Swing Fibonacci Arcs & Volume Profile [BigBeluga]🔵 OVERVIEW
The Swing Fibonacci Arcs & Volume Profile is an advanced technical analysis indicator designed by BigBeluga to combine geometric Fibonacci arc projections with automated swing-anchored volume profile histograms directly on the chart. Traditional Fibonacci tools rely strictly on linear retracements or horizontal grids, often failing to account for circular expansion paths and volume distribution across structural market swings. To solve this limitation, this script automatically detects significant market swings, projects customizable elliptical Fibonacci arcs with band fills, and computes a detailed volume profile histogram complete with a Point of Control (POC) line.
The indicator visualizes confirmed swing lines, curved arc bands, volume profile distribution boxes, and custom percentage labels. The core calculations track rolling highs and lows, compute elliptical scaling parameters using adjustable horizontal and vertical multipliers, and aggregate volume bins across the active swing structure. Customizable color palettes, arc resolutions, and level toggles allow traders to fine-tune the system across various timeframes and asset classes.
🔵 HOW IT WORKS
The system operates through an integrated architecture where each component dynamically influences chart behavior:
1 — Swing Structure Engine
Swing Detection & Tracking: Scans rolling highest and lowest points using the Swing Structure input. To adapt this feature, set the length shorter (e.g., 30 to 50 ) to capture fast, short-term structural swings for day trading, or longer (e.g., 70 to 150+ ) for swing trading to focus on major macro market turning points.
Visual Line Mapping: Plots confirmed bullish and bearish swing lines using custom user-defined colors alongside real-time unconfirmed dashed projections.
2 — Fibonacci Arcs & Geometric Engine
Arc Expansion & Scaling: Projects elliptical arc bands from swing origins based on standard ratios (0.0%, 23.6%, 38.2%, 50.0%, 61.8%, 78.6%, 100.0%). Horizontal and vertical scaling factors ( Horizontal Scale (X) and Vertical Scale (Y) ) can be adjusted between 0.1 and 10.0 to modify the curvature and width of the arcs.
Resolution & Styling Controls: Adjusts arc smoothness via the Arc Resolution (Segments) input (set between 10 and 100 ) and controls border thicknesses, transparency levels, and individual band fill options.
3 — Volume Profile & POC Engine
Profile Generation: Constructs an automated volume profile histogram anchored to the active swing start point, scaled via the Profile Max Width (Bars) input.
Point of Control (POC): Identifies the highest volume bin within the swing range, rendering a distinct POC line and price label with customizable gradient coloring.
🔵 HOW TO USE
Apart from serving as a comprehensive geometric and order flow mapping tool, the indicator can be applied in several ways:
Identify Curved Support & Resistance Arcs: Monitor the intersection of price action with elliptical Fibonacci arcs (such as the 50.0% and 61.8% levels) to anticipate dynamic reversal zones during market pullbacks.
Analyze Volume Distribution Nodes: Inspect the volume profile histogram extending from the swing origin to spot heavy volume accumulation clusters.
Trade POC Rejections: Use the highlighted Point of Control (POC) line and volume tag as a primary reference level for potential breakouts or retests.
🔵 NOTES
Why this implementation is unique:
It merges advanced elliptical Fibonacci arc geometry with swing-anchored volume profile distributions.
Features dynamic polyline rendering, customizable gradient color fills, and robust array management optimized for Pine Script version 6.
Provides extensive modular toggles for individual arc ratios, line widths, and profile displays.
Indicatore
Volume Profile ML [PickMyTrade]🔷 WHAT IT MEASURES
🔸 A rolling volume profile — traded volume binned across price, weighted triangularly around each bar's typical price rather than spread evenly across its whole range
🔸 Nine properties of every ARRIVAL at a high or low volume node — its share of row volume, rank percentile, local thickness, approach displacement, distance from the Point of Control, position within the profile, volume surge on approach, profile concentration, and position within the Value Area
🔸 An arrival resolves as a hold or a break by real price movement, checked in that order — undecided arrivals are discarded, not counted as failures
🔸 The Point of Control, Value Area, and every high and low volume node redraw on a rolling cadence as the window moves
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🔷 THE ML ENGINE
🔸 A Lorentzian K-nearest-neighbour classifier, weighted by distance rather than counted equally, trained continuously as arrivals resolve — no repainting, no lookahead
🔸 Nothing about a node's absolute price is used as a feature — only how price approached it and what the node itself looked like
🔸 The vote shrinks toward the chart's own base rate when few neighbours are close, so a thin library never reads as confident
🔸 When the nearest analogues in the library aren't actually close, the script says so — "no analogue" instead of a percentage built on a bad match
🔸 Below a configurable warmup count it reads LEARNING, not a guess
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🔷 SIGNALS AND DISPLAY
🔸 A circle marks a high-conviction read, a triangle a standard one — shape carries strength, colour carries direction
🔸 Blue for acceptance, orange for rejection, grey for anything that hasn't earned a direction yet, the same three colours across the profile, the vote, and the dashboard
🔸 An info table with Point of Control, Value Area, library size, the chart's own base rate, and the live analogue distance against its configured ceiling
🔸 3 alertconditions, worded as observations of what the classifier's reading — never as trade instructions
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🔷 INPUTS
Profile Lookback / Rows — bars the profile is built from, and how finely it's binned. Default 240 / 48.
Rebuild Cadence — bars between profile recalculations. Default 5.
HVN / LVN Percentile — the volume percentile a row must clear to count as a high or low volume node. Default 80 / 20.
Re-arm Distance — minimum bars before the same node can register a new arrival. Default 10, floored at the resolution timeout.
K Neighbours / Library Cap — how many analogues vote, and how many resolved arrivals are retained. Default 9 / 100.
Shrinkage Weight — how hard a thin neighbourhood is pulled toward the base rate. Default 4.0.
Max Analogue Distance — the ceiling above which the vote reads "no analogue" instead of a percentage. Default 4.0.
Reject / Break Threshold — how far price must travel back, or close beyond, a node to resolve a test. Default 0.8 / 0.5 ATR.
Resolution Timeout — bars before an unresolved arrival is discarded. Default 25.
Conviction Threshold — vote at or above which an arrival is marked high conviction. Default 0.65.
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🔷 REQUIREMENTS AND LIMITATIONS
🔸 The library is built forward from the chart's own loaded history — scroll back to load more and the script relearns from the new starting bar, so earlier votes can differ from what you saw before. This is bar history dependence, not repainting — no value changes after its own bar closes within a single run.
🔸 On instruments with no volume feed the profile itself carries no meaning, and the dashboard says so rather than showing an empty one anyway
🔸 Below the warmup count a node's own read is thin — the library size travels with every vote so that's never hidden
🔸 This script reports how historical arrivals resolved. It does not predict, and it is not a trading system on its own.
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Built in Pine Script v6. Open source — Mozilla Public License 2.0. Indicatore
TPO Market Profile, Value Area, POC & Initial Balance [LunqFX]A volume profile answers how MUCH traded at each price. A Market Profile answers a different question: how LONG price stayed there. This indicator draws the second one — a TPO profile, built letter by letter from the session's own half-hour brackets, with the Point of Control, the Value Area and the Initial Balance that come with it.
That distinction is the whole reason Market Profile exists as a separate discipline. Price can sit on a level for four hours on thin volume, and a volume profile will draw a narrow bar there while the auction was in fact spending most of its day at that price. Time at price and volume at price are two different maps of the same session, and they routinely disagree about where value actually is.
TPO stands for Time Price Opportunity, and the profile is the shape those opportunities build. It is the same structure floor traders assembled by hand before screens existed, which is why the Point of Control, the Value Area and the Initial Balance are named the way they are rather than the way a modern indicator would name them.
Included: TPO letters per session, the Point of Control, a value area at a percentage you choose, the Initial Balance of the first hour, levels extended to the right, a dashboard reading where price sits against that structure, and alerts on acceptance outside value and on the initial balance breaking.
❶ THE PROFILE AND WHAT IT COUNTS
The session is split into brackets of thirty minutes by default. Bracket one is A, bracket two is B, and so on. A bracket is credited to a price row when it traded anywhere inside that row, and each row is then drawn to the length of the count it collected.
The counting rule matters more than it sounds: a bracket counts ONCE for a row however many bars of that bracket touched it. That single rule is what makes the result a measure of time rather than of activity, and it is the entire difference from the volume profile beside it on your chart.
Brackets are cut from elapsed session time rather than from bar count, so the same profile appears whether you run the chart on 5 minutes or on 15.
A bracket can never be finer than a bar, and the script enforces that rather than letting you ask for something the chart cannot deliver. Request thirty-minute brackets on a one-hour chart and every bar would jump the counter by two, leaving half the brackets empty and the letter view printing A, C, E with the gaps missing. The bracket size is floored at the chart's own timeframe, and the dashboard shows the size actually in use.
The classic letter view — A, B, C printed at every price the bracket reached — is in the settings, and it is worth knowing why it is not the default. A true TPO grid needs one text object per row per bracket: forty rows across twenty-six brackets is more than a thousand objects for one session, against a platform cap of five hundred for the whole script. Packing each row's letters into a single text object instead runs into a second wall, because Pine centres a label's text on its anchor and gives no way to left-align it, so the profile spreads both ways from the anchor and lands on top of price. Rows drawn to their own length say the same thing and can be read at a glance. Both views are one setting apart, and there is a shift control for moving either clear of the candles.
❷ POINT OF CONTROL — THE POC
The price row that collected the most brackets — the price the session spent the most time at. It is drawn as a solid line and its row of letters is coloured gold.
A volume profile has a POC too, and the two are frequently at different prices on the same day. That gap is worth looking at: a volume POC well away from the time POC means the heavy trading and the long acceptance happened in different places, which is usually where the day's argument was.
The POC is where the auction found agreement. Traders use it as the session's magnet: price that leaves it tends to come back to it, and a session whose POC is far from its close often has unfinished business there.
❸ VALUE AREA
The band containing the chosen share of the session's total time, seventy percent by convention. It is built the classic way: start at the Point of Control, then step outward one row at a time, always taking whichever neighbouring row holds more time, until the target is enclosed.
Rows inside the value area are drawn bright; rows outside are dimmed. What you are looking at is the difference between where the market agreed on price and where it merely passed through.
❹ INITIAL BALANCE
The high and low set during the first two brackets — the first hour of the session on default settings. Drawn as two dotted lines.
The Initial Balance is the day's opening statement. A session that spends the rest of the day inside it is balanced and rotational, and its edges are the fade. A session that leaves it early has found a direction, and the break level becomes the reference for the rest of the day. The dashboard says which of the two is happening.
❺ THE DASHBOARD
A header that reads IN VALUE, ABOVE VALUE or BELOW VALUE according to where price sits against the developing profile, the number of brackets built so far, the Point of Control, both value area edges, the Initial Balance range, and whether that balance is still holding.
HOW TO USE IT
1 — Read the header first. In value means the session is balanced and the edges are the trade. Above or below value means price is away from agreement and either seeking a new one or coming back.
2 — Use the Point of Control as the session's magnet. It is the single most-referenced price of the day and the most common target for a return move.
3 — Watch the Initial Balance in the first two hours. Holding inside it points to a rotational day; leaving it early points to a directional one, and that judgement changes which of the levels above are worth trading.
4 — Compare today's value area with yesterday's. Higher value against lower value is the cleanest read of whether the auction is migrating, and it is visible at a glance once several sessions are on the chart.
5 — Read it beside a volume profile, not instead of one. Where the two disagree — heavy volume at a price the market barely spent time at, or the reverse — is where the most information is.
HOW IT WORKS
Sessions come from the symbol's own trading day, so nothing has to be configured per market. Elapsed session time in minutes divided by the bracket size gives each bar its bracket number, which keeps letters tied to the clock rather than to bar count.
When a session closes, its range is divided into the chosen number of rows. For every row the script walks the session's bars and marks which brackets overlapped that row, then counts the distinct brackets and builds the letter string. The row with the highest count becomes the Point of Control. The value area grows outward from it, one row at a time toward whichever neighbour holds more, until the chosen share of total brackets is enclosed. The Initial Balance is the extreme high and low among bars belonging to brackets one and two.
A completed session is drawn once and never touched again. The developing session is rebuilt once per closed bar.
Best used on intraday charts from 5 to 30 minutes, on instruments with a defined session — index futures and CFDs, gold, forex majors, large-cap crypto.
LIMITATIONS — read before relying on any of it
▸ This is a bar-based approximation of a floor-based technique. Classic TPO is built from every price the market printed during a bracket; here a bracket is credited to a row when any bar of that bracket overlapped the row. On low timeframes the two are nearly identical; on higher ones a single wide bar credits its bracket to more rows than the market may truly have spent time in, and the profile widens accordingly. Use 5 to 30 minute charts and the difference stays small.
▸ It needs an intraday chart. A profile is built from many bars inside one session, so on a daily chart or higher a single bar IS the session and there is nothing to divide. The script draws nothing there and the dashboard says so rather than printing a meaningless block. Use 5 to 30 minutes.
▸ Sessions are the symbol's own trading day. On a market that trades around the clock that is the calendar day in exchange time, which is a convention rather than a real auction boundary. Crypto profiles are therefore useful for structure but not for session theory in the futures sense.
▸ Only the most recent sessions are built. Older sessions are skipped entirely rather than drawn and discarded, because building every session of a long history is enough to time the script out. Scroll back far enough and the profiles stop.
▸ The first session on a freshly loaded chart can be partial. The script starts counting a session from the first bar it is given, and if the chart begins in the middle of a trading day that profile covers only the part it could see. It is normally out of range of the sessions actually drawn, but on a very short chart it is the one to distrust.
▸ The row count changes the shape. More rows give a finer profile with a more precise Point of Control; fewer rows smooth it. Two readings are only comparable at the same row count.
▸ The letter view is a compromise, and the default block view exists because of it. Pine caps a script at five hundred drawing objects and centres a label's text on its anchor with no way to left-align it, so neither a true letter grid nor a clean left-anchored letter column is possible. If you switch the letters on, expect them centred on the anchor rather than laid out as a terminal would lay them out.
▸ There is a hard platform limit on drawings. With the default forty rows and five sessions the script stays well inside it, but raising both together will start dropping the oldest rows.
▸ The Initial Balance is the first two brackets, which is one hour on default settings. Traders who define it differently should change the bracket size rather than expect the level to move.
▸ None of this predicts anything. A profile describes an auction that has already happened.
WHY IT IS ORIGINAL
Time at price and volume at price are different measurements, and this publication implements the first. The counting rule — one credit per bracket per row regardless of how many bars touched it — is what separates the two, and it is stated openly here rather than left inside the code.
The parts belong together because they are one object read at four resolutions. The letters are the raw shape. The Point of Control is its densest point. The value area is the band that shape encloses. The Initial Balance is the first hour of it, kept separate because the day's character is decided there. Remove the letters and the levels float above nothing; remove the levels and the shape has to be read by eye.
SETTINGS
▸ Profile — bracket size in minutes, price rows per session, value area percentage, how many sessions to keep. The bracket size is floored at the chart's timeframe, and the profile width is capped at the session's own bar count, so neither setting can be pushed into a state the chart cannot render honestly. ▸ Levels — Point of Control, value area edges, initial balance, and how far levels extend to the right. ▸ Visuals — blocks or letters, profile width and transparency, letter size, how far to shift the profile sideways, neon candles, dashboard and its position.
ALERTS — accepted above value, accepted below value, initial balance broken up, initial balance broken down. All fire on closed bars.
NON-REPAINTING — a completed session's profile is drawn once from closed bars and is never recalculated. Only the developing session updates, and it rebuilds once per closed bar rather than tick by tick.
This indicator is an educational market-analysis tool, not financial advice. It describes the structure of sessions that have already completed and does not predict future prices. Always confirm with your own analysis and manage your risk. Indicatore
Composite HVN/LVN NodesComposite HVN/LVN Nodes
Most volume profile tools show one session at a time. This one accumulates high and low volume nodes across many sessions into a single map, so the prices that keep reappearing stand out from the ones that showed up once.
Each session is profiled separately. Its nodes are extracted and folded into a running composite where repeat sightings reinforce each other, unreinforced levels decay away, and levels price has torn through get demoted. Zones are shaded by relative strength — the darkest bands are the strongest currently on the map.
HOW IT WORKS
Detection finds a run of contiguous rows clearing the threshold, then anchors the zone on that run's actual volume peak. Anchoring on the first qualifying row instead biases every zone toward the lower peak of a multi-peak shelf.
Merging takes the union of two overlapping bands rather than the average of their centres. Averaging places the result in the valley between two shelves, covering neither.
Decay runs at every session close. A node that stops being reinforced fades and is eventually dropped.
Invalidation cuts a zone's weight hard when a single bar rips clean through it.
Conflict resolution removes one of any overlapping HVN/LVN pair. A price cannot be both a shelf and a gap.
Profiles are built from 1-minute intrabars rather than chart bars, so the map is the same on 1m as on 1h. Without this, coarse bars smear volume across rows they only passed through.
DEFAULTS ARE TUNED FOR NQ
Most thresholds are percentages of session range or session volume, so they travel between instruments reasonably well. The session times and the LVN threshold do not.
Sessions: Globex (1800-0930) and New York (0930-1700). For equities, use a single 0930-1600 and disable the other. Sessions must not overlap.
Resolution: 1 minute. The most important setting for consistency. The "Intrabars/bar" readout in the status line shows whether it is active; 0 means it has fallen back to chart bars, which happens past roughly 100k intrabars of history.
Detection: 200 rows, sensitivity 6, HVN 70%, LVN 10%. Roughly one row per point on a typical NQ session range. The thresholds are asymmetric on purpose: 70% is permissive enough to catch shoulders as well as the POC, while 10% is strict because on a liquid instrument nearly everything trades a little and a loose setting produces gaps that aren't really gaps. On thinner instruments 10% may find nothing.
Node width: max 12% of range. Mainly restrains LVNs. At a 10% threshold a genuinely dead pocket can run a long way, and without a ceiling one gap swallows half the range.
Volume weighting — each session's contribution is scaled by how active it was against a rolling 20-session average, capped at 3x either way so one event day cannot dominate. Sessions below 35% of average volume are skipped entirely, which filters holidays and half days on NQ. Set to 0 to disable.
Composite: half-life 50 sessions. Note that is sessions, not days: with both enabled that is two per weekday, so about five trading weeks. Halve it for a faster-moving map.
Conflicts: stronger wins. The lighter of an overlapping pair is removed, ties going to the HVN, since volume that demonstrably traded is harder evidence than volume that didn't. Zones that merely touch are left alone — an HVN against an LVN is a real structure, the edge of a shelf against a gap.
Archive: off. When on, invalidated nodes freeze in place with a dashed border instead of disappearing, so you can see where a level sat and how long it lasted. Useful for review, cluttered live.
ADAPTING IT
Start with the session times; everything depends on those being right. Then check LVN detection, which assumes NQ-like liquidity. If the map is too sparse or too crowded, adjust "Drop below weight" and "Max nodes kept".
NOTES
Nodes are computed at session close and are not recalculated afterwards, but their appearance changes as weights decay and merge — shading is relative to the strongest node currently on the map, not an absolute scale.
TradingView caps drawing objects at 500 boxes. Active and archived nodes share that budget.
This is an analysis tool, not a signal generator. It marks prices where volume repeatedly concentrated or repeatedly didn't. What that means for any given trade is up to you.
Indicatore
Reversal Probability Profile [AlgoAlpha]🟠 OVERVIEW
Reversal Probability Profile maps where confirmed price reversals have historically concentrated. Instead of treating every support or resistance level equally, it builds a price-based profile from confirmed pivot highs and lows and shows which areas have produced the greatest concentration of reversals.
The profile combines pivot-based support and resistance, reversal density, price clustering, and a maximum reversal zone. This gives traders a structured view of where price has repeatedly changed direction and how the density at one level compares with the strongest reversal area in the current calculation range.
Active support and resistance levels also display a normalized Reversal Probability. This value represents the reversal density at that level relative to the highest-density profile bin. It is a relative density measure, not a statistical forecast of the probability that price will reverse.
🟠 CONCEPTS
Pivot High — A confirmed local high where price is higher than the surrounding bars defined by the Pivot Left Bars and Pivot Right Bars settings. These pivots represent historical bearish reversal points.
Pivot Low — A confirmed local low using the same left and right confirmation structure. These pivots represent historical bullish reversal points.
Reversal Probability Profile — A price profile built from confirmed pivot highs and lows. Each pivot contributes to its corresponding price bin and nearby bins according to the Bin Smoothing Radius.
Reversal Probability — The density of a price bin divided by the density of the tallest profile bin. The tallest bin is therefore 100%, while other levels are expressed relative to it. This measures relative historical reversal density rather than a statistical probability of a future reversal.
Max Reversal Zone — The price bin containing the highest smoothed pivot count. It forms the profile's point of maximum reversal density.
Pivot Clusters — Groups of historical pivot prices with similar price locations. The script groups these prices into clusters and uses separate colors to make recurring reversal regions easier to distinguish.
Support and Resistance Levels — Horizontal levels created from confirmed pivot lows and highs. Nearby levels can be filtered using an ATR-based overlap distance so that similar pivots do not produce excessive duplicate levels.
🟠 FEATURES
Reversal Probability Profile — Displays historical reversal density across the visible calculation range, with wider bins representing greater density relative to the maximum reversal zone.
Probability-Labeled Support and Resistance — Displays active pivot levels together with their price and normalized Reversal Probability, while broken levels can remain as faint historical references.
Max Reversal Zone — Highlights the profile bin with the greatest concentration of confirmed reversals and marks its corresponding price level.
Cluster Visualization — Color-codes pivot regions and can display cluster levels and historical pivot markers to show where reversal prices have grouped.
Reversal Alerts — Provides alerts for new support and resistance pivots, level breaks, maximum or high-density zone touches, and bullish or bearish reversal-zone touches.
🟠 HOW TO USE
Start with the profile — Look for the widest sections. These show price regions where confirmed reversals have concentrated more heavily than surrounding areas.
Use the Max Reversal Zone as a reference — It represents the strongest reversal-density bin in the current calculation window and provides the 100% reference used by the other probability values.
Compare active levels by Reversal Probability — A level closer to 100% sits in a region with reversal density closer to the profile maximum. Treat this as relative historical density rather than a forecast of future reversal odds.
Distinguish support from resistance — Green support levels originate from pivot lows, while red resistance levels originate from pivot highs. Watch how price behaves when it returns to these areas.
Read clusters as broader areas of interest — Repeated pivots near similar prices form clusters. These can help identify reversal regions that are supported by several historical turning points instead of one isolated pivot.
Use broken levels for context — When enabled, previously broken support and resistance remain visible as faint dotted references. This helps separate active levels from historical structure.
Adjust Pivot Left Bars and Pivot Right Bars to control sensitivity — Lower values identify smaller local turns. Higher values require broader price structure before a pivot is confirmed.
Adjust the Calculation Lookback and Pivot Memory to control how much historical reversal structure contributes to the current profile.
Use the profile together with current price action — A high-density zone identifies where reversals occurred historically. It does not by itself confirm that price will reverse on the next test.
🟠 CONCLUSION
Reversal Probability Profile combines confirmed pivots, support and resistance, reversal-density profiling, and price clustering in one chart view. It gives traders a relative measure of where reversals have historically concentrated and a way to compare current price levels against the strongest reversal zone.
Indicatore
Precision Volume Profile [AxeAlgo]OVERVIEW
Precision Volume Profile is a native Pine Script volume
profile tool: it rebuilds a full price-by-volume histogram for whatever
range you anchor it to — the visible chart, a fixed bar count, the
current day, week, month, or a custom trading session — and derives the
Point of Control (POC), Value Area High/Low (VAH/VAL), a Prior Period
Value Area with open-type and POC-migration classification, and a
session VWAP with standard-deviation bands, all from the same underlying
bar history.
This is the classic Market Profile / Volume Profile toolkit used to
judge where the market has actually traded the most volume — not just
where price is right now — and how today's activity compares to the
period before it. Everything here runs natively on your own chart data;
there are no external requests, no repainting of confirmed history, and
no hidden calculations.
This script is free and open-source, published so the full methodology
described below is verifiable directly in the source code.
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HOW IT WORKS
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Volume Profile Histogram
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For the selected range, price is divided into rows (automatically sized
to the range, or set manually) and every historical bar's volume is
distributed across the rows its high-low span touches. Each bar's
volume is split into an estimated buy side and sell side based on where
that bar's close sits between its low and high — a bar that closed near
its high is treated as more buy-weighted, one that closed near its low
as more sell-weighted. The row with the most total volume becomes the
POC; rows are colored on a gradient between two configurable colors
based on that estimated buy/sell split, with opacity scaled to each
row's relative strength versus the POC.
Value Area
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The Value Area is expanded outward from the POC two rows at a time —
comparing the volume of the next pair of rows above versus the next
pair below and adding whichever pair holds more volume — until the
accumulated volume reaches the configured Value Area percentage (70% by
default, the standard Market Profile convention). This is the same
textbook two-row-pair expansion method used for both the live profile
and the Prior Period snapshot below, so the two stay directly
comparable.
Anchor Modes
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Six ways to define what range the profile is built from: Visible Range
(whatever's currently on screen), Fixed Bars (a set lookback), Day,
Week, Month, or a fully custom Session (configurable start/end time and
timezone, e.g. 0930-1600 for US regular trading hours). A dotted
vertical line marks exactly where the current profile's lookback
begins whenever that boundary isn't simply the edge of your screen.
Prior Period Value Area, Open Type & POC Migration
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At each period boundary (Day or Week, configurable), the script
snapshots the period that just closed: its Value Area is drawn as a
dashed box extending forward, today's open is classified as Above,
Below, or Inside that prior value, and the new POC is compared against
the previous one to report whether it's migrating up, down, or holding
flat. This is the standard "open-type" read used to gauge whether a
session is likely to be rotational or trending.
Session VWAP & Standard Deviation Bands
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A running volume-weighted average price with up to two configurable
standard-deviation bands on each side, calculated with the same
volume-weighted variance formula as TradingView's own VWAP tool. It can
reset either at calendar midnight or at your custom session's open
time — the same session window used by the Session anchor mode above,
so the two can be kept in sync.
Stats Panel
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An optional on-chart table summarizing the active anchor mode, bar/row
count, POC, VAH/VAL, Value Area width, estimated buy/sell split and
delta, total volume, open type, POC migration, and current VWAP —
everything the script computes, in one place, without needing to
hover over individual lines.
Alerts
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Two alert conditions: price crossing the POC, and price entering or
exiting the Value Area.
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ACCURACY NOTE — HOW BUY/SELL VOLUME IS ESTIMATED
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Pine Script does not have access to real trade-by-trade tape or
bid/ask data on standard bars, so no volume profile indicator can
measure "true" buy versus sell volume directly. This script — like
essentially every volume profile tool on TradingView — estimates it
from each bar's own OHLC: where the close sits between the low and the
high. This is a widely used, reasonable proxy, but it is an estimate,
not measured order flow. Treat the buy/sell split and Delta reading as
directional context, not a precise execution metric.
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HOW TO USE IT
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Add the indicator, pick an Anchor mode that matches how you trade
(Visible Range for manual exploration, Day/Week/Session for a
consistent recurring reference), and set the Value Area percentage if
you want something other than the 70% default. Every input has an
in-editor tooltip explaining exactly what it changes. The Prior Period
panel rows (Open Type, POC Migration) are most useful checked once at
the start of a session; the POC/VAH/VAL lines and histogram are
intended as a persistent reference for the rest of the period.
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REPAINTING & REAL-TIME BEHAVIOR
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The profile, its lines, and the stats panel are only (re)computed on
the most recent bar (barstate.islast) — not on every historical bar —
for performance, and are cleared and redrawn from scratch each time
they update. In Visible Range or Fixed Bars mode this means the profile
legitimately changes as you scroll, zoom, or as new bars form — that's
the tool responding to a different input range, not repainting of a
fixed historical value. In Day/Week/Month/Session mode, once a period
has closed its POC, VAH, and VAL are fixed and do not change on
subsequent reloads; only the currently forming period's profile updates
live as new bars print. The Prior Period Value Area snapshot is
computed once, at the moment its period closes, and is never
recalculated afterward.
============================================================
LIMITATIONS — PLEASE READ
============================================================
- Buy/sell volume is an OHLC-based estimate, not real tape data (see
the Accuracy Note above).
- The Value Area expansion is a discrete two-row-pair algorithm; on
very coarse row counts it can land a percentage point or two away
from the exact target rather than hitting it precisely.
- "Max Bars Stored" caps how much history is kept in memory for
performance; extremely long Fixed Bars or Visible Range lookbacks on
very low timeframes can exceed it and get truncated.
- The custom Session anchor and VWAP session-open reset depend on the
Session Time and Timezone inputs actually matching your instrument's
real trading session — mismatched inputs will produce a
technically-correct but practically meaningless boundary.
- This is a discretionary analysis tool intended to support your own
read of the market, not a mechanical, guaranteed-signal system.
============================================================
RISK DISCLAIMER
============================================================
This script is provided for educational and informational purposes
only. It is not financial advice, and it is not a recommendation to buy
or sell any security or instrument. Trading and investing involve
substantial risk of loss and are not suitable for every investor. Past
performance is not indicative of future results. Always do your own
research and consider consulting a licensed financial advisor before
making trading decisions. Use this indicator, and any alerts it
generates, entirely at your own risk.
============================================================
ORIGINALITY
============================================================
This is original work: the row-building and Value Area expansion
algorithms, the Prior Period snapshot and open-type/migration logic,
the session-anchor handling, and the visual design are all written
from scratch for this script. It is published free and open-source so
the full methodology described above is verifiable directly in the
source code.
Indicatore
HTF Log-Regression Volume Profile [BigBeluga]🔵 OVERVIEW
The HTF Log-Regression Volume Profile is an advanced technical indicator created by BigBeluga to map higher-timeframe logarithmic regression channels combined with an integrated volume profile distribution. Traditional volume profiles are often fixed to standard horizontal ranges or static session boxes that fail to capture curving price trends and logarithmic growth dynamics. In order to provide a solution to this problem, this indicator calculates adaptive higher-timeframe sessions using logarithmic regression curves and standard deviation boundaries, plotting internal volume histogram bins and Point of Control (POC) lines directly onto the chart.
The indicator aims to visualize institutional volume distribution, equilibrium pricing, and structural value areas across multi-bar sessions. The core element of its calculation involves evaluating logarithmic regression slope and intercept metrics alongside session standard deviations defined as:
= f_log_regression(close, htf_length)
float deviation = ta.stdev(close, htf_length)
where slope and intercept establish the curving regression baseline, and deviation dictates the channel width for the volume profile bounds. Higher values of bin counts and channel width multipliers allow the indicator to filter out minor market noise and isolate major high-volume structural nodes.
🔵 FEATURES
The system utilizes a multi-layered matrix structure to provide actionable market intelligence:
1 — Higher-Timeframe Adaptive Engine
Auto HTF Resolution: Automatically adapts higher-timeframe sessions based on the chart's current resolution or allows manual session customization.
Session Tracking & History: Maintains active session boundaries while archiving historical finished sessions up to a user-defined limit.
2 — Logarithmic Regression Channels & Projections
Regression Bounds: Plots session high, low, and equilibrium midlines curved along a logarithmic regression formula via math.exp(intercept + slope * htf_length) .
Level Extensions: Projects session boundaries and midlines forward into future bars using configurable extension limits.
3 — Integrated Volume Profile & POC Tracking
Horizontal Volume Bins: Projects dynamic volume profile histograms inside the regression channel using custom polylines and color-coded delta metrics.
Point of Control (POC): Highlights the highest-volume price node within the active session via a dedicated POC line and provides an interactive statistics dashboard box.
🔵 HOW TO USE
Apart from the basic visualization of regression channels, this tool can also act in alternative ways to support decision-making:
Identify Value Areas via Volume Profile: Observe the horizontal volume bins and the Point of Control (POC) line to spot where the heaviest volume concentration occurred during the higher-timeframe session.
Trade Channel Rejections: Use the upper and lower logarithmic regression boundaries and their forward extensions as dynamic support and resistance zones.
Monitor Buying and Selling Pressure: Check the integrated statistics label displaying buy volume, sell volume, and net delta percentage to gauge order flow dominance within the active session.
🔵 NOTES
Why this implementation is unique:
It merges logarithmic regression channels with an internal volume profile distribution across higher-timeframe sessions.
The dynamic polyline volume profile engine automatically adapts bin widths to curving regression slopes.
The script is fully optimized for Pine Script version 6, utilizing advanced user-defined types, custom arrays, and polyline rendering for maximum performance.
Indicatore
Structural Liquidity & POC Matrix [BigBeluga]🔵 OVERVIEW
The Structural Liquidity & POC Matrix is a clean, automated price action terminal built to track institutional key levels. It isolates important market highs and lows over a set lookback period and instantly projects them onto your chart as trailing liquidity lines.
Additionally, the script calculates a dynamic volume profile between those major high and low structural markers. Instead of scattering lines everywhere, it neatly draws this volume breakdown on the right side of your workspace to reveal exactly where the heaviest trading occurred and highlights the Point of Control (POC).
🔵 FEATURES
The toolkit maps out key market interaction zones using a streamlined structural tracking framework:
1 — Dynamic Liquidity Range Tracking
Automated Sweep Highs & Lows: The engine scans your chart using a set lookback period ( Liquidity Length ) to find key historical highs and lows, drawing sharp levels right at those turning points.
Smart Fading Level Lines: Once a liquidity line is plotted, it trails forward until it hits a customizable timer limit ( Fade Liquidity ). The line smoothly fades out and resets over time, ensuring your chart stays perfectly clean.
Visual Breakout Diamond Markers: The exact moment price action breaks or shifts out of a previously established liquidity level, the script prints a sharp diamond symbol (◆) to flag the market sweep.
2 — Adaptive Sidebar Volume Profile & Matrix
Right-Side Profile Alignment: To keep your workspace completely clear of clutter, the script shifts the historical volume breakdown out of the way, plotting it onto the right margin of your screen ( Profile Offset ).
Structural Volume Distribution: The engine tallies up all volume traded between the active major high and low blocks. It dynamically projects the results as a clean structural polyline matrix block, colored to match the dominant market flow.
Point of Control (POC) Target Line: The system automatically scans your volume data to pinpoint the absolute heaviest volume node ( Point of Control (POC) ). It stretches a bright line ( POC Color ) from the start of the structure all the way through the profile to reveal major institutional fair value anchors.
// Volume Profile Array Bins & POC Target Index Lookup
volBins = array.new(size, 0.0)
for i = start to bar_index
price = close
binIdx = math.floor((price - profBot) / atr)
if binIdx >= 0 and binIdx < size
array.set(volBins, binIdx, array.get(volBins, binIdx) + volume )
maxVol = array.max(volBins)
pocBinIdx = volBins.indexof(maxVol) // Find the exact index of the POC
🔵 HOW TO USE
Integrating these structural matrix lines into an everyday trading plan follows a clear, step-by-step strategy structure:
Isolate the Active Range Boundaries: Monitor the top orange and bottom blue tracking lines to instantly map the current structural playing field. These trailing boundaries reveal exactly where short-term stops and market liquidity pool rest.
Locate the Institutional Fair Value Anchor: Look for the bright yellow Point of Control line stretching across the chart. This level shows you where the largest amount of volume has changed hands, identifying a strong support or resistance anchor for future retests.
Execute Trades Off Range Sweeps: Watch the chart closely when price sweeps past an outer liquidity line and prints a diamond indicator. If price snaps back inside the range, look to ride the reversal momentum straight across the matrix toward the yellow POC target line.
🔵 NOTES
Why this implementation is unique:
It acts as a compact, self-cleaning support and resistance tool by automatically fading out old level lines before they can crowd your screen.
Rather than forcing you to look at a fixed, unmoving session volume profile, it anchors its volume calculation directly between the active high and low price pivots.
The smart polyline rendering engine keeps your trading window uncluttered by cleanly shifting detailed volume histograms entirely over to the right margin space.
Indicatore
Premium and Discount Pivot Matrix [BigBeluga]Premium and Discount Pivot Matrix is an advanced market-structure terminal engineered for TradingView. It maps macroeconomic structural equilibrium by tracking historical price extremes and calculating accurate institutional auction zones.
Instead of printing static linear channels, this framework uses an active multi-pivot state matrix to calculate premium ceiling and discount floor boundaries. It pairs these levels with a real-time 100-Bin Volume Profile Matrix plotted directly at the leading edge of the chart, providing immediate clarity on volume distribution relative to the market's fair-value equilibrium.
NSE:NIFTY
BINANCE:BTCUSDT
🔵 CHANNEL CALCULATION METHODOLOGY
The central core of the indicator relies on a multi-layered geometric calculation engine to establish its tracking bands. The engine follows a distinct three-step sequence to construct the structural matrix:
1. Multi-Pivot Array Extraction Engine
Asymmetric Window Scanning Nodes: The engine scans the chart for structural price peaks and troughs using an adjustable lookback window ( Pivot Left/Right Bars ). For a pivot to be verified, it must be the absolute highest or lowest value within that specified bar radius.
FIFO Array Storage Matrix: When a high pivot is logged, it is pushed into the highPivots array; low pivots are funneled into the lowPivots array. The script features memory guardrails ( Max Pivots to Track ) that automatically shift old elements out of memory, limiting array depth to prevent memory allocation drag.
// Manage Arrays via FIFO (First-In, First-Out) Storage Architecture
if not na(pHi)
array.push(highPivots, pHi)
if array.size(highPivots) > arraySize
array.shift(highPivots)
if not na(pLo)
array.push(lowPivots, pLo)
if array.size(lowPivots) > arraySize
array.shift(lowPivots)
2. Mathematical Boundary Selection
Premium Ceiling Isolation Grid: The terminal continuously runs an evaluation sweep across the active high memory array and extracts the absolute highest peak value using an optimized maximum tracking filter node. This serves as the outer resistance band.
Discount Floor Isolation Grid: Concurrently, the engine sweeps the active low memory array to extract the absolute lowest trough value, setting the hard outer support band floor.
Step-Line Price Plotting Framework: Because it selects the maximum high and minimum low of a rolling historical lookback set, the boundaries plot on your canvas as clean, structural step-lines. These lines only shift when a new macro extreme is logged or when an older extreme drops out of the tracking array.
3. Dynamic Equilibrium Tracking State Machine
Fair Value Midline Matrix: The Equilibrium Midline represents the exact mathematical center of the active trading channel. It calculates the mid-point price by taking the average of the resistance ceiling and support floor arrays.
Structural Shifting Trend Cloud Filters: This midline acts as a real-time tracker for the value center of the asset. The internal state machine monitors this line on every tick and applies dynamic visual treatments: it flashes the Midline Rising Color when the value structure is shifting upward, and instantly mutates to the Midline Falling Color when structural value drops downward.
// Extract Channel Levels
float resistance = na
float support = na
if array.size(highPivots) > 0
resistance := array.max(highPivots)
if array.size(lowPivots) > 0
support := array.min(lowPivots)
// Calculate Midline
float midline = not na(resistance) and not na(support) ? (resistance + support) / 2 : na
🔵 CORE STRUCTURAL LAYOUT FEATURES
1. 100-Bin Volume Profile Distribution Matrix
Intra-Channel Grid Binning Engine: When enabled ( Show Volume Profile at Channel End? ), the indicator runs a localized calculation over a specified historical range ( Volume Profile Lookback ). It divides the vertical space between the resistance ceiling and support floor into 100 equal vertical bins .
Adaptive Transparency Histogram Blocks: It calculates the exact volume distribution for each candle across these bins, scaling the horizontal width of the resulting histogram bars ( Volume Profile Max Width ). Premium distribution bars (above the midline) use an automatic gradient that gets brighter near the resistance ceiling to flag overextended premium supply. Discount distribution bars (below the midline) flash brighter near the support floor to highlight historical institutional accumulation blocks.
2. Volumetric Breakdown & Reversal Markers
Boundary Breach Telemetry Glyphs: The terminal closely monitors interactions with the channel boundaries. If a candle breaks completely out of the rolling step-line range, it triggers high-visibility telemetry circle shapes directly on the chart canvas (Bullish Reversal on downward breaks, Bearish Reversal on upward crosses).
Time-Index Signal Buffer Guards: To prevent messy clutter, the script suppresses repetitive signals using a strict index tracking buffer rule. When a valid breach is confirmed, it stamps the signal with clean text labels tracking the exact transaction volume traded during the breakout bar.
// 100 Bin Volume Profile Matrix Execution snippet
int binsCount = 100
float channelRange = resistance - support
float binStep = channelRange / binsCount
array binVolumes = array.new_float(binsCount, 0.0)
array binHighs = array.new_float(binsCount, 0.0)
array binLows = array.new_float(binsCount, 0.0)
for i = 0 to binsCount - 1 by 1
array.set(binLows, i, support + i * binStep)
array.set(binHighs, i, support + (i + 1) * binStep)
🔵 SYSTEMATIC EXECUTION STRATEGIES & RISK INTERPRETATION
Premium Zone Reversals: When an asset rallies into the upper channel gradient, enters the PREMIUM zone, and tests the resistance ceiling, monitor the 100-Bin Volume Profile. If the profile shows fading volume bars at the highs, look for short setups targeting a mean-reversion move back down to the Equilibrium Midline.
Discount Value Accumulation Trim: When price action drops into the DISCOUNT zone and approaches the channel floor, check the volume profile. Heavy volume concentration at these lows confirms strong institutional interest. Look for long positions here, using the step-line support floor as a strict trade invalidation level.
Equilibrium Breakout Continuations: Watch the behavior of the asset when the Equilibrium Midline shifts color. A sharp upward shift in the midline accompanied by a validated volume expansion signature suggests a structural trend shift, opening up long continuation options up to the premium line.
🔵 INTERFACE CONFIGURATION AND PARAMETERS
Pivot Structure Configuration Blocks: Adjust left/right bar strengths and internal array memory slots to optimize the indicator for short-term swing scalping or long-term macro trend tracking.
Volume Profile Matrix Settings: Fine-tune lookback depths and maximum bar widths to scale the volume profile layout for any financial asset class or chart timeframe.
Styling & Visual Aesthetics Overrides: Fully customize colors for rising structures, falling boundaries, interior gradient fills, and background profiles to integrate seamlessly with your preferred light or dark charting interface.
Transform your charting layout from traditional linear indicators into a highly automated, volume-anchored volatility tracking network with the Premium and Discount Pivot Matrix terminal. Indicatore
NW Volume Profile - Kernel-Smoothed [Dots3Red]📊 NW VOLUME PROFILE - KERNEL-SMOOTHED
A volume profile answers a different question than a normal chart. Instead of "how much traded today," it asks "how much traded at each price." This version applies Nadaraya-Watson kernel smoothing to that profile before reading any level off it — turning a jagged, noisy histogram into the actual underlying distribution of where volume concentrated.
🎯 WHY THIS MATTERS
A raw volume profile is built from independent price bins — each one only knows its own volume, nothing about its neighbors. That makes it noisy: a single oversized candle can create a spike that looks like an important level but is really just where one bar happened to land. Reading real structure off a raw histogram means squinting past that noise.
This script smooths the profile before drawing anything. Every bin's displayed value becomes a weighted average of its neighborhood — nearby bins count heavily, distant bins barely at all, following a Gaussian curve. The lumps from individual candles melt away, and what's left is the true shape of the distribution that was underneath the noise the whole time. All the levels described below — POC, Value Area, HVN, LVN — are read from that smoothed curve, not the raw one.
🧮 HOW THE SMOOTHING WORKS
Each price bin's raw volume gets replaced by:
smoothed(i) = Σⱼ w(i,j) · raw / Σⱼ w(i,j)
where w(i,j) is a Gaussian weight based on how many bins apart i and j are, controlled by the Bandwidth setting. A small bandwidth stays close to the raw histogram; a large one produces one broad, simplified hump. This is genuine kernel regression applied across the price axis, not a moving average or a visual blur — it's the same mathematical technique used in the smoothed lines several Dots3Red scripts already use for slope/trend estimation, applied here to a distribution instead of a time series.
Toggle "Show Raw Histogram Behind" to see the original jagged bars faintly displayed underneath the smoothed profile — a direct before/after comparison on your own chart.
📏 WHAT EACH LEVEL MEANS
🟡 POC (Point of Control) — the single price with the highest smoothed volume. The market's center of gravity for the current window; price tends to be pulled back toward it.
🔵 Value Area — the price region around the POC containing a configurable share of total volume (default 70%). Price trading inside it is trading at a level the market recently agreed was fair — chop and rotation are common here. Price breaking out of it is the market rejecting that agreement, which is often when moves extend rather than stall.
🟢 HVN (High Volume Node) — a secondary local peak in the smoothed distribution. Acts like a sticky zone; price tends to slow down or pause when revisiting one.
🔴 LVN (Low Volume Node) — a local trough where very little volume ever traded. Acts like a thin spot; price tends to move through it quickly rather than lingering, since few positions were ever opened there.
HVN and LVN are drawn as full-width dotted lines across the chart (not just labels at the profile edge), specifically so they stay visible and trackable even after price has moved well away from where the profile itself was drawn.
🧭 HOW TO USE
👀 Start with where price sits relative to the Value Area. Inside it: expect rotation and two-way trade. Outside it: the move has already broken from recent consensus, which historically has more follow-through than reversion.
🧲 Treat POC as a magnet, not a wall. It is the level most likely to be revisited, not a guaranteed reversal point. How price behaves when it gets there — accepted or rejected — is the actual signal, not the level itself.
🐌 Expect hesitation at HVNs. A move approaching an HVN from your prior window is approaching a zone where the market has previously done a lot of business — some slowing or consolidation there is common.
⚡ Expect speed through LVNs. A thin zone with very little historical volume tends to get crossed quickly rather than acting as support or resistance. If price is moving toward one, a fast move through it before finding real support/resistance at the next node is a reasonable expectation.
🔧 Adjust Bandwidth to match what you're looking for. A tighter bandwidth reveals more granular structure (closer to raw); a wider one collapses the profile into its dominant, unmistakable levels. There's no universally correct setting — it depends on whether you want detail or clarity.
💡 EXAMPLE
Say the profile shows POC at 61,200, a Value Area from 60,400 to 62,100, and an LVN line sitting at 59,800. Price later drops to 60,450 — right at the edge of the Value Area. Two distinct scenarios are now readable from the profile: if price holds and turns back up, the 61,200 POC above is the natural target the market has repeatedly gravitated toward. If instead price breaks below 60,400, the empty LVN at 59,800 offers little historical volume to slow the decline — a fast move through that zone before finding the next real level is the more likely path. Same chart, two different expectations, both read directly off the same profile without any additional indicator.
⚙️ SETTINGS
📊 Profile
• Lookback (bars) — size of the rolling window the profile is built from
• Price Bins — vertical resolution of the profile
• Body Volume Only — distribute volume across the candle body instead of the full high-low range
🧮 Kernel Smoothing
• Bandwidth — width of the Gaussian kernel in bin units; controls detail vs. simplification
📏 Levels
• Value Area % — share of total volume the Value Area is expanded to contain
• Node Detection Leg — how many neighboring bins define a local peak/trough
• LVN Max Ratio of POC — how thin a trough must be, relative to POC, to count as an LVN
🎨 Visualization
• Show Raw Histogram Behind, POC Line, Value Area, HVN/LVN Marks — each independently toggleable
• Profile Width — how far the profile extends horizontally
🖥️ Dashboard
• Show/hide, position — displays current POC, Value Area bounds, node counts, and the active window/bandwidth settings
📝 NOTES
This profile is a rolling window — its levels update as the window slides forward with each new bar, which is expected behavior for a volume profile rather than a repainting signal (nothing appears and then vanishes; the underlying window is simply moving). Thin-volume symbols will produce a ragged profile regardless of smoothing settings — this tool is most informative on liquid instruments with consistent volume.
⚠️ DISCLAIMER
This is an analytical and visualization tool. It does not generate trade signals and does not constitute financial advice. Historical volume concentration at a given level does not guarantee how price will behave there in the future. Indicatore
Volume Profile XL**Volume Profile XL — Overview**
Volume Profile XL shows *where* trading activity concentrated across price, rather than just when it happened. It divides price into horizontal bins and draws a sideways histogram: the longer a row, the more volume traded at that price. This reveals the levels the market accepted (heavy rows) and the levels it passed through quickly (thin rows), plus three key reference prices — the POC and the Value Area boundaries.
**The two ways it can display**
- **Per Day (Historical)** — the default. It draws a separate profile over each of the last several periods, sitting on top of that period's candles. This lets you see how accepted price shifted from one day to the next.
- **Combined** — one single profile built from a fixed number of recent bars, drawn off to one side of price. This gives a clean, current read of fair value across the recent move without splitting it by day.
**The three reference markers on every profile**
- **POC (Point of Control)** — the single price with the most volume; the profile's center of gravity.
- **VAH / VAL (Value Area High / Low)** — the top and bottom of the price band containing the chosen percentage of volume. Price inside this band is "in balance"; price leaving it signals the market is exploring new territory.
---
**Mode settings (top of the panel)**
- **Profile Mode** — switches between Per Day and Combined, as described above.
- **Split Up/Down Volume** — when on, each row is colored in two parts, showing how much of that level's volume came from up-closing versus down-closing bars, so you can read buying vs. selling pressure within a level. When off, each row is a single color based on whichever side dominated. Turning it off also halves the drawing load, which lets you display roughly twice as many days at the same detail — the main lever when you want more history on screen.
**Calculation settings**
- **Number of Rows** — how finely price is sliced. More rows means more detail but, in Per Day mode, fewer days fit on screen at once. Fewer rows means a coarser profile but more history.
- **Value Area %** — the share of volume the Value Area captures. Seventy percent is the long-standing market convention; raising or lowering it widens or narrows the VAH–VAL band.
**Per Day (Historical) settings**
- **Period** — whether each profile covers a Day, a Week, or a Month.
- **Historical Lookback (Days)** — how many periods back to draw. If you request more than the screen can hold, it automatically shows as many as fit rather than erroring.
- **Profile Width (% of period)** — how much of each period's horizontal space the widest row fills. Lower values make slimmer, less overlapping profiles; higher values make bolder ones.
**Combined settings**
- **Lookback Bars** — how many recent bars feed the single combined profile.
- **Placement** — draws the profile to the Left or Right of current price.
- **Max Profile Width** — the on-screen length of the busiest row; controls the overall size of the histogram.
- **Gap From Price** — spacing between the profile and the candles.
**Colors & Lines settings**
- **Up Volume / Down Volume** — the two histogram colors.
- **Show POC** and **POC Color / POC Line Style** — toggle the Point of Control line and set its color and style (Solid, Dashed, or Dotted).
- **Show Value Area** and **VA Color / VA Line Style** — toggle the Value Area lines and set their color and style.
- **Label Size** — the size of the POC, VAH, and VAL price tags, from Tiny to Huge.
---
**How to use it in practice**
- **Read the shape first.** Fat rows are magnets where price tends to stall; thin rows and gaps are fast zones price tends to slice through.
- **Watch behavior at the edges.** Price stalling at VAH or VAL and turning back suggests balance and a move toward the POC. Price pushing through an edge and *holding* there suggests acceptance and a possible trend in that direction.
- **Compare day to day (Per Day mode).** Overlapping value areas across days point to a sideways, balancing market; value areas stepping steadily up or down point to a trend. Where today opens relative to yesterday's Value Area is one of the most useful tells for whether the session is likely to rotate or run.
- **Use Combined for the big picture.** When you want one clean map of the current support and resistance shelves rather than a day-by-day breakdown, switch to Combined and place it on whichever side keeps your price action clear.
**A note on the data**
The profile is built from each bar's price range and volume, which is the standard approach for this kind of tool on this platform. It's a close approximation of the true volume-at-price distribution, not a tick-by-tick reconstruction, so treat the levels as high-quality reference points rather than exact measurements. Indicatore
Strong Gradient Channel | ProjectSyndicateStrong Gradient Channel combines a full order-flow volume profile along the slope of a linear-regression channel, splits every price level into real buy and sell mass, grades the auction, and projects a forward route that stays locked inside the channel walls. It is not a channel with an indicator bolted on — the channel, the profile, the order flow and the outlook are one connected engine, and every number on the panel is measured, not invented.
USDJPY
🟥🟩 IMPORTANT INFO: The channel, the volume profile and the deviation walls are all computed over the same regression window, so the tool self-calibrates to whatever you load it on. Defaults are tuned for a wide 480-bar window on HLC3. Works on any symbol and timeframe; on very high timeframes drop the Channel Length so the profile stays representative of current structure.
📐 A Volume Profile That Follows the Trend — the core of this tool. Every other volume profile is drawn as flat horizontal rows, which quietly assumes price has no trend. This one doesn't. The profile is poured along the regression slope, so each row is a parallelogram tracking the channel's gradient. In a trending market that means the POC, the value area and every heavy level sit where volume actually built — on the diagonal — instead of being smeared into a flat histogram that ignores the move. The result is a value map that tells the truth about a sloped market.
🧲 Real Buy / Sell Split, Not Guesswork. Each candle's volume is broken into its internal buy and sell halves using intrabar data pulled from a lower timeframe, then classified by close-location, body-direction, or a weighted blend you control. Every profile row renders as a stacked bull + sell parallelogram, so you see not just where volume traded but which side owned each level. A Delta POC line marks the row holding the largest one-sided imbalance, and rows exceeding mean + 2σ are flagged as institutional — unusually heavy single-level activity.
ES
⭐ POC, Value Area & Naked POC Magnets. The point of control, the value-area high and low, and the profile extremes are all drawn as sloped lines that ride the channel and extend to the right edge with live price labels. On top of that, the script tracks Naked POCs — the point-of-control of unusually strong individual candles — and extends each one to the right as a magnet until price trades back through it, then retires it. Untested value tends to get revisited; this shows you exactly where it lives.
♻️ Contrarian Fade Engine — auction exhaustion at the walls. When price pierces a channel wall and the order flow shows the move is running out of participation, the engine fires a FADE ▲ / FADE ▼ signal graded by a 0–10 conviction score. It isn't a naive "price touched the band" trigger — it reads the auction against the move and only fires when exhaustion and a local extreme line up, with a cooldown so you don't get a cluster of the same idea. Each signal can plot its own target and invalidation line.
🗺️ Scenario Projection — the powerful new part. This is not a hand-drawn arrow. The script walks the live channel forward from the last bar and assembles a route from surveyed structure: 1 · TRIGGER — the first objective. In Channel Extremes mode it rides the wall in the trigger direction; in Key Levels mode it snaps to the nearest POC / VA / ΔPOC. 2 · REVERSE — a retrace of that leg, sized by your ratio. 3 · RETEST — a partial recovery that deliberately fails short of the trigger extreme. 4 · TARGET — the objective on the far side of price: the opposite wall, or the strongest key level. 5 · EXTENSION — a continuation leg toward the far wall, if you enable Extended detail. Trigger direction defaults to Auto, taken from the live net-flow bias (buy/sell split + slope + CVD). Every leg is a clean straight segment, bars-per-leg are allocated proportionally to price travel, and the whole path is clamped inside the sloped walls — so the outlook can span the full channel from the red wall to the green wall without ever looking synthetic or bowing outside structure.
📊 Command Dashboard — every figure measured. A compact panel that reports the whole engine at a glance, in five themed positions and four text sizes: CHANNEL & TREND — price regime (overbought / inside / oversold vs the walls), current price, slope and channel width. LIVE ORDER FLOW — the running buy/sell split and CVD read for the loaded window. VOLUME PROFILE — POC, value-area high/low and delta-POC prices straight off the sloped profile. AUCTION & FADE — the live fade signal, its direction, and its conviction stars. REGIME — a plain-language read of the overall state, including bullish / bearish reversal watches when regime and flow disagree. SCENARIO PATH — the full waypoint list: trigger, reverse, retest, target, extension, with prices and moves.
ETH
🔬 Non-Repainting By Construction. The regression, the profile and all levels are computed on closed bars and drawn on the last bar. Intrabar order flow is read from confirmed lower-timeframe data. Fade signals fire on bar close with a cooldown. Nothing is redrawn backwards once placed.
🎨 Clean Themed Visuals. Five palettes engineered for a pure-black background (Obsidian Aurora, Magma, Plasma, Deep Ocean, Graphite Mono), or full custom colors. Dashed value-area lines, a solid POC, red upper and green lower walls, an optional channel-body fill, a spectral volume-weighted ramp on the profile rows, and a scenario path drawn as a soft-glow core line with diamond waypoint markers, a terminal arrowhead and dotted trigger / target rails. An optional on-chart legend key explains every glyph.
🔔 Built-In Alerts & Standard-Chart Guard. Fade and structure events are surfaced on the panel and chart, firing on bar close. The script refuses to run on Heikin Ashi and Renko charts, because those distort the volume and price action the whole engine depends on — a guard most profile tools quietly skip.
🔧 Fully Customizable. Channel length, source and wall basis (Std Dev / Max Deviation / ATR) with independent upper and lower multipliers. Profile rows, width, anchor side, buy/sell split, value-area percent and every level toggle. Intrabar granularity and classification mode. The full fade filter set — conviction floor, extreme lookback, cooldown, target length. Naked-POC score floor and count cap. The complete scenario set — path detail, anchor mode, trigger direction, projection length, retrace and retest ratios, wall padding, right-extension length. Plus every theme, panel and legend option.
NVDA
🎯 Why this is different. Most volume-profile tools draw flat rows and pretend the market isn't trending. This one pours the profile along the actual regression slope, splits every level into real buy and sell mass, grades auction exhaustion at the walls, tracks untested POCs as forward magnets, and then projects a straight-line route that spans the full channel and stays locked inside it. Value, order flow, structure and outlook — one engine, one honest picture.
🧭 How to use it. · Read the dashboard before the chart. CHANNEL & TREND tells you where price sits relative to the walls; LIVE ORDER FLOW tells you which side is pressing; REGIME gives you the one-line summary. · Use the sloped profile as your value map. Price above a rising POC with buy-heavy rows is a different market than price below a falling POC — the diagonal keeps that distinction intact. Treat the POC and value area as magnets and the institutional rows as heavy shelves. · Watch the walls for the fade. A FADE ▲ / FADE ▼ at a wall with a high conviction score is the engine flagging exhaustion of a push into the extreme — a mean-reversion cue back toward the POC, not a blind reversal. · Treat the scenario as a roadmap, not a promise. TRIGGER is where the first objective sits, TARGET is the logical destination on the far side. In Channel Extremes mode the outlook spans wall-to-wall; switch to Key Levels for a tighter path that snaps to profile structure. If the Auto direction reads the wrong way for your bias, set Trigger Direction to Up First or Down First. · Combine, don't obey. Everything shown is descriptive of current structure, value and order flow — pair it with your own analysis and risk management.
EURUSD
⚙️ Key settings to know first. · Channel Length (default 480) — the single most important dial. It sets the regression window and the profile sample. Longer = the broader, structural channel; shorter = a reactive, local channel. · Source (default HLC3) — what the regression is fit to. HLC3 is smoother and less wick-sensitive than close. · Band Basis + Upper/Lower Mult — how wide the walls sit. Std Dev is statistical, Max Deviation hugs the most extreme wick, ATR is a volatility multiple. Independent multipliers let you build an asymmetric channel. · Trigger / Target Anchor — Channel Extremes makes the outlook span the whole channel wall-to-wall; Key Levels keeps it tight to POC / value area. · Extend Channel Right (bars) — how far the walls, midline and levels (and the room for the scenario) project past the last bar. · Use Intrabar Volume + Classification — the accuracy of the buy/sell split. Blend is the balanced default; turn intrabar off for a lighter, whole-candle read. · Min Conviction Score (Fade) — raise it to see only the highest-quality wall fades, lower it to see more.
⚠️ Important. This is a decision-support tool, not a standalone buy/sell system, and it makes no performance guarantees. Everything it displays is descriptive of current channel position, sloped-profile value, real order-flow split and measured auction state. The scenario path is level geometry rendered forward — a current-state projection that re-solves as structure changes, not a forecast of price, and it carries no probability claim. Volume-split figures are reconstructed from intrabar data and bar geometry, not raw tick data. Behaviour varies by symbol, timeframe and configuration. Always combine it with your own analysis and risk management, and test it on your market before trading it live. Indicatore
Orderflow Suite [martineye15]Orderflow Suite — four order-flow tools in one indicator: Cumulative Volume Delta, footprint bars, imbalance / absorption signals, and a volume profile. Each module toggles independently, so you can run the full suite or just the part you need. CVD gets its own pane; the footprint, signals and profile draw directly on the price chart, so no second script is required.
MODULES
- Cumulative Volume Delta (CVD): running buy-minus-sell volume, with Session / Day / Week / None reset anchoring and a Line, Columns or Candle display (candles show open = previous CVD, close = new CVD, wicks from the intrabar delta extremes). Optional price-CVD divergence: bearish when price makes a higher high while CVD makes a lower high, bullish when price makes a lower low while CVD makes a higher low.
- Footprint bars: the most recent bars are split into price bins, each showing aggregated buy x sell volume, shaded by its net delta, with the bar's highest-volume bin (VPOC) framed.
- Imbalance & absorption: delta-imbalance triangles when |delta| / volume passes a threshold, stacked-imbalance zones when several same-direction imbalance bars line up, plus absorption labels (heavy volume in a tight range near a swing) and exhaustion labels (a new swing high on negative delta, or a new swing low on positive delta).
- Volume profile: a volume-at-price histogram over a lookback window with POC, value-area high / low and the 70% value area, in total-volume or delta-coloured mode.
DELTA ENGINE (please read)
TradingView does not provide a true bid/ask tick feed, so delta here is an approximation, not exchange order flow. Historical delta is estimated from lower-timeframe intrabars: an intrabar counts as buy volume when it closes above its open, sell volume when below, and is split evenly on an unchanged close. On the live bar you can optionally accumulate tick-based delta instead (uptick = buy, downtick = sell). Because TradingView does not store ticks, realtime values built this way can differ from what the same bar shows after a chart refresh. Treat every delta value as an estimate.
ALERTS
Ten conditions: CVD bullish / bearish divergence, bullish / bearish imbalance, stacked bullish / bearish imbalance, absorption at highs / lows, and exhaustion top / bottom.
HOW TO USE
Add it to a symbol that has volume (crypto, futures or stocks — spot forex usually has no real volume, and the tool will tell you so). Intraday timeframes from about 1 minute to 1 hour work best. Turn on the modules you want, set the delta engine (lower-timeframe auto / manual, and optional realtime tick mode), and adjust the per-module thresholds and sizes. Use CVD and its divergences for momentum and non-confirmation, the footprint and profile to see where volume actually traded, and the imbalance / absorption / exhaustion signals as context around swings. Set alerts on any of the ten conditions.
WHAT MAKES IT DIFFERENT
It combines CVD, footprint, imbalance / absorption and a volume profile in a single indicator, sharing one delta engine and drawing the price-chart modules through force_overlay from a lower pane — a combined order-flow view without stacking several scripts. Drawing counts are budgeted internally so the modules together stay within TradingView's object limits.
REPAINTING & LIMITATIONS
Confirmed-bar behaviour is stable: footprints are built on closed bars, CVD divergences use confirmed pivots (so they appear a few bars after the pivot — normal pivot lag, not repainting), and the profile is computed over completed bars. The delta approximation is the main caveat: the live bar's delta is an estimate, and if you enable realtime tick mode, the live values will not match the same bar's historical lower-timeframe values after a refresh — this is inherent to how TradingView exposes data and is noted in the input tooltips. One-second intrabars need a plan with seconds data; without it the tool uses a one-minute fallback, and very old bars beyond the intrabar budget fall back to whole-bar classification. A symbol with no volume cannot produce delta and will show a notice instead.
This is a visual, decision-support tool. It is not a strategy, it places no orders and reports no performance statistics, and it is not financial advice. Indicatore
Intrabar Profile [Kioseff Trading]Hello Traders!
🔹 Intrabar Profile
Intrabar Profile is a lower-timeframe profile tool designed to draw a volume profile or delta profile on each individual candle .
Instead of only looking at where a candle opened, closed, wicked, or changed color, this indicator attempts to show:
Where did volume actually trade inside the bar?
It focuses on answering a deeper question:
What happened inside the candle that normal candlesticks do not show?
volume profile on every visible bar
delta profile on every visible bar
lower-timeframe volume distribution
POC detection per candle
value area visualization
buy-side vs sell-side imbalance display
optional volume-at-level labels
adaptive scaling as the chart zooms in or out
🔹 What the indicator shows
🔸 Intrabar Volume Profile
The indicator reconstructs a mini volume profile for each candle using lower timeframe data.
This allows you to see:
where volume was concentrated inside each bar
which price level had the highest volume
how volume was distributed across the candle range
whether volume was balanced or concentrated near specific levels
This shifts your perspective from:
“this candle closed bullish or bearish”
to:
“where did participation actually take place inside this candle?”
🔸 POC Per Candle
Each intrabar profile includes a Point of Control , or POC.
The POC marks the price level inside the candle where the highest amount of volume was detected.
This helps identify:
where the most trading activity occurred inside the bar
whether volume was concentrated near the high, low, or middle of the candle
potential areas of intrabar acceptance or rejection
where participation clustered before price moved away
🔸 Value Area Per Candle
The indicator can also display a value area for each profile.
The value area is calculated from total volume and highlights the region where the majority of volume occurred inside the bar.
This helps separate:
high-participation areas
lower-participation areas
balanced candles
thin or inefficient areas of the candle
Together, the POC and value area help show the internal structure of each candle instead of only the candle body and wick.
🔸 Intrabar Delta Profile
Intrabar Profile can also switch from standard volume profile mode to delta profile mode .
Delta mode estimates buy-side and sell-side pressure using lower timeframe price movement and volume.
This allows you to see:
where positive delta appeared inside the candle
where negative delta appeared inside the candle
whether aggressive activity was concentrated at the top, middle, or bottom of the bar
when total volume and directional pressure tell different stories
This can help answer:
Was volume only present, or was it meaningfully skewed toward buyers or sellers?
🔸 Volume Profile vs Delta Profile
The indicator includes two profile modes:
VP - displays total volume distribution inside each candle
Delta - displays directional volume imbalance inside each candle
Volume profile mode focuses on:
where participation occurred
where volume was concentrated
where the candle’s POC and value area formed
Delta profile mode focuses on:
which side had more pressure
where buy-side or sell-side imbalance appeared
whether pressure was distributed evenly or concentrated at specific levels
🔸 Adaptive Mini Profiles
The profiles are drawn directly on top of the chart candles and are designed to stay proportional as the chart is adjusted.
This means the visual structure adapts as you:
zoom in
zoom out
stretch the chart
compress the chart
The goal is to keep the profile readable without turning the chart into visual clutter.
🔹 Granularity Options
The indicator uses lower timeframe data to build each intrabar profile.
Available granularity options include:
5-minute
1-minute
1-second
1-tick
Lower granularity can provide a more detailed reconstruction of intrabar activity, depending on the symbol and data available from TradingView.
Important Note
Some lower timeframe data options may require specific TradingView data access or plan availability. If a selected granularity is not available on your chart or account, the indicator can only work with the data TradingView provides.
🔹 How to read it
Each candle can be read as its own mini profile.
larger profile rows show more volume or stronger absolute delta
the POC marks the highest-volume level inside the candle
the value area highlights the primary participation zone
gray areas show volume outside the selected value area
positive delta shows stronger buy-side pressure
negative delta shows stronger sell-side pressure
This helps you compare:
where the candle closed
where the most volume traded
where delta was strongest
whether the candle’s appearance matches its internal activity
🔹 Example interpretations
bullish candle + volume concentrated near the high → possible acceptance higher
bullish candle + heavy volume near the low → possible absorption or delayed response
bearish candle + negative delta near the low → aggressive selling into the bottom of the bar
large candle + thin profile → fast movement with less balanced participation
small candle + heavy profile → high activity with limited price movement
strong delta but weak candle movement → potential absorption or opposition
🔹 Why this indicator is useful
Intrabar Profile gives you a way to look beyond standard candles.
It helps you see:
where volume formed inside each candle
where the candle’s POC developed
whether participation was concentrated or spread out
whether buyers or sellers dominated specific levels
how volume and delta behaved inside the bar
whether the candle’s structure supports or contradicts the price action
Instead of only asking:
“Did this candle close green or red?”
you can ask:
“Where did the trading actually happen inside this candle?”
🔹 Best use cases
studying intrabar volume structure
analyzing candle quality
identifying high-volume zones inside individual bars
spotting possible absorption or imbalance
comparing price action against internal volume distribution
enhancing volume profile, order flow, or liquidity-based analysis
🔹 Inputs you can customize
profile type: VP or Delta
granularity: 5-minute, 1-minute, 1-second, or 1-tick
number of profile rows
buy-side and sell-side colors
POC color
mini profile transparency
value area visibility
volume-at-level labels
🔹 Important note
This script uses lower timeframe data to approximate intrabar volume and delta structure.
This means:
accuracy depends on available lower timeframe data
different symbols may behave differently
1-second or tick data may not be available for every user or market
delta is estimated from lower timeframe price movement and volume
this is an analytical visualization tool, not a predictive engine
Closing Notes
Intrabar Profile is built to show the internal volume structure of each candle .
It helps turn a normal candlestick chart into a more detailed profile-based view of participation, imbalance, and intrabar activity.
As always, thank you TradingView! Indicatore
Liquidity Heatmap MTF [JOAT]LIQUIDITY HEATMAP MTF
A weighted multi-timeframe liquidity-zone heatmap that aggregates pivot-based resting liquidity from up to four higher timeframes (1H / 4H / 1D / 1W by default), decays old pivots over a configurable half-life, and projects the resulting hot bins as a right-side colour strip plus optional horizontal lines that extend back across the chart so the key levels are visible on price. Adds an estimated liquidation-level layer on top — the price ranges where leveraged positions get unwound — and warns when price approaches one.
Why MTF aggregation matters
Single-timeframe liquidity maps miss the structural reality that institutional flow operates on multiple horizons simultaneously. A daily pivot high carries more resting liquidity than a 1H pivot high, but both contribute. Liquidity Heatmap MTF lets you turn on / off each of four timeframes (1H, 4H, 1D, 1W) independently and assign each a weight so the contribution to the heatmap is proportional to your conviction about how much that timeframe matters.
Defaults:
1H weight 1.0×
4H weight 1.5×
1D weight 2.5×
1W weight 4.0× (off by default; enable for macro reads)
Pivots are detected in each HTF context using configurable left/right lookbacks. Each pivot contributes intensity proportional to the volume traded on its bar (with optional log compression for instruments that have rare extreme prints).
Decay — half-life modelled
A pivot from 200 bars ago should not contribute equally to today's heatmap. The script applies an exponential decay:
intensity = volume × exp(−ln(2) × age / halfLife)
The Decay Half-Life input (default 180 bars) sets how quickly old pivots fade. After one half-life, an old pivot contributes half as much; after two, a quarter; and so on. This is the principled way to weight history — it never drops contributions discontinuously and it never lets ancient liquidity poison the current read.
Heatmap grid + hot-zone classification
The price range over the visible lookback (configurable, default 500 bars + 2% padding) is divided into N bins (default 60, capped at 200 by Pine's max_boxes_count). Each pivot's decayed intensity is accumulated into the bin closest to its level. Bins are then normalised against the hottest bin and any bin above the Hot Zone Threshold (default 70% of max) is tagged HOT.
The heatmap is rendered as a vertical strip on the right of the chart (configurable width and gap from latest bar) with bins coloured along a deep-ocean blue gradient — cold bins are near-invisible (transparency floor), hot bins are vivid cyan.
Hot-zone projection across chart (JOAT enhancement)
This is the headline visual: the top hot bins are projected back across the chart as horizontal lines (configurable count, default 5) with price labels, extending back a configurable number of bars (default 120). So you do not just see the heatmap as a right-side strip — you see the key levels on the chart at the price levels they actually occupy. Toggleable.
Estimated liquidation levels (the second layer)
On top of the liquidity heatmap, an optional liquidation layer estimates where leveraged positions get stopped out. Each significant HTF pivot extreme gets a projected liquidation level at:
liq_level = pivot ± (ATR × liqPad)
Configurable liqPad (default 0.5 ATR). Configurable caps on liquidation lines above (default 4) and below (default 4) the current price. Lines extend right by a configurable bar count. When price comes within liqAtrMult × ATR of a liquidation line, the !LIQ alert fires and the line is rendered in the accent colour (the only off-family colour in the palette — bright orange).
The liquidation logic is intentionally conservative — pivots provide the structural anchor; the ATR pad is the only configurable variable; lines are capped to avoid clutter.
Dashboard
Monospaced table positionable to any of nine corners. Surfaces:
Active timeframes and their weights.
Total pivots tracked.
Hottest bin price and intensity %.
Hot-zone count.
Liquidation lines above / below current price counts.
Distance (in ATR units) to nearest liquidation line.
Last hot-zone activation with bar-age.
Visual system
Heat strip (toggleable width / gap / transparency).
HOT tags on hottest bins (toggleable).
Optional strip border.
Horizontal hot-zone lines extending back across the chart (toggleable, capped, configurable length).
Liquidation level lines above and below (toggleable, capped).
LIQ labels (toggleable).
A locked Deep Ocean palette (bathypelagic blue gradient on near-black, with the bright orange #FF6B00 reserved exclusively for liquidation warnings) gives the chart a distinct institutional liquidity-map identity.
Alerts
Three alert conditions, each independently controllable, each cooldown-gated:
Hot Zone Activated — fires when a new bin crosses the hot threshold.
Approaching Liq Level — fires when price comes within liqAtrMult × ATR of a liquidation line.
New HTF Pivot Added — fires when a new HTF pivot is detected and added to the cache.
A configurable cooldown (default 8 bars) prevents back-to-back alert spam.
How to read it
Three reads, in order of conviction:
Approaching Liq Level alert — the most actionable single signal. Price is within striking distance of estimated leveraged-position stop-out levels. Liquidations tend to be self-fulfilling on the way in (cascade through stops) and exhaustive at the extreme (no more sellers / buyers left after the cascade).
Multi-timeframe hot zone — when a hot bin is contributed to by more than one HTF, it is by definition more significant. The hot line projections show you which levels are MTF-confluent.
New HTF Pivot in 1D or 1W context — these are the slowest-moving structural events. A new daily or weekly pivot reshapes the heatmap meaningfully.
Suggested settings
Defaults (1H/4H/1D enabled, weights 1.0/1.5/2.5, decay half-life 180, hot threshold 70%) are tuned for intraday-to-swing trading on liquid futures, FX, and crypto. For pure scalping, disable 1D / 1W and raise 1H weight. For pure macro, enable 1W and raise its weight; reduce 1H to 0.5×. The liqPad default 0.5× ATR is conservative — raise to 1.0× for more cautious liquidation projections.
Originality
The implementation — the MTF pivot aggregation pipeline with per-TF weights, the exponential half-life decay model, the bin-grid heatmap with hot-zone threshold, the cross-chart hot-line projection layer, the ATR-based liquidation level estimator with above/below caps, the cooldown-gated multi-alert engine, and the deep-ocean palette with the orange liquidation accent — is JOAT-original. No third-party code reused. The "liquidity map" concept comes from professional desks; the implementation here is purpose-built for Pine v6 with bar data only.
Limitations
Estimated liquidation levels are an inference from pivots and ATR — Pine cannot read actual leverage data or aggregated futures funding/open-interest. The lines mark where stop clusters are statistically likely to sit, not where they actually do. Pine's max_boxes_count caps the grid at 200 bins; the script clamps to 200 max even though the input allows higher requests. MTF pivots use request.security in non-lookahead mode, so they are non-repainting once confirmed at their HTF.
—
-made with passion by jackofalltrades
Indicatore
VP AERA ANCHORED vp aera anchored
vp aera anchored is an anchored volume profile tool designed to display a fixed market profile from a selected anchor point, with value area levels, poc, vah, val, anchored vwap levels, market structure context, liquidity information, bull versus bear pressure, dominance, projection and a compact institutional dashboard.
the goal of this tool is to help traders read where volume has been accepted, where price is reacting around value, and whether current conditions are showing more bullish, bearish or neutral pressure.
this indicator is designed for market analysis. it does not place trades, does not predict the future and does not guarantee any result. every signal and level should be confirmed with price action, market structure, liquidity, session context and risk management.
main concept
the script builds a volume profile from a chosen anchor window.
the profile shows where volume was concentrated inside the selected range.
the poc marks the highest volume price area.
the vah marks the upper boundary of the value area.
the val marks the lower boundary of the value area.
the anchored vwap levels show the average traded price of the selected window and multiple deviation levels around it.
the dashboard summarizes useful information such as price location, structure, order book proxy, bull versus bear balance, dominance, projection, liquidity, vwap distance, value area width, window size and last signal.
anchor modes
screen left lock
this mode anchors the profile to the left side of the visible chart.
when you move or zoom the chart, the profile recalculates from the visible left edge.
this is useful for active chart reading and discretionary analysis.
bars back
this mode uses a fixed number of bars.
for example, if bars back is set to 300, the profile uses the last 300 bars.
this is useful when you want a stable rolling profile.
date
this mode starts the profile from a selected date.
this is useful for anchored analysis from a major high, major low, news event, session start, weekly open, monthly open or important market turning point.
profile settings
rows
controls the resolution of the volume profile.
more rows create a more detailed profile with thinner price levels.
fewer rows create a smoother and simpler profile.
max profile width
controls the visual width of the profile on the chart.
higher values make the profile extend further to the right.
lower values keep the profile compact.
high-resolution volume distribution
when enabled, volume is distributed across the full candle range.
this gives a more refined profile than assigning all candle volume to one price area.
delta coloring
when enabled, the profile colors rows using a buy versus sell split proxy.
when disabled, the profile uses a volume intensity gradient.
value area settings
value area percentage
sets how much volume is included in the value area.
the default value is commonly used to represent the main area of volume acceptance.
poc
shows the point of control.
the poc is the price area with the highest traded volume inside the selected profile window.
vah
shows the upper value area boundary.
price above vah can indicate that price is trading above the main accepted value area.
val
shows the lower value area boundary.
price below val can indicate that price is trading below the main accepted value area.
extend levels to current bar
when enabled, poc, vah, val and vwap levels extend toward the current bar.
this makes the levels easier to use as active reference zones.
anchored vwap levels
the anchored vwap is calculated from the same window as the volume profile.
this makes it aligned with the selected anchor instead of using a standard session-only vwap.
vwap
the central anchored vwap line shows the volume-weighted average price of the selected profile window.
vwap plus 1 sigma and vwap minus 1 sigma
these are the first deviation levels around anchored vwap.
they can act as normal reaction zones during balanced market conditions.
vwap plus 2 sigma and vwap minus 2 sigma
these are wider deviation levels.
they can help identify stronger extension from the anchored average.
vwap plus 3 sigma and vwap minus 3 sigma
these are extreme deviation levels.
they can help identify stretched market conditions, but they should not be used alone as reversal signals.
how to use vwap levels
when price is above anchored vwap, the window is generally showing stronger bullish positioning.
when price is below anchored vwap, the window is generally showing stronger bearish positioning.
when price returns to anchored vwap after an extension, the level can act as a balance or reaction zone.
when price holds above vwap and rejects lower deviation levels, buyers may still be defending value.
when price holds below vwap and rejects upper deviation levels, sellers may still be defending value.
dashboard guide
price loc
shows whether price is above value, below value or inside value.
above value can show bullish expansion.
below value can show bearish expansion.
inside value can show balance or consolidation.
structure
shows the current structural bias based on market structure logic.
bullish means price has recently shown bullish structure.
bearish means price has recently shown bearish structure.
neutral means no clear structural bias is active.
order book
this is a proxy reading based on volume and candle range behavior.
it is not direct exchange order book data.
bid means the proxy is leaning toward buyer pressure.
ask means the proxy is leaning toward seller pressure.
bull vs bear
shows a simple pressure gauge.
the gauge stays in the original bar style.
green means bull pressure is dominant.
red means bear pressure is dominant.
the numbers show the estimated bull and bear balance.
dominance
shows which side currently dominates the pressure model.
bull dominance means buyer pressure is stronger.
bear dominance means seller pressure is stronger.
neutral means neither side has a strong advantage.
projection
summarizes the current read from signal, structure, value and pressure context.
bullish projection means conditions are leaning upward.
bearish projection means conditions are leaning downward.
neutral projection means conditions are not clearly directional.
liquidity
shows whether a recent liquidity sweep is detected.
low sweep can show downside liquidity being taken before a possible recovery.
high sweep can show upside liquidity being taken before a possible rejection.
no sweep means no active sweep is detected.
vwap
shows the anchored vwap value when vwap levels are enabled.
vwap dist
shows how far price is from anchored vwap in percentage terms.
positive distance means price is above anchored vwap.
negative distance means price is below anchored vwap.
va width
shows the width of the value area as a percentage of price.
a narrow value area can suggest compression.
a wide value area can suggest broader distribution.
window
shows how many bars are used in the current profile calculation.
last signal
shows the most recent buy or sell signal generated by the script logic.
buy and sell engine
the signal engine combines several filters.
liquidity sweep
the script can require price to sweep a previous swing before triggering.
bos or choch confirmation
the script can require structural confirmation.
test at va edge or poc
the script can require price to react near val, vah or poc.
ema trend filter
the script can optionally require price to align with an ema trend filter.
signal cooldown
the cooldown prevents too many signals from appearing too close together.
beginner tutorial
step 1: start with screen left lock
use screen left lock when learning.
zoom the chart so the visible window starts from an important swing high, swing low or consolidation.
the profile will build from the left visible edge.
step 2: read poc first
find the poc.
if price is above poc, buyers may have control of the current profile window.
if price is below poc, sellers may have control of the current profile window.
if price is moving around poc, the market may be balanced.
step 3: read vah and val
vah is the upper value boundary.
val is the lower value boundary.
inside vah and val, price is inside accepted value.
outside vah and val, price is outside the main accepted value area.
step 4: enable anchored vwap levels
turn on anchored vwap levels when you want an extra institutional reference.
watch how price reacts to vwap, plus 1 sigma, minus 1 sigma, plus 2 sigma and minus 2 sigma.
step 5: use the dashboard
check price loc, structure, order book, bull vs bear, dominance and projection.
do not use one line alone.
look for agreement between several dashboard rows.
step 6: confirm with the chart
before using any signal, check:
trend direction
support and resistance
market structure
candle close
volume reaction
session context
risk to reward
step 7: avoid blind entries
a buy signal near val or vwap support can be stronger than a buy signal in the middle of nowhere.
a sell signal near vah or vwap resistance can be stronger than a sell signal in the middle of nowhere.
example 1: bullish value reaction
price trades near val.
liquidity shows a low sweep.
structure turns bullish.
bull vs bear becomes green.
price reclaims anchored vwap.
this can suggest that buyers are defending value and that downside liquidity was absorbed.
a beginner should still wait for a candle close and define invalidation below the reaction zone.
example 2: bearish value rejection
price trades near vah.
liquidity shows a high sweep.
structure turns bearish.
bull vs bear becomes red.
price rejects anchored vwap or an upper vwap deviation level.
this can suggest that sellers are defending the upper value area.
a beginner should still wait for price confirmation and define invalidation above the rejection zone.
example 3: balanced market
price is inside the value area.
price is close to poc.
dashboard projection is neutral.
dominance is neutral.
bull vs bear is close to 50 and 50.
this means the market is not clearly directional.
a beginner should avoid forcing trades and wait for price to leave value or react at a stronger level.
example 4: trend continuation above value
price is above vah.
structure is bullish.
bull pressure is dominant.
price holds above anchored vwap.
pullbacks to vah or vwap may become continuation areas.
a beginner should avoid shorting only because price looks high.
example 5: bearish continuation below value
price is below val.
structure is bearish.
bear pressure is dominant.
price holds below anchored vwap.
pullbacks toward val or vwap may become rejection areas.
a beginner should avoid buying only because price looks low.
example 6: vwap extension
price moves far above vwap plus 2 sigma or plus 3 sigma.
this shows strong upside extension.
it can continue during strong trends.
wait for loss of structure, rejection or dashboard shift before assuming reversal.
example 7: vwap mean reversion
price moves away from anchored vwap and later returns to it.
anchored vwap can become a reaction zone.
if price accepts above it, buyers may regain control.
if price rejects below it, sellers may remain in control.
suggested beginner settings
anchor mode: screen left lock
rows: default
value area: default
show poc: on
show vah and val: on
extend levels: on
anchored vwap levels: off at first, then on when comfortable
vwap deviation levels: 3
enable signals: on
require liquidity sweep: on
require bos or choch confirmation: on
require va edge or poc: on
ema trend filter: optional
practical workflow
choose the anchor mode.
identify the current poc, vah and val.
check if price is inside value, above value or below value.
enable anchored vwap levels if needed.
watch the dashboard for structure, dominance and bull versus bear pressure.
wait for price to react at poc, vah, val, anchored vwap or vwap deviation levels.
confirm with candle close and market structure.
plan risk before any trade idea.
best use cases
anchored volume profile analysis
value area trading
poc reaction analysis
anchored vwap confluence
bull versus bear pressure reading
liquidity sweep context
trend continuation analysis
reversal preparation
range and balance identification
discretionary trading confirmation
important limitations
the order book row is a proxy, not direct order book data.
vwap levels are based on the selected profile window.
signals are based on historical chart data.
strong trends can stay above value or below value for a long time.
a level is not a trade by itself.
no indicator can guarantee direction, win rate or profit.
risk note
this tool is made for technical analysis and educational market study. it should be used with independent confirmation, proper position sizing and risk management.
Indicatore
Dual Log Regression Channels [BigBeluga]Dual Log Regression Channels is a highly advanced multi-timeframe mathematical modeling terminal engineered for TradingView. It maps, projects, and blends two independent logarithmic regression channels directly onto your asset layout screen to deliver an institutional-grade perspective on trend structure, market cycles, and structural volume distributions.
By separating price discovery parameters into a long-term Macro Channel and an execution-focused Short Term Channel, this tool effectively resolves the classic trader conflict of assessing structural trend directions while looking for immediate micro execution setups. Rather than treating market space as flat, standard geometric lines, this engine runs an advanced curve-fitting algorithm over your data to follow the exponential nature of capital expansion and distribution.
🔵 INTUITIVE SYSTEM ARCHITECTURE & ENGINE FEATURES
1. Logarithmic Regression Curve Optimization
Non-Linear Structural Tracking: Standard linear regression struggles with volatile crypto or high-growth equity trends over massive lookback structures. This script continuously converts incoming data matrices into mathematical log-space, computes a best-fit ordinary least squares (OLS) linear progression, and converts the output back into exponential value curves.
Dual Horizons Convergence Layer: Tracks an extensive trend anchor block (defaulting to 300 bars) simultaneously with a highly responsive, high-velocity swing lookback matrix (defaulting to 50 bars). This exposes localized micro contractions occurring right at major macro boundary extremes.
Visual Deviation Spacing Bands: Channels automatically map out distinct volatility boundaries based on real-time Standard Deviation multipliers. This defines predictable mathematical risk corridors where asset expansions typically exhaust and snap back toward the median baseline.
2. Predictive Channel Extension & Real-Time Trend Direction Arrows
Dynamic Origin Trend Arrows: The engine processes a dedicated directional diagnostic framework at the precise historical start (origin node) of each lookback channel. It generates sharp, high-visibility glyph trend arrows ( ⇗ for structural uptrends and ⇘ for structural downtrends). These arrows offer an instant, real-time assessment of the mathematically calculated baseline slope, entirely bypassing visual guesswork when channels run relatively flat.
Forward-Projected Space Models: When enabled, both the Macro and Short-Term structural bands project forward into the future chart space blank zone (e.g., 50 bars ahead for Macro, 20 bars for Short-Term). This lets you visually identify intercept locations and major trend crossroads long before price action arrives.
3. Adaptive Embedded Channel Volume Profiles (VP)
Integrated Block Volume Binning Matrix: Moving beyond basic fixed or visible range volume profiles, this module segments and collects transacted volume profiles exclusively inside the exact coordinate boundaries of each respective channel.
Dynamic Coordinate-Aligned Shading Bars: The volume profile rows scale and project outward utilizing advanced polyline geometry arrays, maintaining structural alignment with the slope of the moving channel boundaries.
Point of Control (POC) Trailing Baselines: Automatically tracks and renders a crisp, high-visibility solid horizontal baseline ( POC Line ) marking the exact price bin location that attracted the highest volume concentration throughout that lookback phase.
4. Volumetric Delta Tracking Panels
Buy vs. Sell Volume Accumulation Blocks: Aggregates total execution volume during the lookback period, classifying volume based on bar polarity.
Net Order Flow Delta Percentages: Computes and prints the precise net mathematical buying/selling pressure delta inside the channel. This reveals quiet accumulation behavior or hidden distribution trends directly alongside your spatial boundary drawings.
🔵 SYSTEMATIC EXECUTION STRATEGIES & RISK INTERPRETATION
Confluence Zone Intercept Trading: Look for setups where the Short Term Channel’s outer standard deviation boundaries align directly with the Macro Channel's major structural lines. When a high-velocity micro asset trend exhausts itself at a long-term macro floor or ceiling, it marks a highly efficient, asymmetric inflection zone for trend continuation entries or macro reversals.
Volume Profile POC Mean Reversion Matrix: The volume profile POC lines show where massive institutional blocks shifted hands inside that channel's lifespan. If the market stretches thin near an upper outer boundary but net volumetric volume indicators begin shifting toward seller control, look for a swift mean-reversion move down toward the high-liquidity POC baseline node.
Trend Acceleration vs. Overextended Breakouts: When an asset forces a candle close completely outside the projected log channel boundaries, it flags an exceptional shift in trend velocity. If the Volume Delta percentage prints an explosive spike in that direction, it supports a trend acceleration play. If volume is thin, it warns you of a predatory, overextended fakeout structure that is likely to snap back into the central channel values.
🔵 INTERFACE CONFIGURATION AND PARAMETERS
Lookback & Deviation Tuning Blocks: Customize historical calculation boundaries and volatility widths separately for both trend layers to match any asset class or time frame preference.
Volume Profile Customization: Control the precise resolution of the volume profile by adjusting row count bins and max bar widths to match your specific layout.
Clean Workspace Overrides: Toggle visibility filters to hide median baselines, remove raw background asset lines, or completely customize color theme hex codes to fit cleanly within your setup without causing visual clutter.
Transform your charting environment from basic straight lines into an exponential, volume-weighted structural map with the Dual Log Regression Channels terminal. Indicatore
Dual Profile Structure Map [JOAT]Dual Profile Structure Map
Introduction
Dual Profile Structure Map is an open-source session volume profile indicator that computes Point of Control, Value Area High, Value Area Low, and Initial Balance levels for the current session and displays them as a horizontal histogram overlaid on price. Unlike fixed-range or visible-range profiles, this indicator uses time-based session segmentation — the profile represents only the bars within the current trading day, updating continuously as each bar closes.
The profile answers a specific question: where was the majority of trading activity concentrated in the current session, and what are the structural reference levels that follow from that activity? The Initial Balance (the range of the first hour of the session) provides context for whether subsequent price behavior is an extension or a rejection.
Core Concepts
1. Volume Profile Calculation
Price range is divided into configurable bins. Each bar's volume is allocated to the bins that overlap its high-low range, proportionally by the fraction of the bar that falls within each bin. The result is an array of volume-at-price values for the session:
for b = 0 to nBins - 1
float binLo = profileLow + b * binSize
float binHi = binLo + binSize
float overlap = math.min(high, binHi) - math.max(low, binLo)
if overlap > 0
vol_at_bin += volume * (overlap / (high - low))
2. Point of Control and Value Area
The Point of Control (POC) is the bin with the highest volume — the price level where the most trading occurred. The Value Area is computed using the standard 70% rule: starting from the POC, adjacent bins are added to the value area (choosing the higher-volume adjacent bin each time) until 70% of session volume is captured. The resulting Value Area High (VAH) and Value Area Low (VAL) define the range where value was accepted.
3. Initial Balance
The Initial Balance uses the high and low of the first configurable number of bars after session open (default: first 4 bars on a 15-minute chart = first hour). IB High and IB Low are drawn as horizontal lines across the chart. Price trading above IB High is bullish extension; below IB Low is bearish extension; inside the IB is balance.
4. Histogram Rendering
Volume bins are rendered as horizontal bars extending leftward from the right edge of the session. Bar width is proportional to relative volume. The POC bin uses a distinct color. Value area bins use a softer fill. Bins outside the value area use the dimmest fill. This creates the standard volume profile "bell curve" visualization.
Features
Session volume profile: Real-time per-session histogram updated bar by bar
Point of Control (POC): Highest-volume price bin with labeled line
Value Area (VAH/VAL): 70% volume concentration band with boundary lines
Initial Balance High/Low: First-session-period range with horizontal level lines
Configurable bin count: Controls granularity of the volume distribution
Session reset logic: Profile resets at each new session boundary
Candle coloring: Candles painted by position relative to POC and value area
Dashboard: Current POC, VAH, VAL, IB range, and session volume total
Input Parameters
Profile Configuration:
Number of Bins: Price level granularity for the profile (default: 24)
IB Bars: Number of bars defining the Initial Balance period (default: 4)
Session Type: Trading session boundary for profile reset
Display:
Histogram Width: Maximum bar width in chart bars (default: 30)
Show POC Line toggle
Show Value Area toggle
Show Initial Balance toggle
Show Candle Color toggle
How to Use This Indicator
Step 1: Identify the POC
The POC is the fair value anchor for the session. Price gravitating toward the POC during a pullback indicates healthy trend behavior. Price unable to hold above or below the POC suggests indecision at current levels.
Step 2: Use Value Area for Range Context
Value area acceptance means price is spending time within the 70% volume zone — a range-bound state. Value area rejection (price rapidly leaving VAH or VAL and not returning) indicates directional conviction.
Step 3: Trade Initial Balance Extensions
A close above IB High with follow-through is a bullish extension signal. A close below IB Low is bearish. Range expansion beyond the IB indicates participants accepting new value outside the opening equilibrium.
Step 4: Watch POC as Support or Resistance
On future pullbacks, the prior session's POC often acts as structural support or resistance. The indicator's persistent level lines provide these reference points across sessions.
Indicator Limitations
Volume profile interpretation requires practice; mechanical rules based on profile levels without context produce poor results
On instruments with irregular volume distribution (low-liquidity sessions, gaps), profiles may cluster into unrepresentative patterns
The 70% value area rule is a convention from Market Profile theory, not a mathematically proven optimal threshold
Originality Statement
The combination of a real-time session volume profile with Initial Balance tracking, candle coloring by value area position, and a live-updating dashboard in a single Pine Script v6 publication provides a self-contained session structure tool. The session-adaptive profile calculation using proportional volume allocation across bins is implemented from first principles, not adapted from another published script.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Volume profile levels are historical references and do not guarantee future price reactions. Trading involves substantial risk of loss.
-Made with passion by jackofalltrades
Indicatore
Indicatore
Session Volume Moving Average [LuxAlgo]The Session Volume Moving Average indicator is a comprehensive volume analysis tool that plots volume bars directly on a moving average, providing a unique perspective on volume activity in relation to price trends.
It features session-specific volume profiling, streak detection, and a dynamic volume delta system to visualize market participation and institutional activity.
🔶 USAGE
The script serves as a multi-dimensional volume dashboard, allowing users to see not just the amount of volume, but also where it occurs within a price trend and who (buyers or sellers) is currently in control.
🔹 Moving Average Volume Bars
Traditional volume bars at the bottom of the chart can be difficult to relate to price action. This indicator plots volume bars anchored to a customizable moving average. Each bar's height is normalized using the 95th percentile of volume over a lookback period, ensuring that extreme outliers do not squash the rest of the data, providing a clearer view of relative volume changes.
🔹 Session Delta Bar & Candle Coloring
At the top of the active session, a gradient bar displays the cumulative volume delta (Bullish vs. Bearish volume percentage).
A pointer moves across the gradient to show the current balance.
The colors transition from your Bearish color to a Neutral color (at 50%), then to your Bullish color.
Users can enable the "Color Candles By Delta" setting to apply this same gradient to the chart candles, providing an immediate visual cue of session dominance.
🔹 Volume Profile & Streaks
The indicator automatically tracks trading sessions (New York, London, Tokyo, Sydney) and provides additional context:
A Volume Profile is drawn at the end of each session to highlight high-activity price levels.
Volume Streaks are highlighted with dashed boxes when volume increases or decreases for a consecutive number of bars, signaling building momentum or exhaustion.
🔶 DETAILS
🔹 Normalization Logic
To keep the volume bars visually consistent, the script scales their height relative to the Average True Range (ATR). By using the 95th percentile for normalization, the script ignores the top 5% of extreme spikes, which typically cause standard volume indicators to look flat and unreadable.
🔹 Delta Calculation
The delta is calculated by comparing bullish volume (volume on green candles) against total volume within the specific session. The gradient sensitivity is tuned to show significant color shifts between 35% and 65% delta, making it easier to spot shifts in control before they reach extremes.
🔶 SETTINGS
🔹 Moving Average Settings
Length: The lookback period for the moving average calculation.
Type: The type of MA to use (SMA, EMA, WMA, HMA, etc.).
Source: The price source for the MA calculation.
🔹 Session Settings
Past Sessions to Show: Controls how many historical session boxes and profiles remain on the chart.
Session 1-4: Toggles for specific global trading sessions with customizable times and time zones.
🔹 Volume Bar Settings
Height Multiplier: Adjusts the vertical scale of the volume bars on the MA.
Normalization Lookback: The period used to determine the 95th percentile volume.
Consecutive Trend Bars: The number of bars required to trigger a volume streak highlight.
Significant Vol Multiplier: Filters streaks so only high-volume sequences are highlighted.
🔹 Style & Volume Profile
Color Candles By Delta: Enables/disables the gradient candle coloring based on session volume.
Show Volume Profile: Toggles the session-end volume distribution histogram.
VP Bins: Controls the granularity of the Volume Profile.
Show Session Delta Bar: Toggles the gradient meter at the top of the session.
Indicatore
Sloped LinReg Volume Profile [MarkitTick]💡 This indicator introduces a highly dynamic approach to volume and price analysis by merging standard volume principles with vector-based linear regression. Rather than plotting volume distributions on a static horizontal plane, this tool maps volume nodes parallel to the prevailing mathematical trend. By constructing a localized volume profile that follows the trajectory of price action, it captures momentum-adjusted value areas, providing an advanced lens for interpreting market geometry, support/resistance, and volume anomalies. It is strictly engineered for standard candlestick charts, specifically excluding non-standard formats to ensure pristine volume and price data integrity.
● ✨ Originality and Utility
Standard volume profiles aggregate historical volume at fixed price levels, which often creates fragmented or obsolete value nodes when a market is actively trending. This indicator resolves that structural limitation by angling the volume bins to match the slope of a linear regression channel.
It identifies where volume is concentrated relative to the trend's axis, not just the absolute price.
It reveals volume-weighted momentum, highlighting whether buying or selling pressure is accelerating in the direction of the regression slope.
The tool includes an integrated, dark-mode optimized analytics dashboard that processes quantitative metrics natively on the chart without requiring secondary oscillators.
● 🔬 Methodology and Concepts
The foundational logic relies on computing a rolling linear regression to establish a baseline trajectory over a specified period. The methodology relies on Pine Script's time-series event loop, evaluating arrays of data dynamically as new bars form.
Vector-Based Binning: Instead of horizontal rows, the profile utilizes a dynamic upper and lower deviation band. The mathematical distance between these bands is partitioned into a user-defined number of rows.
Volume Distribution: As the script loops through the historical lookback window, it evaluates the volume of each bar. The volume is divided proportionally across the sloped bins that intersect the bar's high-low range.
Directional Volume (Delta): Each bin further categorizes volume into "Buy" or "Sell" categories based on whether the bar's closing price was greater than or equal to its opening price.
Value Area Calculation: The Point of Control (POC) identifies the sloped bin with the highest total volume. The Value Area High (VAH) and Value Area Low (VAL) expand outward from the POC until they encapsulate a specific percentage of the total allocated volume, dynamically updating as price action develops.
● 🎨 Visual Guide
Every visual element is rendered utilizing Pine Script's advanced drawing arrays and is fully user-configurable to support dark-mode analytical environments.
• The Sloped Profile
Volume Bars: Rendered as polygons extending inward from the right side of the channel. The length of each polygon represents the relative volume allocated to that specific standard deviation bin.
Color Coding: Bullish volume defaults to a translucent teal, while bearish volume displays as a translucent red. Bins experiencing extraordinary volume influxes override with a bright, high-visibility color to highlight anomalous market participation.
• Channel and Level Lines
Regression Bounds: Solid or semi-transparent lines mapping the start and end of the regression channel, defining the upper and lower standard deviation extremes.
POC Line: A thick, solid yellow line plotting the Point of Control across the length of the channel.
Value Area Lines: Dashed blue lines tracking the VAH and VAL. The area between these lines is shaded with a deep blue fill to instantly highlight the trend's core acceptance zone.
Delta POC: A dashed fuchsia line identifying the bin with the most extreme difference between buying and selling volume.
• Analytics Dashboard
Located in the top right, this table provides real-time quantitative readouts formatted to precise tick values.
LinReg Slope: Indicates the mathematical direction of the trend (Bullish/Bearish).
Price Regime: Identifies if the current close is inside the channel or breaking the upper/lower bounds.
Volume POC & Delta POC: Displays the exact price equivalents of the sloped control lines at the current bar index.
Buy Vol Bias: A visual progress bar detailing the ratio of bullish to bearish volume within the regression window.
Vol Compression: Evaluates the density of the value area. A highly concentrated value area yields a higher compression score.
● 📖 How to Use
The indicator serves as a complete environmental map for trending markets.
Trend Qualification: Utilize the slope of the regression channel to establish the primary directional bias. Trades should ideally align with the slope.
Value Area Rejections: The VAH and VAL lines function as dynamic support and resistance. A price action rejection at the VAH within a downward-sloping channel offers a high-probability continuation setup.
POC Magnetism: Price will naturally gravitate toward the sloped POC. Deviations far outside the Value Area typically mean-revert to the POC unless accompanied by a severe volume imbalance.
Interpreting Delta: Compare the traditional POC to the Delta POC. If the Delta POC rests significantly higher or lower than the overall Volume POC, it indicates an aggressive concentration of directional absorption (trapped buyers or sellers).
Repainting Warning: Because this indicator calculates a dynamic linear regression over a moving lookback window, the visual placement of the channel and profile will continually recalculate and shift on the real-time bar until the bar closes. This is standard behavior for dynamic geometric overlays, but users should wait for bar confirmation before executing trades based on channel interactions.
● ⚙️ Inputs and Settings
• Linear Regression Settings
Channel Length: Defines the historical lookback window (default is 100). Higher values create smoother, macro-trend profiles.
Source: The price data used for the regression calculation (Open, High, Low, Close, HL2, HLC3, OHLC4).
Upper/Lower Deviation: Toggles the outer bounds of the channel and sets the standard deviation multipliers.
• Sloped Volume Profile Settings
Number of Rows: The granularity of the profile. More rows create thinner, more precise volume nodes.
Profile Width %: Determines how far the volume polygons stretch across the screen relative to the channel length.
Value Area %: The percentage of total volume to include within the VAH and VAL bounds (default 70%).
• Advanced Quant Analytics
Highlight Footprints: Visually isolates volume bins that exceed two standard deviations above the mean bin volume.
Calculate Anchored VWAP: Toggles the inclusion of an Anchored VWAP (anchored to the start of the regression window) within the dashboard matrix.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion. Indicatore
Indicatore
Sessions Flow [Cartel Console] Sessions Flow
# Overview
Sessions Flow is a session-based market activity visualization tool designed to provide a detailed view of how trading volume is distributed throughout the major global forex and index trading sessions.
Rather than displaying volume as a single aggregated value, the indicator breaks each session into multiple price levels and visualizes where trading activity was concentrated during that session. This allows traders to study session structure, identify high-participation and low-participation areas, and compare how different sessions interact with price.
The indicator automatically tracks and analyzes the four major trading sessions:
• Sydney Session
• Tokyo Session
• London Session
• New York Session
Each session is processed independently and displayed directly on the chart using volume distribution heatmaps, volume profiles, Point of Control calculations, and Value Area measurements.
---
# Core Features
## Session Detection
The indicator automatically identifies the start and end of each selected trading session and creates a dedicated session structure on the chart.
Users can enable or disable individual sessions and customize session times according to their preferences.
Supported sessions include:
• Sydney
• Tokyo
• London
• New York
---
### Session Heatmap
Each session contains a heatmap that displays the relative distribution of trading activity throughout the session range.
The heatmap highlights:
• Areas with greater participation
• Areas with moderate participation
• Areas with lower participation
This provides a quick visual overview of where the market spent the most and least volume during a session.
Heatmap density and transparency settings can be fully customized.
---
### Session Volume Profile
For every session, the indicator constructs a volume profile based on price distribution inside the session range.
The profile is displayed as a side histogram showing how activity was distributed vertically across different price levels.
This can help traders observe:
• High-volume areas
• Low-volume areas
• Session acceptance regions
• Session rejection regions
The profile width and display settings are adjustable.
---
## Point of Control (POC)
The Point of Control represents the price level that accumulated the highest amount of volume during a session.
The indicator automatically calculates and plots the POC for each completed session.
POC levels often serve as useful reference points when reviewing historical session activity and market structure.
---
### Value Area Analysis
The indicator calculates a configurable Value Area based on the percentage of session volume selected by the user.
Displayed levels include:
• Value Area High (VAH)
• Value Area Low (VAL)
These levels help visualize the region where the majority of session activity occurred.
The default setting uses a 70% Value Area, but users may customize this value.
---
### Historical Session Management
To maintain chart performance, the indicator includes controls for:
• Maximum detailed sessions displayed
• Historical session lookback period
• Simplified rendering of older sessions
Recent sessions can retain full heatmap and profile information while older sessions transition into lightweight background structures.
This allows extensive historical analysis without excessive chart clutter.
---
### Active Session Dashboard
A built-in dashboard displays the currently active trading sessions in real time.
The dashboard provides:
• Active session names
• Live session status indicators
This makes it easy to determine which global markets are currently open without leaving the chart.
---
## Customization Options
The indicator includes a wide range of configurable settings:
### Session Settings
• Individual session visibility
• Custom session times
### Heatmap Settings
• Heatmap resolution
• Number of price bins
• Density visualization controls
### Volume Profile Settings
• Histogram width
• Detailed session limits
### Value Area Settings
• Value Area percentage
• VA visibility controls
### Styling Settings
• Session colors
• Border transparency
• Historical session appearance
• Dashboard position
---
## Intended Usage
Sessions Flow is designed for traders who want to study how market activity develops during different trading sessions.
It can be used for:
• Session analysis
• Market structure observation
• Historical session review
• Volume distribution study
• Contextual chart analysis
The indicator focuses on visualization and analysis rather than signal generation.
---
## Disclaimer
This indicator is intended for educational and analytical purposes only. It does not provide financial advice, trading recommendations, or guaranteed outcomes. Trading involves risk, and users should perform their own analysis before making trading decisions.
Indicatore
