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Volume Profile

Liquidity Grab Detector v4What is this and why do you need it? The indicator shows where the market maker is hunting stops and when the price is likely to reverse afterwards. The logic is simple: before a reversal, price often sweeps beyond a key level, takes out retail traders’ stop-losses, and then reverses back. This is called a Liquidity Grab. LGD v4 detects these moments and evaluates the quality of each signal from 0 to 100. What you see on the chart Colored zones — Liquidity pools where stops have accumulated. The more touches, the more stops are sitting there. Signal label (e.g. REJ 72 or ABS 85) — The word is the reversal type, the number is the signal quality (0–100). Green/Red background — The system is “armed” and waiting for confirmation to enter. TP and SL lines — Appear only on a valid signal. SL is always placed behind the probe extreme, not on the level itself. Four Types of Signals A+ (85–100) — Rare, enter with full size A (70–84) — Strong signal B (50–69) — Good, use with additional confirmation C (<50) — Skip or only in perfect context TypeIn Simple TermsShould You Enter?ABS (Absorption)A big player absorbed all the pressure with a wall of ordersYes, full sizeREJ (Rejection)Sharp rejection — nobody wanted to continue buying/sellingYes, full sizeDIV (Divergence)Came in with volume but couldn’t holdHalf sizeEXH (Exhaustion)Quiet sweep on low volume, unclear strengthBetter to skip Simple Entry Algorithm Check the 1H chart — what’s the daily bias (up or down)? Check the 5M chart — is LGD showing a signal in the same direction? Is the signal type ABS or REJ with score above 60? Place SL where the red box is, and TP at the next liquidity zone. If any of these conditions aren’t met — skip the trade. Best Trading Times Trade Tuesday to Thursday, during the window 09:45–11:30 ET. Avoid trading on NFP, FOMC, and CPI days — signals are unreliable during high-impact news. What the Indicator Does LGD v4 is a liquidity sweep detector for CME micro-futures. It combines three independent engines: Pool Engine — Creates dynamic liquidity pools from swing highs/lows with a full lifecycle: birth → touches → sweep → death. Sweep Scoring — Evaluates every sweep using 11 different criteria (0–100 score) and determines the type of reversal. SFP Trigger Engine — AVWAP exhaustion + percentile rank gating + BOS confirmation. How to Read the Chart ElementMeaningColored zones (rectangles)Liquidity pools labeled: source × touches, health%REJ 72.4 / ABS 85.1Reversal type + score out of 100 on sweepSFP | PR 7.2BullByte-style trigger with percentile rankTeal lineImpulse AVWAP (resets on every N-bar extreme)Aqua lineDaily AVWAP (resets every day)Dark green backgroundArmed Long — system is ready, waiting for BOS upDark red backgroundArmed Short — system is ready, waiting for BOS downSFP / SFP-LSwing Failure Pattern (Pivot / Level)Green/Red boxRisk Zone: SL + TP1 + TP2 Reversal Types TypeWhat HappenedSignal StrengthRecommended SizingABS (Absorption)Large limit order absorbed the stop flow. Huge volume, strong wick★★★★★Full sizeREJ (Rejection)Volume delta opposite to sweep direction★★★★☆Full sizeDIV (Divergence)High volume pushed into the zone, but close didn’t hold★★★☆☆Half sizeEXH (Exhaustion)Sweep on thin volume, weak rejection★★☆☆☆Skip or 1/4 size
Pine Script® indicator
by plastilinin
Session Killzones & Breakouts [BigBeluga]🔵 OVERVIEW Session Killzones & Volume Flow Profile is a professional-grade market structure tool that merges time-based "Killzone" analysis with intraday volume distribution. This advanced version covers the full global trading cycle— Asia, London, and New York —and now includes a Performance Statistics Dashboard to track historical breakout success. By visualizing the "Point of Control" (POC) and volume distribution, it helps traders understand institutional interest zones, while the new dashboard provides a quantitative edge by showing how often each session successfully hits its expansion targets. 🔵 CONCEPT Three-Session Cycle — Automatically encapsulates the Asia, London, and New York sessions in dynamic, color-coded zones. Real-Time Point of Control (POC) — Continuously calculates and plots the most traded price level during the session development, highlighting the current high-interest node as it forms. Post-Session Volume Profile — Once a session ends, a high-resolution, stepped polyline profile is generated to visualize the final "Value Area." Breakout Expansion — Projects three mathematical price targets (Deviations) once price escapes a session's range. Performance Dashboard — A real-time table tracking the total number of bullish/bearish breakouts and successful target hits for every session. 🔵 HOW IT WORKS (IN-DEPTH) 1️⃣ Real-Time POC & Session Development As each session develops, the indicator tracks every price tick and volume bar from the very first minute. Live POC Tracking: While the session is active, the indicator plots a Real-Time POC box and extension line that shifts dynamically as new volume flows in. This identifies the "fairest price" exactly when it is being negotiated. This allows traders to see the session's internal center of gravity before the final profile is even drawn. 2️⃣ Post-Session Volume Flow Profile Immediately after a session concludes, the indicator finalizes the data and draws a high-resolution Polyline Profile. Longer horizontal steps in the polyline represent "High Volume Nodes" where institutional accumulation or distribution was most intense. The final POC is locked in, providing a permanent historical anchor for future support and resistance. 3️⃣ Breakout & Target Logic Once a session ends, its High and Low act as structural boundaries. A confirmed close outside these boundaries triggers a Breakout Signal (Triangle) and a dashed "Tether Line" connecting the move back to its source. Three expansion targets (Dev 1, 2, and 3) are projected. These lines are "hit-aware," meaning they stop extending exactly when price reaches the target, providing a clean visual record of the move's completion. 4️⃣ The Performance Dashboard The indicator maintains a global tally of all session events. Break ▲ / ▼: Tracks how many times a session has broken out in either direction. Hit |, ||, |||: Tracks how many times those breakouts successfully reached the first, second, and third deviation targets. This allows traders to quickly see which session is currently providing the most reliable follow-through on the current asset. 🔵 KEY FEATURES Global Session Coverage: Dedicated settings for Asia (Pink), London (Cyan), and New York (Orange). Real-Time POC Visualization: A live-updating POC box and extension line that identifies high-interest levels as the session unfolds. Finalized Volume Profile: A sleek, stepped polyline generated at session end for post-session structural analysis. Statistics Dashboard: A customizable table (position and visibility) showing breakout and target hit counts. "Hit-Aware" Targets: Target lines (marked |, ||, |||) stop automatically upon price contact to reduce chart clutter. High-Resolution Polylines: Optimized volume visualization that provides granular detail without sacrificing chart performance. 🔵 HOW TO USE Monitor the Live POC: During the session, watch where the POC box is located. Price often orbits this level as the "mean," and a strong move away from it often precedes a full session breakout. Analyze the Final Profile: Once the session ends, use the Polyline Profile to identify the "Value Area." If price returns to the session range later, these high-volume nodes often act as strong support or resistance. Consult the Dashboard: Use the performance table to identify which session has the highest win rate for breakouts on your specific timeframe. Target Scaling: Use Deviation 1 (|) for high-probability scalps, Deviation 2 (||) for standard trend targets, and Deviation 3 (|||) for major institutional expansion points. 🔵 CONCLUSION Session Killzones & Volume Flow Profile is a complete institutional roadmap. By combining the "When" (Sessions) with the "Where" (Live POC & Final Profile) and the "How Much" (Dashboard Stats), it provides a data-driven framework for navigating the most profitable hours of the trading day.
Pine Script® indicator
by BigBeluga
9
Volume Footprint LevelsVolume Footprint Levels 🐾 What it is A support/resistance plotter that uses TradingView's request.footprint() volume-at-price data to identify levels where aggressive volume actively defended or rejected price. Instead of drawing lines from raw highs/lows, it only marks zones where one side ( buyers or sellers ) absorbed the other and price was pushed away — the kind of levels that tend to matter on retest. How defense is detected For each bar, the script walks the footprint rows and looks for one-sided imbalance concentrated at the bar's wick zones: Buy defense (support) — heavy aggressive buying at the bottom X% of the bar's range, where buy volume exceeds sell volume by the imbalance ratio, and the close has moved a configurable distance away from the lows. Sell defense (resistance) — heavy aggressive selling at the top X% of the bar's range, where sell volume exceeds buy volume by the ratio, and the close has moved away from the highs. Qualifying rows are aggregated into a volume-weighted average price for the level, and the level only fires if the total defending volume clears a minimum threshold. Individual rows must also clear a minimum delta to count, which filters out thin-tape noise. Level lifecycle Each detected level becomes a horizontal line projecting forward from the bar that created it: Merge / replace — a new level within mergePoints of an existing one is suppressed, unless the new one has higher defending volume, in which case it replaces the weaker one in place. Touch tracking — every bar whose wick reaches within touchTol of the level increments either the bullish (▲) or bearish (▼) touch counter depending on which side of the level the bar closed on. Counts render in the level's label. Break confirmation — a level is only removed once price closes beyond it (plus a buffer) for breakBars consecutive bars. If price moves back inside before the count completes, the break counter resets. This stops single-wick fakeouts from killing valid levels. Cap — total active levels are pruned oldest-first to stay under maxLevels . Exports The four nearest supports and four nearest resistances (sorted by proximity to close) are plotted to the price scale and data window as Sup 1–4 / Res 1–4 . When Enable JSON Alerts is on, each confirmed bar emits a structured JSON alert containing timestamp, ticker, timeframe, close, all eight ranked levels, active level count, and any new support/resistance created on that bar — designed for ingestion by an external webhook pipeline. What you see on the chart Green lines for support, red for resistance, each tagged with a label showing defending volume and the running ▲/▼ touch counts. Hovering a label exposes a tooltip with the level type, exact price, volume, imbalance ratio at creation, and full touch breakdown. Line style, width, colors, and label size are all configurable. Intended use A footprint-driven structure tool — the levels flag prices where aggressive flow has already been absorbed once, making them candidates for retest entries, target zones, or invalidation references. Best on instruments where TradingView's footprint data is dense ( liquid futures, major FX, large-cap equities ); on thinner instruments or deep history the footprint resolution degrades, which is why maxLookback is capped.
Pine Script® indicator
by gggoaaat
4
Structural Leg Profiler [LuxAlgo]The Structural Leg Profiler indicator is a comprehensive structural analysis tool that dynamically maps lower-timeframe volume distributions onto major market swings to reveal where the most significant trading activity occurs within a trend. 🔶 USAGE The tool is designed to bridge the gap between traditional price action swings and order flow analysis. By using an ATR-based swing detection mechanism, the indicator automatically identifies structural "legs" (upward or downward price movements) and generates a detailed volume distribution profile for each one. Users can leverage this tool to identify high-interest zones (Point of Control) and determine whether a move is supported by aggressive buying or selling volume through the Delta coloring mode. 🔹 Interpreting the Profiles Each structural leg displays a volume profile across its duration, constructed from lower-timeframe data to ensure precision. Volume Gradient Mode: Highlights nodes based on total activity. The colors transition from low-volume areas to high-volume nodes, with the Point of Control (POC) being the most prominent. Delta Mode: Colors the profile blocks based on the net difference between buying and selling volume. Bright green indicates heavy aggressive buying, while bright red indicates heavy aggressive selling. Summary Labels: Each leg includes a summary label showing the Total Leg Volume, the Net Delta, and the exact POC price. 🔹 Volume Anomalies The script automatically detects and highlights candles with unusual volume spikes using dynamic "bubbles." This helps in identifying potential exhaustion points or strong breakout momentum. Standard Bubbles: Indicate volume that is significantly above the 20-period average. Large Bubbles with Values: Indicate extreme volume spikes, with the exact volume printed inside the bubble for immediate context. 🔶 DETAILS 🔹 Untested POC Extensions A core feature of this script is the "Naked POC" logic. When a structural leg is completed, its Point of Control is projected forward as a dashed line. These levels often act as high-probability support or resistance zones. The line continues to extend until price eventually "tests" or crosses it, at which point it automatically terminates to keep the chart clean. 🔹 Lower Timeframe Precision Unlike standard profiles that use only chart-resolution data, this script utilizes request.security_lower_tf to pull granular data. This provides a much more accurate view of how volume was distributed within each leg compared to simple OHLC-based approximations. 🔶 SETTINGS 🔹 Swing Detection ATR Period: The lookback period used to calculate volatility for swing detection. Swing Multiplier (ATR): Controls the sensitivity of the legs. Higher values capture major trends; lower values capture micro-swings. 🔹 Profile Settings Max Profile Boxes: Defines the vertical resolution and maximum number of rows in the profiles. Profile Alignment: Determines where the volume bars are anchored (Left, Right, or Center) within the leg area. Show Volume Value: Toggles the visibility of numeric volume values inside the profile boxes. Extend Untested POCs: Enables the forward projection of POC lines until they are mitigated by price. 🔹 Volume Anomalies Show Volume Bubbles: Toggles the volume anomaly visualization. Spike Threshold: The multiplier relative to the 20-period average volume that triggers an anomaly bubble. 🔹 Style & Colors Box Color Mode: Choose between "Volume Gradient" (Total Volume focus) or "Delta" (Buy vs. Sell focus). Up/Down Leg Colors: Customizable color gradients for both bullish and bearish structural legs.
Pine Script® indicator
by LuxAlgo
5
AMT Market Phase [TradingIQ + Ethan]Hello Traders! 🔹 AMT Market Phase AMT Market Phase is a market structure tool designed to identify when price is trading inside a balanced range versus when it has moved out of balance. Instead of only marking highs and lows, this tool uses a TPO-style value area model to study where price has spent time, where value is forming, and when price breaks away from that accepted area. Think of it as a way to visualize balance, imbalance, and developing market phase shifts across multiple timeframes . detects balanced and out-of-balance market phases builds TPO-style value areas from price activity marks VAH, VAL, and POC levels uses ATR buffering to filter minor value-area breaks supports multiple timeframe phase tracking optional value area, POC, and profile displays 🔹 What the tool shows 🔸 Balance vs out of balance The script classifies the market into two core states: Balance Out of Balance Balance means price is still trading within its accepted value area. Out of Balance means price has moved beyond the buffered value area, suggesting that price may be leaving the prior area of acceptance. This helps you quickly see whether the market is rotating inside a range or attempting to expand away from it. 🔸 TPO-based value area The tool builds a TPO-style profile from the active market range and calculates key levels: VAH, or Value Area High VAL, or Value Area Low POC, or Point of Control These levels represent where price has spent meaningful time during the current balance structure. Instead of using a fixed lookback range, the profile expands and updates based on the active phase of the market. 🔸 Buffered value area breaks AMT Market Phase includes an ATR-based buffer around the value area. This helps reduce noise by requiring price to move a meaningful distance beyond value before being classified as out of balance. This helps separate: minor value-area probes weak fakeouts stronger attempts to leave balance 🔸 Multi-timeframe phase tracking The indicator can track market phase across multiple timeframes. This allows you to compare lower-timeframe and higher-timeframe structure directly on the chart. You can use it to see: whether the current timeframe is balanced whether higher timeframes are out of balance whether multiple timeframes agree or conflict where larger value areas may be influencing price 🔸 Visual value zones The script can draw the active balance area directly on the chart. Depending on your settings, it can display: value area zones POC lines VAH and VAL levels profile-style visuals recent balance ranges only This gives a clean visual map of where value has formed and where price is attempting to break away from that value. 🔸 Phase table The built-in table summarizes the current phase across key timeframes. It shows whether each tracked timeframe is in: BALANCE OUT OF BALANCE When price is out of balance, the table can also show directional context using arrows. 🔹 How to read it Each component gives a different layer of market context: Balance zone → where price has been accepted VAH → upper edge of value VAL → lower edge of value POC → most active price area Buffered VA → filtered balance boundary Out of Balance → price attempting to leave value Phase table → multi-timeframe market state 🔹 Why this tool is useful It gives you: a structured way to identify balance and imbalance objective value-area levels based on price activity multi-timeframe context for market phase a cleaner alternative to manually drawing ranges visual reference points for where price is accepted or rejected 🔹 Best use cases identifying balanced market conditions tracking when price leaves value studying range expansion and acceptance comparing market phase across timeframes building context around VAH, VAL, and POC understanding whether price is rotating or expanding 🔹 Important note This tool is based on TPO-style value-area analysis and historical price structure. That means: balance does not guarantee price will remain inside the range out of balance does not guarantee trend continuation value areas are context zones, not automatic trade signals market conditions can change quickly outputs should be used as context, not certainty 🔹 Inputs you can customize The script includes flexible controls such as: custom timeframe selection timeframe colors POC display toggles value area display toggles profile display toggles recent range only mode value area percentage ATR multiplier for balance filtering minimum profile bars table position Closing Notes AMT Market Phase is built to shift the focus from simply asking where price is moving to understanding whether price is accepted or rejected around value . It helps traders visualize when the market is balanced, when it is leaving balance, and how that behavior lines up across multiple timeframes. Thank you for checking it out!
Pine Script® indicator
by Trading-IQ
7
Volume Profile With Smart Level DetectionValue Area Pro — Volume Profile with Smart Level Detection This indicator builds a full Volume Profile directly on your chart and automatically identifies the key levels that institutions and smart money use to make decisions. What it shows: Volume Profile — a horizontal bar chart built from real traded volume at each price level. Green bars where buyers dominated, red bars where sellers dominated, yellow bar at the Point of Control — the single price with the most volume traded during the session. POC (Point of Control) — the brightest yellow line extending across the chart. This is the price magnet. The market gravitates back to this level throughout the session because it represents the fairest price agreed upon by both buyers and sellers. VAH / VAL (Value Area High and Low) — the two dashed lines forming the boundary of the Value Area. 70% of all volume was traded between these two lines. Everything inside is considered fair value. Everything outside is considered extreme. HVN (High Volume Node) — dotted lines marking zones where a large amount of volume concentrated. Price tends to slow down, rotate, and build structure at these levels. These are walls — price gets stuck here. LVN (Low Volume Node) — dashed lines marking zones where volume was thin and price moved through quickly. These are fast lanes — price accelerates through them with little resistance. When price approaches an LVN it tends to either reject sharply or blow straight through. How to use it: The core idea is simple — 70% of all trades happen inside the Value Area. The market is balanced and boring inside this zone. The edges are where the opportunities are. At the VAL — price is at a statistical discount. Smart money tends to buy here in a balanced market. At the VAH — price is at a statistical premium. Smart money tends to sell here in a balanced market. At an LVN — price is in a fast lane. Expect acceleration, not consolidation. Use these as targets when price is trending, and as warning zones when price is ranging. At an HVN — price is in a wall. Expect slowdown, consolidation, and possible reversal. These are the strongest support and resistance levels because real volume was traded there. Settings: Mode — Session resets the profile each trading day. Lookback uses a fixed number of bars Value Area % — standard is 70. Raise to 80 for a wider zone, lower to 60 for a tighter one HVN Threshold % — bins above this percentage of max volume are marked as High Volume Nodes Max LVN Lines — maximum number of Low Volume Node lines shown, always the closest to current price Label Position — move labels Left, Center, or Right along the line Show Background — optional subtle color when price is outside the Value Area
Pine Script® indicator
by CraftyPicks
2
Session Volume Profile by AUMBaumgartner# Session Volume Profile – VPOC | TPOC | VAH | VAL This indicator calculates the volume profile of a complete trading session and displays the key statistical price levels directly on the chart — based on the Market Profile principles developed by J. Peter Steidlmayer. The volume of each session is distributed evenly across the High-Low range of each bar and accumulated into price buckets. This produces the following levels: **VPOC – Volume Point of Control** The price with the highest traded volume of the session. This is the fairest price, as the most trading activity occurred here. **TPOC – Time Point of Control** The price touched by the most bars during the session. The time-based variant of the POC. **VAH – Value Area High** The upper boundary of the Value Area. Above this level, price is statistically overvalued. **VAL – Value Area Low** The lower boundary of the Value Area. Below this level, price is statistically undervalued. **Value Area (VA)** The price range in which 70% of session volume was traded. Within the Value Area, price is fairly valued. The Value Area is calculated according to Steidlmayer's original method: starting from the VPOC, the next two price levels above and below are compared. The side with the higher volume is added to the Value Area. In case of a tie, the upper side is preferred. This process repeats until 70% of total volume is captured. The horizontal histogram displays the volume distribution across all price levels of the session. The VPOC bar is highlighted and the Value Area is shown in a distinct colour. **How to use** Buy when price is below VAL, sell when price is above VAH — as long as the market is in balance. If price remains outside the Value Area for 30 minutes or more, a new price level is likely developing. **Settings** Session start and end (HHMM), Value Area percentage, Tick Multiplier for bucket granularity, volume distribution over Range or Close, histogram left or right of the session, and all colours individually customisable. Optimised for EUREX futures (DAX, Euro Stoxx), but works on all markets and timeframes. Based on the Market Profile theory of J. Peter Steidlmayer.
Pine Script® indicator
by AUMBaumgartner
Volume Profile + LVNVolume Profile + Low Volume Nodes A clean institutional-grade volume profile built for intraday traders. This indicator maps exactly where volume was traded across price levels during the session and automatically identifies the thin areas — the Low Volume Nodes — where price moves fast and institutions are likely to react. What it does: Volume Profile — displays a horizontal bar chart to the right of price showing how much volume traded at each price level. Green bars where buyers dominated, red bars where sellers dominated, yellow bar at the Point of Control — the single price level with the most volume traded. Low Volume Nodes (LVN) — automatically detects the price zones where volume is significantly thinner than surrounding levels. These are the gaps in the market where price moved too fast for participants to trade much — creating imbalances that price tends to revisit and react to. 🟢 Green zones — LVN below current price = support. Price tends to bounce here or accelerate through on high volume. 🔴 Red zones — LVN above current price = resistance. Price tends to reject here or break through with momentum. 🟡 POC line — Point of Control extends left across the chart. The most important intraday reference level — price gravitates toward this level throughout the day. How to use it: When price approaches a green or red zone you have two scenarios — a bounce or a clean break. Bounce — price touches the zone and closes back outside it. Look for a buy at green zones and a sell at red zones. Break — price closes through the zone with volume. Trade the continuation in the direction of the break — buy above a broken red zone, sell below a broken green zone. The thinner the zone the faster price will move through it. The POC acts as a magnet — if price is far from it expect it to get pulled back during the session. Settings: Profile Mode — Session resets each day for intraday use. Lookback uses a fixed bar count Node Detection % — Controls how sensitive the LVN detection is. Higher finds more zones Max LVN Nodes — Maximum number of zones shown — always displays the closest ones to current price Zone Expand — Makes each zone slightly thicker to capture neighboring thin levels Profile Offset — Controls the space between price and the profile session mode - best for 1-5 minute timeframe lookback mode - best for higher timeframe
Pine Script® indicator
by CraftyPicks
Volume Profile [jackieee]Description This indicator plots a Volume Profile over a custom lookback range to show where trading activity has been concentrated. It highlights high-volume price areas, allows full control over row size and histogram width, and includes an optional Rolling POC to track the most active price level over time. Additional style options such as flipped histogram, gradient coloring, and custom bar appearance make it flexible for different chart preferences.
Pine Script® indicator
by jackieeeeeeeee
Temporal Volume Profile 3D [LuxAlgo]The Temporal Volume Profile 3D indicator is a spatial visualization tool that transforms historical volume data into a three-dimensional landscape, adding a time-depth dimension to traditional volume analysis. By projecting volume across price (X), time (Y), and magnitude (Z), it allows traders to observe the evolution and migration of liquidity over time rather than viewing it as a static, aggregate value. 🔶 USAGE The primary advantage of this script is its ability to reveal the "lifecycle" of volume nodes. While a standard Volume Profile (VP) squashes all historical data into a single 2D histogram, this tool slices the lookback period into distinct segments, creating a "terrain" where the most recent volume is in the foreground and older volume resides in the background. 🔹 Identifying Volume Migration By observing the peaks of the volume mountains, you can see if the Point of Control (POC) is migrating. A POC shifting from the background (older) to the foreground (newer) indicates a trending consensus of fair value, whereas a consistent peak across all time slices suggests a long-term, stable support or resistance zone. 🔹 Price Proximity & Liquidity Interaction The indicator includes a real-time price tracker that moves across the 3D terrain. If the current price enters a significant historical volume mountain, the tracker triggers a "Peak Warning," signaling that the price is entering a high-liquidity zone likely to cause consolidation or reversal. 🔹 The Paths of Least Resistance Valleys in the 3D landscape represent Low Volume Nodes (LVNs). When price moves into a valley that has remained empty across multiple time slices, it indicates a lack of historical interest at those levels, often resulting in fast, "slippery" price action through those zones. 🔶 DETAILS Standard Volume Profiles lose the "when" of volume accumulation. For example, a 2D profile might show a large volume peak at $100, but it cannot tell you if that volume was traded 200 bars ago or 5 bars ago. The Temporal Volume Profile 3D solves this by using a Painter's Algorithm to render slices of volume data along a depth axis. 🔹 3D Engine & Projection The script uses a custom trigonometric projection engine allowing users to adjust the Yaw (rotation) and Pitch (tilt) of the landscape. This allows for a bird's-eye view to see the "map" of volume or a side-profile view to emphasize the height of the volume peaks. 🔹 POC Ridge Line This feature connects the highest volume node of every time slice. This creates a continuous path through the mountains, providing a visual history of how the most significant price levels have changed over the selected lookback period. 🔶 SETTINGS 🔹 Volume Profile & Matrix Lookback Bars: The total historical window used for the calculation. Price Bins (Width): Determines the horizontal resolution (X-axis). Higher values provide more detailed price levels. Time Slices (Depth): Determines how many segments the volume is divided into (Y-axis). Terrain Smoothing: Blends adjacent volume nodes to create a more organic, mountain-like appearance. 🔹 Camera Projection Yaw/Pitch: Controls the angle of the 3D projection. Scale X/Y/Z: Adjusts the width, depth, and height of the volume mountains. Offset X/Y: Moves the 3D object on the chart to prevent it from overlapping with current candles. 🔹 Style & Colors Show Ridge Lines: Toggles the colored outlines for each time slice. Mountain Fills: Enables the use of the background color to occlude lines, creating a solid 3D effect. Show POC Ridge Line: Toggles the yellow line tracking the peak volume through time. Peak Proximity Warning: Toggles the color change on the price tracker when entering high-volume zones.
Pine Script® indicator
by LuxAlgo
7
Momentum Candle By KempotStywn3435Indikator ini dirancang khusus untuk mendeteksi lonjakan momentum (momentum spike) atau pergerakan breakout yang tiba-tiba dan signifikan di pasar. Indikator ini sangat cocok untuk trader dengan gaya scalping atau day trading yang mencari peluang masuk saat volume dan volatilitas pasar sedang tinggi. Bagaimana Cara Kerjanya? Indikator ini tidak sembarangan memberi sinyal pada setiap candle besar. Ada dua filter utama agar sinyal yang muncul benar-benar valid: Perbandingan Relatif: Indikator akan menghitung rata-rata ukuran body dari 3 candle sebelumnya. Candle yang sedang berjalan harus lebih besar dari rata-rata tersebut berdasarkan faktor pengali (multiplier) yang bisa diatur. Ini memastikan kita menangkap pergerakan yang menonjol dari price action sebelumnya. Filter Noise (Minimal Body Size): Untuk menghindari sinyal palsu saat pasar sedang konsolidasi/sepi (sideways), candle saat ini wajib mencapai ukuran minimum tertentu secara absolut. Jika kedua syarat tersebut terpenuhi, indikator akan memunculkan tanda panah (hijau ke atas untuk momentum Bullish, dan merah ke bawah untuk momentum Bearish). Fitur yang Bisa Disesuaikan (Settings): Minimal Panjang Body: Kamu bisa mengatur seberapa besar ukuran murni body candle agar bisa divalidasi. Pengali Ukuran (Multiplier): Standarnya adalah 1.5x lebih besar dari rata-rata 3 candle sebelumnya. Angka ini bisa kamu ubah sesuai dengan tingkat sensitivitas yang diinginkan. ⚠️ TIPS PENTING PENGGUNAAN (WAJIB DIBACA): ⚠️ Pengaturan "Minimal Panjang Body" menggunakan skala harga asli dari instrumen yang sedang kamu buka, bukan otomatis berbentuk pips. Kamu wajib menyesuaikan angka ini berdasarkan aset (pair) yang kamu tradingkan: XAUUSD (Gold): Pergerakan 70 pips biasanya ditulis dengan angka 7.0 atau 0.7 (tergantung desimal broker kamu dan timeframe). Jika kamu biarkan angka 70, indikator mungkin tidak akan memunculkan panah sama sekali. Forex Major (misal EURUSD): Pergerakan 70 pips ditulis dalam bentuk desimal seperti 0.0070. Crypto (misal BTCUSDT): Kamu mungkin perlu menaikkan angkanya ke puluhan atau ratusan poin tergantung volatilitasnya. Catatan: Indikator ini berfungsi sangat baik sebagai alat konfirmasi. Pastikan untuk selalu menggabungkannya dengan analisa teknikal lain
Pine Script® indicator
by stywnm45
2
Footprint: Cluster by Exchanges v2 [AlexKo]Footprint: Cluster by Exchanges v2 What the Indicator Does Detects buy and sell clusters from footprint data (POC level + delta) and draws a **stacked set of colored boxes** at each cluster — one box per connected exchange. Box height is proportional to that exchange's volume relative to its own average, so you can instantly see **which exchanges participated in forming the cluster**. How It Works 1. Cluster Detection A cluster is confirmed on bar close when all of the following conditions pass: | Condition | Buy Cluster | Sell Cluster | |-----------|-------------|--------------| | POC position | ≤ N% from candle bottom | ≥ (100−N)% from bottom | | Delta (optional) | > 0 | < 0 | | Min delta % | ≥ threshold | ≥ threshold | | Min candle volume | ≥ threshold | ≥ threshold | | Min range (ATR %) | ≥ threshold | ≥ threshold | 2. Fetching Exchange Volumes Once a cluster is detected, volume is pulled from each enabled exchange via `request.security()`, automatically substituting the current chart ticker. 3. Visualization — Stacked Boxes ``` ▲ ← label (hover → tooltip with full details) ┌──────────┐ │ OKX │ ← h = ATR × scale × (vol_okx / avg_okx) ├──────────┤ │ Bybit │ ← height reflects relative volume ├──────────┤ │ Binance │ ← bottom box = Exchange 1 in settings ● ← POC level of the cluster candle ``` Buy cluster** → stack grows **upward** from POC Sell cluster** → stack grows **downward** from POC - Each box is labeled with the exchange name - Hovering the ▲/▼ marker shows the full tooltip --- Tooltip (example) ``` ▲ BUY CLUSTER ───────────────────────── POC: 65 420.00 (18% from bottom) Delta: +12 450 (+8.3%) Buy: 54.2% │ Sell: 45.8% ───────────────────────── Exchange Volume ×avg ───────────────────────── Binance 1.2M ×2.3 Bybit 890K ×1.8 OKX 450K ×0.9 ───────────────────────── ∑ Total: 2.5M ``` --- Parameters Footprint Parameters | Parameter | Default | Description | |-----------|---------|-------------| | Ticks per Row | 100 | Footprint row size in ticks | | Value Area (%) | 70 | Value area percentage for POC calculation | Clusters | Parameter | Default | Description | |-----------|---------|-------------| | Cluster Zone (%) | 35 | POC in bottom/top N% of range = cluster. Recommended: 30–40% | | Show Buy / Sell Clusters | true / true | Toggle each cluster type on/off | | Accent Color: Buys / Sells | orange / blue | Color for the ▲/▼ label and frame | Filters | Parameter | Default | Description | |-----------|---------|-------------| | Confirm with Delta | true | Main filter. Buy cluster only when delta > 0 | | Min Delta (% of Volume) | 0 | Minimum delta strength as % of volume. 0 = disabled | | Min Candle Volume | 0 | Ignore low-activity bars. 0 = disabled | | Min Candle Range (ATR %) | 0 | Doji filter. 0 = disabled | Exchanges 1–5 | Parameter | Description | |-----------|-------------| | Enable | Toggle this exchange on/off | | Prefix | TradingView exchange prefix: `BINANCE`, `BYBIT`, `OKX`, `BITGET`, `KRAKEN`, `COINBASE`, `BITMEX`, etc. | | Ticker | Empty = current chart ticker. Fill manually if the exchange uses a different format (e.g. `XBTUSD` for Kraken) | | Name | Text shown on boxes and in the tooltip | | Color | Box fill and border color | Bar Visualization | Parameter | Default | Description | |-----------|---------|-------------| | Normalization Mode | % of Average | How bar heights are calculated (see below) | | SMA Period (bars) | 20 | Moving average period for normalization. Volume / SMA = relative size | | Height Scale (× ATR) | 0.08 | Base height when volume equals average. Increase if bars look too small | | Max Multiplier | 5.0 | Growth cap. Volume > 5×average does not increase height further | | Fill Transparency | 25 | 0 = fully opaque, 95 = nearly invisible | | Info Label (exchanges + volumes) | true | Show per-exchange volume label outside the candle | | Label Text Size | small | Text size for the label: tiny / small / normal | | Label Offset (× ATR) | 0.5 | Distance from candle high/low in ATR units. 0 = flush with candle | Normalization Modes | Mode | Description | |------|-------------| | **% of Average** | Each exchange bar is scaled against its own SMA. Height = base when volume = average; capped at Max Multiplier × base | | **% of Total** | Bar width represents the exchange's share of combined volume across all active exchanges on that bar | | **Absolute** | All exchanges normalized against the combined average of all active exchanges | Limitations Object limit:** `max_boxes_count = 500`. With 3 active exchanges you can see ~165 cluster bars; with 5 exchanges ~100. Older objects are removed automatically. Footprint data:** requires a TradingView subscription that includes Order Flow / Footprint access. Box labels:** may not be visible if a box is very thin (small ATR or low scale). The hover tooltip always works. Cluster detection** is based on the current chart's exchange only. Exchanges 1–5 provide volume breakdowns but do not affect whether a cluster is detected. Alerts | Alert Name | Trigger | |------------|---------| | Buy Cluster | Buy cluster detected on bar close | | Sell Cluster | Sell cluster detected on bar close | Alert message format: `{{ticker}} {{interval}} | Buy/Sell cluster by exchanges`
Pine Script® indicator
by AlexKondom
1
Prime Volume Profile + Liquidity HeatmapThis indicator is designed to provide a clear, institutional-style view of market structure and liquidity distribution, combining a fully customizable Volume Profile with a dynamic Liquidity Heatmap. It operates on a daily basis, automatically resetting at the start of each new trading day to ensure that all calculations reflect fresh, relevant market data. 🔍 Core Features • Customizable Volume Profile (Daily) The indicator builds a high-resolution Volume Profile for the current trading day, allowing traders to visualize where trading activity has been most concentrated. It highlights three key levels: POC (Point of Control) – the price level with the highest traded volume during the day. This represents the area where the market has found the strongest agreement between buyers and sellers. VAH (Value Area High) – the upper boundary of the value area, where approximately 70% of the day’s total volume has been traded. VAL (Value Area Low) – the lower boundary of the value area, completing the range in which most trading activity has occurred. These levels are recalculated in real time and reset daily, making them highly relevant for intraday and scalping strategies. • Liquidity Heatmap In addition to the volume profile, the indicator provides a visual heatmap of recent liquidity. Areas with higher intensity represent zones where a significant amount of volume has been transacted. More transparent zones indicate low participation or “empty” areas in the market. This allows traders to quickly identify: Where liquidity is concentrated Where price is more likely to react Where inefficiencies or low-interest zones exist 🧠 Understanding Liquidity In trading, liquidity refers to the amount of buy and sell orders available at specific price levels. High liquidity zones: Attract price like a magnet Often act as support/resistance Are commonly revisited by the market Low liquidity zones: Allow price to move quickly Often result in sharp, impulsive moves Understanding liquidity helps traders interpret why price moves, not just where it moves. ⚙️ How to Use This Indicator This tool is best used as a confirmation layer within a broader trading strategy. Common use cases: POC as a magnet Price often gravitates toward the Point of Control. Traders monitor reactions around this level for mean reversion or continuation setups. VAH / VAL as reaction zones These levels can act as dynamic support and resistance. Breakouts or rejections around these zones can signal potential trade opportunities. Heatmap for execution timing Use the liquidity heatmap to identify: High-interest zones for entries or exits Low-liquidity areas where price may move quickly ⚠️ Important Disclaimer This indicator is not financial advice and does not provide direct buy or sell signals. It is intended to be used as a decision-support tool, ideally in combination with: Price action analysis Market structure Other indicators or trading strategies 🎯 Summary This indicator gives you a real-time map of market participation, helping you understand: Where volume is concentrated Where liquidity is sitting Where price is likely to react Used correctly, it provides a significant informational edge, especially for intraday and short-term traders.
Pine Script® indicator
by Prime-Signals
Footprint (KenshinC) - Optimized + Range Volume ProfileFootprint (KenshinC) Professional Order Flow Footprint + Range Volume ProfileTake your order flow analysis to the next level.Footprint (KenshinC) is a powerful, clean, and highly optimized Footprint Chart designed specifically for serious crypto traders who want to see real market intent — not just price action. Key Features: Precise Footprint Visualization — View buy and sell volume distribution at every price level with clear imbalance detection Smart Imbalance Detection — Configurable imbalance ratio + stacked imbalance lines to spot aggressive buying/selling pressure Value Area (VAH, VAL, POC) — Automatically calculates and displays the Value Area with customizable POC highlighting Range Volume Profile — Cumulative horizontal volume profile across your selected time range — perfect for identifying high-volume nodes, support & resistance zones Auto & Manual Ticks Per Row — Flexible row sizing with intelligent auto-calculation Native Footprint Support (v6) — Option to use TradingView’s native footprint engine for maximum accuracy (Premium+) Clean Alerts System — Get notified on new imbalances, imbalance lines, and breaks Whether you're scalping on low timeframes or analyzing institutional footprints on higher timeframes, this indicator gives you X-ray vision into the order book flow.Built with performance in mind — optimized request handling, minimal lag, and clean visuals even on volatile crypto pairs like BTC, ETH, SOL, or altcoins.Perfect for:Order Flow Traders Smart Money Concept (SMC) traders Volume Profile enthusiasts ICT & Wyckoff method users Stop guessing where the real liquidity is. See it. Trade it.
Pine Script® indicator
by KenshinC
Institutional Volume Flow [BigBeluga]🔵 OVERVIEW Institutional Volume Flow is a higher-timeframe segmented developing volume profile tool designed to reveal where institutional participation is building inside active price ranges. Instead of plotting static session profiles, this indicator dynamically tracks the developing High, Low, Midpoint, and Point of Control (POC) for each selected higher-timeframe segment (Daily, Weekly, or Monthly). It allows traders to visualize where volume is accumulating in real time - and where dominant positioning is forming before the segment closes. The result is a structural + volume hybrid framework that exposes institutional footprints inside expanding ranges. 🔵 CORE CONCEPT HTF Segmentation - The chart is divided into higher-timeframe segments (D/W/M). Each new segment starts a fresh developing volume profile. Developing Range Logic - High and Low levels continuously update during the segment, defining the active institutional range. Volume Distribution Mapping - All traded volume inside the segment is distributed across price bins to build a live volume profile. Rolling Point of Control - The price level with the highest accumulated volume is recalculated every bar. Institutional Bias Detection - Background coloring adapts depending on whether price is trading above or below the segment midpoint. 🔵 HOW IT WORKS 1️⃣ Segment Detection A new segment begins whenever the selected higher timeframe changes. All volume and price calculations reset at the start of a new segment. Previous segments are frozen and preserved on the chart for historical reference. 2️⃣ Developing High / Low Structure The highest high and lowest low inside the current segment update dynamically. A midpoint (average of High and Low) is calculated to represent internal balance. These levels extend forward visually for clarity. 3️⃣ Volume Profile Construction The price range is divided into user-defined bins (Volume Profile Bins). Each bar’s volume is assigned to the corresponding price bin. Volume accumulates throughout the segment. Box width represents relative volume intensity at that level. The strongest node becomes the Point of Control (POC) . Rolling Point of Control - The price level with the highest accumulated volume is recalculated every bar during Segment developing. 4️⃣ Developing vs Frozen Profiles The active segment shows a developing profile that updates in real time. When a new segment begins, the completed profile is frozen. This allows comparison between current positioning and previous institutional distributions. 5️⃣ Volume Spike Detection (Z-Score) A 50-bar rolling mean and standard deviation are used. When volume significantly exceeds normal distribution, the range fill intensifies. This highlights abnormal participation inside the active range. 🔵 KEY FEATURES Higher-timeframe segmentation (Daily / Weekly / Monthly). Developing High, Low, and Midpoint levels. Bias-based profile coloring : green above midpoint, blue below midpoint. Real-time rolling Point of Control. Customizable number of volume bins for precision. Adjustable profile width for clear visualization. Frozen historical profiles for structural context (with preserved bias color). Z-score volume spike detection. Institutional range bias shading at segment start/end. 🔵 HOW TO USE Watch where price interacts with the developing POC — this often signals value acceptance or rejection. Use the segment midpoint to gauge balance vs imbalance. Treat green profiles as bullish-leaning segments (close above mid) and blue profiles as bearish-leaning segments (close below mid). Observe whether volume builds near highs or lows — this can indicate accumulation or distribution. Monitor frozen prior segments to identify high-volume memory zones. Use volume spikes to detect aggressive participation inside developing ranges. Combine with liquidity tools or order blocks for confirmation. 🔵 INTERPRETING INSTITUTIONAL FLOW Expanding range + rising POC → value shifting. Contracting range + stable POC → consolidation. Heavy volume near extremes → potential absorption. POC migration during trend → institutional repositioning. 🔵 CONCLUSION Institutional Volume Flow transforms higher-timeframe segmentation into a live institutional positioning map. By combining structural range development with rolling volume profiling and abnormal volume detection, it provides traders with a powerful way to understand where participation is building - not just where price is moving. It is especially effective for identifying accumulation, distribution, and value shifts before a higher-timeframe candle closes.
Pine Script® indicator
by BigBeluga
10