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Volume Profile

Absorption PROOF - Absorption PRO (Clean & Smart)Ultra-clean, high-precision absorption reversal strategy.Detects institutional buying/selling pressure using volume-weighted delta proxy and VWAP deviation zones.Smart RSI + early-session range filter automatically separates valid range-bound reversals from trend exhaustion.Green/Red circles → High-probability entries (fully tradable) Small crosses + colored zones → Rejected signals (avoid) Blue dotted lines → Session range ±100% deviation levels (optional) By default: only signals and rejection zones displayed — zero clutter.Minimalist, professional, and deadly accurate on futures & forex (1m–15m).Less noise. Better trades.
Pine Script® strategy
by Kara_Tools
Volume Gaps & Imbalances (Zeiierman)█ Overview Volume Gaps & Imbalances (Zeiierman) is an advanced market-structure and order-flow visualizer that maps where the market traded, where it did not, and how buyer-vs-seller pressure accumulated across the entire price range. The core of the indicator is a price-by-price volume profile built from Bullish and Bearish volume assignments. The script highlights: True zero-volume voids (regions of no traded volume) Bull/Bear imbalance rows (horizontal volume slices) A multi-section Delta Panel, showing aggregated Buy–Sell pressure per vertical sector A clean separation between profile structure, volume efficiency, and delta flows Together, these components reveal market inefficiencies, displacement zones, and fair-value regions that price tends to revisit — making it an exceptional tool for structural trading, order-flow analysis, and contextual confluence. Highlights Identifies true volume voids (untraded price regions), more precisely than standard FVG tools Plots Bull vs Bear volume at each price row for fine-grained imbalance reading Includes a sector-based Delta Grid that aggregates Buy–Sell dominance █ How It Works ⚪ Profile Construction The indicator scans a user-defined Lookback window and divides the full high–low range into Rows. Each bar's volume is allocated into the correct price bucket: Bullish volume when close > open Bearish volume when close <= open This produces three values per price level: Bull Volume Bear Volume Total Volume & Imbalance Profile Rows where no volume at all occurred are marked as volume gaps — signaling true untraded zones, often produced by impulsive imbalanced moves. ⚪ Zero-Volume Gaps (True Voids) Unlike candle-based Fair Value Gaps (FVGs), volume gaps identify the deeper, structural inefficiency: Price moved so fast through a region that no trades occurred at those prices. These areas often attract revisits because liquidity never exchanged hands there. ⚪ Bull/Bear Volume Imbalance Every price row is drawn using two colored horizontal segments: Bull segment proportional to bullish volume Bear segment proportional to bearish volume This reveals where buyers or sellers dominated individual price levels. ⚪ Delta Panel The full volume profile is cut into Summary Sections. For each block, the script computes: Δ = (Bull Volume − Bear Volume) ÷ Total Volume × 100% █ How to Use ⚪ Spot True Voids & Inefficiencies Zero-volume zones highlight where the price moved without trading. These areas often behave like: Refill zones during retracements Targets during displacement Thin regions price slices through quickly Ideal for both SMC-style trading and structural mapping. ⚪ Identify Bull/Bear Control at Each Price Level Broad bullish segments show zones of buyer absorption, while wide bearish slices reveal seller control. This helps you interpret: Where buyers supported the price Where sellers defended a level Which price levels matter for continuation or reversal ⚪ Use Delta Sectors for Contextual Direction The delta panel shows where market pressure is accumulating, revealing whether the profile is dominated by: Bullish flow (positive delta) Bearish flow (negative delta) Neutral flow (balanced or minimal delta) █ Settings Lookback – Number of bars scanned to build the profile. Rows – Vertical resolution of price bins. Source – Price source used to assign volume into rows. Summary Sections – Number of vertical delta sectors. Summary Width – Horizontal size of the delta bar panel. Gap From Profile – Distance between profile and delta grid. Show Delta Text – Toggle Δ% labels. ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Pine Script® indicator
by Zeiierman
29
Accumulation And Distribution Zones (Zeiierman)█ Overview Accumulation And Distribution Zones (Zeiierman) is a structural zone indicator that highlights where the market has recently been absorbing sell pressure (Accumulation) or releasing buy pressure (Distribution). The indicator tracks a refined sequence of swing highs and lows and measures how these swings tighten, expand, or step directionally. When they form staircase-style structures such as higher lows with compressing highs for Accumulation or lower highs with compressing lows for Distribution, the script marks these areas as shifts in market control. Once the full pattern completes, the indicator converts it into an Accumulation or Distribution zone. Each zone is based on a confirmed structural sequence rather than a single point, making it more reliable and reflective of actual market behavior. The indicator can also display a mini-volume profile within each zone and extend POC levels forward, showing where trading activity clustered most. Combined, these features reveal areas where price has recently shown acceptance, absorption, or rejection, helping you understand whether current price action is reacting to, breaking from, or retesting these important structural regions. █ How It Works ⚪ Swing Structure The indicator builds its foundation by detecting swing highs and lows using a configurable Swing Detection Window. Each confirmed swing is stored with its price, time, bar index, and direction. If two consecutive swings share the same direction, only the more extreme one is kept. This produces a clean structural sequence that removes noise and keeps only meaningful turning points. ⚪ Accumulation vs Distribution Pattern Logic Using the refined swing sequence, the script looks for staircase-style formations that signal shifts in control: Accumulation (bottoming): higher lows combined with compressing highs. Distribution (topping): lower highs combined with compressing lows. Two detection modes are available: Quick for compact 4-swing formations Slow for broader 6-swing structures When a full structural pattern completes, the indicator marks the zone and resets the swing buffer for the next formation. ⚪ Volume Profile Construction The price range between the zone’s upper and lower boundary is divided into several Rows. For every bar within the zone’s swing range, the bar’s volume is added to the appropriate price row. Volume is classified as: Bullish volume when close > open Bearish volume when close < open Each row is drawn as two horizontal segments (bull and bear), colored with smooth gradients based on your bull/bear color settings. This creates a compact profile that reveals where trading activity is concentrated inside the zone and whether buyers or sellers dominate those price levels. █ How to Use The indicator is designed to provide context and confluence, not raw buy/sell signals. ⚪ Spot Fresh Accumulation & Distribution Use newly printed zones as a map of where the market has recently: Absorbed selling and formed a floor (Accumulation below price). Absorbed buying and formed a cap (Distribution above price). In a trending environment, fresh accumulation zones below price are often areas to watch for pullbacks, while distribution zones above price can act as sell zones or targets. ⚪ Volume Profile Longer horizontal bars show where the market traded the most volume inside the zone. Bull-leaning rows inside an accumulation zone often signal strong buying interest during the formation. Bear-leaning rows inside a distribution zone highlight concentrated selling pressure. By combining this volume distribution with the zone label and the broader trend context, you can judge whether the structure is more likely to hold, break, or retest as the price approaches it again. ⚪ POC (Point of Control) Trading Extended POC zones (Regular or Faded) can be treated as dynamic support/resistance rails: When price revisits a prior accumulation POC and rejects it from above, the level may act as support. When price retests a distribution POC from below and fails to break through, it can act as resistance. ⚪ Combine with Your Own Strategy The script does not decide direction for you. You get the most value by combining it with: Your own trend filters (moving averages, higher timeframe structure, volatility measures). Your preferred entry models (reversal candles, momentum breaks, liquidity grabs, etc.). Higher-timeframe mapping. Think of this tool as a map of where the market did meaningful business. You decide how to trade around those areas. █ Settings Acc/Dist Ranges – Master switch for drawing all Accumulation and Distribution zones. Turn this off to temporarily hide boxes while leaving supporting logic active. Pattern – Shows or hides the swing-based pattern outline that formed each zone. Good for structural debugging and education. Pattern Sensitivity Quick – more responsive, detects smaller compact structures. Slow – stricter, focuses on wider and more established zones. Swing Detection Window – Pivot width used to confirm swing highs and lows. Larger values filter noise and produce bigger zones; smaller values pick up more minor structures. Volume Profile – Enables the embedded volume profile inside each zone. Rows – Number of price slices used to aggregate volume in the zone. Higher values give more detail but increase visual density. Switch Order – Flips the horizontal order of bull vs bear volume segments within each row. Extend Zones – Behaviour of POC and zone extension: None – No forward extension. Faded Zones – Store and draw up to four past POC zones as faded horizontal levels. Regular Zones – Extend POC boxes forward until price breaks out. ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Pine Script® indicator
by Zeiierman
6
Pso VP 2.0This indicator provides an advanced volume analysis tool that visualizes trading activity across different price levels and automatically identifies key support and resistance zones. How It Works: The Volume Profile analyzes historical price and volume data within a specified lookback period, distributing volume across horizontal price levels. Unlike traditional volume indicators that show volume over time, this tool displays volume at price, revealing where the most significant trading activity has occurred. The algorithm: Divides the price range into customizable horizontal bars (bins) Calculates and accumulates volume for each price level Identifies high-volume nodes that often act as support or resistance levels Uses percentile filtering to highlight the most significant trading areas Key Features: Automatic S/R Detection: Uses volume percentile filtering to identify the most significant price levels Dynamic Support/Resistance Lines: Automatically draws horizontal black lines at high-volume areas that typically act as price magnets or barriers Customizable Parameters: Full control over lookback period, number of price bars, percentile thresholds, profile width, opacity, and line projections Clean Aesthetic: Monochrome design for professional chart presentation
Pine Script® indicator
by andreapsoroulas21
Volume weighted average price band strategy [Kevin-Patrick]VWAP Bands strategy, Credit VWAP Machine Learning Bands is an advanced indicator designed to enhance trading analysis by integrating VWAP with a machine learning-inspired adaptive smoothing approach. This tool helps traders identify trend-based support and resistance zones, predict potential price movements, and generate dynamic trade signals. Key Features Adaptive ML VWAP Calculation: Uses a dynamically adjusted SMA-based VWAP model with volatility sensitivity for improved trend analysis. Forecasting Mechanism: The 'Forecast' parameter shifts the ML output forward, providing predictive insights into potential price movements. Volatility-Based Band Adjustments: The 'Sigma' parameter fine-tunes the impact of volatility on ML smoothing, adapting to market conditions. Multi-Tier Standard Deviation Bands: Includes two levels of bands to define potential breakout or mean-reversion zones. Dynamic Trend-Based Colouring: The VWAP and ML lines change colour based on their relative positions, visually indicating bullish and bearish conditions. Custom Signal Detection Modes: Allows traders to choose between signals from Band 1, Band 2, or both, for more tailored trade setups. + Strategy setting by Kevin-Patrick
Pine Script® strategy
by Kevin-Patrick
Candle Volume CoreIA VolCore — Candle Volume Core Indicator Overview IA VolCore is an intra‑candle volume analysis tool that shows where the core traded volume is concentrated inside each candle. It visualizes how buyers and sellers interacted within the bar and highlights key levels and zones where the highest activity takes place. How Calculations Work The indicator uses the lowest available timeframe data to calculate volume distribution inside each candle. If you have a Premium or higher subscription, VolCore uses second‑based data for the most accurate results. Older candles (where second‑data is no longer available due to platform limits) are calculated using minute data. The indicator can therefore be used on any timeframe from 1 minute and higher. If you do not have Premium, the indicator uses minute‑based data only, so it is recommended to use it from the daily timeframe and above. Example of Calculation If the chart timeframe is 1 hour and the lowest available timeframe is 1‑second data, the indicator loads 3600 1‑second candles. Each 1‑second candle has a known volume, which is evenly distributed across its own price range. The 1‑hour candle is then divided into a number of price ranges based on the Candle Volume Resolution parameter. The volumes of all 3600 1-second candles are then aggregated into the corresponding price ranges of the hourly candle. The final result is a detailed intra‑candle volume map for the entire hour — calculated using the most precise data available. Custom Timeframe Parameter If Use Custom Timeframe is enabled and a timeframe is selected, all calculations will be performed strictly using this specified timeframe. For example: if the chart is on 1D, the user has 1‑second data available, but Custom TF is set to 1 minute, then the volume distribution inside each daily candle will be calculated using 1‑minute candles. Key Features Candle Volume Resolution — defines how many price ranges each candle is divided into (3–50,000). All calculations in the indicator are based on this resolution. Max Volume Level — displays the price level inside the candle where the maximum volume occurred. % of Volume (1, 2, 3) — defines percentages of the candle's total volume (e.g., 33%, 66%, 50%). For each percentage, VolCore finds the minimum price range containing that share of volume. You can view the corresponding volume values for these shares in histogram form via the Show: Vol % 1–3 parameters. The actual intra-candle zones are displayed using the Show area option. Volume % for Density — sets the volume percentage used to calculate Vol Density, which reflects how concentrated the volume is inside the selected price range. Display Parameters (Show) Show: Vol % 1–3 — shows histograms of volume share zones based on the selected "% of Volume" parameters (with color logic applied). Show: Max Volume Value — displays the maximum internal volume value for each candle as a histogram (with color logic applied). Show: Volume — displays the candle's total volume (with color logic applied). Show: Vol Density — shows the density of volume distribution inside the candle for the selected volume percentage (with color logic applied). Example Use Cases (not a complete list) IA VolCore shows where liquidity forms inside each candle, how volume is distributed, and how concentrated trading activity is. Detecting False Breakouts If a breakout candle shows increased volume, and after the breakout the core volume forms beyond the level, but the price moves back — VolCore provides a strong signal of a false breakout. Examples: Identifying Support & Resistance Zones If Max Volume Level repeatedly forms in the same internal range over multiple candles, this indicates a hidden support or resistance level. Example: Who This Indicator Is For For traders using volume‑based and contextual market analysis, and for IA (Initiative Analysis) ecosystem users who want a deeper understanding of intra‑candle structure. Histogram Color Logic IA VolCore uses three color shades to highlight volume behavior relative to previous candles: light shade — normal volume, no significant change, medium shade — volume exceeds both previous candles, dark shade — volume exceeds the sum of the previous two candles. This helps quickly spot growing activity and potential shifts in market pressure. Style Settings Line styles, histogram styles, and colors can be customized in the indicator’s Style tab.
Pine Script® indicator
by AlexeyWolf
Market Structure Volume Time Velocity ProfileThis is the Market Structure Volume Time Velocity Profile (MSVTVP). It combines event-based profiling with advanced metrics like Time and Velocity (Flow Rate). Instead of fixed time periods, profiles are anchored to critical market events (Swings, Structure Breaks, Delta Breaks), giving you a precise view of value development during specific market phases. ## The 3 Dimensions of the Market Unlike standard tools that only show Volume, MSVTVP allows you to switch between three critical metrics: 1. **VOLUME Profile (The "Where"):** * Shows standard acceptance. High volume nodes (HVN) are magnets for price. 2. **TIME Profile (The "How Long"):** * Similar to TPO, it measures how long price spent at each level. * **High Time:** True acceptance and fair value. * **Low Time:** Rejection or rapid movement. 3. **VELOCITY Profile (The "How Fast"):** * Measures the **speed of trading** (Contracts per Second). This reveals the hidden intent of market participants. * **High Velocity (Fast Flow):** Aggression. Initiative buyers/sellers are hitting market orders rapidly. Often seen at breakouts or in liquidity vacu. * **Low Velocity (Slow Flow):** Absorption. Massive passive limit orders are slowing price down despite high volume. Often seen at major reversals ("hitting a brick wall"). Key Features: 1. **Event-Based Profile Anchoring:** The indicator starts a new profile based on one of three user-selected events ('Profile Anchor'): - **Swing:** A new profile begins when the 'impulse baseline' (derived from intra-bar delta) changes. This baseline adjusts when a new **price pivot** is confirmed: When a price **high** forms, the baseline moves to the **lower** of its previous level or the peak delta (max of delta O/C) at the pivot. When a price **low** forms, it moves to the **higher** of its previous level or the trough delta (min of delta O/C) at the pivot. - **Structure:** A new profile begins immediately on the bar that *confirms* a market structure break (e.g., a new HH or LL, based on a sequence of price pivots). - **Delta:** A new profile begins immediately on the bar that *confirms* a break in the *cumulative delta's* market structure (e.g., a new HH or LL in the delta). Both 'Swing' and 'Delta' anchors are derived from the same **continuous (non-resetting) Cumulative Volume Profile Delta (CVPD)**, which is built from the intra-bar statistical analysis. 2. **Statistical Profile Engine:** For each bar in the anchored period, the indicator builds a volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses advanced statistical models: - **Allocation ('Allot model'):** 'PDF' (Probability Density Function) distributes volume proportionally across the bar's range based on an assumed statistical model (e.g., T4-Skew). 'Classic' assigns all volume to the close. - **Buy/Sell Split ('Volume Estimator'):** 'Dynamic' applies a model that analyzes candle wicks and recent trend to estimate buy/sell pressure. 'Classic' classifies all volume based on the candle color. 3. **Visualization & Lag:** The indicator plots the final profile (as a polygon) and the developing statistical lines (POC, VA, VWAP, StdDev). - **Note on Lag:** All anchor events require `Pivot Right Bars` for confirmation. - In 'Structure' and 'Delta' mode, the developing lines (POC, VA, etc.) are plotted using a **non-repainting** method (showing the value from `pivRi` bars ago). - In 'Swing' mode, the profile is plotted **retroactively**, starting *from the bar where the pivot occurred*. The developing lines are also plotted with this full `pivRi` lag to align with the past data. 4. **Flexible Display Modes:** The finalized profile can be displayed in three ways: 'Up/Down' (buy vs. sell), 'Total' (combined volume), and 'Delta' (net difference). 5. **Dynamic Row Sizing:** Includes an option ('Rows per Percent') to automatically adjust the number of profile rows (buckets) based on the profile's price range. 6. **Integrated Alerts:** Includes 13 alerts that trigger for: - A new profile reset ('Profile was resetted'). - Price crossing any of the 6 developing levels (POC, VA High/Low, VWAP, StdDev High/Low). - **Alert Lag Assumption:** In 'Swing' mode, alerts are delayed to match the retroactively plotted lines. In 'Structure' and 'Delta' modes, alerts fire in **real-time** based on the *current price* crossing the *current (repainting)* value of the metric, which may **differ from the non-repainting plotted line.** **Caution: Real-Time Data Behavior (Intra-Bar Repainting)** This indicator uses high-resolution intra-bar data. As a result, the values on the **current, unclosed bar** (the real-time bar) will update dynamically as new intra-bar data arrives. This includes the values used for real-time alerts in 'Structure' and 'Delta' modes. --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Pine Script® indicator
by AustrianTradingMachine
Periodic Volume Time Velocity ProfileThis is the Periodic Volume Time Velocity Profile (PVTVP). It is an advanced professional profiling tool that goes beyond standard volume analysis by introducing Time and Velocity (Flow Rate) as profile dimensions. By analyzing high-resolution intra-bar data, it builds precise profiles for any custom period (Session, Day, Week, etc.), helping you understand not just *where* the market traded, but *how* it traded there. ## The 3 Dimensions of the Market Unlike standard tools that only show Volume, PVTVP allows you to switch between three critical metrics: 1. **VOLUME Profile (The "Where"):** * Shows standard acceptance. High volume nodes (HVN) are magnets for price. 2. **TIME Profile (The "How Long"):** * Similar to TPO, it measures how long price spent at each level. * **High Time:** True acceptance and fair value. * **Low Time:** Rejection or rapid movement. 3. **VELOCITY Profile (The "How Fast"):** * Measures the **speed of trading** (Contracts per Second). This reveals the hidden intent of market participants. * **High Velocity (Fast Flow):** Aggression. Initiative buyers/sellers are hitting market orders rapidly. Often seen at breakouts or in liquidity vacuums. * **Low Velocity (Slow Flow):** Absorption. Massive passive limit orders are slowing price down despite high volume. Often seen at major reversals ("hitting a brick wall"). ## Key Features 1. **Statistical Volume Profile Engine:** For each bar in the selected period, the indicator builds a complete volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses **statistical models ('PDF' allocation)** to distribute volume across price levels and **advanced classifiers ('Dynamic' split)** to determine the buy/sell pressure within that profile. 2. **Flexible Profile Display:** The **finalized profile** (plotted at the end of each period) can be visualized in three distinct ways: 'Up/Down' (buy vs. sell), 'Total' (combined volume), and 'Delta' (net difference). 3. **Developing Key Levels:** The indicator also plots the developing Point of Control (POC), Value Area (VA), VWAP, and Standard Deviation bands in real-time as the period unfolds, providing live insights into the emerging market structure. 4. **Dynamic Row Sizing:** Includes an option ('Rows per Percent') to automatically adjust the number of profile rows (buckets) based on the profile's price range, maintaining a consistent visual density. 5. **Integrated Alerts:** Includes 12 alerts that trigger when the main price crosses over or under the key developing levels: POC, VWAP, Value Area High/Low, and the +/- Standard Deviation bands. **Caution: Real-Time Data Behavior (Intra-Bar Repainting)** This indicator uses high-resolution intra-bar data. As a result, the values on the **current, unclosed bar** (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final **after the main chart bar has closed.** --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Pine Script® indicator
by AustrianTradingMachine
Smart VWAP FVG SystemSmart VWAP FVG System - Professional Multi-Filter Trading Indicator 📊 OVERVIEW The Smart VWAP FVG System is an advanced multi-layered trading indicator that combines institutional volume analysis, multi-timeframe VWAP trend confirmation, and Fair Value Gap detection to identify high-probability trade entries. This indicator uses a sophisticated filtering mechanism where signals appear only when multiple independent confirmation criteria align simultaneously. Recommended Timeframe: 5-minute (M5) or higher. The indicator works best on M5, M15, and M30 charts for intraday trading. 🎯 ORIGINALITY & PURPOSE This indicator is original because it combines three distinct analytical methods into a unified decision-making system: Market Profile Volume Analysis - Identifies institutional accumulation/distribution zones Dual VWAP Filtering - Confirms trend direction using two independent VWAP calculations Fair Value Gap Detection - Validates institutional interest through price inefficiency zones The key innovation is the directional filter system: the primary Market Profile generates BUY-ONLY or SELL-ONLY states based on higher timeframe value area reversals, which then controls which signals from the main system are displayed. This creates a multi-timeframe confluence that significantly reduces false signals. Unlike simple indicator mashups, each component serves a specific purpose: Market Profile → Direction bias (trend filter) Primary VWAP (Session) → Short-term trend confirmation Secondary VWAP (Week) → Medium-term trend confirmation FVG Detection → Institutional activity validation 🔧 HOW IT WORKS 1. Primary Market Profile Filter (Higher Timeframe) The indicator calculates Market Profile on a higher timeframe (default: 1 hour) to determine the overall market structure: Value Area High (VAH): Top 70% of volume distribution Value Area Low (VAL): Bottom 70% of volume distribution Point of Control (POC): Price level with highest volume When price reaches VAH and reverses down → SELL-ONLY mode activated When price reaches VAL and reverses up → BUY-ONLY mode activated This higher timeframe filter ensures you're trading in the direction of institutional flow. 2. Dual VWAP System Two independent VWAP calculations provide multi-timeframe trend confirmation: Primary VWAP (Session-based): Resets daily, tracks intraday momentum Secondary VWAP (Week-based): Resets weekly, confirms longer-term trend Filter Logic: BUY signals require: Price > Primary VWAP AND Price > Secondary VWAP SELL signals require: Price < Primary VWAP AND Price < Secondary VWAP This dual confirmation prevents counter-trend trades during ranging conditions. 3. Fair Value Gap (FVG) Detection FVG zones identify price inefficiencies where institutional orders were executed rapidly: Bullish FVG: Gap between candle .high and candle .low (upward imbalance) Bearish FVG: Gap between candle .high and candle .low (downward imbalance) The indicator monitors recent FVG formation (lookback: 50 bars) and requires: Bullish FVG present for BUY signals Bearish FVG present for SELL signals FVG zones are displayed as colored boxes and automatically marked as "mitigated" when price fills the gap. 4. Main Trading Signal Logic The secondary Market Profile (default: 1 hour) generates the actual trading signals: BUY Signal Conditions: Price reaches Value Area Low Reversal pattern confirmed (minimum 1 bar) Price > Primary VWAP Price > Secondary VWAP (if filter enabled) Recent Bullish FVG detected (if filter enabled) Primary MP Filter = BUY-ONLY or NEUTRAL SELL Signal Conditions: Price reaches Value Area High Reversal pattern confirmed (minimum 1 bar) Price < Primary VWAP Price < Secondary VWAP (if filter enabled) Recent Bearish FVG detected (if filter enabled) Primary MP Filter = SELL-ONLY or NEUTRAL All conditions must be TRUE simultaneously for a signal to appear. 📈 VISUAL ELEMENTS On Chart: 🟢 Green Triangle (▲) = BUY Signal 🔴 Red Triangle (▼) = SELL Signal 🟦 Blue horizontal lines = Value Area zones 🟡 Yellow line = Point of Control (POC) 🟩 Green boxes = Bullish FVG zones 🟥 Red boxes = Bearish FVG zones 🔵 Blue line = Primary VWAP (Session) ⚪ White line = Secondary VWAP (Week) Info Panel (Top Right): Real-time status display showing: Filter Direction (BUY ONLY / SELL ONLY / NEUTRAL) Active timeframes for both MP filters FVG filter status and count VWAP positions (ABOVE/BELOW) Signal enablement status Alert status ⚙️ KEY SETTINGS MP/TPO Filter Settings (Primary Indicator) MP Filter Time Frame: 60 minutes (controls directional bias) Filter Value Area %: 70% (standard Market Profile calculation) Filter Alert Distance: 1 bar Filter Min Bars for Reversal: 1 bar Filter Alert Zone Margin: 0.01 (1%) FVG Filter Settings Use FVG Filter: Enabled (toggle on/off) FVG Timeframe: 60 minutes (1 hour) FVG Filter Mode: Both (require bullish FVG for BUY, bearish for SELL) FVG Lookback Period: 50 bars (how far back to search) Show FVG Formation Signals: Optional visual markers Max FVG on Chart: 50 zones Show Mitigated FVG: Display filled gaps Market Profile Settings Higher Time Frame: 60 minutes (for main signals) Percent for Value Area: 70% Show POC Line: Enabled Keep Old MPs: Enabled (maintain historical profiles) Primary VWAP Filter Use Primary VWAP Filter: Enabled Primary VWAP Anchor Period: Session (resets daily) Primary VWAP Source: HLC3 (typical price) Secondary VWAP Filter Use Secondary VWAP Filter: Enabled Secondary VWAP Anchor Period: Week (resets weekly) Secondary VWAP Filter Mode: Both Secondary VWAP Line Color: White Trading Signals Show Trading Signals on Chart: Enabled Show SELL Signals: Enabled Show BUY Signals: Enabled Alert Distance: 1 bar Min Bars for Reversal: 1 bar Alert Zone Margin: 0.01 (1%) Retest Search Period: 20 bars Min Bars Between Retests: 5 bars Show Only Retests: Disabled Alert Settings Enable Trading Notifications: Enabled VAH Reversal Alert: Enabled (SELL signals) VAL Reversal Alert: Enabled (BUY signals) Time Filter Settings Filter Alerts By Time: Optional (exclude specific hours) ⚠️ IMPORTANT WARNINGS & LIMITATIONS 1. Repainting Behavior CRITICAL: This indicator uses lookahead=barmerge.lookahead_on to access higher timeframe data immediately for FVG detection. This is necessary to provide real-time FVG zone visualization but has the following implications: FVG zones may shift slightly until the higher timeframe candle closes FVG detection signals are preliminary until HTF bar confirmation The main trading signals (triangles) appear on confirmed bars and do not repaint Best Practice: Always wait for the current timeframe bar to close before acting on signals. The filter status and FVG zones are informational but may adjust as new data arrives. 2. Minimum Timeframe Do NOT use on timeframes below 5 minutes (M5) Recommended: M5, M15, M30 for intraday trading Higher timeframes (H1, H4) can also be used but will generate fewer signals 3. Multiple Filters Can Block Signals By design, this indicator is conservative. When all filters are enabled: Signals appear ONLY when all conditions align You may see extended periods with no signals This is intentional to reduce false positives If you see no signals: Check the Info Panel to see which filters are failing Consider adjusting FVG lookback period Temporarily disable FVG filter to test Verify VWAP filters match current market trend 4. Market Profile Limitations Market Profile requires sufficient volume data Low-volume instruments may produce unreliable profiles Value Areas update only on higher timeframe bar close Works best on liquid markets (major forex pairs, indices, crypto) 📖 HOW TO USE Step 1: Add to Chart Apply indicator to M5 or higher timeframe chart Ensure chart shows volume data Use standard candles (NOT Heikin Ashi, Renko, etc.) Step 2: Configure Settings Primary MP Filter TF: Set to 60 (1 hour) minimum, or 240 (4 hour) for swing trading Main MP TF: Set to 60 (1 hour) for intraday signals FVG Timeframe: Match or exceed main MP timeframe Leave other settings at default initially Step 3: Understand the Info Panel Monitor the top-right panel: FILTER STATUS: Shows current directional bias NEUTRAL = Both signals allowed BUY ONLY = Only green triangles will appear SELL ONLY = Only red triangles will appear FVG Filter: Shows if bullish/bearish gaps detected recently VWAP positions: Confirms trend alignment Step 4: Take Signals For BUY Signal (Green Triangle ▲): Wait for green triangle to appear Check Info Panel shows ✓ for BUY signals Confirm current bar has closed Enter long position Stop loss: Below recent VAL or swing low Target: Previous Value Area High or 1.5-2× risk For SELL Signal (Red Triangle ▼): Wait for red triangle to appear Check Info Panel shows ✓ for SELL signals Confirm current bar has closed Enter short position Stop loss: Above recent VAH or swing high Target: Previous Value Area Low or 1.5-2× risk Step 5: Risk Management Risk per trade: Maximum 1-2% of account equity Position sizing: Adjust based on stop loss distance Avoid trading: During major news events or time filter periods Multiple confirmations: Look for confluence with price action (support/resistance, trendlines) 🎓 UNDERLYING CONCEPTS Market Profile Theory Developed by J. Peter Steidlmayer in the 1980s, Market Profile organizes price and volume data to identify: Value Areas: Where 70% of trading activity occurred POC: Price level with highest acceptance (most volume) Imbalances: When price moves away from value quickly This indicator uses TPO (Time Price Opportunity) calculation method to build the volume profile distribution. VWAP (Volume Weighted Average Price) VWAP represents the average price weighted by volume, showing where institutional traders are positioned: Price above VWAP = Bullish (institutions accumulated lower) Price below VWAP = Bearish (institutions distributed higher) Using dual VWAP (Session + Week) creates multi-timeframe trend alignment. Fair Value Gaps (FVG) Also known as "imbalance" or "inefficiency," FVG occurs when: Price moves so rapidly that a gap forms in the candlestick structure Indicates institutional order flow (large market orders) Price often returns to "fill" these gaps (rebalance) The 3-candle FVG pattern (gap between candle and candle ) is widely used in ICT (Inner Circle Trader) methodology and Smart Money Concepts. 🔍 CREDITS & CODE ATTRIBUTION This indicator builds upon established technical analysis concepts and combines multiple methodologies: 1. Market Profile / TPO Calculation Concept Origin: J. Peter Steidlmayer (Chicago Board of Trade, 1980s) Code Inspiration: TradingView's public domain Market Profile examples Modifications: Custom filtering logic for directional bias, dual timeframe implementation 2. VWAP Calculation Concept Origin: Standard financial instrument (widely used since 1980s) Code Base: TradingView built-in ta.vwap() function (public domain) Modifications: Dual VWAP system with independent anchor periods, custom filtering modes 3. Fair Value Gap Detection Concept Origin: Inner Circle Trader (ICT) / Smart Money Concepts methodology Code Implementation: Original implementation based on 3-candle gap pattern Features: Multi-timeframe detection, automatic mitigation tracking, visual zone display 4. Pine Script Framework Language: Pine Script v6 (TradingView) Built-in Functions Used: ta.vwap() - Volume weighted average price request.security() - Higher timeframe data access ta.change() - Period detection ta.cum() - Cumulative volume time() - Timestamp functions Note: All code is original implementation. While concepts are based on established trading methodologies, the combination, filtering logic, and execution are unique to this indicator. 📊 RECOMMENDED INSTRUMENTS Best Performance: Major Forex Pairs (EURUSD, GBPUSD, USDJPY) Stock Indices (ES, NQ, SPX, DAX) Major Cryptocurrencies (BTCUSD, ETHUSD) Liquid Stocks (high daily volume) Avoid: Low-volume altcoins Illiquid stocks Exotic forex pairs with wide spreads ⚡ PERFORMANCE TIPS Start Conservative: Enable all filters initially Reduce Filters Gradually: If too few signals, disable Secondary VWAP filter first Match Timeframes: Keep MP Filter TF and FVG TF at same value Backtest First: Review historical performance on your preferred instrument/timeframe Combine with Price Action: Look for support/resistance confluence Use Time Filter: Avoid low-liquidity hours (optional setting) 🚫 WHAT THIS INDICATOR DOES NOT DO Does not guarantee profits - No trading system is 100% accurate Does not predict the future - Based on historical patterns Does not replace risk management - Always use stop losses Does not work on all instruments - Requires volume data and liquidity Does not provide exact entry/exit prices - Signals are zones, not precise levels Does not account for fundamentals - Purely technical analysis 📜 DISCLAIMER This indicator is provided for educational and informational purposes only. It is not financial advice, and past performance does not guarantee future results. Trading Risk Warning: All trading involves risk of loss You can lose more than your initial investment (leverage products) Only trade with capital you can afford to lose Always use appropriate position sizing and risk management Consider seeking advice from a licensed financial advisor Technical Limitations: Indicator may repaint FVG zones until HTF bar closes Signals are based on historical patterns that may not repeat Market conditions change and no system works in all environments Volume data quality varies by exchange/broker By using this indicator, you acknowledge these risks and agree that the author bears no responsibility for trading losses. 📞 SUPPORT & UPDATES Questions? Comment on this publication Issues? Describe the problem with chart screenshot Feature Requests? Suggest improvements in comments Updates: Will be published as new versions using TradingView's update feature 📝 VERSION HISTORY Version 1.0 (Current) Initial public release Multi-filter system: MP + Dual VWAP + FVG Directional bias filter Real-time info panel Comprehensive alert system Time-based filtering Thank you for using Smart VWAP FVG System! Happy Trading! 📈
Pine Script® indicator
by Smart-Day-Trader
SR-ZnV2There are many support and resistance scripts out there. I was unable to find one that met all of my needs so I have expanded on the closest ones that I was able to discover. The ability to show persistent S/R levels by volume at various time frames automates much of the process for the user with unique and customizable features, the lastest dated of which are displayed by its time frame support/resistance strength and extend toward the right of the screen where they can be seen more clearly by price . // Original script is thanks to tommyf1001, synapticex and additional modifications is thanks to Lij_MC. Credit to both of them for most of the logic behind this script. Since then I have made many changes to this script as noted below. // Changed default S/R lines from plots to lines, and gave option to user to change between solid line, dashed line, or dotted line for both S/R lines. // Added additional time frame and gave more TF options for TF1 other than current TF. Now you will have 4 time frames to plot S/R zones from. // Gave user option to easily change line thickness for all S/R lines. // Made it easier to change colors of S/R lines and zones by consolidating the options under settings (rather than under style). // Added extensions to active SR Zones to extend all the way right. // Added option to extend or not extend the previous S/R zones up to next S/R zone. // Added optional time frame labels to active S/R zones, with left and right options as well as option to adjust how far to the right label is set. // Fixed issue where the higher time frame S/R zone was not properly starting from the high/low of fractal. Now any higher time frame S/R will begin exactly at the High/Low points. // Added to script a function that will prevent S/R zones from lower time frames displaying while on a higher time frame. This helps clean up the chart quite a bit. // Created arrays for each time frame's lines and labels so that the number of S/R zones can be controlled for each time frame and limit memory consumption. // New alert options added and customized alert messages.
Pine Script® indicator
by cjohnsonfl5
Quantura - Average Intraday Candle VolumeIntroduction “Quantura – Average Intraday Candle Volume” is a quantitative visualization tool that calculates and displays the average traded volume for each intraday time position based on a user-defined historical lookback period. It allows traders to analyze recurring intraday volume patterns, identify high-activity sessions, and detect liquidity shifts throughout the trading day. Originality & Value This indicator goes beyond standard volume averages by normalizing and aligning volume data according to the time of day. Instead of simply smoothing recent bars, it builds an intraday volume profile based on historical daily averages, enabling users to understand when during the day volume typically peaks or drops. Its originality and usefulness come from: Converting standard volume data into time-aligned intraday averages. Visualization of historical intraday liquidity behavior, not just total daily volume. Dynamic scaling using normalization and transparency to emphasize active and quiet periods. Optional day-separator lines for precise intraday structure recognition. Gradient-based coloring for better visual interpretation of volume intensity. Functionality & Core Logic The indicator divides each day into discrete intraday time positions (based on chart timeframe). For each position, it stores and updates historical volume values across the selected number of days. It calculates an average volume per time position by aggregating all stored values and dividing them by the number of valid days. The result is plotted as a continuous histogram showing typical intraday volume distribution. The bar colors and transparency dynamically reflect the relative intensity of volume at each point in the day. Parameters & Customization Number of Days for Averaging: Defines how many past days are included in the volume average calculation (default: 365). UTC Offset: Allows synchronization of intraday cycles with local or exchange time zones. Base Color: Sets the main color for plotted volume columns. Color Mode: Choose between “Gradient” (transparency dynamically adjusts by intensity) or “Normal” (fixed opacity). Day Line: Toggles dashed vertical lines marking the start of each trading day. Visualization & Display Volume is plotted as a series of histogram bars, each representing the average volume for a specific intraday time position. A gradient color mode enhances readability by fading lower-intensity areas and highlighting high-volume regions. Optional day-separator lines visually segment historical sessions for easy reference. Works seamlessly across all chart timeframes that divide the 24-hour day into regular bar intervals. Use Cases Identify when trading activity typically peaks (e.g., session opens, news windows, or overlapping markets). Compare current intraday volume to historical averages for early anomaly detection. Enhance algorithmic or discretionary strategies that depend on volume-timing alignment. Combine with volatility or price structure indicators to confirm market activity zones. Evaluate session consistency across different time zones using the UTC offset parameter. Limitations & Recommendations The indicator requires intraday data (below 1D resolution) to function properly. Volume behavior may vary across brokers and assets; adjust averaging period accordingly. Does not predict price movement — it provides volume-based context for analysis. Works best when combined with structure or momentum-based indicators. Markets & Timeframes Compatible with all intraday markets — including crypto, Forex, equities, and futures — and all intraday timeframes (from 1 minute to 4 hours). It is particularly valuable for analyzing assets with continuous 24-hour trading activity. Author & Access Developed 100% by Quantura. Published as a Open-source script indicator. Access is free. Important This description complies with TradingView’s Script Publishing and House Rules. It provides a clear explanation of the indicator’s originality, logic, and purpose, without any unrealistic performance or predictive claims.
Pine Script® indicator
by Quantura
Volume Area 80 Rule Pro - Adaptive RTHSummary in one paragraph Adaptive value area 80 percent rule for index futures large cap equities liquid crypto and major FX on intraday timeframes. It focuses activity only when multiple context gates align. It is original because the classic prior day value area traverse is fused with a daily regime classifier that remaps the operating parameters in real time. Scope and intent • Markets. ES NQ SPY QQQ large cap equities BTC ETH major FX pairs and other liquid RTH instruments • Timeframes. One minute to one hour with daily regime context • Default demo used in the publication. ES1 on five minutes • Purpose. Trade only the balanced days where the 80 percent traverse has edge while standing aside or tightening rules during trend or shock Originality and usefulness • Unique fusion. Prior day value area logic plus a rolling daily regime classifier using percentile ranks of realized volatility and ADX. The regime remaps hold time end of window stop buffer and value area coverage on each session • Failure mode addressed. False starts during strong trend or shock sessions and weak traverses during quiet grind • Testability. All gates are visible in Inputs and debug flags can be plotted so users can verify why a suggestion appears • Portable yardstick. The regime uses ATR divided by close and ADX percent ranks which behave consistently across symbols Method overview in plain language The script builds the prior session profile during regular trading hours. At the first regular bar it freezes yesterday value area low value area high and point of control. It then evaluates the current session open location the first thirty minute volume rank the open gap rank and an opening drive test. In parallel a daily series classifies context into Calm Balance Trend or Shock from rolling percentile ranks of realized volatility and ADX. The classifier scales the rules. Calm uses longer holds and a slightly wider value area. Trend and Shock shorten the window reduce holds and enlarge stop buffers. Base measures • Range basis. True Range smoothed over a configurable length on both the daily and intraday series • Return basis. Not required. ATR over close is the unit for regime strength Components • Prior Value Area Engine. Builds yesterday value area low value area high and point of control from a binned volume profile with automatic TPO fallback and minimum integrity guards • Opening Location. Detects whether the session opens above the prior value area or below it • Inside Hold Counter. Counts consecutive bars that hold inside the value area after a re entry • Volume Gate. Percentile of the first thirty minutes volume over a rolling sample • Gap Gate. Percentile rank of the regular session open gap over a rolling sample • Drive Gate. Opening drive check using a multiple of intraday ATR • Regime Classifier. Percentile ranks of daily ATR over close and daily ADX classify Calm Balance Trend Shock and remap parameters • Session windows optional. Windows follow the chart exchange time Fusion rule Minimum satisfied gates approach. A re entry must hold inside the value area for a regime scaled number of bars while the volume gap and drive gates allow the setup. The regime simultaneously scales value area coverage end minute time stop and stop buffer. Signal rule • Long suggestion appears when price opens below yesterday value area then re enters and holds for the required bars while all gates allow the setup • Short suggestion appears when price opens above yesterday value area then re enters and holds for the required bars while all gates allow the setup • WAIT shows implicitly when any required gate is missing • Exit labels mark target touch stop touch or a time based close Inputs with guidance Setup • Signal timeframe. Uses the chart by default • Session windows optional. Start and end minutes inside regular trading hours • Invert direction is not used. The logic is symmetric Logic • Hold bars inside value area. Typical range 3 to 12. Raising it reduces trades and favors better traverses. Lowering it increases frequency and risk of false starts • Earliest minute since RTH open and Latest minute since RTH open. Typical range 0 to 390. Reducing the latest minute cuts late session trades • Time stop bars after entry. Typical range 6 to 30. Larger values give setups more room Filters • Value area coverage. Typical range 0.70 to 0.85. Higher coverage narrows the traverse but accepts fewer days • Bin size in ticks. Typical range 1 to 8. Larger bins stabilize noisy profiles • Stop buffer ticks beyond edge. Typical range 2 to 20. Larger buffers survive noise • First thirty minute volume percentile. Typical range 0.30 to 0.70. Higher values require more active opens • Gap filter percentile. Typical range 0.70 to 0.95. Lower values block more gap days • Opening drive multiple and bars. Higher multiple or longer bars block strong directional opens Adaptivity • Lookback days for regime ranks. Typical 150 to 500 • Calm RV percentile. Typical 25 to 45 • Trend ADX percentile. Typical 55 to 75 • Shock RV percentile. Typical 75 to 90 • End minute ratio in Trend and Shock. Typical 0.5 to 0.8 • Hold and Time stop scales per regime. Use values near one to keep behavior close to static settings Realism and responsible publication • No performance claims. Past results never guarantee future outcomes • Shapes can move while a bar forms and settle on close • Sessions use the chart exchange time Honest limitations and failure modes • Economic releases and thin liquidity can break the balance premise • Gap heavy symbols may work better with stronger gap filters and a True Range focus • Very quiet regimes reduce signal contrast. Consider longer windows or higher thresholds Legal Education and research only. Not investment advice. Test in simulation before any live use.
Pine Script® indicator
by exlux
Dynamic Liquidity HeatMap Profile [BigBeluga]🔵 OVERVIEW The Dynamic Liquidity HeatMap Profile is a smart-flow liquidity tracker that maps where stop-loss clusters and resting limit orders are likely positioned. Instead of traditional volume profiles based only on executed transactions, this tool projects probable liquidity pools — areas where traders are trapped or positioned and where smart money may hunt stops or fill orders. It dynamically scans recent price swings, builds liquidity zones above and below price, and visualizes them as a heat map + histogram — highlighting areas with the greatest liquidity attraction. Orange highlights the highest-concentration liquidity (POC), making potential sweep targets obvious. 🔵 CONCEPTS Liquidity pools form above swing highs (buy stops) and below swing lows (sell stops). Market makers & large players often push price into these zones to trigger stops and capture liquidity. The indicator uses recent volatility + volume expansion to estimate where these pools exist. Horizontal heat bars show depth and intensity of probable liquidity. Profile side histogram displays buy-side vs sell-side liquidity distribution. 🔵 FEATURES Dynamic Liquidity Detection — finds potential stop-loss clusters from recent swing behavior. Dual-Side Heatmap — split liquidity view above (short stops) and below (long stops) current price. Volume-Weighted Levels — higher volatility & volume = deeper liquidity expectation. Real-Time Heat Coloring • Lime = liquidity below price (potential buy-side fuel) • Blue = liquidity above price (potential sell-side fuel) • Orange = peak liquidity (POC) Liquidity Profile Histogram — plotted at right side, layered by strength. Auto-Cleaning Engine — removes invalidated liquidity after breaks. Adjustable lookback window and bin resolution . 🔵 HOW TO USE Look for price moving toward dense liquidity zones — high probability of wick raids or sweeps. Orange POC often acts as magnet — strong target zone for smart money. Combine with SFP / BOS logic to time reversals after liquidity hunts. In trend, price repeatedly sweeps opposite-side liquidity before continuation. Use liquidity walls as bias filters — heavy liquidity above often precedes downward move, and vice-versa. Great for scalping sessions, indices, FX, BTC, ETH. 🔵 CONCLUSION The Dynamic Liquidity HeatMap Profile gives traders a tactical edge by revealing where the market’s hidden liquidity resides. It highlights where shorts and longs are positioned, identifies likely sweep zones, and marks the most attractive liquidity magnet (POC). Use it to anticipate stop hunts, avoid getting trapped, and align with smart-money flow instead of fighting it.
Pine Script® indicator
by BigBeluga
47
Intra Bar Volume ProfileThis indicator provides a high-resolution volume profile analysis for every single bar on the chart. It builds this profile by sampling data from a lower intra-bar timeframe, allowing for a granular view of price distribution and buying/selling pressure within the bar. Key Features: Intra-Bar Profile Engine: For each bar on the main chart, the indicator builds a complete volume profile on a lower 'Intra-Bar Timeframe'. It uses: Statistical Models ('Allot model'): Distributes volume across price levels using 'PDF' (Probability Density Function) or 'Classic' (close) methods. Buy/Sell Classifiers ('Volume Estimator'): Splits volume using a 'Dynamic' (trend/wick-based) or 'Classic' (candle color) model. On-Chart Visualization (Overlay): The analysis is rendered directly onto the price bars: Point of Control (POC): A line showing the price level with the most volume for that bar. Value Area (VA): A colored box representing the price range where the specified percentage (e..g., 50%) of volume was traded. VWAP: Displays the volume-weighted average price (VWAP) for the bar as a separate line. Integrated Alerts: Includes 8 alerts that trigger when the main price crosses over or under the key intra-bar levels: POC, VWAP, and the Value Area High/Low. Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed. DISCLAIMM For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Pine Script® indicator
by AustrianTradingMachine
1
Market Structure Volume ProfileThis indicator visualizes volume profiles that are dynamically anchored to market structure events, rather than fixed time intervals. It builds these profiles using high-resolution intra-bar data to provide a precise view of where value is established during critical market phases. Key Features: Event-Based Profile Anchoring: The indicator starts a new profile based on one of three user-selected events ('Profile Anchor'): Swing: A new profile begins when the 'impulse baseline' (derived from intra-bar delta) changes. This baseline adjusts when a new price pivot is confirmed: When a price high forms, the baseline moves to the lower of its previous level or the peak delta (max of delta O/C) at the pivot. When a price low forms, it moves to the higher of its previous level or the trough delta (min of delta O/C) at the pivot. Structure: A new profile begins immediately on the bar that confirms a market structure break (e.g., a new HH or LL, based on a sequence of price pivots). Delta: A new profile begins immediately on the bar that confirms a break in the cumulative delta's market structure (e.g., a new HH or LL in the delta). Both 'Swing' and 'Delta' anchors are derived from the same continuous (non-resetting) Cumulative Volume Profile Delta (CVPD), which is built from the intra-bar statistical analysis. Statistical Profile Engine: For each bar in the anchored period, the indicator builds a volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses advanced statistical models: Allocation ('Allot model'): 'PDF' (Probability Density Function) distributes volume proportionally across the bar's range based on an assumed statistical model (e.g., T4-Skew). 'Classic' assigns all volume to the close. Buy/Sell Split ('Volume Estimator'): 'Dynamic' applies a model that analyzes candle wicks and recent trend to estimate buy/sell pressure. 'Classic' classifies all volume based on the candle color. Visualization & Lag: The indicator plots the final profile (as a polygon) and the developing statistical lines (POC, VA, VWAP, StdDev). Note on Lag: All anchor events require Pivot Right Bars for confirmation. In 'Structure' and 'Delta' mode, the developing lines (POC, VA, etc.) are plotted using a non-repainting method (showing the value from pivRi bars ago). In 'Swing' mode, the profile is plotted retroactively, starting from the bar where the pivot occurred. The developing lines are also plotted with this full pivRi lag to align with the past data. Flexible Display Modes: The finalized profile can be displayed in three ways: 'Up/Down' (buy vs. sell), 'Total' (combined volume), and 'Delta' (net difference). Dynamic Row Sizing: Includes an option ('Rows per Percent') to automatically adjust the number of profile rows (buckets) based on the profile's price range. Integrated Alerts: Includes 13 alerts that trigger for: A new profile reset ('Profile was resetted'). Price crossing any of the 6 developing levels (POC, VA High/Low, VWAP, StdDev High/Low). Alert Lag Assumption: In 'Swing' mode, alerts are delayed to match the retroactively plotted lines. In 'Structure' and 'Delta' modes, alerts fire in real-time based on the current price crossing the current (repainting) value of the metric, which may differ from the non-repainting plotted line. Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This includes the values used for real-time alerts in 'Structure' and 'Delta' modes. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Pine Script® indicator
by AustrianTradingMachine
4
Periodic Volume ProfileThis indicator visualizes volume profiles that are dynamically anchored to market structure events, rather than fixed time intervals. It builds these profiles using high-resolution intra-bar data to provide a precise view of where value is established during critical market phases. Key Features: Event-Based Profile Anchoring: The indicator starts a new profile based on one of three user-selected events ('Profile Anchor'): Swing: A new profile begins when the 'impulse baseline' (derived from delta) changes. This baseline adjusts when a new price pivot is confirmed: When a price high forms, the baseline moves to the lower of its previous level or the peak delta (max of delta O/C) at the pivot. When a price low forms, it moves to the higher of its previous level or the trough delta (min of delta O/C). Structure: A new profile begins immediately on the bar that confirms a market structure break (e.g., a new HH or LL, based on a sequence of price pivots). Delta: A new profile begins immediately on the bar that confirms a break in the cumulative delta's market structure (e.g., a new HH or LL in the delta). Statistical Profile Engine: For each bar in the anchored period, the indicator builds a volume profile on a lower 'Intra-Bar Timeframe'. It uses: Statistical Models ('Allot model'): Distributes volume across price levels using 'PDF' (Probability Density Function) or 'Classic' (close) methods. Buy/Sell Classifiers ('Volume Estimator'): Splits volume using a 'Dynamic' (trend/wick-based) or 'Classic' (candle color) model. Note on Anchor Lag: The different anchor types have different delays. 'Structure' and 'Delta' profiles begin in real-time on the confirmation bar. The 'Swing' profile calculation is plotted retroactively to the pivot's origin, as the pivot is only confirmed Pivot Right Bars after it occurs. Flexible Visualization Modes: The finalized profile (plotted at the end of each period) can be displayed in three ways: 'Up/Down' (buy vs. sell), 'Total' (combined volume), and 'Delta' (net difference). Developing Real-Time Metrics: The indicator plots the developing Point of Control (POC), Value Area (VA), VWAP, and Standard Deviation bands in real-time as the new profile forms. Dynamic Row Sizing: Includes an option ('Rows per Percent') to automatically adjust the number of profile rows (buckets) based on the profile's price range, maintaining a consistent visual density. Integrated Alerts: Includes 13 alerts that trigger for: A new profile reset ('Profile was resetted'). Price crossing any of the 6 developing levels (POC, VA High/Low, VWAP, StdDev High/Low). Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Pine Script® indicator
by AustrianTradingMachine
Pivot Orderflow DeltaThis indicator analyzes order flow by calculating a continuous Cumulative Volume Profile Delta (CVPD). It plots this delta as a series of "delta candles" and identifies divergences and structural pivot levels. Key Features: Statistical Delta Engine: For each bar, the indicator builds a high-resolution volume profile on a lower 'Intra-Bar Timeframe'. It uses statistical models ('PDF' allocation) and advanced classifiers ('Dynamic' split) to determine the buy/sell pressure, which is then accumulated. Cumulative Delta Candle Visualization: The indicator plots the continuous, accumulated delta as a series of candles, where for each bar: Open: Is the cumulative delta value of the previous bar. Close: Is the new total cumulative delta. High/Low: Represent the peak/trough cumulative delta reached during that bar's formation. Dynamic Pivot Baseline: The indicator plots a separate dynamic baseline ('Impulse Start') that adjusts when a new price pivot is confirmed. When a price high forms, the baseline moves to the lower of its previous level or the peak delta (max of delta candle O/C) at the pivot. When a price low forms, the baseline moves to the higher of its previous level or the trough delta (min of delta candle O/C) at the pivot. Full Divergence Suite (Class A, B, C): A built-in divergence engine automatically detects and plots Regular (A), Hidden (B), and Exaggerated (C) divergences between price and the peak/trough of the delta candles (High/Low). Detailed Pivot Confluence: The indicator plots distinct markers to differentiate between pivots occurring only on the price chart, only on the delta oscillator, or on both simultaneously. Note on Confirmation (Lag): Divergence and pivot signals rely on a confirmation method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag. Integrated Alerts: Includes 23 comprehensive alerts for: The start and end of all 6 divergence types. The detection of a new Impulse Start pivot. Delta/volume agreement/disagreement. Delta crossing the zero line. The formation of price-only or delta-only pivots. Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Pine Script® indicator
by AustrianTradingMachine
Cumulative Volume Profile DeltaThis indicator calculates the Cumulative Volume Profile Delta (CVPD). It constructs a high-resolution volume profile for each bar using intra-bar data, then derives and accumulates the delta from that profile to show net buying/selling pressure. Key Features: Statistical Volume Profile Engine: For each bar, the indicator builds a high-resolution volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses statistical models ('PDF' allocation) to distribute volume across price levels and advanced classifiers ('Dynamic' split) to determine the buy/sell pressure before accumulation. Periodic Accumulation: The CVPD accumulation is anchored to a user-defined 'Anchor Timeframe' (e.g., daily, weekly). This cyclical reset allows to analyze the build-up of pressure within specific trading periods. "Delta Candle" Visualization: The periodic CVPD is shown as a candle, where: Open: The CVPD value at the start of the period (or zero). High/Low: Represent the peak buying (CVD High) and selling (CVD Low) pressure within that period's profile. Close: The final net delta value (CVD) for the period. Dual CVD & Divergence Engine: The indicator calculates two CVPDs: a Periodic one (for plotting) and a Continuous one (non-resetting). The continuous line is used as a stable source for the built-in divergence engine (detecting Regular, Hidden, and Exaggerated). Dynamic Divergence Plotting: Divergence markers are plotted relative to the periodic (candle) CVPD. They automatically adjust their vertical position after a reset to remain visually aligned with the plotted candles. Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint. The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars). The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed). Multi-Timeframe (MTF) Capability: MTF Output: The entire analysis (Delta Candles, Divergences) can be calculated on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...). Limitation: The Divergence detection engine (pivDiv) is disabled if a Higher Timeframe (HTF) is selected. Integrated Alerts: Includes 18 comprehensive alerts for: The start and end of all 6 divergence types. The periodic CVPD crossing the zero line. Conditions of agreement or disagreement between the delta and the main bar's direction. Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.Example: crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Pine Script® indicator
by AustrianTradingMachine
Volume Profile DeltaThis indicator calculates the Volume Profile Delta (VPD). It constructs a high-resolution volume profile for each bar using intra-bar data, offering a detailed understanding of buying and selling pressure at discrete price levels. Key Features: Statistical Volume Profile Engine: For each bar, the indicator builds a high-resolution volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses statistical models ('PDF' allocation) to distribute volume across price levels and advanced classifiers ('Dynamic' split) to determine the buy/sell pressure within that profile, providing a more nuanced delta calculation. "Delta Candle" Visualization: The per-bar VPD is displayed as a candle, where: Open: Always anchored at the zero line. High/Low: Represent the peak buying (CVD High) and selling (CVD Low) pressure accumulated within that bar's profile. Close: The final net delta value (CVD) for the bar. Customizable Moving Average: An optional moving average of the net delta (Close) can be added. The MA type, length, and an optional Volume weighted setting are customizable. Intra-Bar Peak Pivot Detection: Automatically identifies and plots significant turning points (pivots) in the peak buying (High) and selling (Low) pressure. Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag. Multi-Timeframe (MTF) Capability: MTF Output: The entire analysis (Delta Candles, MA, Pivots) can be calculated on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...). Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected. Integrated Alerts: Includes 8 alerts for: The net delta crossing its moving average. The detection of new peak buying or selling pivots. Conditions of agreement or disagreement between the net delta and the main bar's direction. Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Pine Script® indicator
by AustrianTradingMachine
Point of Control (POC)**Point of Control (POC) Indicator** This indicator identifies the price level where the most trading volume occurred over a specified lookback period (default: 365 days). The POC represents a significant support/resistance level where the market found the most acceptance. **Key Features:** - **POC Line**: Bright green horizontal line showing the highest volume price level - **Volume Profile Analysis**: Divides price range into rows and calculates volume distribution - **Value Area (Optional)**: Shows VAH and VAL levels containing 70% of total volume - **Customizable**: Adjust lookback period, price resolution, colors, and line width **How to Use:** - POC acts as a magnet - price often returns to test these high-volume levels - Strong support/resistance zone where significant trading activity occurred - Useful for identifying key price levels for entries, exits, and stops - Higher lookback periods (365 days) show longer-term significant levels **Settings:** - Lookback Period: Number of bars to analyze (default: 365) - Price Rows: Calculation resolution - higher = more precise (default: 24) - Toggle Value Area High/Low for additional context ---
Pine Script® indicator
by Chrome_MrNA
Balanced Delta Volume Profile (Zeiierman)█ Overview Balanced Delta Volume Profile (Zeiierman) builds a vertical, price-by-price profile that blends total participation with balance quality. Instead of plotting raw volume alone, it weights each price bin by: how balanced buyers vs. sellers were, how compressed price was inside that bin, how often price revisited it. The result spotlights fair value and acceptance zones while still revealing momentum/imbalance areas—ideal for reading rotation vs. trend, continuation vs. exhaustion, and the prices that truly matter. Highlights Balanced score that fuses delta symmetry, price compression, and hit frequency. Optional heat spectrum for instant read of participation density and balance strength. POC-like auto highlight of the dominant price level within the lookback window. Works across timeframes for session profiling, swing context, or regime shifts. █ How It Works ⚪ Profile Construction The script scans a fixed History Length and divides the full high–low span into Bin Count price bins. For every bar in the window, its volume is proportionally distributed across the bins it overlaps, so wide-range bars contribute across multiple bins, while narrow bars concentrate where they traded most. This yields per-bin totals for: Total Volume (participation) Positive / Negative Volume (up vs. down bar contribution) Hit Count (how often price touched the bin) Average Price Range (mean bar range inside the bin; a proxy for compression) ⚪ Delta & Direction For each bin, delta symmetry is measured via the ratio of |pos − neg| to total volume. Bins with balanced two-sided flow score higher than one-sided, runaway bins. This curbs the tendency of raw volume profiles to over-reward impulsive bursts. ⚪ Balance Score Each price bin gets a balance score that multiplies three normalized components: Delta Balance: rewards bins where buy/sell pressure is symmetrical (configurable via Volume Momentum Weight). Price Compression: rewards bins where average bar range is relatively small (configurable via Price Momentum Weight). Durability: rewards bins revisited often (configurable via Hits Weight). A Min Hits Filter removes flimsy, single-touch bins from dominating the score. The profile can display pure totals or Average Mode (Vol/Hit) to compare bins fairly when hit counts differ. ⚪ Display & Heat Spectrum The final plotted bar length per bin is the display volume (total or average) weighted by the balance score and normalized to 100. POC-like Highlight: The 100% bin is outlined (and labeled) when Highlight Max Volume Bin is ON. Heat Spectrum (optional): A background gradient scales with normalized bar length and balance hue. Balance Hue: Interpolates between Balance Low/High Colors so high-balance bins visually pop as “accepted value.” █ How to Use The profile is effectively a map of price acceptance: High, bright bars = strong participation at balanced prices → fair value/rotation zones. Thin, muted bars = poor acceptance → imbalance or transition areas. POC-style level = most influential price in the lookback window. ⚪ Find Fair Value & Acceptance Thick, high-balance bins mark value. Expect rotation: price often revisits or oscillates around these areas. They’re prime zones for mean-reversion fades, scale-ins, and risk-defined trades against the edges. ⚪ Identify Imbalance & Funnels Low-balance, low-hit bins often act like air pockets—price can move through them quickly. These zones are helpful for continuation trades into thin areas or for timing breakout pulls back into acceptance. ⚪ POC Dynamics When price leaves the POC and returns, watch for re-acceptance (price comes back into the POC or high-balance zone and stays there.) vs. rejection (trend continuation away from value). The auto-highlight makes this quick to judge. █ Settings History Length – Bars scanned for the profile. Longer = broader context, slower to adapt. Bin Count – Vertical resolution of bins between the window’s min and max price. Display Shift – Offsets the rendering rightward for clarity. Average Mode (Vol/Hit) – ON uses average volume per visit; OFF uses total volume. Volume Momentum Weight – Emphasizes two-way flow; higher values favor balanced bins over one-sided deltas. Price Momentum Weight – Emphasizes compression; higher values favor narrow-range, coiling price action. Hits Weight – Rewards bins revisited often; higher values favor durable acceptance. Min Hits Filter – Minimum visits a bin needs to qualify for the balance score. Show Heat Spectrum – Background gradient for quick read of density and balance. Highlight Max Volume Bin – Outline + raw volume label for the dominant bin. Max Volume Color – Color used for that highlight. Balance Low/High Colors – Gradient endpoints for balance hue across the profile. ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Pine Script® indicator
by Zeiierman
11
RightFlow Universal Volume Profile - Any Market Any TimeframeSummary in one paragraph RightFlow is a right anchored microstructure volume profile for stocks, futures, FX, and liquid crypto on intraday and daily timeframes. It acts only when several conditions align inside a session window and presents the result as a compact right side profile with value area, POC, a bull bear mix by price bin, and a HUD of profile VWAP and pressure shares. It is original because it distributes each bar’s weight into multiple mid price slices, blends bull bear pressure per bin with a CLV based split, and grows the profile to the right so price action stays readable. Add to a clean chart, read the table, and use the visuals. For conservative workflows read on bar close. Scope and intent • Markets. Major FX pairs, index futures, large cap equities and ETFs, liquid crypto. • Timeframes. One minute to daily. • Default demo used in the publication. SPY on 15 minute. • Purpose. See where participation concentrates, which side dominated by price level, and how far price sits from VA and POC. Originality and usefulness • Unique fusion. Right anchored growth plus per bar slicing and CLV split, with weight modes Raw, Notional, and DeltaProxy. • Failure mode addressed. False reads from single bar direction and coarse binning. • Testability. All parts sit in Inputs and the HUD. • Portable yardstick. Value Area percent and POC are universal across symbols. • Protected scripts. Not applicable. Method and use are fully disclosed. Method overview in plain language Pick a scope Rolling or Today or This Week. Define a window and number of price bins. For each bar, split its range into small slices, assign each slice a weight from the selected mode, and split that weight by CLV or by bar direction. Accumulate totals per bin. Find the bin with the highest total as POC. Expand left and right until the chosen share of total volume is covered to form the value area. Compute profile VWAP for all, buyers, and sellers and show them with pressure shares. Base measures Range basis. High minus low and mid price samples across the bar window. Return basis. Not used. VWAP trio is price weighted by weights. Components • RightFlow Bins. Price histogram that grows to the right. • Bull Bear Split. CLV based 0 to 1 share or pure bar direction. • Weight Mode. Raw volume, notional volume times close, or DeltaProxy focus. • Value Area Engine. POC then outward expansion to target share. • HUD. Profile VWAP, Buy and Sell percent, winner delta, split and weight mode. • Session windows optional. Scope resets on day or week. Fusion rule Color of each bin is the convex blend of bull and bear shares. Value area shading is lighter inside and darker outside. Signal rule This is context, not a trade signal. A strong separation between buy and sell percent with price holding inside VA often confirms balance. Price outside VA with skewed pressure often marks initiative moves. What you will see on the chart • Right side bins with blended colors. • A POC line across the profile width. • Labels for POC, VAH, and VAL. • A compact HUD table in the top right. Table fields and quick reading guide • VWAP. Profile VWAP. • Buy and Sell. Pressure shares in percent. • Delta Winner. Winner side and margin in percent. • Split and Weight. The active modes. Reading tip. When Session scope is Today or This Week and Buy minus Sell is clearly positive or negative, that side often controls the day’s narrative. Inputs with guidance Setup • Profile scope. Rolling or session reset. Rolling uses window bars. • Rolling window bars. Typical 100 to 300. Larger is smoother. Binning • Price bins. Typical 32 to 128. More bins increase detail. • Slices per bar. Typical 3 to 7. Raising it smooths distribution. Weighting • Weight mode. Raw, Notional, DeltaProxy. Notional emphasizes expensive prints. • Bull Bear split. CLV or BarDir. CLV is more nuanced. • Value Area percent. Typical 68 to 75. View • Profile width in bars, color split toggle, value area shading, opacities, POC line, VA labels. Usage recipes Intraday trend focus • Scope Today, bins 64, slices 5, Value Area 70. • Split CLV, Weight Notional. Intraday mean reversion • Scope Today, bins 96, Value Area 75. • Watch fades back to POC after initiative pushes. Swing continuation • Scope Rolling 200 bars, bins 48. • Use Buy Sell skew with price relative to VA. Realism and responsible publication No performance claims. Shapes can move while a bar forms and settle on close. Education only. Honest limitations and failure modes Thin liquidity and data gaps can distort bin weights. Very quiet regimes reduce contrast. Session time is the chart venue time. Open source reuse and credits None. Legal Education and research only. Not investment advice. Test on history and simulation before live use.
Pine Script® indicator
by exlux
Volume Profile Area [BigBeluga]🔵 OVERVIEW The Volume Profile Area is an advanced profiling tool that calculates and visualizes the value area within a chosen period’s volume distribution. It first builds a main profile of the entire range, then constructs a secondary profile inside the defined value area, allowing traders to examine market balance and key trading zones in greater detail. 🔵 CONCEPTS Volume Profile – Distributes traded volume across price levels to highlight areas of market activity. Value Area (VA) – The price range containing a chosen percentage of total volume (commonly 50–70%). Point of Control (PoC) – The price level with the highest traded volume, often acting as a magnet for price. Nested Profiles – A profile inside the VA adds a second layer of precision, showing where liquidity clusters within the “fair value” zone. 🔵 FEATURES Main Profile – Full distribution of volume over the selected lookback period. Secondary Profile – Built only inside the VA of the main profile, highlighting intrabalance structure. Customizable PoC Selection – Choose between showing the PoC of the Main Profile , the Area Profile , their Average , or None . Dynamic Value Area Levels – Automatically plots VAL (Value Area Low) and VAH (Value Area High) with labels. Overlay Toggles – Show/hide range extremes, VA lines, or PoCs for a cleaner chart view. Visual Profiles – Main profile shaded in darker blue; the VA profile inside is lighter for clear separation. Automatic Scaling – Profiles adapt to period highs/lows and auto-adjust bins for consistent resolution. Volume Labels – PoCs can display traded volume, giving numeric confirmation of liquidity concentration. 🔵 HOW TO USE Set the Period to define how many bars to include in the main profile. Adjust the Value Area % to control how much volume defines the VA (e.g., 50% by default). Pick your PoC option: Main , Area , or Average , depending on focus. Use VAH/VAL lines as support/resistance levels where most trading occurred. Compare reactions at Main vs VA PoC levels to spot potential breakouts or mean reversions. 🔵 CONCLUSION The Volume Profile Area extends traditional profiling by nesting a secondary VA profile inside the main distribution. This dual-layer approach reveals not just where the market was active overall, but where liquidity concentrated within the “fair value” zone—powerful for refining entries, exits, and risk placement across intraday and swing horizons.
Pine Script® indicator
by BigBeluga
5