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Profilo volume

Volume Profile VIP⚡ VOLUME PROFILE VIP — Complete User Guide Built for New & Experienced Traders WHAT IS VOLUME PROFILE VIP? Volume Profile VIP is a professional institutional-grade indicator that shows you where the most trading activity happened at every price level. Unlike regular volume bars at the bottom of your chart that only show HOW MUCH volume occurred per candle, Volume Profile VIP shows you WHERE that volume happened in terms of price. This is the same tool used by banks, hedge funds, and professional traders to identify the most important price levels in the market. When you know where volume is concentrated, you know where the big players are positioned — and that tells you where price is likely to react. WHO IS THIS FOR? New traders who want to understand why price moves the way it does Day traders who need to know the most important intraday levels Swing traders who want to identify institutional price zones Anyone who wants to trade with the smart money instead of against it WHAT DOES IT DO? Volume Profile VIP has 4 core engines working together: 1. 📊 VOLUME PROFILE — "Where did all the trading happen?" The Volume Profile is drawn as horizontal bars on your chart. Each bar represents a price level, and the width of the bar shows how much volume traded at that price. How to read it: Wide bar = Lots of trading happened here — institutions were active at this price Narrow bar = Very little trading happened here — price moved through quickly 🟢 Green portion of each bar = Bullish (buying) volume 🔴 Red portion of each bar = Bearish (selling) volume The three most important levels: ◆ POC — Point of Control The single most important level on the entire chart. It is the price where the MOST volume traded during the lookback period. Think of it as the center of gravity for price — the market always wants to return to this level. Drawn as a solid gold line stretching across the chart Labeled with the exact price and % distance from current price If price is above POC → POC acts as support If price is below POC → POC acts as resistance When price returns to POC, expect a strong reaction ▲ VAH — Value Area High The upper boundary of the Value Area — the price range where 70% of all volume traded. This is where the market considers "fair value" for this asset. Drawn as a dashed cyan line When price is ABOVE VAH → price is in premium territory, watch for rejection When price BREAKS ABOVE VAH with volume → strong bullish signal VAH often acts as resistance when approached from below ▼ VAL — Value Area Low The lower boundary of the Value Area. Drawn as a dashed red line When price is BELOW VAL → price is in discount territory, watch for a bounce When price BREAKS BELOW VAL with volume → strong bearish signal VAL often acts as support when approached from above The Value Area Rule (used by professional traders): If price opens OUTSIDE the value area and returns back INTO it, there is an 80% chance it will travel all the way to the other side of the value area. Example: Price opens below VAL, then pushes back above VAL → high probability it reaches VAH. 2. 🐂🐻 BULL / BEAR VOLUME SPLIT — "Who is in control at each level?" Each profile bar is split into two colors: 🟢 Green (left side) = Buying volume — bulls were in control here 🔴 Red (right side) = Selling volume — bears were in control here How to use this: A level with mostly green = Bullish liquidity zone — buyers defended this price A level with mostly red = Bearish liquidity zone — sellers dominated this price POC row with mostly green = Institutional buying at the most important level = very bullish POC row with mostly red = Institutional selling at the most important level = very bearish 3. ★ INSTITUTIONAL FIBONACCI — "Where do the big players enter?" The Fibonacci retracement levels are automatically calculated from the highest high to the lowest low within your lookback window. These levels mark where professional and institutional traders are most likely to place orders. All 8 levels explained: Level Name What it means0.000Swing Boundary Start of the price swing — 0% retracement0.236Shallow Pullback Minor retracement — weak support/resistance0.382Key Level Strong institutional level — common entry/exit point0.500⚖ EQUILIBRIUM The exact midpoint — fair value decision zone0.618★ Golden Ratio THE most important Fibonacci level — institutional entry0.650★ Golden Pocket Works together with 0.618 to form the Golden Pocket0.786Deep Retracement Last major level before full reversal1.000Swing Boundary End of the price swing — 100% retracement The Golden Pocket (0.618 — 0.650): This zone between 0.618 and 0.650 is highlighted with a filled gold box. It is the single most watched level by institutional traders worldwide. When price retraces into this zone in an uptrend and shows bullish signals, it is often the best buying opportunity. In a downtrend, it is often the best selling opportunity. The Equilibrium (0.500): Highlighted with a light blue zone. This is the exact midpoint between the swing high and swing low. Price ABOVE Equilibrium = Premium zone (price is expensive relative to the swing) Price BELOW Equilibrium = Discount zone (price is cheap relative to the swing) Smart money buys in discount, sells in premium Every label shows: Full name and description of the level Exact price value Percentage distance from current price (+ = above you, - = below you) 4. 📊 DASHBOARD — "What do the levels tell me right now?" The dashboard in the top-right corner gives you a live snapshot of every key level. Row What it shows◆ POC Point of Control price + % distance from current price▲ VAH Value Area High + % above current price▼ VAL Value Area Low + % below current price TOTAL VOL Total volume traded in the entire profile period SWING The price range used for Fibonacci (low → high)0.618 ★Golden Ratio price + % distance from current price HOW TO USE VOLUME PROFILE VIP — STEP BY STEP Step 1 — Find the POC The POC is the gold line. This is your anchor for everything. Is price above POC? The market is bullish overall Is price below POC? The market is bearish overall Is price at POC? Expect a strong move — this is a high probability reaction zone Step 2 — Identify Where You Are in the Value Area Above VAH = Price is expensive, potential short or take profit zone Between VAL and VAH = Price is at fair value, use other signals to determine direction Below VAL = Price is cheap, potential long or watch for bounce Breaking VAH upward = Bullish momentum, price may continue higher Breaking VAL downward = Bearish momentum, price may continue lower Step 3 — Combine with Fibonacci Look at where the current price is relative to the Fibonacci levels: Price pulling back to 0.618 Golden Pocket in an uptrend + POC nearby = Extremely strong buy zone Price at VAH AND 0.786 Fibonacci resistance = Extremely strong sell zone When Fibonacci levels and Volume Profile levels overlap = highest probability trade Step 4 — Use the Bull/Bear Split to Confirm Look at the color split on the profile bar at your key level: Green dominant at POC + price above POC = Institutional buyers defending this level Red dominant at POC + price below POC = Institutional sellers pushing price down Step 5 — Wait for Price Action Never enter just because price is at a level. Wait for: A rejection candle (long wick, strong close away from the level) A breakout candle (strong close through the level with volume) A signal from Prophecy Signals indicator confirming the move UNDERSTANDING THE VOLUME PROFILE VISUALLY HIGH ────────────────────────────────────────── ░░░░░░ (Low volume — price moved quickly here) ░░░░░░░░░░░░ ▲ VAH ██████████████████████████ (High volume — fair value top) ████████████████████████████████████ ◆ POC ████████████████████████████████████████ ← WIDEST BAR = Most trading ████████████████████████████████████ ▼ VAL ██████████████████████████ (High volume — fair value bottom) ░░░░░░░░░░░ ░░░░░░ (Low volume — price moved quickly here) LOW ────────────────────────────────────────── The shape of the profile tells a story: Bell curve shape (wide in middle, narrow at edges) = Balanced, fair market Wide at top, narrow at bottom = Sellers in control, bearish Wide at bottom, narrow at top = Buyers in control, bullish Two wide areas (bimodal) = Market is divided, big move coming COMBINING VOLUME PROFILE VIP WITH PROPHECY SIGNALS This is where the real power comes in. Use both indicators together: Scenario What to look for Action Price at VAL + PUMP signal Buying at discount + signal confirmation Strong BUY Price at VAH + DUMP signal Selling at premium + signal confirmation Strong SELL Price at POC + volume spike Market deciding direction at key level Wait for breakout Price at 0.618 Fib + near VAL Golden Pocket + discount zone overlap High probability BUY Price breaks above VAH Fair value area expanding upward BUY breakout Price breaks below VAL Fair value area expanding downward SELL breakout BEST TIMEFRAMES Timeframe Best Use Daily Find major institutional POC and Value Area for the week4HIdentify swing trading levels and key Fibonacci zones1HMost reliable for intraday volume profile analysis15mFine-tune entries at key profile levels Pro Tip: Set the lookback to match your trading style: Day trading → Lookback 50-100 bars (today's session) Swing trading → Lookback 150-300 bars (last few weeks) Position trading → Lookback 300-500 bars (last few months) SETTINGS YOU CAN ADJUST Setting What it does Recommended Profile Rows How many price levels the profile is divided into40-48Lookback (bars)How many candles to include in the profile200Max Bar Width How wide the profile bars are on screen35Value Area %What percentage of volume defines the value area70%Bull/Bear Split Show green/red volume split on bars ON POC Color of the Point of Control line Your preference Fibonacci Look back How far back to find the swing for Fibonacci100Extend Lines Right How far Fibonacci lines extend to the right60 ALERTS Volume Profile VIP includes 4 built-in alerts: At POC — Price is touching the Point of Control Above VAH — Price broke above the Value Area High Below VAL — Price broke below the Value Area Low At Fib 0.618 — Price is at the Golden Ratio level KEY TERMS GLOSSARY Term Definition Volume Profile A chart showing how much volume traded at each price level POC Point of Control — the price with the highest volume VAH Value Area High — top of the fair value range VAL Value Area Low — bottom of the fair value range Value Area The price range containing 70% of all volume Fibonacci Mathematical ratios used to find key price levels Golden Pocket The 0.618–0.650 zone — most watched institutional level Equilibrium The 0.500 level — exact midpoint of the swing Premium Price above equilibrium — considered expensive Discount Price below equilibrium — considered cheap Lookback How many candles the indicator analyzes COMMON MISTAKES TO AVOID ❌ Do not treat the POC as an exact price — It is a zone, not a pin-point level ❌ Do not enter at a level without a signal — Wait for price action confirmation ❌ Do not ignore the bull/bear split — A POC dominated by sellers is NOT a support ❌ Do not use too short a lookback — Less data = less reliable profile ❌ Do not fight a breakout — When price breaks VAH or VAL with strong volume, go with it QUICK REFERENCE CARD ◆ POC = Most traded price — Market magnet — High reaction zone ▲ VAH = Top of fair value — Resistance when approaching from below ▼ VAL = Bottom of fair value — Support when approaching from above Above VAH = PREMIUM — Watch for rejection or breakout Inside VA = FAIR VALUE — Market is balanced Below VAL = DISCOUNT — Watch for bounce or breakdown ★ 0.618 Golden Ratio = Institutional entry zone ★ 0.650 Golden Pocket = Works with 0.618 ⚖ 0.500 Equilibrium = Fair value midpoint 🟢 Green profile bars = Buyers in control at this level 🔴 Red profile bars = Sellers in control at this level FINAL WORDS Volume Profile VIP gives you X-ray vision into the market. While most traders only see price going up or down, you will see WHERE the money is, WHO is in control at each level, and WHY price reacts the way it does. The POC, VAH, and VAL are not just lines on a chart. They represent millions of orders placed by real traders and institutions. When price approaches these levels, those orders become active again — creating the reactions you see. Master reading the volume profile and you will stop guessing where price will go. You will start understanding why it goes there.
Indicatore Pine Script®
di richiedino90
Visible Range Volume NodesVisible Range Volume Nodes is a visible-range volume profile indicator that shows how traded volume is distributed across price levels inside the currently visible chart area. The script builds a horizontal volume profile from the candles visible on the chart. It divides the visible price range into rows and distributes each candle's volume across the price rows touched by that candle's high-low range. Rows with more accumulated volume are displayed wider. Rows with less accumulated volume are displayed narrower. How volume is calculated Each candle's volume is distributed proportionally across the price rows covered by that candle's high-low range. If a candle covers several rows, its volume is split between those rows based on the amount of price overlap. Bullish and bearish volume are separated using candle direction: * Candles closing above their open are counted as bullish volume; * Candles closing below their open are counted as bearish volume; * Neutral candles are split evenly. Key Volume Areas POC - Point of Control POC is the price row with the highest volume inside the visible range. It marks the largest volume concentration in the selected chart area. VAH - Value Area High VAH is the upper boundary of the value area. VAL - Value Area Low VAL is the lower boundary of the value area. The value area starts from the POC and expands through the highest-volume neighboring rows until the selected percentage of total visible-range volume is included. By default, this is commonly used as a 70% value area, but the percentage can be changed in the settings. HVN - High Volume Node HVN zones are high-volume areas detected from local peaks in the smoothed volume profile. These zones show where volume was concentrated compared with nearby price levels. LVN - Low Volume Node LVN zones are low-volume areas detected from local valleys in the smoothed volume profile. These zones show where volume was thinner compared with nearby price levels. How to use it The profile can help users compare current price action with previously traded volume areas inside the selected visible range: * POC shows the main high-volume reference area of the visible range; * VAH and VAL show the upper and lower limits of the main value area; * HVN zones show areas where price previously spent more volume; * LVN zones show areas where volume was thinner relative to nearby price levels; * The histogram shows the full volume distribution across the selected price range. A trader can use these areas as context when analyzing price location. For example, price trading near POC is trading near the main volume concentration of the visible range. Price trading near VAH or VAL is trading near the edge of the calculated value area. HVN and LVN zones can be used to compare current price behavior with areas of stronger or weaker previous volume participation. These levels should be treated as structural references only. They are not automatic entries, exits, support, resistance, targets, or invalidation levels. Main settings * Profile Rows controls how many price rows are used to build the volume profile. More rows create a more detailed profile. Fewer rows create a smoother, broader profile; * Value Area % controls how much of the visible-range volume is included inside the value area; * Histogram Direction controls whether the profile is displayed to the left or right side of the visible chart area; * Profile Distance controls the spacing between the visible candles and the profile panel; * The script also includes settings for showing or hiding POC, VAH/VAL, HVN, LVN, labels, prices in labels, line style, line width, label size, and colors. Limitations *This indicator does not generate buy or sell signals; *It does not predict future price direction; *It does not define guaranteed support or resistance; *It does not use exact bid/ask volume; *It does not use footprint, delta, or order book data. The displayed structure depends on the selected visible range, symbol, exchange, timeframe, and available volume data. Because the profile is based on the currently visible chart range, moving or zooming the chart can change the calculated POC, value area, HVN zones, and LVN zones.
Indicatore Pine Script®
di Crypto_Imperija
Delta by Price (Delta Volume Profile)🔹 Introduction This indicator, Delta by Price (Delta Volume Profile), takes the familiar concept of a volume profile and replaces raw traded volume with net directional volume (delta) at each price level. Instead of showing how much volume traded at a price, it shows which side was more aggressive at that price — buyers or sellers. The idea is straightforward: if a price level absorbed significantly more aggressive buying than selling (or vice versa), that level likely represents a meaningful shift in who was in control of the auction at that point in the range. One thing to be upfront about: true tick-by-tick delta isn't available to Pine scripts. This indicator approximates delta by pulling lower-timeframe bars within each higher-timeframe bar and classifying each LTF bar's volume as buy-side or sell-side based on whether it closed above or below its open. It's a proxy, not a recording of the actual order book — but it's the same proxy nearly all publicly available delta tools use, and it tends to track real aggressor flow reasonably well over meaningful sample sizes. 🔹 The Premise / Background Theory 🔸 Volume tells you "how much," delta tells you "who pushed" A standard volume profile answers one question: how much volume traded at each price? It's useful for finding high-volume nodes (areas of acceptance) and low-volume nodes (areas of rejection), but it's directionally blind. A price level with 1,000 contracts could be 500 aggressive buys and 500 aggressive sells — pure equilibrium — or it could be 950 buys and 50 sells, meaning that level was overwhelmingly bought into. Delta separates these two scenarios. A delta profile takes that same volume and splits it by aggressor side, then nets it. The result is a histogram that shows not just where volume concentrated, but which direction the pressure leaned at every price. 🔸 A concrete example Assume price moves through a range from 5,000 to 5,010 over a session. At the 5,002 level, three separate visits occur. On the first visit, an LTF bar closes higher than it opened with volume of 200 — classified as buy-side. On the second visit, another bar closes lower than it opened with volume of 150 — sell-side. On the third visit, a bar closes higher with volume of 300 — buy-side. Net delta at 5,002 = +200 − 150 + 300 = +350. Total volume at 5,002 = 200 + 150 + 300 = 650. A standard volume profile would just show "650 contracts traded here." The delta profile shows +350 net buying — meaning roughly 54% more buy-side aggression than sell-side at that exact price. If you saw a level like this near the low of a range, it might suggest buyers stepped in there with conviction, not just that "a lot happened" there. 🔸 Why distribute delta across a bar's range instead of just its close Each higher-timeframe bar has a high and a low, and the LTF bars that compose it trade across that entire range — not just at the close. This indicator takes each HTF bar's net delta and spreads it proportionally across every price bin the bar's high-to-low range touches. This is an assumption, not a measurement. In reality, delta within a single bar isn't evenly distributed across its range — more of it likely occurred near where price spent the most time. But without LTF-by-LTF price-level tracking (which would be computationally heavy and hit Pine's lower-timeframe data limits quickly), even distribution across the bar's range is the most defensible simplification available. Wider bars contribute a thinner "smear" of delta per price bin; narrow bars concentrate their delta into fewer bins. Over a large enough sample, this tends to average out reasonably well. 🔹 How It Works 🔸 Profile Range: Session vs. Rolling Lookback The indicator builds its profile from one of two data windows, selectable in settings. Session mode mirrors how a session volume profile works — it resets at the start of each new session (defined by the session time input) and accumulates only the bars within that session. This is the natural choice if you want to see, for example, today's regular trading hours delta distribution reset cleanly each day, the same way you'd look at a daily session volume profile. Rolling Lookback mode instead uses a fixed number of the most recent closed bars (configurable, default 200), regardless of session boundaries. This is useful for a continuously updating view of recent delta structure that isn't tied to calendar sessions — helpful for instruments or sessions that don't fit a clean daily reset (e.g. 24-hour futures markets). There are limitations here worth noting. Session mode depends on the session time input matching how you actually think about your trading day. If you trade through multiple sessions (e.g. Asian, London, NY) and only select one as your "session," the profile will reset and rebuild only around that window — bars outside it are ignored entirely. 🔸 Number of Price Rows This setting controls how finely the price range is divided into bins — effectively the "resolution" of the profile. A higher row count gives more granular price-level detail but spreads the available delta across more bins, making each individual bin's bar shorter and potentially noisier. A lower row count aggregates more price action into each bin, producing a smoother, more visually digestible profile but losing some precision about exactly where within a price cluster the delta concentrated. This is a resolution-versus-noise tradeoff — there's no universally correct setting, and it's worth adjusting based on the instrument's typical range and tick size. 🔸 Extend Direction The profile can be drawn extending to the right of the current bar (the default, useful when you want the profile visible without obscuring recent price action to the left) or to the left, anchored at the start of the lookback/session window — placing it where the data actually begins, similar to how some volume profile tools anchor to the left edge of the range being measured. This is purely a visual/layout preference and doesn't change any underlying calculation — it only affects where the horizontal delta bars are drawn relative to price. 🔸 Point of Control (POC) When enabled, a label marks the price bin with the highest total absolute volume (buy-side + sell-side combined, not net delta) — analogous to the POC on a standard volume profile. This identifies where the most total activity occurred, regardless of which direction it leaned. It's possible — and informative — for the POC bin to have a relatively small net delta despite high total volume, which would indicate that level saw heavy two-sided participation rather than one-sided conviction. 🔸 Custom Lower Timeframe By default, the indicator automatically selects a lower timeframe for delta calculation based on your chart's timeframe (1-second charts use 1S, intraday charts use 1-minute, daily charts use 5-minute, and anything larger uses 60-minute). You can override this manually. The tradeoff here is precision versus data availability. A finer LTF gives a more granular delta classification per HTF bar, but request.security_lower_tf() has practical limits on how many LTF bars it can return per HTF bar — on very large lookbacks with a very fine LTF relative to your chart timeframe, you may not get the full intrabar picture for older bars. 🔹 Closing Remarks A delta-by-price profile doesn't tell you why buyers or sellers were more aggressive at a given level — only that they were, based on a reasonable proxy for aggressor classification. Large net-delta clusters don't guarantee future support or resistance. They're best treated as a layer of context: a way of seeing whether the volume that built a price level was directionally lopsided or balanced, which can complement (not replace) your read of structure, location, and broader order flow. Used alongside the rest of your framework, it's another lens for asking the same underlying question every footprint-based approach asks: was this level built by conviction, or by indecision?
Indicatore Pine Script®
di Resonant_Trader
2
Volume Profile AnalysisVolume Profile Analysis 📊 Advanced horizontal volume profile with order size analysis, buy/sell split, POC, and Value Area — all calculated from real tick-level volume delta. Core Features: 🔹 Bidirectional Volume Profile Horizontal histogram showing volume distribution across price levels. Buy volume extends RIGHT, sell volume extends LEFT from candles. Delta is proportionally distributed across each bar's price range — no inflation. 🔹 Order Size Analysis Automatically categorizes volume into Large (>1.5× SMA) and Small orders using real volume data. Color-coded so you can see institutional vs retail activity at each price level. 🔹 Point of Control (POC) Yellow line marking the price level with the highest volume — the "fair value" where most trading occurred. 🔹 Value Area (VA) Gray zone containing 68% of total volume around the POC. Price tends to revert to this zone. Trading above/below VA indicates imbalance. 🔹 Buy/Sell Split Each profile level shows separate bars for buying and selling pressure. Labels display exact volumes (e.g., "4.5K | 3.2K"). 🔹 Large Order Detection Highlights price levels where >75% of volume comes from large orders — potential institutional accumulation/distribution zones. 🔹 Real-Time Dashboard POC, VA High/Low, distance from POC in ATR units, position (Above/Inside/Below VA), current delta, and profile range. How to Use: Signal Meaning Price at POC Fair value — range-bound market Price above VA Bullish imbalance — may mean-revert down Price below VA Bearish imbalance — may mean-revert up High large order % Institutional activity — watch for reversals Buy >> Sell at level Buyers absorbed selling at that price Sell >> Buy at level Sellers absorbed buying at that price Recommended Settings: Timeframe: 1S (most precise delta) Price Levels: 30 (good balance of detail) Lookback: 100 bars (captures recent session) Order Size: Enabled (see institutional activity) Best For: Order flow traders, volume profile traders, identifying support/resistance, detecting institutional activity, understanding where value is established.
Indicatore Pine Script®
di iamsammy
Anchored Volume Profile Confluence ANCHORED VOLUME PROFILE CONFLUENCE — POC, Value Area, HVN/LVN & Value Migration OVERVIEW This is an anchored volume-at-price framework. From a chosen anchor — the session, a swing pivot, or a bar you click — it builds a volume profile and reads where trade actually happened: the POC (the most-traded price), the value area, and the high- and low-volume nodes. It overlays the anchored VWAP (the mean) on the same anchor, maintains a second time-decayed profile whose value migrates against the sticky POC, and calibrates its stretch signals against the symbol's own past. Everything is built from one idea — volume distributed across price — so the layers describe the same auction from different angles rather than competing for screen space. WHY THESE COMPONENTS ARE COMBINED (and how they work together) Price tells you where the market is; volume-at-price tells you where it agreed value was. A profile alone is a static picture, a VWAP alone is a single line, and neither tells you whether what you are seeing is reliable. Each layer here answers a different question, and they are meant to be read together as one object: - VOLUME PROFILE (POC / VALUE AREA / HVN-LVN) is the distribution of volume across price since the anchor. The POC is the price with the most acceptance. The value area is the price range containing the chosen percentage of volume (default 70%). High-volume nodes (HVN) are acceptance shelves where price tends to stall and rotate; low-volume nodes (LVN) are rejection gaps price tends to move through quickly. This is the structural map. - ANCHORED VWAP (MEAN) is the volume-weighted average price over the same anchor. The POC is the MODE of value (where most trade occurred) and the VWAP is the MEAN (the volume-weighted centre). Their relationship is information in itself: when VWAP sits above the POC the distribution is top-heavy, below it bottom-heavy. Showing both, anchored to the same event, is what turns a profile into a read on skew. - VOLUME-WEIGHTED SIGMA measures dispersion around the mean, computed from the running second moment (sigma = square root of E - (E )^2), so "stretched" means the same thing on any instrument. This is what makes the stretch signal comparable across assets and calibratable. - VALUE MIGRATION is the original layer. A second profile is maintained with an exponential half-life applied to its volume, so it weights recent trade more heavily. Its value (the decayed POC or value-area midpoint) reacts to what is happening now, while the anchored POC stays sticky. When the fast value crosses the anchored POC, acceptance is shifting — buyers or sellers are building value away from the established centre. Because both are derived from the same volume data, this is a coherent structural signal, not two unrelated indicators stacked together. - REGIME and CALIBRATION are the quality layer. An efficiency-ratio and ADX read labels the market trending, mixed or choppy for context. Separately, the script tracks — past-only — how often a stretch beyond the bands actually reverted toward value, reported as a percentage with a confidence interval. This is what separates a measured framework from a drawing: the signal is scored against the instrument's own history. Read together: the profile shows the structure (where value is, where the shelves and gaps are), the POC-versus-VWAP skew shows how that value is distributed, the sigma bands show how far price has stretched from it, the migration shows whether acceptance is moving, the regime tells you whether to trust a signal, and the calibration shows how the stretch has behaved here before. HOW TO USE IT 1. Pick an anchor mode in settings — Session, Pivot High, Pivot Low, Pivot High/Low (auto), or Manual (click a bar). The profile and VWAP rebuild from that point. 2. Read the histogram for structure: trade toward HVN shelves (acceptance) and expect quick travel through LVN gaps (rejection). The POC is the gravity centre. 3. Use the value area (VAH/VAL) as the fair-value range; price outside it is out of value and either trending or stretched. 4. Watch the VWAP-versus-POC skew for whether value is top- or bottom-heavy, and the sigma stretch rails for extension. 5. Watch the fast value crossing the POC (triangles) as a sign acceptance is migrating; the table and exports quantify the migration. 6. Treat a stretch (circles) into an LVN as more reversion-prone and a stretch into an HVN as a potential trap; the table's verdict and past-only reversion rate summarise this. WHAT MAKES IT ORIGINAL It is not a static volume profile. It pairs an anchored profile with the anchored VWAP so you read the mode and the mean together; it adds a decayed-profile value-migration signal against the sticky POC; it uses robust percentile-based HVN/LVN thresholds that self-scale instead of a fixed percentage of the POC; it refines the profile with lower-timeframe intrabar data where available; and it calibrates its stretch signal per symbol. The migration read and the per-symbol calibration in particular are not part of a standard volume profile. WORKS ON ANY ASSET (universal) The price SOURCE for the mean is selectable in the settings, so the engine runs on any market — futures, indices, FX, crypto, or stocks. The profile is built from each bar's true high-low range (and from lower-timeframe bars where available, for accuracy). Volume-at-price requires volume; on symbols that report none, you can borrow volume from a reference symbol. All thresholds are ATR- and sigma-relative, so nothing is tied to one instrument's price scale. A data-health row tells you whether volume is native, borrowed, or refined by lower-timeframe data. SETTINGS SUMMARY - Data Source: price source (default HLC3) and an optional volume-borrow symbol for no-volume instruments. - Anchor: anchor mode, pivot left/right lengths, and a manual anchor time. - Profile: resolution (rows per ATR), value-area percentage, lower-timeframe refinement and its resolution, robust percentile node thresholds, HVN/LVN levels, histogram width, and what to draw. - Value Migration: enable the decayed profile, its half-life, and the fast-line definition (value-area midpoint or raw POC). - Signals & Regime: stretch threshold in sigma. - Calibration: enable tracking, evaluation horizon, and minimum reversion in ATR. - Visuals: Auto/Dark/Light theme, colours, line glow, on-chart labels, legend, table and their positions, and a data-health row. The script also prints its name, the symbol and the timeframe on the chart, and an on-chart legend names every plotted level, so it is always clear what is being viewed. LIMITATIONS (please read) - Pivot anchors confirm only after the right-pivot length in bars; the profile is seeded back to the true pivot bar, but a new pivot anchor appears with that delay. - Lower-timeframe refinement depends on available intrabar history and is disabled when volume is borrowed; older bars fall back to bar-range distribution. - The decayed profile re-weights every bin each bar, so it is heavier than a static profile on long anchors. - Calibration is descriptive of past behaviour only and is not a forecast. - Everything here is probabilistic context, not a prediction or a guarantee. DISCLAIMER This is a study / indicator for chart analysis and education only. It is NOT a strategy, NOT a recommendation, and NOT financial advice. It places no orders and guarantees no outcome. Trading involves risk. Do your own research and manage your own risk.
Indicatore Pine Script®
di Market_Logic_India
Time Acceptance Profile TPO LevelsTIME ACCEPTANCE PROFILE — TPO-STYLE LEVELS THAT WORK WITHOUT VOLUME Volume profile tools fail on index spot charts — NIFTY, BANKNIFTY and SENSEX spot have no volume data at all. This indicator solves that by profiling TIME instead of volume: it counts how many bars touched each price bin during the session. Where price spent the most time is where the market found acceptance — and those levels act as the day's strongest reference points. WHAT IT PLOTS - Time POC — the price row with the highest time count today (gold line) - Value Area (VAH / VAL) — the price band containing ~70% of today's time, expanded outward from the POC (teal box) - Time Histogram — the full time-at-price distribution drawn to the right of price, POC row highlighted - Prior-Day POC / VAH / VAL — yesterday's completed levels, frozen at the day close and extended across today (dashed) HOW IT WORKS 1. The day's range is divided into N price bins (default 24) 2. Every bar adds one time-unit to each bin its high-low range touched 3. The bin with the maximum count = Time POC 4. The Value Area expands outward from the POC, adding the larger neighbouring bin until 70% of total time is covered 5. At the session change, the completed profile is frozen into prior-day levels — these never repaint HOW TRADERS USE IT - Prior-day POC acts as a magnet/pivot — rejections and reclaims there are high-information events - Open outside yesterday's Value Area = imbalance day; watch for continuation away from value or a rotation back to Y-POC - Open inside the Value Area = balance day; VAH/VAL rotation setups become relevant - Thin rows in the histogram (low time) mark prices the market rejected — price tends to move quickly through them NOTES - Designed for intraday timeframes; shows a warning otherwise - Today's POC and Value Area update as the session develops (by design); prior-day levels are fixed and never repaint - Alerts are available on prior-day POC / VAH / VAL crosses — static levels only, alert-safe - Price labels round to integers by default (toggle off for low-priced symbols) - No volume data is used anywhere — works identically on spot indices, futures, stocks and crypto This is an original implementation in Pine Script v6. The time-binning, POC selection and value-area expansion logic are fully described above. Educational tool for market context — not financial advice.
Indicatore Pine Script®
di darshakssc
Combined Levels [VP + ORB + FVG + KZ + VWAP]# Combined Levels A single-script bundle of the structural levels and intraday session tools I rely on day-to-day. Designed for futures (NQ / MNQ / ES / MES) but works on any symbol. ## What it draws **1. Volume Profile levels (built from 1-minute intrabar data)** Three concurrent profiles, each showing **VAH / POC / VAL**: - **Prev Day RTH** (09:30–15:59 ET) — finalizes after the 16:59 post-market close so the lines don't shift during the trading day - **Prev Overnight** (18:00–09:29 ET) - **Prev Week** (Sunday 18:00 – Friday 16:59 ET) Uses the same integer-ticks-per-row math as TradingView's native Fixed Range Volume Profile and distributes each bar's volume across the rows it overlaps. Set "Number of Rows" to match your FRVP setting (default 1000) and you'll get profiles that line up cleanly with TV's own. **2. Opening Range (ORB)** 09:30–09:45 high / midpoint / low, with toggleable history of previous ORBs and customizable label text per line (high, mid, low can each be renamed or hidden). **3. Previous Day & Previous Week High / Low / 50%** Standard structural levels with adjustable how-many-periods-kept-on-chart, separate line styles for the H/L and the midpoint, and label-rename support. **4. ICT Killzone Pivots** Five sessions: **Asia, London, NY AM, NY Lunch, NY PM**. Each killzone draws its session high/low as pivots that extend until mitigated by future price, plus an optional midpoint that stops extending once mitigated. Up to 100 sessions kept per killzone (subject to Pine's 500-line drawing cap). Custom session times and labels per zone. **5. Opening Prices** 8 configurable opening time slots (4 enabled by default: 9:30, 8:30, 10:00, Midnight; 4 more available: 6:00, 12:00, 14:00, 16:00). Each slot has its own enable toggle, label text, session window, and color. **6. Fair Value Gaps** 3-bar FVGs detected on chart timeframe, confirmed at candle close. - Option to delete boxes once filled (price closes through), or keep them visible - Option to extend boxes to the right edge or use a fixed length - **Opening-gap filter** (on by default): rejects "FVGs" caused by session boundaries — the overnight open, weekend gap, holiday breaks — by checking whether the 3-bar pattern crosses a non-continuous time interval. So you only see real intra-session FVGs, not artifacts of trading hour breaks. - Configurable bull/bear colors, max gap count, minimum tick size **7. Session VWAP with Bands** Daily-anchored VWAP on hlc3, plus optional ±1σ and ±2σ standard-deviation bands with their own multipliers, colors, and toggle visibility. ## Data Source selector The whole point of this design: if you trade **MNQ** but want **NQ's** volume profile and previous day/week levels (NQ has the real liquidity), set Source = NQ at the top. The VP and prev D/W H/L will pull from NQ futures while you keep MNQ visible on your chart. Presets cover NQ / MNQ / ES / MES, plus a "Chart" option (use whatever symbol you're viewing) and "Custom" (paste any ticker). The visual modules — ORB, killzones, FVG, VWAP, opening prices — stay tied to the chart symbol since NQ/MNQ price action is essentially identical at the tick level. ## Customization Every module has its own group in settings. Inside each group you can independently control: - Show / hide each component - Line color, width, style (solid / dotted / dashed) - Label text (rename any label, or set to empty to hide) - Whether to show the price value next to the label - Per-group horizontal label offset — useful when lines from different modules sit at the same price; offset each group differently and the labels fan out instead of stacking on top of each other - Optional custom label color separate from the line color (so e.g., yellow lines can carry white labels for contrast against a busy chart) ## Notes - Designed for **1m chart** for the best volume profile resolution, but works on any chart timeframe ≥ 1m - All session times are **America/New_York** - Settings panel groups things in the order they're drawn — Data Source first, then Global, then each module - Once you have everything dialed in, use **Settings → Defaults → Save as Default** to lock in your configuration Built in Pine v6.
Indicatore Pine Script®
di eitanholdeman
1
Volume Profile Composite, Naked POC & Value-AreaVolume Profile — Composite, Naked POC & Value-Area ================================================== WHAT IT IS A volume-at-price profile built for depth and decisions. It measures where trade actually concentrated across the loaded history, distils that distribution into the levels traders use — Point of Control (POC), Value Area (VAH/VAL), High and Low Volume Nodes (HVN/LVN), and untested "naked" prior-session POCs — and then converts those levels into a plain-language read of where price sits in the auction (premium, discount, or inside value; balancing or migrating). It is a study for chart analysis and education. It plots levels and context; it does not place orders and does not output buy/sell signals. HOW IT WORKS (ENGINE) Volume is accumulated bar by bar into a price-keyed map on a fine grid (the symbol's minimum tick multiplied by a user factor), then re-aggregated to the chosen number of display rows. Because the engine uses a map rather than a fixed lookback array, the profile can span every loaded bar instead of only a recent window, and it is not limited by the historical bar-reference ceiling. Each bar's volume is distributed across that bar's high-low range over a capped number of samples, and tagged buy or sell by bar direction, producing a two-tone histogram and a per-level delta. Where intrabar (lower-timeframe) data is available, recent history can optionally be refined from it; older bars fall back to the bar-range method. The Value Area is grown outward from the POC bin until the chosen percentage of total volume is captured. Prior-day, prior-week and full-history composite levels reuse the same value-area routine on their own maps. The heavy redraw runs on bar open/close rather than on every realtime tick, to keep live charts responsive. WHY THESE COMPONENTS ARE COMBINED (MASHUP JUSTIFICATION) This is one volume-profile engine, not a stack of independent indicators. Every layer is computed FROM THE SAME accumulated volume map, and each one exists to remove a specific blind spot of the raw histogram. A bare histogram only answers "where did volume happen"; it cannot tell you whether price is rich or cheap, which level matters next, or whether the market is balancing or trending. The combined layers answer those questions, and they work together as follows: - POC and Value Area transform the raw distribution into a fair-value frame, so every other reading can be expressed as premium, discount, or inside value. - HVN and LVN classify each price level produced by that same distribution as acceptance (a volume shelf where reactions are more likely) or a thin gap (where price tends to move quickly). This tells you how a level is likely to behave, which the POC/Value Area alone do not. - Naked prior-session POCs carry acceptance forward in time: they are POCs from earlier sessions that price has not yet traded back through, derived from the same per-session maps, and they act as revisit references. - Value migration is simply the sequence of those session POCs read as a direction, turning the profile history into a balancing-versus-trending read. - The composite overlay keeps the full-history POC and Value Area in view while you work a shorter, more legible recent window, so context is never lost. - VWAP, Initial Balance, an expected-move band, and cumulative-volume-delta divergence are confluence layers. They are optional and each degrades gracefully if its data is absent. They are included because volume-profile levels are used in context: VWAP gives the session's volume-weighted mean, Initial Balance gives the opening reference, the expected-move band frames a realistic day's range, and CVD-versus-price flags exhaustion. Each one answers "does independent volume/price information agree with what the profile shows here?", which is exactly how these levels are traded in practice. - The Auto-Read is the synthesis step: it does not add new data, it ranks the levels the engine already produced by distance to price and states the auction context in words. In short, the histogram is the raw material and every other element is a transformation of that same data into a level, a classification, a confluence check, or a written read. That shared derivation is the reason they belong in a single script rather than as separate indicators. WHAT IT PLOTS - Buy/sell two-tone histogram, drawn in the clear space to the right of price so candles stay visible. - POC, Value Area (VAH/VAL, adjustable percentage), HVN/LVN nodes. - Naked daily POCs, with a creation-time check that skips levels already traded through and an optional age-out so the list stays meaningful. - Polarity flip: a prior-day Value Area edge that price closes decisively beyond and holds changes role (broken VAH becomes support; broken VAL becomes resistance) and feeds the support/resistance read. - Prior-day and prior-week POC/Value Area, full-history composite overlay, developing POC. - VWAP with standard-deviation bands, Initial Balance, expected-move band, cumulative-volume-delta divergence, buy/sell imbalance shelves, poor highs/lows, single-print gaps. - Higher-timeframe POC bias (a light proxy — see Limitations). - Auto-Read dashboard (full or compact), one-line headline, and an on-chart identity strip showing the script name, symbol and timeframe. HOW TO USE 1. Choose a scope: Rolling (default), Composite (all history), From date, or Fixed range. The composite overlay keeps the big-picture levels visible. 2. Read location first from the headline or dashboard: inside value, premium, or discount, and whether value is migrating up, down, or flat. 3. Treat the levels as a map, not a signal. POC acts as a mean-revert magnet; Value Area edges are balance boundaries; HVN suggests stalls; LVN suggests fast moves; a naked POC is a revisit reference. 4. Look for confluence with VWAP, Initial Balance, and prior-session levels, and treat CVD divergence as a caution flag. 5. Detail presets (Simple / Standard / Pro) gate how much is shown. A compact dashboard toggle trims the table to the key decision fields. WHAT MAKES IT ORIGINAL - Full-history depth via the price-keyed map, beyond a fixed lookback window. - A built-in, past-only calibration of the profile's own claims: it logs value-edge and POC-stretch reversion events against the prior-day Value Area (which exists on every bar, so the measurement backfills over history), waits a fixed horizon, and reports the realised hit-rate with a 95% confidence interval. This is descriptive of past behaviour on the specific instrument; it is explicitly not a backtest and not a forecast. - A decision-ordered, plain-language Auto-Read derived entirely from the engine's own levels. DATA SOURCE AND ANY-MARKET USE The volume source is user-selectable (Settings > Data source), so the profile can be built from the symbol's own volume or from any other series your feed provides. For symbols that report no native volume (some cash indices and FX feeds), an optional "borrow volume" field lets you supply a volume-bearing proxy for the same instrument; it only activates when the charted symbol genuinely has no volume. The volatility-index symbol for the expected-move band is also user-set and falls back to a daily-ATR band when left blank. An optional asset-class auto-tune adapts the grid and node percentiles to the detected class. All of these are blank or off by default, so nothing is tied to one market. CALIBRATION NOTE The calibration panel is descriptive only. It reports how often, in the past, on the current symbol, price followed through after the logged events. Small samples are flagged. It is not a probability of future results. LIMITATIONS (HONEST) - This uses a BAR-RANGE volume distribution (optionally refined by lower-timeframe bars). It approximates where volume traded within each bar. It is NOT exchange price-by-price volume, tick data, or order-flow/footprint, and it cannot see bid/ask. - It needs real volume. Cash indices often report none — use the matching future or continuous contract, or the borrow-volume field. - The higher-timeframe POC is a light single-bar proxy (the price of the highest-volume higher-timeframe bar over a lookback), not a full higher- timeframe profile. - All readings are probabilistic context, not predictions. DISCLAIMER This script is a study/indicator for chart analysis and education only. It is NOT a strategy, NOT a recommendation, and NOT financial advice. It places no orders and guarantees no result. Trading involves substantial risk; a level's past behaviour does not assure future behaviour. Do your own research and manage your own risk.
Indicatore Pine Script®
di Market_Logic_India
2
Trapped Trader LedgerThe primary purpose of the "Trapped Trader Ledger" is to provide a real-time, order-flow-based visualization of market liquidity and directional imbalance within a defined lookback window. By partitioning the price range into discrete volume bins, the indicator systematically categorizes buying and selling pressure, allowing you to instantly identify where significant volume has accumulated and where the market is currently experiencing "trapped" liquidity. It transforms raw volume data into a structured profile, effectively exposing the battle between supply and demand that often dictates future price action. To use this tool effectively, monitor the dashboard on your desired timeframe while paying close attention to the Point of Control (POC), highlighted in yellow both on the chart and in the table. The table serves as your primary diagnostic tool: look for rows where the Ratio and Delta columns indicate high directional dominance, as these are the zones where trapped participants are most likely to react if price returns to their position. Use the widthScale input to adjust the visual histogram intensity to your preference, and ensure your lookback window is set to a length that captures the relevant market cycle you are currently trading. The rationale behind this approach is rooted in the "Value Area" theory, which posits that price tends to gravitate toward areas of high volume accumulation. By calculating the Delta and Relative Volume for each specific price bin, the script filters out market noise and focuses on "high-conviction" levels—where the discrepancy between buyers and sellers is largest. This methodology assumes that when price leaves an area of high volume imbalance, the participants who were positioned on the losing side become "trapped," creating significant pressure for a potential reversal or liquidity-driven breakout when those levels are re-tested.
Indicatore Pine Script®
di chriskokal1
2
HTF Candle Footprint [Cartel Console]# HTF Candle Footprint HTF Candle Footprint is a higher-timeframe volume and delta visualization tool designed to help traders analyze the internal composition of a selected higher-timeframe candle directly on the chart. The indicator reconstructs a footprint-style profile inside a dynamically generated higher-timeframe candle, allowing users to examine how volume and directional pressure were distributed throughout the candle's range. By combining volume distribution, delta estimation, Point of Control (POC), and higher-timeframe candle structure into a single visualization, traders can gain additional context about market participation and price acceptance within significant trading periods. Unlike traditional volume profiles that focus on extended historical ranges, this indicator concentrates on the currently developing or recently completed higher-timeframe candle. This approach enables users to study how volume accumulates across price levels while simultaneously monitoring the relationship between bullish and bearish activity inside the candle body. ### Key Features • Higher-Timeframe Candle Reconstruction Displays a custom-rendered higher-timeframe candle directly on the chart, including body and wick structure. • Integrated Footprint Visualization Shows estimated buying and selling pressure across individual price levels within the selected higher-timeframe range. • Volume Distribution Profile Builds a horizontal volume profile that highlights where the greatest amount of trading activity occurred during the analyzed period. • Delta-Based Pressure Analysis Calculates directional volume estimates and displays positive and negative pressure zones using color-coded footprint cells. • Point of Control (POC) Detection Automatically identifies and plots the highest-volume price level within the profile. • Dynamic High and Low Levels Marks the extreme boundaries of the analyzed higher-timeframe candle for additional market structure reference. • Real-Time Higher-Timeframe Bias Dashboard Provides a compact dashboard showing the current directional bias of the selected higher-timeframe candle. • Multi-Timeframe Support Analyze volume and pressure behavior across Hourly, 4-Hour, Daily, Weekly, and Monthly structures. ### How Traders Use It Many traders use higher-timeframe candles as key reference points for trend analysis, support and resistance identification, liquidity observations, and contextual decision-making. HTF Candle Footprint enhances this process by exposing the internal volume distribution of those candles. Potential use cases include: • Identifying high-participation price zones • Observing areas of price acceptance and rejection • Comparing volume concentration against candle structure • Locating potential reaction levels around the Point of Control • Studying directional pressure within higher-timeframe ranges • Adding additional context to multi-timeframe analysis workflows ### Notes This indicator uses volume-based calculations and visual approximations derived from chart data. The displayed footprint and delta values are analytical tools intended to provide additional market context and should not be interpreted as financial advice or guaranteed trading signals. HTF Candle Footprint is designed as a visual analysis aid and can be used alongside existing price action, volume, market structure, and risk management methodologies.
Indicatore Pine Script®
di CartelConsole
3
Masayan Volume Zone Profile IndicatorMasayan Volume Zone Profile Indicator is a dynamic volume-zone analysis tool that automatically calculates an estimated volume profile from all bars currently visible on the chart. The indicator detects the chart’s visible range and recalculates whenever the user scrolls or zooms. No fixed lookback period is required. Each visible candle’s TradingView volume is distributed across the price rows overlapped by its high-low range. The resulting profile highlights the price zones where the greatest estimated volume was concentrated. Main features: Automatic visible-chart range detection Dynamic recalculation when scrolling or zooming Estimated price-by-volume profile Visible-range total volume summary Estimated Point of Control Value Area High and Value Area Low Highlighted high-volume zones Left or right profile positioning POC-cross and value-area-entry alerts Optional display controls The profile is always drawn inside the currently visible chart range. Value-area volume bars are displayed in orange, volume outside the value area is displayed in blue, and the Point of Control is highlighted in red. This indicator does not use broker order-book data, actual bid/ask volume, or market participant positions. The displayed profile is estimated from TradingView volume data and candle price ranges. For forex symbols, TradingView volume may represent tick volume rather than centralized traded volume. This script is intended for chart analysis, research, and educational purposes only. It does not guarantee future performance and should not be considered financial advice. Please test carefully before using it in any trading decision.
Indicatore Pine Script®
di MasayanFX
Fixed Range Volume Profile [ApexFlow]━━━━━━━━━━━━━━━━━━━━ 📊 WHAT THIS INDICATOR DOES ━━━━━━━━━━━━━━━━━━━━ Fixed Range Volume Profile (FRVP) distributes traded volume across discrete price levels over a user-defined lookback window. It identifies the Point of Control (POC) , Value Area High (VAH) , and Value Area Low (VAL) — the three levels used by institutional order flow analysts to determine where the majority of market participation occurred within any given range. ━━━━━━━━━━━━━━━━━━━━ ⚙️ METHODOLOGY ━━━━━━━━━━━━━━━━━━━━ 📦 PRICE BINS The high-to-low price range of the lookback window is divided into N equal-height rows (default: 24 ). Each row represents a discrete price bucket. 📐 VOLUME DISTRIBUTION — ACCURATE MODE When "Accurate Distribution" is enabled, each bar's volume is spread proportionally across all rows whose price range overlaps with that bar's high-to-low span. The weight assigned to each row equals: overlap / (bar_high − bar_low) × bar_volume This mirrors how footprint charts distribute volume and produces a more precise profile than HLC3 bucket placement alone. ⚡ VOLUME DISTRIBUTION — FAST MODE When Accurate mode is off, each bar's volume is allocated to a single row using the bar's typical price: (High + Low + Close) / 3 . Faster on large lookbacks. 🎯 POINT OF CONTROL (POC) The row with the highest accumulated volume . Represents the price level with the greatest degree of two-sided market activity. POC acts as a magnetic reference for price — markets frequently return to test it during subsequent sessions. 📦 VALUE AREA (VA) Starting from the POC row, adjacent rows are added in order of highest volume — expanding upward or downward, whichever row holds more volume at each step — until the cumulative volume of selected rows reaches the user-defined percentage of total volume (default: 70% ). This mirrors the CME Group standard for Market Profile value area construction. VAH = top of the highest included row VAL = bottom of the lowest included row 📏 RANGE HIGH / LOW The absolute high and low of all bars in the lookback window. Displayed as dotted reference lines when enabled. ━━━━━━━━━━━━━━━━━━━━ 🖥️ VISUAL COMPONENTS ━━━━━━━━━━━━━━━━━━━━ ▶ Right Histogram — volume bars drawn to the right of current price, scaled to the highest-volume row. POC row highlighted in gold, value area rows in teal, non-value area rows in grey. ▶ Value Area Zone — a semi-transparent box spanning VAH to VAL across the entire range. Provides immediate visual context for the accepted range of market activity . ▶ POC Band — a narrow band centered on the POC line showing the exact price-row boundaries of the control point. ▶ Key Level Lines — POC (bold solid), VAH (dashed), VAL (dashed), Range H/L (dotted). All extend right by a configurable number of bars. ▶ Labels — live price values pinned to the right end of each line. ━━━━━━━━━━━━━━━━━━━━ 🔧 SETTINGS ━━━━━━━━━━━━━━━━━━━━ PROFILE • Lookback Bars — number of bars the profile covers (20–500, default 100) • Rows — price bucket resolution (10–100, default 24) • Value Area % — percentage of volume defining the accepted value area (default 70) • Accurate Distribution — spread volume across bar range vs. HLC3 bucket placement DISPLAY • Right Histogram — toggle the volume bars • Value Area Zone — toggle the VA fill box • POC Band — toggle the POC price-row highlight band • Range H/L — toggle the range extreme lines • Histogram Width (bars) — horizontal size of the volume bars (5–150) • Extend Right (bars) — how far key level lines project beyond current price (10–300) COLORS All elements are independently color-configurable including transparency. ━━━━━━━━━━━━━━━━━━━━ 📈 HOW TO USE ━━━━━━━━━━━━━━━━━━━━ 🧲 POC as a Magnet — price tends to revisit the POC after extended moves away from it. A failed auction above VAH or below VAL often results in a rotation back through the value area toward POC . ⚖️ Value Area as Acceptance / Rejection — price trading inside the value area signals balanced, two-sided activity (consolidation). Price trading outside and rejecting signals one-sided pressure (trend continuation). Price breaking outside and holding signals value migration. 🔑 VAH / VAL as Reaction Levels — institutional participants often defend VAH and VAL as reference points for entries, scaling, or stops. Watch for reaction candles at these levels. 🔭 Adjust Lookback to Context • Intraday scalping: 30–60 bars on 1–5 min • Swing setups: 50–200 bars on 1H–4H • Directional bias: 100–500 bars on Daily ━━━━━━━━━━━━━━━━━━━━ 📝 NOTES ━━━━━━━━━━━━━━━━━━━━ • Calculation runs on the last bar only — zero performance impact on historical bars. • Profile updates on every tick of the current bar, keeping all levels live. • Histogram draws into future bar space to avoid obscuring price candles . • On instruments without reliable volume data (e.g. some forex pairs) , Fast Mode produces acceptable results as the distribution difference is minimal.
Indicatore Pine Script®
di ApexFlow_
3
Volume Delta ProfileVolume Delta Profile The Volume Delta Profile is an overlay indicator that builds a horizontal volume delta distribution directly on the price chart, similar to a Market Profile or Volume Profile but using net delta (buying pressure minus selling pressure) as the core metric instead of raw traded volume. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT IS VOLUME DELTA? ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Volume delta measures the difference between aggressive buying volume (market buy orders hitting the ask) and aggressive selling volume (market sell orders hitting the bid) within a given candle. A positive delta means buyers were more aggressive during that candle. A negative delta means sellers were more aggressive. This indicator uses TradingView's native ta.requestVolumeDelta() function, which reconstructs delta by scanning a lower timeframe (automatically selected or manually configured) to approximate the split between up-volume and down-volume for each candle. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW IT WORKS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ The indicator scans a configurable number of historical bars (default: 500) and for each bar assigns its volume delta to a price level based on the closing price of that bar. Price levels are divided into equally spaced buckets across the high-to-low range of the lookback period. Positive delta (net buying) accumulates in the bullish bucket of that price level. Negative delta (net selling) accumulates in the bearish bucket of that price level. The result is a horizontal bar chart displayed to the right of the last candle, where each row represents a price level and the width of the bar represents the total delta activity at that level. The color of each bar reflects which side dominated: • Teal bars → net buying pressure dominated at that price level • Pink/red bars → net selling pressure dominated at that price level The Point of Control (POC) is marked as a solid horizontal line extending 50 bars to the left, highlighting the price level where the highest total delta activity occurred across the entire lookback period. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ COMPONENTS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 1. Delta Profile (horizontal bars) A visual distribution of accumulated volume delta across price levels. Each bar's width is proportional to the total delta activity at that level relative to the most active level. Bars are color-coded by dominant side (buyers vs sellers). 2. Point of Control (POC) The price level with the highest total delta activity in the lookback window. Displayed as a solid horizontal line extending 50 bars to the left of the current bar. This is the price where the most aggressive order flow occurred — institutional interest tends to concentrate here. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SETTINGS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ • Lookback bars (default 500): Number of historical candles to include in the profile. More bars give a broader context; fewer bars focus on recent activity. • Bar width (default 20): Visual width in pixels of the widest bar in the profile. Adjust for chart readability. • Price levels (default 50): Number of horizontal buckets the price range is divided into. More levels give finer granularity; fewer levels give a smoother, broader view. • Positive delta color (default teal): Color for price levels where buying pressure dominated. • Negative delta color (default pink): Color for price levels where selling pressure dominated. • POC color (default black): Color of the Point of Control line. • Profile offset (default 10): Horizontal distance in bars between the last candle and the left edge of the profile. Increase to avoid overlap with live price action. • Custom timeframe: Override the automatic lower timeframe used for delta reconstruction. Higher timeframes load more history but reduce precision. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW TO INTERPRET IT ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DOMINANT COLOR ZONES Large teal zones indicate price areas where institutional buyers were consistently aggressive. These levels tend to act as support — if price returns to them, buyers are likely to defend the level. Large pink zones indicate areas of consistent selling aggression, which tend to act as resistance or liquidity targets for short-side participants. PROFILE SHAPE A profile with a clear peak (narrow, tall distribution) suggests price spent most of its time and order flow at a specific level — strong agreement on value. A wide, flat profile suggests price moved across a broad range without clear absorption at any single level. POINT OF CONTROL (POC) The POC is the single most important level in the profile. It represents where the maximum institutional order flow occurred. Price has a strong tendency to gravitate back toward the POC after extended moves away from it, making it a high-probability mean-reversion target. It also acts as a decisive level: a clean break and hold above a teal POC confirms bullish institutional commitment; a rejection at a pink POC confirms continued distribution. DIVERGENCE BETWEEN COLOR AND PRICE MOVEMENT If price fell sharply through a level but the profile shows teal (net buying) at that level, it suggests absorption — institutions were buying the selling pressure. This is often a precursor to a reversal. Conversely, if price rose through a level but the profile shows pink, distribution was occurring into the rally. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW TO USE IT ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 1. IDENTIFY THE VALUE AREA Look for the widest bars in the profile — these are the price levels with the most delta activity. The market considers these levels "fair value." Price tends to spend more time here and frequently returns to these zones after deviation. 2. USE THE POC AS A MAGNET If price is trading significantly above or below the POC, there is a structural tendency to return to it. The POC acts as a mean-reversion target, especially in range-bound or post-impulse conditions. 3. READ THE COLOR FOR BIAS Before entering a trade, check the delta color at the relevant support or resistance level. A teal zone below current price strengthens a long bias — institutions were buying there. A pink zone above current price strengthens a short bias — institutions were selling there. 4. SPOT ABSORPTION Large teal bars at price lows or large pink bars at price highs are signs of institutional absorption. These are the exact footprints of Wyckoff accumulation and distribution phases — smart money absorbing retail order flow before the next directional move. 5. COMBINE WITH STRUCTURE Use this indicator alongside your market structure analysis. A key structural level (support, resistance, order block) that coincides with a high-delta POC or dominant color zone has significantly higher probability of holding or acting as a reversal point. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ NOTES ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ • Delta data requires a data provider that supplies volume. The indicator will throw a runtime error if volume data is unavailable for the selected symbol. • The profile updates on bar close and on the last real-time bar to keep the display current without excessive recalculation. • Works on any timeframe and any instrument with volume data: forex, indices, crypto, commodities, equities. • For best results on higher timeframes (daily, weekly), enable the custom timeframe option and select a higher sub-timeframe (e.g., "60") to ensure sufficient historical delta data is available.
Indicatore Pine Script®
di BullBearSR
Fixed Volume Range Profile - FVRPA Fixed Volume Range Profile (FVRP) is a powerful technical analysis tool that shows the trading activity (volume) over a specific, user-selected time period at specific price levels. Unlike traditional volume indicators that show volume by time (at the bottom of your chart), a volume profile shows volume by price (on the side of your chart). Here is a simple way to use it, breaking down what to look for and a practical step-by-step example of this hourly CHWY chart as of 6/6/2026. Option 1: The Pullback Entry at the Value Area Low (Aggressive / Front-Running) If you look at the bottom of your volume profile range, there is a clear boundary marked VAL 20.19 (Value Area Low). The Entry: Right around $20.19 to $20.20. Why: The stock is currently sliding down toward the bottom of its value range. Notice how the price just put in a small bottom wick right near that lower white line before a tiny bounce. Buying near the VAL gives you a highly defined, tight risk-to-reward ratio. Your stop-loss would go just below that lower white line (around $20.10), meaning if the trade fails, your loss is minimal. Option 2: The Breakthrough Entry at the POC (Conservative / Momentum) The most prominent feature on your profile is that bright red horizontal line with the pink label reading POC 21.37. This indicates that $21.37 is the absolute Point of Control—the heavy-weight zone where the most shares changed hands. The Entry: Wait for price to reclaim and break above $21.37, then buy either the breakout or the immediate retest of it. Why: Right now, CHWY is trading below the POC in this example. In volume profile trading, when price is underneath the POC, that massive volume shelf acts as a heavy ceiling of overhead resistance. Buyers who bought at $21.37 are currently losing money and might sell to break even if the price touches it. Waiting for the price to actively cross above $21.37 proves that the buyers have regained control of the asset. Summary Recommendation If you want to catch the absolute bottom of this current range with a very tight stop-loss, watch how price reacts to $20.19. If it holds there, that's your entry. If you prefer confirmation that the downtrend is over before putting your money to work, keep your hands off it until it clears the $21.37 resistance level. 1. The Upside Potential (Your Take-Profit) Because the POC at $21.37 is the highest volume node, it acts like a magnet. Once the price bounces off the bottom of the value area, it naturally wants to gravitate back to that high-density comfort zone. Riding it from ~$20.20 up to $21.37 gives you a solid move of roughly 5.8%. 2. The Clean Risk Management (Your Stop-Loss) The beauty of this setup is that your risk is incredibly small. Because $20.19 is the floor of the value area, if the price drops and closes below that level (say, around $20.05), the trade is immediately invalidated. You can cut the loss quickly for a tiny 0.7% hit. 💡 One Important Caveat to Watch For If you take this trade, treat $21.37 as a hard target to lock in profits, not a place to hold and hope for more. Because it is the POC, price will almost certainly stall, chop sideways, or reject fiercely the first time it hits it from underneath. If you choose to ride it up there, a wise move is to sell most (or all) of your position at $21.37, or at least move your stop-loss up to your entry price to guarantee a risk-free trade.
Indicatore Pine Script®
di stonkstradamus
volume profil multitimeframe**Volume Profile D/W/M — Auction Map** Volume Profile D/W/M is a visual auction-analysis indicator designed to display confirmed Daily, Weekly, or Monthly volume profiles on the chart. It focuses on value areas, volume concentration, auction structure, and important reaction zones. The script is intended for discretionary market analysis and does not generate automatic buy or sell signals. --- ## Overview This indicator builds a volume profile from a selected confirmed period: * Daily * Weekly * Monthly Only one mode is active at a time. The goal is to keep the chart readable while still showing the most important auction levels. The profile highlights where volume was concentrated during the selected period and displays key levels such as POC, VAH, VAL, HVN, LVN, VWAP, Initial Balance, naked POC levels, imbalance zones, confluence zones, and auction-state information. --- ## Main Features ### Confirmed Volume Profile The script draws confirmed profiles from closed periods. This makes historical profiles stable and prevents them from constantly changing after the period has closed. Available profile modes: * Daily profile * Weekly profile * Monthly profile The current developing profile can also be displayed with the dedicated option, but it should be understood as a live preview and not as a confirmed profile. --- ### POC, VAH and VAL The script displays the main volume profile levels: * POC: the price row with the highest volume * VAH: upper boundary of the value area * VAL: lower boundary of the value area These levels are used to read market acceptance, rejection, rotation, and possible return-to-value behavior. --- ### HVN and LVN The script can highlight: * HVN: high-volume nodes, where the market accepted price * LVN: low-volume nodes, where price often moved quickly or found less acceptance HVN levels may act as areas of balance or reaction. LVN levels may act as rejection zones or acceleration zones depending on context. --- ### Bull / Bear Split and Delta Imbalance Rows Each profile row can be split into bullish and bearish volume estimates. This helps visualize whether a price area was dominated by bullish or bearish pressure. The indicator also includes imbalance rows, which highlight areas where one side strongly dominated the row volume. To avoid label clutter, imbalance labels can be displayed as: * a single multiplier label * one label per row * no label The multiplier mode is recommended for normal use. --- ### Confluence Zones The confluence module looks for clusters where several important levels are close to each other. Examples of levels used in confluence: * POC * VAH / VAL * HVN / LVN * Period open / close * Naked POC * Profile high / low * Poor high / poor low * Composite levels A confluence zone does not predict direction by itself. It simply marks an area where several auction references are grouped together. --- ### Naked POC Tracking The script can track previous POC levels that have not yet been revisited. These levels are often watched as potential return-to-value or magnet zones. Naked POC levels include status logic such as: * Fresh * Tested * Respected * Broken * Dead The extension distance can be adjusted so naked POC levels do not appear too far away from the rest of the profile. --- ### VWAP and Initial Balance The indicator includes optional period VWAP and VWAP bands. It can also display Initial Balance levels: * IB High * IB Low * IB Mid * 1x / 2x IB extensions These tools are useful for reading whether price is rotating inside value, expanding away from balance, or failing an attempted breakout. --- ### Auction Dashboard The dashboard summarizes useful auction information such as: * selected mode * current price location * auction state * value relation * POC migration * profile shape * nearest target * risk zone * dominant session * confluence score * POC, VAH, VAL, VWAP and IB information The dashboard is only a reading aid. It should not be used as a standalone trading system. --- ## Beginner Tutorial ### Step 1 — Choose the Profile Mode Start with Daily mode. Daily mode is usually the easiest to understand because each profile represents one completed trading day. Once you are comfortable, you can test Weekly and Monthly modes to read the larger market structure. --- ### Step 2 — Read the Main Levels Start with three levels: * POC * VAH * VAL A simple way to read them: * Price above VAH: market is trading above accepted value * Price below VAL: market is trading below accepted value * Price around POC: market is rotating near the main accepted price * Price between VAH and VAL: market is inside value --- ### Step 3 — Look for Reaction Areas After the basic value area is understood, check: * HVN zones * LVN zones * naked POC levels * confluence zones * VWAP * Initial Balance Do not use every line as a trade signal. The goal is to identify areas where price may react, pause, reject, or accelerate. --- ### Step 4 — Use the Dashboard The dashboard helps summarize the profile state. For example: * If price is above VAH and POC migration is rising, the market may be accepting higher prices. * If price rejects above VAH and returns inside value, it may indicate a failed auction. * If price is near a confluence zone, the area may deserve more attention. --- ## Example Use Cases ### Example 1 — Return to Value Price trades above VAH, fails to hold, and returns inside the value area. A trader may watch for a rotation back toward POC. This is not a direct entry signal. Confirmation should come from price action, market structure, or another method. --- ### Example 2 — POC Magnet Price moves away from the previous POC but later returns toward it. A naked POC or composite POC may act as a reference level where traders expect a reaction or pause. --- ### Example 3 — LVN Acceleration Price approaches an LVN zone. Because LVN zones represent low acceptance, price may either reject quickly or move through the area with speed. The direction depends on context, not on the LVN alone. --- ### Example 4 — Weekly Context, Daily Execution A trader can use Weekly mode to identify larger auction levels, then switch back to a lower chart timeframe to observe how price reacts near those levels. This helps separate macro context from execution timing. --- ## Recommended Timeframes The script is not designed for very low timeframes with heavy settings. Recommended chart timeframes: * 5 minutes and above for Daily mode * 15 minutes and above for Weekly mode * 15 minutes, 30 minutes, or 1 hour for Monthly mode Using the script on a 1-minute chart is not recommended, especially with Weekly or Monthly mode, developing profile enabled, high profile rows, many historical profiles, or multiple visual modules active. Very low timeframes may require too many historical bars or too many drawing objects, which can cause TradingView limits to be reached. --- ## Performance Recommendations For stable use, start with these settings: * Profiles History: 3 * Profile Rows: 48 * Current Developing Profile: Off * Imbalance Labels: Multiplier * Composite Display: Near Profile * Naked POC extension: short distance If the chart becomes heavy, reduce: * profile rows * history count * developing profile * imbalance zones * VWAP bands * Initial Balance extensions * confluence labels --- ## Important Notes This indicator is an analytical tool, not a trading system. It does not predict the market and does not provide guaranteed results. All levels should be interpreted with market context, price action, risk management, and the trader’s own strategy. Volume profile analysis is most useful when combined with structure, trend, volatility, session behavior, and confirmation from price action. Use the script to build a map of important auction areas, not as a standalone reason to enter or exit a trade.
Indicatore Pine Script®
di Alpha_Wizard
Kinetic Action Pro [ZynAlgo]Overview ZynAlgo Kinetic Action Signal is a volume, liquidity, and market-reaction indicator designed to help traders study important participation zones on the chart. The script combines volume distribution, delta-flow pressure, historical reaction anchors, and reaction-based signal conditions so users can evaluate how price behaves around liquidity concentration areas. It is designed to assist with: Identifying major volume concentration zones Monitoring possible support and resistance reaction areas Evaluating bullish or bearish pressure using delta-flow behavior Observing price reactions around dynamic liquidity zones Displaying reaction-based buy and sell signals This script does not predict exact reversal points. It is an analysis tool that highlights areas where price, volume, and reaction behavior may be important. Main Components The indicator is built around four main components: Kinetic Volume Profile Engine Institutional Anchor Tracking Delta Flow Analysis Real-Time Reaction Signal Engine 1. Kinetic Volume Profile Engine The Kinetic Volume Profile Engine scans price and volume activity across the selected analysis range. It divides the price range into multiple profile layers and evaluates volume concentration within each layer. These layers help visualize where market participation has been stronger or weaker. Instead of using a traditional horizontal histogram only, the script displays a curved kinetic wave structure to represent: Volume density Liquidity concentration Directional pressure Stronger market participation zones Areas with higher volume density may indicate zones where the market has previously accepted price or where stronger participation occurred. Kinetic profile example: Volume structure example: 2. Institutional Anchor Tracking The script tracks pivot highs, pivot lows, and structural turning points. These pivot zones are used as anchor levels. Anchors help mark areas where price has previously reacted and where support or resistance behavior may appear again. Anchor zones may represent: Historical reaction levels Support floors Resistance ceilings Liquidity memory areas Previous supply or demand zones When volume density overlaps with anchor areas, the script highlights those zones as areas worth monitoring. 3. Delta Flow Analysis The indicator analyzes positive volume flow, negative volume flow, and net delta accumulation. When delta accumulation is positive, the script interprets current pressure as bullish. When delta accumulation is negative, the script interprets current pressure as bearish. The kinetic structure changes color according to the dominant pressure condition, helping traders visually identify whether bullish or bearish flow is stronger in the selected range. Delta flow example: 4. Real-Time Reaction Signal Engine The reaction signal engine looks for price behavior around support floors and resistance ceilings. A buy signal may appear when: Price touches or reacts near a floor liquidity zone Bullish rejection behavior appears The candle closes bullish above the support area A sell signal may appear when: Price touches or reacts near a ceiling resistance zone Bearish rejection behavior appears The candle closes bearish below the resistance area The signal logic is based on reaction behavior around liquidity areas. It is not designed as a simple breakout system. Reaction signal example: Core Point of Control Logic The Core PoC, or Point of Control, represents the strongest volume concentration zone within the selected kinetic structure. This is the area where the highest amount of volume activity occurred within the scanned range. The Core PoC may help traders identify: Major market acceptance zones Possible equilibrium areas Important liquidity concentration levels Zones where price may react or consolidate The Core PoC is displayed as a dynamic horizontal line and changes color based on the current directional pressure. Anchor Types Ceiling Anchors Ceiling anchors represent upper reaction zones. They may act as: Resistance areas Bearish rejection zones Supply liquidity areas Previous pivot-high reaction levels Ceiling anchors are displayed using Neon Pink. Floor Anchors Floor anchors represent lower reaction zones. They may act as: Support areas Bullish reaction zones Demand liquidity areas Previous pivot-low reaction levels Floor anchors are displayed using Neon Cyan. Breakout Cleanup Logic The script automatically removes anchor zones that become invalid after price fully breaks through them. For example: If price closes below a floor anchor, that floor may be removed If price closes above a ceiling anchor, that ceiling may be removed This helps keep the chart cleaner and allows the script to focus on active reaction zones instead of outdated levels. Inputs and Settings Kinetic Scan Period Controls how many candles are used for kinetic profile scanning. Lower values create a faster and more short-term profile. Higher values create a broader profile that represents a longer analysis range. Profile Resolution Controls the number of volume layers used in the profile structure. Lower values create a smoother profile with less detail. Higher values create a more detailed profile with more precise volume zones. Display Core PoC Line Shows or hides the main Point of Control line. Display Flow Anchors Shows or hides floor and ceiling anchor zones. Anchor Search Length Controls the pivot sensitivity used to detect anchor zones. Lower values create more frequent anchors. Higher values create fewer but stronger structural anchors. Anchor Filter % Controls the minimum volume-density requirement used to display anchor tags. Lower values show more zones. Higher values show only stronger liquidity zones.
Indicatore Pine Script®
di ZynAlgo
HTF Profile Projection | Rainbow MatrixGENERAL OVERVIEW HTF Profile Projection is a live higher-timeframe X-ray. It takes the current, still-forming candle of a higher timeframe (for example the 4H or Daily candle) and projects it to the right of live price, then fills it with a horizontal profile that shows what is happening INSIDE that candle: where volume is concentrating, where buyers or sellers are dominating each price zone, and where price moved through empty space. The goal is to let a trader read the internal structure of the higher-timeframe candle without leaving the current chart. Instead of seeing the 4H candle as a single block, you see its anatomy — the price levels that hold the most activity, the zones controlled by buyers versus sellers, and the thin gaps the candle ran through quickly. Every bar in the profile is built from real chart-bar data accumulated since the higher-timeframe candle opened, not drawn manually. WHAT IS THE THEORY BEHIND THIS INDICATOR? A higher-timeframe candle is a summary. A single 4H or Daily candle compresses hours of two-sided auction into one open, high, low, and close — and in doing so it hides where the volume actually traded and which side was in control at each price. Two candles with an identical body and identical range can have completely different internal structures: one built on heavy buying absorbed near the lows, the other on distribution near the highs. The standard candle cannot show that difference. Most tools that try to surface this are built around the wrong constraint. Single-timeframe volume profiles describe the visible range, not the live higher-timeframe candle. Intrabar dissection tools that read true sub-candle data depend on functions that require additional data subscriptions and will not load on standard plans. HTF Profile Projection takes a different route: it accumulates the chart's own bars since the higher-timeframe candle opened, and distributes each bar's activity across the price range it actually traversed. This reconstructs the internal volume and directional balance of the forming higher-timeframe candle using only standard data feeds — and projects it forward as a single, readable object. The practical value: when price returns to a higher-timeframe candle later, the levels that mattered inside it — the high-volume node, the buyer- or seller-dominated zones, the empty imbalance gaps — are common revisit and reaction areas. Seeing them while the candle is still forming gives structural context that the candle body alone cannot. HTF PROFILE PROJECTION FEATURES The indicator includes these main components: a projected higher-timeframe candle, a range-spread movement profile, automatic resolution, a buy/sell dominance read, imbalance zones, a Point of Control marker, and a live info panel. Multilingual interface and full visual customization. PROJECTED HTF CANDLE 🔹 What It Does Reads the live, still-forming higher-timeframe candle and draws it (body + wicks) to the right of live price, color-coded by its direction. The horizontal profile attaches inside its price range. 🔹 Method The higher-timeframe OHLCV is read via request.security() with lookahead=barmerge.lookahead_off, so no future information is used. The candle and its profile update in real time as the higher-timeframe bar forms — the intended live behavior — and reset cleanly when a new higher-timeframe period opens. If the chart timeframe is at or above the selected higher timeframe, the profile is hidden and a guard note is shown, because one chart bar covering the whole period cannot produce a meaningful internal read. RANGE-SPREAD MOVEMENT PROFILE 🔹 What It Does Splits the higher-timeframe candle's range into horizontal price buckets and fills each with the activity that occurred there. 🔹 Method Since the higher-timeframe candle opened, each chart bar's volume and signed direction are accumulated, then distributed across every bucket the bar's low–high range spans — not dumped at a single midpoint. This range-spread approach makes both the per-zone volume and the per-zone buy/sell balance reflect where price actually traded inside the candle, rather than collapsing onto one level. AUTOMATIC RESOLUTION 🔹 What It Does The number of price buckets is chosen automatically from volatility. The higher-timeframe range is divided by the average chart-candle size (ATR), so each fraction of the profile corresponds to roughly one typical move of the chart timeframe. 🔹 Why It Matters Calmer markets produce a finer profile; volatile markets produce a coarser one. The resolution matches the instrument and timeframe automatically, bounded between 4 and 50 buckets to keep the chart readable. BUY/SELL DOMINANCE (DELTA MODE) 🔹 What It Does In Delta mode (the default), each zone is colored by which side dominated: green for net buyers, red for net sellers, and gray for balanced zones where heavy two-way trade produced no clear winner. Bar length shows the magnitude of the imbalance. 🔹 Method Each chart bar is classified by the sign of close versus open and contributes its volume as signed activity (+ for an up bar, − for a down bar). The net per zone is a direction-based proxy for buy/sell pressure, computed locally on standard data feeds — it is not exchange order-flow data, which Pine cannot access without additional subscriptions. 🔹 Volume Mode Switching Source Metric to Volume colors the profile by a cold-to-hot intensity gradient instead, showing how much traded at each price regardless of direction. IMBALANCE ZONES 🔹 What It Does Price zones with little or no activity render distinctly. A contiguous run of empty buckets marks an imbalance — a price range the higher-timeframe candle moved through quickly with little participation. 🔹 Why It Matters These gaps are not drawn as separate boxes; they emerge from the ABSENCE of activity in the profile. They are common revisit targets, since price often returns to fill ranges it previously skipped. POINT OF CONTROL MARKER 🔹 What It Does A horizontal marker tags the dominant bucket — the price level with the most activity (Volume mode) or the strongest net dominance (Delta mode). A label reports that level's share of the period's total. LIVE INFO PANEL 🔹 What It Shows A compact corner panel reports the higher timeframe in use, the percentage of the period elapsed, the Point of Control price, the number of imbalance zones, and the total higher-timeframe volume. When the chart-timeframe guard is active, the panel collapses to a single notice so the user always gets feedback. 🔹 Customization The panel can be placed in any of the four chart corners and rendered in several font sizes. The display language is controlled by the System Language input. HOW TO USE This indicator is not a signal generator. It is a structural X-ray: it shows the internal anatomy of the forming higher-timeframe candle. 🔹 Setup Set the Higher Timeframe input above your current chart timeframe (for example chart 15m, HTF 4H). The forward candle appears to the right of live price. If the chart timeframe is at or above the HTF, the profile hides and the guard note appears. 🔹 Reading Delta Mode (default) Green zones mark prices where buyers dominated, red where sellers dominated, gray where the auction was balanced. The Point of Control marks the most decisive level inside the candle. 🔹 Reading Volume Mode The rainbow profile shows where the most volume traded. Long bars are high-activity nodes; gaps are low-volume imbalance zones. 🔹 Tactical Reading ◇ A high-activity node is a price the higher timeframe has accepted — a common reaction level on revisit. ◇ A buyer- or seller-dominated zone shows which side controlled that price during the period. ◇ An imbalance gap is a range price ran through quickly — a frequent magnet for later revisits. INPUTS EXPLAINED 🔹 System Language Display language for the panel and labels. Options: English (default), Português, Español, Русский, 中文 (Chinese). 🔹 Higher Timeframe The higher timeframe to project. Must be above the chart timeframe. 🔹 Show Forward HTF Candle Toggle for the projected candle body and wicks. 🔹 Auto-Resolution ATR Length Lookback for the average chart-candle size used to pick the bucket count. 🔹 Source Metric Volume (intensity gradient) or Delta (buy/sell dominance, default). 🔹 Projection Offset / Profile Width Position and maximum horizontal length of the profile to the right of price. 🔹 Spike Threshold / Imbalance Threshold Controls for what counts as a high-activity node and what counts as an empty/imbalance zone. 🔹 Palette Mode Intensity (cold-to-hot) or Bull-Bear (dominance coloring, default). 🔹 Profile Transparency / Show POC Marker Visual styling for the profile and the Point of Control line. 🔹 Info Panel / Position / Font Size Toggle, corner, and size for the live panel. IMPORTANT NOTES HTF Profile Projection works on any chart timeframe below the selected higher timeframe. It is built for liquid instruments with reliable volume data: crypto perpetual contracts, large-cap equities, futures, major forex pairs. On low-volume instruments the profile becomes less reliable. This is a real-time tool. The forming higher-timeframe candle and its profile update intra-period by design; the profile resets when a new higher-timeframe period opens. It uses only request.security() and chart-bar accumulation, so it runs on standard data feeds without footprint() or request.security_lower_tf(). Pine Script v6. Open-source under Mozilla Public License 2.0. UNIQUENESS HTF Profile Projection is unique in how it unifies three reads into one object. Most higher-timeframe context tools stack separate features: a candle outline, fair-value-gap rectangles, and volume-spike markers. This indicator merges them — the forward higher-timeframe candle and its volume-by-price profile are a single object. High-activity zones appear as the profile's longest bars; imbalance zones are not drawn at all, they emerge from the absence of activity in the profile. The buy/sell dominance read is reconstructed from chart-bar direction and distributed across each bar's true price range, so it reflects where the auction was actually contested — and it does this on standard data feeds, without the order-flow subscriptions that comparable intrabar tools require. The combination of a live forward-projected candle, automatic volatility-matched resolution, range-spread accumulation, and dominance-versus-balance coloring produces a structural read that behaves differently from single-timeframe volume profiles and from static fair-value-gap tools.
Indicatore Pine Script®
di rainbowmatrix
1
Volume Profile Daily SessionA highly optimized, session-specific Volume Profile indicator tailored for structural intraday traders. Dynamically tracks volume distributions across custom financial sessions (defaulting to the classic 18:00 - 17:00 next-day cycle) with seamless auto-scaling engine protection to prevent visual distortion across variable zoom profiles. Long Description (for the main publication body) Overview The Volume Profile Daily Session (Fixed Scaling) is an advanced intraday market profile engine built for Pine Script® v6. Unlike standard volume profile tools that distort or stretch uncontrollably when you change zoom levels on high-resolution charts (like the 1-minute or seconds intervals), this script features a precision dynamic bar-time calculation engine. This keeps your histograms perfectly proportioned and contained to their specific trading sessions. By default, the script maps the vital 18:00 to 17:00 Eastern (NY) Time session, perfectly capturing the full futures/forex cycle from the globex evening open right through the following day's high-liquidity New York cash close. Key Features Anti-Distortion Scaling Math: Rewritten drawing engine tracks relative bar count metrics rather than flat millisecond durations. Your profile shapes stay strictly locked into place when zooming in and out. Granular Data Collection: Built with native multi-timeframe fetching, allowing you to sample down to 1-Second micro-bars for ultra-precise value area resolution. Smart Garbage Collection Buffering: Employs an internal memory queue that tracks historic drawing arrays. This completely stops your historical charts from breaking or blanking out when loading long histories. Value Area Analytics: Dynamically segments and highlights inside-value volumes vs. outside-value distributions based on user-defined target thresholds (Standard 70% template default). Interpreting the Visuals Orange Histogram Fill: Represents the Value Area (VA)—the price range where 70% of the session’s volume was transacted. Excellent for identifying institutional acceptance zones. Blue Histogram Fill: Identifies volumes transacted outside of the value area, highlighting volatile breakout ranges or low-liquidity rejections. Red Central Line: The Point of Control (POC)—the single price coordinate that saw the absolute highest volume concentration during the session. Dashed Blue Boundary Lines: The Value Area High (VAH) and Value Area Low (VAL) lines, acting as significant dynamic structural support and resistance benchmarks. Configuration & Settings Inputs Session Timezone: Shift the reporting calculations cleanly to adapt to your preferred global hub asset classes (e.g., America/New_York, Europe/London). Auto Timeframe vs. Manual LTF: Let the script automatically choose the most accurate underlying dataset based on your chart, or uncheck it to force an exact micro-timeframe down to 1S (1 Second). Rows: Adjust the resolution density of the volume histogram bins (ranges from 10 to 150). Hist Width %: Controls the maximum visual projection scale width of the profile.
Indicatore Pine Script®
di lchjie
Polynomial/Linear Regression Volume Profile [BigBeluga]Polynomial/Linear Regression Volume Profile is a state-of-the-art charting framework that blends advanced statistical modeling with localized volume distribution analysis. By evolving past traditional, static horizontal volume profiles, this indicator dynamically curves the volume profile matrix around mathematical trend baselines, giving you a hyper-localized view of value zones, support, and resistance across the trend’s lifecycle. Equipped with a switchable Ordinary Least Squares (OLS) calculation engine, traders can analyze price distribution relative to a straight path (Linear) or an adaptive structural arc (Polynomial). 🔵 RECURSIVE REGRESSION BASELINES Adaptive Curve Fitting Engine: Choose between a straight-line trend tracking framework (Linear) or an advanced second-degree curved path (Polynomial). This non-linear baseline curves dynamically to track real institutional momentum shifts, avoiding the lag or rigid delays typical of standard moving averages. Symmetric Grid Segmentation: The indicator slices the regression space into dynamic parallel layers above and below the center line. These tracking cells act as a structural map of the trend, automatically expanding or contracting based on the mathematical bounds of the lookback period. Standard Deviation Wave Bands: Plots dedicated tracking envelopes at 1, 2, and 3 Standard Deviations. This maps statistical extremes instantly, highlighting key valuation zones directly on the chart. 🔵 CURVED ORDER FLOW PROFILE Dynamic Trend-Anchored Volume Profile: Traditional volume profiles are anchored strictly to vertical price grids. This framework bends the profile horizontally along the path of the regression curve. This ensures volume is localized directly relative to the trend's value matrix rather than arbitrary static prices. Dynamic Point of Control Matrix (POC): The tool calculates cumulative transaction weights across each regression row. The absolute highest volume cluster is highlighted across the entire lookback window as a vivid Point of Control (POC) baseline, serving as a primary target magnet for price discovery. Gradient Density Mapping: Volume bins are colored with a responsive heat-map gradient. Low-volume zones fade into deep baseline tones, while high-volume institutional interest areas light up dynamically, reflecting heavy positional accumulation. 🔵 DATA INTERFACE & CONTROLS Regression Matrix Dashboard (Top-Right): A neat information center providing live metrics, including current trend direction (Bullish/Bearish), the numerical value of the POC level, the exact transactional volume resting at that key node, and structural $\pm3\text{ SD}$ channel limits. Precision Profile Scaling: Adjust the profile width parameters to limit or extend how far back profile bins stretch across your chart space to prevent layout clutter. Complete Style Personalization: Individualized visual controls allow you to switch line architectures (Solid, Dashed, Dotted) across baselines, boundaries, and POC paths. 🔵 STRATEGIC APPLICATION Trading the Trend Value Nodes: Treat the dynamic POC line as a trend anchor. In a strong bullish trend, pullback entries occurring at a highly concentrated, heat-mapped POC node represent low-risk, high-probability entry criteria. Mean Reversion at Statistical Boundaries: When price extends completely out to the dynamic outer channel limit and volume density in that outer bin thins out, look for a swift mean-reversion snapback toward the baseline. Volume Profile Breakouts: Low-volume zones (gaps in the curved profile) indicate price levels that the market skipped quickly due to high momentum. If price breaks past a thick volume node into a low-volume zone, it is likely to sprint quickly toward the next major heat-mapped node. Structural Regime Tracking: Use the upper-right dashboard to instantly evaluate macro status. If the matrix shifts between Bullish and Bearish while price hovers consistently near a high-volume POC, it implies heavy institutional distribution is occurring before the next major expansion. Polynomial/Linear Regression Volume Profile redefines volume structure. By wrapping the laws of order flow directly around mathematical curves, it gives trend traders an elite perspective to trade with precision, statistical logic, and institutional order flow visibility.
Indicatore Pine Script®
di BigBeluga
15
CLBS Reaction ZonesCLBS Reaction Zones is an educational market-structure indicator designed to map important reaction areas on the chart. CLBS stands for Context, Levels, Behavior and Strategy. This script combines multiple market reference concepts into one structured visual map. The purpose is not to generate buy or sell signals, but to help traders observe where price may react, accept, reject, rotate or expand. Main components: • Developing day levels • Previous day levels • Developing week levels • Previous week levels • Developing month levels • Previous month levels • Initial Balance High and Initial Balance Low • Initial Balance range projection • Developing day Point of Control, Value Area High and Value Area Low • Daily, Weekly, Monthly, Quarterly and Yearly VWAP • Optional VWAP bands • Fair Value Gap zones using three-candle imbalance logic VWAP logic: The VWAP hierarchy uses anchored VWAP calculations for different periods. Daily VWAP resets at the start of each new day. Weekly VWAP resets at the start of each new week. Monthly VWAP resets at the start of each new month. Quarterly VWAP resets every three months. Yearly VWAP resets at the start of each new year. VWAP is calculated using cumulative price multiplied by volume divided by cumulative volume for the selected period. Value area logic: The developing day value area uses a simple volume distribution model. Price is divided into buckets, volume is accumulated inside those buckets, and the highest-volume bucket becomes the developing Point of Control. Value Area High and Value Area Low are calculated around the Point of Control using the selected value area percentage. Fair Value Gap logic: Fair Value Gap zones are based on a three-candle imbalance model. A bullish gap is detected when the high from two candles back is below the current low. A bearish gap is detected when the low from two candles back is above the current high. Filled gaps can be removed automatically. How to use: Use this indicator as a market reading map. Watch how price behaves around VWAP, Initial Balance, previous session references, value area levels and fair value gaps. Reaction, acceptance and rejection around these levels can help traders build context. This script is for educational and analytical use only. It does not provide financial advice, investment advice, trading recommendations, buy signals or sell signals. Traders should use their own analysis, risk management and decision-making.
Indicatore Pine Script®
di vikasgehlot1978
Volume Flames (hotchkiss)Volume Flames is a volume analysis indicator designed to visualize the intensity and momentum of market volume as a layered flame structure. Rather than displaying raw volume bars, it transforms volume data into a multi-layered heat gradient that rises and falls like fire — making it immediately intuitive to read at a glance how "hot" or "cold" volume pressure is at any given moment. How it works: The indicator stacks multiple exponential moving averages of volume on top of each other, each smoothed at a progressively faster rate. This creates a flame body with a dense dark core at the base, rising through deep reds and oranges into bright yellows and a white-hot tip. The outermost layer represents raw unsmoothed volume, giving the flame its sharp reactive spikes on high-volume bars. Gradient fills between each layer produce the signature fire glow effect. What the signals mean: White circles appear above the flame tip whenever volume surges significantly above its recent average — these are your burn signals, flagging explosive volume events that often precede sharp price moves. Yellow dots cluster near the base of the flame when volume momentum is building across consecutive bars, giving early warning that heat is rising before a full burn triggers. The dark maroon core columns underneath indicate baseline volume density, helping you distinguish genuine spikes from noise. How to use it: Watch for white circles breaking well above the flame body — that's a volume surge worth paying attention to. When yellow dots begin clustering and the flame layers start widening and brightening, it means momentum is accumulating. The taller and brighter the flame, the more volume pressure is building. A sudden spike of the white raw-volume tip far above the smoothed layers signals an aggressive market participant entering or exiting a position. Best used on: Any liquid asset on any timeframe. Works particularly well on 1m–1h charts for intraday momentum reading, and daily charts for spotting accumulation and distribution phases.
Indicatore Pine Script®
di hotchkiss27
Volume Profile Fixed Range with Value AreaThe Volume Profile Fixed Range with Value Area is an advanced, high-precision volume analysis tool built entirely in Pine Script v6. Unlike standard volume bars that track volume over time, this indicator shifts volume horizontally to track volume over price across a user-defined fixed time range. By utilizing Lower Timeframe (LTF) data routing, this script breaks down historical bars into granular micro-bars, offering a highly precise view of institutional accumulation, distribution, and fair value zones. Key Features Precision Lower Timeframe Routing: Dynamically requests granular intrabar data (request.security_lower_tf) to accurately distribute volume across price steps instead of just relying on daily or standard session close data. True Algorithmic Value Area Calculation: Calculates the standard market profile Value Area (VA) by finding the Point of Control (POC) and expanding outward row-by-row, absorbing the highest adjacent volume chunks until your target percentage (e.g., 70%) is satisfied. Dual-Color Histogram Mapping: Visually separates the "Fair Value" zone from the volume extremes. Rows inside the Value Area are highlighted with a distinct color, while rows outside remain subdued. Dynamic Axis Plotting: Automatically maps the POC, VAH, and VAL prices directly onto your chart's right-hand price scale for effortless level tracking. Visual & Technical Definitions POC (Point of Control): The red line indicating the single price level with the highest concentrated trading volume inside the selected range. VAH (Value Area High): The upper boundary line of the Value Area, acting as a major structural resistance/support level. VAL (Value Area Low): The lower boundary line of the Value Area, acting as a major structural support/resistance level. Value Area (Inside Rows): The highlighted cluster representing the core pricing zone where the heavy auction process took place. How to Use It Select Your Range: Apply the indicator to your chart. Click on your start point and end point to set the precise evaluation window. Identify Support/Resistance: Look for high-volume nodes inside the Value Area to find strong support or resistance. Spot Breakouts: Look for price moving out of the Value Area Low or High into low-volume rows, which often signals high-velocity trend expansions. Input Settings Guide Range Start Time / End Time: Interactive chart anchors to customize the exact range of your volume profiling. Settings Auto Timeframe: When enabled, the script intelligently selects the optimal lower timeframe (down to seconds) to ensure maximum volume distribution accuracy without crashing execution limits. Lower Timeframe: Manually override and hardcode your preferred intra-bar calculation depth if Auto Timeframe is disabled. Rows: Adjust the resolution of the histogram (10 to 150 price steps). Value Area %: Customize your value threshold (Industry standard is 70.0%). Visuals Hist Outside VA / Hist Inside VA: Customize individual color layouts to match your chart's theme perfectly. Extend Lines: Toggle whether you want the POC, VAH, and VAL lines to extend infinitely across the right side of your chart. License & Attribues Language: Pine Script v6 License: Mozilla Public License 2.0 Author: Pechka_Rider
Indicatore Pine Script®
di lchjie