powerful fusion of structure and volume. By plotting detailed volume profiles over each price swing and extending the POC as actionable S/R levels, this tool provides deep insight into market participation zones — giving traders a tactical edge in both ranging and trending environments.
Volume Range Profile with Fair Value (Zeiierman)█ Overview
The Volume Range Profile with Fair Value (Zeiierman) is a precision-built volume-mapping tool designed to help traders visualize where institutional-level activity is occurring within the price range — and how that volume behavior shifts over time.
Unlike traditional volume profiles that rely on fixed session boundaries or static anchors, this tool dynamically calculates and displays volume zones across both the upper and lower ends of a price range, revealing point-of-control (POC) levels, directional volume flow, and a fair value drift line that updates live with each candle.
You’re not just looking at volume anymore. You’re dissecting who’s in control — and at what price.
⚪ In simple terms:
Upper Zone = The upper portion of the price range, showing concentrated volume activity — typically where selling or distribution may occur
Lower Zone = The lower portion of the price range, highlighting areas of high volume — often associated with buying or accumulation
POC Bin = The bin (price level) with the highest traded volume in the zone — considered the most accepted price by the market
Fair Value Trend = A dynamic trend line tracking the average POC price over time — visualizing the evolving fair value
Zone Labels = Display real-time breakdown of buy/sell volume within each zone and inside the POC — revealing who’s in control
█ How It Works
⚪ Volume Zones
Upper Zone: Anchored at the highest high in the lookback period
Lower Zone: Anchored at the lowest low in the lookback period
Width is user-defined via % of range
Each zone is divided into a series of volume bins
⚪ Volume Bins (Histograms)
Each zone is split into N bins that show how much volume occurred at each level:
Taller = More volume
The POC bin (Point of Control) is highlighted
Labels show % of volume in the POC relative to the whole zone
⚪ Buy vs Sell Breakdown
Each volume bin is split by:
Buy Volume = Close ≥ Open
Sell Volume = Close < Open
The script accumulates these and displays total Buy/Sell volume per zone.
⚪ Fair Value Drift Line
A POC trend is plotted over time:
Represents where volume was most active across each range
Color changes dynamically — green for rising, red for falling
Serves as a real-time fair value anchor across changing market structure
█ How to Use
⚪ Identify Key Control Zones
Use Upper/Lower Zone structures to understand where supply and demand is building.
Zones automatically adapt to recent highs/lows and re-center volume accordingly.
⚪ Follow Institutional Activity
Watch for POC clustering near price tops or bottoms.
Large volumes near extremes may indicate accumulation or distribution.
⚪ Spot Fair Value Drift
The fair value trend line (average POC price) gives insight into market equilibrium.
One strategy can be to trade a re-test of the fair value trend, trades are taken in the direction of the current trend.
█ Understanding Buy & Sell Volume Labels (Zone Totals)
These labels show the total buy and sell volume accumulated within each zone over the selected lookback period:
Buy Vol (green label) → Total volume where candles closed bullish
Sell Vol (red label) → Total volume where candles closed bearish
Together, they tell you which side dominated:
Higher Buy Vol → Bullish accumulation zone
Higher Sell Vol → Bearish distribution zone
This gives a quick visual insight into who controlled the zone, helping you spot areas of demand or supply imbalance.
█ Understanding POC Volume Labels
The POC (Point of Control) represents the price level where the most volume occurred within the zone. These labels break down that volume into:
Buy % – How much of the volume was buying (price closed up)
Sell % – How much was selling (price closed down)
Total % – How much of the entire zone’s volume happened at the POC
Use it to spot strong demand or supply zones:
High Buy % + High Total % → Strong buying interest = likely support
High Sell % + High Total % → Strong selling pressure = likely resistance
It gives a deeper look into who was in control at the most important price level.
█ Why It’s Useful
Track where fair value is truly forming
Detect aggressive volume accumulation or dumping
Visually split buyer/seller control at the most relevant price levels
Adapt volume structures to current trend direction
█ Settings Explained
Lookback Period: Number of bars to scan for highs/lows. Higher = smoother zones, Lower = reactive.
Zone Width (% of Range): Controls how much of the range is used to define each zone. Higher = broader zones.
Bins per Zone: Number of volume slices per zone. Higher = more detail, but heavier on resources.
-----------------
Disclaimer
The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Volume Flow Anatomy [Kodexius]Volume Flow Anatomy is a dynamic, multi-dimensional volume map that reconstructs how buy, sell, and “stealth” activity is distributed across price rather than just across time. Instead of relying on a static, session-based volume profile, it uses an exponentially decaying memory of recent bars to build a constantly evolving “anatomy” of the auction, where each price level carries an adaptive history of order flow.
The script separates buy vs. sell pressure, adds a third “Stealth Flow” dimension for low-volume price movement (ease of movement / divergence), and automatically derives POC, Value Area, imbalances, absorption zones, and classic profile shapes (D, P, b, B). This gives the trader a compact but highly information-dense map on the right side of the chart to read control (buyers vs. sellers), structure (balanced vs. trending vs. double distribution), and key reaction levels (support/resistance born from flow, not just wicks).
🔹 Features
🔸 Dynamic Lookback with Decay
- The script computes an effective lookback N from the Decay Factor and caps it with Max Lookback.
- Higher decay keeps more history; lower decay emphasizes the most recent flow.
- The profile continuously adapts as new bars are printed.
🔸 Price-Bucketed Flow Map
Each bucket accumulates:
- Sell Flow (sell pressure)
- Buy Flow (buy pressure)
- Stealth Flow (low-volume price movement)
- Box width at each bucket is proportional to the relative intensity of that component.
🔸 Stealth Flow (Low-Volume Price Movement)
- Measures close to close movement relative to volume, emphasizing price movement that occurs on comparatively low volume.
- Helps reveal hidden participation, inefficient moves, and areas that may be vulnerable to re-tests or reversions.
🔸 POC & 70% Value Area (VA)
- Identifies the Point of Control (price bucket with the highest total volume) over the effective lookback.
- Builds a 70% Value Area by expanding from POC towards the nearest high volume neighbors until 70% of the total volume is included.
- POC is drawn as a line over the analyzed range; VA is displayed as a shaded band in the profile area.
🔸 Market Profile Shape Detection
Splits the profile vertically into three zones (bottom / middle / top) and compares their volume distribution.
Classifies structure as:
- D-Shape (Balanced)
- P-Shape (Short Covering)
- b-Shape (Long Liquidation)
- B-Shape (Double Distribution)
Displays a shape label with color coded bias for quick auction context interpretation.
🔸 Imbalance Zones & Absorption
Imbalance: detects buckets where Buy Flow or Sell Flow exceeds the opposite side by at least Imbalance Ratio.
Absorption: flags zones with high volume but low price “ease”, where price is not moving much despite significant volume.
Extends these levels into horizontal zones, marking potential support/resistance and trap areas.
Bullish Imbalance Zone :
Bearish Imbalance Zone :
Absorption Zone :
🔸 Range Context & On-Chart Legend
Draws a Range Box covering the dynamically determined lookback (N bars), with a label displaying the effective bar count.
A bottom-right legend summarizes:
- Color keys for Buy / Sell / Stealth
- POC / VA status
- Bullish vs. Bearish dominance percentage
- Profile shape classification
- Imbalance and Absorption conventions
🔹 Calculations
1. Dynamic Lookback & Price Buckets
int N = math.min(int(4 / (1 - decayFactor) - 1), maxHistory)
float priceHigh = ta.highest(high, N)
float priceLow = ta.lowest(low, N)
float bucketSize = (priceHigh - priceLow) / bucketCount
The effective lookback N is derived from the Decay Factor, using the approximation 4 / (1 - decay) to capture roughly 99% of the decayed influence, then capped with maxHistory to control performance. Over that adaptive range, the script finds the highest and lowest prices and divides the band into bucketCount equal slices (bucketSize). Each slice is a price bucket that will accumulate volume-flow information.
2. Exponentially Decayed Volume Allocation
addValue(array profile, float weight, float minPrice, float maxPrice) =>
for j = 0 to bucketCount - 1
float bucketMin = priceLow + j * bucketSize
float bucketMax = bucketMin + bucketSize
float overlapMin = math.max(minPrice, bucketMin)
float overlapMax = math.min(maxPrice, bucketMax)
float overlapRange = overlapMax - overlapMin
if overlapRange > 0
profile.set(j, profile.get(j) * decayFactor + weight * overlapRange)
This function is the core engine of the indicator. For a given price span and intensity, it checks every bucket for overlap, distributes the weight proportionally to the overlapping range, and before adding new value, decays the existing bucket content by decayFactor. This results in an exponentially weighted profile: recent activity dominates, while older levels retain a gradually fading footprint.
3. POC and 70% Value Area
array totalProfile = array.new(bucketCount, 0)
for j = 0 to bucketCount - 1
float total = sellProfile.get(j) + buyProfile.get(j)
totalProfile.set(j, total)
if total > eaMax
eaMax := total
int pocIdx = 0
float pocVal = 0.0
for j = 0 to bucketCount - 1
if totalProfile.get(j) > pocVal
pocVal := totalProfile.get(j)
pocIdx := j
float totalSum = totalProfile.sum()
float targetSum = totalSum * 0.70
int vaLow = pocIdx
int vaHigh = pocIdx
float currentSum = pocVal
while currentSum < targetSum and (vaLow > 0 or vaHigh < bucketCount - 1)
float lowVal = vaLow > 0 ? totalProfile.get(vaLow - 1) : 0.0
float highVal = vaHigh < bucketCount - 1 ? totalProfile.get(vaHigh + 1) : 0.0
First, totalProfile is built as the sum of buy and sell flow per bucket, and eaMax (the maximum total) is tracked for later normalization. The POC bucket (pocIdx) is simply the index with the highest totalProfile value.
To compute the 70% Value Area, the algorithm starts at the POC bucket and expands outward, each step adding either the upper or lower neighbor depending on which has more volume. This continues until the cumulative volume reaches 70% of totalSum. The result is a volume-driven VA, not necessarily symmetric around POC, which more accurately represents where the market has truly traded.
4. Market Profile Shape Classification
float volTopThird = 0.0
float volMidThird = 0.0
float volBotThird = 0.0
int thirdIdx = int(bucketCount / 3)
for j = 0 to bucketCount - 1
float val = totalProfile.get(j)
if j < thirdIdx
volBotThird += val
else if j < thirdIdx * 2
volMidThird += val
else
volTopThird += val
float totalVolShape = totalProfile.sum()
string shapeStr = "D-Shape (Balanced)"
if (volTopThird > totalVolShape * 0.20) and (volBotThird > totalVolShape * 0.20) and (volMidThird < totalVolShape * 0.50)
shapeStr := "B-Shape (Double Dist)"
else
if pocIdx > bucketCount * 0.5 and volTopThird > volBotThird * 1.3
shapeStr := "P-Shape (Short Covering)"
else if pocIdx < bucketCount * 0.5 and volBotThird > volTopThird * 1.3
shapeStr := "b-Shape (Long Liquidation)"
else
shapeStr := "D-Shape (Balanced)"
The profile is split into bottom, middle, and top thirds. The script compares how much volume is concentrated in each and combines that with the relative location of POC. If both extremes are heavy and the middle light, it labels a B-Shape (double distribution). If the POC is high and the top dominates the bottom, it’s a P-Shape (short covering). If the POC is low and the bottom dominates, it’s a b-Shape (long liquidation). Otherwise, it defaults to a D-Shape (balanced). This provides a quick, at-a-glance assessment of auction structure.
5. Imbalances, Absorption & Zones
bool isBuyImb = showImb and sVal > 0 and (bVal / sVal >= imbRatio)
bool isSellImb = showImb and bVal > 0 and (sVal / bVal >= imbRatio)
float volRatio = eaMax > 0 ? tVal / eaMax : 0
float stRatio = esmRange > 0 ? (stVal - esmMin) / esmRange : 1.0
bool isAbsorp = showAbsorp and volRatio > 0.6 and stRatio < 0.25
if showImbZone
if isSellImb
zoneBoxes.push(box.new(bar_index - N + 1, bucketHi, bar_index + 1, bucketLo, ...))
if isBuyImb
zoneBoxes.push(box.new(bar_index - N + 1, bucketHi, bar_index + 1, bucketLo, ...))
if isAbsorp
zoneBoxes.push(box.new(bar_index - N + 1, bucketHi, bar_index + 1, bucketLo, ...))
Imbalances are identified where one side’s volume (buy or sell) exceeds the other by at least Imbalance Ratio. These buckets are marked as buy or sell imbalance zones, indicating aggressive participation from one side.
Absorption is detected by combining a high volume ratio (volRatio) with a low normalized stealth ratio (stRatio). High volume with limited price movement suggests that opposing orders are absorbing flow at that level. Both imbalance and absorption buckets are extended into horizontal zones from the start of the lookback to the current bar, visually emphasizing key support/resistance and liquidity areas.
6. Building Buy, Sell & Stealth Profiles
sellProfile := array.new(bucketCount, 0)
buyProfile := array.new(bucketCount, 0)
stealthProfile := array.new(bucketCount, 0)
Three arrays are used to store Sell Flow, Buy Flow, and Stealth Flow. Bars are processed from oldest to newest so that decay is applied in correct chronological order. For each bar, a volume density (volume / range) is calculated and distributed across the candle range. Bull candles feed buyProfile, bear candles feed sellProfile.
Stealth Flow computes the close-to-close move between consecutive bars, scaled by 1 / (1 + volume). Big moves on low volume produce high stealth values, which are then allocated across the move’s price span into stealthProfile. This yields a three-layer profile per price level: directional volume and stealthy price movement.
Market Profile Dominance Analyzer# Market Profile Dominance Analyzer
## 📊 OVERVIEW
**Market Profile Dominance Analyzer** is an advanced multi-factor indicator that combines Market Profile methodology with composite dominance scoring to identify buyer and seller strength across higher timeframes. Unlike traditional volume profile indicators that only show volume distribution, or simple buyer/seller indicators that only compare candle colors, this script integrates six distinct analytical components into a unified dominance measurement system.
This indicator helps traders understand **WHO controls the market** by analyzing price position relative to Market Profile key levels (POC, Value Area) combined with volume distribution, momentum, and trend characteristics.
## 🎯 WHAT MAKES THIS ORIGINAL
### **Hybrid Analytical Approach**
This indicator uniquely combines two separate methodologies that are typically analyzed independently:
1. **Market Profile Analysis** - Calculates Point of Control (POC) and Value Area (VA) using volume distribution across price channels on higher timeframes
2. **Multi-Factor Dominance Scoring** - Weights six independent factors to produce a composite dominance index
### **Six-Factor Composite Analysis**
The dominance score integrates:
- Price position relative to POC (equilibrium assessment)
- Price position relative to Value Area boundaries (acceptance/rejection zones)
- Volume imbalance within Value Area (institutional bias detection)
- Price momentum (directional strength)
- Volume trend comparison (participation analysis)
- Normalized Value Area position (precise location within fair value zone)
### **Adaptive Higher Timeframe Integration**
The script features an intelligent auto-selection system that automatically chooses appropriate higher timeframes based on the current chart period, ensuring optimal Market Profile structure regardless of the trading timeframe being analyzed.
## 💡 HOW IT WORKS
### **Market Profile Construction**
The indicator builds a Market Profile structure on a higher timeframe by:
1. **Session Identification** - Detects new higher timeframe sessions using `request.security()` to ensure accurate period boundaries
2. **Data Accumulation** - Stores high, low, and volume data for all bars within the current higher timeframe session
3. **Channel Distribution** - Divides the session's price range into configurable channels (default: 20 rows)
4. **Volume Mapping** - Distributes each bar's volume proportionally across all price channels it touched
### **Key Level Calculation**
**Point of Control (POC)**
- Identifies the price channel with the highest accumulated volume
- Represents the price level where the most trading activity occurred
- Serves as a magnetic level where price often returns
**Value Area (VA)**
- Starts at POC and expands both upward and downward
- Includes channels until reaching the specified percentage of total volume (default: 70%)
- Expansion algorithm compares adjacent volumes and prioritizes the direction with higher activity
- Defines the "fair value" zone where most market participants agreed to trade
### **Dominance Score Formula**
```
Dominance Score = (price_vs_poc × 10) +
(price_vs_va × 5) +
(volume_imbalance × 0.5) +
(price_momentum × 100) +
(volume_trend × 5) +
(va_position × 15)
```
**Component Breakdown:**
- **price_vs_poc**: +1 if above POC, -1 if below (shows which side of equilibrium)
- **price_vs_va**: +2 if above VAH, -2 if below VAL, 0 if inside VA
- **volume_imbalance**: Percentage difference between upper and lower VA volumes
- **price_momentum**: 5-period SMA of price change (directional acceleration)
- **volume_trend**: Compares 5-period vs 20-period volume averages
- **va_position**: Normalized position within Value Area (-1 to +1)
The composite score is then smoothed using EMA with configurable sensitivity to reduce noise while maintaining responsiveness.
### **Market State Determination**
- **BUYERS Dominant**: Smooth dominance > +10 (bullish control)
- **SELLERS Dominant**: Smooth dominance < -10 (bearish control)
- **NEUTRAL**: Between -10 and +10 (balanced market)
## 📈 HOW TO USE THIS INDICATOR
### **Trend Identification**
- **Green background** indicates buyers are in control - look for long opportunities
- **Red background** indicates sellers are in control - look for short opportunities
- **Gray background** indicates neutral market - consider range-bound strategies
### **Signal Interpretation**
**Buy Signals** (green triangle) appear when:
- Dominance crosses above -10 from oversold conditions
- Previous state was not already bullish
- Suggests shift from seller to buyer control
**Sell Signals** (red triangle) appear when:
- Dominance crosses below +10 from overbought conditions
- Previous state was not already bearish
- Suggests shift from buyer to seller control
### **Value Area Context**
Monitor the information table (top-right) to understand market structure:
- **Price vs POC**: Shows if trading above/below equilibrium
- **Volume Imbalance**: Positive values favor buyers, negative favors sellers
- **Market State**: Current dominant force (BUYERS/SELLERS/NEUTRAL)
### **Multi-Timeframe Strategy**
The auto-timeframe feature analyzes higher timeframe structure:
- On 1-minute charts → analyzes 2-hour structure
- On 5-minute charts → analyzes Daily structure
- On 15-minute charts → analyzes Weekly structure
- On Daily charts → analyzes Yearly structure
This higher timeframe context helps avoid counter-trend trades against the dominant force.
### **Confluence Trading**
Strongest signals occur when multiple factors align:
1. Price above VAH + positive volume imbalance + buyers dominant = Strong bullish setup
2. Price below VAL + negative volume imbalance + sellers dominant = Strong bearish setup
3. Price at POC + neutral state = Potential breakout/breakdown pivot
## ⚙️ INPUT PARAMETERS
- **Higher Time Frame**: Select specific HTF or use 'Auto' for intelligent selection
- **Value Area %**: Percentage of volume contained in VA (default: 70%)
- **Show Buy/Sell Signals**: Toggle signal triangles visibility
- **Show Dominance Histogram**: Toggle histogram display
- **Signal Sensitivity**: EMA period for dominance smoothing (1-20, default: 5)
- **Number of Channels**: Market Profile resolution (10-50, default: 20)
- **Color Settings**: Customize buyer, seller, and neutral colors
## 🎨 VISUAL ELEMENTS
- **Histogram**: Shows smoothed dominance score (green = buyers, red = sellers)
- **Zero Line**: Neutral equilibrium reference
- **Overbought/Oversold Lines**: ±50 levels marking extreme dominance
- **Background Color**: Highlights current market state
- **Information Table**: Displays key metrics (state, dominance, POC relationship, volume imbalance, timeframe, bars in session, total volume)
- **Signal Shapes**: Triangle markers for buy/sell signals
## 🔔 ALERTS
The indicator includes three alert conditions:
1. **Buyers Dominate** - Fires on buy signal crossovers
2. **Sellers Dominate** - Fires on sell signal crossovers
3. **Dominance Shift** - Fires when dominance crosses zero line
## 📊 BEST PRACTICES
### **Timeframe Selection**
- **Scalping (1-5min)**: Focus on 2H-4H dominance shifts
- **Day Trading (15-60min)**: Monitor Daily and Weekly structure
- **Swing Trading (4H-Daily)**: Track Weekly and Monthly dominance
### **Confirmation Strategies**
1. **Trend Following**: Enter in direction of dominance above/below ±20
2. **Reversal Trading**: Fade extreme readings beyond ±50 when diverging with price
3. **Breakout Trading**: Look for dominance expansion beyond ±30 with increasing volume
### **Risk Management**
- Avoid trading during NEUTRAL states (dominance between -10 and +10)
- Use POC levels as logical stop-loss placement
- Consider VAH/VAL as profit targets for mean reversion
## ⚠️ LIMITATIONS & WARNINGS
**Data Requirements**
- Requires sufficient historical data on current chart (minimum 100 bars recommended)
- Lower timeframes may show fewer bars per HTF session initially
- More accurate results after several complete HTF sessions have formed
**Not a Standalone System**
- This indicator analyzes market structure and participant control
- Should be combined with price action, support/resistance, and risk management
- Does not guarantee profitable trades - past dominance does not predict future results
**Repainting Characteristics**
- Higher timeframe levels (POC, VAH, VAL) update as new bars form within the session
- Dominance score recalculates with each new bar
- Historical signals remain fixed, but current session data is developing
**Volume Limitations**
- Uses exchange-provided volume data which varies by instrument type
- Forex and some CFDs use tick volume (not actual transaction volume)
- Most accurate on instruments with reliable volume data (stocks, futures, crypto)
## 🔍 TECHNICAL NOTES
**Performance Optimization**
- Uses `max_bars_back=5000` for extended historical analysis
- Efficient array management prevents memory issues
- Automatic cleanup of session data on new period
**Calculation Method**
- Market Profile uses actual volume distribution, not TPO (Time Price Opportunity)
- Value Area expansion follows traditional Market Profile auction theory
- All calculations occur on the chart's current symbol and timeframe
## 📚 EDUCATIONAL VALUE
This indicator helps traders understand:
- How institutional traders use Market Profile to identify fair value
- The relationship between price, volume, and market acceptance
- Multi-factor analysis techniques for assessing market conditions
- The importance of higher timeframe structure in trade planning
## 🎓 RECOMMENDED READING
To better understand the concepts behind this indicator:
- "Mind Over Markets" by James Dalton (Market Profile foundations)
- "Markets in Profile" by James Dalton (Value Area analysis)
- Volume Profile analysis in institutional trading
## 💬 USAGE TERMS
This indicator is provided as an educational and analytical tool. It does not constitute financial advice, investment recommendations, or trading signals. Users are responsible for their own trading decisions and should conduct their own research and due diligence.
Trading involves substantial risk of loss. Past performance does not guarantee future results. Always use proper risk management and never risk more than you can afford to lose.
