Orderflow Suite [martineye15]Orderflow Suite โ four order-flow tools in one indicator: Cumulative Volume Delta, footprint bars, imbalance / absorption signals, and a volume profile. Each module toggles independently, so you can run the full suite or just the part you need. CVD gets its own pane; the footprint, signals and profile draw directly on the price chart, so no second script is required.
MODULES
- Cumulative Volume Delta (CVD): running buy-minus-sell volume, with Session / Day / Week / None reset anchoring and a Line, Columns or Candle display (candles show open = previous CVD, close = new CVD, wicks from the intrabar delta extremes). Optional price-CVD divergence: bearish when price makes a higher high while CVD makes a lower high, bullish when price makes a lower low while CVD makes a higher low.
- Footprint bars: the most recent bars are split into price bins, each showing aggregated buy x sell volume, shaded by its net delta, with the bar's highest-volume bin (VPOC) framed.
- Imbalance & absorption: delta-imbalance triangles when |delta| / volume passes a threshold, stacked-imbalance zones when several same-direction imbalance bars line up, plus absorption labels (heavy volume in a tight range near a swing) and exhaustion labels (a new swing high on negative delta, or a new swing low on positive delta).
- Volume profile: a volume-at-price histogram over a lookback window with POC, value-area high / low and the 70% value area, in total-volume or delta-coloured mode.
DELTA ENGINE (please read)
TradingView does not provide a true bid/ask tick feed, so delta here is an approximation, not exchange order flow. Historical delta is estimated from lower-timeframe intrabars: an intrabar counts as buy volume when it closes above its open, sell volume when below, and is split evenly on an unchanged close. On the live bar you can optionally accumulate tick-based delta instead (uptick = buy, downtick = sell). Because TradingView does not store ticks, realtime values built this way can differ from what the same bar shows after a chart refresh. Treat every delta value as an estimate.
ALERTS
Ten conditions: CVD bullish / bearish divergence, bullish / bearish imbalance, stacked bullish / bearish imbalance, absorption at highs / lows, and exhaustion top / bottom.
HOW TO USE
Add it to a symbol that has volume (crypto, futures or stocks โ spot forex usually has no real volume, and the tool will tell you so). Intraday timeframes from about 1 minute to 1 hour work best. Turn on the modules you want, set the delta engine (lower-timeframe auto / manual, and optional realtime tick mode), and adjust the per-module thresholds and sizes. Use CVD and its divergences for momentum and non-confirmation, the footprint and profile to see where volume actually traded, and the imbalance / absorption / exhaustion signals as context around swings. Set alerts on any of the ten conditions.
WHAT MAKES IT DIFFERENT
It combines CVD, footprint, imbalance / absorption and a volume profile in a single indicator, sharing one delta engine and drawing the price-chart modules through force_overlay from a lower pane โ a combined order-flow view without stacking several scripts. Drawing counts are budgeted internally so the modules together stay within TradingView's object limits.
REPAINTING & LIMITATIONS
Confirmed-bar behaviour is stable: footprints are built on closed bars, CVD divergences use confirmed pivots (so they appear a few bars after the pivot โ normal pivot lag, not repainting), and the profile is computed over completed bars. The delta approximation is the main caveat: the live bar's delta is an estimate, and if you enable realtime tick mode, the live values will not match the same bar's historical lower-timeframe values after a refresh โ this is inherent to how TradingView exposes data and is noted in the input tooltips. One-second intrabars need a plan with seconds data; without it the tool uses a one-minute fallback, and very old bars beyond the intrabar budget fall back to whole-bar classification. A symbol with no volume cannot produce delta and will show a notice instead.
This is a visual, decision-support tool. It is not a strategy, it places no orders and reports no performance statistics, and it is not financial advice. Indicator
Intrabar Profile [Kioseff Trading]Hello Traders!
๐น Intrabar Profile
Intrabar Profile is a lower-timeframe profile tool designed to draw a volume profile or delta profile on each individual candle .
Instead of only looking at where a candle opened, closed, wicked, or changed color, this indicator attempts to show:
Where did volume actually trade inside the bar?
It focuses on answering a deeper question:
What happened inside the candle that normal candlesticks do not show?
volume profile on every visible bar
delta profile on every visible bar
lower-timeframe volume distribution
POC detection per candle
value area visualization
buy-side vs sell-side imbalance display
optional volume-at-level labels
adaptive scaling as the chart zooms in or out
๐น What the indicator shows
๐ธ Intrabar Volume Profile
The indicator reconstructs a mini volume profile for each candle using lower timeframe data.
This allows you to see:
where volume was concentrated inside each bar
which price level had the highest volume
how volume was distributed across the candle range
whether volume was balanced or concentrated near specific levels
This shifts your perspective from:
โthis candle closed bullish or bearishโ
to:
โwhere did participation actually take place inside this candle?โ
๐ธ POC Per Candle
Each intrabar profile includes a Point of Control , or POC.
The POC marks the price level inside the candle where the highest amount of volume was detected.
This helps identify:
where the most trading activity occurred inside the bar
whether volume was concentrated near the high, low, or middle of the candle
potential areas of intrabar acceptance or rejection
where participation clustered before price moved away
๐ธ Value Area Per Candle
The indicator can also display a value area for each profile.
The value area is calculated from total volume and highlights the region where the majority of volume occurred inside the bar.
This helps separate:
high-participation areas
lower-participation areas
balanced candles
thin or inefficient areas of the candle
Together, the POC and value area help show the internal structure of each candle instead of only the candle body and wick.
๐ธ Intrabar Delta Profile
Intrabar Profile can also switch from standard volume profile mode to delta profile mode .
Delta mode estimates buy-side and sell-side pressure using lower timeframe price movement and volume.
This allows you to see:
where positive delta appeared inside the candle
where negative delta appeared inside the candle
whether aggressive activity was concentrated at the top, middle, or bottom of the bar
when total volume and directional pressure tell different stories
This can help answer:
Was volume only present, or was it meaningfully skewed toward buyers or sellers?
๐ธ Volume Profile vs Delta Profile
The indicator includes two profile modes:
VP - displays total volume distribution inside each candle
Delta - displays directional volume imbalance inside each candle
Volume profile mode focuses on:
where participation occurred
where volume was concentrated
where the candleโs POC and value area formed
Delta profile mode focuses on:
which side had more pressure
where buy-side or sell-side imbalance appeared
whether pressure was distributed evenly or concentrated at specific levels
๐ธ Adaptive Mini Profiles
The profiles are drawn directly on top of the chart candles and are designed to stay proportional as the chart is adjusted.
This means the visual structure adapts as you:
zoom in
zoom out
stretch the chart
compress the chart
The goal is to keep the profile readable without turning the chart into visual clutter.
๐น Granularity Options
The indicator uses lower timeframe data to build each intrabar profile.
Available granularity options include:
5-minute
1-minute
1-second
1-tick
Lower granularity can provide a more detailed reconstruction of intrabar activity, depending on the symbol and data available from TradingView.
Important Note
Some lower timeframe data options may require specific TradingView data access or plan availability. If a selected granularity is not available on your chart or account, the indicator can only work with the data TradingView provides.
๐น How to read it
Each candle can be read as its own mini profile.
larger profile rows show more volume or stronger absolute delta
the POC marks the highest-volume level inside the candle
the value area highlights the primary participation zone
gray areas show volume outside the selected value area
positive delta shows stronger buy-side pressure
negative delta shows stronger sell-side pressure
This helps you compare:
where the candle closed
where the most volume traded
where delta was strongest
whether the candleโs appearance matches its internal activity
๐น Example interpretations
bullish candle + volume concentrated near the high โ possible acceptance higher
bullish candle + heavy volume near the low โ possible absorption or delayed response
bearish candle + negative delta near the low โ aggressive selling into the bottom of the bar
large candle + thin profile โ fast movement with less balanced participation
small candle + heavy profile โ high activity with limited price movement
strong delta but weak candle movement โ potential absorption or opposition
๐น Why this indicator is useful
Intrabar Profile gives you a way to look beyond standard candles.
It helps you see:
where volume formed inside each candle
where the candleโs POC developed
whether participation was concentrated or spread out
whether buyers or sellers dominated specific levels
how volume and delta behaved inside the bar
whether the candleโs structure supports or contradicts the price action
Instead of only asking:
โDid this candle close green or red?โ
you can ask:
โWhere did the trading actually happen inside this candle?โ
๐น Best use cases
studying intrabar volume structure
analyzing candle quality
identifying high-volume zones inside individual bars
spotting possible absorption or imbalance
comparing price action against internal volume distribution
enhancing volume profile, order flow, or liquidity-based analysis
๐น Inputs you can customize
profile type: VP or Delta
granularity: 5-minute, 1-minute, 1-second, or 1-tick
number of profile rows
buy-side and sell-side colors
POC color
mini profile transparency
value area visibility
volume-at-level labels
๐น Important note
This script uses lower timeframe data to approximate intrabar volume and delta structure.
This means:
accuracy depends on available lower timeframe data
different symbols may behave differently
1-second or tick data may not be available for every user or market
delta is estimated from lower timeframe price movement and volume
this is an analytical visualization tool, not a predictive engine
Closing Notes
Intrabar Profile is built to show the internal volume structure of each candle .
It helps turn a normal candlestick chart into a more detailed profile-based view of participation, imbalance, and intrabar activity.
As always, thank you TradingView! Indicator
Liquidity Heatmap MTF [JOAT]LIQUIDITY HEATMAP MTF
A weighted multi-timeframe liquidity-zone heatmap that aggregates pivot-based resting liquidity from up to four higher timeframes (1H / 4H / 1D / 1W by default), decays old pivots over a configurable half-life, and projects the resulting hot bins as a right-side colour strip plus optional horizontal lines that extend back across the chart so the key levels are visible on price. Adds an estimated liquidation-level layer on top โ the price ranges where leveraged positions get unwound โ and warns when price approaches one.
Why MTF aggregation matters
Single-timeframe liquidity maps miss the structural reality that institutional flow operates on multiple horizons simultaneously. A daily pivot high carries more resting liquidity than a 1H pivot high, but both contribute. Liquidity Heatmap MTF lets you turn on / off each of four timeframes (1H, 4H, 1D, 1W) independently and assign each a weight so the contribution to the heatmap is proportional to your conviction about how much that timeframe matters.
Defaults:
1H weight 1.0ร
4H weight 1.5ร
1D weight 2.5ร
1W weight 4.0ร (off by default; enable for macro reads)
Pivots are detected in each HTF context using configurable left/right lookbacks. Each pivot contributes intensity proportional to the volume traded on its bar (with optional log compression for instruments that have rare extreme prints).
Decay โ half-life modelled
A pivot from 200 bars ago should not contribute equally to today's heatmap. The script applies an exponential decay:
intensity = volume ร exp(โln(2) ร age / halfLife)
The Decay Half-Life input (default 180 bars) sets how quickly old pivots fade. After one half-life, an old pivot contributes half as much; after two, a quarter; and so on. This is the principled way to weight history โ it never drops contributions discontinuously and it never lets ancient liquidity poison the current read.
Heatmap grid + hot-zone classification
The price range over the visible lookback (configurable, default 500 bars + 2% padding) is divided into N bins (default 60, capped at 200 by Pine's max_boxes_count). Each pivot's decayed intensity is accumulated into the bin closest to its level. Bins are then normalised against the hottest bin and any bin above the Hot Zone Threshold (default 70% of max) is tagged HOT.
The heatmap is rendered as a vertical strip on the right of the chart (configurable width and gap from latest bar) with bins coloured along a deep-ocean blue gradient โ cold bins are near-invisible (transparency floor), hot bins are vivid cyan.
Hot-zone projection across chart (JOAT enhancement)
This is the headline visual: the top hot bins are projected back across the chart as horizontal lines (configurable count, default 5) with price labels, extending back a configurable number of bars (default 120). So you do not just see the heatmap as a right-side strip โ you see the key levels on the chart at the price levels they actually occupy. Toggleable.
Estimated liquidation levels (the second layer)
On top of the liquidity heatmap, an optional liquidation layer estimates where leveraged positions get stopped out. Each significant HTF pivot extreme gets a projected liquidation level at:
liq_level = pivot ยฑ (ATR ร liqPad)
Configurable liqPad (default 0.5 ATR). Configurable caps on liquidation lines above (default 4) and below (default 4) the current price. Lines extend right by a configurable bar count. When price comes within liqAtrMult ร ATR of a liquidation line, the !LIQ alert fires and the line is rendered in the accent colour (the only off-family colour in the palette โ bright orange).
The liquidation logic is intentionally conservative โ pivots provide the structural anchor; the ATR pad is the only configurable variable; lines are capped to avoid clutter.
Dashboard
Monospaced table positionable to any of nine corners. Surfaces:
Active timeframes and their weights.
Total pivots tracked.
Hottest bin price and intensity %.
Hot-zone count.
Liquidation lines above / below current price counts.
Distance (in ATR units) to nearest liquidation line.
Last hot-zone activation with bar-age.
Visual system
Heat strip (toggleable width / gap / transparency).
HOT tags on hottest bins (toggleable).
Optional strip border.
Horizontal hot-zone lines extending back across the chart (toggleable, capped, configurable length).
Liquidation level lines above and below (toggleable, capped).
LIQ labels (toggleable).
A locked Deep Ocean palette (bathypelagic blue gradient on near-black, with the bright orange #FF6B00 reserved exclusively for liquidation warnings) gives the chart a distinct institutional liquidity-map identity.
Alerts
Three alert conditions, each independently controllable, each cooldown-gated:
Hot Zone Activated โ fires when a new bin crosses the hot threshold.
Approaching Liq Level โ fires when price comes within liqAtrMult ร ATR of a liquidation line.
New HTF Pivot Added โ fires when a new HTF pivot is detected and added to the cache.
A configurable cooldown (default 8 bars) prevents back-to-back alert spam.
How to read it
Three reads, in order of conviction:
Approaching Liq Level alert โ the most actionable single signal. Price is within striking distance of estimated leveraged-position stop-out levels. Liquidations tend to be self-fulfilling on the way in (cascade through stops) and exhaustive at the extreme (no more sellers / buyers left after the cascade).
Multi-timeframe hot zone โ when a hot bin is contributed to by more than one HTF, it is by definition more significant. The hot line projections show you which levels are MTF-confluent.
New HTF Pivot in 1D or 1W context โ these are the slowest-moving structural events. A new daily or weekly pivot reshapes the heatmap meaningfully.
Suggested settings
Defaults (1H/4H/1D enabled, weights 1.0/1.5/2.5, decay half-life 180, hot threshold 70%) are tuned for intraday-to-swing trading on liquid futures, FX, and crypto. For pure scalping, disable 1D / 1W and raise 1H weight. For pure macro, enable 1W and raise its weight; reduce 1H to 0.5ร. The liqPad default 0.5ร ATR is conservative โ raise to 1.0ร for more cautious liquidation projections.
Originality
The implementation โ the MTF pivot aggregation pipeline with per-TF weights, the exponential half-life decay model, the bin-grid heatmap with hot-zone threshold, the cross-chart hot-line projection layer, the ATR-based liquidation level estimator with above/below caps, the cooldown-gated multi-alert engine, and the deep-ocean palette with the orange liquidation accent โ is JOAT-original. No third-party code reused. The "liquidity map" concept comes from professional desks; the implementation here is purpose-built for Pine v6 with bar data only.
Limitations
Estimated liquidation levels are an inference from pivots and ATR โ Pine cannot read actual leverage data or aggregated futures funding/open-interest. The lines mark where stop clusters are statistically likely to sit, not where they actually do. Pine's max_boxes_count caps the grid at 200 bins; the script clamps to 200 max even though the input allows higher requests. MTF pivots use request.security in non-lookahead mode, so they are non-repainting once confirmed at their HTF.
โ
-made with passion by jackofalltrades
Indicator
VP AERA ANCHORED vp aera anchored
vp aera anchored is an anchored volume profile tool designed to display a fixed market profile from a selected anchor point, with value area levels, poc, vah, val, anchored vwap levels, market structure context, liquidity information, bull versus bear pressure, dominance, projection and a compact institutional dashboard.
the goal of this tool is to help traders read where volume has been accepted, where price is reacting around value, and whether current conditions are showing more bullish, bearish or neutral pressure.
this indicator is designed for market analysis. it does not place trades, does not predict the future and does not guarantee any result. every signal and level should be confirmed with price action, market structure, liquidity, session context and risk management.
main concept
the script builds a volume profile from a chosen anchor window.
the profile shows where volume was concentrated inside the selected range.
the poc marks the highest volume price area.
the vah marks the upper boundary of the value area.
the val marks the lower boundary of the value area.
the anchored vwap levels show the average traded price of the selected window and multiple deviation levels around it.
the dashboard summarizes useful information such as price location, structure, order book proxy, bull versus bear balance, dominance, projection, liquidity, vwap distance, value area width, window size and last signal.
anchor modes
screen left lock
this mode anchors the profile to the left side of the visible chart.
when you move or zoom the chart, the profile recalculates from the visible left edge.
this is useful for active chart reading and discretionary analysis.
bars back
this mode uses a fixed number of bars.
for example, if bars back is set to 300, the profile uses the last 300 bars.
this is useful when you want a stable rolling profile.
date
this mode starts the profile from a selected date.
this is useful for anchored analysis from a major high, major low, news event, session start, weekly open, monthly open or important market turning point.
profile settings
rows
controls the resolution of the volume profile.
more rows create a more detailed profile with thinner price levels.
fewer rows create a smoother and simpler profile.
max profile width
controls the visual width of the profile on the chart.
higher values make the profile extend further to the right.
lower values keep the profile compact.
high-resolution volume distribution
when enabled, volume is distributed across the full candle range.
this gives a more refined profile than assigning all candle volume to one price area.
delta coloring
when enabled, the profile colors rows using a buy versus sell split proxy.
when disabled, the profile uses a volume intensity gradient.
value area settings
value area percentage
sets how much volume is included in the value area.
the default value is commonly used to represent the main area of volume acceptance.
poc
shows the point of control.
the poc is the price area with the highest traded volume inside the selected profile window.
vah
shows the upper value area boundary.
price above vah can indicate that price is trading above the main accepted value area.
val
shows the lower value area boundary.
price below val can indicate that price is trading below the main accepted value area.
extend levels to current bar
when enabled, poc, vah, val and vwap levels extend toward the current bar.
this makes the levels easier to use as active reference zones.
anchored vwap levels
the anchored vwap is calculated from the same window as the volume profile.
this makes it aligned with the selected anchor instead of using a standard session-only vwap.
vwap
the central anchored vwap line shows the volume-weighted average price of the selected profile window.
vwap plus 1 sigma and vwap minus 1 sigma
these are the first deviation levels around anchored vwap.
they can act as normal reaction zones during balanced market conditions.
vwap plus 2 sigma and vwap minus 2 sigma
these are wider deviation levels.
they can help identify stronger extension from the anchored average.
vwap plus 3 sigma and vwap minus 3 sigma
these are extreme deviation levels.
they can help identify stretched market conditions, but they should not be used alone as reversal signals.
how to use vwap levels
when price is above anchored vwap, the window is generally showing stronger bullish positioning.
when price is below anchored vwap, the window is generally showing stronger bearish positioning.
when price returns to anchored vwap after an extension, the level can act as a balance or reaction zone.
when price holds above vwap and rejects lower deviation levels, buyers may still be defending value.
when price holds below vwap and rejects upper deviation levels, sellers may still be defending value.
dashboard guide
price loc
shows whether price is above value, below value or inside value.
above value can show bullish expansion.
below value can show bearish expansion.
inside value can show balance or consolidation.
structure
shows the current structural bias based on market structure logic.
bullish means price has recently shown bullish structure.
bearish means price has recently shown bearish structure.
neutral means no clear structural bias is active.
order book
this is a proxy reading based on volume and candle range behavior.
it is not direct exchange order book data.
bid means the proxy is leaning toward buyer pressure.
ask means the proxy is leaning toward seller pressure.
bull vs bear
shows a simple pressure gauge.
the gauge stays in the original bar style.
green means bull pressure is dominant.
red means bear pressure is dominant.
the numbers show the estimated bull and bear balance.
dominance
shows which side currently dominates the pressure model.
bull dominance means buyer pressure is stronger.
bear dominance means seller pressure is stronger.
neutral means neither side has a strong advantage.
projection
summarizes the current read from signal, structure, value and pressure context.
bullish projection means conditions are leaning upward.
bearish projection means conditions are leaning downward.
neutral projection means conditions are not clearly directional.
liquidity
shows whether a recent liquidity sweep is detected.
low sweep can show downside liquidity being taken before a possible recovery.
high sweep can show upside liquidity being taken before a possible rejection.
no sweep means no active sweep is detected.
vwap
shows the anchored vwap value when vwap levels are enabled.
vwap dist
shows how far price is from anchored vwap in percentage terms.
positive distance means price is above anchored vwap.
negative distance means price is below anchored vwap.
va width
shows the width of the value area as a percentage of price.
a narrow value area can suggest compression.
a wide value area can suggest broader distribution.
window
shows how many bars are used in the current profile calculation.
last signal
shows the most recent buy or sell signal generated by the script logic.
buy and sell engine
the signal engine combines several filters.
liquidity sweep
the script can require price to sweep a previous swing before triggering.
bos or choch confirmation
the script can require structural confirmation.
test at va edge or poc
the script can require price to react near val, vah or poc.
ema trend filter
the script can optionally require price to align with an ema trend filter.
signal cooldown
the cooldown prevents too many signals from appearing too close together.
beginner tutorial
step 1: start with screen left lock
use screen left lock when learning.
zoom the chart so the visible window starts from an important swing high, swing low or consolidation.
the profile will build from the left visible edge.
step 2: read poc first
find the poc.
if price is above poc, buyers may have control of the current profile window.
if price is below poc, sellers may have control of the current profile window.
if price is moving around poc, the market may be balanced.
step 3: read vah and val
vah is the upper value boundary.
val is the lower value boundary.
inside vah and val, price is inside accepted value.
outside vah and val, price is outside the main accepted value area.
step 4: enable anchored vwap levels
turn on anchored vwap levels when you want an extra institutional reference.
watch how price reacts to vwap, plus 1 sigma, minus 1 sigma, plus 2 sigma and minus 2 sigma.
step 5: use the dashboard
check price loc, structure, order book, bull vs bear, dominance and projection.
do not use one line alone.
look for agreement between several dashboard rows.
step 6: confirm with the chart
before using any signal, check:
trend direction
support and resistance
market structure
candle close
volume reaction
session context
risk to reward
step 7: avoid blind entries
a buy signal near val or vwap support can be stronger than a buy signal in the middle of nowhere.
a sell signal near vah or vwap resistance can be stronger than a sell signal in the middle of nowhere.
example 1: bullish value reaction
price trades near val.
liquidity shows a low sweep.
structure turns bullish.
bull vs bear becomes green.
price reclaims anchored vwap.
this can suggest that buyers are defending value and that downside liquidity was absorbed.
a beginner should still wait for a candle close and define invalidation below the reaction zone.
example 2: bearish value rejection
price trades near vah.
liquidity shows a high sweep.
structure turns bearish.
bull vs bear becomes red.
price rejects anchored vwap or an upper vwap deviation level.
this can suggest that sellers are defending the upper value area.
a beginner should still wait for price confirmation and define invalidation above the rejection zone.
example 3: balanced market
price is inside the value area.
price is close to poc.
dashboard projection is neutral.
dominance is neutral.
bull vs bear is close to 50 and 50.
this means the market is not clearly directional.
a beginner should avoid forcing trades and wait for price to leave value or react at a stronger level.
example 4: trend continuation above value
price is above vah.
structure is bullish.
bull pressure is dominant.
price holds above anchored vwap.
pullbacks to vah or vwap may become continuation areas.
a beginner should avoid shorting only because price looks high.
example 5: bearish continuation below value
price is below val.
structure is bearish.
bear pressure is dominant.
price holds below anchored vwap.
pullbacks toward val or vwap may become rejection areas.
a beginner should avoid buying only because price looks low.
example 6: vwap extension
price moves far above vwap plus 2 sigma or plus 3 sigma.
this shows strong upside extension.
it can continue during strong trends.
wait for loss of structure, rejection or dashboard shift before assuming reversal.
example 7: vwap mean reversion
price moves away from anchored vwap and later returns to it.
anchored vwap can become a reaction zone.
if price accepts above it, buyers may regain control.
if price rejects below it, sellers may remain in control.
suggested beginner settings
anchor mode: screen left lock
rows: default
value area: default
show poc: on
show vah and val: on
extend levels: on
anchored vwap levels: off at first, then on when comfortable
vwap deviation levels: 3
enable signals: on
require liquidity sweep: on
require bos or choch confirmation: on
require va edge or poc: on
ema trend filter: optional
practical workflow
choose the anchor mode.
identify the current poc, vah and val.
check if price is inside value, above value or below value.
enable anchored vwap levels if needed.
watch the dashboard for structure, dominance and bull versus bear pressure.
wait for price to react at poc, vah, val, anchored vwap or vwap deviation levels.
confirm with candle close and market structure.
plan risk before any trade idea.
best use cases
anchored volume profile analysis
value area trading
poc reaction analysis
anchored vwap confluence
bull versus bear pressure reading
liquidity sweep context
trend continuation analysis
reversal preparation
range and balance identification
discretionary trading confirmation
important limitations
the order book row is a proxy, not direct order book data.
vwap levels are based on the selected profile window.
signals are based on historical chart data.
strong trends can stay above value or below value for a long time.
a level is not a trade by itself.
no indicator can guarantee direction, win rate or profit.
risk note
this tool is made for technical analysis and educational market study. it should be used with independent confirmation, proper position sizing and risk management.
Indicator
Dual Log Regression Channels [BigBeluga]Dual Log Regression Channels is a highly advanced multi-timeframe mathematical modeling terminal engineered for TradingView. It maps, projects, and blends two independent logarithmic regression channels directly onto your asset layout screen to deliver an institutional-grade perspective on trend structure, market cycles, and structural volume distributions.
By separating price discovery parameters into a long-term Macro Channel and an execution-focused Short Term Channel, this tool effectively resolves the classic trader conflict of assessing structural trend directions while looking for immediate micro execution setups. Rather than treating market space as flat, standard geometric lines, this engine runs an advanced curve-fitting algorithm over your data to follow the exponential nature of capital expansion and distribution.
๐ต INTUITIVE SYSTEM ARCHITECTURE & ENGINE FEATURES
1. Logarithmic Regression Curve Optimization
Non-Linear Structural Tracking: Standard linear regression struggles with volatile crypto or high-growth equity trends over massive lookback structures. This script continuously converts incoming data matrices into mathematical log-space, computes a best-fit ordinary least squares (OLS) linear progression, and converts the output back into exponential value curves.
Dual Horizons Convergence Layer: Tracks an extensive trend anchor block (defaulting to 300 bars) simultaneously with a highly responsive, high-velocity swing lookback matrix (defaulting to 50 bars). This exposes localized micro contractions occurring right at major macro boundary extremes.
Visual Deviation Spacing Bands: Channels automatically map out distinct volatility boundaries based on real-time Standard Deviation multipliers. This defines predictable mathematical risk corridors where asset expansions typically exhaust and snap back toward the median baseline.
2. Predictive Channel Extension & Real-Time Trend Direction Arrows
Dynamic Origin Trend Arrows: The engine processes a dedicated directional diagnostic framework at the precise historical start (origin node) of each lookback channel. It generates sharp, high-visibility glyph trend arrows ( โ for structural uptrends and โ for structural downtrends). These arrows offer an instant, real-time assessment of the mathematically calculated baseline slope, entirely bypassing visual guesswork when channels run relatively flat.
Forward-Projected Space Models: When enabled, both the Macro and Short-Term structural bands project forward into the future chart space blank zone (e.g., 50 bars ahead for Macro, 20 bars for Short-Term). This lets you visually identify intercept locations and major trend crossroads long before price action arrives.
3. Adaptive Embedded Channel Volume Profiles (VP)
Integrated Block Volume Binning Matrix: Moving beyond basic fixed or visible range volume profiles, this module segments and collects transacted volume profiles exclusively inside the exact coordinate boundaries of each respective channel.
Dynamic Coordinate-Aligned Shading Bars: The volume profile rows scale and project outward utilizing advanced polyline geometry arrays, maintaining structural alignment with the slope of the moving channel boundaries.
Point of Control (POC) Trailing Baselines: Automatically tracks and renders a crisp, high-visibility solid horizontal baseline ( POC Line ) marking the exact price bin location that attracted the highest volume concentration throughout that lookback phase.
4. Volumetric Delta Tracking Panels
Buy vs. Sell Volume Accumulation Blocks: Aggregates total execution volume during the lookback period, classifying volume based on bar polarity.
Net Order Flow Delta Percentages: Computes and prints the precise net mathematical buying/selling pressure delta inside the channel. This reveals quiet accumulation behavior or hidden distribution trends directly alongside your spatial boundary drawings.
๐ต SYSTEMATIC EXECUTION STRATEGIES & RISK INTERPRETATION
Confluence Zone Intercept Trading: Look for setups where the Short Term Channelโs outer standard deviation boundaries align directly with the Macro Channel's major structural lines. When a high-velocity micro asset trend exhausts itself at a long-term macro floor or ceiling, it marks a highly efficient, asymmetric inflection zone for trend continuation entries or macro reversals.
Volume Profile POC Mean Reversion Matrix: The volume profile POC lines show where massive institutional blocks shifted hands inside that channel's lifespan. If the market stretches thin near an upper outer boundary but net volumetric volume indicators begin shifting toward seller control, look for a swift mean-reversion move down toward the high-liquidity POC baseline node.
Trend Acceleration vs. Overextended Breakouts: When an asset forces a candle close completely outside the projected log channel boundaries, it flags an exceptional shift in trend velocity. If the Volume Delta percentage prints an explosive spike in that direction, it supports a trend acceleration play. If volume is thin, it warns you of a predatory, overextended fakeout structure that is likely to snap back into the central channel values.
๐ต INTERFACE CONFIGURATION AND PARAMETERS
Lookback & Deviation Tuning Blocks: Customize historical calculation boundaries and volatility widths separately for both trend layers to match any asset class or time frame preference.
Volume Profile Customization: Control the precise resolution of the volume profile by adjusting row count bins and max bar widths to match your specific layout.
Clean Workspace Overrides: Toggle visibility filters to hide median baselines, remove raw background asset lines, or completely customize color theme hex codes to fit cleanly within your setup without causing visual clutter.
Transform your charting environment from basic straight lines into an exponential, volume-weighted structural map with the Dual Log Regression Channels terminal. Indicator
Dual Profile Structure Map [JOAT]Dual Profile Structure Map
Introduction
Dual Profile Structure Map is an open-source session volume profile indicator that computes Point of Control, Value Area High, Value Area Low, and Initial Balance levels for the current session and displays them as a horizontal histogram overlaid on price. Unlike fixed-range or visible-range profiles, this indicator uses time-based session segmentation โ the profile represents only the bars within the current trading day, updating continuously as each bar closes.
The profile answers a specific question: where was the majority of trading activity concentrated in the current session, and what are the structural reference levels that follow from that activity? The Initial Balance (the range of the first hour of the session) provides context for whether subsequent price behavior is an extension or a rejection.
Core Concepts
1. Volume Profile Calculation
Price range is divided into configurable bins. Each bar's volume is allocated to the bins that overlap its high-low range, proportionally by the fraction of the bar that falls within each bin. The result is an array of volume-at-price values for the session:
for b = 0 to nBins - 1
float binLo = profileLow + b * binSize
float binHi = binLo + binSize
float overlap = math.min(high, binHi) - math.max(low, binLo)
if overlap > 0
vol_at_bin += volume * (overlap / (high - low))
2. Point of Control and Value Area
The Point of Control (POC) is the bin with the highest volume โ the price level where the most trading occurred. The Value Area is computed using the standard 70% rule: starting from the POC, adjacent bins are added to the value area (choosing the higher-volume adjacent bin each time) until 70% of session volume is captured. The resulting Value Area High (VAH) and Value Area Low (VAL) define the range where value was accepted.
3. Initial Balance
The Initial Balance uses the high and low of the first configurable number of bars after session open (default: first 4 bars on a 15-minute chart = first hour). IB High and IB Low are drawn as horizontal lines across the chart. Price trading above IB High is bullish extension; below IB Low is bearish extension; inside the IB is balance.
4. Histogram Rendering
Volume bins are rendered as horizontal bars extending leftward from the right edge of the session. Bar width is proportional to relative volume. The POC bin uses a distinct color. Value area bins use a softer fill. Bins outside the value area use the dimmest fill. This creates the standard volume profile "bell curve" visualization.
Features
Session volume profile: Real-time per-session histogram updated bar by bar
Point of Control (POC): Highest-volume price bin with labeled line
Value Area (VAH/VAL): 70% volume concentration band with boundary lines
Initial Balance High/Low: First-session-period range with horizontal level lines
Configurable bin count: Controls granularity of the volume distribution
Session reset logic: Profile resets at each new session boundary
Candle coloring: Candles painted by position relative to POC and value area
Dashboard: Current POC, VAH, VAL, IB range, and session volume total
Input Parameters
Profile Configuration:
Number of Bins: Price level granularity for the profile (default: 24)
IB Bars: Number of bars defining the Initial Balance period (default: 4)
Session Type: Trading session boundary for profile reset
Display:
Histogram Width: Maximum bar width in chart bars (default: 30)
Show POC Line toggle
Show Value Area toggle
Show Initial Balance toggle
Show Candle Color toggle
How to Use This Indicator
Step 1: Identify the POC
The POC is the fair value anchor for the session. Price gravitating toward the POC during a pullback indicates healthy trend behavior. Price unable to hold above or below the POC suggests indecision at current levels.
Step 2: Use Value Area for Range Context
Value area acceptance means price is spending time within the 70% volume zone โ a range-bound state. Value area rejection (price rapidly leaving VAH or VAL and not returning) indicates directional conviction.
Step 3: Trade Initial Balance Extensions
A close above IB High with follow-through is a bullish extension signal. A close below IB Low is bearish. Range expansion beyond the IB indicates participants accepting new value outside the opening equilibrium.
Step 4: Watch POC as Support or Resistance
On future pullbacks, the prior session's POC often acts as structural support or resistance. The indicator's persistent level lines provide these reference points across sessions.
Indicator Limitations
Volume profile interpretation requires practice; mechanical rules based on profile levels without context produce poor results
On instruments with irregular volume distribution (low-liquidity sessions, gaps), profiles may cluster into unrepresentative patterns
The 70% value area rule is a convention from Market Profile theory, not a mathematically proven optimal threshold
Originality Statement
The combination of a real-time session volume profile with Initial Balance tracking, candle coloring by value area position, and a live-updating dashboard in a single Pine Script v6 publication provides a self-contained session structure tool. The session-adaptive profile calculation using proportional volume allocation across bins is implemented from first principles, not adapted from another published script.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Volume profile levels are historical references and do not guarantee future price reactions. Trading involves substantial risk of loss.
-Made with passion by jackofalltrades
Indicator
Indicator
Session Volume Moving Average [LuxAlgo]The Session Volume Moving Average indicator is a comprehensive volume analysis tool that plots volume bars directly on a moving average, providing a unique perspective on volume activity in relation to price trends.
It features session-specific volume profiling, streak detection, and a dynamic volume delta system to visualize market participation and institutional activity.
๐ถ USAGE
The script serves as a multi-dimensional volume dashboard, allowing users to see not just the amount of volume, but also where it occurs within a price trend and who (buyers or sellers) is currently in control.
๐น Moving Average Volume Bars
Traditional volume bars at the bottom of the chart can be difficult to relate to price action. This indicator plots volume bars anchored to a customizable moving average. Each bar's height is normalized using the 95th percentile of volume over a lookback period, ensuring that extreme outliers do not squash the rest of the data, providing a clearer view of relative volume changes.
๐น Session Delta Bar & Candle Coloring
At the top of the active session, a gradient bar displays the cumulative volume delta (Bullish vs. Bearish volume percentage).
A pointer moves across the gradient to show the current balance.
The colors transition from your Bearish color to a Neutral color (at 50%), then to your Bullish color.
Users can enable the "Color Candles By Delta" setting to apply this same gradient to the chart candles, providing an immediate visual cue of session dominance.
๐น Volume Profile & Streaks
The indicator automatically tracks trading sessions (New York, London, Tokyo, Sydney) and provides additional context:
A Volume Profile is drawn at the end of each session to highlight high-activity price levels.
Volume Streaks are highlighted with dashed boxes when volume increases or decreases for a consecutive number of bars, signaling building momentum or exhaustion.
๐ถ DETAILS
๐น Normalization Logic
To keep the volume bars visually consistent, the script scales their height relative to the Average True Range (ATR). By using the 95th percentile for normalization, the script ignores the top 5% of extreme spikes, which typically cause standard volume indicators to look flat and unreadable.
๐น Delta Calculation
The delta is calculated by comparing bullish volume (volume on green candles) against total volume within the specific session. The gradient sensitivity is tuned to show significant color shifts between 35% and 65% delta, making it easier to spot shifts in control before they reach extremes.
๐ถ SETTINGS
๐น Moving Average Settings
Length: The lookback period for the moving average calculation.
Type: The type of MA to use (SMA, EMA, WMA, HMA, etc.).
Source: The price source for the MA calculation.
๐น Session Settings
Past Sessions to Show: Controls how many historical session boxes and profiles remain on the chart.
Session 1-4: Toggles for specific global trading sessions with customizable times and time zones.
๐น Volume Bar Settings
Height Multiplier: Adjusts the vertical scale of the volume bars on the MA.
Normalization Lookback: The period used to determine the 95th percentile volume.
Consecutive Trend Bars: The number of bars required to trigger a volume streak highlight.
Significant Vol Multiplier: Filters streaks so only high-volume sequences are highlighted.
๐น Style & Volume Profile
Color Candles By Delta: Enables/disables the gradient candle coloring based on session volume.
Show Volume Profile: Toggles the session-end volume distribution histogram.
VP Bins: Controls the granularity of the Volume Profile.
Show Session Delta Bar: Toggles the gradient meter at the top of the session.
Indicator
Sloped LinReg Volume Profile [MarkitTick]๐ก This indicator introduces a highly dynamic approach to volume and price analysis by merging standard volume principles with vector-based linear regression. Rather than plotting volume distributions on a static horizontal plane, this tool maps volume nodes parallel to the prevailing mathematical trend. By constructing a localized volume profile that follows the trajectory of price action, it captures momentum-adjusted value areas, providing an advanced lens for interpreting market geometry, support/resistance, and volume anomalies. It is strictly engineered for standard candlestick charts, specifically excluding non-standard formats to ensure pristine volume and price data integrity.
โ โจ Originality and Utility
Standard volume profiles aggregate historical volume at fixed price levels, which often creates fragmented or obsolete value nodes when a market is actively trending. This indicator resolves that structural limitation by angling the volume bins to match the slope of a linear regression channel.
It identifies where volume is concentrated relative to the trend's axis, not just the absolute price.
It reveals volume-weighted momentum, highlighting whether buying or selling pressure is accelerating in the direction of the regression slope.
The tool includes an integrated, dark-mode optimized analytics dashboard that processes quantitative metrics natively on the chart without requiring secondary oscillators.
โ ๐ฌ Methodology and Concepts
The foundational logic relies on computing a rolling linear regression to establish a baseline trajectory over a specified period. The methodology relies on Pine Script's time-series event loop, evaluating arrays of data dynamically as new bars form.
Vector-Based Binning: Instead of horizontal rows, the profile utilizes a dynamic upper and lower deviation band. The mathematical distance between these bands is partitioned into a user-defined number of rows.
Volume Distribution: As the script loops through the historical lookback window, it evaluates the volume of each bar. The volume is divided proportionally across the sloped bins that intersect the bar's high-low range.
Directional Volume (Delta): Each bin further categorizes volume into "Buy" or "Sell" categories based on whether the bar's closing price was greater than or equal to its opening price.
Value Area Calculation: The Point of Control (POC) identifies the sloped bin with the highest total volume. The Value Area High (VAH) and Value Area Low (VAL) expand outward from the POC until they encapsulate a specific percentage of the total allocated volume, dynamically updating as price action develops.
โ ๐จ Visual Guide
Every visual element is rendered utilizing Pine Script's advanced drawing arrays and is fully user-configurable to support dark-mode analytical environments.
โข The Sloped Profile
Volume Bars: Rendered as polygons extending inward from the right side of the channel. The length of each polygon represents the relative volume allocated to that specific standard deviation bin.
Color Coding: Bullish volume defaults to a translucent teal, while bearish volume displays as a translucent red. Bins experiencing extraordinary volume influxes override with a bright, high-visibility color to highlight anomalous market participation.
โข Channel and Level Lines
Regression Bounds: Solid or semi-transparent lines mapping the start and end of the regression channel, defining the upper and lower standard deviation extremes.
POC Line: A thick, solid yellow line plotting the Point of Control across the length of the channel.
Value Area Lines: Dashed blue lines tracking the VAH and VAL. The area between these lines is shaded with a deep blue fill to instantly highlight the trend's core acceptance zone.
Delta POC: A dashed fuchsia line identifying the bin with the most extreme difference between buying and selling volume.
โข Analytics Dashboard
Located in the top right, this table provides real-time quantitative readouts formatted to precise tick values.
LinReg Slope: Indicates the mathematical direction of the trend (Bullish/Bearish).
Price Regime: Identifies if the current close is inside the channel or breaking the upper/lower bounds.
Volume POC & Delta POC: Displays the exact price equivalents of the sloped control lines at the current bar index.
Buy Vol Bias: A visual progress bar detailing the ratio of bullish to bearish volume within the regression window.
Vol Compression: Evaluates the density of the value area. A highly concentrated value area yields a higher compression score.
โ ๐ How to Use
The indicator serves as a complete environmental map for trending markets.
Trend Qualification: Utilize the slope of the regression channel to establish the primary directional bias. Trades should ideally align with the slope.
Value Area Rejections: The VAH and VAL lines function as dynamic support and resistance. A price action rejection at the VAH within a downward-sloping channel offers a high-probability continuation setup.
POC Magnetism: Price will naturally gravitate toward the sloped POC. Deviations far outside the Value Area typically mean-revert to the POC unless accompanied by a severe volume imbalance.
Interpreting Delta: Compare the traditional POC to the Delta POC. If the Delta POC rests significantly higher or lower than the overall Volume POC, it indicates an aggressive concentration of directional absorption (trapped buyers or sellers).
Repainting Warning: Because this indicator calculates a dynamic linear regression over a moving lookback window, the visual placement of the channel and profile will continually recalculate and shift on the real-time bar until the bar closes. This is standard behavior for dynamic geometric overlays, but users should wait for bar confirmation before executing trades based on channel interactions.
โ โ๏ธ Inputs and Settings
โข Linear Regression Settings
Channel Length: Defines the historical lookback window (default is 100). Higher values create smoother, macro-trend profiles.
Source: The price data used for the regression calculation (Open, High, Low, Close, HL2, HLC3, OHLC4).
Upper/Lower Deviation: Toggles the outer bounds of the channel and sets the standard deviation multipliers.
โข Sloped Volume Profile Settings
Number of Rows: The granularity of the profile. More rows create thinner, more precise volume nodes.
Profile Width %: Determines how far the volume polygons stretch across the screen relative to the channel length.
Value Area %: The percentage of total volume to include within the VAH and VAL bounds (default 70%).
โข Advanced Quant Analytics
Highlight Footprints: Visually isolates volume bins that exceed two standard deviations above the mean bin volume.
Calculate Anchored VWAP: Toggles the inclusion of an Anchored VWAP (anchored to the start of the regression window) within the dashboard matrix.
โ ๏ธ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion. Indicator
Indicator
Sessions Flow [Cartel Console] Sessions Flow
# Overview
Sessions Flow is a session-based market activity visualization tool designed to provide a detailed view of how trading volume is distributed throughout the major global forex and index trading sessions.
Rather than displaying volume as a single aggregated value, the indicator breaks each session into multiple price levels and visualizes where trading activity was concentrated during that session. This allows traders to study session structure, identify high-participation and low-participation areas, and compare how different sessions interact with price.
The indicator automatically tracks and analyzes the four major trading sessions:
โข Sydney Session
โข Tokyo Session
โข London Session
โข New York Session
Each session is processed independently and displayed directly on the chart using volume distribution heatmaps, volume profiles, Point of Control calculations, and Value Area measurements.
---
# Core Features
## Session Detection
The indicator automatically identifies the start and end of each selected trading session and creates a dedicated session structure on the chart.
Users can enable or disable individual sessions and customize session times according to their preferences.
Supported sessions include:
โข Sydney
โข Tokyo
โข London
โข New York
---
### Session Heatmap
Each session contains a heatmap that displays the relative distribution of trading activity throughout the session range.
The heatmap highlights:
โข Areas with greater participation
โข Areas with moderate participation
โข Areas with lower participation
This provides a quick visual overview of where the market spent the most and least volume during a session.
Heatmap density and transparency settings can be fully customized.
---
### Session Volume Profile
For every session, the indicator constructs a volume profile based on price distribution inside the session range.
The profile is displayed as a side histogram showing how activity was distributed vertically across different price levels.
This can help traders observe:
โข High-volume areas
โข Low-volume areas
โข Session acceptance regions
โข Session rejection regions
The profile width and display settings are adjustable.
---
## Point of Control (POC)
The Point of Control represents the price level that accumulated the highest amount of volume during a session.
The indicator automatically calculates and plots the POC for each completed session.
POC levels often serve as useful reference points when reviewing historical session activity and market structure.
---
### Value Area Analysis
The indicator calculates a configurable Value Area based on the percentage of session volume selected by the user.
Displayed levels include:
โข Value Area High (VAH)
โข Value Area Low (VAL)
These levels help visualize the region where the majority of session activity occurred.
The default setting uses a 70% Value Area, but users may customize this value.
---
### Historical Session Management
To maintain chart performance, the indicator includes controls for:
โข Maximum detailed sessions displayed
โข Historical session lookback period
โข Simplified rendering of older sessions
Recent sessions can retain full heatmap and profile information while older sessions transition into lightweight background structures.
This allows extensive historical analysis without excessive chart clutter.
---
### Active Session Dashboard
A built-in dashboard displays the currently active trading sessions in real time.
The dashboard provides:
โข Active session names
โข Live session status indicators
This makes it easy to determine which global markets are currently open without leaving the chart.
---
## Customization Options
The indicator includes a wide range of configurable settings:
### Session Settings
โข Individual session visibility
โข Custom session times
### Heatmap Settings
โข Heatmap resolution
โข Number of price bins
โข Density visualization controls
### Volume Profile Settings
โข Histogram width
โข Detailed session limits
### Value Area Settings
โข Value Area percentage
โข VA visibility controls
### Styling Settings
โข Session colors
โข Border transparency
โข Historical session appearance
โข Dashboard position
---
## Intended Usage
Sessions Flow is designed for traders who want to study how market activity develops during different trading sessions.
It can be used for:
โข Session analysis
โข Market structure observation
โข Historical session review
โข Volume distribution study
โข Contextual chart analysis
The indicator focuses on visualization and analysis rather than signal generation.
---
## Disclaimer
This indicator is intended for educational and analytical purposes only. It does not provide financial advice, trading recommendations, or guaranteed outcomes. Trading involves risk, and users should perform their own analysis before making trading decisions.
Indicator
Indicator
Aurora Compass [JOAT]Aurora Compass
Aurora Compass is a higher-timeframe volume-profile overlay with smart-money-weighted bin coloring, Point of Control (POC) tracking, Value Area High / Value Area Low boundaries, top-three High Volume Node (HVN) full-chart-width zones, low-volume node markers, liquidity-sweep detection with persistent price labels, an inter-interval POC drift trail, profile imbalance and HVN-rotation alerts, and a right-side 21-segment bias compass.
What makes it different
Traditional volume profile shows raw volume distribution. Aurora Compass weights each candle's contribution by a normalized Negative Volume Index delta, emphasising bars where institutions tend to transact (NVI-up days). The result highlights levels of smart-money concentration, not just raw turnover.
Full-chart-width HVN zone boxes (not just thin borders) make the top three nodes obvious across the entire visible price history.
Value Area High and Value Area Low are computed and drawn. The price boundaries that bracket 70% of profile volume. These are first-class horizontal levels with right-edge labels.
An inter-interval POC drift trail draws a line from each interval's POC midpoint to the next, colored by direction. You can read multi-day POC migration at a glance.
Liquidity sweeps are detected when price wicks beyond an HVN and the candle body closes back through. The script prints a persistent price label, not just a marker.
How it works
Higher-timeframe rollover is detected via ta.change(htfTf). No request.security is used. The profile is constructed from local bars within the interval.
The price range within the active interval is binned into res slices. For each bin, the script accumulates total volume and smart-money-weighted signed volume.
POC is the bin midpoint with the maximum total volume. Value Area is computed by expanding outward from POC until cumulative volume reaches 70%.
Top three bins by volume become HVNs. Bottom three become LVNs, where breakouts tend to accelerate through low-resistance areas.
Sweep markers fire when a wick pierces an HVN boundary and the body closes the other side.
POC drift in ATR units is tracked across interval boundaries. Imbalance is the absolute net signed volume divided by total volume.
Reading the chart
Heatmap boxes for each bin, transparency-modulated by relative volume share. Smart-money weighting tints them mint or red according to net flow direction.
POC dashed horizontal line extends across the visible chart with a right-edge price label that includes the inter-interval drift in ATR units.
VAH and VAL dashed lines with right-edge labels.
Three HVN full-width zones with right-edge price and volume labels.
Three LVN border-only highlights (visually distinct from filled HVN).
HTF interval boundary dotted vertical lines (capped to last 20 intervals).
Per-interval sentiment timeline labels above each historical interval's high.
Liquidity sweep labels at sweep wicks (for example SWEEP 4520.50).
Inter-interval POC drift trail (capped to last 10 segments).
Right-side 30-segment vertical bias gauge with horizontal sight-line and pointer label.
Signals
Bullish / bearish liquidity sweep
Bullish / bearish POC drift
HVN touch
HVN rotation (top-3 ordering changed between intervals)
Profile imbalance bull / bear (net signed volume crosses the threshold)
VAH / VAL touch and Value Area reclaim (up / down breakouts)
All gated on barstate.isconfirmed or barstate.ishistory. No future references.
Inputs
HTF Profile : higher timeframe selector, profile resolution, intensity scale, show heatmap, show POC, show HVN.
Cross-Interval : HTF interval markers, sentiment timeline, POC trail, LVN bands, sweep labels, gauge, sentiment label, Value Area, HVN zones, imbalance threshold.
Sweep : detection toggle.
Visual : bullish / bearish colors, intensity scale.
Dashboard : position, size.
How traders use this
HVN reactions : the top-three HVN zones are the levels most likely to attract price retests. Look for rejections or breakouts at these levels.
LVN acceleration : when price enters a low-volume bin, expected travel speed is faster. These are thin-air zones useful for measured-move targets.
Sweep then reclaim : a bull sweep where price wicks below an HVN and closes above is a classic stop-hunt-then-reverse pattern.
POC drift : a series of mint trail segments showing upward POC migration across multiple HTF intervals is a structural up-trend signal independent of price action on the LTF.
Value Area : trading within Value Area is range / rotation behavior. Trading outside is trend / discovery behavior.
Limitations
The profile is built from local LTF bars within an HTF interval. Resolution and quality scale with how many LTF bars fit in the HTF window. Daily HTF with 1-minute LTF gives the richest profile.
Smart-money weighting via NVI is a proxy. It is not a substitute for true tick-level order-flow data.
HVN / LVN selection is recomputed each bar and may shift as new volume arrives within an interval. Once the interval closes the profile is locked.
For very illiquid instruments the profile is sparse and the levels are less informative.
Compatibility
Pine Script v6 open-source indicator. Any symbol with volume data. HTF must be strictly higher than the chart timeframe. No external request.security calls. Non-repainting: signals fire on confirmed bars.
Defaults
Daily HTF, 30 bins, mint / red palette, top-right medium dashboard. For higher resolution increase the bin count. For noisier instruments raise the imbalance threshold.
Indicator
Volume Profile Enhanced PeriodicVolume Profile Enhanced Periodic
Volume Profile Enhanced Periodic is an advanced profile framework designed to analyze and visualize how volume is distributed across price levels over repeating time periods such as days, weeks, months, quarters, and years.
Unlike traditional fixed-range profiles that focus on a single visible section of the chart, this indicator automatically generates separate volume profiles for each selected historical period, allowing traders to study how price acceptance, value migration, and high participation areas evolve over time.
The objective is to identify where market participants historically concentrated activity and monitor how these areas shift as market structure develops.
By combining period-based volume profiles, Point of Control tracking, Value Area analysis, extending POC levels, and profile projection tools, the indicator is designed to provide additional context for support/resistance behavior, market acceptance, and evolving market structure.
Features
โข Automatic Day / Week / Month / Quarter / Year profiles
โข Historical profile generation across multiple periods
โข Solid histogram profile display
โข Profile direction toggle (Left or Right facing)
โข Point of Control (POC) detection
โข Previous POC tracking
โข Value Area High (VAH) and Value Area Low (VAL) calculations
โข Extend POC levels until price interaction
โข Extend Value Area fields into future periods
โข Adjustable Value Area extension brightness
โข Custom profile width controls
โข Historical profile management controls
โข Lightweight performance optimization
โข Naked labels without background flags
โข Dynamic labels for:
โข POC
โข Previous POC
โข VAH
โข VAL
Alerts Included
โข Price Crossed POC
โข Price Crossed VAH
โข Price Crossed VAL
โข POC Shifted Higher
โข POC Shifted Lower
โข Price Entered Value Area
โข Price Exited Value Area
Potential Use Cases
โข Identify historical high participation zones
โข Locate support and resistance areas
โข Monitor value migration over time
โข Track changing market acceptance
โข Identify developing imbalance areas
โข Observe POC movement between periods
โข Use extended POC levels as potential reaction zones
โข Add confluence to existing systems
โข Study auction behavior and market structure
Interpretation
POC (Point of Control)
Represents the price level where the highest concentration of volume occurred during the selected period.
VAH (Value Area High)
Represents the upper boundary of the selected value area where the majority of trading activity occurred.
VAL (Value Area Low)
Represents the lower boundary of the selected value area.
Previous POC
Displays prior dominant participation levels for historical context.
Extended POC
Extends POC levels forward until price revisits or crosses through them, potentially highlighting important market interaction zones.
Extended Value Area Field
Projects the previous period's value area into future price action for additional context regarding acceptance and rejection zones.
About TrendGenY Indicators
TrendGenY indicators are built from market experience, creative concepts, and a constant pursuit of unique perspectives. Rather than following conventional ideas, the focus is on uncovering alternative insights and viewing market behavior through different angles to reveal information that traditional tools may overlook and help traders build a more meaningful edge in the market. Indicator
Average Daily Range Percentage (ADR%) and Average Daily VolumeTwo critical pre-trade filters, always visible right on your chart.
Before entering any swing trade, you need to know two things: is this stock volatile enough to move your account, and is it liquid enough to trade cleanly? This indicator answers both questions at a glance.
**ADR% (Average Daily Range)** measures how much a stock moves on an average day. Too low and it won't move your portfolio. Too high and the daily noise will stop you out randomly. The color tells you where you stand instantly.
**ADV (Average Dollar Volume)** measures how much money flows through the stock each day. Liquid stocks respect key levels, pull back cleanly to moving averages, and don't gap randomly on low volume. Illiquid stocks do the opposite.
Both values are color-coded against your thresholds:
๐ข Green โ within your ideal range
๐ Orange โ borderline, proceed with caution
๐ด Red โ outside your criteria, skip it
Fully customizable:
ADR% and ADV thresholds
Warning zones for borderline values
Lookback periods for both calculations
Colors for good, warning, and bad values
Default thresholds are calibrated for swing traders. Adjust to match your account size and risk tolerance.
Built for swing traders who want clean, fast chart reviews without second-guessing liquidity or volatility on every name. Indicator
AlgoStorm Institutional Key Levels (IKL)AlgoStorm Institutional Key Levels (IKL)
For US Index Futures and DAX.
An institutional-grade structural mapping tool built on actual Auction Market Theory (AMT) to track the true liquidity and volume nodes across centralized futures markets.
The retail trading industry has heavily distorted the word "institutional," convincing traders that algorithms are hunting their stop-losses at random pivot highs. The reality is far more objective. Real institutions, hedge funds, and market makers rely on definitive, centralized exchange volume, liquidity depth, and execution algorithms (VWAP/TWAP) to scale into positions without causing market impact.
The AlgoStorm Institutional Key Levels (IKL) indicator maps the precise mathematical benchmarks that dictate this capital flow. Designed for markets with centralized volume (CME, Eurex), it plots highly accurate session opens, Opening Ranges, Initial Balances, and Value Areas, stripping away retail noise to provide a professional framework for your intraday bias.
Technical Specifications & Architecture
Supported Markets: Universal application for centralized futures markets including US Indices (ES, NQ, YM, RTY) and European Indices (DAX/FDAX, FDXM).
Supported Timeframes: Designed specifically for 2-minute through 30-minute charts . (Note: Due to the historical buffers required for multi-session mapping, Pine Script will reject timeframes below 2-minutes).
Timezone Mastery: Flawlessly handles Daylight Saving Time (DST) transitions natively. US Futures are bound strictly to America/New_York , while DAX/Eurex Futures are strictly bound to Europe/Berlin .
Fixed-Pool Drawing Engine: Most level indicators suffer from memory bloat and chart lag due to constant object creation and garbage collection limits. The IKL utilizes a highly optimized "fixed-pool" architecture. Lines and labels are generated only once on the first bar and recycled dynamically.
Smart Label Stagger: Features a forward-pass algorithm that detects and pushes overlapping labels apart (user-adjustable separation), ensuring your chart remains pristine regardless of price compression.
US Futures Mapping (ES / NQ / YM / RTY)
All inputs trigger based on standard America/New_York session times.
Globex Structure: Previous Day High/Low (Full 18:00โ17:00 session) and Overnight High/Low (18:00 to 09:30 ET).
RTH Anchors: Previous Day Close (PDC) locked exactly at the 16:00 ET cash close, and the RTH Open (09:30 ET) held all day.
Gap Fill Zone: Automatically draws an asynchronous highlight box between the PDC and current RTH open if an unfilled gap of more than 2 ticks exists.
Auction Metrics: 15-minute Opening Range (09:30โ09:45 ET) and the standard Initial Balance (09:30โ10:30 ET) with optional 100%, 150%, and 200% IB extension bands.
Eurex / DAX Futures Mapping (FDAX / FDXM)
A complete, standalone module built for the complex, multi-open nature of European futures. Based on Europe/Berlin time.
Asian / Pre-London Phase: Tracks Eurex overnight high/low from 01:00 CET until Frankfurt liquidity arrives at 08:00 CET.
Euro / Frankfurt Session: Plots the 08:00 CET Open and the 30-minute Euro Opening Range (08:00โ08:30 CET).
Xetra Cash Session: Plots the definitive Xetra Open (09:00 CET), Xetra OPR (09:00โ09:30 CET), and the Previous Xetra Close (17:30 CET) which acts as the DAX equivalent to the US PDC.
US Open Impact: Captures the 15:30 CET open and 30-minute OPR, marking the massive liquidity injection when US equity markets open.
Execution & Volume Mechanics
Algorithmic VWAPs: Plots the exact Daily and Session VWAP bands used by institutional execution desks to grade their fills. Features a full Globex Daily VWAP (resets 18:00 ET), a localized NY VWAP (resets 09:30 ET), and a dedicated Xetra VWAP (resets 09:00 CET).
Custom Value Area Engine: Features a built-in, manual array-based Volume Profile engine. It calculates the Point of Control (POC) and Value Area High/Low (VAH/VAL) for both RTH and Xetra sessions independently, bypassing standard Pine Script volume limitations. Users can customize the Value Area % and price-row tick size.
Indicator
Candle Volume Decomposition [MarkitTick]๐ก Standard volume analysis often falls short by presenting trading activity as a single, one-dimensional aggregate figure per period. This limitation obscures the true dynamics of market microstructure, leaving analysts guessing whether the volume was concentrated in the directional move of the body, or absorbed at the extremes as rejection wicks. This indicator reconstructs the volume profile of every single price candle by decomposing it into three distinct spatial zones: the Upper Wick, the Body, and the Lower Wick. By leveraging lower-timeframe data polling, it builds an intraday volume distribution for higher-timeframe candles, extracting critical insights such as Delta Pressure, Zone Concentration, Absorption, and Exhaustion, wrapping it all into an on-chart dashboard and advanced histogram.
โจ Originality and Utility
Most volume indicators attempt to map buying and selling pressure by looking at the close relative to the open or high/low range, applying a uniform formula to the entire bar's volume. This indicator breaks away from aggregate estimations by fetching strict lower-timeframe data and physically mapping it to the structural boundaries of the chart timeframe's candle.
The primary utility lies in its ability to reveal hidden liquidity mechanics. A candle with seemingly standard bullish volume might actually contain massive localized selling pressure entirely trapped within its upper wick. By isolating these zones, traders can definitively identify absorption, measure the efficiency of directional body moves, and detect localized exhaustion before price reverses. It effectively bridges the gap between basic volume bars and complex Order Flow footprint charts, delivering high-granularity data without requiring specialized tick-data feeds.
๐ฌ Methodology and Concepts
The script utilizes a lower timeframe polling array to dissect the current chart's candle structure. The mathematical methodology is broken down into the following core concepts:
Spatial Decomposition: The indicator calculates the precise price boundaries of the candle's body (Open to Close) and wicks (High to Body Top, Low to Body Bottom). As lower timeframe volume data is fed into the array, it allocates the volume proportionally based on where the lower timeframe price action occurred relative to the parent candle's zones.
Net Signed Volume: Instead of arbitrary coloring, the script calculates a net directional flow. Lower wick volume (demand/buying) is added, upper wick volume (supply/selling) is subtracted, and body volume is directionally signed based on whether the candle closed green or red.
Delta Pressure Index: A normalized ratio ranging from -1.0 to +1.0. It calculates the net difference between lower wick volume and upper wick volume relative to total volume. Positive values indicate demand dominance in the wicks, while negative values indicate supply dominance.
Volume Concentration (HHI): The Herfindahl-Hirschman Index is adapted here to measure zone dominance. By squaring the volume ratios of all three zones and summing them, it provides a score from 0.33 (perfectly equal distribution) to 1.0 (a single zone contains 100% of the volume).
Absorption & Exhaustion: Absorption is modeled by combining high total wick volume with a compressed body range. Exhaustion is triggered mathematically when the total volume residing in the wicks exceeds the body volume multiplied by a user-defined threshold, signaling potential structural failure.
๐จ Visual Guide
The indicator's visual outputs are highly detailed, split between the main price pane and the indicator pane.
โ Main Chart Elements
Price Candles: The standard price candles are dynamically colored and faded. By default, they use "Net Signed Volume" coloring, transitioning between Deep Teal (Bullish Net) and Deep Red (Bearish Net). Furthermore, the transparency of the candles is completely dynamic; candles with absolute directional dominance are fully opaque, while candles with weak or highly contested net volume become transparent.
Wick Exhaustion Highlight: A distinct purple background flash appears on specific bars where wick volume overwhelmingly eclipses body volume, visually alerting the user to structural exhaustion.
Divergence Labels: Small, precise text labels reading "Vol โฒDiv" (Teal) or "Vol โผDiv" (Red) appear above or below candles when volume divergences are detected between the price trend and the total volume trend over the specified lookback period.
Dashboard Table: Positioned in the top right, this matrix provides real-time scoring. It displays block-meters and color-coded text for Delta Pressure, Dominant Zone, CVD Bias, Body Efficiency, Absorption Score, Wick Exhaustion status, Zone Concentration, and the exact percentage breakdown of the three spatial zones.
โ Indicator Pane Elements
Stacked Volume Columns: When in standard mode, the volume histogram represents the true spatial distribution. The Lower Wick volume is plotted at the base in vivid Cyan. The Body volume is stacked on top in either Teal or Deep Red. The Upper Wick volume completes the stack in vivid Red.
Net Signed Columns: When toggled via settings, the histogram switches to a baseline-centered momentum oscillator, plotting the absolute Net Signed volume above or below the zero line, instantly revealing the true directional aggression of the period.
๐ How to Use
Traders can deploy this indicator to validate breakouts, confirm reversals, and manage risk through superior tape reading.
Validating Breakouts: When observing a breakout candle, refer to the Dashboard's "Body Efficiency" metric. A high efficiency score combined with an opaque body color indicates that the majority of the volume supported the directional move. Conversely, if a breakout candle prints a high "Absorption" score and high wick concentration, the move is likely being faded by larger market participants.
Trading Reversals: The purple background flash (Wick Exhaustion) is a prime leading indicator. When this occurs at a known support or resistance level, it mathematically confirms that counter-trend limit orders have successfully absorbed the aggressive volume, halting the candle's progression.
Monitoring Cumulative Pressure: The CVD Bias metric in the dashboard maintains a running sum of Net Signed Volume. If price is making higher highs but the CVD Bias flips to Bearish, a structural divergence is occurring, warning of an impending pullback.
Interpreting Asymmetry: Watch the dominant zone metrics. Continuous lower-wick dominance during a downtrend suggests accumulation, as market participants repeatedly buy the dips within the micro-structure of the falling candles.
โ๏ธ Inputs and Settings
The script provides a modular architecture allowing users to tailor the calculations and visuals to their specific strategy requirements.
โ Volume Profile & Display
Lower Timeframe: The critical input for data resolution. This must be set lower than the chart timeframe (e.g., 1-minute data for a 15-minute chart) to provide the necessary polling granularity.
Coloring Mode: Allows switching the price candles between "Net Signed Volume" (accounting for wick/body math), "Body Direction" (traditional close vs open), or turning it off entirely.
Dynamic Transparency: A toggle that maps the opacity of the price candles directly to the strength of the volume signal.
Signed Volume Mode: Toggles the indicator pane histogram between the 3-tier stacked spatial volume model and the zero-centered Net Signed Volume oscillator.
โ Advanced Metrics & Dashboard
Metric Toggles: Users can individually enable or disable internal calculations for Delta Pressure, Asymmetry, CVD, Efficiency, Wick-to-Body Ratio, HHI, and Absorption to optimize performance or clear the data window.
Exhaustion Threshold: A float multiplier that determines how aggressive the wick volume must be compared to the body volume to trigger the purple background flash. Lowering this increases sensitivity.
Volume Divergence: Toggles the on-chart pivot detection, with a customizable "Lookback Bars" setting to determine the required span for identifying volume-price discrepancies.
๐ Deconstruction of the Underlying Scientific and Academic Framework
The theoretical foundation of this script is rooted in Market Microstructure and the mechanics of the Limit Order Book (LOB). Standard OHLC data suffers from temporal aggregation bias; it flattens the continuous auction process into discrete periods. By polling lower timeframe arrays, this indicator reconstructs the volume topology, mapping volume to price rather than just volume to time.
The integration of the Herfindahl-Hirschman Index (HHI) is a direct cross-application from macroeconomics and antitrust law, where it is traditionally used to measure market share concentration. In this script, HHI is brilliantly applied to spatial volume analysis to determine the "monopoly" of trading activity within a single candle. An HHI approaching 1.0 mathematically proves severe localized liquidity consumption, indicating an inelastic supply or demand wall at that specific price node.
Furthermore, the Delta Pressure and Absorption calculations mirror the dynamics of liquidity provision vs. liquidity taking. When a candle expands its range, aggressive market orders are consuming passive limit orders (high body efficiency). When a candle prints high volume but compresses its body range, aggressive market orders are being entirely absorbed by a dense wall of resting limit liquidity (high wick volume, high absorption score). This indicator translates these complex order-matching mechanics into a digestible visual hierarchy.
โ ๏ธ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion. Indicator
Hot zones Profile [Cartel Console]Overview
The Hot Zones Profile is a comprehensive market analysis tool designed to identify institutional interest areas through three primary lenses: Time-based Session Ranges, Volume Distribution (LVNs), and Delta-based Volume Profiles.
By combining session-specific volatility with historical volume gaps, this indicator highlights "Hot Zones" where price has historically moved quickly or is expected to find significant reaction levels.
Key Features
1. NY Session & Volatility Zones
The script tracks a specific user-defined time window (defaulting to the New York session transition). Once the session range is established, it projects a series of "Heatmap" levels based on standard deviations and range multipliers.
Bullish/Bearish Zones: Areas projected above and below the session range to identify potential overextension or reversal points.
Customization: Users can define the session time, timezone, and the extension length of these zones.
2. Heatmap Low Volume Nodes (LVN)
Market Profile theory suggests that Low Volume Nodes represent areas where price moved rapidly, often indicating a lack of auctioning or "unfair" prices.
Dynamic Detection: The script analyzes daily volume distribution to pinpoint these gaps.
Mitigation Logic: Zones can be set to "Fade" once price has re-tested and traded through them, helping traders identify which levels are still "fresh" and which have been mitigated.
Aesthetic Heatmaps: Uses glowing box visuals to represent the strength and location of these nodes.
3. Right-Side Delta Volume Profile
To provide a clear view of the current auction, the script plots a high-resolution Volume Profile on the right side of the chart.
Buy/Sell Delta: Unlike standard profiles, this highlights the "Stacked Delta," showing the ratio of buying vs. selling volume at every price level within the lookback period.
Volume Labels: Displays precise volume metrics (in Thousands) for high-activity nodes to assist in identifying Point of Control (POC) areas.
How to Use
Supply & Demand: Use the LVN zones as potential "magnets" or "rejection" zones where liquidity may be resting.
Session Bias: Use the NY Session boxes to define the intraday range and look for "Hot Zone" extensions for potential trend exhaustion.
Volume Confirmation: Observe the Right-Side Profile to see if price is currently trading in high-volume areas (balance) or low-volume areas (imbalance).
Settings
Session Time: Set your preferred anchor time (defaults to NY).
LVN Strength: Adjust how "quiet" a price level must be to qualify as a Low Volume Node.
VP Offset: Move the profile further right to clear space for price action.
Disclaimer:
This indicator is a tool for technical analysis and does not constitute financial advice. Always use proper risk management. Indicator
Smart Money Matrix ICT + Volume Profile [Point algo]This indicator is a comprehensive institutional-grade toolkit designed to bridge the gap between Market Structure (SMC/ICT) and Volume Analysis (Volume Profile). By combining these two distinct analytical disciplines, the indicator provides a high-confluence "Matrix" view of the market, helping traders identify where high-conviction orders are resting and how price structure is reacting to them.
Core Functionality
The script is divided into three primary modules that work in synergy:
1. ICT & Smart Money Structure
This module tracks the "DNA" of market movement using high-precision pivot detection:
Market Structure Shift (MSS) & Break of Structure (BOS): Automatically identifies trend transitions and continuations.
Liquidity Sweeps: Highlights "stop hunts" where price wicks beyond previous swing points before reversing, signaling institutional absorption.
Dynamic Fair Value Gaps (FVG): Plots active FVGs and automatically removes them (mitigation) once price returns to fill the imbalance.
2. Advanced Volume Profile (VP)
While most volume profiles are static, this engine calculates volume distribution over a user-defined lookback period to find the "fairest" price levels:
Point of Control (POC): The price level with the highest traded volume, acting as a massive magnet or pivot.
Value Area (VAH/VAL): Highlights the zone where 70% (customizable) of the volume took place, distinguishing between value-driven moves and "excess" price action.
Bull/Bear Volume Split: The profile histogram is color-coded to show whether buyers or sellers were more aggressive at specific price nodes.
3. Master Intelligence Dashboard (HUD)
A real-time terminal in the corner of your chart that synthesizes all data points:
Market Bias: Real-time bullish/bearish/neutral status based on structural breaks.
Zone Positioning: Instantly tells you if price is above, below, or at value (POC).
Distance Metrics: Calculates the percentage distance to the POC for mean-reversion planning.
How to Use
High Confluence Entry: Look for a Liquidity Sweep or MSS that occurs exactly at the Value Area Low (VAL) or POC. This suggests institutions are defending a high-volume zone.
Targeting: Use the POC as a primary take-profit level during mean-reversion trades.
Imbalance Trading: Use the FVG boxes to identify "magnets" in the market. If price breaks structure (BOS) and leaves an FVG near the Value Area High, expect a retracement to that zone before the next leg.
Technical Breakdown
Pivots: Uses a customizable lookback length to detect swing points.
Volume Binning: Divides the price range into numBins to calculate volume density accurately across the lookback period.
Non-Repainting: All structural labels (MSS/BOS/Sweeps) and FVG boxes are calculated on closed bars to ensure signal integrity.
Transparency: All features, from FVG transparency to the number of Volume bins, are fully adjustable via the user settings menu.
Disclaimer: Trading involves significant risk. This tool is designed for technical analysis and educational purposes. It does not provide financial advice. Past performance of structural patterns is not indicative of future results. Indicator
Temporal Volume Profile 3D [LuxAlgo]The Temporal Volume Profile 3D indicator is a spatial visualization tool that transforms historical volume data into a three-dimensional landscape, adding a time-depth dimension to traditional volume analysis.
By projecting volume across price (X), time (Y), and magnitude (Z), it allows traders to observe the evolution and migration of liquidity over time rather than viewing it as a static, aggregate value.
๐ถ USAGE
The primary advantage of this script is its ability to reveal the "lifecycle" of volume nodes. While a standard Volume Profile (VP) squashes all historical data into a single 2D histogram, this tool slices the lookback period into distinct segments, creating a "terrain" where the most recent volume is in the foreground and older volume resides in the background.
๐น Identifying Volume Migration
By observing the peaks of the volume mountains, you can see if the Point of Control (POC) is migrating. A POC shifting from the background (older) to the foreground (newer) indicates a trending consensus of fair value, whereas a consistent peak across all time slices suggests a long-term, stable support or resistance zone.
๐น Price Proximity & Liquidity Interaction
The indicator includes a real-time price tracker that moves across the 3D terrain. If the current price enters a significant historical volume mountain, the tracker triggers a "Peak Warning," signaling that the price is entering a high-liquidity zone likely to cause consolidation or reversal.
๐น The Paths of Least Resistance
Valleys in the 3D landscape represent Low Volume Nodes (LVNs). When price moves into a valley that has remained empty across multiple time slices, it indicates a lack of historical interest at those levels, often resulting in fast, "slippery" price action through those zones.
๐ถ DETAILS
Standard Volume Profiles lose the "when" of volume accumulation. For example, a 2D profile might show a large volume peak at $100, but it cannot tell you if that volume was traded 200 bars ago or 5 bars ago. The Temporal Volume Profile 3D solves this by using a Painter's Algorithm to render slices of volume data along a depth axis.
๐น 3D Engine & Projection
The script uses a custom trigonometric projection engine allowing users to adjust the Yaw (rotation) and Pitch (tilt) of the landscape. This allows for a bird's-eye view to see the "map" of volume or a side-profile view to emphasize the height of the volume peaks.
๐น POC Ridge Line
This feature connects the highest volume node of every time slice. This creates a continuous path through the mountains, providing a visual history of how the most significant price levels have changed over the selected lookback period.
๐ถ SETTINGS
๐น Volume Profile & Matrix
Lookback Bars: The total historical window used for the calculation.
Price Bins (Width): Determines the horizontal resolution (X-axis). Higher values provide more detailed price levels.
Time Slices (Depth): Determines how many segments the volume is divided into (Y-axis).
Terrain Smoothing: Blends adjacent volume nodes to create a more organic, mountain-like appearance.
๐น Camera Projection
Yaw/Pitch: Controls the angle of the 3D projection.
Scale X/Y/Z: Adjusts the width, depth, and height of the volume mountains.
Offset X/Y: Moves the 3D object on the chart to prevent it from overlapping with current candles.
๐น Style & Colors
Show Ridge Lines: Toggles the colored outlines for each time slice.
Mountain Fills: Enables the use of the background color to occlude lines, creating a solid 3D effect.
Show POC Ridge Line: Toggles the yellow line tracking the peak volume through time.
Peak Proximity Warning: Toggles the color change on the price tracker when entering high-volume zones.
Indicator
Candle Volume Architecture [JOAT]
Candle Volume Architecture
Introduction
Candle Volume Architecture is an overlay indicator that constructs a price-based volume distribution profile for each detected swing, identifies the Point of Control (the price level with the highest bar density within that swing), calculates a configurable Value Area (default 70% of distribution), and renders these findings as a visual volume architecture directly on the price chart. Unlike traditional Volume Profile tools that require fixed time periods or session boundaries, this indicator auto-detects swings from price action and builds its distribution profile dynamically around each structural move.
Volume Profile is a professional tool used to identify price levels with the highest historical trading interest. The Point of Control is the level within any period where the most trading occurred โ it functions as a gravitational center that price tends to revisit. The Value Area contains the majority of trading activity and often provides support and resistance as price moves away from and returns to it. This indicator applies these concepts to auto-detected price swings rather than calendar periods, aligning the profile with actual market structure rather than arbitrary time divisions.
Core Concepts
1. Swing Detection
Swings are detected by tracking when price makes a new extreme and then retreats. An upper swing is confirmed when the prior bar's high matched the N-bar highest high, but the current bar fails to match โ indicating the swing high has been set. The same logic applies to lower swings. This produces swing high and low markers that update as new extremes form.
2. Volume Distribution Profile
When a swing direction change is detected (bull to bear or bear to bull), the prior swing's price range is divided into a configurable number of bins (default 24). Each bin is populated by counting how many bars within the swing had their closing price fall within that bin's price range. The bin with the highest count becomes the Point of Control.
bin_size = (real_top - real_bot) / i_bins
for j = 0 to bars_in_range
idx = int((close - real_bot) / bin_size)
bins_count.set(idx, bins_count.get(idx) + 1)
3. Point of Control (POC)
The POC is the bin with the highest bar count. It is rendered as a dual-width line (thin solid + thick shadow) that extends forward in time, providing a live reference for where the most concentrated activity occurred in the last swing.
4. Value Area Calculation
Starting from the POC, the Value Area expands outward, adding the next highest-count bin on either side until the cumulative count reaches the configured percentage of total bars (default 70%). The Value Area is rendered as a transparent box covering the identified price range.
5. Profile Bin Visualization
Each bin is rendered as a box whose right edge extends proportionally to its bar count (wider = more activity). Opacity scales with count, so the POC bin is fully opaque and low-count bins are more transparent. This produces a horizontal bar chart appearance directly on the price chart.
Features
Auto-Detected Swing Profiles: Profile builds and renders at each swing direction change
Point of Control Line: Dual-width shadow line extending from each swing, updated to current bar
Value Area Box: Transparent zone covering the configurable percentage of swing volume
Opacity-Scaled Bin Bars: Visual profile bars with count-proportional width and transparency
Swing Range Outline: Dashed box delineating each swing's high-to-low range
Live Swing Direction Line: Current swing trend line drawn on the last bar
POC Proximity Detection: Dashboard highlights when price is within 0.3 ATR of the active POC
8-Row Dashboard: Swing trend, POC level, swing high/low, swing range, POC bias
Input Parameters
Swing Length: N-bar highest/lowest lookback for swing detection (default: 80)
Profile Bins: Number of price bins in the distribution (default: 24)
POC Line Width: Width of the POC rendering line (default: 2)
Value Area %: Percentage of distribution to include in the Value Area (default: 70%)
Show Profiles: Filter to bull only, bear only, both, or none
How to Use This Indicator
POC as Reference
The active POC line represents the most contested price level of the last swing. Price frequently revisits this level. When price is above the POC, the POC functions as potential support. When price is below, potential resistance.
Value Area as Context
Price outside the Value Area (above VAH or below VAL) represents a less-active price zone. Moves outside the Value Area that fail to hold can return toward the Value Area. Sustained acceptance outside the Value Area suggests a new distribution is forming.
Profile Shape for Sentiment
A profile that is skewed toward the top of its range (POC near the high) suggests the swing was dominated by higher-price acceptance โ bullish distribution. A POC near the swing low suggests bearish distribution.
Limitations
The distribution is built from closing prices within the swing range, not from actual volume at price. This is a close approximation but differs from true Volume Profile tools that use tick data
The swing detection requires a minimum of swing-length bars before the first profile is generated
On very fast timeframes (1 minute or lower), the swing lengths may be too short to produce meaningful distributions
The maximum bars in range cap (500 bars) prevents the profile builder from analyzing excessively long swings that could cause performance issues
Originality Statement
Applying Volume Profile methodology to auto-detected price swings rather than fixed calendar periods produces profiles that are structurally relevant rather than time-arbitrary. The opacity-scaled bin rendering produces an intuitive visual representation where the most active levels are immediately obvious. The real-time POC proximity detection in the dashboard provides an active alert when price approaches the most significant level of the last swing.
Disclaimer
This indicator is for educational and informational purposes only. The distribution profiles are approximations built from close price counts, not true order flow data. Point of Control and Value Area levels are historical references and do not guarantee future price reactions. Always apply proper risk management.
-Made with passion by officialjackofalltrades
Indicator
Institutional Volume Flow [BigBeluga]๐ต OVERVIEW
Institutional Volume Flow is a higher-timeframe segmented developing volume profile tool designed to reveal where institutional participation is building inside active price ranges.
Instead of plotting static session profiles, this indicator dynamically tracks the developing High, Low, Midpoint, and Point of Control (POC) for each selected higher-timeframe segment (Daily, Weekly, or Monthly).
It allows traders to visualize where volume is accumulating in real time - and where dominant positioning is forming before the segment closes.
The result is a structural + volume hybrid framework that exposes institutional footprints inside expanding ranges.
๐ต CORE CONCEPT
HTF Segmentation - The chart is divided into higher-timeframe segments (D/W/M). Each new segment starts a fresh developing volume profile.
Developing Range Logic - High and Low levels continuously update during the segment, defining the active institutional range.
Volume Distribution Mapping - All traded volume inside the segment is distributed across price bins to build a live volume profile.
Rolling Point of Control - The price level with the highest accumulated volume is recalculated every bar.
Institutional Bias Detection - Background coloring adapts depending on whether price is trading above or below the segment midpoint.
๐ต HOW IT WORKS
1๏ธโฃ Segment Detection
A new segment begins whenever the selected higher timeframe changes.
All volume and price calculations reset at the start of a new segment.
Previous segments are frozen and preserved on the chart for historical reference.
2๏ธโฃ Developing High / Low Structure
The highest high and lowest low inside the current segment update dynamically.
A midpoint (average of High and Low) is calculated to represent internal balance.
These levels extend forward visually for clarity.
3๏ธโฃ Volume Profile Construction
The price range is divided into user-defined bins (Volume Profile Bins).
Each barโs volume is assigned to the corresponding price bin.
Volume accumulates throughout the segment.
Box width represents relative volume intensity at that level.
The strongest node becomes the Point of Control (POC) .
Rolling Point of Control - The price level with the highest accumulated volume is recalculated every bar during Segment developing.
4๏ธโฃ Developing vs Frozen Profiles
The active segment shows a developing profile that updates in real time.
When a new segment begins, the completed profile is frozen.
This allows comparison between current positioning and previous institutional distributions.
5๏ธโฃ Volume Spike Detection (Z-Score)
A 50-bar rolling mean and standard deviation are used.
When volume significantly exceeds normal distribution, the range fill intensifies.
This highlights abnormal participation inside the active range.
๐ต KEY FEATURES
Higher-timeframe segmentation (Daily / Weekly / Monthly).
Developing High, Low, and Midpoint levels.
Bias-based profile coloring : green above midpoint, blue below midpoint.
Real-time rolling Point of Control.
Customizable number of volume bins for precision.
Adjustable profile width for clear visualization.
Frozen historical profiles for structural context (with preserved bias color).
Z-score volume spike detection.
Institutional range bias shading at segment start/end.
๐ต HOW TO USE
Watch where price interacts with the developing POC โ this often signals value acceptance or rejection.
Use the segment midpoint to gauge balance vs imbalance.
Treat green profiles as bullish-leaning segments (close above mid) and blue profiles as bearish-leaning segments (close below mid).
Observe whether volume builds near highs or lows โ this can indicate accumulation or distribution.
Monitor frozen prior segments to identify high-volume memory zones.
Use volume spikes to detect aggressive participation inside developing ranges.
Combine with liquidity tools or order blocks for confirmation.
๐ต INTERPRETING INSTITUTIONAL FLOW
Expanding range + rising POC โ value shifting.
Contracting range + stable POC โ consolidation.
Heavy volume near extremes โ potential absorption.
POC migration during trend โ institutional repositioning.
๐ต CONCLUSION
Institutional Volume Flow transforms higher-timeframe segmentation into a live institutional positioning map.
By combining structural range development with rolling volume profiling and abnormal volume detection, it provides traders with a powerful way to understand where participation is building - not just where price is moving.
It is especially effective for identifying accumulation, distribution, and value shifts before a higher-timeframe candle closes. Indicator
Volume Profile Heatmap [KEYALGOS]
OVERVIEW
The Volume Profile Heatmap is an advanced market structure tool that visualizes historical volume distribution across price levels using an intuitive color gradient system. Unlike traditional volume profile indicators that display static histograms, this tool creates a dynamic heatmap overlay that instantly reveals high probability support and resistance zones, liquidity clusters, and value areas where institutional activity has occurred.
This indicator is designed for traders who need to identify where significant volume has been transacted, allowing for more informed entry, exit, and risk management decisions based on actual market participation rather than price action alone.
KEY FEATURES AND NOVEL TECHNIQUES
Adaptive Volume Distribution Algorithm : Volume from each candle is intelligently distributed across all price bands it occupied during its formation, ensuring accurate representation even for large range candles
Dynamic Gradient Color Mapping : Each horizontal band automatically adjusts its color intensity based on relative volume concentration, creating an instant visual heatmap from low activity (subtle tones) to high activity (intense tones)
Real Time Value Area Calculation : Uses bidirectional expansion from the Point of Control to dynamically compute Value Area High and Low boundaries based on your selected percentage threshold
Selective Volume Filtering : Analyze bullish volume, bearish volume, or combined volume to understand directional conviction at specific price levels
Optimized Plot Architecture : Engineered to maximize visual information within Pine Script's 64 plot limit, delivering up to 24 distinct volume bands plus reference lines without performance degradation
Responsive Lookback Window : Adjustable calculation period allows you to focus on recent structure or broader historical context based on your trading timeframe
USER MODIFIABLE PARAMETERS
Calculation Settings
Lookback Period
Range: 10 to 300 bars
Default: 100
Purpose: Defines how many historical bars are included in the volume profile calculation
Trading Tip: Shorter periods (10-50) work well for intraday scalping, medium periods (50-150) suit swing trading, and longer periods (150-300) help identify major structural levels on higher timeframes
Profile Rows (Max 24)
Range: 10 to 24 bands
Default: 24
Purpose: Controls the vertical resolution of the heatmap by dividing the price range into discrete horizontal bands
Trading Tip: Higher row counts provide finer price granularity but may reduce visual clarity on lower timeframes. Start with 24 and reduce if the chart appears cluttered
Value Area Percentage
Range: 5% to 95%
Default: 68%
Purpose: Determines what percentage of total profile volume is included within the Value Area boundaries (VAH/VAL)
Trading Tip: 68% approximates one standard deviation in normal distribution and is widely used by institutional traders. Lower values (30-50%) identify core liquidity zones, while higher values (80-95%) show broader acceptance ranges
Volume Type
Options: Both, Bullish, Bearish
Default: Both
Purpose: Filters which candles contribute volume to the profile calculation
Trading Tip: Use Bullish only to identify support levels where buying pressure dominated, Bearish only to find resistance where selling pressure was strong, or Both for comprehensive market structure analysis
Color Settings
High Volume Color
Default: Red with transparency
Purpose: Color applied to bands with the highest relative volume concentration
Customization: Click the color picker to select any hue and adjust transparency to suit your chart theme
Low Volume Color
Default: Light yellow with high transparency
Purpose: Color applied to bands with minimal volume activity
Customization: Choose subtle tones that remain visible but do not distract from high volume zones
POC Line Color
Default: Orange
Purpose: Color of the Point of Control reference line marking the single price level with maximum volume
Trading Tip: The POC often acts as a magnet for price and a key decision point for breakouts or reversals
VAH/VAL Lines Color
Default: Blue
Purpose: Color of the Value Area High and Value Area Low boundary lines
Trading Tip: Price reactions at VAH/VAL often signal continuation or rejection of the current value area
Extreme Lines Color
Default: Gray
Purpose: Color of the profile high and low reference lines marking the boundaries of the lookback range
Trading Tip: These levels help contextualize where current price sits relative to the recent trading range
Display Toggles
Show POC
Default: Enabled
Purpose: Toggles visibility of the Point of Control reference line
Show Value Area Lines
Default: Enabled
Purpose: Toggles visibility of VAH and VAL boundary lines
Show Profile Extremes
Default: Enabled
Purpose: Toggles visibility of the highest high and lowest low lines from the lookback period
HOW TO USE THIS INDICATOR
Identify High Probability Zones : Areas colored with intense high volume colors represent price levels where significant trading activity occurred. These zones often act as support or resistance during future price visits
Trade Value Area Breakouts : When price moves decisively above VAH or below VAL with conviction, it may signal the start of a new value area and potential trend continuation
Use POC for Entry Refinement : The Point of Control frequently serves as a fair value reference. Pullbacks to POC in the direction of the trend can offer high reward entry opportunities
Confirm Breakouts with Volume Profile : A breakout that occurs through a low volume node (thin colored band) has higher probability of success than one struggling through a high volume node
Combine with Price Action : Use candlestick patterns, momentum oscillators, or trend filters alongside the heatmap to confluence your trading decisions
TRADING APPLICATIONS
Intraday Trading : Set lookback to 50-100 bars on 5-15 minute charts to identify intraday value areas and liquidity pools
Swing Trading : Use 100-200 bar lookback on 1H-4H charts to map structural support and resistance for multi day positions
Breakout Confirmation : Wait for price to clear high volume nodes before entering breakout trades to avoid false moves
Reversal Identification : Sharp rejections at high volume nodes with bearish/bullish volume divergence can signal potential reversals
Risk Management : Place stop losses beyond high volume nodes rather than arbitrary price levels, as these zones represent areas of strong market participation
PERFORMANCE AND TECHNICAL NOTES
This indicator is optimized for efficiency and works best with lookback periods under 300 bars
The 24 row maximum ensures compatibility with Pine Script's plot limitations while delivering professional grade resolution
Real time calculations update on each new bar, providing current market structure without repainting historical values
For best performance on lower timeframe charts, consider reducing the Profile Rows setting if you experience rendering delays
SUPPORT AND UPDATES
This indicator is maintained by the KeyAlgos development team. We regularly review user feedback and market evolution to enhance functionality. For feature requests, bug reports, or usage questions, please visit our agency profile page or contact us through TradingView messaging.
Remember: No indicator guarantees profits. Always combine Volume Profile Heatmap analysis with sound risk management, position sizing, and broader market context. Past performance does not guarantee future results.
KeyAlgos - Algorithmic Tools for Discerning Traders Indicator
