Volume profiler

4 ore fa

Multi-Range Volume Analysis & Absorption Detection

This tool visualises market activity through multi-range volume profiling and absorption signal detection. It helps you quickly identify where volume expands, compresses, or diverges from expected behaviour.

What it does
Volume Profiler plots four volume EMAs (short / mid / long / longer) so you can gauge how current volume compares to different market regimes.

It also highlights structural volume extremes:
• Low-volume bars (liquidity withdrawal)
These are potential signs of exhaustion, pauses, or low liquidity environments.

• High-volume + Low-range absorption
A classic footprint-style signal where aggressive volume fails to move price.
Often seen during:

• absorption of one side of the book
  
• liquidity collection
  
• failed breakouts
  
• institutional accumulation/distribution
  

You can choose:

• which EMA defines “high volume”
  
• how to measure candle range (High-Low, True Range, or Body)
  
• how to define baseline volatility (ATR or average range)
  
• Alerts are included so you can monitor absorption automatically.
  

Features

• Multi-range volume EMAs (10 / 50 / 100 / 300 by default)
  
• Low-volume bar flags
  
• Absorption detection based on custom thresholds
  
• Customisable volatility baseline
  
• Optional bar colouring
  
• Labels displayed directly in the volume pane
  
• Alert conditions for absorption events
  

How to use

This indicator is valuable for:

• confirming trend strength or weakness
  
• detecting absorption before reversal or breakout continuation
  
• finding low-liquidity pauses
  
• identifying volume expansion across different time horizons
  
• footprint-style behavioural confirmation without needing order-flow data
  
• Works across all markets and timeframes.
  

Notes
This script is intended for educational and analytical use.
It does not repaint.

4 ore fa

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