HTF Log-Regression Volume Profile [BigBeluga]🔵 OVERVIEW
The HTF Log-Regression Volume Profile is an advanced technical indicator created by BigBeluga to map higher-timeframe logarithmic regression channels combined with an integrated volume profile distribution. Traditional volume profiles are often fixed to standard horizontal ranges or static session boxes that fail to capture curving price trends and logarithmic growth dynamics. In order to provide a solution to this problem, this indicator calculates adaptive higher-timeframe sessions using logarithmic regression curves and standard deviation boundaries, plotting internal volume histogram bins and Point of Control (POC) lines directly onto the chart.
The indicator aims to visualize institutional volume distribution, equilibrium pricing, and structural value areas across multi-bar sessions. The core element of its calculation involves evaluating logarithmic regression slope and intercept metrics alongside session standard deviations defined as:
= f_log_regression(close, htf_length)
float deviation = ta.stdev(close, htf_length)
where slope and intercept establish the curving regression baseline, and deviation dictates the channel width for the volume profile bounds. Higher values of bin counts and channel width multipliers allow the indicator to filter out minor market noise and isolate major high-volume structural nodes.
🔵 FEATURES
The system utilizes a multi-layered matrix structure to provide actionable market intelligence:
1 — Higher-Timeframe Adaptive Engine
Auto HTF Resolution: Automatically adapts higher-timeframe sessions based on the chart's current resolution or allows manual session customization.
Session Tracking & History: Maintains active session boundaries while archiving historical finished sessions up to a user-defined limit.
2 — Logarithmic Regression Channels & Projections
Regression Bounds: Plots session high, low, and equilibrium midlines curved along a logarithmic regression formula via math.exp(intercept + slope * htf_length) .
Level Extensions: Projects session boundaries and midlines forward into future bars using configurable extension limits.
3 — Integrated Volume Profile & POC Tracking
Horizontal Volume Bins: Projects dynamic volume profile histograms inside the regression channel using custom polylines and color-coded delta metrics.
Point of Control (POC): Highlights the highest-volume price node within the active session via a dedicated POC line and provides an interactive statistics dashboard box.
🔵 HOW TO USE
Apart from the basic visualization of regression channels, this tool can also act in alternative ways to support decision-making:
Identify Value Areas via Volume Profile: Observe the horizontal volume bins and the Point of Control (POC) line to spot where the heaviest volume concentration occurred during the higher-timeframe session.
Trade Channel Rejections: Use the upper and lower logarithmic regression boundaries and their forward extensions as dynamic support and resistance zones.
Monitor Buying and Selling Pressure: Check the integrated statistics label displaying buy volume, sell volume, and net delta percentage to gauge order flow dominance within the active session.
🔵 NOTES
Why this implementation is unique:
It merges logarithmic regression channels with an internal volume profile distribution across higher-timeframe sessions.
The dynamic polyline volume profile engine automatically adapts bin widths to curving regression slopes.
The script is fully optimized for Pine Script version 6, utilizing advanced user-defined types, custom arrays, and polyline rendering for maximum performance.
Indicator
HTF Auction Candle (Zeiierman)█ Overview
HTF Auction Candle (Zeiierman) is a multi-timeframe auction profiling indicator that reconstructs the currently forming Higher Timeframe candle and analyzes the lower-timeframe activity developing inside it.
Rather than viewing the Higher Timeframe candle only as a single OHLC structure, the indicator breaks its full high-to-low range into individual price cells. It estimates how buying and selling activity is distributed across those levels.
Battle Bubbles provide an additional view of the auction by showing which side is winning across broader price segments and the relative strength of each battle.
█ HTF Auction Structure
The center of the indicator displays the reconstructed Higher Timeframe candle.
⚪ Buy and sell activity is displayed on opposite sides of the candle:
• Sell activity extends to the left.
• Buy activity extends to the right.
The width of each profile section represents the estimated amount of activity concentrated at that price level. Wider areas therefore highlight prices where greater participation occurred during the developing Higher Timeframe auction.
⚪ When Delta Dominance is enabled, each price cell also compares estimated buying and selling activity.
• Positive Delta extends to the right.
• Negative Delta extends to the left.
• Larger Delta cells represent stronger directional imbalance.
⚪ Battle Bubbles summarize buyer-versus-seller control across 20 equal sections of the Higher Timeframe range.
• Green bubbles indicate a buyer win.
• Red bubbles indicate a seller win.
• Larger bubbles represent stronger battles with greater participation.
Together, the Volume Wings, Delta Dominance, and Battle Bubbles provide different views of participation, imbalance, and directional control inside the developing Higher Timeframe candle.
█ How It Works
⚪ Higher Timeframe Reconstruction
The indicator reconstructs the selected Higher Timeframe candle using its live open, high, low, and current close. The high and low are also linked back to the chart bars where those extremes first formed.
⚪ Lower Timeframe Sampling
The internal auction is built from Lower Timeframe candles, using their open, high, low, close, and volume. The selected Lower Timeframe must remain below the Higher Timeframe and cannot exceed the chart timeframe.
⚪ Buy and Sell Volume Estimation
Each Lower Timeframe candle’s volume is divided into estimated buy and sell activity using its close position, candle direction, and wick structure.
buyVolume = volume × buyShare
sellVolume = volume - buyVolume
A stronger bullish structure receives a larger estimated buy share, while a stronger bearish structure receives a larger sell share. This is an estimation model and does not use true bid and ask transaction data.
⚪ Price Cell Distribution
The Higher Timeframe range is divided into Price Cells, with each Lower Timeframe candle contributing activity only to the cells touched by its range.
Buy and sell volume is weighted toward separate directional areas, while Cell Concentration controls how tightly that activity is distributed.
⚪ Volume Wings
Estimated sell activity forms the left profile and buy activity forms the right profile. Wider sections indicate greater participation at that price level.
⚪ Delta Dominance
Delta measures the difference between estimated buy and sell activity inside each Price Cell.
delta = buyVolume - sellVolume
• Positive Delta indicates stronger estimated buying.
• Negative Delta indicates stronger estimated selling.
• Wider Delta areas represent stronger imbalance.
⚪ Battle Bubbles
The Higher Timeframe range is divided into 20 equal Battle segments.
Each segment combines estimated volume Delta with directional Lower Timeframe win consistency to determine buyer or seller control.
• Green bubbles indicate buyer control.
• Red bubbles indicate seller control.
• Larger bubbles represent stronger battles with greater participation.
Bubble size is normalized against the strongest Battle segment in the current Higher Timeframe candle.
⚪ Higher Timeframe Delta
The indicator also calculates estimated Delta across the entire Higher Timeframe candle.
Delta % = 100 × (Buy Volume - Sell Volume) / Total Volume
Positive values indicate overall buying dominance, while negative values indicate selling dominance.
█ How to Use
⚪ Analyze the Developing Higher Timeframe Candle
Use the reconstructed candle to monitor a Higher Timeframe auction without leaving the current chart timeframe.
Instead of waiting for the Higher Timeframe candle to close, traders can observe how its structure and internal participation are developing in realtime.
This can be useful when monitoring larger timeframe candles from lower execution timeframes.
⚪ Identify High-Participation Areas
Wide sections of the Volume Wings show price levels where more estimated activity has accumulated.
These areas can highlight important zones of acceptance, consolidation, support, resistance, or repeated participation within the current Higher Timeframe candle. Narrow profile areas show prices where relatively less activity occurred.
⚪ Use the Control Price
The Control Price identifies the price cell with the highest combined estimated activity.
Traders can use it as a reference for where the current Higher Timeframe auction has concentrated the greatest participation.
Price holding around the Control Price can suggest continued acceptance, while movement away from it can help highlight changes in the developing auction.
⚪ Read Delta Across the Range
Delta Dominance shows which side is stronger at individual price levels.
• Positive Delta highlights areas of stronger estimated buying activity.
• Negative Delta highlights areas of stronger estimated selling activity.
• Large Delta cells highlight stronger directional imbalance.
This can help reveal whether buying or selling pressure is concentrated near specific parts of the Higher Timeframe candle.
For example, strong positive Delta near the upper portion of the range can show aggressive bullish participation, while strong negative Delta near the highs can indicate selling pressure developing into higher prices.
⚪ Read the Battle Bubbles
Battle Bubbles provide a simplified view of which side is winning across different parts of the Higher Timeframe range.
Clusters of larger buyer or seller bubbles can highlight areas where directional control is especially strong, while smaller bubbles indicate weaker or less significant battles.
They can be used alongside the Volume Wings and Delta Dominance to distinguish broad directional control from the more detailed activity occurring inside individual price cells.
█ Settings
Higher Timeframe: Selects the Higher Timeframe candle used for the live auction. It must be greater than the chart timeframe.
Auto LTF: Automatically selects a suitable Lower Timeframe used to build the internal auction.
Manual LTF: Selects the Lower Timeframe manually when Auto LTF is disabled. It must remain below the Higher Timeframe and no higher than the chart timeframe.
Price Cells: Controls how many price levels divide the Higher Timeframe range. More cells provide finer profile and Delta resolution.
Cell Concentration: Controls how tightly estimated buy and sell activity is distributed around each Lower Timeframe candle's directional activity centers.
LTF Sample Capacity: Sets the maximum number of Lower Timeframe samples retained before older samples are compressed to maintain performance.
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Disclaimer
The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Indicator
Order Flow Profiler (Zeiierman)█ Overview
Order Flow Profiler (Zeiierman) is a price-based volume profiling indicator that estimates how buying and selling activity is distributed across different price levels within a selected chart window.
Rather than displaying only total volume, the indicator divides the selected auction range into individual price cells and estimates how much buying and selling activity occurred inside each area.
Each candle’s volume is separated into estimated buy and sell participation using its close position, candle body direction, and wick structure. That activity is then distributed across the price levels the candle touched.
The result is a two-sided Order Flow Profile that helps visualize where buyers and sellers were most active, where one side dominated, and where significant pressure imbalances developed.
⚪ Order Flow Profile
The profile is divided around a central spine.
Sell activity extends to the left while buy activity extends to the right.
The width of each profile row represents the estimated amount of activity occurring at that price level. Larger profile sections therefore highlight prices where more participation was concentrated.
When Delta Dominance is enabled, the indicator also compares estimated buy and sell activity inside each individual price row.
• Positive Delta extends to the right and highlights prices where buying activity is stronger.
• Negative Delta extends to the left and highlights prices where selling activity is stronger.
• Larger and more prominent Delta cells indicate a stronger imbalance between both sides.
This allows the profile to show both where activity occurred and which side dominated at each price level.
█ How It Works
⚪ Buy and Sell Volume Estimation
Each candle’s volume is divided into estimated buy and sell activity using its close position, body direction, and wick structure.
buyVolume = volume × buyShare
sellVolume = volume - buyVolume
⚪ Price Cell Distribution
The profile range is divided into Price Cells, and each candle’s estimated buy and sell volume is distributed across the prices it traded through.
Cell Concentration controls how tightly that activity is focused around its estimated buy and sell centers.
⚪ Control Price
The Control Price is the price cell with the highest combined buy and sell activity.
Its color shows which side is dominant at that level.
⚪ Acceptance Area
Starting from the Control Price, the indicator expands through neighboring cells until the selected percentage of total profile activity is included.
This produces the Upper Acceptance Level and Lower Acceptance Level shown in the Data Window.
⚪ Delta Dominance
Delta measures the difference between estimated buy and sell activity at each price cell.
delta = buyVolume - sellVolume
• Positive Delta shows buy dominance.
• Negative Delta shows sell dominance.
Stronger imbalances create larger Delta cells.
⚪ Pressure Detection
Pressure Flags detect significant diagonal imbalances between neighboring price cells.
Buy Pressure compares buying activity with sell activity below, while Sell Pressure compares selling activity with buy activity above.
▲ indicates Buy Pressure.
▼ indicates Sell Pressure.
⚪ Active Profile Readout
The live profile is divided into broader price segments that compare total buy and sell activity within each area.
• BUY x MORE shows buyer dominance.
• SELL x MORE shows seller dominance.
• BALANCED shows no meaningful directional advantage.
This provides a faster summary of directional activity across the profile.
⚪ Historical Profiles
Historical Profiles preserve earlier profile snapshots, including the profile wings, Delta, Control Price, range caps, and Pressure Flags.
This allows traders to compare how the auction structure changes over time.
█ How to Use
⚪ Identify High-Volume Areas
Wide sections of the profile show price levels where activity was higher. These areas can help highlight important zones of participation, support, resistance, or consolidation.
⚪ Use the Control Price
The Control Price marks the price level with the highest combined buy and sell activity.
Traders can use it as a key reference level for acceptance, rejection, or potential mean reversion.
⚪ Read Buy and Sell Dominance
The profile wings, Delta cells, and Active Profile Readout help show which side is stronger at different price levels.
• Buy dominance can support bullish continuation or absorption.
• Sell dominance can support bearish continuation or rejection.
• Balanced areas show more even participation between both sides.
⚪ Compare Historical Profiles
Historical Profiles help show how the auction changes over time.
A rising Control Price and stronger buy activity can suggest improving bullish participation, while a falling Control Price and stronger sell activity can suggest increasing bearish participation.
The profile is most useful when combined with price structure, trend, support and resistance, and the surrounding market context.
█ Settings
Lookback Bars: Sets how many chart candles are used to build the profile.
Price Cells: Controls the number of price levels used inside the profile.
Cell Concentration: Controls how tightly estimated buy and sell activity is distributed around each candle’s activity centers.
Pressure Ratio %: Sets how strong a buy or sell imbalance must be before a Pressure Flag can appear.
Historical Profiles: Enables previous profile snapshots on the chart.
Snapshot Every Bars: Sets how often historical profiles are created.
Active Profile Readout: Enables the segmented BUY, SELL, and BALANCED summary beside the live profile.
Segments: Controls how many price sections are used in the Active Profile Readout.
Balanced Below x: Sets how close buy and sell activity must be for a segment to display BALANCED.
Delta Dominance: Shows which side dominates at each individual price cell.
Pressure Flags: Enables buy and sell pressure markers.
Wing Width: Controls the maximum width of the buy and sell profile wings.
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Disclaimer
The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Indicator
Structural Liquidity & POC Matrix [BigBeluga]🔵 OVERVIEW
The Structural Liquidity & POC Matrix is a clean, automated price action terminal built to track institutional key levels. It isolates important market highs and lows over a set lookback period and instantly projects them onto your chart as trailing liquidity lines.
Additionally, the script calculates a dynamic volume profile between those major high and low structural markers. Instead of scattering lines everywhere, it neatly draws this volume breakdown on the right side of your workspace to reveal exactly where the heaviest trading occurred and highlights the Point of Control (POC).
🔵 FEATURES
The toolkit maps out key market interaction zones using a streamlined structural tracking framework:
1 — Dynamic Liquidity Range Tracking
Automated Sweep Highs & Lows: The engine scans your chart using a set lookback period ( Liquidity Length ) to find key historical highs and lows, drawing sharp levels right at those turning points.
Smart Fading Level Lines: Once a liquidity line is plotted, it trails forward until it hits a customizable timer limit ( Fade Liquidity ). The line smoothly fades out and resets over time, ensuring your chart stays perfectly clean.
Visual Breakout Diamond Markers: The exact moment price action breaks or shifts out of a previously established liquidity level, the script prints a sharp diamond symbol (◆) to flag the market sweep.
2 — Adaptive Sidebar Volume Profile & Matrix
Right-Side Profile Alignment: To keep your workspace completely clear of clutter, the script shifts the historical volume breakdown out of the way, plotting it onto the right margin of your screen ( Profile Offset ).
Structural Volume Distribution: The engine tallies up all volume traded between the active major high and low blocks. It dynamically projects the results as a clean structural polyline matrix block, colored to match the dominant market flow.
Point of Control (POC) Target Line: The system automatically scans your volume data to pinpoint the absolute heaviest volume node ( Point of Control (POC) ). It stretches a bright line ( POC Color ) from the start of the structure all the way through the profile to reveal major institutional fair value anchors.
// Volume Profile Array Bins & POC Target Index Lookup
volBins = array.new(size, 0.0)
for i = start to bar_index
price = close
binIdx = math.floor((price - profBot) / atr)
if binIdx >= 0 and binIdx < size
array.set(volBins, binIdx, array.get(volBins, binIdx) + volume )
maxVol = array.max(volBins)
pocBinIdx = volBins.indexof(maxVol) // Find the exact index of the POC
🔵 HOW TO USE
Integrating these structural matrix lines into an everyday trading plan follows a clear, step-by-step strategy structure:
Isolate the Active Range Boundaries: Monitor the top orange and bottom blue tracking lines to instantly map the current structural playing field. These trailing boundaries reveal exactly where short-term stops and market liquidity pool rest.
Locate the Institutional Fair Value Anchor: Look for the bright yellow Point of Control line stretching across the chart. This level shows you where the largest amount of volume has changed hands, identifying a strong support or resistance anchor for future retests.
Execute Trades Off Range Sweeps: Watch the chart closely when price sweeps past an outer liquidity line and prints a diamond indicator. If price snaps back inside the range, look to ride the reversal momentum straight across the matrix toward the yellow POC target line.
🔵 NOTES
Why this implementation is unique:
It acts as a compact, self-cleaning support and resistance tool by automatically fading out old level lines before they can crowd your screen.
Rather than forcing you to look at a fixed, unmoving session volume profile, it anchors its volume calculation directly between the active high and low price pivots.
The smart polyline rendering engine keeps your trading window uncluttered by cleanly shifting detailed volume histograms entirely over to the right margin space.
Indicator
Volume Profile Pullback SniperHow to Use the Volume Profile Pullback Sniper
The Volume Profile Pullback Sniper is designed around Auction Market Theory (AMT). Instead of relying on standard visual indicator overlays, it calculates Point of Control (POC), Value Area High/Low (VAH/VAL), and Low Volume Nodes (LVNs) mathematically directly from chart OHLCV data.
1. Choosing the Right Mode & Timeframe
The indicator operates in two distinct profile calculation modes depending on your trading style:
Session Mode (Best for Day Trading / Scalping)
Timeframes: 1-minute to 15-minute charts.
Assets: High-liquidity markets (E-mini / Micro Futures, BTC/ETH, Major Forex pairs, Mega-Cap Stocks).
How it works: Resets the profile at every session start (Daily or Weekly). This mode enables Setup F (Naked POCs) from previous sessions, which act as high-probability price magnets.
Fixed Range Mode (Best for Swing Trading)
Timeframes: 30-minute to 4-hour charts.
How it works: Uses a rolling lookback window (e.g., last 100–200 bars) to build a continuous profile regardless of session boundaries.
2. Trading the 6 Setups
Setup A: POC Pullback (Trend Re-entry)
Logic: The Point of Control represents fair value where the most volume was transacted. In a trending market, price pulls back to the POC to retest consensus before resuming the trend.
Execution: Take Longs when price approaches POC from above and forms a rejection wick/bullish close. Take Shorts when price approaches from below.
Setup B: VAH / VAL Pullback (Value Area Support & Resistance)
Logic: The Value Area (VA) contains 70% of transacted volume. VAH acts as resistance from below, and VAL acts as support from above.
Execution: Long at VAL (buying value at a discount); Short at VAH (selling value at a premium).
Setup C: LVN Rejection (Low-Friction Bounces)
Logic: Low Volume Nodes (LVNs) represent price levels where the market spent little time and transacted minimal volume. These are areas of disagreement and friction.
Execution: Price typically reacts aggressively at LVNs. Use LVN rejections for quick, high-velocity counter-moves or continuation bounces.
Setup D: LVN Breakaway (Momentum Expansion)
Logic: Because there is minimal volume resting inside an LVN, an aggressive market order flow can push price straight through it with high speed (slippage/vacuum effect).
Execution: Disabled by default. When enabled, it triggers when a strong expansion bar breaks clean through an LVN with high volume.
Setup E: Failed Auction / Value Area Return (Mean Reversion)
Logic: Price breaks outside the Value Area (above VAH or below VAL), fails to find buyers/sellers to extend the move, and re-enters the Value Area.
Execution: Short when price dips back below VAH after an attempted upside breakout; Long when price climbs back above VAL after a downside breakdown.
Target: The POC or the opposite side of the Value Area.
Setup F: Naked POC Retest (Session Mode Only)
Logic: A "Naked POC" is an unvisited POC from a prior session. Markets frequently return to clear these unvisited levels.
Execution: Trade the first touch/rejection of a Naked POC as a high-conviction support/resistance level.
3. High-Probability Confluence Checklist
To maximize win rate and reduce noise, keep key context filters enabled:
Filter Rule Why it matters
Trend MA Filter Longs above 200 EMA / Shorts below Prevents trading counter to the primary trend.
Poor High / Low Filter Blocks Shorts at VAH if Poor High exists; Blocks Longs at VAL if Poor Low exists A "Poor High/Low" means market auction was cut off without excess/tail; price is likely to break through to complete the auction.
VA Migration Longs only on rising/neutral VA; Shorts on falling/neutral VA Ensures you trade in alignment with moving institutional value.
HTF POC Bias Longs above higher-timeframe POC; Shorts below Aligns local setups with macro structural fair value.
4. Execution & Risk Management Blueprint
Entry
Enter on the close of the signal bar when a marker appears on the chart.
Confirmation type can be adjusted in inputs: Wick-Rejection (fastest entry), Close-Confirmation (safer, confirmed direction), or Wick or Close.
Stop Loss Placement
Place Stop Loss 2 to 5 ticks beyond the local swing high/low of the rejection wick, or outside the Value Area boundary (VAH/VAL) plus the configured tolerance band.
Take Profit Targets
Target 1 (50% position): The POC (if entering from VAH/VAL) or the nearest LVN.
Target 2 (Remaining position): The opposite Value Area boundary (e.g., enter at VAL → TP1 at POC → TP2 at VAH). Indicator
Indicator
Trade Wzrd - Tide [Rampage Series]✨ TRADE WZRD - TIDE ✨
Every price level has an owner. Not a metaphor - a measurement.
Tide splits the range's volume row by row into buy mass and sell mass , finds the levels one side owns outright, and draws them as living lines on the chart - with a graveyard of the levels that came before.
⚡ THE RAMPAGE SERIES ⚡
Tide is a release in the Rampage Series - a growing family of volume-and-levels tools built by Trade Wzrd. Every Rampage script ships with the same built-in automation layer: signals don't just paint, they speak. One alert, one webhook, and every entry, exit and fill fires a plain-text order string.
⚡ THE OWNERSHIP ZONES (THE HERO) ✨
Every bar's volume is divided by who won the close - bars that closed high are buyers' mass, bars that closed low are sellers' mass - then spread across the price rows it touched. When one side owns 65%+ of everything traded at a row (your threshold), that row is a SHELF. Tide paints the two that matter right now as ownership ZONES : the highest buyer shelf below price as a soft cyan field, the lowest seller shelf above it in red - the exact band one side owns, a glow bed under a bright edge, and the ownership printed right inside the zone: "78% OWNED BY BUYERS" . A tag at the right edge carries the price and the percentage; hover it for who owns it, since when, and exactly where it dies. A zone stays alive until price closes clean through it - then it dies where it fell, no ghost, because a failed level is just a line.
⚡ THE FOSSILS (THE HISTORY) ✨
When a shelf is replaced - not broken, just handed off to the next level - it fades into a fossil: a dotted ghost in its owner's color, frozen at the bar it was born. Fossils stay on the chart until the market mitigates them: price trades through a ghost and it's erased. What's left is the archaeology of the setup - every level that used to matter, still standing where it stood, until the market itself takes it down. Cap the graveyard or turn it off in the Fossils group.
⚡ THE POOLS (THE LIQUIDITY) ✨
Equal highs and equal lows are not coincidences - they're where the stops rest. Tide clusters swings within a tolerance you set into liquidity POOLS, and draws them as gold levels: the exact price, the touch count that built them (×3 = three equal highs worth of stops), dashed while the liquidity rests. Then the raid comes: a wick through the pool that closes back = the sweep. The chart stamps it in gold, the pool marks itself TAKEN in dots, and it dies honestly when price consumes it or time forgets it. And here's the fusion: a fresh sweep near a shelf fuels the defense - conviction rises, and the chip's hover tells you exactly why: "the sell stops are already taken." The dashboard's POOLS row names the nearest pool each side with its touches and distance in ATR.
⚡ THE CROWN & THE CENTER ✨
The dashed white line is the Point of Control - the row where the most mass traded in the range, price tagged at its end. The optional volume-center line is the 50/50 magnet every defense aims for. The full ownership numbers - undertow, POC, shelf count, balance - live on the dashboard, one glance away.
⚡ THE DEFENSE (THE SIGNAL) ✨
Price returns to a shelf and the owners defend it: a dip into a buyer shelf that closes back above = BUY · DEF. A poke into a seller shelf that closes back below = SELL · DEF. One defense per shelf per touch - a fired shelf releases only when price escapes it cleanly, so fresh touches can defend again but wick-spam cannot. Stops frame the shelf's far edge: if price trades through the shelf, the defense failed, honestly. Targets default to the VOLUME CENTER - the 50/50 magnet of the range's mass - capped at 3R with an R-multiple fallback.
⚡ THE UNDERTOW ✨
Beneath the rows, one number: the range's net delta. BULL +18% means the mass leans long; BEAR -12% means it leans short; BALANCED means the tide is slack. It's the dashboard's top row because it's the context every defense swims in.
⚡ CONVICTION & THE DATABASE ✨
Every defense carries one compact number - CONVICTION. Underneath: this chart's own live database, defenses bucketed by the shelf's dominance (owned / dominated / ruled) . That tier win rate is the base - then the score bends with the scenario: how owned the shelf is, balance alignment (defending from the side of value), kinetic fuel, absorption. Fused into one grade from 5 to 95. Hover any chip: the shelf's exact price band, who owns it and by how much, the tier's win rate and sample depth, balance, undertow, fuel. Nothing hidden.
⚡ THE SCHEDULE ✨
Every closed trade is filed by session - Asia, London, New York, off hours - and the dashboard learns which hours the defenses hold on this chart, with this logic. When the schedule has enough receipts, BEST SESSION names the shift.
⚡ BUILT-IN AUTOMATION ⚡
One alert ("Any alert() function call") + your webhook URL, and Tide speaks Trade Wzrd order strings:
⚡ Entries with SL/TP prices attached
⚡ Optional opposite-signal close prepended to new entries
⚡ TP/SL-hit close alerts that mirror the on-chart trade box
The same readable comma syntax drives automation across 7+ platforms - percent-risk or fixed-volume sizing, magic numbers, order comments. No lock-in: plain text, any endpoint.
✨ HOW TO READ IT ✨
⚡ Cyan zone below price = the band buyers own, defending longs - ownership % printed inside, price + % on the edge tag
⚡ Red zone above price = the band sellers own, defending shorts - same receipts
⚡ A zone that vanishes without a ghost = it broke: price closed clean through it. Failed levels leave no fossils
⚡ Dotted colored ghosts = fossils: shelves that handed the job off, standing until the market mitigates them
⚡ Gold dashed levels = liquidity pools: equal highs/lows where stops rest - tag shows price × touches
⚡ Gold POOL ×3 stamps = the raid: stops swept and rejected; the pool goes dotted TAKEN until it dies
⚡ A defense firing right after a sweep = the strongest setup Tide knows - conviction gets the fuel, hover says why
⚡ Dashed white line = the Point of Control, price tagged - where the most mass traded in the range
⚡ BUY · DEF 68 / SELL · DEF 71 chips = a shelf defended itself - the number is conviction
⚡ Gold diamonds = absorption: climax volume, no progress - someone ate the book right there
⚡ Dashboard: undertow, POC, shelf count, who's defending, database, best session, record, fuel
⚡ HOW TO USE ⚡
⚡ Drop it on any liquid symbol with volume, 15m to 4H - ownership maps everywhere
⚡ Let it run. The database and the session schedule start empty - they grow teeth from this chart's own history
⚡ Watch the tiers: if ruled shelves (90%+ ownership) earn more than owned ones, raise Shelf Dominance and let the weak ones go
⚡ Set Min Win Probability once the tiers have samples - cold tiers filter themselves out
⚡ Turn on Balance Alignment to defend only from the side of value
⚡ Wire one alert when you're ready to automate
✨ LIMITATIONS ✨
⚡ Buy/sell mass is estimated from where each bar closed inside its range - a proven approximation, not exchange order-flow. On symbols without volume, the profile, undertow and conviction stand down
⚡ Conviction starts from this chart's own history , tiered - a sample, not a promise. Small samples lie confidently; the hover tells you when a tier is young
⚡ The database resets when you change symbols, timeframes, or core settings - every context earns its own track record
⚡ Shelves defend best in rotation; in runaway breakouts price doesn't come back to defend anything - that's what the trade box's stop is for
Rift maps WHERE the volume traded. Tide knows WHO OWNS EVERY PRICE - and watches them defend it. Null Range knows WHERE THE VOLUME NETS TO NOTHING.
Educational shell. Not financial advice. Not a signal service.
Indicator
Auction Regime Engine [v1.4 Historical Auction Spans]Here’s a polished TradingView-ready description in the same BBCode style you’ve used before.
Overview
Auction Regime Engine is a volume-profile and footprint-based auction analysis tool designed to visualize how value forms, migrates, compresses, expands and gets revisited over time.
The indicator combines a broad adaptive volume profile with historical auction episodes and a stateful regime engine.
Instead of asking only:
“Where is the current POC / VAH / VAL?”
it tries to answer a more useful set of questions:
Where has meaningful value formed?
Was that value built once or revisited multiple times?
Is participation increasing or decreasing between revisits?
Is price currently balancing, compressing, probing, accepting or rejecting value?
If price leaves value, is the auction migrating toward another volume cluster or rotating back toward POC?
Core Concept
Traditional volume profiles aggregate volume by price, but they do not always make it easy to understand when that volume was created.
Auction Regime Engine adds a time dimension.
A broad volume concentration may contain several separate historical auctions:
C2A — Initial value development
Price leaves the area
C2B — Later revisit and value development
Each episode is displayed separately so changes in participation and accepted value can be compared directly.
Adaptive Volume Cluster Map
The right-side profile builds a high-resolution composite volume map across a broad adaptive lookback.
The engine:
Aggregates native TradingView footprint volume by price
Automatically adapts the profile horizon to the chart timeframe
Adjusts profile resolution based on market range and volatility
Applies Gaussian smoothing to identify meaningful volume concentrations
Detects dominant HVN-style clusters
Uses low-volume valleys to separate neighboring distributions
Calculates local POC, VAH and VAL for each cluster
The result is a map of the major accepted-value regions currently present in the auction.
Historical Auction Spans
The indicator also searches the profile history for distinct periods where each price cluster was actively accepted.
For every significant episode it draws:
The full historical time span of the auction
Episode-specific VAH and VAL
Episode-specific POC
A compact volume profile inside the historical span
This makes repeated development in the same price region visible as separate auctions rather than combining everything into one historical box.
For example:
C2A BASE
...
C2B VOL -18% POC ↑
This means the same broad value region was revisited later, but the second auction developed approximately 18% less participation per bar while its accepted POC migrated higher.
Auction Evolution
Historical episodes belonging to the same cluster are connected with subtle dotted lines.
These connections help visualize two important changes:
Value migration — whether the episode POC moved higher or lower
Participation change — whether volume intensity strengthened or weakened on the revisit
This allows the historical map to show not only where value existed, but how the auction evolved each time price returned.
Current Auction Regime
The live engine evaluates the active cluster and classifies the current market environment.
Possible states include:
BALANCE
COMPRESSION
PROBE ↑ / ↓
ACCEPTED ↑ / ↓
ROTATING ↑ / ↓
MIGRATED ↑ / ↓
The goal is not to predict the next candle.
The goal is to distinguish between two very different auction outcomes:
Price leaves value + participation expands + acceptance develops
→ potential value migration / continuation
Price tests outside value + participation fails + price returns
→ rejection / rotation toward POC
Expansion and Acceptance Model
The live scoring engine evaluates several components together:
Relative volume
Range expansion relative to ATR
Footprint delta
Percentage of current footprint volume trading outside value
Current footprint POC migration
Consecutive closes outside the value area
These are combined into Participation, Expansion and Acceptance scores.
The dashboard displays them as:
P / E / A
for both bullish and bearish directions.
Dashboard
The compact dashboard separates three different concepts:
MARKET — compression / expansion environment
AUCTION — current cluster and whether price is inside or outside accepted value
FLOW — current state-machine transition such as rotation, probe or acceptance
It also displays:
Active VAH / VAL
Active cluster
Relative volume
Footprint delta
Participation / Expansion / Acceptance scores
Current auction target
Event Tape
Important auction transitions can also be shown directly on the candles.
Events include:
P↑ / P↓ — Probe
A↑ / A↓ — Accepted expansion
F↑ / F↓ — Failed break
M↑ / M↓ — Migration
R↑ / R↓ — Rejection / rotation
The indicator uses event priority and cooldown logic to reduce repeated signals and chart clutter.
Target Logic
When price remains inside accepted value, POC remains the natural rotational reference.
When price achieves accepted expansion outside value, the engine can instead reference the POC of the next detected volume cluster.
Conceptually:
Rejected breakout
→ rotate toward current POC
Accepted breakout
→ migrate toward neighboring value / next POC
Adaptive Mode
Adaptive Mode is enabled by default.
It automatically adjusts:
Profile lookback
Price-bin resolution
Gaussian smoothing
Cluster separation
Cluster selectivity
Historical event lookback
Structure refresh cadence
Compression thresholds
Expansion / acceptance thresholds
The intention is for the indicator to require minimal configuration across different timeframes.
Advanced manual overrides remain available for users who want more control.
Visual Modes
Clean
Designed for normal chart use.
Shows:
Current context profile
Most important historical auction spans
Active value structure
Sparse event markers
Dashboard
Full
Adds additional diagnostic information, including secondary events and more structural detail.
How I Use It
The indicator is intended as an auction-context tool rather than a standalone entry system.
A simple workflow is:
Identify the active value cluster.
Observe whether the market is balancing or compressing.
Watch what happens when price reaches VAH / VAL or an LVN transition.
Use the expansion and acceptance information to distinguish a genuine auction change from a failed excursion.
Use footprint / execution confirmation for the actual trade trigger.
Important Notes
Auction Regime Engine uses TradingView's native footprint data through Pine Script.
The high-resolution current map is built directly from footprint volume rows.
For performance, the historical event state machine uses a lighter structural model between profile refreshes rather than rebuilding the entire composite footprint map on every historical bar.
Historical auction episodes are analytical reconstructions based on volume participation and should be treated as contextual structure rather than exact exchange-defined sessions.
Requirements
This script uses `request.footprint()` and therefore requires access to TradingView's Pine footprint functionality.
Disclaimer
This indicator is an analytical tool and does not provide financial advice or guarantee future price movement.
Volume, footprint, value-area and regime information should be interpreted together with market context, liquidity, risk management and execution conditions.
Indicator
Rolling VWAP + Volume Profile by Flip On DipRolling VWAP + Volume Profile draws a volume weighted average over a moving window of trading days, and a separate volume profile for each of the last few sessions.
🔁 The VWAP here is not anchored. Instead of resetting at the open it holds a sliding window of the last N sessions, so the line carries through the open and over the weekend without jumping. Two deviation bands sit either side, built from the volume weighted standard deviation rather than a plain one, so they widen when size trades away from the mean instead of just following range.
🕐 Session length is measured off the chart rather than assumed. A 6.5 hour stock day, a 23 hour gold day and a 24 hour crypto day all count as one day, so a 7 day window really is seven sessions on any symbol at any timeframe.
📊 Each session gets its own profile, built from a candle step you set. That step is independent of your chart, so the same 5m profile shows up whether you're looking at a 1m or a 1h chart and switching timeframes won't change the shape. Volume from each candle is spread across every level it touches, weighted by how much of the candle's range falls inside each one, instead of being dumped at the close. Point of control and value area are marked, and the session in progress rebuilds as it fills.
On that last point, worth being clear about what moves and what doesn't. The session in progress is live and will keep changing until it closes, roughly once a minute as volume comes in. That's the whole idea of a developing profile. Once a session ends its profile is drawn once and never touched again, so nothing behind you shifts around. The VWAP behaves the same way: it updates on the current bar like any average does, and past values stay where they were.
Two horizons. Micro gives daily profiles with a week long VWAP, Macro switches to weekly profiles with a fortnight long VWAP across a longer stretch of history. Each one keeps its own settings, so flipping between them doesn't cost you your tuning.
⚠️ Not every ticker reports real volume, and that changes what a profile means. Spot gold, most FX and index feeds publish nothing at all, while forex and CFD tickers that do publish are usually counting ticks rather than contracts. The indicator checks and tells you which one you're on. Where there's no volume it falls back to counting time spent at each price, which is still a useful map of where the market lingered, and the panel says so rather than leaving you to work out why the shape looks odd.
The panel in the corner handles the rest of it. Active horizon, VWAP window, profile step, and whether volume on this ticker is traded, tick only or missing. If something is quietly limiting the drawing, the chart timeframe being wrong for the horizon, the 500 box platform limit, not enough history loaded for the window you asked for, it writes it out in plain words with what to change.
There's also an optional fixed step for the VWAP itself, which makes the line identical on every timeframe. Off by default, since the chart bars are what most people expect.
⚡ Nothing is calculated outside the visible window, and every box and line is allocated once and reused instead of being deleted and redrawn, so panning around stays smooth even on long intraday history.
Three colour presets, Default, Light and Dark, or Custom to set every colour and transparency yourself. Row spacing and width, gradients, borders, POC and VAH/VAL lines, the 3D shadow, price labels and the panel are all configurable.
Open source, free to study or extend. Indicator
NW Volume Profile - Kernel-Smoothed [Dots3Red]📊 NW VOLUME PROFILE - KERNEL-SMOOTHED
A volume profile answers a different question than a normal chart. Instead of "how much traded today," it asks "how much traded at each price." This version applies Nadaraya-Watson kernel smoothing to that profile before reading any level off it — turning a jagged, noisy histogram into the actual underlying distribution of where volume concentrated.
🎯 WHY THIS MATTERS
A raw volume profile is built from independent price bins — each one only knows its own volume, nothing about its neighbors. That makes it noisy: a single oversized candle can create a spike that looks like an important level but is really just where one bar happened to land. Reading real structure off a raw histogram means squinting past that noise.
This script smooths the profile before drawing anything. Every bin's displayed value becomes a weighted average of its neighborhood — nearby bins count heavily, distant bins barely at all, following a Gaussian curve. The lumps from individual candles melt away, and what's left is the true shape of the distribution that was underneath the noise the whole time. All the levels described below — POC, Value Area, HVN, LVN — are read from that smoothed curve, not the raw one.
🧮 HOW THE SMOOTHING WORKS
Each price bin's raw volume gets replaced by:
smoothed(i) = Σⱼ w(i,j) · raw / Σⱼ w(i,j)
where w(i,j) is a Gaussian weight based on how many bins apart i and j are, controlled by the Bandwidth setting. A small bandwidth stays close to the raw histogram; a large one produces one broad, simplified hump. This is genuine kernel regression applied across the price axis, not a moving average or a visual blur — it's the same mathematical technique used in the smoothed lines several Dots3Red scripts already use for slope/trend estimation, applied here to a distribution instead of a time series.
Toggle "Show Raw Histogram Behind" to see the original jagged bars faintly displayed underneath the smoothed profile — a direct before/after comparison on your own chart.
📏 WHAT EACH LEVEL MEANS
🟡 POC (Point of Control) — the single price with the highest smoothed volume. The market's center of gravity for the current window; price tends to be pulled back toward it.
🔵 Value Area — the price region around the POC containing a configurable share of total volume (default 70%). Price trading inside it is trading at a level the market recently agreed was fair — chop and rotation are common here. Price breaking out of it is the market rejecting that agreement, which is often when moves extend rather than stall.
🟢 HVN (High Volume Node) — a secondary local peak in the smoothed distribution. Acts like a sticky zone; price tends to slow down or pause when revisiting one.
🔴 LVN (Low Volume Node) — a local trough where very little volume ever traded. Acts like a thin spot; price tends to move through it quickly rather than lingering, since few positions were ever opened there.
HVN and LVN are drawn as full-width dotted lines across the chart (not just labels at the profile edge), specifically so they stay visible and trackable even after price has moved well away from where the profile itself was drawn.
🧭 HOW TO USE
👀 Start with where price sits relative to the Value Area. Inside it: expect rotation and two-way trade. Outside it: the move has already broken from recent consensus, which historically has more follow-through than reversion.
🧲 Treat POC as a magnet, not a wall. It is the level most likely to be revisited, not a guaranteed reversal point. How price behaves when it gets there — accepted or rejected — is the actual signal, not the level itself.
🐌 Expect hesitation at HVNs. A move approaching an HVN from your prior window is approaching a zone where the market has previously done a lot of business — some slowing or consolidation there is common.
⚡ Expect speed through LVNs. A thin zone with very little historical volume tends to get crossed quickly rather than acting as support or resistance. If price is moving toward one, a fast move through it before finding real support/resistance at the next node is a reasonable expectation.
🔧 Adjust Bandwidth to match what you're looking for. A tighter bandwidth reveals more granular structure (closer to raw); a wider one collapses the profile into its dominant, unmistakable levels. There's no universally correct setting — it depends on whether you want detail or clarity.
💡 EXAMPLE
Say the profile shows POC at 61,200, a Value Area from 60,400 to 62,100, and an LVN line sitting at 59,800. Price later drops to 60,450 — right at the edge of the Value Area. Two distinct scenarios are now readable from the profile: if price holds and turns back up, the 61,200 POC above is the natural target the market has repeatedly gravitated toward. If instead price breaks below 60,400, the empty LVN at 59,800 offers little historical volume to slow the decline — a fast move through that zone before finding the next real level is the more likely path. Same chart, two different expectations, both read directly off the same profile without any additional indicator.
⚙️ SETTINGS
📊 Profile
• Lookback (bars) — size of the rolling window the profile is built from
• Price Bins — vertical resolution of the profile
• Body Volume Only — distribute volume across the candle body instead of the full high-low range
🧮 Kernel Smoothing
• Bandwidth — width of the Gaussian kernel in bin units; controls detail vs. simplification
📏 Levels
• Value Area % — share of total volume the Value Area is expanded to contain
• Node Detection Leg — how many neighboring bins define a local peak/trough
• LVN Max Ratio of POC — how thin a trough must be, relative to POC, to count as an LVN
🎨 Visualization
• Show Raw Histogram Behind, POC Line, Value Area, HVN/LVN Marks — each independently toggleable
• Profile Width — how far the profile extends horizontally
🖥️ Dashboard
• Show/hide, position — displays current POC, Value Area bounds, node counts, and the active window/bandwidth settings
📝 NOTES
This profile is a rolling window — its levels update as the window slides forward with each new bar, which is expected behavior for a volume profile rather than a repainting signal (nothing appears and then vanishes; the underlying window is simply moving). Thin-volume symbols will produce a ragged profile regardless of smoothing settings — this tool is most informative on liquid instruments with consistent volume.
⚠️ DISCLAIMER
This is an analytical and visualization tool. It does not generate trade signals and does not constitute financial advice. Historical volume concentration at a given level does not guarantee how price will behave there in the future. Indicator
Indicator
Indicator
NQ Signal Engine v1.0This Pine Script is designed for trading the NQ! (E-mini Nasdaq-100 Futures) by identifying high-probability trend-following opportunities. It uses the 20, 50, and 200 exponential moving averages (EMAs) to determine the overall market trend, along with VWAP to confirm intraday market bias. Long signals are generated when price is above the major moving averages, pulls back to the 20 EMA or VWAP, and resumes upward momentum, confirmed by an RSI reading above 50 and higher-than-average trading volume. Short signals follow the opposite criteria during bearish trends. The script includes ATR-based stop-loss placement and configurable profit targets based on a user-defined risk-to-reward ratio, with an optional trailing stop to lock in gains. It visually plots the moving averages and VWAP, displays buy and sell markers on the chart, shades the background to indicate bullish or bearish conditions, and supports customizable inputs for indicator settings, risk management, and trading sessions, making it suitable for backtesting and intraday trading on 1-, 5-, and 15-minute NQ! charts. Indicator
Dynamic SMC & Market Structure PRODynamic SMC and Market Structure PRO
Dynamic SMC and Market Structure PRO is a comprehensive technical analysis tool designed for price action traders and Smart Money Concepts practitioners. It focuses on mapping structural context, tracking key daily and session liquidity levels, and highlighting major market turning points without cluttering your chart.
Key Features Overview
1. Major Swing Extreme Highlights
Automatically identifies major market peaks and bottoms. Major highs are highlighted with clean red shapes and major lows with clean green shapes. This gives traders an instant visual reading of macro market extremes.
2. Smart Money Structure Engine
Tracks real time market context by automatically identifying Break of Structure (BOS) for trend continuation and Change of Character (CHoCH) for potential trend reversals on valid swing points.
3. Dynamic Supply and Demand Zones
Plots high probability supply and demand areas directly on your chart. These dynamic zones automatically adjust and disappear as soon as price breaks through them, ensuring your charting area stays clean.
4. Auto Disappearing Previous Day High and Low
Projects active Previous Day High (PDH) and Previous Day Low (PDL) levels. As soon as price breaks or sweeps these daily liquidity boundaries, the lines automatically delete to keep focus on active price action.
5. Auto Disappearing Session Liquidity
Tracks Asian session highs and lows. Includes a smart proximity filter that prevents visual clutter when session levels align closely with daily highs or lows. Lines automatically disappear when swept by price.
6. Fibonacci 0.5 Equilibrium Range
Calculates the 50 percent Fibonacci Equilibrium line across recent price swings. This helps traders easily distinguish between Premium zones above 50 percent and Discount zones below 50 percent.
7. Clean Dashboard Panel
Displays an on screen information panel summarizing current structure trend, pricing zone state, daily liquidity sweep status, and active supply or demand zone counts.
How to Use
Step 1: Determine Structural Context
Check the market structure labels (BOS/CHoCH) and the Dashboard Panel to determine whether the market is currently in a bullish or bearish structure trend.
Step 2: Identify Premium vs Discount Pricing
Use the 0.5 Equilibrium Line to contextualize price position:
- Premium Zone (Above 0.5 EQ): Ideal area to evaluate short setups near active Supply Zones or recent Major High shapes.
- Discount Zone (Below 0.5 EQ): Ideal area to evaluate long setups near active Demand Zones or recent Major Low shapes.
Step 3: Monitor Liquidity Sweeps
Watch how price interacts with Previous Day High/Low and Session High/Low levels. When price sweeps one of these levels and the line disappears, look for a CHoCH reaction for potential reversal setups.
Step 4: Execute on Zone Reactions
Evaluate price action inside active Supply and Demand zones. When price enters a zone in alignment with the broader structural trend, look for lower timeframe confirmation.
Settings Overview
Major Swing Extremes Settings
- Show Major Swing High/Low Shapes: Toggle visibility of major high and low shapes.
- Major Swing Lookback Sensitivity: Adjusts the pivot lookback length used to detect major market extremes.
Smart Money Structure Settings
- Show BOS and CHoCH Lines: Toggle visibility of structural break lines and text tags.
- Structure Sensitivity (Pivot Length): Controls how sensitive the script is to structural swing points.
Dynamic Supply and Demand Settings
- Show Dynamic Supply and Demand Zones: Toggle display of active supply and demand boxes.
- Max Active Zones Per Side: Controls the maximum number of active supply or demand zones displayed simultaneously.
- Zone Transparency: Adjusts the color opacity of the supply and demand boxes.
Auto Disappearing PDH and PDL Settings
- Show Active PDH / PDL: Toggle display of Previous Day High and Low lines.
Session Highs and Lows Settings
- Show Session High/Low Lines: Toggle display of session liquidity lines.
- Clutter Distance Threshold: Sets the distance threshold in pips or points to prevent overlapping lines when levels are close.
Fibonacci Equilibrium Settings
- Show 0.5 Equilibrium Line: Toggle display of the 50 percent mid point level.
- Equilibrium Lookback Range: Adjusts the lookback period used for calculating recent swing highs and lows.
Pro Tips for Effective Usage
Tip 1: Trade in Alignment with Macro Extremes
Higher probability trade setups occur when price retests a Demand Zone near a Green Major Low shape, or a Supply Zone near a Red Major High shape.
Tip 2: Multi Timeframe Alignment
Mark major structure and supply/demand zones on higher timeframes like 1 Hour or 4 Hour, then switch to lower timeframes like 5 Min or 15 Min for CHoCH entry confirmation.
Tip 3: Pay Attention to Swept Levels
When a PDH or Session High line disappears after price spikes through it, observe if price quickly reverses back inside the range. This often signals institutional liquidity hunting.
Things to Avoid
1. Avoid Entering Inside Invalidated Zones
Do not trade setups from supply or demand zones that have already been broken through by price closes.
2. Avoid Counter Trend Entries at Equilibrium
Do not take aggressive short entries right at the 0.5 Equilibrium line when the market is making strong consecutive bullish BOS breaks.
3. Avoid Over Sensitivity on Low Timeframes
Do not use extremely low pivot lookback settings on sub minute charts to avoid unnecessary noise in structure detection.
Disclaimer
This tool is built strictly for educational and analytical purposes. It does not offer financial advice, trade signals, or guaranteed outcomes. Always practice proper risk management. Indicator
Rogue VP ProRogue VP Pro is an advanced Previous Day Volume Profile indicator built for traders who rely on volume-based market structure to identify high-probability trading opportunities.
The indicator generates a detailed volume profile from the previous trading session and projects the most important price levels onto the current session, providing a clear framework for identifying support, resistance, acceptance, rejection, and potential liquidity areas.
Designed for intraday traders, Rogue VP Pro offers extensive customization while remaining lightweight and easy to read.
Features:
Previous Day Volume Profile
High-resolution volume profile with configurable calculation and rendering density.
Displays the previous session's volume distribution directly on the current trading day.
Supports:
Regular Trading Hours (RTH)
Previous Overnight Session
All Sessions
Automatically calculates and plots:
• Point of Control (POC)
• Value Area High (VAH)
• Value Area Low (VAL)
Optional labels display the exact price of each level.
Value Area Deviations
Project customizable deviation levels above and below the Value Area, allowing traders to identify potential extension targets and exhaustion zones.
Default deviation levels include:
• ±0.25 VA
• ±1.0 VA
• ±2.0 VA
Volume Nodes
Automatically identifies:
• High Volume Nodes (HVNs) – areas of heavy participation
• Low Volume Nodes (LVNs) – potential rejection or low-liquidity zones
Detection sensitivity and filtering thresholds are fully customizable.
Volume Surge Highlights
Identify unusually high-volume bars during Regular Trading Hours.
Bars exceeding a user-defined multiple of average volume are highlighted, making it easy to spot institutional participation and momentum events.
EMA Overlay
Includes an optional Exponential Moving Average for additional trend confirmation and trade confluence.
Customizable Appearance
Customize nearly every aspect of the indicator, including:
• Profile colors
• Value Area colors
• Node colors
• Deviation colors
• Line widths
• Label visibility
• Profile placement (left or right)
• Profile width and rendering resolution
Alerts
Create TradingView alerts whenever price touches one of the key Previous Day Volume Profile levels:
• POC
• VAH
• VAL
Alerts are limited to Regular Trading Hours for more relevant intraday notifications.
Ideal For
• Futures traders
• Index traders
• Options traders
• Scalpers
• Day traders
• Volume Profile enthusiasts
• Price Action traders
How It Can Be Used
Many traders use previous session volume information to:
• Identify high-probability support and resistance
• Monitor acceptance versus rejection around key value areas
• Locate potential breakout and reversal zones
• Trade rotations back toward the Point of Control
• Find confluence with other technical tools and market structure
Rogue VP Pro provides these important reference levels in a clean, highly configurable format, allowing traders to integrate volume profile analysis into virtually any trading strategy.
Disclaimer: This indicator is intended as a market analysis tool and should be used alongside sound risk management and your own trading plan. Indicator
Time-Price Volume Heatmap with Liquidity SweepsWhat it does
Most volume tools compress everything into a single vertical profile, so you can see at which price volume traded, but not when. This script splits the lookback window into a grid of time columns × price rows and paints each cell by how much volume was actually traded inside it — producing a time-and-price heatmap of where activity concentrated as the market moved.
On top of that map it tracks the resting liquidity pools that price left behind, and flags the exact bar where each pool is taken.
How it is calculated
The heatmap
The lookback window (default 300 bars) is divided into Time Resolution columns (default 16) and Price Resolution rows (default 26), built between the highest high and lowest low of the window.
For every bar, its volume is distributed evenly across all price rows its high-low range covers. A bar spanning 5 rows adds one fifth of its volume to each. This approximates where inside the candle the activity sat, rather than assigning it all to the close.
Each cell is normalised against the busiest cell in the grid and coloured on a 3-stop gradient. Transparency scales with intensity, so cold zones stay faint and hot zones glow. Cells below Min Intensity are not drawn at all — this keeps the chart readable and stays inside the 500-object limit.
Point of Control Rows are summed across all columns; the heaviest row is drawn as the POC line. The panel also shows POC Density — that row's share of total mapped volume. A high number means volume is concentrated on one shelf; a low number means it is spread out.
Liquidity pools Confirmed pivot highs and lows (Pivot Strength, default 8) mark levels where stop orders typically rest. Each is drawn as a dotted line extending right, labelled with its price. When price trades through a level it is re-drawn solid grey and marked SWEPT, and the sweep counter increments. Levels older than Level Max Age are removed automatically.
Volume bursts Volume is converted to a z-score over Volume Window bars. Two dot sizes mark bars above the strong (2σ) and extreme (3.5σ) thresholds — useful for spotting which bar actually did the damage at a level.
Volume Pressure Volume of up-closes minus volume of down-closes across the window, expressed as a percentage of total. A rough directional bias for the mapped period.
How to read it
Hot zones = price spent time and volume there. They tend to act as magnets and as friction; moves through them are usually slower.
Cold gaps = thin areas. Price often travels through them quickly.
A sweep followed by an immediate move back inside the previous range is the classic liquidity-grab pattern. The sweep marker plus an extreme volume dot on the same bar is the strongest version of it.
POC as reference: the panel tells you whether price is above or below the heaviest shelf. Indicator
Volume Profile XL**Volume Profile XL — Overview**
Volume Profile XL shows *where* trading activity concentrated across price, rather than just when it happened. It divides price into horizontal bins and draws a sideways histogram: the longer a row, the more volume traded at that price. This reveals the levels the market accepted (heavy rows) and the levels it passed through quickly (thin rows), plus three key reference prices — the POC and the Value Area boundaries.
**The two ways it can display**
- **Per Day (Historical)** — the default. It draws a separate profile over each of the last several periods, sitting on top of that period's candles. This lets you see how accepted price shifted from one day to the next.
- **Combined** — one single profile built from a fixed number of recent bars, drawn off to one side of price. This gives a clean, current read of fair value across the recent move without splitting it by day.
**The three reference markers on every profile**
- **POC (Point of Control)** — the single price with the most volume; the profile's center of gravity.
- **VAH / VAL (Value Area High / Low)** — the top and bottom of the price band containing the chosen percentage of volume. Price inside this band is "in balance"; price leaving it signals the market is exploring new territory.
---
**Mode settings (top of the panel)**
- **Profile Mode** — switches between Per Day and Combined, as described above.
- **Split Up/Down Volume** — when on, each row is colored in two parts, showing how much of that level's volume came from up-closing versus down-closing bars, so you can read buying vs. selling pressure within a level. When off, each row is a single color based on whichever side dominated. Turning it off also halves the drawing load, which lets you display roughly twice as many days at the same detail — the main lever when you want more history on screen.
**Calculation settings**
- **Number of Rows** — how finely price is sliced. More rows means more detail but, in Per Day mode, fewer days fit on screen at once. Fewer rows means a coarser profile but more history.
- **Value Area %** — the share of volume the Value Area captures. Seventy percent is the long-standing market convention; raising or lowering it widens or narrows the VAH–VAL band.
**Per Day (Historical) settings**
- **Period** — whether each profile covers a Day, a Week, or a Month.
- **Historical Lookback (Days)** — how many periods back to draw. If you request more than the screen can hold, it automatically shows as many as fit rather than erroring.
- **Profile Width (% of period)** — how much of each period's horizontal space the widest row fills. Lower values make slimmer, less overlapping profiles; higher values make bolder ones.
**Combined settings**
- **Lookback Bars** — how many recent bars feed the single combined profile.
- **Placement** — draws the profile to the Left or Right of current price.
- **Max Profile Width** — the on-screen length of the busiest row; controls the overall size of the histogram.
- **Gap From Price** — spacing between the profile and the candles.
**Colors & Lines settings**
- **Up Volume / Down Volume** — the two histogram colors.
- **Show POC** and **POC Color / POC Line Style** — toggle the Point of Control line and set its color and style (Solid, Dashed, or Dotted).
- **Show Value Area** and **VA Color / VA Line Style** — toggle the Value Area lines and set their color and style.
- **Label Size** — the size of the POC, VAH, and VAL price tags, from Tiny to Huge.
---
**How to use it in practice**
- **Read the shape first.** Fat rows are magnets where price tends to stall; thin rows and gaps are fast zones price tends to slice through.
- **Watch behavior at the edges.** Price stalling at VAH or VAL and turning back suggests balance and a move toward the POC. Price pushing through an edge and *holding* there suggests acceptance and a possible trend in that direction.
- **Compare day to day (Per Day mode).** Overlapping value areas across days point to a sideways, balancing market; value areas stepping steadily up or down point to a trend. Where today opens relative to yesterday's Value Area is one of the most useful tells for whether the session is likely to rotate or run.
- **Use Combined for the big picture.** When you want one clean map of the current support and resistance shelves rather than a day-by-day breakdown, switch to Combined and place it on whichever side keeps your price action clear.
**A note on the data**
The profile is built from each bar's price range and volume, which is the standard approach for this kind of tool on this platform. It's a close approximation of the true volume-at-price distribution, not a tick-by-tick reconstruction, so treat the levels as high-quality reference points rather than exact measurements. Indicator
Indicator
Volume Profile Multi-ModeDESCRIPTION
VP Multi-Mode builds a volume-by-price profile from REAL traded volume and lets you choose, from one dropdown, what stretch of the chart each profile covers.
WHAT A VOLUME PROFILE IS (skip if you know) A normal chart shows how much volume traded per unit of TIME — the bars along the bottom. A volume profile flips that: it shows how much volume traded at each PRICE. The result is a sideways histogram. Long bars are prices where a lot of business got done; short bars are prices the market passed through quickly. Traders use the fat areas as reference (price tends to revisit and pause there) and the thin areas as places price tends to move through fast.
Three levels come out of it:
POC (Point of Control) — the single price bin with the most volume. The fairest price of that range by traded-volume consensus.
VAH / VAL (Value Area High / Low) — the band around the POC containing a chosen share of the range's volume (70% by default, the Market Profile convention). Inside the value area = accepted price; outside = the market is exploring.
WHAT MAKES THIS ONE DIFFERENT
Real volume, not an approximation. Each chart bar is decomposed into intrabar sub-bars (1-minute by default) via request.security_lower_tf(), and each sub-bar's ACTUAL reported volume is distributed into the price grid. It does not use tick data and it does not use the up/down-tick estimate that the built-in SVP relies on. You can also choose how a sub-bar's volume is spread:
Range/Uniform (default, the honest one) — spread evenly over every bin the sub-bar's low-to-high touched.
Close — dump the whole sub-bar's volume in its closing-price bin.
Five range modes in one script. Most profile tools pick one anchoring scheme. This one lets you switch:
Time Window — any HHMM start/end, wraps past midnight.
Session Open->Close — Asia / London / US, each with editable open and close times. One profile per selected session per day.
External Swing — anchors between an external higher-high (a pivot high above the previous pivot high, i.e. liquidity taken above) and an external lower-low. Strictly point-in-time: a pivot is only used once confirmed.
Manual Drag — two click-to-place time handles, the Pine analog of dragging the built-in SVP's handles.
Weekly + N Days — anchored at the Monday 09:30 ET cash open and running to (that Monday + 7 + N) days. Rolling, so these profiles deliberately overlap.
Optional volume delta, labelled honestly. Turn on Show Volume Delta and each bin is coloured by net buying vs selling, with the profile's total delta printed on the POC label. This is a BAR-CLASSIFIED PROXY: each 1-minute sub-bar's real volume is signed by its own close-vs-open direction. It is NOT true aggressor / bid-ask delta — no tick or order-book data is used, and it cannot tell who lifted the offer from who hit the bid inside a sub-bar. It is stated that way in the tooltip too.
Placement that sits on the price action. The histogram is anchored to the range's right edge and grows LEFT across the candles by default, so it overlays the bars it was built from instead of being parked in the right margin. Anchor edge, direction, width and offset are all inputs. Everything is drawn on bar_index, so it does not drift when you zoom.
HOW TO USE
Quick start: add it to the chart and leave everything alone. You get the US cash session (09:30-16:00 ET) profiled once per day for the last 12 days, POC as a solid red line, VAH/VAL as dashed orange lines, and the value area shaded.
Then adjust in this order:
Pick the range that matches your question (Range Mode group).
"Where is value for today's session?" -> Session Open->Close, US.
"What did the overnight build?" -> Session Open->Close, Asia (or Time Window with your own hours).
"Where did volume sit across this leg up?" -> External Swing.
"Just profile this bit here" -> Manual Drag, then click the two handles on the chart when prompted.
"Where is the week's value, with carry-over into the next few days?" -> Weekly + N Days.
Set resolution and detail (Engine group).
Intrabar resolution: 1 minute is the default and works on most charts. Finer (e.g. 1S) is more faithful but TradingView only serves intrabar data for a limited number of recent bars, so finer settings shorten how far back profiles can be built.
Price bins: 25 default. More bins = finer profile, but see the limit below.
Value Area %: 70 is the convention; lower it to see a tighter core of value.
Timezone: America/New_York by default, since the session presets are ET.
Fit it to your chart (Display group). Profile extension sets how many bars wide the POC bin is drawn; the rest scale to their volume. Profile offset nudges the whole thing left or right. Extend direction flips it between overlaying the candles and sitting in the empty margin.
Optional: turn on Show Volume Delta to colour bins green/red by net direction and read the range's total delta off the POC label — bearing in mind the proxy caveat above.
READING IT
Price accepted inside the value area, POC flat and centred -> balanced/rotational; the edges (VAH/VAL) are the reference for fading.
Price leaving the value area and holding outside -> the market is seeking new value; the old VAH or VAL often becomes the level that has to hold on a retest.
A thin patch in the histogram is a price the market moved through with little business done. Revisits often travel across it quickly.
A POC that migrates day over day in one direction is a trend in where business is being done, not just in price.
The script draws levels and volume. It gives no buy/sell signals and makes no performance claims — it is a context tool.
IMPORTANT LIMIT (please read before reporting a bug)
TradingView caps a script at 500 boxes, 500 lines and 500 labels. Each profile costs roughly (bins + 1) boxes. With the defaults, 25 bins x 12 profiles is about 312 boxes. The script auto-clamps the number of profiles it draws to whichever is smaller: your "Max profiles back" setting, or floor(490 / (bins + 1)).
So: painting every session across all history is not possible in Pine, by any script. You always see the most recent N. If you raise the bin count, the number of visible profiles automatically drops to compensate.
Similarly, intrabar data is only available for a limited number of recent chart bars. Older profiles may thin out or stop — that is a data-availability limit, not a fault in the script.
Open source. Comments in the code explain the engine, the delta proxy, and the object budget. Indicator
Fib-Weighted Volume ProfilesFib-Weighted Volume Profiles combines Fibonacci retracement levels with a swing-based volume profile on the most recent confirmed pivot leg. Instead of drawing Fib levels in isolation, this indicator shows how much of the swing's traded volume accumulated near each Fib price — helping you spot high-confluence support, resistance, and reaction zones.
What makes it different
Volume-weighted Fib analysis on the active swing leg (not a fixed session profile)
POC (Point of Control), 70% Value Area, and horizontal volume histogram
Golden Pocket zone (0.618–0.66) highlighted for OTE / pullback trading
Confluence star ratings (★ to ★★★) based on volume %, POC proximity, and Golden Pocket
Ghost POC lines from prior swings for historical liquidity context
Optional HTF EMA trend filter to fade counter-trend levels
Developing swing extension (SH* / SL*) before pivot confirmation
Built-in alerts for strong Fib confluence, POC touch, and Golden Pocket volume
How it works
Detects the latest swing using confirmed pivot highs/lows (default 5 left / 5 right bars — no repaint).
Builds a volume profile across that swing range using configurable price bins.
Plots standard Fib levels (0, 0.236, 0.382, 0.5, 0.618, 0.786, 1) and measures the % of total swing volume near each level.
Colors and line weight reflect volume strength: strong (≥20%), medium (≥10%), weak.
When POC aligns with a Fib level, labels merge into a single POC+Fib tag.
Value Area box turns green/red on breakout; dashed style indicates a developing (unconfirmed) swing.
Chart elements
Yellow dashed line — POC (highest volume price in the swing)
Blue box — Value Area (~70% of volume); dashed border = developing leg
Purple box — Golden Pocket (0.618–0.66)
Grey histogram — Volume distribution by price bin
Colored Fib lines — Volume strength at each retracement level
P-1, P-2 labels — Ghost POC from previous swings
SH / SL — Swing high / low markers (asterisk = developing)
Recommended settings
Stocks / Forex (15m–1H): Bin Count 24–32, Pivot 5/5
Crypto (5m–15m): Bin Count 32, enable LTF Volume Distribution if on higher TF
No volume data (some CFDs): Enable "Synthetic Profile If No Volume" — Fib + swing only, or equal-weight approximation
Crowded labels: Increase "Label Horizontal Spacing" to 12–16 bars
Alerts
Strong 0.618 Volume — volume confluence at the 0.618 Fib level
Strong Fib Confluence — any Fib level exceeds the strong threshold (default 20%)
POC First Touch — price touches POC for the first time in the current swing
Golden Pocket + Volume — price in Golden Pocket with strong zone volume
Limitations
Designed for the latest swing leg — not a full-session anchored profile.
Very long swings are trimmed to Max Bar Range (default 500) for performance.
LTF volume applies to the current bar only; history uses chart-timeframe volume.
Pivot settings affect swing detection — adjust for your market and timeframe.
Drawing limits (500 lines/labels/boxes) may clip visuals on extremely active charts.
Disclaimer: This indicator is for educational and analytical purposes only. It does not constitute financial, investment, or trading advice. Past volume distribution patterns do not guarantee future price behavior. Always manage risk and do your own research before making trading decisions.
Indicator
VOID - LOW VOLUME NODE - FVG - [Divi-Len]VOID — FVG × Volume-Void continuation — free & open source
VOID trades one specific, fully mechanical setup: a displacement fair value gap whose interior contains a genuine **volume void** — a pocket where almost nothing traded — on the correct side of VWAP. Price imbalance confirmed by volume imbalance. It works on liquid futures and on liquid crypto perpetuals alike; the rules are symbol-agnostic (ATR stops, session VWAP, 3-candle gap).
In five years of bias-free testing, raw FVGs on their own showed **no edge**; FVGs carrying the void confirmation did.
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**What's new in v3.4**
Two new presets and a new filter, on top of everything below (which is unchanged):
— **Afternoon session**: trades only 12:00–16:00 ET, first signal of the day, 1.5R target, body-quality filter on. A tighter, higher-hit-rate way to run the same engine during the PM session.
— **3-minute quality**: built for 3-minute charts. 1.5R target, body-quality filter on. Fewer, higher-conviction setups.
— **Strong body filter**: new standalone toggle. Requires the signal candle's body to be at least half its total range, filtering out weak, indecisive candles. Both new presets enable it automatically; you can also switch it on in Manual.
The three original presets were renamed for clarity — the signals they produce are unchanged.
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**The five rules (all on one candle):**
1. A 3-candle fair value gap completes (this candle's low above the high two bars back; mirrored for shorts).
2. Gap at least 0.3 × ATR(14).
3. Close on the continuation side of VWAP (longs above, shorts below).
4. The gap zone holds ≤ a threshold fraction of the surrounding 20 bars' volume — the void.
5. The void sits in the continuation-exit half of the gap.
Entry at that candle's close. Stop 3×ATR. Target at your chosen R (3R default, 1.5R on the two newer presets). Monday–Thursday, first qualifying signal of the day only, nothing at/after 15:00 ET, always flat by close. No break-even, no trailing, no partials — every exit-management scheme we tested made it worse. One alert, one bracket order, done.
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**Built so you can trade it without reading anything else:**
every signal draws the position-tool picture (green zone to target, red zone to stop, plain BUY/SELL label with all three prices), the top-right panel tells you in words what the system is doing right now — including your live open-trade R and a suggested position size — every input has a plain-English tooltip, and there are style presets (zones / lines / minimal arrows) with your own colors.
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**The numbers, honestly — read this part.**
On Nasdaq futures (NQ), the research engine (bias-free, archived CME 1-minute data) measures: PF 1.62, out-of-sample 1.80, ~51% win rate, 73% of months profitable, worst month about −2R, best +11R, at roughly one trade a day, two days a week. On TradingView we then did something most publishers don't: we exported every tester trade with its measured void value and audited both measurement paths against the research engine, trade by trade. TradingView's 1-minute intrabar reconstruction selects materially different trades (that path tested ~breakeven — it's now off by default), while the chart-bar void measurement at threshold 0.30 is the faithful one there. With default settings the NQ tester shows roughly PF 1.05–1.10 net, positive every full year — a modest number, and exactly the number you'll reproduce yourself, which is the point.
On crypto it's stronger. Running v3.4 on **BYBIT:BTCUSDT.P**, exported straight from the TradingView tester (Jan 2023 → Jul 2026, $50k account, fees included):
— 561 trades, **net profit factor 1.41**, +$40,911
— win rate 38.5%, payoff 2.25× (avg win ~2.25× avg loss)
— **every full year positive**: 2023 → 1.00, 2024 → 1.50, 2025 → 1.37, 2026 → 1.74
— max drawdown $6,979 (17% of total gain), 67% of months green
— bracket verified clean: the single best trade equals the max favorable excursion, the single worst loss equals the max adverse excursion — stops and targets are filling exactly as drawn
So: the NQ tester number is your conservative, self-verifiable floor; the research number and the BTC number are what the precise measurement earns when the instrument actually moves. The gap between the floor and the rest is disclosed on purpose — it's what an honest port of a volume-microstructure edge across data feeds and instruments looks like.
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**The six presets:**
— **Standard** (default): chart-bar void measurement @0.30, midnight VWAP, 3R target — the reproducible tester config, positive every full year.
— **Legacy** (compatibility): recreates the original release's signals exactly — same 1-minute measurement @0.12 with auto-adjust and TradingView session VWAP. This preset's resolution is byte-identical to the original release's by construction, so if you've been tracking since day one your history continues seamlessly.
— **Research** (1m measurement): the research pipeline's exact settings — 1-minute measurement, VWAP anchored at midnight NY. Honest caveat: TradingView's intrabar data understates the research result here.
— **Afternoon session**: 12:00–16:00 ET only, first signal/day, 1.5R, body filter on.
— **3-minute quality**: body filter on, 1.5R target, chart-bar void — designed for 3-minute charts.
— **Manual**: unlocks every measurement input.
The two newer presets are parameter variants of the same engine — a tighter session window, a lower target, and the body filter — not separately backtested to the depth of Standard. Treat them as starting points to validate yourself, not as finished claims.
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**Why there are two scripts:**
the strategy (with the full tester, equity curve, and exportable trade list) was always the intended giveaway; the signals-only indicator simply shipped first because the strategy build wasn't ready in time for the first presentation. Use the strategy to verify, the signals to trade day-to-day — they run identical rules. In the strategy, enabling "Verbose trade tags" stamps every order with its measured void and gap values, which appear in Strategy Tester → List of Trades → Export, so any trade in history can be independently checked against the rules above. Entries also fire webhook-ready JSON alerts (with suggested quantity) if you automate (sim first, always).
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**One more verification worth knowing:** on NQ we ran the tester at default and at high bar-magnifier precision — results were identical to the trade. With 3×ATR stops and 3R targets, fills don't depend on intrabar precision, so you don't need any paid plan feature to reproduce these numbers. Updates will never silently change what you were following — any future signal-affecting change ships as a new preset.
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**Risk guidance:** 0.15–0.25% of account per trade. At a ~40–51% win rate with 2.25–3R payoff, losing streaks of 4–6 trades (occasionally longer) are normal statistics — size so they're boring. Expect two or three shallow red months per year; that's what a real edge looks like. Crypto runs hotter than futures — same rules, bigger moves both ways.
**Limitations:** backtests are not promises; fills, slippage, funding and data feeds differ; futures and crypto trading carry substantial risk of loss. Verify on your own charts before trading real size. Nothing here is financial advice.
Shared freely, in the same spirit the core idea reached me. Credits to Cramson Capital for sharing the Low Volume Node idea, and his commitment to sharing trading success and helping others.
From: Rupert (Divi-Len)
(ps: if this helps you and you're in a position to, donations are genuinely appreciated right now)
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This is the verification build — full tester, equity curve, exportable tagged trade list. A signals-only build is published separately for cleaner day-to-day charts.
Open-source script: in true TradingView spirit, the code is open so anyone can review and verify it. Free to use; republishing is subject to TradingView's House Rules.
Strategy
Rolling Volume Delta█ OVERVIEW
Rolling Volume Delta (RVD) estimates net buying vs. selling pressure per bar, then weights that pressure by how much price actually moved — so a strong directional bar counts for more than a quiet, indecisive one. The result is summed over a rolling window, smoothed, and normalized against total volume so it reads consistently across different instruments and volume regimes.
█ CONCEPT
Most volume delta tools estimate buy/sell pressure and stop there. RVD adds one more step: it multiplies each bar's estimated delta by the magnitude of that bar's price change. The logic is that a bar where buyers dominate AND price actually moved higher represents more conviction than a bar with the same buy/sell split during a flat, choppy stretch. That weighted delta is then summed over a rolling window and smoothed, so the final line reflects sustained pressure rather than single-bar noise.
█ HOW IT WORKS
1. Buy/sell split: each bar's volume is divided between buy and sell based on where the close landed within that bar's high-low range (close near the high = buy-weighted, close near the low = sell-weighted).
2. Price weighting: that delta is multiplied by the percentage price change over a configurable lookback, so bars with bigger moves are weighted more heavily.
3. Rolling sum: the weighted delta is summed over a configurable lookback window.
4. Smoothing: an EMA is applied to reduce noise.
5. Normalization: the smoothed result is divided by total volume over the same window and expressed as a percentage, keeping the scale comparable across tickers and sessions.
█ HOW IT DIFFERS FROM OTHER VOLUME DELTA SCRIPTS
Other delta oscillators calculate buy/sell pressure and smooth it directly. RVD's price-weighting step means the indicator isn't just "how much delta happened" but "how much delta happened relative to how much the market actually moved" — filtering out high-volume, low-conviction chop from the signal.
█ SETTINGS
- Lookback Length — bars summed together for the rolling delta. Longer = smoother, slower.
- Smoothing — EMA length applied to the rolling sum.
- Momentum Lookback — bars back used to measure price change for weighting. Higher values emphasize sustained moves over single-bar spikes.
As bars carry more information on their own (higher timeframes), less summing and smoothing is needed for a clean read. Within any timeframe, trending conditions benefit from longer/smoother settings that confirm sustained pressure and filter chop, while ranging conditions benefit from shorter/quicker settings that catch reversals near the extremes at the cost of more false flips in the middle of the range.
Suggested starting points:
Timeframe | Condition | Length | Smoothing | Momentum Lookback
5-30 min | Trend / Price Discovery | 14-20 | 3-5 | 1-2
5-30 min | Range / Accumulation | 8-10 | 1-2 | 1
1-4 hour | Trend / Price Discovery | 10-14 | 2-3 | 2-4
1-4 hour | Range / Accumulation | 6-8 | 1-2 | 1-2
Daily+ | Trend / Price Discovery | 8-10 | 2 | 3-5
Daily+ | Range / Accumulation | 5-6 | 1 | 2
These are included in each input's tooltip in the settings popup as well.
█ NOTES
This is a volume-estimation tool based on standard OHLCV data (bar range and close position), not true tick-level buy/sell data — most retail data feeds don't provide that, so this is the same practical tradeoff most public volume delta scripts make. It's intended as a context tool for reading order flow alongside price action, not a standalone signal generator.
This publication is for educational purposes only and does not constitute financial advice. Past performance and visual patterns do not guarantee future results. Indicator
IQ Session Bayesian Particle Filter [TradingIQ]🔹 OVERVIEW
This indicator runs a genuine Sequential Monte Carlo particle filter; the Bayesian architecture used in robotics and signal tracking... on your chart! Session by session, it learns where trading volume concentrates and paints a forecast of the coming session's entire volume-by-price distribution before that session unfolds: every expected high-volume level at once, not a single line.
It is not a moving average wearing a costume. Each finished session is treated as evidence: hundreds of particles are weighed against what actually traded, resampled, and mutated. Predict → observe → update, honestly Bayesian, every session.
🔹 HOW IT WORKS
Two particle swarms run side by side:
• A shape swarm learns the form of the distribution; one lump or several, wide or tight, and where each volume node sits.
• A drift swarm learns how far from the open the session's center of gravity tends to land.
An empirical-Bayes trust term scales the drift forecast by how much it has actually earned: when its track record is poor, the forecast automatically hugs the open. The prediction you see is the shape swarm's density, re-anchored by the trusted fraction of the drift forecast, rendered through a kernel density estimate whose bandwidth follows Silverman's rule.
🔸 HOW TO READ IT
• Session heatmap — the predicted density painted from the session open to the profile. A two-tone gradient split at the open; the tones swap roles across it, so each side mirrors the other. Bold color = expected business, fade = expected quiet.
• Mirrored profile — the forecast on the left, split bullish/bearish at the session open; the realized session volume on the right in a single neutral color.
• Confidence honesty — the prediction's glow scales with the filter's live confidence. When it has been wrong lately, its side visibly goes quiet. The realized side never fades, because reality doesn't.
• Bias info box — seated between the halves: the share of predicted volume above vs below the open (🢁 / 🢃).
• Expected levels — dashed lines at the probability-weighted average predicted price of each half: the session's expected bull and bear magnets.
• HVN lines + POC — the predicted high-volume levels. The point of control always shows; the HVN Threshold input is your dial between a few safe targets and every level worth watching.
🔹 SELF-TUNING
Every statistical free parameter tunes itself from data: the KDE bandwidth (Silverman's rule for visual convenience), the observation noise, the swarms' search domain (tracks the observed session spread), the mutation rate (genetic adaptation), the scout rate (scales with recent error), and the center trust (regression shrinkage). The inputs you are given are visual preferences plus a compute preset. There is nothing statistical to fiddle with, on purpose.
🔸 INPUTS
• Session Engine — Session Timeframe (the session boundary; must exceed the chart timeframe), Prediction Quality (particles per swarm, Fast 100 → Max 4000), Sessions to Keep.
• Volume Profile — toggles for the profile, bias box and expected levels; width, offset, info-box width, transparency.
• Session Heatmap — toggle, faint/bold density transparencies, Tone A / Tone B.
• High Volume Nodes — toggle, HVN Threshold %, reach, color.
• Colors — Bullish, Bearish, Realized.
🔹 VALIDATION
The filter was tested on real intraday data; 10 large-cap symbols, three session horizons, every prediction one-step-ahead and out-of-sample, against uniform, yesterday's-profile, Gaussian-fit, rolling-average and EWMA baselines, with the test harness itself audited too.
• Against naive prediction (uniform prior, yesterday's profile) it wins every metric tested at every horizon.
• Against the strongest profile-averaging methods it trades wins: they edge the single-lump fit metrics; the filter captures materially more of the session's actual traded volume with its predicted levels, and is the only method that reliably names multiple simultaneous targets .
• On sessions with two or more real volume peaks; roughly 4 in 10 sessions, its targets covered 19–42% more realized volume than the best alternative.
🔸 LIMITATIONS AND HONEST NOTES
• The forecast for a session is set when that session opens and is not repainted ; the realized half updates live as the session trades.
• It estimates a distribution of volume , not a promise of direction. The bias %, expected levels and HVN set are probability-weighted readings of that distribution.
• The filter is stochastic by nature: two chart reloads can differ in fine detail, the way two runs of any Monte Carlo method do. The structure it finds is stable; the pixel-level noise is not.
• Requires volume data from your data feed. Not supported on non-standard chart types.
• The chart timeframe must be lower than the session timeframe.
Indicator
