Tape Speed Pulse (Pace + Direction) [v6 + Climax]Tape Speed Pulse (Pace + Direction)
One-liner:
A lightweight “tape pulse” that turns intraday bursts of buying/selling into an easy-to-read histogram, with surge, slowdown, and climax (exhaustion) markers for fast decision-making. Use on sec and min charts.
What it measures
Pace (RVOL): current bar volume vs the recent average (smoothed).
Direction proxy: uptick/downtick by comparing close to close .
Pulse (histogram): direction × pace, so you see who’s pushing and how fast.
Colors
- Lime = Buy surge (pace ≥ threshold & upticking)
- Red = Sell surge (pace ≥ threshold & downticking)
- Teal = Buy pressure, sub-threshold
- Orange = Sell pressure, sub-threshold
- Faded/gray = Near-neutral pace (below the Neutral Band)
Lines (toggleable)
-White = Pace (RVOL)
- Yellow = Slowdown line = a drop of X% from the last 30-bar peak pace
Background tint mirrors the current state so you can glance risk: greenish for buy pressure, reddish for sell pressure.
Signals & alerts
- BUY surge – fires when pace crosses above the surge threshold with uptick direction (optional acceleration & uptick streak filters; cooldown prevents spam).
- SELL surge – mirror logic to downside.
- Slowdown – fires when pace crosses below the yellow slowdown line while direction ≤ 0 (early fade warning).
Climax (exhaustion)
- Buy Climax: previous bar was a buy surge with a large upper wick; current bar slows (below slowdown line) and direction ≤ 0.
- Sell Climax: mirror (large lower wick → slowdown → direction ≥ 0).
- Great for trimming/tight stops or fade setups at obvious spikes.
- Create alerts via Add alert → Condition: this indicator → choose the specific alert (BUY surge, SELL surge, Slowdown, Buy Climax, Sell Climax).
How to use it (playbook)
- Longs (e.g., VWAP reclaim / micro pullback)
- Only take entries when the pulse is teal→lime (buy pressure to buy surge).
- Into prior highs/VWAP bands, take partials on lime spikes.
- If you get a Slowdown dot and bars turn orange/red, tighten or exit.
Shorts (failed reclaim / lower-high)
- Look for teal→orange→red with rising pace at a level.
- Add confidence if a Buy Climax printed right before (exhaustion).
- Risk above the spike; don’t fight true ignitions out of bases.
Simple guardrails
- Avoid new longs when the histogram is orange/red; avoid new shorts when teal/lime.
- Use with VWAP + 9/20 EMA or your levels. The pulse is confirmation, not the whole thesis.
Inputs (what they do & when to tweak)
- Pace lookback (bars) – window for average volume. Lower = faster; higher = steadier.
Too jumpy? raise it. Missing quick bursts? lower it.
- Smoothing EMA (bars) – smooths pace. Higher = calmer.
Use 4–6 during the open; 3–4 midday.
- Surge threshold (× RVOL) – how fast counts as a surge.
Too many surges? raise it. Too late? lower it slightly.
- Slowdown drop from 30-bar max (%) – how far below the recent peak pace to call a slowdown.
Higher % = later slowdown; lower % = earlier warning.
- Neutral band (× RVOL) – paces below this fade to gray.
Raise to clean up noise; lower to see subtle pressure.
- Min seconds between signals – cooldown to prevent spam.
Increase in chop; reduce if you want more pings.
- BUY/SELL: min consecutive upticks/downticks – tiny streak filter.
Raise to avoid wiggles; lower for earlier signals.
Require pace accelerating into signal – ON = avoid stall breakouts; OFF = earlier pings.
Climax options: wick % threshold & “require slowdown cross”.
Raise wick% / require cross to be stricter; lower to catch more fades.
Quick presets
- Low-float runner, 5–10s chart
- Lookback 20, Smoothing 3–4, Surge 2.2–2.8, Slowdown 35–45, Neutral 1.0–1.2, Cooldown 15–25s, Streaks 2–3, Accel ON.
- Thick large-cap, 1-min
- Lookback 20–30, Smoothing 5–7, Surge 1.5–1.9, Slowdown 25–35, Neutral 0.8–1.0, Cooldown 30–60s, Streaks 2, Accel ON.
- Open vs Midday vs Power Hour
- Open: higher Surge, more Smoothing, longer Cooldown.
- Midday: lower Surge, less Smoothing to catch subtler pushes.
- Power hour: moderate Surge; keep Slowdown on for exits.
Reading common patterns
- Ignition (likely continuation): lime spike out of a base that holds above a level while pace stays above yellow.
- Exhaustion (likely fade): lime spike late in a run with upper wick → Slowdown → orange/red. The Buy Climax diamond is your tell.
Limits / notes
This is an OHLCV-based proxy (TradingView Pine can’t read raw tape/DOM). It won’t match Bookmap/Jigsaw tick-for-tick, but it’s fast and objective.
Use with levels and a risk plan. Past performance ≠ future results. Educational only.
Volume Profile
Anchored Session Volume Profile Heatmap Asia/EU/US sessionsThe Anchored Session Volume Profile (SVP) visualizes market participation across the Asia, Europe, and US trading sessions.
It combines heatmap-style profiles with POC, VAH, and VAL lines, giving you a clear view of session-based liquidity and value areas.
Features:
Anchored session profiles (Asia / EU / US)
Heatmap mode or classic style
Automatic POC / VAH / VAL detection
Live right-fixed profiles or post-session rendering
Adjustable profile width (% of session span)
Extendable levels (ray mode)
Use cases:
Identify session-specific value areas
Track POC migration across Asia → EU → US
Spot imbalances and liquidity zones
Combine with order flow or VWAP for intraday setups
This tool is designed in the Pegasus SVP style: lightweight, clear, and optimized for intraday trading.
Volume Profile (LVN + HVN Detection)This script builds a customizable session-by-session Volume Profile with extended features for deeper order-flow analysis. It lets traders visualize where the most and least trading activity occurred in any chosen timeframe and resolution, directly on the chart.
🔑 Features
Dynamic Volume Profile
Adjustable Rows and Resolution Timeframe for fine-tuned granularity. Profiles automatically update on each session change.
Volume Point of Control (VPOC)
Highlights the single price level with the highest traded volume.
Option to extend the last N VPOCs forward in time.
Optional date labels for extended VPOCs.
High Volume Nodes (HVNs)
Detects and plots areas/levels of concentrated activity.
Configurable strength filter to control validation.
Display as solid/dotted lines (Levels) or filled Areas.
Color-coded relative to prior session close.
Low Volume Nodes (LVNs) (NEW)
Identifies thin-volume zones often acting as rejection or breakout points.
Configurable strength filter.
Display as dotted Levels or shaded Areas.
Color-coded relative to prior session close.
Profile Extend
Choose how much of the profile should extend into the next session for forward-looking context.
📊 Use Cases
Spotting value areas and key auction levels.
Finding support/resistance zones via HVNs and LVNs.
Tracking VPOC shifts across sessions for directional bias.
Identifying low-volume rejection zones where price may accelerate.
⚙️ Customization
Profile rows, timeframe, and resolution.
VPOC line width, colors, and label size.
HVN/LVN strength, type (Levels/Areas), and color themes.
Delta Profile - OnlyFlowA Delta Profile Indicator taken inspiration from eths Delta Everything indicator ()
Volume Profile Auto POC📌 Overview
Volume Profile Auto POC is a trend-following strategy that uses the automatically calculated Point of Control (POC) from the volume profile, combined with ATR zones, to capture reversals and breakouts.
By basing decisions on volume concentration, it dynamically visualizes the price levels most watched by market participants.
⚠️ This strategy is provided for educational and research purposes only.
Past performance does not guarantee future results.
🎯 Strategy Objectives
Automatically detect the volume concentration area (POC) to improve entry accuracy
Optimize risk management through ATR-based volatility adjustment
Provide early and consistent signals when trends emerge
✨ Key Features
Automatic POC Detection : Updates the volume profile over a defined lookback window in real time
ATR Zone Integration : Defines a POC ± 0.5 ATR zone to clarify potential reversals/breakouts
Visual Support : Plots the POC line and zones on the chart for intuitive decision-making
📊 Trading Rules
Long Entry:
Price breaks above the POC + 0.5 ATR zone
Volume is above average to support the breakout
Short Entry:
Price breaks below the POC - 0.5 ATR zone
Volume is above average to support the downside move
Exit (or Reverse Position):
Price returns to the POC area
Or touches the ATR band
⚙️ Trading Parameters & Considerations
Indicator Name: Volume Profile Auto POC
Parameters:
Lookback Bars: 50
Bins for Volume Profile: 24
ATR Length: 14
ATR Multiplier: 2.0
🖼 Visual Support
POC line plotted in red
POC ± 0.5 ATR zone displayed as a semi-transparent box
ATR bands plotted in blue for confirmation
🔧 Strategy Improvements & Uniqueness
This strategy is inspired by traditional Volume Profile + ATR analysis,
while adding the improvement of a sliding-window mechanism for automatic POC updates.
Compared with conventional trend-following approaches,
its strength lies in combining both price and volume perspectives for decision-making.
✅ Summary
Volume Profile Auto POC automatically extracts key market levels (POC) and combines them with ATR-based zones,
providing a responsive trend-following method.
It balances clarity with practicality, aiming for both usability and reproducibility.
⚠️ This strategy is based on historical data and does not guarantee future profits.
Always use proper risk management when applying it.
POC-Change Regime VBP// POC-Change Regime VBP — 取扱説明 / User Guide
// JP: 概要）POC（Point of Control）をレジーム単位で追跡し、価格帯別出来高（VBP/VPVR）を可視化します。
// EN: Overview) Tracks regime-based POC and visualizes Volume by Price (VBP/VPVR).
// JP: 出来高はボディ/髭領域に重み付け配分。髭はオプションで常に50:50の中立配分。
// EN: Volume is distributed to body/wick areas with weights. Wick can be split 50:50 (direction-neutral).
// JP: ラベル：上段＝WAP比較（UPμ ≷ DNμ; 許容誤差はティック指定）、下段＝UP:DN 正規化（合計100）。
// EN: Label: 1st line = WAP comparison (UPμ ≷ DNμ; tolerance in ticks), 2nd line = normalized UP:DN (sum=100).
// JP: POCは各価格帯の(Up+Dn)合計が最大の帯。UP:DN比は向きの内訳であり価格位置と独立なので、POC上下と矛盾し得ます。
// EN: POC is the price bin with max (Up+Dn). UP:DN ratio is direction mix only; may disagree with POC direction.
// JP: 主なパラメータ）calcBins=計算精度、drawBins=描画粗さ、minConfirmBars=POC変移の確定遅延、
// minShareDraw=小帯の間引き、labelYOffsetTicks=ラベルの被り回避（上に持ち上げ）。
// EN: Key params) calcBins=calc resolution, drawBins=draw coarseness, minConfirmBars=POC change confirmation,
// minShareDraw=drop tiny bins, labelYOffsetTicks=lift labels above boxes to avoid overlap.
// JP: 注意）syminfo.mintickは現在の最小ティック。可変ティック制市場では過去刻みを厳密再現しません。
// EN: Note) syminfo.mintick is current minimum tick; variable-tick markets won’t be reproduced historically.
// JP: ヒント）calcBins↑で精度↑/負荷↑。minConfirmBars↑でダマシ抑制/反応遅延。splitWicksEqually=trueで方向バイアスを抑制。
// EN: Tips) Higher calcBins = higher accuracy & load. Higher minConfirmBars = less noise & slower response.
// splitWicksEqually=true reduces directional bias from wicks.
DeltaFlow Volume Profile [BigBeluga]🔵 OVERVIEW
The DeltaFlow Volume Profile builds a compact volume profile next to price and enriches every bin with flow context : bullish vs. bearish participation (%), a per-bin Delta % , an optional Delta Heat Map , and a PoC band with the bin’s absolute volume. This lets you see not just where volume clustered, but who (buyers or sellers) dominated inside each price slice.
🔵 CONCEPTS
Binned Volume Profile : Price range over a user-defined LookBack is split into Bins ; each bin aggregates traded volume.
Bull/Bear Split : Within every bin, volume is separated by candle direction into Bull Volume and Bear Volume , then normalized to % of the bin’s displayed size.
Delta % : The difference between Bull % and Bear % for the bin. Positive = buyer dominance; negative = seller dominance.
Delta Heat Map : Bin background shading that scales with both total volume strength and delta bias.
PoC (Point of Control) : The most significant bin gets a PoC band and a label with its absolute volume.
🔵 FEATURES
Profile with Flow : A clean horizontal volume bar per bin plus stacked Bull % and Bear % .
Per-Bin Delta Label : A readable “Δ xx%” tag at the start of each bin shows dominance at a glance.
Delta Heat Map : Optional gradient that intensifies with higher volume and stronger delta.
PoC Highlight : Optional PoC band colored separately, labeled with absolute volume (e.g., “1.23M”).
Configurable Inputs : LookBack, number of Bins (10–100), toggles for Delta, Heat Map, Volume Bars, and PoC color.
Readable Colors : Separate inputs for bullish (volume +) and bearish (volume –) hues.
🔵 HOW TO USE
Set the window : Choose LookBack and Bins to balance detail vs. performance (more bins = finer resolution).
Enable “Volume Bars” to display the bull/bear split as two stacked percent bars inside each bin.
High Bull % near support → constructive demand.
High Bear % near resistance → active supply.
Use Δ labels (toggle “Delta”) to quickly spot bins with clear buyer/seller control; combine with price position for confluence.
Turn on Delta Heat Map to prioritize areas with both large volume and strong imbalance.
Watch the PoC : The PoC band marks the most traded (and often magnet) level; its label shows absolute size for context.
Trade ideas :
Breakout continuation when Δ stays positive across consecutive upper bins.
Reversion risk when price enters a large bearish-Δ cluster below.
Manage risk around the PoC; reactions there can be sharp.
🔵 CONCLUSION
DeltaFlow Volume Profile upgrades a classic profile with flow intelligence. The bull/bear split, explicit Δ %, heat-weighted backdrop, and PoC volume label make dominant participation and key price shelves obvious. Use it to filter levels, time entries with imbalance, and validate breakouts or fades with objective volume-flow evidence.
Composite Time ProfileComposite Time Profile Overlay (CTPO) - Market Profile Compositing Tool
Automatically composite multiple time periods to identify key areas of balance and market structure
What is the Composite Time Profile Overlay?
The Composite Time Profile Overlay (CTPO) is a Pine Script indicator that automatically composites multiple time periods to identify key areas of balance and market structure. It's designed for traders who use market profile concepts and need to quickly identify where price is likely to find support or resistance.
The indicator analyzes TPO (Time Price Opportunity) data across different timeframes and merges overlapping profiles to create composite levels that represent the most significant areas of balance. This helps you spot where institutional traders are likely to make decisions based on accumulated price action.
Why Use CTPO for Market Profile Trading?
Eliminate Manual Compositing Work
Instead of manually drawing and compositing profiles across different timeframes, CTPO does this automatically. You get instant access to composite levels without spending time analyzing each individual period.
Spot Areas of Balance Quickly
The indicator highlights the most significant areas of balance by compositing overlapping profiles. These areas often act as support and resistance levels because they represent where the most trading activity occurred across multiple time periods.
Focus on What Matters
Rather than getting lost in individual session profiles, CTPO shows you the composite levels that have been validated across multiple timeframes. This helps you focus on the levels that are most likely to hold.
How CTPO Works for Market Profile Traders
Automatic Profile Compositing
CTPO uses a proprietary algorithm that:
- Identifies period boundaries based on your selected timeframe (sessions, daily, weekly, monthly, or auto-detection)
- Calculates TPO profiles for each period using the C2M (Composite 2 Method) row sizing calculation
- Merges overlapping profiles using configurable overlap thresholds (default 50% overlap required)
- Updates composite levels as new price action develops in real-time
Key Levels for Market Profile Analysis
The indicator displays:
- Value Area High (VAH) and Value Area Low (VAL) levels calculated from composite TPO data
- Point of Control (POC) levels where most trading occurred across all composited periods
- Composite zones representing areas of balance with configurable transparency
- 1.618 Fibonacci extensions for breakout targets based on composite range
Multiple Timeframe Support
- Sessions: For intraday market profile analysis
- Daily: For swing trading with daily profiles
- Weekly: For position trading with weekly structure
- Monthly: For long-term market profile analysis
- Auto: Automatically selects timeframe based on your chart
Trading Applications for Market Profile Users
Support and Resistance Trading
Use composite levels as dynamic support and resistance zones. These levels often hold because they represent areas where significant trading decisions were made across multiple timeframes.
Breakout Trading
When composite levels break, they often lead to significant moves. The indicator calculates 1.618 Fibonacci extensions to give you clear targets for breakout trades.
Mean Reversion Strategies
Value Area levels represent the price range where most trading activity occurred. These levels often act as magnets, drawing price back when it moves too far from the mean.
Institutional Level Analysis
Composite levels represent areas where institutional traders have made significant decisions. These levels often hold more weight than traditional technical analysis levels because they're based on actual trading activity.
Key Features for Market Profile Traders
Smart Compositing Logic
- Automatic overlap detection using price range intersection algorithms
- Configurable overlap thresholds (minimum 50% overlap required for merging)
- Dead composite identification (profiles that become engulfed by newer composites)
- Real-time updates as new price action develops using barstate.islast optimization
Visual Customization
- Customizable colors for active, broken, and dead composites
- Adjustable transparency levels for each composite state
- Premium/Discount zone highlighting based on current price vs composite range
- TPO aggression coloring using TPO distribution analysis to identify buying/selling pressure
- Fibonacci level extensions with 1.618 target calculations based on composite range
Clean Chart Presentation
- Only shows the most relevant composite levels (maximum 10 active composites)
- Eliminates clutter from individual session profiles
- Focuses on areas of balance that matter most to current price action
Real-World Trading Examples
Day Trading with Session Composites
Use session-based composites to identify intraday areas of balance. The VAH and VAL levels often act as natural profit targets and stop-loss levels for scalping strategies.
Swing Trading with Daily Composites
Daily composites provide excellent swing trading levels. Look for price reactions at composite zones and use the 1.618 extensions for profit targets.
Position Trading with Weekly Composites
Weekly composites help identify major trend changes and long-term areas of balance. These levels often hold for months or even years.
Risk Management
Composite levels provide natural stop-loss levels. If a composite level breaks, it often signals a significant shift in market sentiment, making it an ideal place to exit losing positions.
Why Composite Levels Work
Composite levels work because they represent areas where significant trading decisions were made across multiple timeframes. When price returns to these levels, traders often remember the previous price action and make similar decisions, creating self-fulfilling prophecies.
The compositing process uses a proprietary algorithm that ensures only levels validated across multiple time periods are displayed. This means you're looking at levels that have proven their significance through actual market behavior, not just random technical levels.
Technical Foundation
The indicator uses TPO (Time Price Opportunity) data combined with price action analysis to identify areas of balance. The C2M row sizing method ensures accurate profile calculations, while the overlap detection algorithm (minimum 50% price range intersection) ensures only truly significant composites are displayed. The algorithm calculates row size based on ATR (Average True Range) divided by 10, then converts to tick size for precise level calculations.
How the Code Actually Works
1. Period Detection and ATR Calculation
The code first determines the appropriate timeframe based on your chart:
- 1m-5m charts: Session-based profiles
- 15m-2h charts: Daily profiles
- 4h charts: Weekly profiles
- 1D charts: Monthly profiles
For each period type, it calculates the number of bars needed for ATR calculation:
- Sessions: 540 minutes divided by chart timeframe
- Daily: 1440 minutes divided by chart timeframe
- Weekly: 7 days worth of minutes divided by chart timeframe
- Monthly: 30 days worth of minutes divided by chart timeframe
2. C2M Row Size Calculation
The code calculates True Range for each bar in the determined period:
- True Range = max(high-low, |high-prevClose|, |low-prevClose|)
- Averages all True Range values to get ATR
- Row Size = (ATR / 10) converted to tick size
- This ensures each TPO row represents a meaningful price movement
3. TPO Profile Generation
For each period, the code:
- Creates price levels from lowest to highest price in the range
- Each level is separated by the calculated row size
- Counts how many bars touch each price level (TPO count)
- Finds the level with highest count = Point of Control (POC)
- Calculates Value Area by expanding from POC until 68.27% of total TPO blocks are included
4. Overlap Detection Algorithm
When a new profile is created, the code checks if it overlaps with existing composites:
- Calculates overlap range = min(currentVAH, prevVAH) - max(currentVAL, prevVAL)
- Calculates current profile range = currentVAH - currentVAL
- Overlap percentage = (overlap range / current profile range) * 100
- If overlap >= 50%, profiles are merged into a composite
5. Composite Merging Logic
When profiles overlap, the code creates a new composite by:
- Taking the earliest start bar and latest end bar
- Using the wider VAH/VAL range (max of both profiles)
- Keeping the POC from the profile with more TPO blocks
- Marking the composite as "active" until price breaks through
6. Real-Time Updates
The code uses barstate.islast to optimize performance:
- Only recalculates on the last bar of each period
- Updates active composite with live price action if enabled
- Cleans up old composites to prevent memory issues
- Redraws all visual elements from scratch each bar
7. Visual Rendering System
The code uses arrays to manage drawing objects:
- Clears all lines/boxes arrays on every bar
- Iterates through composites array to redraw everything
- Uses different colors for active, broken, and dead composites
- Calculates 1.618 Fibonacci extensions for broken composites
Getting Started with CTPO
Step 1: Choose Your Timeframe
Select the period type that matches your trading style:
- Use "Sessions" for day trading
- Use "Daily" for swing trading
- Use "Weekly" for position trading
- Use "Auto" to let the indicator choose based on your chart timeframe
Step 2: Customize the Display
Adjust colors, transparency, and display options to match your charting preferences. The indicator offers extensive customization options to ensure it fits seamlessly into your existing analysis.
Step 3: Identify Key Levels
Look for:
- Composite zones (blue boxes) - major areas of balance
- VAH/VAL lines - value area boundaries
- POC lines - areas of highest trading activity
- 1.618 extension lines - breakout targets
Step 4: Develop Your Strategy
Use these levels to:
- Set entry points near composite zones
- Place stop losses beyond composite levels
- Take profits at 1.618 extension levels
- Identify trend changes when major composites break
Perfect for Market Profile Traders
If you're already using market profile concepts in your trading, CTPO eliminates the manual work of compositing profiles across different timeframes. Instead of spending time analyzing each individual period, you get instant access to the composite levels that matter most.
The indicator's automated compositing process ensures you're always looking at the most relevant areas of balance, while its real-time updates keep you informed of changes as they happen. Whether you're a day trader looking for intraday levels or a position trader analyzing long-term structure, CTPO provides the market profile intelligence you need to succeed.
Streamline Your Market Profile Analysis
Stop wasting time on manual compositing. Let CTPO do the heavy lifting while you focus on executing profitable trades based on areas of balance that actually matter.
Ready to Streamline Your Market Profile Trading?
Add the Composite Time Profile Overlay to your charts today and experience the difference that automated profile compositing can make in your trading performance.
Footprint RealtimeFootprint Complete
A professional footprint-style order flow tool designed for serious traders who want deep insight into bid/ask dynamics, delta distribution, and imbalance detection directly on their TradingView charts.
🔑 Key Features
Footprint Wick Histogram
Visualize volume per tick with customizable block characters, scaled automatically (or via custom Vmax) for precision clarity.
Bid vs Ask Numbers (BvA)
Overlay raw bid/ask volume directly on each level of the candle wick for a true order-flow perspective.
Delta-Based Color Gradient
Adaptive coloring highlights strong buying/selling pressure. Includes neutral band and gamma curve control for fine-tuned intensity.
Diagonal Imbalance Detection
Spot aggressive buyers/sellers instantly. Highlights appear as transparent color fills, tiny horizontal markers, or both. Adjustable ratio thresholds, brightness, and transparency.
Imbalance Triangles
3-in-a-row IB triangles (▲/▼) signal stacked imbalance zones.
Edge Triangles mark traps at bar extremes (top/bottom).
Contrarian Delta Triangles detect divergences (e.g., red candle with positive delta).
Transparent IB Zones
Extend imbalance zones dynamically to the right until price retests their edge. Adjustable opacity, extension length, and minimum hold time.
Total Delta Label
Shows cumulative delta above each bar’s wick, with automatic color coding.
Customizable Everything
Colors, intensity curves, line characters, offsets, label transparency, and more — tailor the script to your personal trading style.
🎯 Benefits
Identify hidden absorption and aggressive imbalances.
Anticipate breakout traps and exhaustion zones.
Confirm order-flow bias with delta overlays.
Gain institutional-level insights without leaving TradingView.
This script combines multiple order flow concepts into one highly optimized package — giving you the footprint, imbalance, and delta context you need for sharper trading decisions.
Weekly Volume Profile -Previous Week Projected into Current WeekThis indicator displays the Volume Profile of the previous week projected into the current week. It calculates the Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL) based on the weekly volume distribution. Lines are extended to the right to provide a reference for the current week's trading. Optional small labels show PWPOC, PWVAH, and PWVAL. Ideal for traders who want to track key levels from the previous week and use them as support/resistance in the current week.
Features:
Customizable number of price bins
Adjustable Value Area percentage
POC, VAH, and VAL lines projected forward
Optional minimal labels for each level
Resets every week on Sunday 22:00 UTC
Trend Following S/R Fibonacci StrategyTrend Following S/R Fibonacci Strategy
Trend Following S/R Fibonacci Strategy
Volume Profile AnalysisThe Volume Profile Dashboard is a professional-grade analysis tool built for TradingView. It focuses on displaying a comprehensive volume profile breakdown within a dashboard format directly on the chart. The purpose of this tool is to help traders quickly assess buy versus sell volume dynamics, momentum, and sentiment in order to support informed trading decisions.
Instead of plotting simple bars, this indicator uses a detailed table and visual progress bar to summarize live and historical market activity. By condensing key metrics into a structured format, traders can analyse market behaviour without manually calculating or switching between multiple indicators.
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How the Script Works
1. Data Gathering
The script uses lower-timeframe price and volume data to calculate buy volume, sell volume, and total traded volume for the current and previous candles.
2. Volume Allocation
Buy and sell volumes are estimated by looking at the candle’s range (high to low) and how the closing price aligns within that range. The closer the close is to the high, the stronger the buying pressure. The closer the close is to the low, the stronger the selling pressure.
3. Delta and Momentum
o Delta measures the difference between buy and sell volume.
o Volume momentum compares the current candle’s activity to the previous one, showing if interest is rising or fading.
4. Point of Control (POC)
An average of high, low, and close is calculated to give an approximate “point of control” level—an area of balance where buyers and sellers previously agreed on price.
5. Dashboard Visualization
All these calculations are displayed inside a clean dashboard table with separate rows for the current candle, previous candle, and a summary row. Icons, colors, and progress bars make it visually intuitive.
6. On-Chart Progress Indicator
A dynamic horizontal progress bar is plotted on the chart above price, showing the balance between buy and sell volume for the latest activity.
7. Alerts
Built-in alerts trigger when strong buying or selling pressure is detected or when there is a significant spike in total traded volume.
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How This Tool Can Be Used
• Intraday Trading: Quickly gauge whether buyers or sellers are in control of the market at any moment.
• Swing Trading: Compare momentum shifts between candles to identify early trend reversals.
• Risk Management: Use delta and sentiment signals to confirm whether to hold or reduce exposure.
• Confirmation: Align the volume profile dashboard with other indicators (such as RSI, MACD, or trendlines) for stronger trading conviction.
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Using Mixed Indicators for Decisions
This dashboard alone provides volume insights, but better decisions come when it is combined with other tools:
• Pairing it with an RSI can show whether heavy buying is happening in overbought conditions.
• Combining with a SuperTrend or moving averages can confirm if volume momentum aligns with the price trend.
• Overlaying support/resistance levels can identify whether strong buy/sell signals occur at critical levels.
Mixed indicators prevent relying on one signal alone, reducing false trades.
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Importance of This Tool
• Clarity: Condenses complex volume data into a simple, visual format.
• Speed: Traders can react faster with pre-calculated buy/sell percentages.
• Precision: Highlights hidden imbalances that are not obvious from candles alone.
• Professional-grade dashboard: Offers an institutional-style view of market behavior directly within TradingView.
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Parameters in the Dashboard Table
• Period: Shows whether the row is for the current or previous candle, along with trend arrows.
• Price Range: The high–low range of the candle.
• Total Volume: The sum of buy and sell activity.
• Buy Volume / Sell Volume: Separated distribution of transactions leaning bullish or bearish.
• Delta: The net difference between buy and sell volumes, highlighting pressure imbalance.
• Buy % / Sell %: The percentage contribution of each side to total volume.
• POC: An average reference level where market consensus was strongest.
• Progress: A graphical bar showing buy vs sell dominance.
• Signal: Simplified output like Strong Buy, Buy, Strong Sell, Sell, Neutral.
• Summary Row: Compares changes between the current and previous candles and gives overall market sentiment.
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Stock Market Disclaimer
This tool is for educational and informational purposes only. It does not constitute financial advice, investment advice, or trading recommendations. The stock market and cryptocurrency markets involve high risk. Traders and investors should do their own research and consult licensed financial advisors before making investment decisions. Past performance is not indicative of future results.
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Misuse Disclaimer
This script has been developed as per TradingView’s rules and is intended for responsible trading analysis only. Any misuse, redistribution, or modification outside of TradingView’s policies is discouraged. The author and platform are not responsible for financial losses, misinterpretation of signals, or misuse of the code.
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Disclaimer
Training & Educational Only — This material and the indicator are provided for educational purposes only. Nothing here is investment advice or a solicitation to buy or sell financial instruments. Past simulated or historical performance does not predict future results. Always perform full back testing and risk management, and consider seeking advice from a qualified financial professional before trading with real capital.
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Prev Day Volume ProfileWhat the script does
Calculates yesterday’s Volume Profile from the bars on your chart (not tick data) and derives:
POC (Point of Control)
VAL (Value Area Low)
VAH (Value Area High)
Draws three horizontal lines for today:
POC in orange
VAL and VAH in purple
Adds labels on the right edge that show the level name and the exact price (e.g., POC 1.2345).
Why it’s bar-based (not tick-based)
Pine Script can’t fetch external tick/aggTrades data. The script approximates a volume profile by distributing each bar’s volume across the price bins that the bar’s high–low range covers. For “yesterday”, this produces a stable, TV-native approximation that’s usually sufficient for intraday trading.
Key inputs
Value Area %: Defaults to 0.70 (70%)—the typical value area range.
TZ Offset vs Exchange (hours): Shifts the day boundary to match your desired session (e.g., Europe/Berlin: +1 winter / +2 summer). This ensures “yesterday” means 00:00–24:00 in your target timezone.
Row Size: Manual? / Manual Row Size: If enabled, you can set the price bin size yourself. Otherwise, the script chooses a TV-like step from syminfo.mintick.
Colors & Line width: POC orange; VAL/VAH purple; configurable width.
Volume Profile Multi periodVolume Profile - AOC 📈
Unlock market insights with this powerful volume profile indicator! Analyze trading activity across multiple sessions with customizable settings and clear visuals. Perfect for traders aiming to identify key price levels and market trends with precision. 🚀
Key Features:
Multi-Session Support: Visualize volume profiles for Tokyo, London, New York, Daily, Weekly, Monthly, Quarterly, and Semiannual sessions. 🌍
Customizable Display: Choose session types, resolution, and bar modes (Mode 1 or Mode 2) to match your strategy. 🎛️
Point of Control (POC): Highlights the most traded price levels for each session. 🎯
Color-Coded Profiles: Distinct up/down volume visualization for quick analysis. 📊
Session Labels: Optional labels for easy identification of session periods. 🏷️
High/Low Tracking: Tracks session-specific highs and lows for accurate profiling. 📏
Empower your trading decisions with clear, actionable volume data! 💡
POC Migration Velocity (POC-MV) [PhenLabs]📊POC Migration Velocity (POC-MV)
Version: PineScript™v6
📌Description
The POC Migration Velocity indicator revolutionizes market structure analysis by tracking the movement, speed, and acceleration of Point of Control (POC) levels in real-time. This tool combines sophisticated volume distribution estimation with velocity calculations to reveal hidden market dynamics that conventional indicators miss.
POC-MV provides traders with unprecedented insight into volume-based price movement patterns, enabling the early identification of continuation and exhaustion signals before they become apparent to the broader market. By measuring how quickly and consistently the POC migrates across price levels, traders gain early warning signals for significant market shifts and can position themselves advantageously.
The indicator employs advanced algorithms to estimate intra-bar volume distribution without requiring lower timeframe data, making it accessible across all chart timeframes while maintaining sophisticated analytical capabilities.
🚀Points of Innovation
Micro-POC calculation using advanced OHLC-based volume distribution estimation
Real-time velocity and acceleration tracking normalized by ATR for cross-market consistency
Persistence scoring system that quantifies directional consistency over multiple periods
Multi-signal detection combining continuation patterns, exhaustion signals, and gap alerts
Dynamic color-coded visualization system with intensity-based feedback
Comprehensive customization options for resolution, periods, and thresholds
🔧Core Components
POC Calculation Engine: Estimates volume distribution within each bar using configurable price bands and sophisticated weighting algorithms
Velocity Measurement System: Tracks the rate of POC movement over customizable lookback periods with ATR normalization
Acceleration Calculator: Measures the rate of change of velocity to identify momentum shifts in POC migration
Persistence Analyzer: Quantifies how consistently POC moves in the same direction using exponential weighting
Signal Detection Framework: Combines trend analysis, velocity thresholds, and persistence requirements for signal generation
Visual Rendering System: Provides dynamic color-coded lines and heat ribbons based on velocity and price-POC relationships
🔥Key Features
Real-time POC calculation with 10-100 configurable price bands for optimal precision
Velocity tracking with customizable lookback periods from 5 to 50 bars
Acceleration measurement for detecting momentum changes in POC movement
Persistence scoring to validate signal strength and filter false signals
Dynamic visual feedback with blue/orange color scheme indicating bullish/bearish conditions
Comprehensive alert system for continuation patterns, exhaustion signals, and POC gaps
Adjustable information table displaying real-time metrics and current signals
Heat ribbon visualization showing price-POC relationship intensity
Multiple threshold settings for customizing signal sensitivity
Export capability for use with separate panel indicators
🎨Visualization
POC Connecting Lines: Color-coded lines showing POC levels with intensity based on velocity magnitude
Heat Ribbon: Dynamic colored ribbon around price showing POC-price basis intensity
Signal Markers: Clear exhaustion top/bottom signals with labeled shapes
Information Table: Real-time display of POC value, velocity, acceleration, basis, persistence, and current signal status
Color Gradients: Blue gradients for bullish conditions, orange gradients for bearish conditions
📖Usage Guidelines
POC Calculation Settings
POC Resolution (Price Bands): Default 20, Range 10-100. Controls the number of price bands used to estimate volume distribution within each bar
Volume Weight Factor: Default 0.7, Range 0.1-1.0. Adjusts the influence of volume in POC calculation
POC Smoothing: Default 3, Range 1-10. EMA smoothing period applied to the calculated POC to reduce noise
Velocity Settings
Velocity Lookback Period: Default 14, Range 5-50. Number of bars used to calculate POC velocity
Acceleration Period: Default 7, Range 3-20. Period for calculating POC acceleration
Velocity Significance Threshold: Default 0.5, Range 0.1-2.0. Minimum normalized velocity for continuation signals
Persistence Settings
Persistence Lookback: Default 5, Range 3-20. Number of bars examined for persistence score calculation
Persistence Threshold: Default 0.7, Range 0.5-1.0. Minimum persistence score required for continuation signals
Visual Settings
Show POC Connecting Lines: Toggle display of colored lines connecting POC levels
Show Heat Ribbon: Toggle display of colored ribbon showing POC-price relationship
Ribbon Transparency: Default 70, Range 0-100. Controls transparency level of heat ribbon
Alert Settings
Enable Continuation Alerts: Toggle alerts for continuation pattern detection
Enable Exhaustion Alerts: Toggle alerts for exhaustion pattern detection
Enable POC Gap Alerts: Toggle alerts for significant POC gaps
Gap Threshold: Default 2.0 ATR, Range 0.5-5.0. Minimum gap size to trigger alerts
✅Best Use Cases
Identifying trend continuation opportunities when POC velocity aligns with price direction
Spotting potential reversal points through exhaustion pattern detection
Confirming breakout validity by monitoring POC gap behavior
Adding volume-based context to traditional technical analysis
Managing position sizing based on POC-price basis strength
⚠️Limitations
POC calculations are estimations based on OHLC data, not true tick-by-tick volume distribution
Effectiveness may vary in low-volume or highly volatile market conditions
Requires complementary analysis tools for complete trading decisions
Signal frequency may be lower in ranging markets compared to trending conditions
Performance optimization needed for very short timeframes below 1-minute
💡What Makes This Unique
Advanced Estimation Algorithm: Sophisticated method for calculating POC without requiring lower timeframe data
Velocity-Based Analysis: Focus on POC movement dynamics rather than static levels
Comprehensive Signal Framework: Integration of continuation, exhaustion, and gap detection in one indicator
Dynamic Visual Feedback: Intensity-based color coding that adapts to market conditions
Persistence Validation: Unique scoring system to filter signals based on directional consistency
🔬How It Works
Volume Distribution Estimation:
Divides each bar into configurable price bands for volume analysis
Applies sophisticated weighting based on OHLC relationships and proximity to close
Identifies the price level with maximum estimated volume as the POC
Velocity and Acceleration Calculation:
Measures POC rate of change over specified lookback periods
Normalizes values using ATR for consistent cross-market performance
Calculates acceleration as the rate of change of velocity
Signal Generation Process:
Combines trend direction analysis using EMA crossovers
Applies velocity and persistence thresholds to filter signals
Generates continuation, exhaustion, and gap alerts based on specific criteria
💡Note:
This indicator provides estimated POC calculations based on available OHLC data and should be used in conjunction with other analysis methods. The velocity-based approach offers unique insights into market structure dynamics but requires proper risk management and complementary analysis for optimal trading decisions.
Extreme Zone Volume ProfileExtreme Zone Volume Profile (EZVP)
Originality & Innovation
The Extreme Zone Volume Profile (EZVP) revolutionizes traditional volume profile analysis by applying statistical zone classification to volume distribution. Unlike standard volume profiles that display raw volume data, EZVP segments the price range into statistically meaningful zones based on percentile thresholds, allowing traders to instantly identify where volume concentration suggests strong support/resistance versus areas of potential breakout.
Technical Methodology
Core Algorithm:
Distributes volume across user-defined bins (20-200) over a lookback period
Calculates volume-weighted price levels for each bin
Applies percentile-based zone classification to the price range (not volume ranking)
Zone B (extreme zones): Outer percentile tails representing potential rejection areas
Zone A (significant zones): Secondary percentile bands indicating strong interest levels
Center Zone: Bulk trading range where most price discovery occurs
Mathematical Foundation:
The script uses price-range percentiles rather than volume percentiles. If the total price range is divided into 100%, Zone B captures the extreme price tails (default 2.5% each end ≈ 2 standard deviations), Zone A captures the next significant bands (default 14% each ≈ 1 standard deviation), leaving the center for normal distribution trading.
Key Calculations:
POC (Point of Control): Price level with maximum volume accumulation
Volume-weighted mean price: Total volume × price / total volume
Median price: Geometric center of the price range
Rightward-projected bars: Volume bars extend forward from current time to avoid historical chart clutter
Trading Applications
Zone Interpretation:
Zone B (Red/Green): Extreme price levels where volume suggests strong rejection potential. Price reaching these zones often indicates overextension and possible reversal points.
Zone A (Orange/Teal): Significant support/resistance areas with substantial volume interest. These levels often act as intermediate targets or consolidation zones.
Center (Gray): Fair value area where most trading occurs. Price tends to return to this range during normal market conditions.
Strategic Usage:
Reversal Trading: Look for rejection signals when price enters Zone B areas
Breakout Confirmation: Volume expansion beyond Zone B boundaries suggests genuine breakouts
Support/Resistance: Zone A boundaries often provide reliable entry/exit levels
Mean Reversion: Price tends to gravitate toward the volume-weighted mean and POC lines
Unique Value Proposition
EZVP addresses three key limitations of traditional volume profiles:
Visual Clarity: Standard profiles can be cluttered and difficult to interpret quickly. EZVP's color-coded zones provide instant visual feedback about price significance.
Statistical Framework: Rather than relying on subjective interpretation of volume nodes, EZVP applies objective percentile-based classification, making support/resistance identification more systematic.
Forward-Looking Display: Rightward-projecting bars keep historical price action clean while maintaining current market structure visibility.
Configuration Guide
Lookback Period (10-1000): Controls the historical depth of volume calculation. Shorter periods for intraday scalping, longer for swing trading.
Number of Bins (20-200): Resolution of volume distribution. Higher values provide more granular analysis but may create noise on lower timeframes.
Zone Percentages:
Zone B: Extreme threshold (default 2.5% = ~2σ statistical significance)
Zone A: Significant threshold (default 14% = ~1σ statistical significance)
Visual Controls: Toggle individual elements (POC, median, mean, zone lines) to customize display complexity for your trading style.
Technical Requirements
Pine Script v6 compatible
Maximum bars back: 5000 (ensures sufficient historical data)
Maximum boxes: 500 (supports high-resolution bin counts)
Maximum lines: 50 (accommodates all zone and reference lines)
This indicator synthesizes volume profile theory with statistical zone analysis, providing a quantitative framework for identifying high-probability support/resistance levels based on volume distribution patterns rather than arbitrary price levels.
My_EMA_CloudsThis script is a comprehensive technical indicator for trading, which includes several functional blocks:
Consolidation zones
Detects and displays price consolidation areas
Draws horizontal support/resistance lines
Generates breakout alerts (up/down)
Allows customization of analysis period and minimum consolidation length
EMA Clouds (Exponential Moving Averages)
Contains 5 sets of EMA clouds with customizable periods
Each cloud consists of short and long EMAs
Cloud colors change depending on trend direction
Offers offset and display settings customization
Support and Resistance Levels
Automatically detects key levels
Uses ATR (Average True Range) for calculation
Displays extended levels
Allows visual style customization
Side Volume Indicator
Shows volume distribution across price levels
Visualizes buy and sell volumes
Displays Point of Control (PoC)
Customizable number of histograms
Liquidation Zones
Identifies potential areas of mass position liquidations
Displays levels with different multipliers (10x, 25x, 50x, 100x)
Shows position volume
Includes heatmap functionality
The script provides traders with a comprehensive set of tools for market analysis, including trend indicators, support/resistance levels, volume metrics, and potential price movement zones. All components can be customized to fit individual trading strategies.
Best usage with Likelihood of Winning - Probability Density Function
Данный скрипт представляет собой комплексный технический индикатор для трейдинга, который включает в себя несколько функциональных блоков:
Зоны консолидации
Определяет и отображает области консолидации цены
Рисует горизонтальные линии поддержки/сопротивления
Генерирует оповещения о прорывах вверх/вниз
Позволяет настраивать период анализа и минимальную длину консолидации
Облака EMA (Exponential Moving Averages)
Содержит 5 наборов EMA-облаков с настраиваемыми периодами
Каждое облако состоит из короткой и длинной EMA
Цвета облаков меняются в зависимости от направления тренда
Есть возможность настройки смещения и отображения
Уровни поддержки и сопротивления
Автоматически определяет ключевые уровни
Использует ATR (средний истинный диапазон) для расчета
Отображает расширенные уровни
Позволяет настраивать визуальный стиль
Индикатор бокового объема
Показывает распределение объема по ценовым уровням
Визуализирует объемы покупок и продаж
Отображает точку контроля (PoC)
Настраиваемое количество гистограмм
Зоны ликвидаций
Определяет потенциальные зоны массовых ликвидаций позиций
Отображает уровни с разными множителями (10x, 25x, 50x, 100x)
Показывает объем позиций
Включает функцию тепловой карты
Скрипт предоставляет трейдерам комплексный набор инструментов для анализа рынка, включая трендовые индикаторы, уровни поддержки/сопротивления, объемные показатели и зоны потенциальных движений цены. Все компоненты можно настраивать под индивидуальные торговые стратегии.
Volume Profile + VAH, VAL, and POCWhat it is
A clean, on-chart volume profile that approximates your visible range using a configurable Bars Back window. It builds a horizontal histogram of volume by price, splits each price bin into Buy vs Sell volume, draws POC, and computes Value Area High/Low (VAH/VAL). A Stealth Mode toggle switches to a subtle grayscale palette for low-key charts.
Why this instead of the built-in VPVR?
Buy/Sell split per bin: See which prices were defended by buyers vs sellers, not just total volume.
Value Area from POC outward: Classic expansion method until the selected % of total volume (default 70%).
Sleek borders & Stealth Mode: Crisp bin outlines and a one-click professional colorway.
Deterministic & fast: No sessions or anchors needed—set your Bars Back and go.
How it works (under the hood)
Window selection – Pine can’t read your viewport, so we approximate it with Bars Back (user input).
Binning – The window’s price range is divided into N bins.
Volume allocation – For each bar in the window:
Distribute Across Hi–Lo (optional): Spread volume across all bins the bar overlaps, weighted by overlap; or
Single-price mode: Assign all volume to one bin using a representative price (hlc3).
Buy/Sell split (two methods):
Body Proportional (recommended): Split by relative up/down body size (|close−open|).
Up/Down Candle: 100% buy if close ≥ open, else 100% sell.
POC & VA: Point of Control is the bin with max total volume. VAH/VAL expands from POC toward the higher-volume neighbor until the selected % of total volume is included.
Reading the visuals
Horizontal bars (right side): Total volume per price bin.
Left sub-segment = Sell volume
Right sub-segment = Buy volume
POC line: Price level with peak total volume.
VAH / VAL (dashed): Upper and lower bounds of the selected Value Area.
Borders: Each bin has a clean outer outline so the profile looks tight and organized.
Stealth Mode: Grayscale palette that preserves contrast without loud colors.
Key inputs (organized for clarity)
Theme
Stealth Mode: Toggles the grayscale look.
Core
Price Bins: Vertical resolution of the profile.
Lookback (Bars): Approximates your visible range.
Style
Profile Width (bars): How far the histogram extends to the right.
Bin Border Width: Outline thickness.
Markers & Lines
Show POC, Show VAH/VAL, Value Area %, VA line width.
Advanced
Distribute Volume Across Hi–Lo: More accurate, heavier compute.
Buy/Sell Split Method: Body Proportional (realistic) or Up/Down (simple).
Tips & best practices
Start with Body Proportional + Distribute Across ON for intraday accuracy.
If the chart lags, reduce Price Bins or Bars Back, or switch off distribution.
For small windows, fewer bins often looks cleaner (e.g., 30–60).
Stealth Mode plays nicely with both dark and light chart themes.
Limitations & notes
Viewport: Pine can’t access the actual visible bars; Bars Back is a practical stand-in.
Buy/Sell split: This is an approximation from candle bodies, not true bid/ask delta.
Designed for overlay; profile renders to the right of the latest bar.
VPOC Harmonics - Liquidity-Weighted Price / Time RatiosVPOC Harmonics - Liquidity-Weighted Price / Time Ratios
Summary
This indicator transforms a swing’s price range, duration, and liquidity profile into a structured set of price-per-bar ratios. By anchoring two points and manually entering the swing’s VPOC (highest-volume price), it generates candidate compression values that unify price, time, and liquidity structure. These values can be applied to chart scaling, harmonic testing, and liquidity-aware market geometry.
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Overview
Most swing analysis tools only consider price (ΔP) and time (N bars). This script goes further by incorporating the VPOC (Point of Control) — the price with the highest traded volume — directly into swing geometry.
• Anchors define the swing’s Low (L), High (H), and bar count (N).
• The user manually enters the VPOC (highest-volume price).
• The indicator then computes a suite of ratios that integrate range, duration, and liquidity placement.
The output is a table of liquidity-weighted price-per-bar candidates, designed for compression testing and harmonic analysis across swings and instruments.
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How to Use
1. Select a Swing
- Place Anchor A and Anchor B to define the swing’s Low, High, and bar count.
2. Find the VPOC
- Apply TradingView’s Fixed Range Volume Profile tool over the same swing.
- Identify the Point of Control (POC) — the price level with the highest traded volume.
3. Enter the VPOC
- Manually input the POC into the indicator settings.
4. Review Outputs
- The table will display candidate ratios expressed mainly as price-per-bar values.
5. Apply in Practice
- Use the ratios as chart compression inputs or as benchmarks for testing harmonic alignments across swings.
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Outputs
Swing & Inputs
• Bars (N): total bar count of the swing.
• Low (L): swing low price.
• High (H): swing high price.
• ΔP = H − L: price range.
• Mid = (L + H) ÷ 2: midpoint price.
• VPOC (V): user-entered highest-volume price.
• Base slope s0 = ΔP ÷ N: average change per bar.
• π-adjusted slope sπ = (π × ΔP) ÷ (2 × N): slope adjusted for half-cycle arc geometry.
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VPOC Harmony Ratios (L, H, V, N)
• λ = (V − L) ÷ ΔP: normalized VPOC position within the range.
• R = (V − L) ÷ (H − V): symmetry ratio comparing lower vs. upper segment.
• s1 = (V − L) ÷ N: slope from Low → VPOC.
• s2 = (H − V) ÷ N: slope from VPOC → High.
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Blended Means (s1, s2)
These combine the two segment slopes in different ways:
• HM(s1,s2) = 2 ÷ (1/s1 + 1/s2): Harmonic mean, emphasizes the smaller slope.
• GM(s1,s2) = sqrt(s1 × s2): Geometric mean, balances both slopes proportionally.
• RMS(s1,s2) = sqrt((s1² + s2²) ÷ 2): Root-mean-square, emphasizes the larger slope.
• L2 = sqrt(s1² + s2²): Euclidean norm, the vector length of both slopes combined.
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Slope Blends
• Quadratic weighting: s_quad = s0 × ((V−L)² + (H−V)²) ÷ (ΔP²)
• Tilted slope: s_tilt = s0 × (0.5 + λ)
• Entropy-scaled slope: s_ent = s0 × H2(λ), with H2(λ) = −
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Curvature & Liquidity Extensions
• π-arc × λ: s_arc = sπ × λ
• Liquidity-π: s_piV = sπ × (V ÷ Mid)
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Scale-Normalized Families
With k = sqrt(H ÷ L):
• k (scale factor) = sqrt(H ÷ L)
• s_comp = s0 ÷ k: compressed slope candidate
• s_exp = s0 × k: expanded slope candidate
• Exponentiated blends:
- s_kλ = s0 × k^(2λ−1)
- s_φλ = s0 × φ^(2λ−1), with φ = golden ratio ≈ 1.618
- s_√2λ = s0 × (√2)^(2λ−1)
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Practical Application
All formulas generate liquidity-weighted price-per-bar ratios that integrate range, time, and VPOC placement.
These values are designed for:
• Chart compression settings
• Testing harmonic alignments across swings
• Liquidity-aware scaling experiments
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Volume % of Diluted Shares OutstandingIndicator does what it says - shows the volume traded per time frame as percentage of shares outstanding.
There are three scaling modes, see below.
Absolute (0–100%+) → The line values are the true % of diluted shares traded.
If the plot is at 12, that means 12% of all diluted shares traded that day.
Auto-range (absolute) → The line values are still the true % of shares traded (the y-axis is in real percentages).
But the reference lines (25/50/75/100) are not literal percentages anymore; they are markers at fractions of the local min-to-max range.
So your blue bars are real (e.g., 12% really is 12%), but the dotted lines are relative.
Normalize to 100 → The line values are not the true % anymore.
Everything is re-expressed as a fraction of the recent maximum, so 100 = “highest in the lookback window,” not “100% of shares.”
If the true max was 30% of shares traded, and today is 15%, then the plot will show 50 (because 15 is half of 30).
Advanced Volume Profile Pro Delta + POC + VAH/VAL# Advanced Volume Profile Pro - Delta + POC + VAH/VAL Analysis System
## WHAT THIS SCRIPT DOES
This script creates a comprehensive volume profile analysis system that combines traditional volume-at-price distribution with delta volume calculations, Point of Control (POC) identification, and Value Area (VAH/VAL) analysis. Unlike standard volume indicators that show only total volume over time, this script analyzes volume distribution across price levels and estimates buying vs selling pressure using multiple calculation methods to provide deeper market structure insights.
## WHY THIS COMBINATION IS ORIGINAL AND USEFUL
**The Problem Solved:** Traditional volume indicators show when volume occurs but not where price finds acceptance or rejection. Standalone volume profiles lack directional bias information, while basic delta calculations don't provide structural context. Traders need to understand both volume distribution AND directional sentiment at key price levels.
**The Solution:** This script implements an integrated approach that:
- Maps volume distribution across price levels using configurable row density
- Estimates delta (buying vs selling pressure) using three different methodologies
- Identifies Point of Control (highest volume price level) for key support/resistance
- Calculates Value Area boundaries where 70% of volume traded
- Provides real-time alerts for key level interactions and volume imbalances
**Unique Features:**
1. **Developing POC Visualization**: Real-time tracking of Point of Control migration throughout the session via blue dotted trail, revealing institutional accumulation/distribution patterns before they complete
2. **Multi-Method Delta Calculation**: Price Action-based, Bid/Ask estimation, and Cumulative methods for different market conditions
3. **Adaptive Timeframe System**: Auto-adjusts calculation parameters based on chart timeframe for optimal performance
4. **Flexible Profile Types**: N Bars Back (precise control), Days Back (calendar-based), and Session-based analysis modes
5. **Advanced Imbalance Detection**: Identifies and highlights significant buying/selling imbalances with configurable thresholds
6. **Comprehensive Alert System**: Monitors POC touches, Value Area entry/exit, and major volume imbalances
## HOW THE SCRIPT WORKS TECHNICALLY
### Core Volume Profile Methodology:
**1. Price Level Distribution:**
- Divides price range into user-defined rows (10-50 configurable)
- Calculates row height: `(Highest Price - Lowest Price) / Number of Rows`
- Distributes each bar's volume across price levels it touched proportionally
**2. Delta Volume Calculation Methods:**
**Price Action Method:**
```
Price Range = High - Low
Buy Pressure = (Close - Low) / Price Range
Sell Pressure = (High - Close) / Price Range
Buy Volume = Total Volume × Buy Pressure
Sell Volume = Total Volume × Sell Pressure
Delta = Buy Volume - Sell Volume
```
**Bid/Ask Estimation Method:**
```
Average Price = (High + Low + Close) / 3
Buy Volume = Close > Average ? Volume × 0.6 : Volume × 0.4
Sell Volume = Total Volume - Buy Volume
```
**Cumulative Method:**
```
Buy Volume = Close > Open ? Volume : Volume × 0.3
Sell Volume = Close ≤ Open ? Volume : Volume × 0.3
```
**3. Point of Control (POC) Identification:**
- Scans all price levels to find maximum volume concentration
- POC represents the price level with highest trading activity
- Acts as significant support/resistance level
- **Developing POC Feature**: Tracks POC evolution in real-time via blue dotted trail, showing how institutional interest migrates throughout the session. Upward POC migration indicates accumulation patterns, downward migration suggests distribution, providing early trend signals before price confirmation.
**4. Value Area Calculation:**
- Starts from POC and expands up/down to encompass 70% of total volume
- VAH (Value Area High): Upper boundary of value area
- VAL (Value Area Low): Lower boundary of value area
- Expansion algorithm prioritizes direction with higher volume
**5. Adaptive Range Selection:**
Based on profile type and timeframe optimization:
- **N Bars Back**: Fixed lookback period with performance optimization (20-500 bars)
- **Days Back**: Calendar-based analysis with automatic timeframe adjustment (1-365 days)
- **Session**: Current trading session or custom session times
### Performance Optimization Features:
- **Sampling Algorithm**: Reduces calculation load on large datasets while maintaining accuracy
- **Memory Management**: Clears previous drawings to prevent performance degradation
- **Safety Constraints**: Prevents excessive memory usage with configurable limits
## HOW TO USE THIS SCRIPT
### Initial Setup:
1. **Profile Configuration**: Select profile type based on trading style:
- N Bars Back: Precise control over data range
- Days Back: Intuitive calendar-based analysis
- Session: Real-time session development
2. **Row Density**: Set number of rows (30 default) - more rows = higher resolution, slower performance
3. **Delta Method**: Choose calculation method based on market type:
- Price Action: Best for trending markets
- Bid/Ask Estimate: Good for ranging markets
- Cumulative: Smoothed approach for volatile markets
4. **Visual Settings**: Configure colors, position (left/right), and display options
### Reading the Profile:
**Volume Bars:**
- **Length**: Represents relative volume at that price level
- **Color**: Green = net buying pressure, Red = net selling pressure
- **Intensity**: Darker colors indicate volume imbalances above threshold
**Key Levels:**
- **POC (Blue Line)**: Highest volume price - major support/resistance
- **VAH (Purple Dashed)**: Value Area High - upper boundary of fair value
- **VAL (Orange Dashed)**: Value Area Low - lower boundary of fair value
- **Value Area Fill**: Shaded region showing main trading range
**Developing POC Trail:**
- **Blue Dotted Lines**: Show real-time POC evolution throughout the session
- **Migration Patterns**: Upward trail indicates bullish accumulation, downward trail suggests bearish distribution
- **Early Signals**: POC movement often precedes price movement, providing advance warning of institutional activity
- **Institutional Footprints**: Reveals where smart money concentrated volume before final POC establishment
### Trading Applications:
**Support/Resistance Analysis:**
- POC acts as magnetic price level - expect reactions
- VAH/VAL provide intermediate support/resistance levels
- Profile edges show areas of low volume acceptance
**Developing POC Analysis:**
- **Upward Migration**: POC moving higher = institutional accumulation, bullish bias
- **Downward Migration**: POC moving lower = institutional distribution, bearish bias
- **Stable POC**: Tight clustering = balanced market, range-bound conditions
- **Early Trend Detection**: POC direction change often precedes price breakouts
**Entry Strategies:**
- Buy at VAL with POC as target (in uptrends)
- Sell at VAH with POC as target (in downtrends)
- Breakout plays above/below profile extremes
**Volume Imbalance Trading:**
- Strong buying imbalance (>60% threshold) suggests continued upward pressure
- Strong selling imbalance suggests continued downward pressure
- Imbalances near key levels provide high-probability setups
**Multi-Timeframe Context:**
- Use higher timeframe profiles for major levels
- Lower timeframe profiles for precise entries
- Session profiles for intraday trading structure
## SCRIPT SETTINGS EXPLANATION
### Volume Profile Settings:
- **Profile Type**: Determines data range for calculation
- N Bars Back: Exact number of bars (20-500 range)
- Days Back: Calendar days with timeframe adaptation (1-365 days)
- Session: Trading session-based (intraday focus)
- **Number of Rows**: Profile resolution (10-50 range)
- **Profile Width**: Visual width as chart percentage (10-50%)
- **Value Area %**: Volume percentage for VA calculation (50-90%, 70% standard)
- **Auto-Adjust**: Automatically optimizes for different timeframes
### Delta Volume Settings:
- **Show Delta Volume**: Enable/disable delta calculations
- **Delta Calculation Method**: Choose methodology based on market conditions
- **Highlight Imbalances**: Visual emphasis for significant volume imbalances
- **Imbalance Threshold**: Percentage for imbalance detection (50-90%)
### Session Settings:
- **Session Type**: Daily, Weekly, Monthly, or Custom periods
- **Custom Session Time**: Define specific trading hours
- **Previous Sessions**: Number of historical sessions to display
### Days Back Settings:
- **Lookback Days**: Number of calendar days to analyze (1-365)
- **Automatic Calculation**: Script automatically converts days to bars based on timeframe:
- Intraday: Accounts for 6.5 trading hours per day
- Daily: 1 bar per day
- Weekly/Monthly: Proportional adjustment
### N Bars Back Settings:
- **Lookback Bars**: Exact number of bars to analyze (20-500)
- **Precise Control**: Best for systematic analysis and backtesting
### Visual Customization:
- **Colors**: Bullish (green), Bearish (red), and level colors
- **Profile Position**: Left or Right side of chart
- **Profile Offset**: Distance from current price action
- **Labels**: Show/hide level labels and values
- **Smooth Profile Bars**: Enhanced visual appearance
### Alert Configuration:
- **POC Touch**: Alerts when price interacts with Point of Control
- **VA Entry/Exit**: Alerts for Value Area boundary interactions
- **Major Imbalance**: Alerts for significant volume imbalances
## VISUAL FEATURES
### Profile Display:
- **Horizontal Bars**: Volume distribution across price levels
- **Color Coding**: Delta-based coloring for directional bias
- **Smooth Rendering**: Optional smoothing for cleaner appearance
- **Transparency**: Configurable opacity for chart readability
### Level Lines:
- **POC**: Solid blue line with optional label
- **VAH/VAL**: Dashed colored lines with value displays
- **Extension**: Lines extend across relevant time periods
- **Value Area Fill**: Optional shaded region between VAH/VAL
### Information Table:
- **Current Values**: Real-time POC, VAH, VAL prices
- **VA Range**: Value Area width calculation
- **Positioning**: Multiple table positions available
- **Text Sizing**: Adjustable for different screen sizes
## IMPORTANT USAGE NOTES
**Realistic Expectations:**
- Volume profile analysis provides structural context, not trading signals
- Delta calculations are estimations based on price action, not actual order flow
- Past volume distribution does not guarantee future price behavior
- Combine with other analysis methods for comprehensive market view
**Best Practices:**
- Use appropriate profile types for your trading style:
- Day Trading: Session or Days Back (1-5 days)
- Swing Trading: Days Back (10-30 days) or N Bars Back
- Position Trading: Days Back (60-180 days)
- Consider market context (trending vs ranging conditions)
- Verify key levels with additional technical analysis
- Monitor profile development for changing market structure
**Performance Considerations:**
- Higher row counts increase calculation complexity
- Large lookback periods may affect chart performance
- Auto-adjust feature optimizes for most use cases
- Consider using session profiles for intraday efficiency
**Limitations:**
- Delta calculations are estimations, not actual transaction data
- Profile accuracy depends on available price/volume history
- Effectiveness varies across different instruments and market conditions
- Requires understanding of volume profile concepts for optimal use
**Data Requirements:**
- Requires volume data for accurate calculations
- Works best on liquid instruments with consistent volume
- May be less effective on very low volume or exotic instruments
This script serves as a comprehensive volume analysis tool for traders who need detailed market structure information with integrated directional bias analysis and real-time POC development tracking for informed trading decisions.
Session Volume Profile (DeadCat)Volume Profile is a charting study that displays trading activity over specific time periods at various price levels. It appears as a horizontal histogram on the chart, revealing where traders have shown the most interest based on volume concentration.
This Volume Profile automatically anchors to user-selected timeframes, creating fresh volume analysis for each new period while maintaining clean, systematic visualization of price-volume relationships.
Core Components :
Point of Control (POC): The price level with the highest volume activity during the selected period, marked with a yellow line and left-side label.
Value Area High/Low (VAH/VAL): Price boundaries that contain a specified percentage of the total volume (default 40%), helping identify the main trading range where most activity occurred.
Volume Histogram: Left-aligned bars showing volume distribution across price levels, with value area highlighting for enhanced visual clarity.
Key Features :
- Automatic Period Detection: Supports hourly, daily, weekly, and monthly timeframe anchoring
- Customizable Granularity: Adjustable rows (10-500) for different price resolution needs
- Labels: Clear POC, VAH, and VAL identification positioned at profile start
- Toggle Controls**: Optional display for volume rows, key levels, and background fills
- Clean Visualization: Profiles reset automatically at each new period for current market focus
Display Options :
- Profile Rows: Show/hide the volume histogram bars
- Key Level Lines: Individual controls for POC, VAH, and VAL display
- Value Area Background: Optional shading between VAH and VAL levels
- Color Customization: Separate color controls for all visual elements
The indicator provides systematic volume analysis by creating fresh profiles at regular intervals, helping traders identify significant price levels and volume patterns within their preferred timeframe structure.
Disclaimer : This indicator is for educational and informational purposes only. Trading decisions should be based on comprehensive analysis and proper risk management. Past performance does not guarantee future results.
Value Matrix – Previous Day VAValue Matrix – Previous Day Volume Profile Indicator
Description:
The Value Matrix – Previous Day VA indicator plots the previous trading session’s Volume Profile key levels directly on your chart, providing clear reference points for intraday trading. This indicator calculates the Value Area High (VAH), Value Area Low (VAL), and Point of Control (POC) from the prior session and projects them across the current trading day, helping traders identify potential support, resistance, and high-volume zones.
Features:
Calculates previous day VAH, VAL, and POC based on a user-defined session (default 09:30–16:00).
Uses Volume Profile bins for precise distribution calculation.
Fully customizable line colors for VAH, VAL, and POC.
Lines extend across the current session for easy intraday reference.
Works on any timeframe, optimized for 1-minute charts for precision.
Optional toggles to show/hide VAH, VAL, and POC individually.
Inputs:
Session Time: Define the trading session for which the volume profile is calculated.
Profile Bins: Number of price intervals used to divide the session range.
Value Area %: Percentage of volume to include in the value area (default 70%).
Show POC / VAH & VAL: Toggle visibility of each level.
Line Colors: Customize VAH, VAL, and POC colors.
Use Cases:
Identify previous session support and resistance levels for intraday trading.
Gauge areas of high liquidity and potential market reaction zones.
Combine with other indicators or price action strategies for improved entries and exits.
Recommended Timeframe:
Works on all timeframes; best used on 1-minute or 5-minute charts for precise intraday analysis.
