Anchored Session Volume Profile • Heatmap Profiles • Asia/EU/US

4 ott

Description

This indicator builds Anchored Session Volume Profiles for Asia, EU, and US sessions on intraday charts and renders them as right-docked line histograms (heatmap or classic style). Each session computes its own POC, VAH, VAL and optional Session High/Low lines. An optional per-price-bin Delta overlay estimates buy/sell pressure inside the profile rows for quick order-flow context.

What’s unique

Three independent session anchors (Asia/EU/US) with custom start/end times, bin size in ticks, and Value Area %.

Right-fixed live rendering or post-close persistence (draw levels only after the session closes).

Adaptive width: profile width scales with elapsed session length (anchor → now/end) within user limits.

Heatmap profile: row tint scales by relative volume; or Classic single-color with optional gradient.

Per-row Delta ticks (outside/inside, configurable direction) derived from bar delta and overlap with each price bin.

Clean POC/VAH/VAL line styling, optional ray extension, and Session High/Low rays per session.

How it works (technical)

Binning: Rows are built with a user-defined bin height in ticks. Arrays expand/shrink as price extends; the base is shifted when new lows appear to keep bins aligned.

Accumulation: For each bar within the active session window, traded volume is distributed to intersecting bins proportionally to the price overlap with that bin.

Value Area: POC is the highest-volume bin. VA is grown symmetrically around the POC until the selected coverage (VA%) is reached.

Delta per bin (optional): A bar-level delta proxy volume * (close − open) / range (clamped) is split into buy/sell and allocated to bins proportionally to the same overlap share, producing a per-row delta magnitude for rendering ticks.

Rendering modes:

Right fixed: refreshes each bar; lines/histogram are docked at the anchor X-position.

Draw Levels after Session Close: on close, only POC/VAH/VAL (and optional Session High/Low) are persisted.

No lookahead: All computations use confirmed bars; levels are deterministic on close.

How to use

Use the Asia/EU/US profiles to read participation hand-offs and session-driven rotations.

Trade off POC/VAH/VAL as acceptance/rejection references; confluence with session High/Low often marks responsive flows.

Employ Delta ticks per row to spot absorption, one-sided stacking, or fading participation inside the profile without leaving TradingView.

Prefer right-fixed during live trading and post-close when you want persistent session levels.

Key settings

General per session: Start/End (hh:mm), Bin size (ticks), Value Area %, toggle POC/VAH/VAL lines.

Rendering: Heatmap vs. Classic, orientation (Left/Right), gradient on/off, row thickness, right offset, adaptive width limits.

Delta (per price bin): global on/off, per-session on/off, tick width, max tick length (bars), outside/inside placement, direction (sign-based / always left / always right), colors.

Levels: POC/VAH/VAL styles (solid/dashed/dotted), widths, colors, extend right (ray).

Session High/Low: per-session on/off, style, width, colors, optional right-ray extension.

Notes & limitations

Designed for intraday data; accuracy depends on the feed’s volume granularity.

Large histories + small bins + delta ticks can be heavy; tune bin size, adaptive width, and delta max length for performance.

Timezone for anchors is set internally to Europe/Berlin.

Educational tool — not a signal generator.

Disclaimer

For educational and informational purposes only. Not financial advice.

7 ott

Note di rilascio

Anchored Session Volume Profile – Update v1.3

New Features

Session Profile Toggles
Each session (Asia / EU / US) now has its own toggle: “Show profile (bars)”.
You can display or hide the histogram bars for any session independently, while the session lines (POC / VA / High-Low) remain visible at all times.

Performance Mode & Auto Hide
Added “Performance mode” and “Auto: hide previous session’s profile bars”.
When enabled, older sessions automatically hide their histogram bars once a new session begins — keeping the chart lightweight while retaining all key levels.

Custom Heatmap Transparency
A brand-new Heatmap Settings section allows you to fine-tune visual opacity.
You can now control heatmap transparency globally (0–100) for better visibility on light or dark backgrounds.

Improvements

Optimized Conditional Rendering
Profiles are now re-drawn only when their visibility state changes. This reduces unnecessary refreshes and improves chart responsiveness, especially during high-tick-density periods.

Delta Tick Refinement
Default maximum tick length has been reduced from 30 → 15 bars to make Delta markers more compact and visually consistent with dense profiles.

Refined UI & Inputs
All input labels and tooltips have been cleaned up and clarified (e.g. “Classic: gradient (volume → opacity)”).
Heatmap configuration is now centralized under one intuitive menu group for a more polished workflow.

Visual Updates

Neutral High/Low Defaults
The default session High/Low lines are now rendered in subtle grey tones for a cleaner aesthetic.
(Colors remain fully customizable in the input panel.)

23 nov

Note di rilascio

Update Notes – Anchored Session Volume Profile (Asia • EU • US)

This update brings the full VRP feature set to the Anchored Session Profiles and implements all advanced volume-based modules for the Asia, EU, and US sessions. The core logic remains unchanged but has been significantly expanded and standardized across all sessions.

1. Volume Nodes (LVN / MVN / HVN)

The LVN/MVN/HVN detection modules from the VRP have been fully implemented for all three sessions.

LVN (Low Volume Nodes)

MVN (Medium Volume Nodes)

HVN (High Volume Nodes)

All nodes are rendered as color-coded box zones.
A dedicated transparency parameter has been added for node visualization.

2. POI System (Points of Interest)

The POI system used in the VRP is now available for Asia, EU, and US sessions.

Implemented functionality:

Touch-based detection of the most interacted price levels within a session

Configurable number of POIs

Minimum row-distance filtering to avoid clustering

Selectable line styles

Optional labels including touch count

Independent control per session

3. Volume Peaks (Top Volume Levels)

The VRP top-volume peak detection has been integrated into all sessions.

Features include:

Identification of the highest-volume bins per session

Adjustable number of peaks

Minimum tick-distance filtering between peak levels

Optional peak labels

Dedicated color and line settings per session

4. Delta Processing per Price Bin

Delta calculation has been unified with the VRP logic:

Volume is distributed proportionally across buy/sell within each bin

More accurate delta-tick visualization

Improved scaling during high-pressure moves

Supports inside/outside placement and fixed direction modes

5. Performance Enhancements

Auto-Hide Previous Sessions

Hides previous session profiles

Keeps POC/VA/HL lines visible if enabled

Performance Mode

Hides all previous sessions entirely

Only the current session remains visible, including:

Profile

Nodes

POIs

Peaks

POC/VA

Session High/Low

Optimized for traders focusing on the active intraday session.

6. Visual and Structural Improvements

Unified helper structures for lines, boxes, and labels

Standardized implementation for all sessions

Consistent architecture aligned with the VRP codebase

Clear separation of feature modules

Improved code readability and stable bar-update behavior