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Volume Anchored Price Map [LuxAlgo]The Volume Anchored Price Map indicator is a sophisticated institutional-grade tool designed to visualize where the highest concentration of trading activity is occurring relative to current price action. By combining statistical volume analysis through dynamic "Bubbles" with a retrospective Volume Profile, it allows traders to identify high-interest liquidity zones and potential institutional support/resistance levels. 🔶 USAGE The indicator provides a multi-layered view of market activity, helping traders distinguish between standard price movement and high-conviction institutional participation. 🔹 Identifying Institutional S/R The projected dashed lines with TIER labels act as a roadmap for liquidity. Institutions often defend positions at these high-volume price points. When price returns to a TIER I level, traders should expect a significant reaction, either in the form of a strong reversal or a high-momentum breakout. 🔹 Spotting Absorption and Exhaustion Large bubbles often signal the end of a move or the beginning of a major shift: Exhaustion : Large red bubbles at the end of a downtrend suggest sellers are throwing in the towel (climax). Absorption : Large green bubbles at the top of an uptrend can indicate institutional absorption of supply or a "blow-off" top. 🔹 Market Speed and the Value Area The Price Map profile reveals the "thickness" of the market at specific prices: High Volume Nodes (Wide/Bright Bars) : Expect price to slow down and consolidate. These are "sticky" areas where the market is comfortable. Low Volume Areas (Thin Bars) : Price often moves through these zones rapidly due to a lack of historical interest, facilitating fast breakouts. 🔶 HOW TO USE Traders can utilize the Volume Anchored Price Map to identify high-probability entries based on where "smart money" has previously transacted. Filter Price Action : Look for TIER I or TIER II levels that align with the widest bars (High Volume Nodes) of the Price Map Profile. These confluences mark the strongest historical "Fair Value" zones. Wait for Mean Reversion : If price deviates far from the High Volume Nodes into a "Low Volume Area" and a large Volume Bubble appears, it often indicates an exhaustion point where price is likely to snap back toward the high-volume center. Breakout Confirmation : Use the levels as a breakout filter. A candle closing decisively above or below a projected TIER level—accompanied by a new Volume Bubble—suggests institutional participation in the new direction. 🔶 DETAILS 🔹 Price Map (The Gradient Histogram) The tool looks back at a user-defined lookback window and calculates the total volume traded at every price bin. It displays this as a heatmap anchored to the right. Brighter, wider bars represent High Volume Nodes (HVN) where the market has found significant value or spent considerable time. 🔹 Volume Bubbles (Z-Score Analysis) Instead of using raw volume, the script utilizes a Z-Score (a statistical measure of standard deviations from the mean). When volume spikes significantly above the average, a bubble is placed on the price action. The bubble size scales dynamically based on its statistical intensity (Z-Score), ranging from "Tiny" to "Huge." 🔹 Projected Anchor Levels When a significant volume bubble is detected, the script "anchors" that price level and projects it forward. These levels are categorized by importance: TIER I (Extreme) : Massive liquidity events (> 6 standard deviations). Major structural significance. TIER II (High) : Strong institutional interest (4 to 6 standard deviations). TIER III (Significant) : Noteworthy volume spikes (2 to 4 standard deviations). 🔶 SETTINGS 🔹 Price Map Profile Lookback Length : Determines the historical window used to calculate the volume profile and identify bubbles. Price Bins : The vertical resolution of the profile. Higher values create a more detailed histogram. Show Price Map Profile : Toggles the visibility of the volume heatmap. Profile Color : Sets the base color for the volume profile gradient. 🔹 Volume Bubbles Show Volume Bubbles : Toggles the visibility of the Z-Score based circles. Bubble Sensitivity (Z-Score) : The threshold at which a volume spike is considered significant enough to display. Project Levels from Bubbles : Enables the projection of horizontal dashed lines from significant bubbles. Max Projected Levels : Limits the number of active anchor levels displayed on the chart. Label Horizontal Offset : Adjusts the position of the TIER labels to prevent overlap with the profile. 🔹 Dashboard Enable Dashboard : Toggles the data table showing lookback, POC (Max Vol Level), and current Z-Score. Position/Size : Controls the visual placement and scale of the dashboard on the chart.
Indicatore Pine Script®
di LuxAlgo
1
Volume Range Profile with Fair Value (Zeiierman)█ Overview The Volume Range Profile with Fair Value (Zeiierman) is a precision-built volume-mapping tool designed to help traders visualize where institutional-level activity is occurring within the price range — and how that volume behavior shifts over time. Unlike traditional volume profiles that rely on fixed session boundaries or static anchors, this tool dynamically calculates and displays volume zones across both the upper and lower ends of a price range, revealing point-of-control (POC) levels, directional volume flow, and a fair value drift line that updates live with each candle. You’re not just looking at volume anymore. You’re dissecting who’s in control — and at what price. ⚪ In simple terms: Upper Zone = The upper portion of the price range, showing concentrated volume activity — typically where selling or distribution may occur Lower Zone = The lower portion of the price range, highlighting areas of high volume — often associated with buying or accumulation POC Bin = The bin (price level) with the highest traded volume in the zone — considered the most accepted price by the market Fair Value Trend = A dynamic trend line tracking the average POC price over time — visualizing the evolving fair value Zone Labels = Display real-time breakdown of buy/sell volume within each zone and inside the POC — revealing who’s in control █ How It Works ⚪ Volume Zones Upper Zone: Anchored at the highest high in the lookback period Lower Zone: Anchored at the lowest low in the lookback period Width is user-defined via % of range Each zone is divided into a series of volume bins ⚪ Volume Bins (Histograms) Each zone is split into N bins that show how much volume occurred at each level: Taller = More volume The POC bin (Point of Control) is highlighted Labels show % of volume in the POC relative to the whole zone ⚪ Buy vs Sell Breakdown Each volume bin is split by: Buy Volume = Close ≥ Open Sell Volume = Close < Open The script accumulates these and displays total Buy/Sell volume per zone. ⚪ Fair Value Drift Line A POC trend is plotted over time: Represents where volume was most active across each range Color changes dynamically — green for rising, red for falling Serves as a real-time fair value anchor across changing market structure █ How to Use ⚪ Identify Key Control Zones Use Upper/Lower Zone structures to understand where supply and demand is building. Zones automatically adapt to recent highs/lows and re-center volume accordingly. ⚪ Follow Institutional Activity Watch for POC clustering near price tops or bottoms. Large volumes near extremes may indicate accumulation or distribution. ⚪ Spot Fair Value Drift The fair value trend line (average POC price) gives insight into market equilibrium. One strategy can be to trade a re-test of the fair value trend, trades are taken in the direction of the current trend. █ Understanding Buy & Sell Volume Labels (Zone Totals) These labels show the total buy and sell volume accumulated within each zone over the selected lookback period: Buy Vol (green label) → Total volume where candles closed bullish Sell Vol (red label) → Total volume where candles closed bearish Together, they tell you which side dominated: Higher Buy Vol → Bullish accumulation zone Higher Sell Vol → Bearish distribution zone This gives a quick visual insight into who controlled the zone, helping you spot areas of demand or supply imbalance. █ Understanding POC Volume Labels The POC (Point of Control) represents the price level where the most volume occurred within the zone. These labels break down that volume into: Buy % – How much of the volume was buying (price closed up) Sell % – How much was selling (price closed down) Total % – How much of the entire zone’s volume happened at the POC Use it to spot strong demand or supply zones: High Buy % + High Total % → Strong buying interest = likely support High Sell % + High Total % → Strong selling pressure = likely resistance It gives a deeper look into who was in control at the most important price level. █ Why It’s Useful Track where fair value is truly forming Detect aggressive volume accumulation or dumping Visually split buyer/seller control at the most relevant price levels Adapt volume structures to current trend direction █ Settings Explained Lookback Period: Number of bars to scan for highs/lows. Higher = smoother zones, Lower = reactive. Zone Width (% of Range): Controls how much of the range is used to define each zone. Higher = broader zones. Bins per Zone: Number of volume slices per zone. Higher = more detail, but heavier on resources. ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Indicatore Pine Script®
di Zeiierman
13