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10x Bull Vs. Bear VP Intraday Sessions [Kioseff Trading]Hello! This script "10x Bull Vs. Bear VP Intraday Sessions" lets the user configure up to 10 session ranges for Bull Vs. Bear volume profiles! Features Up To 10 Fixed Ranges! Volume Profile Anchored to Fixed Range Delta Ladder Anchored to Range Bull vs Bear Profiles! Standard Poc and Value Area Lines, in Addition to Separated POCs and Value Area Lines for Bull Profiles and Bear Profiles Configurable Value Area Target Up to 2000 Profile Rows per Visible Range Stylistic Options for Profiles This script generates Bull vs. Bear volume profiles for up to 10 fixed ranges! Up to 2000 volume profile levels (price levels) Can be calculated for each profile, thanks to the new polyline feature, allowing for less aggregation / more precision of volume at price and volume delta. Bull vs Bear Profiles The image above shows primary functionality! Green profiles = buying volume Red profiles = selling volume All colors are configurable. Bullish & bearish POC + value areas for each fixed range are displayable! That’s about it :D This indicator is part of a series titled “Bull vs. Bear”. If you have any suggestions please feel free to share!
Pine Script® indicator
by KioseffTrading
16
Time Profile [QuantVue]The Time Profile indicator provides traders with a comprehensive view of volume and time-based price activity. The indicator combines two essential components into one indicator: the volume profile and the time profile. The volume profile represents the distribution of trading volume at different price levels over a specified period and is displayed as a circle on the chart. It provides a visual representation of where the majority of trading volume occurred and often highlights significant support and resistance levels. The volume profile is calculated as the closing price of the highest volume intraday bar, based on the user selected lower time frame. On the other hand, the time profile focuses on analyzing the time spent at certain price levels. The indicator divides the current bars range into 10 blocks and counts the number of user selected lower time frame closes within each time block. The block with the most lower time frame closes in it is deemed the time point of control. Traders can use this information to identify time blocks where price movement was most significant. The time profile is drawn on the Y axis of the current bar to allow for an easy visualization of where price spent most of its time. Historical time profiles are also noted on previous bars with a dash marking the level. The Time Profile indicator offers several customization options. Traders can adjust the timeframe for the lower time frame data, decide whether to display the time profile, and customize colors for visual clarity. Additionally, traders can choose to highlight instances where the Volume POC and Time POC align, indicating a strong concentration of volume and price activity. Don't hesitate to reach out with any questions or concerns. We hope you enjoy! Cheers.
Pine Script® indicator
by QuantVue
6
成交量分布与行为分析(VP)# 📊 成交量分布与价格行为分析指标使用说明 ## 🌟 指标概述 **成交量分布与价格行为分析**是一个专业的TradingView指标，结合了传统的成交量分布分析（Volume Profile）和现代价格行为技术，为交易者提供全面的市场分析工具。 ### ✨ 核心功能 - 📈 **成交量分布分析** - 显示特定价格区间的成交量集中度 - 🎯 **价格行为识别** - 智能识别关键价格水平和市场行为 - 📊 **情绪分布分析** - 展示买卖双方在不同价格的力量对比 - 🔄 **支撑阻力转换** - 自动检测支撑阻力的转换 - 📋 **专业统计信息** - 提供详细的市场数据统计 --- ## 🛠️ 功能模块详解 ### 1. 📊 成交量与情绪分布 #### 成交量分布 - **用途**: 显示在特定价格水平的成交量密度 - **解读**: - 🟢 **绿色条形** = 上涨成交量（买盘主导） - 🔴 **红色条形** = 下跌成交量（卖盘主导） - 📏 **条形长度** = 成交量大小 #### 价值区域 (Value Area) - **💎 价值区域上涨/下跌**: 68%成交量集中的区域 - **📈 VAH (Value Area High)**: 价值区域上边界 - **📉 VAL (Value Area Low)**: 价值区域下边界 - **🎯 POC (Point of Control)**: 成交量最大的价格水平 #### 情绪分布 - **🐂 看涨情绪**: 买盘力量占优势的价格区域 - **🐻 看跌情绪**: 卖盘力量占优势的价格区域 #### 供需区域 - **🔻 供应区域**: 卖压集中的低成交量区域 - **🔺 需求区域**: 买盘集中的低成交量区域 ### 2. 🎯 价格行为分析 #### 关键价格提醒 - **🎯 POC附近**: 价格接近控制点时显示橙色圆点 - **⚡ VAH测试**: 价格测试价值区域高点时显示红色三角 - **🔥 VAL测试**: 价格测试价值区域低点时显示绿色三角 #### 成交量突破信号 - **🚀 突破确认**: 成交量异常放大时K线边框高亮 - **颜色含义**: - 🟢 **绿色边框** = 上涨突破 - 🔴 **红色边框** = 下跌突破 #### 支撑阻力转换 - **🔄 阻力转支撑**: 突破VAH后显示蓝色虚线 - **🔄 支撑转阻力**: 跌破VAL后显示紫色虚线 ### 3. 📊 成交量直方图 - **📈 绿色柱状**: 上涨K线的成交量 - **📉 红色柱状**: 下跌K线的成交量 - **📊 黄色线条**: 成交量移动平均线 - **🔄 翻转方向**: 可选择向上或向下显示 - **📍 位置控制**: 可放置在K线图上方或下方 --- ## ⚙️ 参数设置指南 ### 📊 成交量与情绪分布 | 参数 | 说明 | 推荐设置 | |------|------|----------| | **成交量分布** | 启用/禁用主要功能 | ✅ 开启 | | **情绪分布** | 显示买卖情绪对比 | ✅ 开启 | | **供需区域** | 显示供需失衡区域 | ✅ 开启 | | **价值区域 (%)** | 成交量集中度 | 68% (默认) | | **分布行数** | 价格精度 | 100行 | | **分布宽度** | 显示宽度 | 31% | | **回看长度** | 分析K线数量 | 360根 | ### 🎯 价格行为分析 | 参数 | 说明 | 建议设置 | |------|------|----------| | **关键价格提醒** | POC/VAH/VAL提醒 | ✅ 开启 | | **POC敏感度** | POC提醒敏感度 | 0.2% | | **VAH/VAL敏感度** | 边界测试敏感度 | 0.3% | | **成交量突破信号** | 大成交量提醒 | ✅ 开启 | | **成交量突破倍数** | 突破判定倍数 | 1.5倍 | | **支撑阻力转换** | S/R转换线条 | ✅ 开启 | | **显示风格** | 视觉强度 | 标准 | ### 📊 成交量直方图 | 参数 | 说明 | 建议 | |------|------|------| | **成交量直方图** | 启用直方图 | ✅ 开启 | | **成交量MA** | 移动平均线 | ✅ 开启，21周期 | | **位置** | 显示位置 | 顶部 | | **翻转方向** | 方向控制 | ❌ 关闭 | | **高度** | 显示高度 | 默认 | | **垂直偏移** | 位置微调 | 1 | --- ## 📈 实战交易策略 ### 🎯 策略一：POC回归交易 **设置要求**: - ✅ 开启价格行为分析 - 🎯 POC敏感度: 0.2% - 📊 成交量突破: 1.5倍 **交易信号**: 1. **🎯 橙色圆点出现** → 价格接近POC 2. **📊 成交量确认** → 等待成交量放大 3. **🚀 突破信号** → K线边框高亮时入场 **风险管理**: - 止损：VAH/VAL边界 - 止盈：对侧价值区域边界 ### 🔄 策略二：支撑阻力转换 **设置要求**: - ✅ 开启支撑阻力转换 - 📏 线条长度: 5-10根K线 - ⚡ VAH/VAL敏感度: 0.3% **交易信号**: 1. **🔵 蓝色虚线** → 阻力转支撑，看涨 2. **🟣 紫色虚线** → 支撑转阻力，看跌 3. **📊 成交量确认** → 配合大成交量 **适用市场**: - 趋势行情 - 突破行情 - 区间震荡末期 ### 📊 策略三：价值区域交易 **设置要求**: - 💎 价值区域: 68% - 📊 分布统计: 开启 - 🎨 显示风格: 标准 **交易逻辑**: 1. **价值区域内** → 区间交易策略 2. **价值区域上方** → 强势追多 3. **价值区域下方** → 弱势做空 4. **VAH/VAL测试** → 反弹/回调机会 --- ## 🎨 显示风格选择 ### 🔍 简约风格 - **适用**: 经验丰富的交易者 - **特点**: 提示非常低调，不影响图表阅读 - **推荐**: 专业交易员 ### 📊 标准风格 - **适用**: 大多数交易者 - **特点**: 平衡的视觉效果，信息清晰 - **推荐**: 日常交易使用 ### 🎯 醒目风格 - **适用**: 学习阶段的交易者 - **特点**: 信号明显，容易识别 - **推荐**: 新手交易者 --- ## 🚨 警报设置 ### 自动警报功能 - **🎯 POC穿越警报**: 价格突破控制点 - **📈 VAH突破警报**: 价格突破价值区域高点 - **📉 VAL突破警报**: 价格跌破价值区域低点 - **📊 高成交量警报**: 检测到异常成交量 - **🚀 成交量突破警报**: 确认突破信号 ### 警报设置建议 1. 启用**POC穿越警报**用于关键点位提醒 2. 启用**成交量突破警报**用于入场确认 3. 根据交易风格选择性启用其他警报 --- ## 📋 统计信息解读 ### 右上角统计表格 | 项目 | 含义 | 用途 | |------|------|------| | **控制点** | 成交量最大的价格 | 关键支撑/阻力位 | | **价值区域高点/低点** | 68%成交量边界 | 正常波动范围 | | **总成交量** | 分析期间总成交量 | 市场活跃度 | | **平均成交量/K线** | 平均K线成交量 | 成交量基准 | | **价格行为** | 当前市场状态 | 实时分析结果 | ### 价格行为状态说明 | 状态 | 含义 | 操作建议 | |------|------|----------| | **🚀突破** | 成交量突破中 | 考虑追涨/追跌 | | **🎯POC** | 接近控制点 | 关注反转机会 | | **⚡VAH** | 测试价值区域高点 | 观察突破/回落 | | **🔥VAL** | 测试价值区域低点 | 观察反弹/破位 | | **↗上方** | 价值区域上方 | 强势市场 | | **↘下方** | 价值区域下方 | 弱势市场 | | **📊区域内** | 价值区域内 | 区间震荡 | --- ## 💡 使用技巧 ### ✅ 最佳实践 1. **📊 多时间框架分析**: - 高时间框架确定趋势 - 低时间框架寻找入场点 2. **🎯 关键水平确认**: - POC作为主要支撑/阻力 - VAH/VAL作为次要关键位 3. **📈 成交量确认**: - 突破必须配合成交量放大 - 低成交量突破谨慎对待 4. **🔄 动态调整**: - 根据市场环境调整敏感度 - 趋势市场降低敏感度 - 震荡市场提高敏感度 ### ❌ 常见误区 1. **过度依赖单一信号**: 需要多重确认 2. **忽略大趋势**: VP分析要结合趋势方向 3. **频繁调整参数**: 保持参数稳定性 4. **忽略风险管理**: 设置合理止损 --- ## 🔧 故障排除 ### 常见问题 **Q: 价格行为提示不显示？** A: 检查以下设置： - ✅ 确认"启用价格行为分析"已开启 - 🎨 调整"显示风格"为"醒目" - 📊 降低敏感度设置 **Q: 成交量分布显示不完整？** A: 调整以下参数： - 📏 增加"回看长度" - 📊 调整"分布行数" - 📈 检查数据源 **Q: 警报过于频繁？** A: 优化警报设置： - 🎯 提高敏感度阈值 - 📊 增加成交量突破倍数 - ⏰ 选择关键警报类型 --- ## 📞 技术支持 如有其他问题，请参考TradingView帮助文档或联系技术支持团队。 --- *💡 提示：该指标最适合用于股票、外汇、加密货币等具有充足成交量的市场。建议在使用前先在模拟环境中熟悉各项功能。* # Volume Profile & Price Action Analysis Indicator ## Overview This is a comprehensive **Volume Profile (VP)** indicator with advanced **Price Action Analysis** features, designed for professional trading on TradingView. It combines traditional volume profile analysis with sophisticated price behavior detection to provide traders with deeper market insights. ## 🎯 Key Features ### 📊 Volume Profile Analysis - **Volume Distribution**: Visual representation of trading activity at different price levels - **Point of Control (POC)**: Identifies the price level with highest volume - **Value Area**: Highlights the price range containing 68% (customizable) of total volume - **Sentiment Profile**: Shows bullish vs bearish sentiment at each price level - **Supply & Demand Zones**: Identifies low-volume areas indicating potential breakout zones ### 🎯 Advanced Price Action Analysis - **Key Price Level Alerts**: Smart detection when price approaches critical levels - **Volume Breakout Signals**: Identifies significant volume spikes with visual confirmation - **Support/Resistance Conversion**: Tracks when key levels flip their role - **Real-time Price Behavior Status**: Live updates in statistics table ### 📈 Volume Histogram - **Enhanced Volume Bars**: Visual volume representation with customizable placement - **Volume Moving Average**: Overlay MA on volume for trend analysis - **Flip Direction**: Option to invert histogram direction - **Adjustable Height & Offset**: Full customization of visual appearance ## 🛠️ Configuration Guide ### Volume Profile Settings | Parameter | Description | Default | Range | |-----------|-------------|---------|--------| | **Volume Profile** | Enable/disable main volume profile | ✓ Enabled | - | | **Up Volume Color** | Color for bullish volume bars | Gray-Blue | Custom | | **Down Volume Color** | Color for bearish volume bars | Gray | Custom | | **Value Area %** | Percentage of volume for value area | 68% | 0-100% | | **Profile Rows** | Resolution of volume profile | 100 | 10-150 | | **Profile Width** | Width of volume profile bars | 31% | 0-250% | ### Price Action Analysis Settings | Parameter | Description | Default | Range | |-----------|-------------|---------|--------| | **Enable Price Action** | Master switch for price analysis | ✓ Enabled | - | | **Key Price Alerts** | POC/VAH/VAL proximity detection | ✓ Enabled | - | | **POC Sensitivity** | Distance threshold for POC alerts | 0.2% | 0.1-1.0% | | **VAH/VAL Sensitivity** | Distance threshold for value area alerts | 0.3% | 0.1-1.0% | | **Volume Breakout Signals** | Large volume detection | ✓ Enabled | - | | **Volume Threshold** | Multiplier for breakout detection | 1.5x | 1.2-3.0x | | **Display Style** | Visual intensity of signals | Standard | Simple/Standard/Bold | ### Volume Histogram Settings | Parameter | Description | Default | Range | |-----------|-------------|---------|--------| | **Volume Histogram** | Enable volume bars | ✓ Enabled | - | | **Placement** | Position relative to price | Top | Top/Bottom | | **Flip Direction** | Invert histogram direction | ✗ Disabled | - | | **Height** | Size of volume bars | 8/10 | 1-10 | | **Vertical Offset** | Position adjustment | 1 | -20 to 20 | ## 📋 How to Use ### 1. Basic Setup 1. Add the indicator to your chart 2. Adjust the **Lookback Length** (default: 360 bars) for your analysis period 3. Set **Profile Placement** (Right or Left side) 4. Configure colors to match your chart theme ### 2. Volume Profile Analysis - **High Volume Areas** (thick bars) = Consolidation/Value zones - **Low Volume Areas** (thin bars) = Potential breakout zones - **POC Line** (red) = Strongest support/resistance level - **Value Area** (highlighted) = Fair value trading range ### 3. Price Action Signals #### Visual Indicators - **🟡 Small Dots** = Price near POC (potential reversal zone) - **🔺 Red Triangle** = Price testing Value Area High - **🔻 Green Triangle** = Price testing Value Area Low - **📊 Highlighted Candles** = Volume breakout confirmation - **--- Dashed Lines** = Support/Resistance conversion #### Statistics Table Monitor real-time price behavior status: - **🚀 Breakout** = Volume surge detected - **🎯 POC** = Price near Point of Control - **⚡ VAH** = Testing Value Area High - **🔥 VAL** = Testing Value Area Low - **↗ Above** = Price above value area - **↘ Below** = Price below value area ### 4. Trading Applications #### Entry Signals - **Volume Breakout** + **POC Touch** = High probability setup - **VAH/VAL Test** + **Volume Confirmation** = Reversal opportunity - **Supply/Demand Zone** + **Price Action** = Breakout trade #### Risk Management - Use **Value Area** boundaries as dynamic support/resistance - **POC** often acts as strong magnetic level - **Low Volume Zones** may indicate stop-loss placement areas #### Trend Analysis - **Price Above Value Area** = Bullish bias - **Price Below Value Area** = Bearish bias - **Price Within Value Area** = Consolidation/ranging market ## ⚠️ Important Notes ### Performance Optimization - Indicator processes multiple timeframes automatically - **Data Source** shown in stats table (1S/5S/1min/5min etc.) - Adjust **Profile Rows** if performance issues occur ### Best Practices 1. **Combine with Price Action**: Don't rely solely on volume profile 2. **Adjust Sensitivity**: Fine-tune alert thresholds for your timeframe 3. **Monitor Statistics**: Keep an eye on the real-time status table 4. **Use Multiple Timeframes**: Confirm signals across timeframes ### Alerts Setup The indicator includes built-in alerts for: - POC crossovers - Value Area High/Low breaks - Volume spike detection - Significant volume increases ## 🎨 Customization Tips ### Professional Look - Set **Display Style** to "Simple" for clean charts - Use **muted colors** for volume profile - Enable **Value Area Background** for clear visualization ### Active Trading - Set **Display Style** to "Bold" for clear signals - Lower **sensitivity thresholds** for more frequent alerts - Enable **Volume Histogram** for quick volume assessment ### Multi-Timeframe Analysis - Use **Visible Range** for dynamic analysis - Adjust **Lookback Length** based on your trading style - Monitor **Data Source** to understand calculation basis ## 📊 Understanding the Output ### Volume Profile Interpretation - **Wide profiles** = Consolidation periods - **Narrow profiles** = Trending periods - **Split profiles** = Double distribution (support/resistance) ### Price Action Signals - **Cluster of signals** = High probability zone - **Isolated signals** = Lower confidence - **Signal + Volume** = Highest probability setups --- **Disclaimer**: This indicator is for educational purposes. Always perform your own analysis and risk management before making trading decisions.
Pine Script® indicator
by viceroy_liu
Multi-Timeframe Liquidity Zones V6 (Table)Multi-Timeframe Liquidity Zones V6 (Table) Indicator: Functionality and Uses Overview: The Multi-Timeframe Liquidity Zones V6 (Table) indicator is a technical analysis tool that highlights key volume-based support and resistance levels across multiple timeframes. It leverages volume profile concepts – specifically the Point of Control (POC) and Value Area High/Low (VAH/VAL) – to identify “liquidity zones” where trading activity was heaviest . Unlike a standard single-timeframe volume profile, this indicator compiles data from several timeframes (e.g. monthly, weekly, daily, intraday) and displays the results in a convenient table format on the chart. The goal is to give traders a consolidated view of important price levels (derived from volume concentrations) across different horizons, helping them plan trades with a broader market perspective. Purpose and Functionality of the Indicator Multi-Timeframe Analysis: The primary objective of this indicator is to simplify multi-timeframe analysis of volume distribution. Rather than manually checking volume profiles on separate charts for each timeframe, the tool automatically calculates the key levels for each selected timeframe and presents them together. This includes higher-level perspectives (like monthly or weekly volume hotspots) alongside shorter-term levels (daily or hourly), ensuring that traders don’t miss significant zones from any timeframe . By offering a broader perspective on support and resistance levels, multi-timeframe tools help improve risk management and signal confirmation , and this indicator is designed to provide that volume-based perspective at a glance. Table Format Display: Multi-Timeframe Liquidity Zones V6 (Table) specifically presents the information as a table (as opposed to plotting lines on the chart). Each row in the table typically corresponds to a timeframe (for example, Monthly, Weekly, Daily, 4H, 1H, 30M, 15M), and the columns list the calculated POC, VAH, VAL, and possibly the average volume for that timeframe’s look-back period. By structuring the data in a table, traders can quickly read off the exact price levels of these liquidity zones without having to visually trace lines. This format makes it easy to compare levels across timeframes or note where multiple timeframes’ levels cluster near the same price – a sign of especially strong support/resistance. The indicator uses a user-defined number of bars or length of history for each timeframe to calculate these values (so you can adjust how far back it looks to define the volume profile for each period). Objective: In summary, the functionality is geared toward identifying high-liquidity price zones across multiple time scales and presenting them clearly. These high-liquidity zones often coincide with areas where price reacts (stalls, reverses, or accelerates) because a lot of trading activity (hence, orders and volume) took place there in the past. The indicator’s objective is to alert the trader to those areas in advance. It effectively answers questions like: “Where are the major volume concentration levels on the 1-hour, daily, and weekly charts right now?” and “Are there overlapping volume-based support/resistance levels from different timeframes around the current price?” By compiling this information, the indicator helps traders incorporate context from multiple timeframes in their decision-making, without needing to flip through numerous charts. Identifying Liquidity Zones with POC, VAH, and VAL Liquidity Zones Defined: In market terms, a “liquidity zone” is an area of the chart where a significant amount of trading occurred, meaning high liquidity (many buyers and sellers exchanged volume there). These zones often act as support or resistance because past heavy trading indicates consensus or interest around those price levels. This indicator identifies liquidity zones through volume profile analysis on each timeframe’s recent price action. Essentially, it looks at the distribution of trading volume at different prices over the specified period and finds the value area – the range of prices that encompassed the majority of that volume (commonly around 70% of the total volume ). Within that value area, it pinpoints the Point of Control (POC), which is the single price level that had the highest traded volume (the peak of the volume profile) . The upper and lower boundaries of that high-volume range are marked as Value Area High (VAH) and Value Area Low (VAL) respectively . Together, the VAH and VAL define the liquidity zone where the market spent most of its time and volume, and POC highlights the most traded price in that zone. • Point of Control (POC): The POC is the price level with the greatest volume traded for the given period. It represents the price at which the most liquidity was exchanged – effectively the market’s “center of gravity” for that timeframe’s trading activity . The indicator calculates the POC for each selected timeframe by scanning the volume at each price; the price with maximum volume is flagged as that timeframe’s POC. In the table, the POC might be highlighted or listed as a key level (sometimes traders color-code it or mark it for emphasis). Because so many positions were opened or closed at the POC, it often serves as a strong support/resistance. For example, if price falls to a major POC from above, traders expect buyers may step in there (since it was a popular buy/sell level historically), potentially causing a bounce. Conversely, if price breaks through a POC decisively, it may signal a significant shift in market acceptance. • Value Area High (VAH) and Low (VAL): The VAH and VAL are the price boundaries of the value area, which is typically defined to contain about 70% of the total traded volume for the period . In other words, between VAH and VAL is where the “bulk” of trading occurred, and outside this range is where relatively less volume traded. The indicator derives VAH/VAL by accumulating volume from the highest-volume price (POC) outward until ~70% of volume is covered (this is a common method for volume profile value area). VAH is the top of this high-volume region and VAL is the bottom. These levels are important because they often act like support/resistance boundaries: when price is inside the value area, it’s in a high-liquidity zone and tends to oscillate between VAH and VAL; when price moves above VAH or below VAL, it’s leaving the high-volume zone, which can indicate a potential trend or imbalance (price entering a lower-liquidity area where it might move faster until finding the next liquidity zone). Traders watch VAH/VAL for signs of rejection or acceptance: for instance, a price rally that falters at VAH suggests that level is acting as resistance (sellers defending that high-volume area), whereas if price pushes above VAH, it may continue until the next timeframe’s zone or until it finds new interest. The Multi-Timeframe Liquidity Zones V6 indicator gives the VAH and VAL for each timeframe, essentially mapping out the upper and lower bounds of key liquidity zones at those scales. How the Indicator Identifies These: Under the hood, the indicator likely uses historical price and volume data for each timeframe’s lookback window. For each timeframe (say the last 20 weekly bars for a weekly profile, last 100 daily bars for a daily profile, etc.), it constructs a volume profile (a histogram of volume at each price). From that distribution, it finds the POC (highest volume bin) and calculates VAH/VAL around it. The output is a set of numbers (price levels) that mark where those zones lie. In practice, if using the Lines version of this indicator, those levels are drawn as horizontal lines on the chart and labeled by timeframe (e.g., a line at 1.2345 labeled “D POC” for Daily POC) . In the Table version, those values are instead listed in text form. Either way, the identification process is the same – it’s finding the high-volume price regions on each timeframe and calling them out. By doing this for multiple timeframes concurrently, the indicator reveals how these liquidity zones from different periods relate to each other. For example, you might discover that a daily-chart value area overlaps with a weekly-chart POC, creating a particularly strong zone of interest. This kind of insight is hard to get from a single timeframe analysis alone. Volume Profile Data Across Multiple Timeframes Multiple Timeframes in One View: One of the biggest advantages of this indicator is the ability to see volume profile information from various timeframes side by side. Traders often perform multiple timeframe analysis to get a fuller picture — for instance, checking monthly or weekly levels for long-term context while planning a trade on a 4-hour chart. This indicator automates that process for volume-based levels. The table will typically list each chosen timeframe (which could be preset or user-selected). For each timeframe, you get the POC, VAH, VAL, and possibly an average volume metric. The “average volume” likely refers to the average volume per bar or the average volume traded over the profile’s duration for that timeframe, which gives a sense of how significant that period’s activity is. For example, a weekly profile might show an average volume of say 500k per week, versus a daily profile average of 80k per day – indicating the scale of trading on weekly vs daily. High average volume on a timeframe means its liquidity zones were formed with a lot of participation, possibly making them more reliable support/resistance. By comparing these, traders can gauge which timeframes had unusually high or low activity recently. The table format makes such comparisons straightforward. Identification of Confluence: Because all the data is presented together, traders can quickly spot confluence or overlaps between timeframes. If two different timeframes show liquidity zones at similar price levels, that price becomes extremely noteworthy. For instance, suppose the indicator shows: a 1-hour POC at 1.1300, a 4-hour VAL at 1.1280, and a daily VAL at 1.1290. These are all in a tight range – effectively indicating a multi-timeframe liquidity zone around 1.1280–1.1300. A trader seeing this cluster in the table will recognize that as a strong support area, since multiple profiles from intraday to daily all suggest heavy trading interest there. Similarly, overlaps of VAH (resistance zone) from different timeframes could signal a strong ceiling. The multi-timeframe view prevents a trader from, say, going long into a major weekly POC above, or shorting when there’s a huge monthly value-area low just below – situations where awareness of higher timeframe volume structure can make the difference between a good and bad trade. User Customization: The indicator is flexible in that you can typically adjust which timeframes to include and how many bars to use for each timeframe’s calculation. For example, one might configure it to calculate monthly levels using the past 12 monthly bars (1 year of data), weekly levels using the past 20 weeks, daily using 100 days, etc., depending on preference. By tuning the “bars count” or period length , the trader can focus on recent liquidity zones or incorporate more history if desired. Shorter lookback might catch more recent shifts in volume distribution (important if the market structure changed recently), while longer lookback gives more established levels. This customization ensures the indicator’s output can be tailored to different trading styles (short-term vs swing vs long-term investing). Regardless of settings, the multi-timeframe table allows simultaneous visibility of the chosen timeframes’ volume landscape. This comprehensive view is the core strength: it consolidates data that normally requires flipping through multiple charts. Using the Liquidity Zones Data for Trading Decisions Traders can use the information from the MTF Liquidity Zones V6 (Table) indicator in several practical ways to enhance their decision-making: • Identify Support and Resistance: Each liquidity zone acts as a potential support or resistance area. For example, if the table shows a daily VAH at a certain level above the current price, that level might serve as resistance if the price rallies up to it (since it marks the top of a high-volume region where sellers might step in). Conversely, a weekly VAL below current price could act as support on a dip. By noting these levels in the table, a trader planning an entry or exit can anticipate where the price might stall or reverse. Essentially, you get a map of high-interest price levels from different timeframes, which you can mark on your trading chart for guidance. • Plan Entries and Exits Around Key Levels: Many traders incorporate volume profile levels into their strategies, for instance: buying near VAL (betting that the value area will hold and price will revert upward), or selling/shorting near VAH (expecting the top of value to hold as resistance), or trading breakouts when price moves outside the value area. With the multi-timeframe table, one can refine these tactics by also considering higher timeframe levels. Suppose you see that on the 1-hour chart the price is just above its 1H POC, but the table indicates that just slightly above, there’s also the daily POC. You might delay a long entry until price clears that daily POC, because that could be a stronger intraday barrier. Or if you intend to take profit on a long trade, you might choose a target just below a weekly VAH since price may struggle to climb past that on the first attempt. The indicator thus acts as a guide for precision in entry/exit decisions, aligning them with where liquidity is high. • Gauge Trend Strength and Directional Bias: By observing where current price is relative to these volume zones, traders can infer certain market conditions. For instance, if price is trading above the VAH of multiple timeframes’ value areas, it suggests the market is in a more bullish or overextended territory (price accepted above prior value), whereas if price is below multiple VALs, it’s in bearish or undervalued territory relative to recent history. If the price stays around a POC, it indicates consolidation or equilibrium (market comfortable at that price). Traders can use this context for bias – e.g., if price is above the weekly VAH, you might lean bullish but watch for potential pullbacks to that VAH level (now a support). If price is below the monthly VAL, you might avoid longs until it re-enters that value area. In essence, the liquidity zones provide context of value vs. price: is price trading within the high-volume areas (implying range-bound behavior) or outside them (implying a breakout or trending move)? This can prevent chasing trades at poor locations. • Combine with Other Indicators/Analysis: It’s generally advised to not use any single indicator in isolation, and this holds true here. The liquidity zones from this indicator are best used alongside price action or other technical signals for confirmation . For example, if a bullish candlestick reversal pattern forms right at a confluence of a 4H VAL and Daily POC, that’s a stronger buy signal than the pattern alone. Or if an oscillator shows overbought exactly as price hits a weekly VAH, it adds conviction to a possible short. The indicator’s table basically gives you a shortlist of critical price levels; you can then watch how price behaves at those levels (via candlesticks, order flow, etc.) to make the final trade decision. Traders might set alerts for when price approaches one of the listed levels, or they might drop down to a lower timeframe to fine-tune an entry once a key zone is reached. By integrating this volume-based insight with trend analysis, chart patterns, or momentum indicators, one can make more informed and high-probability decisions rather than trading in the dark. • Risk Management and Stop Placement: High-liquidity zones can also inform stop-loss placement. Ideally, you want your stop on the other side of a strong support/resistance. If you go long near a VAL, you might place your stop just below the VAL (since a move beyond that suggests the high-volume zone didn’t hold). If you short near a VAH, a stop just above the VAH or POC could be logical. Moreover, if multiple timeframes show overlapping zones, a stop beyond all of them could be even safer (albeit at the cost of a wider stop). The indicator helps identify those spots. It also warns you of where not to put a stop – for example, placing a stop-loss right at a POC might be unwise because price could gravitate to that POC repeatedly (due to its magnetic effect as a high-volume price). Instead, a trader might choose a stop beyond the far side of the value area. By using the table’s information, you can align your risk management with areas of high liquidity, reducing the chance of being whipsawed by normal volatility around heavily traded levels . Benefits of the Multi-Timeframe Liquidity Zones Indicator Using the Multi-Timeframe Liquidity Zones V6 (Table) indicator offers several key benefits for traders, ultimately aiming to streamline analysis and improve decision quality: • Consolidated Key Levels: It provides a clear, consolidated view of crucial volume-driven levels from multiple timeframes all at once . This saves time and ensures you always account for major support/resistance zones that come from higher or lower timeframe volume clusters. You won’t accidentally overlook a significant weekly level while focused on a 15-minute chart, for example. • Enhanced Multi-Timeframe Insight: By aligning information from long-term and short-term periods, the indicator helps traders see the “bigger picture” while still operating on their preferred timeframe. This multi-scale awareness can improve trade timing and confidence. You’re effectively doing multi-timeframe analysis with volume profiles in an efficient manner, which can confirm or caution your trade ideas (e.g., a trend looks strong on the 1H, but the table shows a huge monthly VAH just overhead – a reason to be cautious or take profit early). • Improved Decision Making and Precision: Knowing where liquidity zones lie allows for more precise entries, exits, and stop placements. Traders can make informed decisions such as waiting for a pullback to a value area before entering, or taking profits before price hits a major POC from a higher timeframe. These decisions are grounded in objectively important price levels, potentially leading to higher probability trades and better risk-reward setups. It essentially enhances your strategy by adding a layer of volume context – you’re trading with an awareness of where the market’s interest is heaviest. • Volume-Based Confirmation: Price alone can sometimes be deceptive, but volume tells the true story of participation. The liquidity zones indicator provides volume-based confirmation of support/resistance. If a price level is identified by this tool, it’s because significant volume happened there – adding weight to that level’s importance. This can help filter out false support/resistance levels that aren’t backed by volume. In other words, it highlights high-quality levels that many traders (and possibly institutions) have shown interest in. • Adaptable to Different Trading Styles: Whether one is a scalper looking at intraday (15M, 5M charts) or a swing trader focusing on daily/weekly, the indicator can be configured to those needs. You choose which timeframes and how much data to consider. This means the concept of liquidity zones can be applied universally – from spotting intraday pivot levels with volume, to seeing long-term value zones on an investment. The consistent methodology of POC/VAH/VAL across scales provides a common framework to analyze any market and timeframe. • Informed Risk Management: As discussed, the knowledge of multi-timeframe volume zones aids in risk management. By placing stops beyond major liquidity areas or avoiding trades that run into strong volume walls, traders can reduce the likelihood of whipsaw losses. It’s an extra layer of defense to ensure your trade plan accounts for where the market has historically found lots of interest (hence likely friction). This level of informed planning can be the difference between a well-managed trade and an avoidable loss. In conclusion, the Multi-Timeframe Liquidity Zones V6 (Table) indicator serves as a powerful analytical aid, giving traders a structured view of where price is likely to encounter support or resistance based on volume concentrations across timeframes. Its functionality centers on identifying those liquidity zones (via POC, VAH, VAL) and presenting them in an easy-to-read format, while its ultimate purpose is to help traders make more informed decisions. By integrating this tool into their workflow, traders can more confidently navigate price action, knowing the objective volume-based landmarks that lie ahead. Remember that while these volume levels often coincide with strong S/R zones, it’s best to use them in conjunction with other technical or fundamental analysis for confirmation . When used appropriately, the indicator can streamline multi-timeframe analysis and enhance your overall trading strategy , giving you an edge in identifying where the market’s liquidity (and opportunity) resides.
Pine Script® indicator
by a3d796g67gyuvhg
Open Interest Profile [Fixed Range] - By LeviathanThis script generates an aggregated Open Interest profile for any user-selected range and provides several other features and tools, such as OI Delta Profile, Positive Delta Levels, OI Heatmap, Range Levels, OIWAP, POC and much more. The indicator will help you find levels of interest based on where other market participants are opening and closing their positions. This provides a deeper insight into market activity and serves as a foundation for various different trading strategies (trapped traders, supply and demand, support and resistance, liquidity gaps, imbalances,liquidation levels, etc). Additionally, this indicator can be used in conjunction with other tools such as Volume Profile. Open Interest (OI) is a key metric in derivatives markets that refers to the total number of unsettled or open contracts. A contract is a mutual agreement between two parties to buy or sell an underlying asset at a predetermined price. Each contract consists of a long side and a short side, with one party consenting to buy (long) and the other agreeing to sell (short). The party holding the long position will profit from an increase in the asset's price, while the one holding the short position will profit from the price decline. Every long position opened requires a corresponding short position by another market participant, and vice versa. Although there might be an imbalance in the number of accounts or traders holding long and short contracts, the net value of positions held on each side remains balanced at a 1:1 ratio. For instance, an Open Interest of 100 BTC implies that there are currently 100 BTC worth of longs and 100 BTC worth of shorts open in the market. There might be more traders on one side holding smaller positions, and fewer on the other side with larger positions, but the net value of positions on both sides is equivalent - 100 BTC in longs and 100 BTC in shorts (1:1). Consider a scenario where a trader decides to open a long position for 1 BTC at a price of $30k. For this long order to be executed, a counterparty must take the opposite side of the contract by placing a short order for 1 BTC at the same price of $30k. When both long and short orders are matched and executed, the Open Interest increases by 1 BTC, indicating the introduction of this new contract to the market. The meaning of fluctuations in Open Interest: - OI Increase - signifies new positions entering the market (both longs and shorts). - OI Decrease - indicates positions exiting the market (both longs and shorts). - OI Flat - represents no change in open positions due to low activity or a large number of contract transfers (contracts changing hands instead of being closed). Typically, we monitor Open Interest in the form of its running value, either on a chart or through OI Delta histograms that depict the net change in OI for each price bar. This indicator enhances Open Interest analysis by illustrating the distribution of changes in OI on the price axis rather than the time axis (akin to Volume Profiles). While Volume Profile displays the volume that occurred at a given price level, the Open Interest Profile offers insight into where traders were opening and closing their positions. How to use the indicator? 1. Add the script to your chart 2. A prompt will appear, asking you to select the “Start Time” (start of the range) and the “End Time” (end of the range) by clicking anywhere on your chart. 3. Within a few seconds, a profile will be generated. If you wish to alter the selected range, you can drag the "Start Time" and "End Time" markers accordingly. 4. Enjoy the script and feel free to explore all the settings. To learn more about each input in indicator settings, please read the provided tooltips. These can be accessed by hovering over or clicking on the ( i ) symbol next to the input.
Pine Script® indicator
by LeviathanCapital
21
Open Interest Profile (OI)- By LeviathanThis script implements the concept of Open Interest Profile, which can help you analyze the activity of traders and identify the price levels where they are opening/closing their positions. This data can serve as a confluence for finding the areas of support and resistance , targets and placing stop losses. OI profiles can be viewed in the ranges of days, weeks, months, Tokyo sessions, London sessions and New York sessions. A short introduction to Open Interest Open Interest is a metric that measures the total amount of open derivatives contracts in a specific market at a given time. A valid contract is formed by both a buyer who opens a long position and a seller who opens a short position. This means that OI represents the total value of all open longs and all open shorts, divided by two. For example, if Open Interest is showing a value of $1B, it means that there is $1B worth of long and $1B worth of short contracts currently open/unsettled in a given market. OI increasing = new long and short contracts are entering the market OI decreasing = long and short contracts are exiting the market OI unchanged = the net amount of positions remains the same (no new entries/exits or just a transfer of contracts occurring) About this indicator *This script is basically a modified version of my previous "Market Sessions and Volume Profile by @LeviathanCapital" indicator but this time, profiles are generated from Tradingview Open Interest data instead of volume (+ some other changes). The usual representation of OI shows Open Interest value and its change based on time (for a particular day, time frame or each given candle). This indicator takes the data and plots it in a way where you can see the OI activity (change in OI) based on price levels. To put it simply, instead of observing WHEN (time) positions are entering/exiting the market, you can now see WHERE (price) positions are entering/exiting the market. This is the same concept as when it comes to Volume and Volume profile and therefore, similar strategies and ways of understanding the given data can be applied here. You can even combine the two to gain an edge (eg. high OI increase + Volume Profile showing dominant market selling = possible aggressive shorts taking place) Green nodes = OI increase Red nodes = OI decrease A cluster of large green nodes can be used for support and resistance levels (*trapped traders theory) or targets (lots of liquidations and stop losses above/below), OI Profile gaps can present an objective for the price to fill them (liquidity gaps, imbalances, inefficiencies, etc), and more. Indicator settings 1. Session/Lookback - Choose the range from where the OI Profile will be generated 2. OI Profile Mode - Mode 1 (shows only OI increase), Mode 2 (shows both OI increase and decrease), Mode 3 (shows OI decrease on left side and OI increase on the right side). 3. Show OI Value Area - Shows the area where most OI activity took place (useful as a range or S/R level ) 4. Show Session Box - Shows the box around chosen sessions/lookback 5. Show Profile - Show/hide OI Profile 6. Show Current Session - Show/hide the ongoing session 7. Show Session Labels - Show/hide the text labels for each session 8. Resolution - The higher the value, the more refined a profile is, but fewer profiles are shown on the chart 9. OI Value Area % - Choose the percentage of VA (same as in Volume Profile's VA) 10. Smooth OI Data - Useful for assets that have very large spikes in OI over large bars, helps create better profiles 11. OI Increase - Pick the color of OI increase nodes in the profile 12. OI Decrease - Pick the color of OI decrease nodes in the profile 13. Value Area Box - Pick the color of the Value Area Box 14. Session Box Thickness - Pick the thickness of the lines surrounding the chosen sessions Advice The indicator calculates the profile based on candles - the more candles you can show, the better profile will be formed. This means that it's best to view most sessions on timeframes like 15min or lower. The only exception is the Monthly profile, where timeframes above 15min should be used. Just take a few minutes and switch between timeframes and sessions and you will figure out the optimal settings. This is the first version of Open Interest Profile script so please understand that it will be improved in future updates. Thank you for your support. ** Some profile generation elements are inspired by @LonesomeTheBlue's volume profile script
Pine Script® indicator
by LeviathanCapital
22
Advanced Market Profile & S/R Zones (Pro)Advanced Market Profile & S/R Zones This indicator brings professional Auction Market Theory to your chart using a custom rolling Volume Profile algorithm. Unlike standard profiles that remain fixed, this tool dynamically calculates the "Fair Value" of the asset based on your specific lookback period (e.g., the last 100 bars). It automatically highlights the Point of Control (POC), Value Area (VA), and suggests statistical Discount (Buy) and Premium (Sell) zones. Key Features Volume Splitting Algorithm: Most basic scripts dump the entire volume of a candle into a single price point (the average). This script splits the volume across the candle's entire High-Low range. This results in a much smoother, higher-resolution bell curve that accurately reflects price action, especially on higher timeframes like Monthly charts. Auto-generated Zones: Green Zone (Discount): Prices below the Value Area Low (VAL). Statistically "cheap." Red Zone (Premium): Prices above the Value Area High (VAH). Statistically "expensive." Real-Time Dashboard: A built-in panel displays the exact price levels for the POC, VAH, and VAL for precise limit order placement, along with the current Market Trend. How to Use For Intraday (Day Trading): Settings: Set Lookback to 100 - 300. Strategy: Watch for price to open outside the Value Area. If price breaks back inside the Value Area, target the POC (Red Line). For Macro (Monthly/Weekly Charts): Settings: Set Lookback to 12 (1 Year) or 60 (5 Years). Strategy: Identify multi-year structural support. When a monthly candle enters the Green Discount Zone of a 5-year profile, it is often a high-probability institutional entry point. Trend Logic The Dashboard indicates trend based on price location relative to value: Strong Bullish: Price is accepted ABOVE the Value Area. Strong Bearish: Price is accepted BELOW the Value Area. Neutral / In VA: Price is chopping inside the Value Area. Disclaimer This is a "Rolling Profile." It calculates the profile based on the current lookback window relative to the latest bar. As new bars form, the lookback window shifts, and the profile updates to reflect the new dataset.
Pine Script® indicator
by bluedutch
Low Volatility Profiles [BigBeluga]🔵 OVERVIEW Low Volatility Profiles is a market compression and breakout-anticipation tool that identifies phases of low volatility using ADX and then builds a real-time volume profile inside the detected range. This helps traders spot accumulation/distribution zones and prepare for explosive moves when volatility expands. When volatility is low ➜ price coils ➜ volume organizes ➜ breakouts become highly actionable. This tool visualizes that process with dynamic range boxes + volume bins + PoC extension. 🔵 CONCEPTS Low-Volatility Detection — Uses ADX threshold & cross logic to define volatility contraction regimes. Range Construction — Draws a price box that expands with highs/lows during the compression phase. Micro Volume Profile — Builds a volume histogram inside the range using bins (micro volume nodes). Delta Calculation — Tracks positive vs negative volume to gauge buyer/seller pressure within range. Point of Control (PoC) — Highlights the price level with max traded volume inside the range. PoC Extension — Optionally extends PoC into future bars to show potential reaction zone after breakout. Breakout Validation — Ends the profile zone when price breaks above or below the modeled range. Noise Removal — Automatically removes invalid or small ranges to prevent chart clutter. This tool turns consolidation into actionable structure by exposing where smart money accumulates before trending moves. 🔵 FEATURES ADX-Driven Range Detection — Identify when market transitions into low-volatility compression. Configurable ADX Threshold — Set sensitivity for contraction zones. Cross-Type Option — Detect low volatility via cross under / crossover logic. Dynamic Range Box — Expands live with price as contraction unfolds. Micro Volume Profile (Bins) — Distributes volume across bins inside range for micro POC mapping. Volume Delta Visualization — Shows imbalance inside consolidation (accumulation vs distribution). Real-Time PoC Highlight — Instantly shows most traded price inside the compression. PoC Extension Mode — Extend PoC forward to project reaction levels post-breakout. Clean Auto-Reset Logic — Removes boxes if range invalid or breakout occurs too fast. Optional Filled Boxes — Heatmap-style profile visualization inside range body. ADX Line + Threshold Plot — Visual assistance for volatility state monitoring. 🔵 HOW TO USE Identify Accumulation Zones — When price enters low-volatility ADX condition and profile builds. Watch the PoC — PoC acts as battle zone; move above/below can signal initiator strength. Breakout Strategy — Trade break above/below the range after compression. Mean Reversion Inside Range — Fade edges while price remains inside compression box. Combine With Trend Tools — Use trend confirmation (MA/EMA/Flow indicators) after breakout. Use Delta Clues — Positive delta tilt suggests accumulation; negative suggests distribution. Monitor Range Size — Longer build + high PoC volume = stronger potential breakout energy. 🔵 CONCLUSION Low Volatility Profiles isolates accumulation phases and maps volume concentration before volatility expansion. By combining ADX compression, micro volume distribution, and PoC tracing, traders gain an edge in anticipating powerful breakout cycles and institutional positioning. Trade the quiet moment before the storm — where smart money prepares the move, and the real opportunity emerges.
Pine Script® indicator
by BigBeluga
8
Volume Cluster Heatmap [BackQuant]Volume Cluster Heatmap A visualization tool that maps traded volume across price levels over a chosen lookback period. It highlights where the market builds balance through heavy participation and where it moves efficiently through low-volume zones. By combining a heatmap, volume profile, and high/low volume node detection, this indicator reveals structural areas of support, resistance, and liquidity that drive price behavior. What Are Volume Clusters? A volume cluster is a horizontal aggregation of traded volume at specific price levels, showing where market participants concentrated their buying and selling. High Volume Nodes (HVN) : Price levels with significant trading activity; often act as support or resistance. Low Volume Nodes (LVN) : Price levels with little trading activity; price moves quickly through these areas, reflecting low liquidity. Volume clusters help identify key structural zones, reveal potential reversals, and gauge market efficiency by highlighting where the market is balanced versus areas of thin liquidity. By creating heatmaps, profiles, and highlighting high and low volume nodes (HVNs and LVNs), it allows traders to see where the market builds balance and where it moves efficiently through thin liquidity zones. Example: Bitcoin breaking away from the high-volume zone near 118k and moving cleanly through the low-volume pocket around 113k–115k, illustrating how markets seek efficiency: Core Features Visual Analysis Components: Heatmap Display : Displays volume intensity as colored boxes, lines, or a combination for a dynamic view of market participation. Volume Profile Overlay : Shows cumulative volume per price level along the right-hand side of the chart. HVN & LVN Labels : Marks high and low volume nodes with color-coded lines and labels. Customizable Colors & Transparency : Adjust high and low volume colors and minimum transparency for clear differentiation. Session Reset & Timeframe Control : Dynamically resets clusters at the start of new sessions or chosen timeframes (intraday, daily, weekly). Alerts HVN / LVN Alerts : Notify when price reaches a significant high or low volume node. High Volume Zone Alerts : Trigger when price enters the top X% of cumulative volume, signaling key areas of market interest. How It Works Each bar’s volume is distributed proportionally across the horizontal price levels it touches. Over the lookback period, this builds a cumulative volume profile, identifying price levels with the most and least trading activity. The highest cumulative volume levels become HVNs, while the lowest are LVNs. A side volume profile shows aggregated volume per level, and a heatmap overlay visually reinforces market structure. Applications for Traders Identify strong support and resistance at HVNs. Detect areas of low liquidity where price may move quickly (LVNs). Determine market balance zones where price may consolidate. Filter noise: because volume clusters aggregate activity into levels, minor fluctuations and irrelevant micro-moves are removed, simplifying analysis and improving strategy development. Combine with other indicators such as VWAP, Supertrend, or CVD for higher-probability entries and exits. Use volume clusters to anticipate price reactions to breaking points in thin liquidity zones. Advanced Display Options Heatmap Styles : Boxes, lines, or both. Boxes provide a traditional heatmap, lines are better for high granularity data. Line Mode Example : Simplified line visualization for easier reading at high level counts: Profile Width & Offset : Adjust spacing and placement of the volume profile for clarity alongside price. Transparency Control : Lower transparency for more opaque visualization of high-volume zones. Best Practices for Usage Reduce the number of levels when using line mode to avoid clutter. Use HVN and LVN markers in conjunction with volume profiles to plan entries and exits. Apply session resets to monitor intraday vs. multi-day volume accumulation. Combine with other technical indicators to confirm high-probability trading signals. Watch price interactions with LVNs for potential rapid movements and with HVNs for possible support/resistance or reversals. Technical Notes Each bar contributes volume proportionally to the price levels it spans, creating a dynamic and accurate representation of traded interest. Volume profiles are scaled and offset for visual clarity alongside live price. Alerts are fully integrated for HVN/LVN interaction and high-volume zone entries. Optimized to handle large lookback windows and numerous price levels efficiently without performance degradation. This indicator is ideal for understanding market structure, detecting key liquidity areas, and filtering out noise to model price more accurately in high-frequency or algorithmic strategies.
Pine Script® indicator
by BackQuant
6
Real-Time HTF Volume Footprint [BigBeluga]Real-time HTF Volume Footprint Profile is designed to provide a comprehensive view of higher timeframe volume profiles on your current chart. It overlays critical volume information from larger timeframes (like daily, weekly, or monthly) onto lower timeframe charts, helping you spot significant levels where volume is concentrated, acting as potential support or resistance. 🔵 Key Features: HTF High and Low Zones: The indicator highlights the high and low of the chosen higher timeframe with clear zones, marking them with boxes. These zones help you see the broader market structure at a glance. Volume Profile within HTF Range: Each higher timeframe range displays a volume profile, showing the distribution of volume at each price level. The most-traded price is highlighted in blue, known as the Point of Control (POC), indicating the price level with the highest activity. Dynamic POC Option: Activate Dynamic POC to observe how the Point of Control shifts over time, giving insight into changing market interests and potential price direction. Timeframe Flexibility: Select from daily, weekly, and monthly ranges (and more) to overlay their footprint profiles on your lower timeframe chart. This helps you tailor the indicator to the trading horizon that suits your strategy. Info Table: Table shows a traders which timeframe is selected with last high and low of the selected timeframe Visual Clarity with Custom Colors: The indicator uses subtle fills and distinct colors to ensure volume profile data integrates seamlessly into your chart without overwhelming other indicators or price data. 🔵 When to Use: The HTF Volume Footprint Profile is essential for traders who want to bridge the gap between high-timeframe and intraday analysis. By visualizing HTF volume distribution on lower timeframes, this tool helps you: Spot potential liquidity zones where price might react. Identify support and resistance levels within HTF ranges. Monitor PoC shifts that indicate changes in market behavior. Track how current price aligns with significant volume clusters, providing a clear edge for volume-based strategies. This indicator empowers traders to analyze lower timeframes with the context of higher timeframe volume profiles, providing a solid basis for identifying critical support and resistance levels shaped by large volume clusters. Whether you’re looking to spot liquidity zones or align your trades with broader market trends, HTF Volume Footprint Profile equips you with a strategic view.
Pine Script® indicator
by BigBeluga
10
Smart VWAP FVG SystemSmart VWAP FVG System - Professional Multi-Filter Trading Indicator 📊 OVERVIEW The Smart VWAP FVG System is an advanced multi-layered trading indicator that combines institutional volume analysis, multi-timeframe VWAP trend confirmation, and Fair Value Gap detection to identify high-probability trade entries. This indicator uses a sophisticated filtering mechanism where signals appear only when multiple independent confirmation criteria align simultaneously. Recommended Timeframe: 5-minute (M5) or higher. The indicator works best on M5, M15, and M30 charts for intraday trading. 🎯 ORIGINALITY & PURPOSE This indicator is original because it combines three distinct analytical methods into a unified decision-making system: Market Profile Volume Analysis - Identifies institutional accumulation/distribution zones Dual VWAP Filtering - Confirms trend direction using two independent VWAP calculations Fair Value Gap Detection - Validates institutional interest through price inefficiency zones The key innovation is the directional filter system: the primary Market Profile generates BUY-ONLY or SELL-ONLY states based on higher timeframe value area reversals, which then controls which signals from the main system are displayed. This creates a multi-timeframe confluence that significantly reduces false signals. Unlike simple indicator mashups, each component serves a specific purpose: Market Profile → Direction bias (trend filter) Primary VWAP (Session) → Short-term trend confirmation Secondary VWAP (Week) → Medium-term trend confirmation FVG Detection → Institutional activity validation 🔧 HOW IT WORKS 1. Primary Market Profile Filter (Higher Timeframe) The indicator calculates Market Profile on a higher timeframe (default: 1 hour) to determine the overall market structure: Value Area High (VAH): Top 70% of volume distribution Value Area Low (VAL): Bottom 70% of volume distribution Point of Control (POC): Price level with highest volume When price reaches VAH and reverses down → SELL-ONLY mode activated When price reaches VAL and reverses up → BUY-ONLY mode activated This higher timeframe filter ensures you're trading in the direction of institutional flow. 2. Dual VWAP System Two independent VWAP calculations provide multi-timeframe trend confirmation: Primary VWAP (Session-based): Resets daily, tracks intraday momentum Secondary VWAP (Week-based): Resets weekly, confirms longer-term trend Filter Logic: BUY signals require: Price > Primary VWAP AND Price > Secondary VWAP SELL signals require: Price < Primary VWAP AND Price < Secondary VWAP This dual confirmation prevents counter-trend trades during ranging conditions. 3. Fair Value Gap (FVG) Detection FVG zones identify price inefficiencies where institutional orders were executed rapidly: Bullish FVG: Gap between candle .high and candle .low (upward imbalance) Bearish FVG: Gap between candle .high and candle .low (downward imbalance) The indicator monitors recent FVG formation (lookback: 50 bars) and requires: Bullish FVG present for BUY signals Bearish FVG present for SELL signals FVG zones are displayed as colored boxes and automatically marked as "mitigated" when price fills the gap. 4. Main Trading Signal Logic The secondary Market Profile (default: 1 hour) generates the actual trading signals: BUY Signal Conditions: Price reaches Value Area Low Reversal pattern confirmed (minimum 1 bar) Price > Primary VWAP Price > Secondary VWAP (if filter enabled) Recent Bullish FVG detected (if filter enabled) Primary MP Filter = BUY-ONLY or NEUTRAL SELL Signal Conditions: Price reaches Value Area High Reversal pattern confirmed (minimum 1 bar) Price < Primary VWAP Price < Secondary VWAP (if filter enabled) Recent Bearish FVG detected (if filter enabled) Primary MP Filter = SELL-ONLY or NEUTRAL All conditions must be TRUE simultaneously for a signal to appear. 📈 VISUAL ELEMENTS On Chart: 🟢 Green Triangle (▲) = BUY Signal 🔴 Red Triangle (▼) = SELL Signal 🟦 Blue horizontal lines = Value Area zones 🟡 Yellow line = Point of Control (POC) 🟩 Green boxes = Bullish FVG zones 🟥 Red boxes = Bearish FVG zones 🔵 Blue line = Primary VWAP (Session) ⚪ White line = Secondary VWAP (Week) Info Panel (Top Right): Real-time status display showing: Filter Direction (BUY ONLY / SELL ONLY / NEUTRAL) Active timeframes for both MP filters FVG filter status and count VWAP positions (ABOVE/BELOW) Signal enablement status Alert status ⚙️ KEY SETTINGS MP/TPO Filter Settings (Primary Indicator) MP Filter Time Frame: 60 minutes (controls directional bias) Filter Value Area %: 70% (standard Market Profile calculation) Filter Alert Distance: 1 bar Filter Min Bars for Reversal: 1 bar Filter Alert Zone Margin: 0.01 (1%) FVG Filter Settings Use FVG Filter: Enabled (toggle on/off) FVG Timeframe: 60 minutes (1 hour) FVG Filter Mode: Both (require bullish FVG for BUY, bearish for SELL) FVG Lookback Period: 50 bars (how far back to search) Show FVG Formation Signals: Optional visual markers Max FVG on Chart: 50 zones Show Mitigated FVG: Display filled gaps Market Profile Settings Higher Time Frame: 60 minutes (for main signals) Percent for Value Area: 70% Show POC Line: Enabled Keep Old MPs: Enabled (maintain historical profiles) Primary VWAP Filter Use Primary VWAP Filter: Enabled Primary VWAP Anchor Period: Session (resets daily) Primary VWAP Source: HLC3 (typical price) Secondary VWAP Filter Use Secondary VWAP Filter: Enabled Secondary VWAP Anchor Period: Week (resets weekly) Secondary VWAP Filter Mode: Both Secondary VWAP Line Color: White Trading Signals Show Trading Signals on Chart: Enabled Show SELL Signals: Enabled Show BUY Signals: Enabled Alert Distance: 1 bar Min Bars for Reversal: 1 bar Alert Zone Margin: 0.01 (1%) Retest Search Period: 20 bars Min Bars Between Retests: 5 bars Show Only Retests: Disabled Alert Settings Enable Trading Notifications: Enabled VAH Reversal Alert: Enabled (SELL signals) VAL Reversal Alert: Enabled (BUY signals) Time Filter Settings Filter Alerts By Time: Optional (exclude specific hours) ⚠️ IMPORTANT WARNINGS & LIMITATIONS 1. Repainting Behavior CRITICAL: This indicator uses lookahead=barmerge.lookahead_on to access higher timeframe data immediately for FVG detection. This is necessary to provide real-time FVG zone visualization but has the following implications: FVG zones may shift slightly until the higher timeframe candle closes FVG detection signals are preliminary until HTF bar confirmation The main trading signals (triangles) appear on confirmed bars and do not repaint Best Practice: Always wait for the current timeframe bar to close before acting on signals. The filter status and FVG zones are informational but may adjust as new data arrives. 2. Minimum Timeframe Do NOT use on timeframes below 5 minutes (M5) Recommended: M5, M15, M30 for intraday trading Higher timeframes (H1, H4) can also be used but will generate fewer signals 3. Multiple Filters Can Block Signals By design, this indicator is conservative. When all filters are enabled: Signals appear ONLY when all conditions align You may see extended periods with no signals This is intentional to reduce false positives If you see no signals: Check the Info Panel to see which filters are failing Consider adjusting FVG lookback period Temporarily disable FVG filter to test Verify VWAP filters match current market trend 4. Market Profile Limitations Market Profile requires sufficient volume data Low-volume instruments may produce unreliable profiles Value Areas update only on higher timeframe bar close Works best on liquid markets (major forex pairs, indices, crypto) 📖 HOW TO USE Step 1: Add to Chart Apply indicator to M5 or higher timeframe chart Ensure chart shows volume data Use standard candles (NOT Heikin Ashi, Renko, etc.) Step 2: Configure Settings Primary MP Filter TF: Set to 60 (1 hour) minimum, or 240 (4 hour) for swing trading Main MP TF: Set to 60 (1 hour) for intraday signals FVG Timeframe: Match or exceed main MP timeframe Leave other settings at default initially Step 3: Understand the Info Panel Monitor the top-right panel: FILTER STATUS: Shows current directional bias NEUTRAL = Both signals allowed BUY ONLY = Only green triangles will appear SELL ONLY = Only red triangles will appear FVG Filter: Shows if bullish/bearish gaps detected recently VWAP positions: Confirms trend alignment Step 4: Take Signals For BUY Signal (Green Triangle ▲): Wait for green triangle to appear Check Info Panel shows ✓ for BUY signals Confirm current bar has closed Enter long position Stop loss: Below recent VAL or swing low Target: Previous Value Area High or 1.5-2× risk For SELL Signal (Red Triangle ▼): Wait for red triangle to appear Check Info Panel shows ✓ for SELL signals Confirm current bar has closed Enter short position Stop loss: Above recent VAH or swing high Target: Previous Value Area Low or 1.5-2× risk Step 5: Risk Management Risk per trade: Maximum 1-2% of account equity Position sizing: Adjust based on stop loss distance Avoid trading: During major news events or time filter periods Multiple confirmations: Look for confluence with price action (support/resistance, trendlines) 🎓 UNDERLYING CONCEPTS Market Profile Theory Developed by J. Peter Steidlmayer in the 1980s, Market Profile organizes price and volume data to identify: Value Areas: Where 70% of trading activity occurred POC: Price level with highest acceptance (most volume) Imbalances: When price moves away from value quickly This indicator uses TPO (Time Price Opportunity) calculation method to build the volume profile distribution. VWAP (Volume Weighted Average Price) VWAP represents the average price weighted by volume, showing where institutional traders are positioned: Price above VWAP = Bullish (institutions accumulated lower) Price below VWAP = Bearish (institutions distributed higher) Using dual VWAP (Session + Week) creates multi-timeframe trend alignment. Fair Value Gaps (FVG) Also known as "imbalance" or "inefficiency," FVG occurs when: Price moves so rapidly that a gap forms in the candlestick structure Indicates institutional order flow (large market orders) Price often returns to "fill" these gaps (rebalance) The 3-candle FVG pattern (gap between candle and candle ) is widely used in ICT (Inner Circle Trader) methodology and Smart Money Concepts. 🔍 CREDITS & CODE ATTRIBUTION This indicator builds upon established technical analysis concepts and combines multiple methodologies: 1. Market Profile / TPO Calculation Concept Origin: J. Peter Steidlmayer (Chicago Board of Trade, 1980s) Code Inspiration: TradingView's public domain Market Profile examples Modifications: Custom filtering logic for directional bias, dual timeframe implementation 2. VWAP Calculation Concept Origin: Standard financial instrument (widely used since 1980s) Code Base: TradingView built-in ta.vwap() function (public domain) Modifications: Dual VWAP system with independent anchor periods, custom filtering modes 3. Fair Value Gap Detection Concept Origin: Inner Circle Trader (ICT) / Smart Money Concepts methodology Code Implementation: Original implementation based on 3-candle gap pattern Features: Multi-timeframe detection, automatic mitigation tracking, visual zone display 4. Pine Script Framework Language: Pine Script v6 (TradingView) Built-in Functions Used: ta.vwap() - Volume weighted average price request.security() - Higher timeframe data access ta.change() - Period detection ta.cum() - Cumulative volume time() - Timestamp functions Note: All code is original implementation. While concepts are based on established trading methodologies, the combination, filtering logic, and execution are unique to this indicator. 📊 RECOMMENDED INSTRUMENTS Best Performance: Major Forex Pairs (EURUSD, GBPUSD, USDJPY) Stock Indices (ES, NQ, SPX, DAX) Major Cryptocurrencies (BTCUSD, ETHUSD) Liquid Stocks (high daily volume) Avoid: Low-volume altcoins Illiquid stocks Exotic forex pairs with wide spreads ⚡ PERFORMANCE TIPS Start Conservative: Enable all filters initially Reduce Filters Gradually: If too few signals, disable Secondary VWAP filter first Match Timeframes: Keep MP Filter TF and FVG TF at same value Backtest First: Review historical performance on your preferred instrument/timeframe Combine with Price Action: Look for support/resistance confluence Use Time Filter: Avoid low-liquidity hours (optional setting) 🚫 WHAT THIS INDICATOR DOES NOT DO Does not guarantee profits - No trading system is 100% accurate Does not predict the future - Based on historical patterns Does not replace risk management - Always use stop losses Does not work on all instruments - Requires volume data and liquidity Does not provide exact entry/exit prices - Signals are zones, not precise levels Does not account for fundamentals - Purely technical analysis 📜 DISCLAIMER This indicator is provided for educational and informational purposes only. It is not financial advice, and past performance does not guarantee future results. Trading Risk Warning: All trading involves risk of loss You can lose more than your initial investment (leverage products) Only trade with capital you can afford to lose Always use appropriate position sizing and risk management Consider seeking advice from a licensed financial advisor Technical Limitations: Indicator may repaint FVG zones until HTF bar closes Signals are based on historical patterns that may not repeat Market conditions change and no system works in all environments Volume data quality varies by exchange/broker By using this indicator, you acknowledge these risks and agree that the author bears no responsibility for trading losses. 📞 SUPPORT & UPDATES Questions? Comment on this publication Issues? Describe the problem with chart screenshot Feature Requests? Suggest improvements in comments Updates: Will be published as new versions using TradingView's update feature 📝 VERSION HISTORY Version 1.0 (Current) Initial public release Multi-filter system: MP + Dual VWAP + FVG Directional bias filter Real-time info panel Comprehensive alert system Time-based filtering Thank you for using Smart VWAP FVG System! Happy Trading! 📈
Pine Script® indicator
by Smart-Day-Trader
LVN/HVN Auto Detection [PhenLabs]📊 PhenLabs - LVN/HVN Auto Detection Version: PineScript™ v6 📌 Description The PhenLabs LVN/HVN Auto Detection indicator is an advanced volume profile analysis tool that automatically identifies Low Volume Nodes (LVN) and High Volume Nodes (HVN) across multiple trading sessions. This sophisticated indicator analyzes volume distribution patterns to pinpoint critical support and resistance levels where price is likely to react, providing traders with high-probability zones for entries, exits, and risk management. Unlike traditional volume indicators that only show current activity, this tool builds comprehensive volume profiles from historical sessions and intelligently filters the most significant levels. It combines real-time volume analysis with dynamic level detection, offering both visual bubbles for immediate volume activity and persistent horizontal lines that act as ongoing support/resistance references. 🚀 Points of Innovation Multi-Session Volume Profile Analysis - Automatically calculates and analyzes volume profiles across the last 5 trading sessions Intelligent Level Separation Logic - Prevents overlapping signals by maintaining minimum separation between LVN and HVN levels Dynamic Timeframe Adaptation - Automatically adjusts session lengths based on chart timeframe for optimal level detection Real-Time Activity Bubbles - Shows volume activity strength through different bubble sizes at key levels Persistent Line Management - Creates horizontal lines that extend until price crosses them, providing ongoing reference points Dual Threshold System - Independent percentage-based thresholds for both LVN and HVN identification 🔧 Core Components Volume Profile Engine : Builds 20-row volume profiles for each analyzed session, distributing volume across price levels Level Identification Algorithm : Uses percentage-based thresholds to classify volume distribution patterns Separation Logic : Ensures minimum distance between conflicting levels, prioritizing HVN when overlap occurs Line Management System : Tracks active support/resistance lines and removes them when price crosses through Volume Activity Monitor : Compares current volume to 13-period moving average for activity classification 🔥 Key Features Customizable Thresholds : LVN threshold (5-35%, default 20%) and HVN threshold (65-95%, default 80%) for precise level filtering Volume Activity Multiplier : Adjustable volume threshold (0.5+, default 1.5) for bubble and line creation sensitivity Flexible Display Modes : Choose between Lines only, Bubbles only, or Both for optimal chart clarity Smart Level Separation : Minimum separation percentage (0.1-2%, default 0.5%) prevents conflicting signals Color Customization : Independent color controls for LVN (red) and HVN (blue) elements Performance Optimization : Processes every 15 bars with maximum 500 active lines for smooth operation 🎨 Visualization Colored Bubbles : Three sizes (large, medium, small) indicate volume activity strength at key levels Horizontal Lines : Persistent support/resistance lines with width corresponding to volume activity Dual Color System : Semi-transparent red for LVN areas, semi-transparent blue for HVN zones Information Tooltip : Optional table showing usage guidelines and optimization tips 📖 Usage Guidelines Volume Thresholds LVN Threshold ○ Default: 20.0% ○ Range: 5.0-35.0% ○ Description: Price levels with volume below this percentage are marked as LVNs. Lower values create fewer, more significant levels. Typical range 15-25% works for most instruments. HVN Threshold ○ Default: 80.0% ○ Range: 65.0-95.0% ○ Description: Price levels with volume above this percentage are marked as HVNs. Higher values create fewer, stronger levels. Range 75-85% is optimal for most trading. Display Controls Volume Threshold ○ Default: 1.5 ○ Range: 0.5+ ○ Description: Multiplier for volume significance (High=2+threshold, Medium=1+threshold, Low=0+threshold). Higher values require more volume for signals. ✅ Best Use Cases Swing Trading : Identify key levels for position entries and exits over multiple days Scalping : Use bubbles for immediate volume activity confirmation at critical levels Risk Management : Place stops beyond LVN levels where price moves quickly Breakout Trading : Monitor HVN levels for potential breakout or rejection scenarios Multi-Timeframe Analysis : Combine with higher timeframe levels for confluence ⚠️ Limitations Timeframe Sensitivity : Lower timeframes may produce too many levels; higher timeframes recommended for cleaner signals Volume Data Dependency : Accuracy depends on reliable volume data from your data provider Historical Analysis : Uses past volume data which may not predict future price behavior Performance Impact : High number of active lines may affect chart performance on slower devices 💡 What Makes This Unique Automated Session Analysis : No manual drawing required - automatically analyzes multiple sessions Intelligent Filtering : Advanced separation logic prevents overlapping and conflicting signals Adaptive Processing : Adjusts to different timeframes automatically for optimal level detection Dual Visualization System : Combines persistent lines with real-time activity indicators 🔬 How It Works 1. Volume Profile Construction : Analyzes the last 5 trading sessions with dynamic session length based on timeframe Divides each session’s price range into 20 equal levels for volume distribution analysis 2. Level Classification : Calculates volume percentage at each price level relative to session maximum Identifies LVN levels below threshold and HVN levels above threshold 3. Signal Generation : Creates bubbles when volume activity exceeds thresholds at identified levels Draws horizontal lines that persist until price crosses through them 💡 Note : For optimal results, increase your chart timeframe if you see too many levels. The indicator performs best on 15-minute and higher timeframes where volume patterns are more meaningful and less noisy.
Pine Script® indicator
by PhenLabs
6
Open Liquidity Heatmap [BigBeluga]Open Liquidity Heatmap is an indicator designed to display accumulated resting liquidity on the chart. Unlike any other liquidity heatmap, this aims to accumulate liquidity at specific levels that build up over time, showing larger areas of liquidity. 🔶 FEATURES The indicator includes the following settings: Lookback : Used to determine the range calculation of the heatmap. Leverage : Leverage of the liquidation (Counted as % in price, Example: 4.5 will return a distance from price of 4.5%, indicating any possible resting liquidity in this range). Levels : Amount of levels to display (Each level is counted as liquidity resting on the chart; fewer levels will return a bigger area of liquidity sitting on the chart). Mode : Apply a color gradient from the minimum liquidation to the maximum liquidity level. Set the maximum color gradient value (Counted as volume). Offset : Automatically determine the offset range of the Volume Profiles. Manual offset of the Volume Profiles. 🔶 CALCULATION for i = 0 to step - 1 float plotter = na switch i 0 => plotter := hs => plotter := hs - diff * ( i ) cls.hm.gnL(plotter) cls.vp.put(plotter, 0) We calculate levels like a normal volume profile with steps, from the highest point within the lookback to the lowest one. Each level will contain the corresponding amount of volume that the candle has closed in that range. As we can see in the image above, we add liquidity each time the distance in % from price is between two levels. Unlike many liquidity indicators that provide a single candle liquidity heatmap, this aims to add up liquidity (volume) in already present levels. This can be extremely useful to see which levels are likely to be more liquid and tend to get a bigger reaction to the price. Imagine it like a range of levels that each time price revisits that area, a new position area is added; we add volume in that area each time price visits that zone. Liquidity builds up in those zones, causing a bigger reaction to the price once the price visits it. This indicator is not the same as a single candle heatmap like many others. What is a single candle heatmap? A single candle heatmap is when a level is created on every new candle, coloring the level based on the total volume of it. This indicator, on the contrary, aims to provide a more specific use by adding up liquidity each time price visits it. 🔶 BASIC DEMOSTRATION This is a basic demonstration of how we can spot high liquidity points overall using confluence: We see the POC of the liquidation in a low volume area of the normal volume profile adding up as confluence. Resistance from the POC Volume Profile suggesting price will go lower. Major long open liquidity down. As we can see, price takes out all the long liquidity and right after pumping, indicating that all the major liquidity got taken out. Some key note to take is that a POC in the liquidation heatmap in a low volume area of the normal Volume Profile add confluence of a possible big reaction in that zone. In the forex market, we suggest to use a low distance from price (Leverage) while in a crypto market you can use the one that fit the best the current timeframe. 🔶 CONCLUSION This indicator aims to show open resting liquidity that had built up over time, showing the most amount of liquidation in specific areas in an aggregated way unlike many liquidation heatmap indicators that show single-level liquidation. 🔶 RELATED SCRIPT
Pine Script® indicator
by BigBeluga
32
OI Visible Range Ladder [Kioseff Trading]Hello! This Script “OI Visible Range Ladder” calculates open interest profiles for the visible range alongside an OI ladder for the visible period! Features OI Profile Anchored to Visible Range OI Ladder Anchored to Visible Range Standard POC and Value Area Lines, in Addition to Separated POCs and Value Area Lines for each category of OI x Price Configurable Value Area Targets Curved Profiles Up to 9999 Profile Rows per Visible Range Stylistic Options for Profiles Up to 9999 volume profile levels (Price levels) can be calculated for each profile, thanks to the new polyline feature, allowing for less aggregation / more precision of open interest at price. The image above shows primary functionality! Green profiles = Up OI / Up Price Yellow profiles = Down OI / Up Price Purple profiles = Up OI / Down Price Red profiles = Down OI / Down Price The image above shows POCs for each OI x Price category! Profiles can be anchored on the left side for a more traditional look. The indicator is robust enough to calculate on “small price periods”, or for a price period spanning your entire chart fully zoomed out! That’s about it :D This indicator is Part of a series titled “Bull vs. Bear” - a suite of profile-like indicators. Thanks for checking this out! If you have any suggestions please feel free to share!
Pine Script® indicator
by KioseffTrading
10
Range Analysis - By LeviathanThe Interactive Range Analysis script is an essential tool for analyzing price ranges. It automatically draws important range levels, generates a Volume Profile or Open Interest profile and horizontal/vertical heatmaps, plots the anchored VWAP, draws Fibonacci levels, and much more. How to use the indicator: 1. The script will prompt you to select the "Start Time" and "End Time" using Tradingview's interactive interface. These two points will determine the length of the range. 2. Once you have selected the range, the script will automatically anchor the range highs and lows to the highest and lowest close/wick/hlc3/ohlc4 (whichever you prefer). 3. You can then begin exploring different tools and options such as Quarters, Eighths, Fibonacci, Outer Levels, VWAP, Horizontal Volume/OI Heatmap, Vertical Volume/OI Heatmap, Fixed Range Volume Profile, Open Interest Profile, Value Area, VAH, VAL, and POC. 4. You can adjust the range by dragging the Start Time and End Time anchors or by removing/reapplying the script. Tool overview Range Levels After selecting your preferred time range, the script will identify and draw a range high level and a range low level, which serve as a base for other important levels. “Half” is the level halfway between the range high and range low. “Quarters” will, as the name suggests, split the range into four equal zones (quarters) and “Eighths” will split the range into eight equal zones (eighths). ”Fibonacci” option allows you to display Fibonacci retracement levels (0.786, 0.618, 0.382, 0.236). “VWAP” will plot a Volume Weighted Average Price, anchored to the start of the range. “Direction” input lets you choose whether your range is UP or DOWN trending in order to make sure that the Fibonacci levels and labels are generated and assigned correctly. With “Outer” turned ON, the script will also generate active levels (quarters/eighths/Fibonacci) above and below the selected price range. “Extend Right” will extend all levels to the right indefinitely, while “Extend (+Bars)” lets you choose how far right the levels get extended. “Diagonal Line” is drawn from the bottom left of the range to the top right of the range or from the top left of the range to the bottom right of the range, depending on the “Direction” input. Volume Profile / Open Interest Profile After selecting the “Data Type”, Volume Profile or OI Profile can be generated by turning ON the “Volume/OI Profile” option. “Resolution” input defines the amount of nodes/rows in the range that are used in profile/heatmap generation for distributing the data. While you can increase the “Resolution” to get better, more granular profiles, you should keep in mind that you might need to lower the resolution when generating profiles for larger ranges. ”Node Type” offers you two options when it comes to the representation of data: Up/Down - divides a node in two sections for up volume/OI and down volume/OI, Total - one node for total volume/OI and Delta - net difference in up volume/OI and down volume/OI. ”Profile Position” lets you choose whether the profile is positioned on the left side of the range or on the right side of the range. “Profile Direction” determines whether the profile nodes are facing right or left. “Profile Type” enables you to visualize the nodes in a classic way (Type 1) or in a way where down volume/negative OI are positioned on the left side of the y axis and up volume/positive OI on the right side of the y axis. “Node Size (%)” defines how much space in the range can be taken by the profile’s nodes. Eg. 50% will allow the largest node to extend to the middle of the range (and others scaled accordingly), 100% will allow the largest node to extend the max right point of the range (and others scaled accordingly). ”Value Area (%)” defines the VA zone, which represents the area where the most volume occured (usually 70% or 68%). ”Horizontal Heatmap” will display a heatmap-like overlay, that will help you identify the price levels where most volume/open interest action occurred. ”Vertical Heatmap” will display a heatmap-like overlay, that will help you identify the points in time where most volume/open interest action occurred. A more detailed description of this indicator is coming in the next few days. Important: * If volume or OI profile does not get generated, try lowering the resolution. * Once in a while, the script will disappear from your chart. Just remove and reapply. * Open Interest data is only avaiable on Binance Perpetual Futures pairs To learn more, read the tooltips in the indicator’s settings and stay tuned for upcoming additions (Range Market Structure, Liquidation Levels, Range Statistics,…)
Pine Script® indicator
by LeviathanCapital
42
Consolidation Value Zones (Recio)Consolidation Value Zones introduces an original algorithm to identify consolidation ranges and locate areas of importance within them. This new method "looks" at the chart and draws zones based on price with the goal of producing actionable zones which appear natural, as if they were found through a human analysis. > Consider the following... The chart image above displays Bitcoin, at no specific date, for no specific reason. What I have done here is simply glanced at the chart for about 5 seconds, and circled a few areas which stood out as "obvious" consolidation. It does not take a savant to look at a chart and circle ranging price. However, what we have just done defies many common systems for identifying consolidation. We have located ranges of various zone lengths, as small as roughly 25 bars to as large as roughly 100 bars. Regardless of this, we still determined these zones with our eyes and brain in a few seconds, for some it's practically instant. The issue with us humans doing this, is that we are subjective. We did not really use any concrete rules to determine these areas with our eyes. So the problem becomes "How do we identify these zones in a way which seems natural to us with a repeatable system?" Because of this, my approach is simply a logical attempt to reverse engineer our human intuition. > Consolidation Value Zones The name of this indicator is generic. To dissect it, we are identifying consolidation ranges, then using a volume profile to determine the value zone within that range. The specific method used to identify these consolidation zones is something I've personally been referring to as the "skewer" method. Another name that may fit better is "Linear Range Alignment/Overlap". Ultimately, the goal is to locate a single price level or range that overlaps many adjacent bars. This should, in theory, return areas of visually obvious consolidation. > The Skewer Method (Identification Method & Bar Gap Allowances) One consistent concept across the different identification methods for determining consolidation is time. How long do we chop around before calling it consolidation? This is the "Identification Threshold". Once we have located a consolidation zone "this" wide, we will then consider it as consolidation. In the chart image above, we are considering a six-bar consolidation formation. The figure on the left shows an example of a perfect raw bar overlap, we can see that the six bars all overlap at one price range. This is a perfect example of what we are looking to identify as consolidation. Unfortunately, if this was all we looked at, we would have a very scarce identification method. For that reason, we have the example on the right, which shows the additional allowances for the identification of these ranges. At most, the example on the right shows a gapless three-bar overlap. However, if we allow the identification to bridge across the gaps, we are able to draw a zone directly through the center and still be within our parameters. This allowance is the "Bar Gap Allowance" and will determine the leniency of the identification. Between our identification threshold and bar gap allowance, we can start to piece together how the script is "looking" at our chart. > Detecting Consolidation (Live Detection) To aid in transparency and user understanding, the live detection calculation can be seen on the chart as a box, skewering the recent historical bars with a number next to it, indicating the number of bars found as potential consolidation. As we can see in the chart image above, the script, by default, is looking for a 15-bar consolidation, with a 5-bar gap allowance. In the image, the specific gap count is labeled, we can see the script scan backwards as far as it can before counting five gaps in the data. Once that occurs, the detection stops. Notice how the zone found is a range, consisting of all price levels which meet the parameters. The lower level of the range only had two gaps, but the upper level reached five. > Consolidation Range and Value Zones (Volume Profiles) Once the script has identified the consolidation formation, it calculates a volume profile across the identified consolidation range. From this it calculates and draws the Point of Control (POC) and Value Area in addition to the full consolidation range. Once we have our zones drawn, and understand what they identify, we can go one step further and apply concepts from volume profile trading. Range High/Low: Displays the current extent of the identified consolidation. Value High/Low: Shows the specific area within the consolidation where buyers and sellers found the most value. POC: The single point, where the most volume was transacted during consolidation. In a balanced market, we would anticipate price to rotate around POC, oscillating from Value High (VAH) to Value Low (VAL). In contrast, a market in motion moves directionally, building volume at new price levels as value, naturally the POC shifts with it. > Zone Extensions Unlike many other scripts, there is no mitigation logic at play here, since crossing a zone simply tells us "buyers and sellers are not currently active here", but it does not guarantee that value cannot return or react from previous areas of value. Obviously the current zone will always be most relevant, but historical zones can retain relevance depending on the context of the market. Remember: Each area of consolidation is an area where buyers and sellers were once facing off, resulting in price's consolidation. Amidst this, the value zone was the area of greatest agreement between the participants at that time. When moving outside of a range, we would typically look at historical value areas and price's interaction with them for further context. Due to the ever changing market, there is no fixed extension lookback that will cover every scenario. By default, the Extension Lookback is "1", meaning the script will extend the most recent zone forward until a new zone is detected. Note: For clarity, zone extensions are colored differently from core zones. The following chart image shows a few examples of these unique interactions. As seen in the chart image, looking to previous areas of value as well as POC can provide context in the form of acceptance or rejection at these levels, providing further insight into the auction for us to respond to. The zones do contain logic to maintain a clean display. By default, the zones extend conditionally when price returns to the previous consolidation range. If desired, the zones can be extended regardless of price action; this can be toggled with the option "Regardless Extension Mode", as seen below. > Hollow Candles & Zone Merging When consolidation is identified, a hollow candle is drawn; these can be used to see exactly when each zone is identified. It is important to understand that consolidation zones stemming from the same origin are merged into one zone. This is a frequent occurrence when the consolidation threshold is passed, but the consolidation continues. For this reason you will often see multiple hollow candles in the later areas of the zones. Similarly, zones from different origin points that overlap are also merged into one consolidation zone. This ensures that no core zones overlap. Additionally, every time a zone is merged, a new volume profile for the area is calculated. > Bar Gap Allowance Type (Technical Explanation) The specific bar gap allowance value can be altered, but so can the type of allowance being used. While some analyses may benefit from counting the total amount of bar gaps within the consolidation, others may benefit from detecting based on consecutive bar gaps. The chart image above displays the gap counts for each gap allowance type. The total bar gap allowance type will count until the gap amount is reached, then terminate detection once the allowed number of gaps has been exceeded. The consecutive bar gap allowance type resets its count once it finds a valid bar within range, by doing so, it only counts the bars that separate each island of in-range bars. Both methods have merit. > Implementation This identification method has proven effective to identify consolidation across market types. As a result, there cannot be one configuration of settings to fit every application. Adapting the detection type and method for each trader's specific market conditions is highly recommended. When determining parameters, it is helpful to consider time, as it plays a major role in the identification method. On a 1D chart, the default threshold of 15 corresponds to 15 days, or about 3 weeks depending on the ticker. To identify periods of one-week consolidation, a threshold of 5 would be suitable. To detect perfect gapless weeks, a bar gap allowance of 0 could be used, as seen in the chart image below. Additional Example: In the chart image above, we see a 15-second forex chart over the span of a few hours. The detection parameters are set up to detect 15-minute consolidation with a 2-minute max dead zone (consecutive bar gap). > Detection Source By default, the script detects consolidation ranges using the full extent of candle wicks. While this is traditional, detection can also be done using only the candle bodies. These identifications are much more nuanced, detecting only from confirmed candle price action; they do not trigger at the same frequency as wick detection. Optionally, a "Wick/Body Average" can be chosen as the source for detection; as the name implies, this uses the average value between the candle body and its respective wick. > Additional Settings The settings mentioned thus far serve as core parameters for identifying consolidation. The following parameters are simply included for the benefit of the advanced user. It is not recommended to adjust these settings under normal circumstances. - Value Area Percent: Default = 68.26, while traditionally 70 for volume profiles, 68.26 is accurate to the values of a standard bell-curve distribution. The differences are minimal in application. - VP Rows: Default = 99, Sets the number of rows to be used when calculating the Volume Profiles (VP); note that higher values will lead to a slower calculation. Max value: 999 > Final Notes If you have made it this far, thank you for reading. I hope you find value in this new consolidation identification system and understand the logic behind it. That's it.
Pine Script® indicatorPaid script
by SamRecio
1
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.
Pine Script® indicator
by mindyourbuisness
28
Market Structure Volume Distribution [LuxAlgo]The Market Structure Volume Distribution tool allows traders to identify the strength behind breaks of market structure at defined price ranges to measure de correlation of forces between bulls and bears visually and easily. 🔶 USAGE This tool has three main features: market structure highlighting, grid levels, and volume profile. Each feature is covered more in depth below: 🔹 Market Structure The basic unit of market structure is a swing point, the period of the swing point is user-defined, so traders can identify longer-term market structures. Price breaking a prior swing point will confirm the occurrence of a market structure. The tool will plot a line after a market structure is confirmed, by default the lines on bullish MS will be green (indicative of an uptrend), and red in case of bearish MS (indicative of a downtrend). 🔹 Grid Levels The Grid visually divides the price range contained inside the tool execution window, into equal size rows, the number of rows is user-defined so users can divide the full price range up to 100 rows. The main objective of this feature is to help identify the execution window and the limits of each row in the volume profile so traders can know in a simple look what BoMS belongs to each row. There is however another use for the grid, by dividing the range into equal-sized parts, this feature provides automatic support and resistance levels as good as any other. Grid provides a visual help to know what our execution window is and to associate MS with their rows in the profile. It can provide S/R levels too. 🔹 Volume Profile The volume profile feature shows in a visually easy way the volume behind each MS aggregated by rows and divided into buy and sell volume to spot the differences in a simple look. This tool allows users to spot the liquidity associated with the event of a market structure in a specific price range, allowing users to know which price areas where associated with the most trading activity during the occurrence of a market structutre. 🔶 SETTINGS 🔹 Data Gathering Execute on all visible range: Activate this to use all visible bars on the calculations. This disables the use of the next parameter "Execute on the last N bars". Default false. Execute on the last N bars: Use last N bars on the calculations. To use this parameter "Execute on all visible range" must be disabled. Values from 20 to 5000, default 500. Pivot Length: How many bars will be used to confirm a pivot. The bigger this parameter is the fewer breaks of structure will detect. Values from 1, default 2 🔹 Profile Profile Rows: Number of rows in the volume profile. Values from 2 to 100, default 10. Profile Width: Maximum width of the volume profile. Values from 25 to 500, default 200. Profile Mode: How the volume will be displayed on each row. "TOTAL VOLUME" will aggregate buy & sell volume per row, "BUY&SELL VOLUME" will separate the buy volume from the sell volume on each row. Default BUY&SELL VOLUME. 🔹 Style Buy Color: This is the color for the buy volume on the profile when the "BUY&SELL VOLUME" mode is activated. Default green. Sell Color: This is the color for the sell volume on the profile when the "BUY&SELL VOLUME" mode is activated. Default red. Show dotted grid levels: Show dotted inner grid levels. Default true.
Pine Script® indicator
by LuxAlgo
19
Fair Value Gap Profiles [AlgoAlpha]🟠 OVERVIEW This script draws and manages Fair Value Gap (FVG) zones by detecting unfilled gaps in price action and then augmenting them with intra-gap volume profiles from a lower timeframe. It is designed to help traders find potential areas where price may return to fill liquidity voids, and to provide extra detail about volume distribution inside each gap to assess strength and likely mitigation. The script automatically tracks each gap, updates its state over time, and can show which gaps are still unfilled or have been mitigated. 🟠 CONCEPTS A Fair Value Gap is a zone between candles where no trades occurred, often seen as an inefficiency that price later revisits. The script checks each bar to see if a bullish (low above 2-bars-ago high) or bearish (high below 2-bars-ago low) gap has formed, and measures whether the gap’s size exceeds a threshold defined by a volatility-adjusted multiplier of past gap widths (to only detect significantly large gaps). Once a qualified gap is found, it gets recorded and visualized with a box that can stretch forward in time until filled. To add more context, a mini volume profile is built from a lower timeframe’s price and volume data, showing how volume is distributed inside the gap. The lowest-volume subzone is also highlighted using a sliding window scan method to visualise the true gap (area with least trading activity) 🟠 FEATURES Visual gap boxes that appear automatically when bullish or bearish fair value gaps are detected on the chart. Color-coded zones showing bullish gaps in one color and bearish gaps in another so you can easily see which side the gap favors. Volume profile histograms plotted inside each gap using data from a lower timeframe, helping you see where volume concentrated inside the gap area. Highlight of the lowest-volume subzone within each gap so you can spot areas price may target when filling the gap. Dynamic extension of the gap boxes across the chart until price comes back and fills them, marking them as mitigated. Customizable colors and transparency settings for gap boxes, profiles, and low-volume highlights to match your chart style. Alerts that notify you when a new gap is created or when price fills an existing gap. 🟠 USAGE This indicator helps you find and track unfilled price gaps that often act as magnets for price to revisit. You can use it to spot areas where liquidity may rest and plan entries or exits around these zones. The colored gap boxes show you exactly where a fair value gap starts and ends, so you can anticipate potential pullbacks or continuations when price approaches them. The intra-gap volume profile lets you gauge whether the gap was created on strong or thin participation, which can help judge how likely it is to be filled. The highlighted lowest-volume subzone shows where price might accelerate once inside the gap. Traders often look for entries when price returns to a gap, aiming for a reaction or reversal in that area. You can also combine the mitigation alerts with your trade management to track when gaps have been closed and adjust your bias accordingly. Overall, the tool gives a clear visual reference for imbalance zones that can help structure trades around supply and demand dynamics.
Pine Script® indicator
by AlgoAlpha
10
Market Core [BigBeluga]MARKET CORE Toolkit The BigBeluga Market Core Toolkit is a comprehensive suite of advanced trading indicators designed to provide traders with a holistic view of market dynamics, structure, and potential opportunities. In an ever-evolving market, relying on a single indicator can leave traders vulnerable to gaps in their analysis. The BigBeluga Market Core Toolkit addresses this challenge by integrating a range of complementary indicators that work synergistically to reveal the full picture. From detecting key support and resistance levels to identifying market structure shifts, volume imbalances, inefficiencies or analysis of money flow, this toolkit covers every aspect of market behavior. ⬤ Order Blocks BigBeluga Order Blocks revolutionize the way traders visualize potential areas of significant market activity. Unlike traditional order block indicators that often result in cluttered, noisy charts, these Order Blocks are designed for clarity and effectiveness. They simulate and predict where large areas of market orders may rest by analyzing volume and volatility, providing excellent support or resistance areas. The blocks offer cleaner chart presentation with reasonable distribution, volume ratio visualization within each block, and categorization into Strong, High and Balanced blocks. Additionally, a third line has been introduced to rank order blocks by volume using a modified percent rank method for more precise ranking. This ranking system uses percentile ranks, a concept commonly used in standardized tests. In the context of order blocks, the percentile rank of a particular order block's volume is interpreted as the percentage of the order blocks strength. This method provides a more nuanced and statistically robust way of comparing and prioritizing order blocks. Key features: Cleaner chart presentation with reasonable distribution of blocks Volume ratio visualization within each block (bullish vs bearish) Categorization into High and Balanced blocks for easy identification of significant levels Relative volume percentage and volume delta display Advanced ranking system using modified percent rank method for volume comparison These Order Blocks help traders: Forecast excellent support or resistance areas Gain insight into the balance of the market at specific levels Identify significant market levels at a glance Visualize market imbalances through volume delta Prioritize order blocks based on their relative volume importance Make more informed decisions about potential entry and exit points ⬤ Beluga Profile The Beluga Profile is a revolutionary market analysis tool that transforms complex market data into a clear, intuitive visual narrative. At its core, it combines a Dual-Profile Analysis, merging Delta Volume Profile with Money Flow Profile to give traders a comprehensive view of market dynamics. The percentage scale on the left side aren't just numbers; they represent the Levels Strength Percentage, a crucial ranking system that immediately draws your attention to the most significant price zones. Complementing this, a heat map overlay brings these strength levels to life, offering an instant, color-coded representation of where the market's most influential areas lie. To the right, a detailed breakdown of volume and money flow for each level provides the hard data behind the visual cues. This granular information allows you to dive deep into the market's structure, understanding not just where the significant levels are, but why they matter. Below the main chart, the Delta Volume Bar serves as a foundation, showing the average delta of the volume profile. This bar is more than just a measure of volume – it's a window into the underlying forces driving price movement. Just above this bar, a macro trend indicator in the form of an arrow offers a quick, clear signal of the overall market direction based on these delta volume calculations. But the Beluga Profile doesn't just show you what's happening – it helps you understand the 'why' and 'how'. The Adaptive Points of Interest feature allows you to customize your analysis, focusing on the areas that matter most to your trading strategy. You can select from various options including Money Flow, Delta+, Delta-, Volume+, and Level % (Highest), tailoring the display to your specific analytical needs. This flexibility ensures you can focus on the most relevant data for your trading style. Real-time Active Price Tracking ensures you're always in sync with the latest market movements. All of these elements work in concert, creating a symphony of market information. They empower you to: Spot key price levels with uncanny precision Foresee potential market turns before they happen Grasp the quality and strength of price moves Adjust your strategy on the fly as market conditions shift Develop a holistic understanding of market structure and participant behavior Make informed decisions backed by a clear view of the overall market trend In essence, the Beluga Profile isn't just a tool – it's your market storyteller, translating the complex language of price, volume, and money flow into a narrative that you can understand and act upon with confidence. ⬤ Smart Money Concepts (SMC) The Smart Money Concepts component of the toolkit focuses on automatically detecting key market structures crucial in technical analysis. It identifies and visualizes Break of Structure (BOS) and Change of Character (CHOCH) patterns, helping traders spot potential trend reversals and significant market movements. This includes BOS identification when price breaks previous support or resistance and CHOCH detection for potential trend reversals, with automatic detection of both bullish and bearish patterns. The latest enhancement to this feature adds a new layer of analysis through Delta Volume Calculation. When a BOS or CHOCH is detected, the toolkit calculates the delta volume within the range from the high or low point to the break point. This analysis considers all the candles in this range and determines whether the volume is predominantly bullish, bearish, or neutral. Bullish Volume: If the delta volume is bullish, a green diamond is plotted at the high or low point, indicating potential upward momentum. Bearish Volume: If the delta volume is bearish, a red diamond is plotted, suggesting downward pressure. Neutral Volume: When the volume is neutral, a yellow diamond is displayed, indicating a balance in buying and selling forces. This visual representation of volume dynamics provides an additional layer of insight, helping traders assess the strength and direction of price movements following a structure break. You can see an example of this on the attached image, where the diamonds clearly indicate the type of volume driving the breakout. The toolkit also incorporates Fair Value Gap (FVG) Detection. Fair Value Gaps represent inefficiencies in the market, where there is an imbalance between buy and sell orders. These gaps often act as magnets for price, potentially leading to future reversals or continuations when filled. The toolkit identifies and highlights these gaps, allowing traders to recognize areas where the market may seek to rebalance. Additionally, Double Top and Bottom Pattern Detection has been integrated, identifying potential reversal points at these classic price formations. Double tops signal potential bearish reversals after a price peak, while double bottoms suggest potential bullish reversals after a price dip. These patterns can be crucial indicators for traders looking to capitalize on upcoming trend changes. Smart Money Concepts help traders: Identify potential trend reversals early with a clearer view of market structure. Recognize significant changes in market structure and volume participation. Differentiate between temporary pullbacks and genuine trend changes using volume insights (color coded diamonds). Shows Fair Value gaps which helps to identify price momentum and inefficiencies in the market. This enhancement ensures that traders can not only see structural changes but also understand the volume behind those moves, leading to more informed and confident trading decisions. ⬤ Support and Resistance Levels This powerful tool is designed to identify key price levels in the market, providing traders with a clear visual representation of potential support and resistance areas. It goes beyond simple level identification by incorporating a sophisticated ranking system and adjustable sensitivity. The grading system of levels is a unique feature that evaluates the significance of high and low points in the price action. It takes into consideration how many times the price has touched or interacted with specific levels. This means that levels which have been tested multiple times are given higher importance in the ranking. For example, a price level that has acted as support or resistance three times will be ranked higher than a level that has only been touched once. By leveraging this grading system, traders can focus on the most significant levels that have repeatedly influenced price action, potentially improving the accuracy of their trading decisions and risk management strategies. This Support and Resistance Levels indicator helps traders: Identify and prioritize potential reversal points based on their historical significance and frequency of price interaction Set more accurate entry and exit points aligned with key market levels, focusing on those with higher ranking Understand the hierarchical structure of market support and resistance, distinguishing between major and minor levels Plan stop-loss and take-profit levels with greater precision, using the ranking to gauge the strength of each level Adapt their analysis to varying market strengths and volatilities, with the ability to filter out less significant levels Recognize recurring price patterns and potential breakout levels based on the ranked historical price interactions ⬤ How to Use the Toolkit Each of these indicators, while powerful on its own, works synergistically with the others to provide a more complete picture of the market. The strength of this toolkit lies in its ability to analyze the market from multiple perspectives Combining these advanced trading indicators into a cohesive toolkit empowers traders with a comprehensive, multi-dimensional view of the market that no single indicator could provide on its own. The market's complexity demands an approach that goes beyond relying on just one aspect, such as price action, volume, or order flow. Integrating these diverse indicators creates a robust analytical framework that captures the market from multiple angles, leading to more accurate insights and better-informed decision-making. Analyze Order Blocks to identify potential support/resistance and volume imbalances Use Beluga Profile for comprehensive market structure and trend analysis Monitor SMC indicators for potential trend reversals and breakouts Utilize Support and Resistance Levels for precise entry/exit points and risk management Combine insights from all tools for a multi-dimensional view of market conditions ⬤ Customization Each component of the toolkit offers various customization options to suit different trading styles and preferences. These inputs allow traders to adjust settings to better fit their analysis needs and strategies: Order Blocks - Order Blocks : Set the amount of Order Blocks on the chart. - Color Selection : Choose the color for highlighting the order blocks on your chart. Market Structure - Sensitivity : Adjust the sensitivity for detecting market structure breaks. Higher sensitivity will detect more granular breaks, while lower sensitivity focuses on more significant movements. - Data : Enable or disable the display of market structure data. - Zigzag Option : Toggle Zigzag displays from highs and lows. S/R (Support and Resistance) - Sensitivity : Control how sensitive the tool is in detecting support and resistance levels. Lower sensitivity will highlight fewer but stronger levels, while higher sensitivity may reveal more levels. - Width % : Adjust the width of the support and resistance zones to visually emphasize their importance. - Color Selection : Choose colors for both support and resistance levels for better clarity. FVG (Fair Value Gap) - Max : Set the maximum number of fair value gaps to display. Higher values will show more gaps, while lower values will focus on the most prominent ones. - Color Selection : Customize the color for the fair value gap areas. Volume Profile - Length : Define the look-back period for the volume profile analysis. A longer length considers more historical data, while a shorter length focuses on recent data. - Levs : Choose the number of volume levels to display, allowing for more or fewer volume bars within the profile. - BG : Enable or disable background shading for the volume profile. - HeatMap : Activate or deactivate the heat map overlay for volume intensity visualization. - POC (Point of Control) : Toggle the Point of Control display and choose between different metrics, such as volume+, money flow, Delta+ and Delta-, Level % (Highesr), to base the POC on. - Color Selection : Customize the color for the Point of Control line. These customization options provide traders with the flexibility to tailor the toolkit to their specific trading strategies, enhancing their ability to identify key market signals with precision. Each component of the toolkit offers various customization options to suit different trading styles and preferences. The BigBeluga Market Core Toolkit synthesizes complex market data into clear, actionable formats, providing traders with professional-level insights. It's a comprehensive market analysis system that can give traders a significant edge in understanding market behavior and identifying high-probability trade setups. While highly effective, it's recommended to use this toolkit in conjunction with fundamental analysis and sound risk management practices for optimal trading results.
Pine Script® indicatorPaid script
by BigBeluga
111
Supply, Demand and Equilibrium Zones, Interactive by DGTSupply, Demand and Equilibrium Zones, Interactive The law of supply and demand is a theory that explains the interaction between the sellers of an asset and the buyers for that asset. The theory defines the relationship between the price of a given asset and the willingness of traders to either buy or sell it. Generally, as price increases, traders are willing to supply more and demand less and vice versa when the price falls. Simply said, the higher the price, the lower the quantity demanded, and from the seller's perspective, the higher the price, the higher the quantity supplied Equilibrium zones are the price levels where both selling and buying trading activity is high, both sellers and buyres are interested at that price levels. More correctly, there is a great deal of activity on both the buy and sell side and the market stays at that price level for a great deal of time. Supply and demand are balanced or in equilibrium Supply and Demand Shifts may occur when institutional investors step in, a change in both price and quantity demanded from one point to another This experimental study attempts to presend Supply, Demand and Equilibrium Zones by measuring traded volume at all price levels on the market over a specified time period. Then the result is plotted as horizontal zones on the finacial isntrumnet's chart that highlights supply, demand and equilibrium zones at specific price levels It is important for supply, demand and equilibrium zones to understand that time is always a dimension on charts. The quantity demanded or supplied, found along the horizontal axis, is always measured in traded volume of the asset over a given time interval. Longer or shorter time intervals can influence the levels of supply, demand and equilibrium zones The study is made interactive, which requires the users to select two points on the chart, by simply clicking on the chart. In case the user would like to view different range then just dragging the vertical lines will be enough By increasing/decreasing values for supply and demand zones or equilibrium zones, you will either get the zones enlarged or detect supply and demand shifts or other equilibrium zones It is adviced to use this study in conjuction with a Volume Profile study, such as Volume-Profile-and-Volume-Indicator , Volume-Profile-Custom-Range , Anchored-Volume-Profile , and Price-Action-Support-Resistance , where volume profiles presents trading activities at specific price levels and Supply and Demand Zones can be treated as Value Area (they are not exact same but similar) for Volume Profiles Disclaimer: Trading success is all about following your trading strategy and the indicators should fit within your trading strategy, and not to be traded upon solely The script is for informational and educational purposes only. Use of the script does not constitutes professional and/or financial advice. You alone the sole responsibility of evaluating the script output and risks associated with the use of the script. In exchange for using the script, you agree not to hold dgtrd TradingView user liable for any possible claim for damages arising from any decision you make based on use of the script
Pine Script® indicator
by dgtrd
258
Delta Profile SpaceManBTCDelta Profile SpaceManBTC Delta Profile SpaceManBTC, provides 2 very useful functions to tradingview traders with increased statistic for their candles in which case they can use to add confluence to their trading style. Profile Types: There are 2 main modes as it stands: Delta Profile: Comes with the ability to show where buyers and sellers are stepping in more aggressively at which points to show a representation of trapped traders easier and aggression in the market. Volume Profile: Can be used to do the same but in a more pure volume form, as well as allows for an ease in detecting a momentum shift. Statistic Types: works with all modes Ask/Bid Ask bid gives you the pure representation of that data showing at which points buyers stepped in and seller stepped in, no additional calculation on top. Delta Delta shows the difference between, ie delta, for the ask and bid so its easier to view the difference at loss of the exact values used. Volume Volume, shows the pure volumetric values no explanation of who buyers and sellers are allowing for a clean view of what is happening in the market with no code functionality applied. The statistics are not isolated to their desired profile type as this provides the ability to use the volume profile type and delta values and vice versa, allowing users to choose which UI representation they want but which data. This allows users to get both parts of the picture at any one time! Using the tick data provided i am able to accurately caclulate the information, however this means for historical data there is none until the script is run for a period of time without stopping. The tool is a method of providing flow data to the tradingview community, it can allow for good confluences at key levels of interaction E.G., key swing points/S/R points is when its accuracy for trading shines and can give you a good understanding of whats happening at that time in the market. Highly recommend dialing the ticksize manually. this provides greater consistency, auto ticksize was made for entry level users to quickly get a feel of the indicator but manually tuning to get the data you require without too much noise is very useful. TO DO: Sessions: accounting for Asia,Europe and North America Tick based candles. e.g number of ticks before a new candle is generated.
Pine Script® indicator
by spacemanbtc
69
Quantum Volume Point of Control (VPOC)Many forex traders are familiar with the concepts of volume price analysis as enshrined in Wyckoff’s three laws of effort and result, cause and effect and supply and demand. This is the linear relationship between volume and price. Now with the Volume Point of Control, this relationship is taken to the next level adding the concept of time and inspired by the ideas behind market profile. The Quantum Volume Point of Control, or VPOC indicator blends ALL THREE of these important aspects of trading into a single powerful and visual indicator. The Quantum VPOC indicator takes the analysis of volume and price to a higher level, which both complements and expands the VPA relationship. Whilst the Quantum tick volumes indicator considers the relationship between a single volume bar and its associated candle on the price time x-axis or groups of candles and volume bars, the Quantum VPOC indicator analyses the density and intensity of volume over time against price. In other words, the volume price relationship on the y axis. It does this in three distinct ways as follows: First, the Quantum VPOC indicator constructs the Volume Profile from a set number of bars in history to the most current bar. The Volume Profile is then presented as a vertical histogram shown at the right edge of the chart – a stack of horizontal bars of varying lengths, but of equal height representing the amount of activity at each price level. Second, the Quantum VPOC analyzes the Volume Profile to find the key price levels where activity is strong and rising, or weak and falling. In other words, the indicator looks for peaks (long bars) of the Volume Profile where price tends to be attracted as these are areas where price was previously accepted. These are called High Volume Nodes (HVN). The indicator also looks for troughs or valleys (short bars) of the Volume Profile where price tends to be repelled as these are areas where price was previously rejected. These are referred to as Low Volume Nodes (LVN). Both types of price level act as precise zones of support and resistance and as such are projected across the chart within the given period. Third, the Quantum VPOC indicator looks for the Highest Volume Node or the highest peak in the Volume Profile and marks it as the Volume Point of Control – the price level which acts as the fulcrum from which price pivots. The indicator completes its calculations and updates as each new volume bar is delivered. The result is a chart revealing the overarching influence of volume at price, coupled with time. The Quantum VPOC indicator displays several key pieces of information on the chart as follows: - Volume Profile – this appears as a histogram of volume on the vertical price axis on the right-hand side of the chart. The peaks and troughs are clearly displayed highlighting both High and Low Volume nodes. - High volume node (HVN) – this is where we have a bulge in the volume profile generally because of an extended phase of price congestion. As a result, as the market approaches these regions on the chart price action is likely to become waterlogged with further congestion likely with the node acting as a strong area of support or resistance. As we have seen a strong acceptance of price at this level in the past, this is likely to be repeated with the market swinging in a range. Ultimately the market may reverse off these levels, with any move through then confirming the current sentiment. - Low volume node (LVN) – this is where we see low volume in the volume profile. In these regions, the market has only paused temporarily – in other words a region where price has been rejected in the past. As such we are likely to see the market move quickly through these regions with little in the way of resistance or support acting to prevent a further advance of decline in price. The current sentiment is likely to continue and build quickly through these levels. - Support and Resistance Zones – these are drawn at the High and Low Volume nodes to highlight the various HVN and LVN levels on the price axis. - Volume Point of Control Line – this is drawn as a single line on the highest volume of the High Volume Node in the timeframe and clearly defines the tipping point of sentiment. This moves dynamically and represents the fulcrum of market sentiment where price has reached agreement, before moving on. If it is above the price action, then the current market sentiment is bearish. If it is below the current price action, then the current market sentiment is bullish. The VPOC Line reveals this balance simply, quickly, and clearly allowing you to judge market sentiment with accuracy and confidence. As with all the Quantum Trading indicators, the VPOC indicator is dynamic, constantly changing and updating to reflect the relentless shift in sentiment as the market moves from bullish to bearish and back again. The indicator works in all timeframes and provides a powerful and much deeper understanding of support and resistance through the prism of volume and the associated High and Low Volume Nodes, with the Point of Control itself, acting as the fulcrum of the market.
Pine Script® indicator
by QuantumTradingSoftware
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