Vanta Delta Cartography [JOAT]Vanta Delta Cartography
Introduction
Vanta Delta Cartography is an open-source liquidity and auction-mapping indicator. It combines session VWAP bands, a developing volume profile, POC/value-area/VWMP references, estimated CVD impulse, pivot-confirmed divergence, absorption scoring, naked POC memory, and compact execution plans.
The goal is to show where the active session is accepting value, where pressure is imbalanced, and where a confirmed bid-side or ask-side plan appears.
Core Concepts
1. Manual Session VWAP
The script calculates session VWAP from cumulative price-volume and volume during the configured active session. Weighted deviation bands create inner and outer auction zones around VWAP.
2. Developing Volume Profile
The active range is divided into rows. The script estimates total volume, buy pressure, and sell pressure inside each row, then derives POC, value area high, value area low, VWMP, and imbalance shelves.
3. Estimated CVD Impulse
CVD is estimated from candle-derived delta. Fast and slow CVD lines create impulse context, while pivot-confirmed divergence identifies disagreement between price and participation.
4. Naked POC Memory
Prior session POC levels can be stored until price revisits them. This gives the chart a memory of unfinished auction references.
5. Auction Quality Gate
Long and short plans require location, delta, quality score, and a supporting event such as POC reclaim, value-area reaction, divergence, or shelf pressure.
Features
Session VWAP with deviation bands: Shows the active auction mean and volatility envelope.
Developing profile: Tracks POC, VAH, VAL, VWMP, and row pressure.
Right-side heatmap: Displays volume and pressure intensity by price row.
Imbalance shelves: Highlights areas where buy or sell pressure dominates.
Estimated CVD impulse: Measures participation direction from candle and volume data.
Pivot-confirmed divergence: Marks bullish or bearish CVD disagreement.
Naked POC memory: Stores prior POC references until revisited.
Execution plans: Draws compact entry, stop, TP1, and TP2 zones for confirmed absorption states.
Candle coloring: Bars can reflect liquidity pressure.
Dashboard and alerts: Includes auction state, POC, value area, VWAP, CVD impulse, divergence, naked POC, and session state.
Input Parameters
Core and Bands: Active Session, Session Bars Used, Profile Rows, Value Area, Show VWAP Bands, Inner Sigma, Outer Sigma.
Signals and Risk: Signal Zones, Pivot Left, Pivot Right, Delta Impulse Threshold, Auction Quality Gate, Signal Projection Bars, Signal Cooldown Bars, ATR Stop, ATR Target.
Visuals: Right Profile Heatmap, POC / VA / VWMP Lines, Naked POC Line, Session Auction Frame, Right Imbalance Shelves, Liquidity Candle Color, Dashboard.
How to Use This Indicator
Step 1: Read the session auction
Use VWAP, value area, and POC to determine whether price is accepting above control, below control, or rotating around value.
Step 2: Check pressure shelves
Imbalance shelves show where estimated participation is concentrated. These areas can act as reaction context.
Step 3: Watch CVD impulse and divergence
Strong CVD impulse supports continuation. Divergence warns that price and participation are not confirming each other.
Indicator Limitations
CVD and pressure are estimated from candles and volume, not true exchange delta.
Volume profile rows are approximations based on chart data and selected lookback.
Session behavior depends on the selected session template.
Divergence uses pivot confirmation and can appear after the pivot candle.
Originality Statement
Vanta Delta Cartography is original in its combined session VWAP, developing profile, pressure heatmap, estimated CVD impulse, pivot divergence, naked POC memory, imbalance shelves, and confirmed execution-plan logic. Each layer supports the same auction question: where is value, where is pressure, and where has participation failed or accepted?
Disclaimer
This script is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell. Auction and delta estimates can be inaccurate, especially on symbols with limited volume data. Use independent analysis and risk management.
Made with passion by jackofalltrades
Indicator
Aurelian Consensus Bands [JOAT]Aurelian Consensus Bands
Introduction
Aurelian Consensus Bands is an open-source price consensus map built around a log-volume profile, dynamic consensus bands, VWAP context, and confirmed-bar signal logic. It is designed to answer a specific question: where is price trading relative to the market's recent volume-weighted agreement zone, and is that move supported by session pressure?
The script plots VPOC, consensus area, boundary bands, session VWAP deviation shells, a dynamic volume node, right-side price rails, managed signal boxes, candle coloring, and a compact top-right dashboard. Its goal is not to predict the future. It provides a structured chart layer for reading acceptance, rejection, and directional pressure around consensus levels.
Core Concepts
1. Log-Volume Consensus Profile
The script builds a rolling profile on a logarithmic price canvas. Recent bars contribute volume across high-low rows, with recency weighting applied before the profile is converted into levels. This reduces sensitivity to one-off spikes while preserving important volume clusters.
// Conceptual summary
// volume is distributed across log-price rows
// rows are then analyzed for VPOC, mean, and stdev bands
2. VPOC, CA, and Boundary Band
The engine extracts a volume point of control, consensus area high/low, and wider boundary bands. The midpoint of the consensus area and the VPOC can be blended into the active anchor. Price displacement from that anchor is normalized so the indicator can classify whether price is inside, above, or below the agreement zone.
3. Dual-Anchor Coherence
Aurelian compares the VPOC view and consensus-area midpoint view. Signals are only stronger when both views agree. If the two anchors conflict, the coherence score falls and the dashboard shows weaker context.
4. VWAP and Session Pressure
The script adds session VWAP, VWAP deviation shells, synthetic delta pressure, and a dynamic volume node. Qualified signals require more than a simple cross; they also consider whether VWAP and pressure agree with the band event.
5. Right-Side Price Rails and Signal Box
The current VPOC, anchor, consensus levels, VWAP, and dynamic node are projected to the right edge with price labels. Qualified signals can also create a managed visual box with entry, stop, T1, and T2 levels based on ATR and planned R multiples.
Features
Rolling log-volume profile: Builds VPOC, consensus area, and boundary bands from recent price-volume structure
Dual-anchor coherence filter: Compares VPOC and consensus midpoint before qualifying signals
VWAP deviation shells: Adds session VWAP context and upper/lower deviation bands
Dynamic volume node: Tracks a lighter-weight volume anchor for current conditions
Candle color blending: Colors bars using consensus direction and institutional context strength
Qualified signal markers: Uses clean dots/squares rather than arrows or retail-style markers
Managed signal box: Projects entry, stop, T1, and T2 for visual planning only
Right-side rails: Labels VPOC, anchor, CA high/low, VWAP, and node prices at the chart edge
Top-right dashboard: Shows mode, bias, coherence, score, VWAP state, delta, node, quality, and state
Confirmed-bar logic: Main signal events are gated on confirmed bars
Input Parameters
Profile Core:
Profile Rows controls profile resolution
Profile Lookback controls how much recent history is used
Recency Weight Span controls how quickly old bars lose influence
Profile Smooth controls smoothing on extracted levels
Context and Rails:
Show Session VWAP and VWAP Deviation Shells
Show Dynamic Volume Node
Show Right-Side Price Rails
Show Managed Signal Box
Signal Stop ATR Mult and Target R settings
How to Use This Indicator
Step 1: Read the anchor
Use the VPOC and consensus anchor to understand where the market's recent agreement zone sits.
Step 2: Check coherence
Higher coherence means the VPOC and consensus midpoint agree. Lower coherence suggests mixed structure.
Step 3: Watch VWAP and node context
Signals carry more context when price, VWAP, delta, and the dynamic node point in the same direction.
Step 4: Use right-side rails
The rails provide forward reference levels for continuation, rejection, or mean reversion planning.
Indicator Limitations
The profile depends on the selected lookback and row resolution
Signals are contextual, not standalone trade recommendations
Very low volume symbols may produce less reliable profile and delta readings
Confirmed-bar logic means signals appear after the bar closes, not before
Originality Statement
Aurelian combines a rolling log-volume consensus profile, dual-anchor coherence, session VWAP deviation context, synthetic pressure, dynamic node tracking, right-edge rails, and managed visual signal boxes in one open-source Pine v6 tool. The purpose is not to merge unrelated indicators, but to create a single acceptance/rejection framework around volume agreement and session context.
Disclaimer
This script is for educational and informational use only. It is not financial advice and does not ensure any trading outcome. Market behavior is uncertain, and all signals should be evaluated with risk management and independent judgment.
-Made with passion by jackofalltrades
Indicator
Kivra Liquidity Nodes [JOAT]Kivra Liquidity Nodes
Introduction
Kivra Liquidity Nodes is an open-source right-edge volume profile that finds high-participation price areas inside a configurable lookback window. It distributes each bar's volume across price rows, smooths the result, highlights the point of control, and labels local liquidity nodes.
The problem it solves is volume context. A raw profile can show where trading occurred, but it often becomes visually heavy. Kivra Liquidity Nodes keeps the profile compact, separates bullish and bearish participation estimates, and prioritizes POC, value area, and node labels. The profile is offset to the right of price, while the lookback range and value area remain visible on the active chart so the levels have context.
Core Concepts
1. Price-Overlap Volume Allocation
Each bar contributes volume to every row it overlaps. This makes the profile more representative than assigning all volume to a single close price.
2. Participation Split
The script estimates bullish and bearish participation from candle direction and close location inside the bar range. This is a proxy designed for visual context, not bid/ask delta.
3. Smoothed Node Detection
Profile rows are smoothed with neighboring rows. Local peaks above an average-volume threshold become liquidity nodes.
4. Value Area Expansion
The value area expands from the POC until the selected portion of total profile volume is covered.
5. Context Bands and Candle Tinting
The script shades the full lookback range, marks the value area across the live price region, draws node bands across the profiled window, prints VAH/VAL and POC labels far to the right of the profile to avoid overlap, and can tint candles using a pressure blend from trend location and candle direction.
Features
Right-edge profile: Clean horizontal profile projected to the right of the chart
POC line and label: Dashed level marking the highest-volume row
POC line and label: Dashed level marking the highest-volume row with price and row volume
VAH and VAL labels: Right-edge value-area high and low labels with dotted guide lines
Value area boxes: Shaded profile zone plus live-chart value band across the lookback
Lookback range box: Subtle range boundary around the profiled window
Bull/bear split bars: Row coloring estimates directional participation
Node labels: Local high-volume nodes with participation share and volume
Node bands: High-participation node rows project back across the profiled price window
Offset label rail: POC, VAH/VAL, and node labels are projected beyond the histogram so they do not sit on top of the profile
Pressure candle tint: Candles can be softly colored from bearish red to bullish green using trend location and candle direction
No-volume fallback: Uses range proxy when reliable volume is not available
Top-right dashboard: POC, node count, value area width, bias, range, and source
Input Parameters
Calculation:
Lookback Bars: Historical bars used for the profile
Profile Rows: Vertical resolution of the profile
Profile Width: Maximum right-edge width
Profile Offset: Distance from current bar to the profile
Value Area Portion: Portion of total profile volume included in value area
Node Threshold: Required row strength for node detection
Node Merge Gap: Distance allowed between merged node peaks
Max Node Labels: Maximum labels drawn for detected nodes
How to Use This Indicator
Step 1: Use the POC as the dominant participation level in the current lookback.
Step 2: Use the value area to understand where volume is concentrated.
Step 3: Watch VAH and VAL as acceptance/rejection boundaries.
Step 4: Watch labeled nodes as potential reaction or acceptance zones.
Step 5: Read the dashboard bias and candle tint as context, not as standalone entry signals.
Indicator Limitations
Bull/bear participation is an estimate based on candle structure, not exchange bid/ask data
The profile is recalculated on the latest bar and depends on the selected lookback
High node count can add visual density on small screens
Volume data quality varies by market and symbol
Originality Statement
Kivra Liquidity Nodes is original in its compact right-edge implementation combining overlap-based volume allocation, smoothed node detection, value area expansion, participation split visualization, and no-volume fallback logic. It does not copy third-party source code.
Disclaimer
This open-source indicator is provided for educational and informational purposes only. It is not financial advice. Volume nodes identify historical participation zones and do not guarantee future reactions.
-Made with passion by jackofalltrades
Indicator
MGI Walls | Rainbow MatrixGENERAL OVERVIEW
The MGI Walls is a multi-timeframe institutional liquidity radar that extracts and renders the price zones where institutional capital concentrates: Volume Profile blocks (Point of Control, Value Area High, Value Area Low), Anchored VWAPs, and Parabolic SAR levels. Instead of showing these levels for a single chart timeframe, the indicator scans up to five macro timeframes simultaneously and merges overlapping zones into a single intensified block whenever multiple timeframes agree on the same price area.
The main goal of this indicator is to give traders a clean, automatic read on where the structural barriers in the market are — without having to manually flip between timeframes, mark POCs by hand, or guess which level the next reaction will respect. Every line, box, and confluence zone you see on the chart was extracted from real volume distribution data, not drawn manually.
It plots up to four level types per timeframe (POC, VAH, VAL, VWAP, SAR), each weighted by the structural significance of its timeframe — a Weekly POC carries five times the gravitational weight of a 15-minute POC. The Wall Fusion Engine then detects when levels from different timeframes fall within a configurable percentage threshold and consolidates them into a single block. The Nearest Wall HUD panel and the institutional collision alerts complete the toolkit.
This indicator was developed for traders who already understand Volume Profile and VWAP concepts and want to see them across multiple timeframes in a single visual, with automatic confluence detection.
WHAT IS THE THEORY BEHIND THIS INDICATOR?
Most Volume Profile indicators on PulseWire — including the standard built-in profiles, Fixed Range Volume Profile, and the various session/visible-range derivatives — share a common architectural choice: they operate on a single timeframe. They show you the POC and Value Area for the current chart only. This treats each timeframe as an isolated decision space.
The problem: institutional flow is not isolated to one timeframe. The market makers operating on the daily horizon see different value areas than those operating on the weekly or 4-hour horizon. Their orders sit at their own POCs and Value Area boundaries. When price approaches a level that only one institutional horizon defends, the reaction is often modest. When price approaches a level that multiple horizons defend simultaneously, the reaction is structurally stronger — that confluence is where the largest pools of resting liquidity accumulate.
This indicator addresses that by performing the extraction across five user-configured timeframes simultaneously via `request.security()`, weighting each level by the gravitational significance of its parent timeframe, and then fusing levels from different timeframes that fall within a configurable margin. The math is standard Volume Profile (POC at the volume-weighted mode, VAH/VAL at the ±2.51σ boundary that approximates the 70% Value Area) — what makes it useful is doing it across five timeframes at once, with hierarchical weighting and confluence merging.
Why traders use it: each block represents an institutional decision zone. A standalone POC line from the 15-minute timeframe is a local reaction point. A POC line that simultaneously aligns with the 4-hour VAH and the daily VWAP is a multi-horizon barrier — a zone defended by three independent pools of institutional capital at once. The fusion engine makes these confluences immediately visible as thicker, more opaque blocks; the polarity of each block reflects the accumulated weight balance of the levels that compose it, not the polarity of the last level to be merged.
The three rendered components — Volume Profile zones, Anchored VWAPs, and Parabolic SAR levels — are not independent layers stacked on the same chart. They map three different aspects of institutional positioning at the same set of timeframes: where past volume concentrated (Volume Profile), where the live volume-weighted consensus price currently sits (VWAPs), and which directional trend regime each timeframe is in (SARs). The Wall Fusion Engine operates across all three layers indiscriminately — a POC from the 4-hour timeframe and a VWAP from the daily timeframe at the same price are fused into a single block, because from the perspective of institutional defense they represent the same structural barrier reinforced by two independent mechanisms. This integration is the reason the three components exist in a single script rather than as three separate indicators: the cross-layer fusion is what surfaces multi-mechanism confluence, which a separate-script approach cannot do.
MGI WALLS FEATURES
The indicator includes 6 main features:
Multi-Timeframe Volume Profile Engine
Anchored MTF VWAPs
Parabolic SAR Levels (MTF)
Wall Fusion Engine with Polarity-Balance Coloring
Nearest Wall HUD Panel
Institutional Collision Alerts
Multilingual interface and full customization across all visual layers.
MULTI-TIMEFRAME VOLUME PROFILE ENGINE
🔹 What It Does
The core of the indicator. For each of the five configured radar timeframes, the engine performs three operations:
◇ Locates the price level that received the highest traded volume in the lookback window — the Point of Control (POC).
◇ Computes the volume-weighted standard deviation of price around that POC.
◇ Builds the Value Area High (VAH) and Value Area Low (VAL) at a calibrated multiplier (±2.51σ) of that deviation, approximating the price range that contained 70% of the total volume.
The result is three institutional reference levels per timeframe — POC, VAH, VAL — extracted natively at the granularity of each timeframe rather than approximated from the current chart's data.
🔹 Method
The extraction runs via `request.security()` with `lookahead=barmerge.lookahead_off` to prevent repainting. The POC is identified as the volume-weighted mode within the lookback window. The Value Area boundaries are derived statistically from the volume-weighted variance of price around the POC, using a calibration factor (vp_k = 2.51) tuned to approximate the conventional 70% Value Area definition. Each level is plotted on the chart as a line or box at its native price location, color-coded by whether it sits above (resistance) or below (support) the current price, and weighted by the timeframe it originated from.
🔹 Hierarchical Weighting
The five timeframes are weighted by structural significance:
◇ TF1 (Micro, default 15m): weight 1 — local reaction point.
◇ TF2 (Intraday, default 1h): weight 1 — session-scale level.
◇ TF3 (Macro 1, default 4h): weight 2 — multi-session level.
◇ TF4 (Macro 2, default Daily): weight 3 — multi-day level.
◇ TF5 (Global, default Weekly): weight 5 — multi-week structural barrier.
The weight controls visual prominence (opacity, border thickness) and, when fusion occurs, the contribution of each level to the polarity balance of the resulting block.
ANCHORED MTF VWAPS
🔹 What It Does
For each of the five radar timeframes, an Anchored VWAP is extracted and rendered as a separate level. The Global VWAP — the average of all five — is also plotted, marked with a globe emoji to distinguish it from the per-timeframe VWAPs.
🔹 Method
The per-timeframe VWAP is computed via a volume-weighted moving average of hlc3 on the native bars of each timeframe, then reported back to the current chart through `request.security()`. The Global VWAP is the unweighted average of the five timeframe VWAPs that are currently available (NA values are skipped).
🔹 Why It Matters
The Volume Profile blocks tell you where past volume concentrated. The VWAPs tell you what the volume-weighted consensus price is for each horizon, updated bar by bar. Together they give a complete read on every bar: where the past institutional reference zones are (the blocks) and where the live volume-weighted average for each horizon currently sits (the VWAPs).
PARABOLIC SAR LEVELS (MTF)
🔹 What It Does
The Parabolic SAR for each of the five radar timeframes is extracted and rendered as an institutional trend-direction anchor. SAR levels are toggleable independently of the Volume Profile and VWAP layers.
🔹 Why It Matters
The SAR provides a directional trend reference per timeframe — when the Weekly SAR sits above price and the Daily SAR sits below, the structure is in conflict and the resolution of that conflict often drives the next swing. When multiple SARs align on the same side, the directional bias is structurally agreed across horizons.
WALL FUSION ENGINE WITH POLARITY-BALANCE COLORING
🔹 What It Does
When two or more levels from different timeframes fall within a configurable percentage threshold (default 0.30%), the engine fuses them into a single block. The fused block inherits the combined weight of all its components — visually thicker, more opaque, more visible than a standalone level. The label of the fused block accumulates the directional triangles of each contributing level (▲ for support, ▼ for resistance).
🔹 Polarity-Balance Coloring
The color of a fused block reflects the accumulated weight balance of its constituent levels — not the polarity of the last level to be merged. A block containing four resistance levels (▼▼▼▼) and two support levels (▲▲) will render red, because the resistance weight dominates. A block where support and resistance weights are equal uses a tiebreaker: the position of the current price relative to the block's midpoint. Price above midpoint resolves to support (green); price below resolves to resistance (red). This produces a coloring scheme that is internally consistent with the triangle labels and with the price's current location.
🔹 Customization
The Wall Merge Margin (%) input controls how aggressively levels are fused. Lower values produce many separate precise lines. Higher values produce massive consolidated institutional blocks. The default of 0.30% is calibrated for liquid instruments on intraday timeframes; for higher-volatility assets or higher timeframes, larger margins (0.50–1.00%) may produce more readable charts.
NEAREST WALL HUD PANEL
🔹 What It Shows
A compact corner panel reports four live values:
◇ RESISTANCE — the price of the nearest wall above the current price
◇ DIST. — the percentage distance from current price to that resistance
◇ SUPPORT — the price of the nearest wall below the current price
◇ DIST. — the percentage distance from current price to that support
The distances are computed against the midpoint of each fused block, so the values reflect the consolidated wall, not any single contributing level.
🔹 Why It Helps
The HUD removes the need to visually measure distances to the walls on every bar. It tells you in plain numerical form how far the nearest barriers are in each direction. Useful for stop placement, target placement, and live decision-making where the visual chart is busy with multiple levels.
🔹 Customization
The HUD can be positioned in any of the four chart corners and rendered in any of five font sizes. The display language is controlled by the System Language input.
snapshot
INSTITUTIONAL COLLISION ALERTS
🔹 What Triggers
Two alert types are available:
◇ VWAP Collision — fires when price crosses or touches the daily, weekly, or monthly VWAP within a 0.15% proximity band.
◇ Volume Profile Wall Hit — fires when price crosses or touches the Global POC, VAH, or VAL within the same proximity band.
🔹 How They Fire
Alerts are gated by `barstate.isconfirmed`, which means they only trigger on the close of the bar that touched the level — not intra-bar. This prevents false signals from wicks that get rejected before the bar closes. Each alert uses `alert.freq_once_per_bar`, ensuring no duplicate firings on the same candle.
🔹 alertcondition() Mode
For users who prefer the PulseWire alert UI rather than the `alert()` function call, two `alertcondition` blocks are also exposed: "VWAP Collision" and "Volume Profile Wall Hit". A third dummy `alertcondition` titled "HOW TO SETUP ALERTS (READ)" provides setup guidance in the alert condition menu.
MULTILINGUAL INTERFACE
The indicator supports five languages for the HUD display and alert messages: English (default), Português, Español, Русский, and 中文 (Chinese). Code, comments, and configuration tooltips remain in English regardless of the selected language.
For reference, the English text of all multilingual UI strings used in the HUD and alerts:
◇ (SUPPORT) / (RESISTANCE) — appended to wall labels indicating polarity
◇ RESISTANCE: / SUPPORT: — HUD row labels for nearest walls
◇ DIST.: — HUD row label for distance percentage
◇ VWAP Collision Alert: "🛡️ Price collided with Institutional VWAP. Defense zone active."
◇ Volume Profile Wall Alert: "🧱 Price hit Macro Volume Profile zone (POC/VAH/VAL). Institutional decision imminent."
HOW TO USE
This indicator is not a signal generator. It is a structural map: it tells you where the institutional barriers are, how strong each one is (by weight and fusion), and how far the nearest one is in each direction.
🔹 Reading the Walls
◇ Each line or block on the chart marks an institutional decision zone.
◇ The triangles in the label (▲ or ▼) and their count indicate the polarity and weight of the level.
◇ Walls with multiple triangles in the same direction are stronger reaction points than single-triangle walls.
◇ A block with mixed triangles is a fused confluence — the color shows which side dominates by weight.
🔹 Reading the HUD
◇ The HUD reports the nearest resistance above and nearest support below the current price.
◇ The percentage distances help size stops and targets against the structural barriers rather than against arbitrary fixed values.
🔹 Tactical Reading
◇ Price approaching a heavy multi-triangle wall: zone of elevated structural significance, where multiple institutional horizons coincide.
◇ Price sitting between two close walls of opposite polarity: ranging structure, defined by two opposing barriers of comparable weight.
◇ Price breaking through a heavy wall on confirmed close: structural shift. The wall often inverts polarity on subsequent retests.
◇ VWAP collision alerts: useful as a contextual reference for mean-reversion or trend-continuation analysis.
🔹 Multi-Timeframe Reading
◇ On lower timeframes (1m, 5m, 15m), configure shorter radar timeframes to track intraday institutional flow.
◇ On higher timeframes (1h, 4h, daily), keep the default 15m/1h/4h/D/W configuration to read multi-day and multi-week structural zones.
◇ The Global VWAP and Global POC (marked with 🌎) represent the consensus across all five timeframes — the most structurally significant single reference.
INPUTS EXPLAINED
🔹 System Language
Display language for the HUD and alert messages. Options: English (default), Português, Español, Русский, 中文 (Chinese).
🔹 Radar Timeframes (TF1 to TF5)
Configure each of the five macro periods to scan. Defaults: 15m, 1h, 4h, Daily, Weekly. The shortest timeframe carries weight 1; the longest carries weight 5.
🔹 Show MTF VWAPs (Radar)
Toggle for the Volume-Weighted Average Price extracted from each radar timeframe.
🔹 Show POC Lines
Toggle for the Point of Control lines — the price level with the highest traded volume in each timeframe.
🔹 Show VA Boxes (VAH / VAL)
Toggle for the Value Area High and Value Area Low — the upper and lower boundaries of the 70% volume zone.
🔹 Show SAR Levels
Toggle for the Parabolic SAR levels from each timeframe.
🔹 Fuse Overlapping Walls
Toggle for the confluence merging engine. When enabled, levels from different timeframes that fall within the Wall Merge Margin are consolidated into a single intensified block.
🔹 Wall Merge Margin (%)
Distance threshold to fuse nearby walls. Range 0.01–3.00, default 0.30. Lower values produce separate precise lines; higher values produce consolidated institutional blocks.
🔹 Show Nearest Wall Panel
Toggle for the corner HUD reporting nearest resistance, nearest support, and the percentage distances.
🔹 Panel Position
Position of the HUD on the chart. Four corners available: Top Right (default), Top Left, Bottom Right, Bottom Left.
🔹 Font Size
HUD font size. Options: Tiny, Small (default), Normal, Large, Huge.
🔹 VWAP Collision Alert
Toggle for the alert that fires when price collides with the daily, weekly, or monthly VWAP.
🔹 Volume Profile Wall Alert (POC/VAH/VAL)
Toggle for the alert that fires when price touches the Global POC, VAH, or VAL.
IMPORTANT NOTES
The MGI Walls works on any timeframe. The default radar configuration (15m/1h/4h/D/W) is calibrated for intraday and swing trading on liquid instruments. For position trading or scalping, the radar timeframes can be reconfigured to scan longer or shorter horizons respectively.
The indicator works best on instruments with reliable volume data: crypto perpetual contracts, large-cap equities, futures, major forex pairs. On low-volume instruments, the Volume Profile component becomes less reliable, though the VWAP and SAR components continue to function correctly.
Alerts fire once per confirmed bar. Historical bars never repaint after they close. The live bar updates intra-bar as expected for a real-time indicator.
The Value Area calibration factor (vp_k = 2.51) is tuned to approximate the conventional 70% Value Area definition under volume-weighted standard deviation. It is a calibration constant derived from observation rather than an arbitrary choice.
Pine Script v6. Open-source under Mozilla Public License 2.0.
UNIQUENESS
The MGI Walls is unique in three ways. First, it performs the Volume Profile, VWAP, and SAR extraction across five timeframes simultaneously rather than on the current chart only, surfacing the institutional reference zones that multiple time horizons agree on rather than only those visible on the active timeframe. Second, it weights each level by the structural significance of its parent timeframe — a Weekly POC carries five times the gravitational weight of a 15-minute POC — and the Wall Fusion Engine consolidates levels from different timeframes that fall within a configurable margin into a single intensified block, making multi-horizon confluence zones immediately visible as visually thicker walls. Third, the fused-block coloring reflects the accumulated weight balance of all constituent levels rather than the polarity of the last level to be merged, producing a visual scheme that is internally consistent with the triangle labels (▲ for support, ▼ for resistance) and with the price's current position relative to the block. The combination of multi-timeframe simultaneous extraction, hierarchical weighting with automatic confluence fusion, and balance-driven block coloring produces a structural map that behaves differently from single-timeframe Volume Profile indicators, particularly at price zones where multiple institutional horizons converge and where the strongest reactions tend to occur.
PUBLICATION METADATA (handoff to operator — not part of description)
Title: MGI Walls | Rainbow Matrix
Visibility: Open-source / Public
Category suggestion: Volume-based (primary) — PulseWire's category for Volume Profile / volume-driven indicators
Tag suggestions (TV allows up to 10; pick the 9 most relevant):
- volume-profile
- poc
- value-area
- vwap
- multi-timeframe
- mtf
- confluence
- institutional
- support-resistance
- parabolic-sar (optional, swap for one above if SAR is a key selling point)
License declaration: Mozilla Public License 2.0 (already in script header)
Screenshot slots in the description (5 "snapshot" placeholders):
1. After GENERAL OVERVIEW — wide chart showing the indicator running on BTC or major instrument, with walls visible across multiple TFs
2. After Multi-Timeframe Volume Profile Engine section — chart annotated with POC/VAH/VAL lines from different TFs
3. After Wall Fusion Engine section — close-up of a fused confluence block with mixed triangles (▲▼) and the polarity-balance color clearly visible
4. After Nearest Wall HUD Panel section — HUD close-up showing the 5-row layout with real values
5. (Optional, swap into one of the above slots) — Black Swan-style touch event showing a collision alert firing
Indicator
Parallax Density Atlas [JOAT]Parallax Density Atlas
Introduction
Parallax Density Atlas is an open-source price-acceptance overlay that maps where the market has spent the most time doing business across a recent lookback. It combines a kernel density estimate of recent closing prices with percentile-based value rails so the user can see both the smooth acceptance curve and the practical operating envelope around it.
The problem Parallax solves is hidden value structure. Traders often know whether price is moving, but not whether that movement is taking place inside accepted value, above value, or below value. Parallax puts that information directly on the chart through a point of control, value area boundaries, rails, cloud zones, and a concise dashboard.
Core Concepts
1. Kernel density estimation
The script evaluates a Gaussian kernel across recent closes to estimate continuous price density:
densitySum += gaussianKernel((evalPrice - samplePrice) / bandwidth)
densityValue = densitySum / (array.size(closeSample) * bandwidth)
This creates a smooth value map instead of a stepped histogram alone.
2. Point of control and value area
The highest-density node becomes the point of control. From there, the script expands outward until the target percentage of total density is captured, defining the value area high and low.
3. Percentile rails
In parallel with the KDE engine, the script maintains sorted close samples and derives lower and upper rails from user-defined percentiles. Those rails create a stable operating envelope around recent value.
4. Density cloud
Only the densest accepted zones inside the value area are shaded as a cloud, keeping the display focused on high-importance price zones rather than every possible level.
5. Context and skew
The dashboard reports whether current price is accepted inside value, expanding above value, or trading below accepted value, along with skew and rail width.
Features
KDE value map: Smooth density estimate built from recent closes
Point of control: Highest-density price node marked directly on the chart
Value area boundaries: High and low edges of accepted price territory
Percentile value rails: Smoothed lower and upper rails from sorted price samples
Density cloud: Highlights only the strongest accepted zones
Right-side profile: Extends density visually to the right of current price
Optional candle tinting: Reflects where price sits inside the value structure
Top-right dashboard: Shows POC, value area, rail width, skew, and current location state
Input Parameters
Density Engine:
Lookback
Density Steps
Bandwidth Multiplier
Value Area Percent
Value Rails:
Lower Rail Percentile
Upper Rail Percentile
Rail Smoothing
Visual System:
Profile Width Bars
Cloud Threshold
Show Density Cloud
Show Right Profile
Tint Candles
Show Dashboard
How to Use This Indicator
Step 1: Start with location
Read whether price is inside value, above value, or below value. This defines whether the market is rotating in accepted territory or exploring away from it.
Step 2: Use POC as the acceptance anchor
The point of control marks the most accepted price in the sample window. Reactions around it can frame mean-reversion and acceptance behavior.
Step 3: Compare rails with value area
The rails provide a smoothed operating envelope while the value area shows the densest accepted region. Using both together gives a more complete value map.
Step 4: Monitor skew
Positive skew means the density center is leaning upward in the sample range. Negative skew means accepted value is leaning lower.
Indicator Limitations
The density map is lookback-dependent and will evolve as old data leaves the sample
KDE on closing prices is an acceptance approximation, not a full order-flow model
Strong trends can stay outside accepted value for extended periods
Originality Statement
Parallax Density Atlas is original in how it pairs a continuous KDE-based value map with percentile rails and a selective density cloud in one overlay. It is published because:
The script combines smooth value estimation with rail-based structure instead of using one method alone
It focuses the cloud only on high-density accepted regions, preserving chart cleanliness
The dashboard turns the density map into a practical location framework rather than a purely visual profile
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice and does not guarantee future market behavior. Value zones can shift as new data enters the sample, and persistent trends can stay outside accepted areas longer than expected. Always use independent judgment and proper risk management.
Indicator
Aurelian Auction Ledger [JOAT]Aurelian Auction Ledger
Introduction
Aurelian Auction Ledger is an open-source range and auction analysis overlay designed to identify compressive trade zones, map their internal value structure, and show how price behaves when it tests the edges of that ledger. The script builds a live range shell, calculates a point of control and value area, tracks sweep events, and presents the active auction state in a top-right dashboard.
The problem Aurelian solves is hidden range structure. Consolidation zones are often treated as simple rectangles, but not all ranges are equal. Some are balanced, some lean toward accumulation, some toward rejection, and many fail through one-sided sweeps before resolving. Aurelian turns that internal auction structure into something visible.
Core Concepts
1. Compression-based ledger build
The script measures whether recent bars are tight enough in ATR terms, efficient enough in body structure, and balanced enough in directional pressure to qualify as a live auction ledger.
2. Range shell and internal value area
When a ledger is active, the script draws:
The outer ledger shell
The internal value area
The point of control
This separates broad range boundaries from the price zone where most business is actually being done.
3. Right-side auction profile
Volume is accumulated across profile rows inside the active ledger so the script can identify the highest-volume row and estimate the value area around it.
4. Sweep tracking
Upper and lower sweep events are tracked only on confirmed bars. This helps distinguish clean acceptance from failed range probes.
5. Ledger tilt
The indicator maintains a directional tilt metric so the range shell is not displayed as neutral by default. If the auction begins leaning toward acceptance or rejection, the color balance reflects that change.
Features
Compression-driven range detection: Searches for structured auction zones rather than generic boxes
Live range shell: Displays the active ledger high, low, and midpoint
Point of control and value area: Maps where the auction is most concentrated
Right-side profile: Extends the auction structure visually beyond the current bar
Sweep detection: Tracks confirmed probes beyond the ledger edges
Auction tilt readout: Shows whether the range is leaning toward acceptance or rejection
Top-right dashboard: Reports mode, compression, width, POC, value area, sweeps, and tilt
Non-repainting event logic: Sweep and breakout conditions are confirmed on bar close
Input Parameters
Ledger Core:
ATR Length
Ledger Build Bars
Compression Ceiling
Body Efficiency Ceiling
Directional Balance Ceiling
Breakout Buffer
Auction Profile:
Profile Rows
Profile Width
Value Area Coverage
Visuals:
Show Range Shell
Show Right-Side Profile
Show Sweep Marks
Tint Auction Bars
Show Dashboard
How to Use This Indicator
Step 1: Confirm that a ledger is live
Check the dashboard mode first. If the ledger is not active, the script is still scanning for a qualified auction structure.
Step 2: Watch the POC and value area
These levels show where the auction is concentrated and whether price is rotating inside value or challenging the edges.
Step 3: Track sweeps versus acceptance
Confirmed sweep events can mark failed probes. If price repeatedly sweeps one side and returns, the ledger is revealing where excess is being rejected.
Step 4: Use tilt as context, not prediction
Ledger tilt helps interpret which side has more pressure, but the actual resolution still depends on whether price ultimately accepts outside the shell.
Indicator Limitations
The script is designed for structured ranges and will naturally stand down during broad directional moves
Volume distribution inside a candle is approximated using row allocation rather than true intrabar order flow
A qualified ledger can still break without first producing a sweep event
Originality Statement
Aurelian Auction Ledger is original in how it combines a compression-qualified range state, an internal profile-derived value area, sweep tracking, and directional tilt into a single clean overlay. It is published because:
The script distinguishes a structured auction ledger from a generic consolidation rectangle
It combines shell, POC, value area, and sweep tracking in one coherent range workflow
The tilt metric provides additional auction context without cluttering the chart with heavy labels
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice and does not guarantee future market behavior. Range structures can fail abruptly, and volume-based value estimates are still interpretations of historical trading activity. Always use independent judgment and proper risk management.
Indicator
Auction Lattice Reserve [JOAT]Auction Lattice Reserve
Introduction
Auction Lattice Reserve is an open-source auction-context indicator built to classify where price is trading relative to accepted value. It maps a fixed-lookback volume distribution, calculates Point of Control and Value Area boundaries, scores the current auction state, and then projects that information back onto the chart using profile slices, equilibrium bands, acceptance boxes, and an optional confirmed-bar TP/SL scaffold.
The main problem this script solves is location. Many directional tools can detect trend, but they do not explain whether price is trading above value, below value, or rotating around equilibrium. Auction Lattice Reserve provides that context directly from a rolling auction profile and combines it with trend and volume expansion scoring so the user can distinguish balance, markup, and distribution states.
Core Concepts
1. Fixed-Range Auction Profile
The script scans a configurable lookback window, divides the price span into bins, and apportions each candle's volume into the bins it overlaps. This creates a rolling distribution of where volume was accepted:
int firstBin = math.max(0, math.min(auctionBins - 1, math.floor((localLow - auctionLow) / auctionBin)))
int lastBin = math.max(0, math.min(auctionBins - 1, math.floor((localHigh - auctionLow) / auctionBin)))
2. Point of Control and Value Area
The highest-volume bin becomes the Point of Control. Value Area is expanded outward from the POC until the chosen percentage of total profile volume is captured. This makes the script useful for identifying accepted value and dislocation:
auctionPoc := auctionLow + (auctionPocBin + 0.5) * auctionBin
auctionVaLow := auctionLow + leftBin * auctionBin
auctionVaHigh := auctionLow + (rightBin + 1.0) * auctionBin
3. Auction State Scoring
The indicator does not rely on value alone. It blends distance from POC, trend spread, and short-vs-long volume expansion into an auction score. This creates a more robust state engine than simply checking whether price is above or below the value area.
4. Acceptance and Rejection Context
Price trading outside the value area for consecutive confirmed bars is treated as accepted migration rather than a brief probe. When acceptance is confirmed, the script can project an acceptance box forward and optionally build a TP/SL ladder from the event.
5. Institutional Visualization
The script uses right-side profile slices, layered clouds around value, an equilibrium band, candle-state coloring, and a compact top-right dashboard instead of retail-style arrows or decorative markers.
Features
Rolling auction profile: Fixed-lookback volume profile rendered at the right edge of the chart
Point of Control and Value Area: POC, VA High, and VA Low plotted directly on price
Auction score: Blends volume expansion, trend spread, and distance from equilibrium
Equilibrium band: Mid-band around POC for visual balance context
Acceptance boxes: Forward-projected boxes when price confirms value acceptance above or below the value area
Optional TP/SL scaffold: Confirmed-bar entry, stop, TP1, TP2, TP3 rails with risk/reward fill
Top-right dashboard: Shows current state, POC, value location, volume pressure, trend, and score
Dark-mode visual design: Layered teal, rose, and gold tones tailored to auction concepts
How to Use This Indicator
Step 1: Check whether price is above value, below value, or inside value.
Step 2: Review the auction score and dashboard state. Strong positive values indicate markup pressure. Strong negative values indicate distribution or liquidation pressure.
Step 3: Watch for acceptance boxes. These show that price is no longer only probing value but may be migrating to a new area of acceptance.
Step 4: Use the optional TP/SL scaffold only as a contextual planning aid. It is not a promise of outcome.
Indicator Limitations
Because the profile is rolling, value levels adapt over time and are not static
A short lookback can make the auction map overly sensitive in volatile markets
Acceptance logic requires confirmed bars, so some moves will already be underway when the state changes
The TP/SL scaffold is informational and does not execute trades
Originality Statement
Auction Lattice Reserve is original in the way it combines a rolling auction profile, an equilibrium band, value-acceptance migration logic, and an institutional-style execution scaffold into one open-source indicator. The publication is intended to provide a reusable context layer for traders who want value-based location rather than a standalone entry system.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Auction context and value-area behavior are derived from historical price and volume data and do not guarantee future results. Always use independent judgment and risk management.
-Made with passion by jackofalltrades
Indicator
Meridian Liquidity Ledger [JOAT]Meridian Liquidity Ledger
Introduction
Meridian Liquidity Ledger is an open-source Pine Script v6 indicator that maps directional liquidity shelves across a rolling price window. It separates buy-side and sell-side volume concentration, ranks shelves by relative participation strength, extends the most relevant levels through the chart, and summarizes the current liquidity ledger in an institutional-style dashboard.
The problem this indicator solves is density. A standard volume profile can show where volume accumulated, but it often does not express directional participation clearly enough for traders who want to know whether the market built more inventory above or below a reference anchor. Meridian Liquidity Ledger addresses that by classifying shelves relative to an adaptive reference price and showing whether each shelf behaves more like a buy shelf or a sell shelf.
The script is intended for traders who think in terms of inventory, acceptance, and liquidity stacking. It does not try to replace execution logic. It provides a map of where volume concentrated across the rolling ledger window, where the point of control sits, how dominant the buy-side and sell-side shares are, and how far price has stretched from the anchor and point of control in ATR terms.
Because the heavy rendering happens only on the last visible bar, the indicator aims to deliver rich visual output without turning into an unreadable chart wall. Historical shelf zones, profile bars, dotted spines, the point of control extension, and the dashboard all work together to make the liquidity map readable rather than overwhelming.
Core Concepts
1. Adaptive Reference Price
At the center of the ledger is a reference engine built from an EMA and a deviation adjustment. The script can use a plain EMA reference or a slight adaptive band depending on the user setting.
float emaRef = ta.ema(close, referenceLength)
float rangeDev = ta.stdev(close, deviationLength) * referenceBias
float synthetic = close >= emaRef ? emaRef - rangeDev * 0.20 : emaRef + rangeDev * 0.20
This reference acts as the ledger divider. Shelves above the reference are treated as sell-side inventory zones. Shelves below the reference are treated as buy-side inventory zones.
2. Rolling Price-Volume Binning
The script scans a configurable lookback window, divides the full price range into bins, and accumulates total, buy-side, and sell-side volume in each bin. This creates the ledger foundation.
Instead of looking only at price touches, the indicator asks where actual traded volume concentrated across the window. That gives each shelf more meaning than a simple horizontal line.
3. Shelf Strength Ranking
Each bin’s relative strength is measured as a percentage of the maximum bin volume in the window. Only shelves above the minimum strength threshold are rendered. That keeps weak background noise from cluttering the chart.
This is important because the point of the ledger is not to show every possible micro shelf. It is to show the shelves that stood out meaningfully within the chosen lookback.
4. Shelf History And Spine Extension
For each active shelf, the script estimates how far left the midpoint price was last crossed, then draws a historical zone, a profile bar on the right, and an optional dotted spine through the shelf midpoint. This creates both historical and forward reference in a single visual package.
The effect is similar to having a compressed split-profile, a shelf map, and a point-of-interest extension all in one indicator.
5. Point Of Control And Ledger Balance
The point of control is the strongest single shelf in the active ledger. The script can extend that level to the right and label it. At the same time, the dashboard tracks buy share, sell share, total imbalance, top-shelf concentration, and ATR distance to both the reference and the point of control.
This makes the ledger useful not just visually but quantitatively.
Features
Directional liquidity shelves: Separates bins into buy-side and sell-side inventory relative to the reference anchor
Adaptive reference engine: Uses EMA and deviation bias to frame the ledger around a contextual central price
Rolling volume ledger: Accumulates total, buy, and sell participation across a user-defined window
Shelf strength filter: Displays only bins strong enough to matter
Historical shelf zones: Shows where active shelves projected through the recent chart history
Profile bars on the right edge: Renders compact shelf bars for immediate strength comparison
Shelf spines: Optional dotted lines extend each shelf midpoint through the chart
Point-of-control extension: Marks and extends the strongest shelf in the current ledger
Institutional dashboard: Displays buy share, sell share, imbalance, POC, concentration, shelf count, and ATR distance metrics
Confirmed-bar alerts: Includes buy dominance, sell dominance, and anchor stretch conditions
Visual Elements
Historical shelf zones: These show where strong bins projected back through the active ledger window
Right-edge profile bars: Compact bars make it easy to compare shelf strength without reading every label
Shelf spines: Optional dotted midpoint lines extend the key shelf levels through the chart
Anchor bands: Inner and outer reference bands help frame whether price is balanced or stretched
POC label and extension: The strongest shelf remains visible as the primary ledger reference
Best Practices
Use the ledger to frame where inventory is concentrated before applying your own execution logic
Watch the relationship between price, the anchor, and the point of control to judge balance versus stretch
Favor shelves that remain visually dominant even as the rolling window updates
Remember that shelf color and position are contextual to the current anchor, not absolute predictions of support or resistance
Use the buy-share and sell-share readings to understand ledger skew before reacting to a single shelf in isolation
Input Parameters
Ledger Window:
Lookback Bars: Sets the rolling history used to build the ledger
Bin Count: Controls the price segmentation granularity
Profile Width: Controls the maximum width of the profile bars on the right
Shelf Padding: Adjusts the spacing between price and the right-edge profile
Reference Engine:
Reference EMA Length: Sets the central EMA anchor
Deviation Length: Controls the standard-deviation calculation for adaptive biasing
Reference Bias: Scales the adaptive offset around the EMA
Use Adaptive Anchor Band: Chooses between the synthetic anchor and plain EMA reference
Shelf Filters And Display:
Minimum Shelf Strength %: Removes shelves below the selected threshold
Show Historical Shelf Zones: Toggles the historical box layer
Extend Point Of Control: Projects the strongest shelf forward
Show Shelf Spines: Enables midpoint extension lines
Show Dashboard: Enables the top-right ledger panel
How to Use This Indicator
Step 1: Start With Buy Share, Sell Share, And Imbalance
The dashboard tells you how the rolling ledger is currently distributed. If buy share dominates, the ledger is skewed below or through the anchor in a way that favors buy-side participation. If sell share dominates, the opposite is true.
Step 2: Locate The Point Of Control
Find the extended POC line. This is the strongest shelf in the current window. It often acts as the most important reference price when judging whether the market is balanced, stretched, or returning to its highest concentration zone.
Step 3: Compare Price To The Reference Anchor
The reference and its surrounding bands tell you whether price is trading above, below, or far away from the ledger center. This is useful for deciding whether the market is exploring beyond inventory or still trading within its main concentration zone.
Step 4: Focus On The Strongest Shelves
The most useful shelves are usually the ones with the greatest width, clearest labels, and strongest color intensity. Those are the bins where the rolling window concentrated the most inventory.
Step 5: Use The Ledger As A Context Map
Meridian Liquidity Ledger is best used as a map of where liquidity stacked and how it is distributed. Pair it with your own entry logic rather than treating any single shelf as an automatic trade signal.
Indicator Limitations
The ledger is rolling-window dependent, so shelf hierarchy can change as older bars leave the calculation window
A strong shelf does not guarantee support or resistance will hold on the next interaction
Directional buy and sell classification is based on bar-level bullish versus bearish volume attribution, which is an approximation rather than true order-flow data
On illiquid symbols or very small windows, shelf concentration can become unstable and less informative
Originality Statement
Meridian Liquidity Ledger is original in the way it turns a rolling bin-based volume map into a directional liquidity shelf system with adaptive anchoring. It is not a generic profile overlay:
It separates buy-side and sell-side participation relative to an adaptive reference rather than showing only total profile mass
It combines historical shelf zones, right-edge shelf bars, shelf spines, and POC extension in one integrated view
It frames liquidity through dashboard metrics such as imbalance, concentration, and ATR stretch rather than pure histogram display
It creates a practical shelf map for context instead of relying on a single profile style or one static reference
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Liquidity shelves and point-of-control levels are descriptive references built from rolling historical data. They do not guarantee future support, resistance, or directional continuation. Always use independent judgment and proper risk management.
-Made with passion by jackofalltrades
Indicator
Aperture Imbalance Register [JOAT]Aperture Imbalance Register
Introduction
Aperture Imbalance Register is an open-source Pine Script v6 indicator built to detect, rank, and manage directional imbalance zones in a more structured way than a basic fair value gap overlay. Instead of marking every raw three-candle gap and leaving the trader to judge which ones matter, the script builds a register of active bullish and bearish imbalance zones, measures their internal lower-timeframe participation, assigns a quality score, tracks mitigation progress, and keeps the resulting stack visible with a compact institutional-style dashboard.
The problem this indicator solves is selectivity. Many imbalance tools show too many zones, retire them too slowly, or provide no context for which inefficiencies are likely to matter. Aperture Imbalance Register focuses on the active imbalance stack and grades each register by combining gap displacement with lower-timeframe volume participation. That lets the trader see not only where imbalance exists, but how concentrated the internal participation was when the zone formed.
The script is designed for traders who use imbalance as part of a broader market-structure process. It is not trying to predict every reversal. It is designed to answer practical chart questions: where are the open directional inefficiencies, how strong are they, how much of each zone has been mitigated, and whether the current stack favors bullish or bearish continuation pressure.
Because the script uses Pine Script v6 lower-timeframe arrays, the register is not just a visual box painter. It uses lower-timeframe intrabar data to build participation histograms inside each zone, identify the local point of control of the imbalance, and display whether a register still has open space or has already been substantially repaired by later price action.
Core Concepts
1. Confirmed Bullish and Bearish Gap Detection
The script detects a bullish register when the current low is above the high from two bars ago and the middle bar confirms continuation. It detects a bearish register with the inverse condition. A sigma-style filter based on the statistical size of the gap helps reject weaker dislocations:
bool confirmedBullGap = enoughGapHistory and barstate.isconfirmed and low > high and high > high and bullGapSigma > gapSigma
bool confirmedBearGap = enoughGapHistory and barstate.isconfirmed and high < low and low < low and bearGapSigma > gapSigma
This means the indicator is not plotting every minor price skip. It requires both structural displacement and a size filter before a new register is added to the active stack.
2. Lower-Timeframe Participation Ranking
Once a gap is confirmed, the script requests lower-timeframe `close` and `volume` data using `request.security_lower_tf()` and maps intrabar participation into configurable bins across the zone. That participation profile is then used to score the register.
This matters because not all imbalances are equal. Some form with broad participation spread across the full zone. Others form with concentrated acceptance in one portion of the gap. The participation histogram helps identify where the market transacted most heavily inside the register and where the imbalance may be most meaningful on a retest.
3. Quality Scoring and Register Prioritization
Each register receives a quality score derived from the concentration of lower-timeframe participation plus the size of the gap sigma event. Higher-quality zones get more visual emphasis, stronger edges, and greater dashboard influence.
In practice, this creates a hierarchy. The trader does not need to treat every imbalance equally. The register list naturally emphasizes the zones with stronger displacement and denser participation.
4. Mitigation Tracking and Lifecycle Management
Open imbalance is not enough. What matters is whether the zone remains unfilled. The script measures mitigation depth as price trades back into the register and updates the display from open to partial mitigation to fully filled. When the `Retire Fully Mitigated Zones` option is enabled, fully repaired or invalidated zones are removed from the active stack.
This keeps the chart cleaner and prevents stale boxes from dominating the view after the market has already rebalanced the inefficiency.
5. Participation Histogram and Local POC
Each register can display a small internal histogram showing participation intensity by price segment. The maximum participation bin defines the register’s local point of control, and that level is drawn as a line through the zone.
This gives the register more structure than a plain box. Instead of just seeing the outer bounds, the trader can see where activity concentrated inside the imbalance.
Features
Bullish and bearish imbalance registers: Detects confirmed gap-style inefficiencies in both directions using confirmed-bar logic
Lower-timeframe participation model: Uses lower-timeframe arrays to rank each register by internal participation rather than gap presence alone
Quality scoring: Combines participation concentration and sigma displacement into a single register score
Mitigation tracking: Continuously estimates how much of each register has been repaired by later price action
Automatic lifecycle retirement: Fully mitigated or invalidated zones can be retired automatically to reduce clutter
Internal histogram bars: Optional profile bars show where lower-timeframe participation concentrated inside the zone
Point-of-control line: Each register maintains a local participation midpoint for tactical reference
Midline support: Optional dotted midpoint line helps visualize the fair center of the register
Dashboard summary: Displays bull count, bear count, mitigated count, average quality, best quality, stack count, and bias
Data-window exports: Publishes stack bias, quality sum, and active register count for downstream reading
Visual Elements
Register boxes: The outer body of each imbalance zone shows whether price is dealing with bullish or bearish open inefficiency
Participation bars: Optional internal profile bars highlight where lower-timeframe participation concentrated inside the register
Midline and POC references: The centerline and participation high point help identify the most important sub-levels inside the zone
Adaptive edge intensity: Stronger registers receive more visual emphasis than weaker ones
Mitigation labels: Each register updates from open to mitigation to filled so the chart communicates lifecycle state directly
Best Practices
Use the register stack as context, then let your own execution model decide entries
Favor high-quality registers that align with broader structure instead of reacting to every new zone
Treat partial mitigation as a sign that some imbalance has already been repaired, not as automatic invalidation
Be especially careful on symbols with poor lower-timeframe data because internal participation quality can degrade
If the active stack flips from one side to the other quickly, read that as changing imbalance context rather than a guaranteed reversal signal
Input Parameters
Intrabar Data:
Auto Lower Timeframe: Automatically derives a lower timeframe for participation analysis
Custom Lower Timeframe: Allows manual lower-timeframe selection when auto mode is disabled
Calculation Depth: Controls how much lower-timeframe history is requested
Imbalance Detection:
Gap Sigma Filter: Sets the minimum displacement strength required for a new register
Participation Bins: Controls how many internal profile slices are built inside each zone
Max Active Registers: Limits how many open registers remain on the chart at once
Retire Fully Mitigated Zones: Removes zones once they are effectively repaired or invalidated
Lifecycle And Display:
Extend Active Zones: Extends open registers to the right for forward reference
Show Participation Histogram: Displays the internal lower-timeframe bar profile
Show Midline: Draws a dotted centerline through each register
Show Dashboard: Enables the top-right summary panel
How to Use This Indicator
Step 1: Read the Stack Bias
Start with the dashboard. Compare the bullish and bearish active register counts and note the stack bias value. A positive bias means bullish imbalance is dominating the active structure. A negative bias means bearish imbalance is dominating.
Step 2: Focus on Quality, Not Quantity
Use the average and strongest quality readings to judge whether the active stack is meaningful. A chart with fewer but stronger registers is often more actionable than a chart with many weak inefficiencies.
Step 3: Watch Mitigation Progress
Each active register updates from open to partial mitigation to filled. Open registers represent unresolved inefficiency. Deeply mitigated registers have already lost part of their tactical edge.
Step 4: Use The Internal Profile
When the participation histogram is enabled, look for bins that concentrated most of the intrabar volume. The local point of control and denser profile segments often become the most useful retest references inside the wider zone.
Step 5: Apply It As Context, Not A Standalone Trigger
Aperture Imbalance Register works best as a context layer. It helps frame whether an imbalance stack is supporting continuation or warning of unresolved opposing pressure. Use it with your own structure, execution, and risk model.
Indicator Limitations
Because the script uses lower-timeframe data requests, realtime behavior can differ slightly from historical behavior as new intrabars accumulate inside the live bar
Mitigation does not guarantee reversal or continuation. It only shows how much of the zone has been traded back through
A strong register can still fail if broader market structure, liquidity, or volatility conditions change
On very low-history charts or symbols with thin lower-timeframe data, participation quality can be less informative than on liquid instruments
Originality Statement
Aperture Imbalance Register is original in the way it treats imbalances as managed registers rather than passive boxes. The script is published because it contributes more than a generic fair value gap mashup:
It ranks each imbalance with a lower-timeframe participation model instead of drawing every gap with equal importance
It combines gap displacement, intrabar participation, mitigation tracking, and internal histogram rendering into a single workflow
It maintains a tactical register stack with lifecycle management rather than leaving stale zones permanently on the chart
It exposes stack-level information through a dashboard and data-window fields so the indicator can be read systematically
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Imbalance zones are analytical references based on historical price behavior and lower-timeframe participation, not guarantees of future reaction. Markets can rebalance, ignore, or invalidate any zone without warning. Always use proper risk management and independent judgment.
-Made with passion by jackofalltrades
Indicator
Covenant Participation Lattice [JOAT]Covenant Participation Lattice
Introduction
Covenant Participation Lattice is an open-source participation-axis engine that builds a rolling price-distribution profile, stabilizes the point of control, and maps value-area structure around that axis. It is designed to show where price is accepted, where it is stretched, and whether current auction conditions are balanced, premium, or discounted.
Core Concepts
1. Rolling profile construction
A distribution of volume by price is rebuilt over a configurable lookback and row count. The profile identifies a raw point of control and the surrounding value area used to classify current price position.
2. Stabilized axis logic
Rather than plotting the raw POC directly, Covenant stabilizes the axis using staged adjustments constrained by ATR. This reduces noisy jumps while preserving meaningful auction shifts.
3. Premium, discount, and acceptance diagnostics
The script calculates how much volume sits above, below, and inside value. This allows the chart to distinguish accepted trade inside value from premium or discount extension away from it.
4. Corridor rendering
Guide lines and corridor fills visually connect the participation axis with the value-area bounds so the trader can see auction balance without reading the dashboard first.
Features
Rolling profile and stabilized participation axis
Value-area high, low, and midpoint structure
Premium/discount share analysis
Balance tilt and tail-skew diagnostics
Ribbon and top-right dashboard
Confirmed alerts for axis reclaim, value-area breaks, and deep extension
Disclaimer
This indicator is educational and informational only. Participation and value-area relationships describe auction context; they do not guarantee reversal or continuation.
- made with passion by officialjackofalltrades Indicator
Dual Volume Profile Dual Volume Profile overlays two independent volume profiles on your chart simultaneously: a session profile built from intraday trading hours, and a composite range profile built from a configurable lookback period. Comparing the two reveals whether short-term auction activity is confirming or diverging from the broader volume structure.
Inspired by PulseWire's built-in VRVP and SVP HD indicators, the Dual VP combines both concepts into a single overlay — pairing the structural range view of VRVP with the per-session granularity of SVP HD — and adds a signal layer that detects when the two profiles agree or diverge.
Session profile
Builds a volume-at-price histogram for each trading session using your selected hours — CME RTH, NYSE RTH, Full Globex, or a custom window. Up to 5 historical sessions are displayed alongside the current developing session. Each session shows its own POC, VAH, and VAL.
Range profile
Builds a composite volume-at-price histogram across a configurable lookback (default 200 bars). This acts as a multi-session structural view similar to PulseWire's built-in VRVP, positioned in the right margin of the chart. POC, VAH, and VAL are drawn across the full range.
Signals
The indicator generates three optional signals based on the relationship between the session and range profiles:
POC Alignment — fires when the session POC and range POC converge within a user-defined threshold, indicating agreement on fair value between the short-term and structural auctions.
Dual VA Breakout — fires when price trades above both value area highs or below both value area lows simultaneously, suggesting a directional move accepted by both timeframes.
VA Divergence — fires when the session's value area midpoint shifts significantly away from the range's value area midpoint, indicating the developing session is repricing relative to the composite structure.
How to use it
Add the indicator and select the session type matching your instrument. The session profiles draw inline over price history; the range profile anchors to the right margin. Use the info table (top-right by default) to monitor both sets of levels and active signals at a glance. Session transparency is adjustable so the histograms don't obscure candles.
Settings overview
Session Type, Sessions to Show, Session Bar Thickness, Session Transparency, Lookback Bars, Right Margin Offset, Price Rows (session and range independently), Value Area %, Up/Down volume colors, POC/VA line visibility, and signal thresholds for alignment, breakout, and divergence.
Indicator
Northsea Auction Map [JOAT]Northsea Auction Map
Introduction
Northsea Auction Map is an open-source auction-style overlay that builds a rolling or session-anchored profile directly on the chart. It estimates where business has been conducted, where value is concentrated, where activity is thin, and how price is positioned relative to that structure.
The problem this script solves is that directional tools alone do not explain where the market is accepting price and where it is rejecting price. Auction context is useful because trend and reversal behavior both depend on where price is trading relative to value. Northsea uses a configurable anchor, builds a profile histogram, derives value area and point of control, approximates delta bias, and summarizes that information in a clean on-chart framework.
Core Concepts
1. Session or Rolling Anchoring
The script can build its auction map from a live session anchor or from a fixed rolling window. That allows it to serve both intraday session analysis and broader window-based contextual analysis. Session anchoring can use exchange-aware timing or an explicit timezone selection so the profile starts from the intended session definition.
2. Profile Row Construction
The chosen anchor range is divided into configurable price rows. Each eligible bar contributes volume into those rows, producing a simplified volume-at-price map. The widest concentration becomes the point of control, while the surrounding rows are expanded outward until the configured percentage of activity defines the value area.
3. Point of Control and Value Area
Northsea calculates:
POC: the highest-activity row
VAH: the upper boundary of the selected value area
VAL: the lower boundary of the selected value area
These levels are drawn forward on the chart so users can quickly see whether price is trading inside accepted value or outside it.
4. Delta Bias and Node Logic
The script derives a directional participation proxy and combines it with profile concentration to estimate whether the current map leans more bid-dominant, offer-dominant, or balanced. It also classifies high-value nodes and low-value nodes using row-level z-score logic so pockets of acceptance and low-participation gaps stand out.
5. Anchored VWAP and Range Context
An anchored VWAP and session range lines are drawn alongside the profile. This gives the user both price-distribution context and mean-location context in the same overlay.
Features
Two anchoring modes: Session Anchor and Rolling Window
Flexible session timezone handling: Supports exchange-aware or explicit timezone session anchoring
Configurable profile density: Adjustable lookback, row count, width, and offset
POC and value area: Automatically derived and extended on the chart
HVN and LVN identification: Highlights acceptance nodes and thin areas
Anchored VWAP: Adds a fair-value style reference line
Session range guides: High, low, and midpoint lines
Delta bias proxy: Adds directional auction context
Dashboard summary: Anchor bars, range, POC/VWAP, value area, delta bias, location, and balance metrics
Input Parameters
Anchoring:
Anchor Mode
Session Window
Session Timezone
Profile Lookback
Profile Rows
Value Area Percentage
Layout:
Right Offset
Profile Width
Session Range toggle
Anchored VWAP toggle
Profile Labels toggle
Node Summary toggle
Node Logic:
High-Value Node Z
Low-Value Node Z
Node Transparency
POC Highlight toggle
Value Area Highlight toggle
How to Use This Indicator
Step 1: Locate Price Relative to Value
If price is trading inside the value area, the market is operating near accepted value. If price is outside value and not returning quickly, the market may be discovering a new area.
Step 2: Compare POC With VWAP
The relationship between POC and anchored VWAP can help show whether the bulk of business and the weighted mean price are clustered together or diverging.
Step 3: Watch HVNs and LVNs
High-value nodes often behave like acceptance shelves. Low-value nodes often behave like traversal zones where price moves more quickly. These are not guaranteed reactions, but they are useful structural references.
Step 4: Use the Delta Bias as Context, Not Certainty
The delta bias proxy helps describe whether the current map is leaning more bid-side or offer-side. It should be read as auction context rather than treated as direct order-book truth.
Indicator Limitations
The script approximates auction structure from bar data and does not reconstruct true exchange-level volume at every traded price
Profile interpretation depends on the selected anchor; different anchors can produce different maps
Thinly traded instruments may generate unstable row distributions
Node thresholds are model-based and may require tuning by instrument
Originality Statement
Northsea Auction Map is original in the way it combines anchored profiling, value-area construction, node classification, delta bias estimation, and anchored VWAP into one restrained overlay. The goal is not to duplicate a platform-native profile panel, but to provide a configurable auction context tool that can travel with the chart and integrate directly with other analytical layers.
Disclaimer
This script is provided for educational and informational purposes only. It is not financial advice. Profile levels and node classifications are derived from historical bar data and model assumptions, so they can differ from full exchange or footprint tools. Use independent judgment and risk management.
Indicator
Structural Leg Profiler [LuxAlgo]The Structural Leg Profiler indicator is a comprehensive structural analysis tool that dynamically maps lower-timeframe volume distributions onto major market swings to reveal where the most significant trading activity occurs within a trend.
🔶 USAGE
The tool is designed to bridge the gap between traditional price action swings and order flow analysis. By using an ATR-based swing detection mechanism, the indicator automatically identifies structural "legs" (upward or downward price movements) and generates a detailed volume distribution profile for each one.
Users can leverage this tool to identify high-interest zones (Point of Control) and determine whether a move is supported by aggressive buying or selling volume through the Delta coloring mode.
🔹 Interpreting the Profiles
Each structural leg displays a volume profile across its duration, constructed from lower-timeframe data to ensure precision.
Volume Gradient Mode: Highlights nodes based on total activity. The colors transition from low-volume areas to high-volume nodes, with the Point of Control (POC) being the most prominent. Delta Mode: Colors the profile blocks based on the net difference between buying and selling volume. Bright green indicates heavy aggressive buying, while bright red indicates heavy aggressive selling. Summary Labels: Each leg includes a summary label showing the Total Leg Volume, the Net Delta, and the exact POC price.
🔹 Volume Anomalies
The script automatically detects and highlights candles with unusual volume spikes using dynamic "bubbles." This helps in identifying potential exhaustion points or strong breakout momentum.
Standard Bubbles: Indicate volume that is significantly above the 20-period average. Large Bubbles with Values: Indicate extreme volume spikes, with the exact volume printed inside the bubble for immediate context.
🔶 DETAILS
🔹 Untested POC Extensions
A core feature of this script is the "Naked POC" logic. When a structural leg is completed, its Point of Control is projected forward as a dashed line. These levels often act as high-probability support or resistance zones. The line continues to extend until price eventually "tests" or crosses it, at which point it automatically terminates to keep the chart clean.
🔹 Lower Timeframe Precision
Unlike standard profiles that use only chart-resolution data, this script utilizes
request.security_lower_tf
to pull granular data. This provides a much more accurate view of how volume was distributed within each leg compared to simple OHLC-based approximations.
🔶 SETTINGS
🔹 Swing Detection
ATR Period: The lookback period used to calculate volatility for swing detection. Swing Multiplier (ATR): Controls the sensitivity of the legs. Higher values capture major trends; lower values capture micro-swings.
🔹 Profile Settings
Max Profile Boxes: Defines the vertical resolution and maximum number of rows in the profiles. Profile Alignment: Determines where the volume bars are anchored (Left, Right, or Center) within the leg area. Show Volume Value: Toggles the visibility of numeric volume values inside the profile boxes. Extend Untested POCs: Enables the forward projection of POC lines until they are mitigated by price.
🔹 Volume Anomalies
Show Volume Bubbles: Toggles the volume anomaly visualization. Spike Threshold: The multiplier relative to the 20-period average volume that triggers an anomaly bubble.
🔹 Style & Colors
Box Color Mode: Choose between "Volume Gradient" (Total Volume focus) or "Delta" (Buy vs. Sell focus). Up/Down Leg Colors: Customizable color gradients for both bullish and bearish structural legs. Indicator
Volumetric Pressure Gradient [JOAT]Volumetric Pressure Gradient
Introduction
Volumetric Pressure Gradient is an institutional-style volume location oscillator that converts rolling value distribution into a clean 0-100 pressure map. Instead of forcing the trader to interpret raw profile levels in price space only, the indicator rescales the Point of Control, Value Area High, and Value Area Low into the same oscillator space as current price location. This creates a direct view of whether price is trading above value, below value, or rotating through equilibrium.
The result is a cleaner decision tool for traders who want to understand auction positioning without cluttering the chart with a full profile rendering. It is designed to answer a simple but powerful question: where is price trading relative to where volume has actually concentrated?
Why This Indicator Exists
Value Location Context: Shows where price sits inside the recent auction range
POC Relationship: Highlights when price is trading above or below volume-weighted equilibrium
Value Area Awareness: Tracks whether price is stretching outside accepted value or rotating back into it
Momentum Confirmation: Uses consecutive closes relative to the scaled POC for cleaner pressure confirmation
Compact Visualization: Delivers profile intelligence in a sub-pane without overwhelming the chart
Core Components Explained
1. Rolling Volume Distribution
winHigh = ta.highest(high, lookback)
winLow = ta.lowest(low, lookback)
binSize = (winHigh - winLow) / bins
The indicator builds a rolling distribution over the selected lookback window using equal-width price bins. Each candle contributes volume into the bin that contains its midpoint. This keeps the logic fast, stable, and visually clean while still capturing where trade participation has concentrated.
2. Point of Control Calculation
The Point of Control is the bin with the greatest accumulated volume. It represents the most accepted price area inside the current rolling auction. When the oscillator is above the scaled POC, buyers are holding price above accepted value. When below, price is trading at a discount relative to the current volume center of gravity.
3. Value Area Expansion
vaTarget = totalVol * valueAreaPct / 100.0
Starting from the POC, the script expands upward and downward until the cumulative volume reaches the selected value area percentage. This produces a dynamic Value Area High and Value Area Low that respond to where trading activity is actually clustering.
4. Oscillator Normalization
oscillator = ta.ema((close - winLow) / range * 100.0, smoothLen)
Price location is transformed into a 0-100 oscillator so it can be compared directly against the scaled POC and value boundaries. This turns volume profile interpretation into a faster read:
Above POC = premium to value
Below POC = discount to value
Near Value Area High = acceptance near upper auction boundary
Near Value Area Low = acceptance near lower auction boundary
5. Pressure Confirmation Logic
The indicator tracks consecutive bars above or below the scaled POC. This avoids overreacting to one-bar noise and helps confirm whether price is actually sustaining premium or discount pressure.
Visual Elements
Main Oscillator: Color-switching pressure line based on price location relative to POC
POC Line: Gold equilibrium reference showing accepted value
VA High / VA Low: Soft boundary lines for the active value area
Gradient Fill: Bullish above POC, bearish below POC
OB/OS Background: Optional shading when price stretches to extremes
Momentum Markers: Compact confirmation triangles when above/below-POC pressure persists
Dashboard: Live readout of VAH, POC, VAL, width, position, and regime
Input Parameters
Lookback Bars: Window used for the rolling profile and oscillator normalization
Value Area %: Percentage of total volume used to define accepted value
Overbought / Oversold: Stretch thresholds for auction extremes
Momentum Confirm Bars: Required bars above or below POC before confirmation fires
Oscillator EMA: Smoothing applied to the normalized pressure line
How to Use This Indicator
Step 1: Identify whether the oscillator is above or below the POC. This tells you if price is trading at premium or discount relative to recent value.
Step 2: Check whether price is rotating inside value or expanding away from it.
Step 3: Watch for momentum confirmation markers when pressure sustains on one side of the POC.
Step 4: Use overbought and oversold conditions as context, not automatic reversal signals.
Step 5: Combine with structure or trend tools for directional execution.
Best Practices
Use on liquid markets where reported volume is meaningful
Treat the POC as equilibrium, not as guaranteed support or resistance
Combine premium/discount information with higher-timeframe structure
Momentum confirmation works best when the value area is not extremely narrow
Value area width can help identify compression vs expansion conditions
Indicator Limitations
This is a rolling approximation of value, not a full exchange-native volume profile engine
Very small lookbacks can make value levels overly reactive
Overbought and oversold readings can remain extended in strong trends
Value acceptance does not guarantee reversal
Volume quality varies by market and broker feed
Technical Implementation
Built in Pine Script v6 using:
Rolling bin-based volume distribution
POC-first value area expansion
Normalized 0-100 price-location oscillator
EMA smoothing for pressure readability
Consecutive-bar momentum confirmation
Non-repainting confirmed-bar updates
Originality Statement
This indicator is original in how it compresses profile-style value logic into an oscillator workflow. Rather than drawing a traditional profile on the price chart, it translates value, equilibrium, and range position into a compact pressure framework that is easier to combine with momentum and structure analysis.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Trading involves risk, including the risk of loss. Volume-based context improves decision quality, but it does not predict future price movement with certainty. Always use proper risk management and independent judgment.
-Made with passion by officialjackofalltrades
Indicator
Smart Money Matrix ICT + Volume Profile [Point algo]This indicator is a comprehensive institutional-grade toolkit designed to bridge the gap between Market Structure (SMC/ICT) and Volume Analysis (Volume Profile). By combining these two distinct analytical disciplines, the indicator provides a high-confluence "Matrix" view of the market, helping traders identify where high-conviction orders are resting and how price structure is reacting to them.
Core Functionality
The script is divided into three primary modules that work in synergy:
1. ICT & Smart Money Structure
This module tracks the "DNA" of market movement using high-precision pivot detection:
Market Structure Shift (MSS) & Break of Structure (BOS): Automatically identifies trend transitions and continuations.
Liquidity Sweeps: Highlights "stop hunts" where price wicks beyond previous swing points before reversing, signaling institutional absorption.
Dynamic Fair Value Gaps (FVG): Plots active FVGs and automatically removes them (mitigation) once price returns to fill the imbalance.
2. Advanced Volume Profile (VP)
While most volume profiles are static, this engine calculates volume distribution over a user-defined lookback period to find the "fairest" price levels:
Point of Control (POC): The price level with the highest traded volume, acting as a massive magnet or pivot.
Value Area (VAH/VAL): Highlights the zone where 70% (customizable) of the volume took place, distinguishing between value-driven moves and "excess" price action.
Bull/Bear Volume Split: The profile histogram is color-coded to show whether buyers or sellers were more aggressive at specific price nodes.
3. Master Intelligence Dashboard (HUD)
A real-time terminal in the corner of your chart that synthesizes all data points:
Market Bias: Real-time bullish/bearish/neutral status based on structural breaks.
Zone Positioning: Instantly tells you if price is above, below, or at value (POC).
Distance Metrics: Calculates the percentage distance to the POC for mean-reversion planning.
How to Use
High Confluence Entry: Look for a Liquidity Sweep or MSS that occurs exactly at the Value Area Low (VAL) or POC. This suggests institutions are defending a high-volume zone.
Targeting: Use the POC as a primary take-profit level during mean-reversion trades.
Imbalance Trading: Use the FVG boxes to identify "magnets" in the market. If price breaks structure (BOS) and leaves an FVG near the Value Area High, expect a retracement to that zone before the next leg.
Technical Breakdown
Pivots: Uses a customizable lookback length to detect swing points.
Volume Binning: Divides the price range into numBins to calculate volume density accurately across the lookback period.
Non-Repainting: All structural labels (MSS/BOS/Sweeps) and FVG boxes are calculated on closed bars to ensure signal integrity.
Transparency: All features, from FVG transparency to the number of Volume bins, are fully adjustable via the user settings menu.
Disclaimer: Trading involves significant risk. This tool is designed for technical analysis and educational purposes. It does not provide financial advice. Past performance of structural patterns is not indicative of future results. Indicator
Vortex Volume Spectrum [JOAT]Vortex Volume Spectrum
Overview
Vortex Volume Spectrum is a dynamic, proportional volume profile indicator built from scratch in Pine Script v6. It analyses how traded volume distributes across price levels within any configurable lookback window, identifies the Point of Control (POC) — the price level with the highest volume concentration — and draws the Value Area (the 70% of total volume nearest the POC) as a live-updating profile rendered directly on the chart using the box drawing API. Unlike fixed-range volume profiles offered by some platforms, this engine recalculates on every bar and is fully parametric.
Why Build a Volume Profile in Pine?
Volume profile is one of the most powerful market microstructure tools available, revealing where the majority of market participants transacted. Most PulseWire users rely on the built-in session profile which cannot be customised, scripted, or combined with other logic. Vortex Volume Spectrum gives Pine authors and traders a fully transparent, open-source volume distribution engine they can understand, modify, and build upon — with the visual quality of a professional charting suite.
Distribution Engine
The profile is built with a configurable number of price bins (default 30) spanning the high-to-low range of the lookback window. For each bin, the engine calculates the proportional contribution of each historical bar's volume using an overlap method:
Each bar contributes volume proportionally to the fraction of its high-to-low range that overlaps with each bin. A bar spanning multiple bins splits its volume across all overlapping bins by the fraction of overlap — preventing the unrealistic "winner takes all" binning used by simpler implementations.
This overlap-proportional distribution produces a smooth, accurate volume histogram that closely mirrors the actual traded price distribution.
POC Detection
After computing the full distribution array, the engine scans for the bin with the highest accumulated volume. This bin's midpoint is the Point of Control — the price level where the most volume traded during the lookback window. The POC is highlighted as the brightest horizontal line in the profile.
Value Area (70%) Calculation
Starting from the POC bin, the Value Area algorithm expands outward — one bin up and one bin down in alternating steps — absorbing bins into the Value Area until their cumulative volume equals or exceeds 70% of total profile volume. The result is a price range (Value Area High and Value Area Low) that contains the bulk of institutional activity. This range is where the majority of price acceptance occurred and serves as a reference for mean-reversion and breakout trading contexts.
Live Rendering at barstate.islast
The entire profile is rebuilt from scratch on each bar's final tick using the delete-before-create pattern: all existing profile boxes are deleted before redrawing. This ensures that the profile is always current without leaving ghost boxes on the chart. Each bin is drawn as a horizontal box scaled to its volume proportion relative to the maximum bin, using a gradient colour from muted (low volume) to bright teal (near-POC), with the POC bin rendered in gold.
Profile Elements
- Volume bins: Horizontal boxes scaled by proportional volume, coloured by intensity
- POC line: Gold horizontal line at the maximum-volume price level
- Value Area High / Low lines: Teal dashed lines marking the 70% value area boundary
- Volume Delta overlay: For each bar, buy volume (close > open) and sell volume (close < open) are tracked separately and displayed as a delta bar, showing the directional pressure within the profile window
Inputs Reference
- Profile Length (100) — number of bars included in the lookback window
- Number of Bins (30) — vertical resolution of the price distribution
- Profile Width (40 bars) — horizontal width of the rendered boxes
- Show POC Line — toggles the gold POC highlight
- Show Value Area — toggles the 70% Value Area High/Low lines
- Show Volume Delta — toggles the delta bar visualisation
- Profile Offset (0) — shifts the profile left or right from the current bar
- Theme: Dark / Light / Auto
How to Use
1. Add to any chart. The profile automatically spans the last N bars (configurable lookback).
2. The POC (gold line) is the most significant reference level — price tends to be attracted back to the POC when trading away from it.
3. The Value Area High and Low act as potential support/resistance zones. Breakouts above VAH with volume expansion are bullish continuation signals; breakouts below VAL signal bearish continuation.
4. If price is trading within the Value Area, expect range behaviour with mean reversion toward the POC.
5. Volume Delta bars help identify whether the current session's participation is predominantly buying or selling within the profiled window.
Non-Repainting Design
The profile always renders at barstate.islast using only confirmed historical bar data. No forward-looking data is accessed. The POC and Value Area lines represent historical distribution within the defined lookback and do not shift on historical bars.
Limitations
- Volume profiles are most meaningful on instruments with genuine, transparent volume (equities, futures, crypto on-chain exchanges). Forex tick volume is a proxy and may produce less reliable distribution shapes.
- Increasing the number of bins significantly increases the number of box objects drawn, approaching PulseWire's per-indicator box limit on very long lookbacks.
- The profile always represents the most recent N bars — it does not anchor to specific sessions or swing levels. Session-anchored profiles require different logic.
- Very low-volume bins at the extremes are accurate but may appear invisible at small chart scales.
Disclaimer
This indicator is provided for educational and informational purposes only. Volume profile is a descriptive market microstructure tool and does not predict future price movement. Always use proper risk management in conjunction with your own analysis.
Made with passion by officialjackofalltrades
Indicator
Strata Volume Contour [JOAT]Strata Volume Contour
Introduction
Strata Volume Contour (SVC) is an open-source dynamic volume profile engine that divides a configurable lookback window into 25 equidistant price bins and accumulates the total traded volume within each bin. The result is a real-time horizontal histogram drawn to the right of the current bar, showing exactly where the market has spent the most volume over the selected period. The Point of Control (POC) — the highest-volume bin — is highlighted as the dominant fair-value level. The Value Area — the range of bins containing 70% of total volume — is shaded to mark the institutional accumulation zone.
The problem SVC solves is the inability of time-based charts to show volume distribution across price levels. Standard volume bars show how much was traded each period, but not at which prices. Volume profile reveals the price levels that attracted the most participation — these are the levels where institutional orders were concentrated, making them the most meaningful support and resistance references available. SVC brings this institutional-grade analysis directly to the chart without requiring specialized volume profile software.
Core Concepts
1. Price Range Binning
The indicator determines the highest high and lowest low across the full lookback window, then divides this range into 25 equal-width bins. Each bin represents a price zone:
float rangeHi = ta.highest(high, math.min(bar_index + 1, lookback))
float rangeLo = ta.lowest( low, math.min(bar_index + 1, lookback))
float binStep = (rangeHi - rangeLo) / BINS
A zero-range guard (binStep > 0) prevents division errors on flat or illiquid instruments. With 25 bins, the histogram provides enough granularity to identify structural features while remaining visually clean.
2. Volume Accumulation (Performance-Gated)
Volume accumulation runs exclusively on the last bar of the chart (barstate.islast). This is a critical design decision: running the O(bins x lookback) double-loop on every bar within the lookback window would create an O(bars x bins x lookback) computational cost that exceeds PulseWire's execution limits on longer charts. By gating to the last bar, the full recalculation costs O(bins x lookback) exactly once per chart update:
if barstate.islast
if binStep > 0.0
for i = 0 to BINS - 1
float binLevel = rangeLo + binStep * i
float binVol = 0.0
for k = 0 to lookback - 1
if math.abs(close - binLevel) <= binStep
binVol += nz(volume , 0.0)
array.set(volBins, i, binVol)
Each bar within the lookback is assigned to the nearest bin based on its closing price.
3. Point of Control (POC)
The POC is the bin with the highest accumulated volume. It represents the price level where the most trading activity occurred over the lookback period. Markets tend to use the POC as a magnet — price is attracted to it during consolidation and uses it as a reference when transitioning between ranges. The POC is rendered with a distinct highlight color (default orange) to make it immediately identifiable.
4. Value Area Calculation (70% Rule)
The Value Area is determined by a symmetric expansion algorithm. Starting from the POC, the algorithm expands outward one bin at a time, always adding the bin (above or below) that contributes the most volume, until the accumulated volume within the expanding range reaches 70% of total volume:
while vaVol < vaTarget and (vaLow > 0 or vaHigh < BINS - 1)
float addUp = vaHigh < BINS - 1 ? array.get(volBins, vaHigh + 1) : 0.0
float addDn = vaLow > 0 ? array.get(volBins, vaLow - 1) : 0.0
if addUp >= addDn and vaHigh < BINS - 1
vaHigh += 1
vaVol += addUp
else if vaLow > 0
vaLow -= 1
vaVol += addDn
The Value Area High (VAH) and Value Area Low (VAL) define the institutional accumulation zone. Price outside the value area represents a premium (above) or discount (below) relative to the lookback period's fair value.
5. Horizontal Histogram Visualization
Each bin is drawn as a horizontal box extending rightward from the current bar. The box width is proportional to the bin's volume relative to the POC volume — the POC spans the maximum width (50 bars right), and all other bins scale proportionally. Volume amounts are labeled on each bar.
Features
25-Bin Volume Profile Histogram: Full horizontal volume distribution rendered to the right of price with proportional bar widths and volume labels
Point of Control (POC): Highest-volume bin highlighted in a distinct color (default orange) with automatic detection each bar update
Value Area (VAH / VAL): The 70%-volume range shaded in a distinct color, with Value Area High and Low explicitly tracked and displayed in the dashboard
Gradient Bin Coloring: Each non-POC, non-VA bin is colored on a gradient from low volume (nearly transparent) to high volume (full opacity), creating a visual density map
Static Level Plots: All 25 bin levels are plotted as horizontal lines over the lookback window, providing a persistent price level grid even without the boxes visible
Price vs POC Context: The dashboard reports whether price is currently Above POC, Below POC, or At POC
8-Row Dashboard (Top Right): POC price, VA High, VA Low, price vs POC relationship, total volume, lookback period, and version
Watermark: JackOfAllTrades signature at chart center-bottom
Input Parameters
Profile Settings:
Lookback Period: Number of bars to include in the volume accumulation (default: 200, range: 50-500)
Visual Settings:
Show Volume Bins: Toggle the horizontal histogram boxes
Bin Color: Base color for the bin gradient (default: blue)
Bin Width: Border width of histogram boxes (default: 1, range: 0-5)
Highlight POC: Toggle POC highlighting
POC Color: Color for the highest-volume bin (default: orange)
Show Value Area: Toggle the 70%-volume range shading
VA High Color: Color for the Value Area High reference
VA Low Color: Color for the Value Area Low reference
Theme: Auto, Dark, or Light
How to Use This Indicator
Step 1: Identify the Point of Control
The POC is the most important level on the profile. It is the price the market spent the most time trading at — the ultimate fair-value anchor. Price below the POC is at a discount; above is at a premium. Trading setups at the POC during retest often exhibit tight risk/reward.
Step 2: Use Value Area Boundaries for Support and Resistance
The Value Area High and Low are the primary structural boundaries. Price often oscillates within the value area and struggles when attempting to leave it. A close outside the value area with high volume often signals the beginning of a new directional move.
Step 3: Adjust Lookback to Your Trading Style
Shorter lookbacks (50-100 bars) produce a profile of recent price structure, relevant for intraday traders. Longer lookbacks (300-500 bars) produce a macro structural view, relevant for swing traders. The POC and value area boundaries shift as the lookback changes.
Step 4: Watch Price Return to the POC
After price moves away from the POC, it frequently returns to it during low-volume periods. When price is far from the POC and trending, the POC can serve as a magnet target for reversion. When price is oscillating around the POC, it reflects a balanced, two-sided auction.
Indicator Limitations
The profile recalculates only on barstate.islast — it reflects the state at the last confirmed bar. During real-time market hours, the profile is not updating tick-by-tick; it updates each time a bar closes
The volume accumulation assigns each bar to a bin based on closing price, not the intrabar high-low range. This is a simplification — a professional volume profile distributes volume across all prices touched during the bar. The close-based method is computationally feasible within Pine Script's constraints
The 25-bin resolution is fixed. Very large price ranges (e.g., a lookback spanning a major crash) may produce bins too wide to be structurally meaningful. Users should adjust the lookback to keep the range within a reasonable structural period
Instruments with no volume data (some indices, spot forex) will show all zero bins and the profile will not render meaningfully
The histogram boxes are drawn to the right of the current bar. On instruments with extended right-side padding disabled, the boxes may be partially hidden off-chart
Originality Statement
SVC is original in its approach to making volume profile accessible within Pine Script's performance constraints. This indicator is published because:
The barstate.islast performance gate is the key design innovation — it collapses what would otherwise be an O(bars x bins x lookback) computation into a single O(bins x lookback) pass, making a 25-bin volume profile with 500-bar lookback feasible within PulseWire's execution limits
The 70% Value Area algorithm uses a symmetric expansion approach (always adding the larger of the next bin up or down) that correctly implements the standard Volume Profile Value Area methodology
The gradient bin coloring uses color.from_gradient() against the POC volume as the maximum reference, making the visual density map adaptive to the actual volume distribution rather than a fixed scale
The Price vs POC contextual label in the dashboard provides an immediately actionable market context read without requiring the user to visually judge their position relative to the histogram
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. Volume profile levels are based on historical volume distribution and represent areas of past interest, not guarantees of future price behavior. The Point of Control and Value Area boundaries can and do shift significantly as the lookback window evolves. Always use proper risk management. The author is not responsible for any trading losses resulting from the use of this indicator.
-Made with passion by jackofalltrades
Indicator
Institutional Session Profiler [JOAT]Institutional Session Profiler
Introduction
The Institutional Session Profiler builds a real-time volume-by-price distribution for each of the three major trading sessions — Asia (Tokyo, 01–09 UTC), London (07–16 UTC), and New York (13–22 UTC). For each session, it calculates the Point of Control (POC — the price level with the highest traded volume), the Value Area High (VAH) and Value Area Low (VAL) encompassing 70% of session volume, and a net buy/sell delta that reveals directional institutional participation within the session. Profile shapes are rendered as smooth polyline waves via Catmull-Rom cubic spline interpolation, giving the profiles a clean, readable curve rather than a jagged bar histogram.
The core problem this solves: standard volume profile tools display a single aggregated profile for an arbitrary lookback. Institutional traders operate within defined session windows — Asia sets the range, London typically engineers liquidity, New York resolves direction. Mapping volume distribution per session reveals where institutions are genuinely active versus where price is simply passing through thin volume.
Core Concepts
1. Lower-Timeframe Volume Accumulation
To build accurate price-level histograms on any chart timeframe, 1-minute (or user-specified lower timeframe) bars are requested via Pine Script's security_lower_tf function. Each sub-bar's volume is classified as buy-side or sell-side, then placed into the session's price bins:
array ltf_c = request.security_lower_tf("", i_ltf, close)
array ltf_v = request.security_lower_tf("", i_ltf, volume)
for i = 0 to ltf_c.size() - 1
float p = ltf_c.get(i)
float v = ltf_v.get(i)
int idx = int(math.floor((p - s_asia.lo) / bin_size))
s_asia.bins.set(idx, s_asia.bins.get(idx) + v)
This means the profile represents actual sub-bar traded volume distributed across price, not a simple tick count or approximation from chart-timeframe candles.
2. Point of Control and Value Area
The POC is the bin index with the highest accumulated volume. The Value Area is computed by iteratively expanding from the POC outward, adding the higher-volume neighbor bin at each step until 70% of total session volume is captured:
float target = total_vol * VA_PCT // VA_PCT = 0.70
float accum = bins.get(poc_idx)
int lo_i = poc_idx
int hi_i = poc_idx
while accum < target
// expand toward whichever neighbor bin has more volume
The resulting VAH and VAL define the zone where the majority of institutional volume transacted. Price inside the value area is "accepted" — price outside it is either in premium or discount relative to session fair value.
3. Catmull-Rom Spline Profile Rendering
Rather than rendering a stepped histogram, the volume bins are smoothed with a double-pass averaging and then connected via Catmull-Rom cubic splines into a polyline. This produces the signature smooth profile wave that is readable at a glance without the visual noise of raw histogram bars:
// Control point generation for cubic interpolation
float cx0 = x0, cy0 = y0
float cx1 = x1 + (x2 - x0) / 6, cy1 = y1 + (y2 - y0) / 6
// ... polyline rendered via array
4. Session Delta
Each session accumulates a running buy/sell delta (buy volume minus sell volume across all sub-bars). The dashboard displays the session delta as a signed value with color coding — positive delta in the Asia session followed by a bullish London opening is a meaningful institutional convergence signal.
Features
Three Simultaneous Session Profiles: Asia, London, and New York built in parallel, each with its own color
Point of Control Line: Horizontal line at the highest-volume price level per session, extended across the full session range
Value Area Box: Shaded box from VAL to VAH representing the 70% volume concentration zone
Volume Wave: Smooth Catmull-Rom spline profile rendered as a polyline — showing the full shape of volume distribution
Buy/Sell Delta: Net directional volume per session displayed in the dashboard
Session Range Box: Outer boundary box showing the full session high-to-low range
9-Row Dashboard: Displays session status (open/closed), POC price, VAH, VAL, session range, delta, and total session volume for each active session
Alerts: Asia session open, London session open, NY session open, price enters value area, price exits value area
Input Parameters
Sessions:
Asia (01–09 UTC): Toggle Asia session profiling (default: on)
London (07–16 UTC): Toggle London session profiling (default: on)
New York (13–22 UTC): Toggle NY session profiling (default: on)
Volume Profile:
LTF for Volume: Lower timeframe to use for sub-bar volume accumulation (default: 1m). Must be smaller than chart timeframe.
Profile Bins: Number of price levels in each session distribution (default: 35, range: 10–100). More bins = finer resolution.
Show Value Area (70%): Toggle VAH/VAL box rendering (default: on)
Visualization:
Asia / London / NY Colors: Independent session color selection
Box Transparency: Base transparency of session range and value area boxes (default: 85)
Show Volume Wave: Toggle Catmull-Rom spline profile rendering (default: on)
Dashboard:
Position: Top Right, Top Left, Bottom Right, Bottom Left (default: Top Right)
How to Use This Indicator
Step 1: Locate the POC and Value Area
The POC is the single most important price level in each session — it represents the highest institutional agreement. Value Area (VAH to VAL) is where the majority of volume transacted. Price above VAH is premium; price below VAL is discount.
Step 2: Identify Session Transitions
The London open (07 UTC) frequently engineers liquidity above or below the Asia range. If London takes out the Asia high and then reverses, the Asia POC becomes a magnetic target. The NY open at 13 UTC is the resolution event — watch for which side of the London value area price is trading on at that open.
Step 3: Read the Session Delta
A session with strong positive delta (more buy volume than sell volume) combined with price closing near the VAH suggests institutional accumulation. Negative delta closing near VAL suggests distribution. Divergence between price direction and delta direction is a key reversal signal.
Step 4: Use VAH/VAL as Dynamic S/R
After a session closes, its VAH and VAL remain on chart as reference levels. These levels frequently act as support or resistance in the following session because institutional participants remember where the majority of volume transacted.
Originality Statement
This indicator is original in its combination of per-session volume profile construction using lower-timeframe data with Catmull-Rom spline visual rendering and real-time delta tracking across three simultaneous sessions. Its publication is justified because:
Volume profiles are typically computed for arbitrary user-defined time windows or fixed periods. Per-session profiling maps institutional behavior to the actual time windows in which institutions operate — Asia, London, and New York — creating contextually meaningful distributions rather than arbitrary aggregations
Catmull-Rom spline interpolation of the bin array produces a smooth, continuous profile shape that preserves the true distribution topology while being readable without histogram visual noise
Real-time lower-timeframe volume decomposition into price bins on any chart timeframe gives accurate sub-bar volume placement that chart-timeframe-only calculations cannot produce
Simultaneous three-session display with independent POC, VAH, VAL, and delta tracking per session enables cross-session analysis that no single-profile tool can provide
Limitations
LTF data requests consume additional computation. On very high timeframe charts (4H+), 1-minute LTF data pulls are large. Consider using 5m LTF on higher timeframes to reduce computation.
The buy/sell volume classification (close >= open = buy) is an approximation at the 1-minute level. True tick-direction is not available in Pine Script.
Session times are fixed UTC offsets. Daylight saving time transitions may shift the actual institutional open by one hour depending on the exchange.
Value Area calculation uses 70% of session volume by default. This follows the standard Market Profile convention but the threshold is not universally agreed upon.
On assets with very low volume (illiquid instruments), the profile bins will be sparse and the spline shape may not be representative of meaningful distribution.
Disclaimer
This indicator is provided for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any instrument. All trading involves risk of loss. Session volume patterns do not guarantee future price behavior. Always use proper risk management.
-Made with passion by jackofalltrades
Indicator
Candle Volume Architecture [JOAT]
Candle Volume Architecture
Introduction
Candle Volume Architecture is an overlay indicator that constructs a price-based volume distribution profile for each detected swing, identifies the Point of Control (the price level with the highest bar density within that swing), calculates a configurable Value Area (default 70% of distribution), and renders these findings as a visual volume architecture directly on the price chart. Unlike traditional Volume Profile tools that require fixed time periods or session boundaries, this indicator auto-detects swings from price action and builds its distribution profile dynamically around each structural move.
Volume Profile is a professional tool used to identify price levels with the highest historical trading interest. The Point of Control is the level within any period where the most trading occurred — it functions as a gravitational center that price tends to revisit. The Value Area contains the majority of trading activity and often provides support and resistance as price moves away from and returns to it. This indicator applies these concepts to auto-detected price swings rather than calendar periods, aligning the profile with actual market structure rather than arbitrary time divisions.
Core Concepts
1. Swing Detection
Swings are detected by tracking when price makes a new extreme and then retreats. An upper swing is confirmed when the prior bar's high matched the N-bar highest high, but the current bar fails to match — indicating the swing high has been set. The same logic applies to lower swings. This produces swing high and low markers that update as new extremes form.
2. Volume Distribution Profile
When a swing direction change is detected (bull to bear or bear to bull), the prior swing's price range is divided into a configurable number of bins (default 24). Each bin is populated by counting how many bars within the swing had their closing price fall within that bin's price range. The bin with the highest count becomes the Point of Control.
bin_size = (real_top - real_bot) / i_bins
for j = 0 to bars_in_range
idx = int((close - real_bot) / bin_size)
bins_count.set(idx, bins_count.get(idx) + 1)
3. Point of Control (POC)
The POC is the bin with the highest bar count. It is rendered as a dual-width line (thin solid + thick shadow) that extends forward in time, providing a live reference for where the most concentrated activity occurred in the last swing.
4. Value Area Calculation
Starting from the POC, the Value Area expands outward, adding the next highest-count bin on either side until the cumulative count reaches the configured percentage of total bars (default 70%). The Value Area is rendered as a transparent box covering the identified price range.
5. Profile Bin Visualization
Each bin is rendered as a box whose right edge extends proportionally to its bar count (wider = more activity). Opacity scales with count, so the POC bin is fully opaque and low-count bins are more transparent. This produces a horizontal bar chart appearance directly on the price chart.
Features
Auto-Detected Swing Profiles: Profile builds and renders at each swing direction change
Point of Control Line: Dual-width shadow line extending from each swing, updated to current bar
Value Area Box: Transparent zone covering the configurable percentage of swing volume
Opacity-Scaled Bin Bars: Visual profile bars with count-proportional width and transparency
Swing Range Outline: Dashed box delineating each swing's high-to-low range
Live Swing Direction Line: Current swing trend line drawn on the last bar
POC Proximity Detection: Dashboard highlights when price is within 0.3 ATR of the active POC
8-Row Dashboard: Swing trend, POC level, swing high/low, swing range, POC bias
Input Parameters
Swing Length: N-bar highest/lowest lookback for swing detection (default: 80)
Profile Bins: Number of price bins in the distribution (default: 24)
POC Line Width: Width of the POC rendering line (default: 2)
Value Area %: Percentage of distribution to include in the Value Area (default: 70%)
Show Profiles: Filter to bull only, bear only, both, or none
How to Use This Indicator
POC as Reference
The active POC line represents the most contested price level of the last swing. Price frequently revisits this level. When price is above the POC, the POC functions as potential support. When price is below, potential resistance.
Value Area as Context
Price outside the Value Area (above VAH or below VAL) represents a less-active price zone. Moves outside the Value Area that fail to hold can return toward the Value Area. Sustained acceptance outside the Value Area suggests a new distribution is forming.
Profile Shape for Sentiment
A profile that is skewed toward the top of its range (POC near the high) suggests the swing was dominated by higher-price acceptance — bullish distribution. A POC near the swing low suggests bearish distribution.
Limitations
The distribution is built from closing prices within the swing range, not from actual volume at price. This is a close approximation but differs from true Volume Profile tools that use tick data
The swing detection requires a minimum of swing-length bars before the first profile is generated
On very fast timeframes (1 minute or lower), the swing lengths may be too short to produce meaningful distributions
The maximum bars in range cap (500 bars) prevents the profile builder from analyzing excessively long swings that could cause performance issues
Originality Statement
Applying Volume Profile methodology to auto-detected price swings rather than fixed calendar periods produces profiles that are structurally relevant rather than time-arbitrary. The opacity-scaled bin rendering produces an intuitive visual representation where the most active levels are immediately obvious. The real-time POC proximity detection in the dashboard provides an active alert when price approaches the most significant level of the last swing.
Disclaimer
This indicator is for educational and informational purposes only. The distribution profiles are approximations built from close price counts, not true order flow data. Point of Control and Value Area levels are historical references and do not guarantee future price reactions. Always apply proper risk management.
-Made with passion by officialjackofalltrades
Indicator
Prime Volume Profile + Liquidity HeatmapThis indicator is designed to provide a clear, institutional-style view of market structure and liquidity distribution, combining a fully customizable Volume Profile with a dynamic Liquidity Heatmap.
It operates on a daily basis, automatically resetting at the start of each new trading day to ensure that all calculations reflect fresh, relevant market data.
🔍 Core Features
• Customizable Volume Profile (Daily)
The indicator builds a high-resolution Volume Profile for the current trading day, allowing traders to visualize where trading activity has been most concentrated.
It highlights three key levels:
POC (Point of Control) – the price level with the highest traded volume during the day. This represents the area where the market has found the strongest agreement between buyers and sellers.
VAH (Value Area High) – the upper boundary of the value area, where approximately 70% of the day’s total volume has been traded.
VAL (Value Area Low) – the lower boundary of the value area, completing the range in which most trading activity has occurred.
These levels are recalculated in real time and reset daily, making them highly relevant for intraday and scalping strategies.
• Liquidity Heatmap
In addition to the volume profile, the indicator provides a visual heatmap of recent liquidity.
Areas with higher intensity represent zones where a significant amount of volume has been transacted.
More transparent zones indicate low participation or “empty” areas in the market.
This allows traders to quickly identify:
Where liquidity is concentrated
Where price is more likely to react
Where inefficiencies or low-interest zones exist
🧠 Understanding Liquidity
In trading, liquidity refers to the amount of buy and sell orders available at specific price levels.
High liquidity zones:
Attract price like a magnet
Often act as support/resistance
Are commonly revisited by the market
Low liquidity zones:
Allow price to move quickly
Often result in sharp, impulsive moves
Understanding liquidity helps traders interpret why price moves, not just where it moves.
⚙️ How to Use This Indicator
This tool is best used as a confirmation layer within a broader trading strategy.
Common use cases:
POC as a magnet
Price often gravitates toward the Point of Control. Traders monitor reactions around this level for mean reversion or continuation setups.
VAH / VAL as reaction zones
These levels can act as dynamic support and resistance.
Breakouts or rejections around these zones can signal potential trade opportunities.
Heatmap for execution timing
Use the liquidity heatmap to identify:
High-interest zones for entries or exits
Low-liquidity areas where price may move quickly
⚠️ Important Disclaimer
This indicator is not financial advice and does not provide direct buy or sell signals.
It is intended to be used as a decision-support tool, ideally in combination with:
Price action analysis
Market structure
Other indicators or trading strategies
🎯 Summary
This indicator gives you a real-time map of market participation, helping you understand:
Where volume is concentrated
Where liquidity is sitting
Where price is likely to react
Used correctly, it provides a significant informational edge, especially for intraday and short-term traders. Indicator
Quantum Liquidity Map - VP, VWAP & CVD Confluence [NikaQuant]Info:
An overlay that combines three institutional order-flow methods — visible-range Volume Profile, session-anchored VWAP with standard-deviation bands, and Cumulative Volume Delta with divergence detection — into one coordinated tool for reading liquidity and order-flow conviction.
## Why This Combination Exists
Each of the three methods answers a different question about price, and none of them can answer the others alone. Volume Profile answers "where has the market actually traded?" — it locates the price levels participants have defended with size. Anchored VWAP answers "how far is the current price from the session's true volume-weighted average?" — it measures stretch from fair value. CVD divergence answers "is this move real?" — it exposes when a new price high or low is being printed on weakening order-flow pressure.
Used in isolation, each method produces false signals. A Value Area edge can be tagged without any participation. A VWAP band touch can continue for hours without mean-reverting. A CVD divergence can fire in a vacuum away from any structural level. The coordination is the entire point of this script: a Value Area edge touched while price is already two standard deviations stretched from VWAP, with a confirmed CVD divergence printing at the same bar — three independent systems agreeing — is a structurally different event than any one of them firing alone. The script exists to make that specific confluence visible in a single overlay without chart clutter or flipping between tools.
## How It Works
Volume Profile — The visible range is split into horizontal price buckets. Each completed bar's volume is distributed into the bucket containing its midpoint. The highest-volume bucket becomes the Point of Control (POC). From the POC outward, buckets are added alternately above and below (whichever neighbour carries more volume) until a configurable percentage of total volume is captured — 70% by default, following the CBOT value-area method. The upper and lower boundaries of that expansion become Value Area High (VAH) and Value Area Low (VAL). A previous-session POC that current price has not yet revisited is drawn as a "naked POC" — an untested volume cluster that tends to act as a magnet.
Anchored VWAP — The volume-weighted average price is calculated from scratch each time the anchor period resets (thirteen anchor options from one hour through yearly). Two standard-deviation bands are derived from the running variance of the weighted price distribution, with multipliers adjustable for both the inner and outer bands. Bands are deliberately suppressed for the first five bars of every new anchor period, because variance is mathematically unstable immediately after a reset and early spikes would be misleading.
CVD Divergence — Cumulative Volume Delta is estimated per bar using the close-location-within-range method: a bar that closes near its high is interpreted as predominantly buy-driven, one that closes near its low as sell-driven, and the net difference is summed across the session. Structural swing highs and lows are detected with equal left and right confirmation windows, which prevents repainting because a pivot is only recognised once both sides are closed. A divergence is flagged only when three conditions are met: (1) price prints a new swing extreme relative to the previous one, (2) the CVD value at that swing fails to confirm the new extreme, and (3) the swing itself exceeds 1.5 times the 14-bar Average True Range. The ATR gate is the key noise filter — it throws out minor pivots that would otherwise generate meaningless divergences during tight consolidations.
## How To Use It
- Start with the profile: locate POC, VAH, and VAL. These are the decision levels.
- Check the VWAP band zone (shown live in the dashboard). Inside ±1 standard deviation of VWAP, price is near fair value. Beyond ±2 standard deviations, it is statistically stretched and mean-reversion odds improve.
- Look for confluence at profile levels. A rejection candle at VAH while price is also outside the +2 standard deviation band on VWAP and a bearish CVD divergence has just fired is the highest-probability setup the indicator produces. The inverse applies at VAL.
- A naked POC tag accompanied by CVD trending in the same direction as the test is more likely to hold than one where CVD disagrees.
- Recommended timeframes: 5-minute through 4-hour for intraday; 1-hour through daily for swing. The VWAP anchor period should match the trading horizon — Session for intraday, Weekly or Monthly for swing.
- Recommended markets: liquid futures, major FX pairs, large-cap equities, and liquid crypto perpetuals — any market where per-bar volume is meaningful enough for the close-location-within-range buy/sell estimate to be informative.
- Avoid using on illiquid symbols where volume is sparse or spiky, and on non-standard chart types (Heikin Ashi, Renko, Kagi, Point & Figure, Range) — they distort both the profile inputs and the CVD calculation.
## Settings
- Profile Rows (default 60): number of horizontal buckets. Higher values give finer resolution at the cost of more noise per bucket.
- Value Area % (default 0.70): volume percentage that defines the value area, following the CBOT convention.
- Lookback Bars (default 48): how many completed bars of history feed the profile.
- Show Naked POC (default on): draws previous-session POCs that current price has not yet revisited.
- Profile Width (default 0.30): horizontal footprint of the heatmap as a fraction of the lookback window.
- CVD Pivot Lookback (default 5): bars required on each side to confirm a swing. Higher values produce fewer but stronger divergence signals.
- VWAP Period (default Session): anchor period from one hour through yearly.
- Inner SD Multiplier (default 1.0) and Outer SD Multiplier (default 2.0): standard-deviation band widths.
- Dashboard position, size, and dark-mode toggle: cosmetic only.
## Alerts
Four alert conditions are included, each with a JSON payload suitable for webhook routing:
- Price touches POC (within half an ATR)
- Price enters the VAH zone
- Price enters the VAL zone
- CVD divergence detected (bullish or bearish)
## Notes
- Non-repainting. Divergence signals fire only on confirmed (closed) bars and require both-sided pivot confirmation. The profile, VWAP and CVD values use historical bar data only, with no lookahead.
- The CVD estimate is range-based (close-location-within-range), not tick-based. On very short timeframes, where a single bar can contain many aggressive sweeps, this is an approximation of true order flow — it correlates well with tick CVD on liquid instruments but is not a substitute for it on sub-minute scalping.
- Overlay indicator, pinned to the right scale. Pine Script v6.
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Indicator
Auction Intelligence█ AUCTION INTELLIGENCE
Auction Market Theory Overlay
An Auction Market Theory (AMT) overlay that analyzes market structure through volume profile analysis. It detects profile shape (D/P/b/DD), identifies balance vs. imbalance states, and tracks value migration — giving you the same auction-based framework used by institutional traders to understand market behavior.
Free and Open Source.
█ THE CONCEPT: WHY AUCTION MARKET THEORY MATTERS
Standard indicators tell you what happened. AMT tells you why . Markets are continuous two-sided auctions where buyers and sellers negotiate fair value:
Balance — Price rotates within an accepted value area. Expect mean-reversion and range-bound trading.
Imbalance — Price breaks away from the value area. One side dominates. Expect continuation.
Profile Shape — The distribution of volume tells you who is in control and what to expect next.
Value Migration — The direction where the POC and Value Area are shifting reveals the underlying trend.
█ CORE FEATURES
1. Volume Profile Engine
Distributes each bar's volume proportionally across price rows, building a volume-at-price distribution:
POC (Point of Control) — Highest volume row = strongest S/R level
VAH (Value Area High) — Upper boundary of the 70% value area = resistance
VAL (Value Area Low) — Lower boundary of the 70% value area = support
2. Profile Shape Detection
Automatically classifies the volume distribution into four distinct shapes:
D-shape — Balanced. Volume evenly distributed, POC near center. Expect rotation.
P-shape — Bullish. Volume concentrated in upper half. Buyers in control.
b-shape — Bearish. Volume concentrated in lower half. Sellers in control.
DD (Double Distribution) — Two distinct volume clusters. Market transitioning between value areas.
3. Balance vs. Imbalance Recognition
Three-factor analysis combining price position, VA width dynamics, and trend strength. The chart background colors automatically when imbalance is detected (cyan = bullish discovery, red = bearish discovery).
4. Value Migration Tracker
Monitors how the POC and Value Area midpoint shift over time:
Bullish Migration ▲ — POC and VA migrating higher = institutional buying
Bearish Migration ▼ — POC and VA migrating lower = institutional selling
Neutral ─ — No significant migration = consolidation
█ AUTO-TIMEFRAME ADAPTATION
All parameters automatically adjust based on the chart timeframe:
1-5 min → Lookback 30, 18 Rows, Migration Len 5
15-30 min → Lookback 40, 20 Rows, Migration Len 8
1 Hour → Lookback 50, 24 Rows, Migration Len 10
4 Hour → Lookback 70, 28 Rows, Migration Len 15
Daily → Lookback 100, 32 Rows, Migration Len 20
Weekly+ → Lookback 150, 40 Rows, Migration Len 30
Disable Auto-TF to use manual settings for full control.
█ DASHBOARD
A compact, dark-themed info panel displaying:
State — Current AMT state (BALANCE / IMBALANCE) with context
Shape — Detected profile shape (D / P / b / DD) with description
Migration — Value migration direction and strength
Position — Current price position relative to Value Area
POC / VAH / VAL — Key volume-based levels
█ ALERTS (4 CONDITIONS)
Balance → Imbalance — Market leaving the value area
Imbalance → Balance — Market returning to the value area
Profile Shape Changed — Volume distribution pattern shift
Value Migration Shift — Directional bias change in POC/VA migration
█ PRO VERSION
The PRO version (Auction Intelligence PRO v2.0) adds:
Initial Balance Range — IB Tracking + IB Extension Detection
Failed Auction Detection — VA Breakout Failures
Excess & Poor High/Low — Wick analysis at session extremes
Auction Rotation Factor — POC-cross frequency as market efficiency measure
Day Type Classification — Trend/Normal/Normal Var./Neutral/Double Dist. (Dalton)
Previous Day Value Area — PDPOC/PDVAH/PDVAL as reference levels
Enhanced Confluence Score — 0-12 scale with A+ to D grading
13 Alert Conditions
█ NON-REPAINTING
The volume profile is calculated from confirmed bar data only. The rolling lookback window recalculates on each confirmed bar using historical high/low/volume — no future data is used. No repainting.
█ WORKS ON
Crypto, Forex, Stocks, Futures, Indices — any timeframe from 1 minute to Monthly.
█ DISCLAIMER
This indicator is for educational and informational purposes only. It does not constitute financial advice. Always do your own research and manage your risk. Past performance does not guarantee future results. Trading involves substantial risk of loss.
Indicator
NBSG_DayTrading_DashboardOverview
The NSBG Multi-Ticker Dashboard is a comprehensive, at-a-glance HUD designed for active day traders, specifically tailored for index futures (ES, NQ, YM). It aggregates critical volume and price-action data across multiple assets into a single, clean table, allowing traders to instantly gauge market context without flipping between charts.
Inspiration & Credit
This script was heavily inspired by the excellent "Volume Trading Concepts" indicator conceptualized by ASFX - Austin Silver. While his tool is incredibly useful, it is proprietary and kept behind a paywall for which users must pay monthly. We believe these core volume and VWAP concepts are foundational to modern day trading and should be freely accessible to the community. Besides with today's technology, it's not that hard to recreate any concept that you can verbalize.
Note for transparency: We did not have access to, nor did we use, any of the original ASFX source code. This indicator was engineered 100% from scratch to replicate the core philosophy while introducing our own unique logic, optimizations, design, and custom features.
Core Features & What Makes It Unique
We expanded on the original concept by adding specific levels and features that we find critical for evaluating intraday price action:
Dual View Modes (Multi vs. Single): * Multi-Ticker Mode: Tracks 3 separate assets simultaneously using request.security(). It displays price relation to the NY VWAP, Overnight VWAP, Prior Day NY VWAP, Previous Session Close, Opening Range, and overall Trend.
Single-Ticker Mode: Isolates the asset currently on your chart (or a manually selected symbol). Because calculating complex volume profiles across multiple tickers simultaneously breaks PulseWire's execution limits, Single-Ticker mode unlocks the Session Volume Point of Control (POC).
The Previous Session Close (PSC): We integrated the PSC into the dashboard. Markets frequently respect the prior day's closing price as a magnet or pivot area, making it a crucial hidden level to track alongside VWAPs.
Intelligent Opening Range: The dashboard tracks the 08:30 - 08:45 Opening Range. To prevent false signals, the dashboard actively reads "Waiting..." or "Forming..." until the 15-minute range is officially locked in, after which it alerts you if the price is Inside, Outside ▲, or Outside ▼.
Custom Stacked-EMA Trend Calculation
Rather than simply basing the trend on VWAP positioning, we built a dedicated, traditional trend-evaluator using a Fibonacci EMA stack.
The script calculates the 5, 8, 13, 21, 34, 55, and 89-period EMAs, anchored by the 200-period SMA.
Very Bullish / Very Bearish: Triggers when the entire EMA stack is perfectly aligned in order above/below the 200 SMA.
Standard Bullish / Bearish: Triggers on a simplified base criteria (e.g., 21 EMA > 55 EMA > 200 SMA).
Timeframe Independence: You can set the trend calculation to look at a higher timeframe (e.g., 5-minute) while trading on a lower timeframe (e.g., 1-minute chart).
How to Use It
Add the indicator to your chart and open the settings.
Select your 3 preferred tickers for the Multi-Ticker view (defaults to Continuous Micro Futures: MES1!, MNQ1!, MYM1!).
Use the visual dots (🟢 Above / 🔴 Below) to quickly read where the current price is trading relative to major liquidity levels.
Switch to "Single-Ticker" mode in the settings when you want to track the exact Session POC for your active chart.
If any part of this code is valuable to you in building out your own idea or concept, please don't hesitate use it! Indicator
