Indicator
Market Profile VPOC Breakout - Imbalance SignalsA breakout setup does not fail because the setup is bad. It fails because it was taken in the wrong market phase. Roughly 70 % of the time price is INSIDE the higher-timeframe balance — inside fair value — and there a breakout has almost no edge. In the remaining ~30 %, when the market is OUT OF BALANCE, the identical trigger becomes one of the highest-probability trades there is. That combination shows up about ONCE PER DAY.
Market Profile VPOC Breakout automates that location-first workflow end to end: weekly and daily volume/TPO profiles, the value areas, the VPOC sequence, the transferred prior-day value-area edge, single prints, the P / b micro-profile proof, the entry trigger, the risk model and ready-to-use webhook JSON — all on one chart, with an explanation attached to every single object.
═══════════════════════════════
THE 7 CONFIRMATIONS
═══════════════════════════════
The panel walks you through them live, top to bottom, and nothing below step 1 matters while the market is in balance.
① WEEKLY LOCATION — the previous week's value area is the equilibrium. Price inside it = the 70 % phase → stand down. Price above VAH or below VAL = imbalance → hunt. The shaded zone on the chart is that balance; the background wash tells you at a glance which phase you are in (mint = imbalance up, red = imbalance down, gold = balance).
② EQUILIBRIUM TEST + REJECTION — the week opened outside the balance, price came back to TEST the weekly value area and was aggressively traded away from it again. That rejection is the proof that the market no longer wants to be in equilibrium.
③ TREND OF EQUILIBRIUM — the sequence of daily VPOCs. Rising VPOCs mean fair value itself is migrating up: the distribution of the participants' equilibrium is trending, which is exactly what a fast trade WITH the trend needs. Flat or overlapping VPOCs = balance = no trade. Drawn as a staircase over the session VPOCs.
④ PRIOR-DAY VALUE AREA BREAK — the previous session's value-area edge is transferred onto the execution timeframe as a thick green line. Price has to ACCELERATE through it, not drift.
⑤ SINGLE PRINTS — the indicator reads the running session's TPO grid and counts price rows that only ONE bar ever touched. Those rows are marked as a cyan SINGLE PRINT zone: the market moved so fast that no business was done there = aggressive buyers or sellers, not passive rotation.
⑥ P / b MICRO SHAPE — the micro profile of impulse + the small balance that forms on it is measured. POC in the upper part = P (aggressive buyers shifting equilibrium up) → long. POC in the lower part = b (sellers shifting it down) → short. A symmetric D is skipped. This is the P/b/D profile-shape logic used by two-time World Cup Championship of Futures Trading winner Patrick Nill.
⑦ TRIGGER — two variants, both switchable:
• BREAK-IN — price dips back into the P/b balance and is instantly bought / sold again (the aggressive, earlier entry, trend-continuing).
• BREAKOUT — a CLOSE beyond the balance edge with a higher (long) or lower (short) close. Never a wick.
═══════════════════════════════
RISK MODEL
═══════════════════════════════
Stop behind the structural invalidation (micro-balance edge, impulse origin or the reference level) plus an ATR buffer. TP1 in R multiples moves the stop to break-even, TP2 lets the runner work. And the rule that keeps this model alive: a TIME STOP. If the move does not run within N bars, get out — a failing breakout reverses just as fast as it was supposed to run. Risk and reward are drawn as blocks so the geometry is readable at a glance. One signal per session by default, because the model only exists about once a day.
═══════════════════════════════
WHAT IS ON THE CHART
═══════════════════════════════
• Session volume/TPO profiles with value area, VPOC and shape letter (P / b / D)
• Naked VPOC rays that keep running right as magnets
• Weekly profile + the prior-week balance zone projected into the current week
• The thick green transferred value-area edge with its own explanation
• Daily VPOC staircase and the imbalance gauge in the panel
• Single-print zones, micro-balance boxes with the big P / b letter
• BUY / SELL pills, the full numbered reason stack printed next to the signal, entry / SL / TP1 / TP2 rails, risk and reward blocks, TP / SL / BE / TIME exit tags
• A permanent BEGINNER CARD on the chart plus a HOW TO READ manual — every pill, zone, rail, letter and panel row also has its own hover explanation, so nothing on this chart is unexplained
• Two colour modes: Design (navy, mint / cyan / gold) or Original TPO (the classic grey market-profile look with red VPOC rays and a white profile curve)
═══════════════════════════════
AUTOMATION
═══════════════════════════════
Create ONE alert with the condition "Any alert() function call" and paste your webhook URL. Every BUY, SELL, TP1_HIT, TP2_HIT, SL_HIT, BE_EXIT, TIME_STOP and ARMED event posts ready-to-use JSON containing id, symbol, action, setup, shape, qty, price, entry, sl, tp1, tp2, pdvah, pdval, timeframe and time — connect it to any bridge or bot without touching the code. Separate alertconditions for BUY, SELL and "any signal" are also available.
═══════════════════════════════
HOW TO USE IT
═══════════════════════════════
Built for an intraday execution timeframe: 1m to 15m, exactly like the original workflow (locate on the weekly and daily profiles, execute on a 1-minute chart). Index futures and index CFDs are the natural home (NQ, ES, DAX, Nikkei), but the profile engine derives its bin size from the average daily range, so gold, FX and crypto work out of the box. For index futures switch on "cash session only" and set the exchange session so the overnight trade does not smear the profiles.
Every input is documented with a tooltip that explains what it does and why it exists. Start with the defaults, then loosen step 2 or step 3 if you want more signals — and be aware that every filter you switch off moves you back towards the 70 % phase where this trigger simply does not pay.
═══════════════════════════════
NOTES
═══════════════════════════════
The entry logic is mechanical and reproducible. Stop distances, targets and the time stop are parameters, not gospel: size them to the instrument you trade. Profiles are built from the bars of the chart you are on, so a finer timeframe gives a finer profile. Hit rates quoted in the educational material behind this model refer to the full workflow including discretionary session context — treat the signals as a structured, disciplined framework, not a guarantee, and always validate on your own data before risking capital.
Open source. Feedback and improvement ideas are welcome.
WHY THESE PARTS BELONG TOGETHER
The point of control and the breakout trigger are combined because a breakout setup does not fail
because the setup is bad, it fails because it was taken in the wrong market phase. The VPOC locates
that phase: a break away from a freshly built point of control is a different trade from a break
back into an old one. The imbalance measurement is the third piece - it tells you whether the move
away from the VPOC was one-sided enough to be worth following.
Indicator
Volume Profile P b D Shapes - Day PlaybookVOLUME PROFILE P b D SHAPES reads the market's body language: every trading day the volume profile prints a LETTER — P, b or D — and that letter tells you who is in control and exactly how to trade the next session. This indicator automates the complete PbD method: it builds every day's volume profile, classifies the shape, draws the levels, prints the playbook on your chart and fires webhook-ready JSON signals.
■ THE THREE LETTERS
P-SHAPE (bullish continuation) — fast impulse UP, then balance ON TOP. The thin tail below is single prints: nobody did business there. Buyers feel like winners, dips are for buying.
b-SHAPE (bearish continuation) — fast impulse DOWN, then balance AT THE BOTTOM. The thin tail above marks the drop. Sellers are in control, rallies are for selling.
D-SHAPE (balance day) — a symmetric bell curve with a fat POC in the middle. Buyers AND sellers are happy, fair price has been found. The next day usually stays range-bound: fade the edges.
■ THE AUTOMATED PLAYBOOK (7 SETUPS)
P behind you:
- PLAN A — CONTINUATION: price dips into yesterday's value area, the dip HOLDS (no low break), a reclaim candle closes back at/above the POC -> BUY. Targets: previous high, then a measured balance move.
- PLAN B — FAILURE = FULL TRAVERSE: 2+ candle CLOSES below the VAL (a wick is NOT enough) plus a volume spike = acceptance below balance. The shape has failed and price tends to walk the WHOLE way back to the impulse origin -> SELL.
b behind you: the exact mirror — sell failed rallies into value (Plan A), or buy the failure traverse when 2+ closes above VAH with volume appear (Plan B).
D behind you + today opens INSIDE the D:
- Range rules. Short the Value Area High rejection, long the Value Area Low rejection, target the POC first and the opposite edge second. The FIRST touch gives the best response — the fade counter limits how often each edge may be traded.
■ WHAT YOU SEE ON THE CHART
- A volume histogram for every completed day, colored by its letter (mint P / red b / gold D), POC row highlighted
- A big P / b / D letter above each day — hover it for the full lesson behind the shape
- Yesterday's VAH / VAL / POC projected into today as live rails with explanatory tooltips
- A bias note at every day open: which letter is behind you, where today opened, and both plans
- Two-line BUY/SELL pills that explain WHY the signal fired (hover for the complete reasoning + Entry/SL/TP1/TP2)
- Entry / SL / TP1 / TP2 lines, TP1 -> break-even management, TP2 runner
■ AUTOMATION / WEBHOOK
Create one alert with condition "Any alert() function call" and paste your webhook URL. Every BUY/SELL/TP1/TP2/SL/BE event sends ready-to-use JSON: id, symbol, action, setup, shape, entry, sl, tp1, tp2, timeframe, time. There is also an optional end-of-day SHAPE alert so your bot can pick tomorrow's playbook automatically.
■ HOW TO USE
1) Apply to an intraday chart (5m - 1h; crypto, indices, FX, stocks). 2) Let at least one full day close so the first letter prints. 3) Read the panel: previous-day letter -> today's bias -> checklist. 4) Take the pills or automate them via webhook. The first day on the chart only collects data — letters start from day two.
Educational note: shapes give a BIAS, not a guarantee — that is exactly why every setup ships with both Plan A and Plan B. Not financial advice.
WHY THESE PARTS BELONG TOGETHER
The volume profile and the shape classification are inseparable here. The profile alone tells you
where volume accumulated; the classification into P, b and D shapes is what turns that distribution
into a statement about who is trapped and where the day is likely to go. A P shape and a b shape can
contain identical volume and mean the opposite thing - which is only visible once the profile is
read as a letter rather than as a histogram.
Indicator
Liquidity HeatmapLiquidity Heatmap – POC and Value Area.
A rolling volume-density profile rendered directly onto the price chart. Over a configurable lookback window the indicator distributes each historical bar's volume across every price bin its high-low range covered, then draws the resulting distribution as color-graded horizontal lines at each bin's midpoint. Point of Control and Value Area (70 % of total volume) are computed automatically, and a compact right-side histogram mirrors the profile in the future-offset zone. Built for intraday and swing traders who want a live, minimal read of where the market actually did business — the real liquidity anchors, not manual pivots.
How it works:
The indicator recalculates every N bars (default 5). On each recalc it finds the highest and lowest price of the lookback window, splits that range into a configurable number of bins (default 40), and iterates through every bar in the window. For each bar its volume — or a unit weight if volume weighting is disabled — is added to every bin whose price range the bar crossed. The result is a density array: the more time price stayed inside a bin and the higher the volume of those bars, the larger its density value. Bins are drawn as thin horizontal lines at their midpoints, with color and transparency scaled by the ratio of bin density to peak density.
The Point of Control is the bin with the largest total. Value Area is grown outward from POC, alternately taking whichever adjacent side holds more volume, until 70 % of the entire distribution is covered — VAH becomes the upper boundary of that region and VAL the lower. A right-side density histogram in the chart's offset zone re-renders the same profile in bar-chart form, and the level labels (POC / VAH / VAL) sit past the histogram so they never overlap the main heatmap. The information panel in the top-right corner shows the numeric price of each level and its signed percentage delta to the current close, color-coded green when the level sits above price, red when below, gray at parity.
What it calculates:
- Volume density per price bin over the lookback window
- POC — Point of Control, the bin with peak accumulated volume
- VAH — Value Area High, upper boundary of the 70 % volume region
- VAL — Value Area Low, lower boundary of the 70 % volume region
- Signed delta from current close to POC / VAH / VAL, in percent
Key features:
- Rolling recalculation every N bars for tunable CPU / responsiveness balance
- Volume weighting (default) or touch-count mode as a per-price frequency map — useful when volume data is unreliable
- Four-stop plasma color gradient (deep navy → violet → magenta → amber), every stop user-overridable via input.color
- Constant 1-pixel line width across all bins; visual weight is carried entirely by color intensity and transparency
- POC solid line and label placed past the offset histogram for readability
- VAH / VAL dashed lines extended all the way to their labels so the eye follows the level continuously
- Compact right-side density histogram in the future-offset area, mirroring the main profile in bar-chart form
- Top-right information panel with POC / VAH / VAL price and signed percentage delta to the current close, colored by side (green above / red below / gray at parity)
- Independent visibility toggles for POC and Value Area
- Adaptive bin geometry — resolution scales automatically with the price range of the lookback window
- Runs on any timeframe and any instrument; no external data sources required
Who it's for:
Intraday scalpers, swing traders, order-flow and Market Profile practitioners who need to see the true volume anchors of the current regime instead of hand-drawn horizontals. The color-graded strips make dominant liquidity walls, thin gaps and Value Area boundaries visually obvious at a glance, so attention goes to execution rather than to marking up the chart. Indicator
Time Price Opportunity Gravity Grid [ALT_analyst]Time Price Opportunity Gravity Grid
■ Description
This script executes a strictly quantified market structure analysis by integrating Time Price Opportunity (TPO) profiling, dynamic Value Area (70%) boundaries, POC Migration matrices, and Z-Score volatility anomaly detection.
By overriding standard OHLC data limitations via lower-timeframe data injection (request.security_lower_tf), it constructs an uncompromisingly high-resolution price-density profile. Trend definitions and signal thresholds are stripped of subjective bias, executing purely on the spatial shift of accepted value and mathematical volatility expansion.
■ Core Architecture & Mechanical Edge
The algorithm mandates the simultaneous confluence of three independent mathematical variables. This relentless confluence acts as a strict mechanical filter, systematically rejecting ranging environments and isolating only mathematically significant structural shifts.
1. Value Area Calculation (70% Auction Density)
Mechanics:
Computes the absolute TPO block count per session, isolating the exact price range containing 70% of execution density (approximating 1 standard deviation).
Expansion originates strictly from the POC (maximum density node) and iteratively absorbs adjacent price rows based on relative volume weight, capturing the absolute center of the market auction.
Visualization:
Deployed as modern, semi-transparent filled boxes (Value Area Box) to eliminate visual noise, obsoleting legacy dashed-line renderings.
Application:
Price action within the Value Area is mathematically defined as balance.
A confirmed close outside this boundary signals structural imbalance. To mathematically neutralize low-volume fakeouts, breakouts are strictly invalidated unless simultaneously confirmed by both POC Migration and Volatility expansion.
2. POC Migration (Structural Trend)
Mechanics:
Evaluates the spatial shift of accepted value across consecutive sessions using a discrete step-function.
// Bullish Migration (+1):
Current_POC > Previous_POC and Current_VAL > Previous_VAL
// Bearish Migration (-1):
Current_POC < Previous_POC and Current_VAH < Previous_VAH
Application:
By demanding the simultaneous directional shift of both the peak density (POC) and the boundary floor/ceiling (VAL/VAH), the script verifies that the core market consensus has definitively relocated.
3. Volatility Z-Score (Anomaly Detection)
Mechanics & Equation:
Z_Score = (ATR(14) - SMA(ATR(14), 100)) / StDev(ATR(14), 100)
Calculation Rationale:
To measure exactly how many standard deviations the current volatility deviates from its 100-period baseline, standardizing volatility spikes across all asset classes regardless of absolute price.
Expected Output Example:
If current ATR is 1.5, 100-period mean is 1.0, and standard deviation is 0.2, the Z-Score outputs 2.5 (+2.5 standard deviations above the mean).
Application:
A Z-Score strictly > 2.0 flags a statistical outlier (top ~2.2% of historical occurrences). The algorithm enforces this threshold to ensure breakouts are driven by aggressive, statistically significant kinetic expansion, rejecting market noise.
4. Gaussian Liquidity Grid Distortion
Mechanics & Equation:
Pull_Factor = Math.exp(-(Distance_Y^2) / (2 * Pull_Radius^2))
Calculation Rationale:
Utilizes a Gaussian decay function to translate historical price congestion into a gravitational pull on the background grid, mathematically quantifying market memory.
Expected Output Example:
If price is 100 ticks away with a radius of 200, the function outputs a multiplier of ~0.882, pulling the visual grid line 88.2% closer to the price center.
Application:
Distorted grid zones visually map historical liquidity pools (high probability of deceleration/mean reversion). Smooth grids indicate liquidity vacuums for rapid price discovery.
■ Signal Execution Rules
Signals execute ONLY upon total alignment:
Long Entry: Close strictly > active POC, Structural Trend = +1, Z-Score > 2.0.
Short Entry: Close strictly < active POC, Structural Trend = -1, Z-Score > 2.0.
Risk Management: Invalidations must mathematically reside outside the active Value Area (below VAL for longs, above VAH for shorts).
Disclaimer
This script provides objective mathematical analysis for educational purposes. It does not constitute financial advice.
Indicator
Futures Volume Profile - CFD ChartsCFD charts only show broker tick volume, which does not represent real market
participation. This indicator pulls REAL exchange volume from the matching
futures contract and builds a volume profile directly on your CFD chart.
What makes it original: standard volume-profile tools weight by the chart's
own (tick) volume. This one maps futures contract volume into CFD price
coordinates (price = CFD, weight = futures), accumulates the profile
incrementally so month anchors work without lookback limits, and can anchor
the session to the futures trading day instead of CFD broker midnight.
How it works:
- The futures contract is auto-detected from the chart symbol (DAX/GER40 ->
FDAX, NAS100 -> NQ, US30 -> YM, UK100 -> Z, US500 -> ES), or set manually.
- Each chart bar's price range is split into zones; the futures volume of that
bar is distributed across the zones it covers (price = CFD coordinates,
weight = futures volume — so the basis offset between CFD and futures is
handled naturally).
- The profile accumulates incrementally per anchor period (session/week/month)
and resets at the period change. POC (red), VAH/VAL (blue, dashed) and the
histogram update live.
- Optional "Daily anchor = futures trading day": the session reset fires at
the futures day change instead of the CFD broker midnight, so the profile is
anchored identically whether you chart the CFD or the future itself.
- Bars without futures data (e.g. overnight hours of a 24h CFD) contribute
nothing — mixing tick volume with contract volume would distort the profile.
The source label warns you when no futures data is available.
How to use it: treat POC/VAH/VAL as the real participation levels behind your
CFD chart — acceptance above the value area supports continuation, a rejection
back inside favors rotation toward the POC. Thick zones (HVN) act as magnets
and consolidation areas, thin zones (LVN) tend to be traversed quickly, which
makes them useful stop and target references. Zone width is ATR-derived by
default or fixed in points.
Indicator
Regression Market Profile [BOSWaves]Regression Market Profile - Curve-Following Distribution Analysis with TPO Letters, Heatmap, and Profile Modes
Overview
Regression Market Profile is a regression-anchored market profile system that maps the distribution of price activity relative to a best-fit regression curve rather than within fixed horizontal price boundaries, where row assignment, POC identification, value area construction, and interior visualization are all derived from how far actual price deviated from the regression prediction on each bar rather than from absolute price levels.
Instead of constructing a profile against a static price range, this system fits either a linear or polynomial regression to recent price history and measures each bar's deviation from the fitted curve, distributing that activity into horizontal rows centered on the regression line. As the curve bends and trends through price space, the entire profile follows it, revealing where price consistently clustered above or below the regression prediction and identifying the deviation offset with the highest time-at-price concentration as a dynamic POC that moves with the trend rather than anchoring to a fixed session boundary.
This creates a market profile framework that adapts to the prevailing directional structure of price rather than imposing a fixed container. The interior visualization communicates distribution in three configurable modes: a heatmap that reveals how the distribution migrated across time columns, a profile extending from the right edge showing the cumulative distribution shape, and TPO letter boxes that follow the regression curve encoding chronological time progression through gradient coloring. Standard deviation bounds, value area boundaries, and a dual-line POC glow all follow the curve simultaneously, providing a complete structural reference system that moves with the trend rather than remaining static.
Price is therefore evaluated not for its absolute level but for its position relative to the regression expectation, with the profile revealing which deviation offsets attracted the most sustained activity throughout the regression window.
Conceptual Framework
Regression Market Profile is founded on the principle that meaningful participation clustering should be measured relative to the expected price path defined by recent price history rather than within arbitrary time or price containers that carry no relationship to the actual directional structure of the market.
Traditional market profile approaches anchor distributions to calendar sessions or fixed price ranges, producing profiles that reflect where price traded within a time box rather than where it clustered relative to its own trend. This framework replaces fixed-container profiling with regression-relative distribution measurement, where each bar's contribution to the profile is determined by how far actual price deviated from the best-fit curve rather than where it sat in absolute price space. The profile therefore reveals the structural tendencies of price relative to its own trend dynamics rather than its behavior within an externally imposed boundary.
Three core principles guide the design:
Profile distribution should be measured as deviation from a fitted regression curve rather than as absolute price position, ensuring the profile captures participation clustering relative to trend expectation rather than within arbitrary price boundaries.
The interior visualization mode should be configurable between temporal migration analysis, cumulative distribution shape, and chronological letter encoding, allowing the same structural data to be interpreted through different analytical lenses depending on the trader's workflow.
All structural reference elements including POC, value area, standard deviation bounds, and centerline should follow the regression curve continuously rather than anchoring to static horizontal levels, maintaining relevance to the current trend structure throughout the regression window.
This shifts market profile analysis from session-bounded horizontal distribution tracking into regression-relative participation mapping where the profile reveals structural clustering tendencies within the context of the prevailing trend curvature.
Theoretical Foundation
The indicator combines matrix-based polynomial and linear regression fitting to recent HL2 price data, rolling standard deviation for channel scaling and SD bound construction, deviation-based row assignment for distribution building, POC identification through maximum row count, value area expansion from POC outward, and three distinct interior visualization systems that present the same distribution data through different geometric representations following the regression curve.
The regression is computed using ordinary least squares matrix operations: the design matrix is constructed with powers of bar index up to the polynomial degree, transposed and multiplied to form the normal equations, inverted, and multiplied by the price vector to produce regression coefficients, which are then applied to generate the full prediction array. Standard deviation of the HL2 series over the regression window provides the channel scaling unit and drives the SD bound envelopes. Row assignment divides the channel height by the number of rows and places each bar's deviation from its predicted value into the corresponding row bin. POC and value area use the same maximum-count and outward-expansion logic as conventional market profile, applied to the curved row counts.
Four internal systems operate in tandem:
Regression Engine : Computes linear or polynomial best-fit predictions for all bars in the lookback window using matrix least squares, providing the curved baseline that all distribution measurements, row positioning, and visual elements follow.
Distribution Construction System : Measures each bar's deviation from its regression prediction, assigns it to a horizontal row within the standard deviation channel, accumulates row counts across the full window, and derives POC and value area from the resulting distribution.
Interior Visualization Engine : Renders the distribution data inside the channel in one of three modes: curved polygon cells per time column normalized independently for heatmap temporal migration display, curved profile bars extending from the right edge scaled to global row counts for distribution shape display, or TPO letter boxes positioned at the regression-relative row boundaries with gradient chronological coloring for time period encoding.
Structural Reference System : Draws the dual-line POC glow following the regression curve at the POC row offset, value area boundary polylines at the VA top and bottom offsets, standard deviation envelope polylines at one through three sigma above and below the curve, and a dashed centerline following the regression prediction directly.
This design ensures the distribution and all structural reference elements continuously adapt to the regression curve while the three interior modes provide complementary analytical perspectives on the same underlying participation data.
How It Works
Regression Market Profile evaluates price through a sequence of regression-aware distribution and visualization processes:
Regression Calculation : On the last bar, the design matrix is constructed from bar index values raised to polynomial powers up to the configured degree. Ordinary least squares solves for the coefficient vector and applies it to produce a prediction array covering all bars in the lookback window.
Channel Scaling : The standard deviation of HL2 over the regression window multiplied by the configured channel width defines the maximum deviation distance, establishing the vertical extent of the distribution channel centered on the regression curve.
Row Assignment and Count Accumulation : Each bar's actual HL2 is compared to its regression prediction and the deviation is assigned to a horizontal row bin derived from the channel height divided by the row count. Row counts accumulate across all bars in the window.
POC Identification : The row with the maximum accumulated count is identified as the Point of Control, representing the deviation offset from the regression curve where price spent the most time during the lookback window.
Value Area Construction : Starting from the POC row, adjacent rows are added in order of greater count until the cumulative total reaches the configured value area percentage of all bar counts, defining the high-activity zone around the POC.
Interior Rendering - Heatmap Mode : The lookback window is divided into time columns and each column builds its own per-row counts, normalized independently so each column's internal distribution is shown on its own scale. Curved polygon cells are rendered for each occupied cell with hot-cold gradient coloring by normalized density.
Interior Rendering - Profile Mode : Each row's global count is expressed as a fraction of the maximum row count and scaled to a configurable proportion of the total regression length. Curved polygon bars extend leftward from the right edge by the scaled bar length, forming a profile shape that follows the regression curve.
Interior Rendering - Letters Mode : Each bar is assigned a sequential alphabetical letter based on its time period index relative to the TPO timeframe. Letters are accumulated per row and rendered as individual boxes positioned at the regression-relative row boundaries, with gradient coloring that progresses from cold to hot as the letter index advances chronologically.
POC Polyline Rendering : A wide low-opacity glow polyline and a thinner full-opacity core polyline follow the regression curve at the POC deviation offset, providing a continuously curving reference for the maximum activity level throughout the window.
Value Area and SD Bound Rendering : Dotted polylines follow the regression curve at the value area high and low offsets and at one, two, and three standard deviation distances above and below the curve, with opacity increasing with distance from the curve.
Together, these elements form a continuously recomputed regression-relative distribution system where every visual element adapts to the current curve shape and all three interior modes present the same participation data from different analytical perspectives.
Interpretation
Regression Market Profile should be interpreted as a regression-relative structural distribution system where clustering above or below the fitted curve reveals directional bias tendencies and participation concentration within the prevailing trend:
Regression Centerline : The dashed curve following the best-fit prediction represents the trend's expected price path. Price consistently above it indicates sustained positive deviation bias; price consistently below indicates sustained negative deviation bias.
POC Line : The dual glow and core polyline following the curve at the maximum activity offset marks the deviation level where price spent the most time relative to the regression prediction, representing the most accepted deviation from expected trend behavior during the window.
Value Area Boundaries : Dotted polylines above and below the POC line mark the deviation range containing the configured percentage of total activity, identifying the zone of concentrated acceptance around the POC.
Standard Deviation Bounds : One, two, and three sigma dotted envelopes around the curve mark statistically extreme deviation distances, with progressively greater opacity indicating greater statistical rarity of price reaching those offsets.
Heatmap Mode : Each time column displays its own normalized distribution, with hot colors indicating the most active deviation level within that column and cold colors indicating less active levels. Reading across columns from left to right reveals how the distribution migrated as the window progressed.
Profile Mode : Curved bars extending from the right edge show the cumulative distribution shape across the full window, with longer bars indicating deviation levels with greater total activity and hot coloring marking the densest regions.
Letters Mode : Sequential alphabet letters fill the channel rows at their regression-relative positions, with gradient coloring from cold early-window letters to hot late-window letters encoding chronological time progression. Single-letter rows indicate price visited that deviation level in only one time period, functioning as regression-relative single prints.
POC Offset Interpretation : A POC positioned above the regression centerline indicates that price has consistently traded at a positive deviation from expectations, reflecting bullish structural bias within the window. A POC below the centerline indicates bearish structural bias.
POC offset direction, value area extent, distribution shape across modes, and SD bound interactions collectively provide more structural context than any element in isolation.
Signal Logic & Visual Cues
Regression Market Profile does not generate discrete buy or sell signals but provides continuous structural reference through distribution-derived levels:
POC Reaction : Price returning to the deviation level corresponding to the POC polyline encounters the most accepted level within the regression window, frequently acting as magnetic reference for reversion or continuation assessment.
Value Area Boundary Interaction : Price moving outside the value area boundaries enters statistically less accepted deviation territory, suggesting either trend extension beyond typical participation or the beginning of structural repositioning relative to the regression curve.
Standard deviation bound interactions provide additional reference for statistically extreme deviation events that historically attract mean reversion activity back toward the regression curve and POC.
Strategy Integration
Regression Market Profile fits within regression-informed structural analysis and distribution-based approaches:
POC Reversion Framing : Use the POC polyline as a dynamic reversion target when price has extended to the outer standard deviation bounds, with the curved POC providing a continuously updating level that reflects the trend's accepted center rather than a static price.
Value Area Acceptance Testing : Monitor whether price is trading within or outside the value area boundaries to assess whether current price activity represents accepted trend behavior or extended deviation warranting mean reversion consideration.
Heatmap Migration Analysis : Use temporal migration visible in heatmap mode to assess whether distribution is shifting toward positive or negative deviation over the course of the window, providing directional bias evidence from the distribution's evolution rather than from price alone.
Profile Shape Assessment : Use profile mode to assess distribution symmetry around the regression curve. A distribution skewed above the centerline suggests persistent positive bias; skew below suggests persistent negative bias. A symmetric bell shape suggests balanced acceptance around the regression expectation.
Single Print Monitoring in Letters Mode : Treat single-letter rows in letters mode as regression-relative thin participation levels that price is likely to revisit, analogous to single prints in conventional market profile.
Regression Mode Selection : Use Linear mode for markets trending in a consistent direction where a straight best-fit line accurately represents the price path. Use Polynomial mode for markets with visible curvature in their trend structure where the quadratic bend better fits the actual price trajectory.
Technical Implementation Details
Regression Engine : Matrix OLS computation using design matrix construction, normal equation formation, matrix inversion, and coefficient application for linear or polynomial curve fitting to HL2
Channel Construction : Rolling standard deviation-scaled channel with configurable width multiplier providing deviation row boundaries
Distribution System : Deviation-based row assignment with global count accumulation, POC maximum identification, and outward value area expansion
Heatmap Engine : Per-column count normalization with curved polygon cell rendering using hot-cold gradient by normalized density
Profile Engine : Global count-scaled curved bar polylines extending from the right edge by proportional bar length
Letters Engine : TPO timeframe-ratio letter assignment with per-row accumulation and gradient chronological box rendering at regression-relative boundaries
Structural System : Dual-line POC glow, dotted VA boundary polylines, three-sigma dotted SD envelopes, and dashed centerline all following the regression curve via chart.point arrays
Performance Profile : All rendering triggered only on the last bar with full object cleanup and rebuild on each update, polyline-based curved geometry for all structural elements
Optimal Application Parameters
Timeframe Guidance:
1 - 5 min : Intraday regression profiling with shorter length and tighter channel for fast-adapting curve that captures intraday trend structure
15 - 60 min : Session-level distribution analysis with balanced length and moderate channel width for meaningful participation mapping across typical session trends
4H - Daily : Swing-level regression profiling with longer lookback and polynomial mode for curve-following distribution across multi-session directional structures
Suggested Baseline Configuration:
Length : 200
Mode : Polynomial
Channel Width (SD×) : 3.0
Inner Display : Letters
Rows : 12
TPO Timeframe : 30
Value Area % : 70
Show POC : Enabled
Show Value Area : Enabled
Show SD Bounds : Enabled
These suggested parameters should be used as a baseline; their effectiveness depends on the instrument's trend characteristics, volatility profile, and preferred distribution granularity, so fine-tuning is expected for optimal performance.
Parameter Calibration Notes
Use the following adjustments to refine behavior without altering the core logic:
Curve fits too loosely to recent price : Decrease Length to shorten the regression window, producing a curve that adapts more quickly to recent price structure. Switch to Polynomial mode if the trend has visible curvature that a linear fit cannot capture.
Curve too reactive to short-term price movement : Increase Length to smooth the regression across more history, producing a more stable curve that reflects longer-term directional structure and reduces sensitivity to recent fluctuations.
Channel too narrow or wide : Adjust Channel Width to scale the standard deviation multiplier, expanding the channel to capture more price activity within the distribution or contracting it to focus on the core deviation range.
Distribution too coarse or granular : Adjust Rows to increase or decrease the number of horizontal price bins, calibrating vertical resolution to the channel height and the instrument's typical deviation behavior within the regression window.
Heatmap columns too few or many : Adjust Heatmap Columns to control the time resolution of the migration display, with fewer columns showing broader temporal patterns and more columns revealing finer migration detail at the cost of visual density.
Profile bars too short or long : Adjust Profile Width to scale the maximum bar length as a fraction of the regression window, calibrating how far the longest bars extend from the right edge relative to the available chart space.
Too few or many letters per row : Adjust TPO Timeframe to change the time period each letter represents. Higher timeframes produce fewer, broader letters; lower timeframes produce more letters with finer time resolution.
Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions.
Performance Characteristics
High Effectiveness:
Trending markets where the regression curve accurately represents the directional price path and the distribution reveals consistent deviation bias that reflects genuine structural tendencies
Instruments with smooth, curving price trends where polynomial mode produces a better-fitting curve than a straight line and the distribution around the curve is more meaningful than a session-anchored profile
Market profile-informed approaches that benefit from a continuously adapting POC and value area that follow the trend rather than anchoring to fixed session boundaries
Distribution analysis workflows where heatmap temporal migration or profile shape provides directional bias evidence from participation patterns rather than from price indicators alone
Reduced Effectiveness:
Choppy, directionless markets where the regression curve has no clear shape and the distribution is uniform across rows, reducing the interpretive value of POC location and value area extent
Markets with frequent sharp reversals where the regression window spans multiple opposing structural moves, producing a curve that represents none of them accurately and a distribution without meaningful clustering
Extremely short lookback windows where the matrix regression calculation is underdetermined or the distribution contains too few bars per row to produce statistically meaningful counts
Instruments with discontinuous price action including frequent gaps where the HL2 series used for regression produces curves that follow gap-distorted price paths rather than genuine trend structures
Integration Guidelines
Confluence : Combine with BOSWaves structural tools, momentum oscillators, or volume analysis to validate POC and value area interactions with broader analytical context before acting on regression-relative distribution levels
POC Offset Bias : Monitor the position of the POC relative to the centerline across successive sessions as a structural bias indicator. A POC consistently above the centerline across multiple regression windows suggests a persistent positive deviation tendency in the current trend phase.
Mode Selection by Objective : Use Letters mode for structural time-at-price analysis analogous to conventional market profile. Use Heatmap mode to assess how distribution shifted over the regression period. Use Profile mode to quickly assess distribution shape and skew relative to the centerline.
Regression Mode Discipline : Commit to a regression mode based on the instrument's observed trend curvature rather than switching between modes reactively. Polynomial mode adds a second degree of freedom that can overfit short-term noise if the lookback window is too short.
Window Length Stability : Maintain a consistent regression length when using the POC and value area as ongoing structural references. Changing the length significantly shifts the curve and redistributes the profile, making successive POC comparisons unreliable.
Disclaimer
Regression Market Profile is a professional-grade regression-relative distribution and market profile analysis tool. It uses ordinary least squares curve fitting with deviation-based participation mapping but does not predict future price movements. Results depend on market conditions, instrument trend characteristics, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates order flow context, structural analysis, and comprehensive risk management. Indicator
Whale Absorption Profile [JOAT]WHALE ABSORPTION PROFILE
The flagship orderflow visual in the JOAT suite. A complete institutional-grade footprint dashboard — heatmap candle strips, horizontal volume profile, delta ladder, side histogram, POC/VAH/VAL lines, and whale / absorption / imbalance glyphs — all driven by the same underlying lower-timeframe-reconstructed intrabar data and rendered in a curated asthetics. Built to give you the entire auction picture in one indicator, on chart, without a dedicated orderflow platform.
Six visual layers, one engine
Every layer reads from the same intrabar data pipeline. The pipeline uses request.security_lower_tf at a configurable LTF (1m / 3m / 5m / 15m / 30m) to sample sub-bar prints, classifies each via the standard tick rule, then buckets the classified volume into a price-binned profile (configurable rows, default 50). Every layer below reads from those bins.
Heatmap candle strips — the body of each recent chart candle is overlaid with horizontal heat slices coloured along an absorption-intensity ramp (deep blue → indigo → violet → magenta → gold). At a glance you can see where, inside each bar, the auction happened.
Horizontal volume profile — a classic side profile of total volume per bin, rendered with split buy/sell colour so you can read which side dominated each price.
Delta ladder column — a vertical ladder of per-bin delta (buy − sell), positionable to any of nine corners on the chart. Drawn as a horizontal-going-left-to-right cell array so it never collides with the dashboard.
Side volume histogram — a compact buy/sell volume histogram aligned to the profile bins, for traders who want a second view of side-share that is not contaminated by total volume.
POC / VAH / VAL lines — the Point of Control, Value Area High, and Value Area Low computed from the profile and rendered as horizontal lines that extend right of the latest bar.
Whale / Absorption / Imbalance glyphs — three separate detection layers (described below) each render a distinct on-chart glyph at the bin where their condition fires.
A Lite Mode toggle disables the heaviest layers (heatmap strips + side histogram) for low-end machines or multi-indicator stacking.
Three orthogonal detection layers
Whale Print — a bin qualifies as a whale row when total bin volume is above a configurable percentile (default 95th of the bin distribution) and is above the whale-delta threshold (default 70%). Both gates: large and one-sided.
Absorption Zone — score = min(buy, sell) / (priceMovement + ε) . High when both sides traded heavily but price did not move — the classic limit-order-absorption signature. A bin qualifies when its absorption score exceeds the configurable percentile (default 90th).
Imbalance Spike — a bin qualifies when one side's volume is at least N× the other (default 3.0×). The standard footprint imbalance ratio.
These three are deliberately separate — a single price can be a whale row, an absorption zone, and an imbalance spike at once, in which case all three glyphs fire and you have a textbook stacked-signature read.
POC shift alert
The Point of Control's bar-to-bar bin-distance is tracked. When the POC jumps more than the configurable POC Shift: Bin Distance Trigger (default 2 bins) between consecutive bars, the POC Shift alert fires — the auction's value has rotated price levels, which is the most actionable single regime-change signal a profile produces.
Visual aesthetic
A locked institutional palette: cyan-teal bull (#5CF0D7), magenta bear (#FF4D75), and a signature absorption ramp — deep void → ultramarine → indigo → violet → magenta → gold — designed to read like a heat-mapped orderbook on a deep-space background (#02011A). The four multi-stop gradients drive heatmap, absorption, delta, and whale layers independently, so the chart never looks visually flat.
Dashboard
Monospaced table, positionable to any of nine corners, with row-fade gradient. Surfaces:
Current POC price + bin distance from previous POC.
VAH / VAL price levels.
Cumulative bar delta.
Whale print count, absorption zone count, imbalance spike count in the lookback.
Current row classifications for the active price (Whale / Absorption / Imbalance).
LTF in use and bin count.
Alerts
Four alert conditions, each independently controllable:
Whale Print
Absorption Zone
Imbalance Spike
POC Shift (bin distance > threshold)
How to read it
Three reads, in order of conviction:
Stacked detection at the same bin — when a bin fires Whale + Absorption + Imbalance simultaneously, the auction has experienced a complete event: large size, both sides traded heavily, and the side imbalance was extreme. These are the rarest and strongest reads the script produces.
POC Shift through a previous structural level — value migration. The auction's centre of gravity has just moved through your S/R; the rest of the session usually follows.
Heatmap candle strip + delta ladder agreement — when the heatmap concentration sits at the same price the delta ladder shows one-sided imbalance, the bar is institutionally meaningful regardless of the candle shape.
Suggested settings
Defaults (1m LTF, 50 bins, 40-bar lookback, 95th percentile gates) are tuned for 5m–15m on liquid futures and crypto. For 1m scalping, drop bins to 30 and lookback to 20 to keep the script responsive. For 1H+ HTF, raise lookback to 100 and bins to 60. Lite Mode is recommended when stacking with other heavy indicators.
Originality
The implementation — the unified intrabar pipeline that feeds six independent visual layers, the percentile-gated whale detector, the min(buy,sell) / priceMovement absorption score, the diagonal-imbalance row detector, the multi-stop absorption gradient (six-stop signature ramp), the configurable delta ladder with nine-corner positioning, the POC bin-distance shift detector, and the grade composite palette — is JOAT-original. No third-party code reused. The footprint vocabulary (POC, VAH/VAL, imbalance, absorption, whale) is public-domain auction-theory language; this implementation is purpose-built for Pine v6 with bar data only.
Limitations
Reconstructed intrabar data is an approximation — the tick rule is the accepted public-market inference but it is not a direct read of bid/ask. Sub-minute LTFs require a PulseWire Premium or Ultimate plan. The script renders many polylines, boxes, and labels — Pine's max_polylines_count / max_boxes_count / max_labels_count caps apply. Lite Mode exists specifically for low-spec / multi-indicator scenarios. POC, VAH, VAL, and detection layers are computed from confirmed intrabar data so they update on bar-by-bar close (non-repainting beyond the current developing bar).
—
-made with passion by jackofalltrades
Indicator
Order Flow Footprint [JOAT]ORDER FLOW FOOTPRINT
A full intrabar footprint engine — POC, Value Area, per-row imbalance detection, stacked imbalance zones, delta-flip alerts, POC-shift alerts, and per-bar footprint ladder labels — built to read like a Bookmap-style auction view directly on a PulseWire chart. Uses the native Footprint API when your plan provides it, with a graceful fallback to lower-timeframe tick-rule reconstruction so the script works on every account tier.
Data source — Footprint API or reconstructed
Three modes, behaviourally identical:
Footprint API — uses request.footprint() with a configurable aggregation (Auto / 1m / 3m / 5m / 15m / 30m). Native bid/ask volume per row when your plan supports it.
Reconstructed — uses request.security_lower_tf() to sample intrabar prints, then assigns each tick to buy or sell via the standard tick rule. Configurable LTF (1m / 3m / 5m / 15m / 30m).
Auto — picks Footprint when available, falls back to Reconstructed. The recommended default.
A configurable Profile Rows input (default 24, max 80) sets the vertical resolution — each chart bar's intrabar volume is bucketed into N horizontal price slices and the footprint is built from those buckets.
Imbalance detection (Bookmap diagonal)
The institutional definition of an imbalance is diagonal , not lateral :
A buy row is imbalanced when buy ≥ ratio × sell (this row's buys vs the row below it's sells).
A sell row is imbalanced when sell ≥ ratio × buy (this row's sells vs the row above it's buys).
The ratio is configurable (default 3.0× — the institutional norm). An optional minimum-row-volume filter mutes illiquid wick rows from being counted as imbalances. When N or more same-side imbalances occur inside a single bar, the Burst alert fires.
Stacked imbalance zones (the headline)
Stacked imbalances are the textbook order-flow structural read: N consecutive same-side imbalanced rows on top of each other. They mark where price had to gap through multiple thin levels to print — and they are reliable revisit zones.
Minimum stack count is configurable (default 4 consecutive rows).
Each stack zone is drawn as a box extending right by a configurable bar count.
Optional glow border on stack zones (toggleable).
Maximum active zones is capped (default 8) — older zones shift out FIFO.
POC + Value Area
Per-bar Point of Control (the row with the highest volume), Value Area High and Value Area Low (the 70%-volume centred range) are computed and toggleable. POC is rendered as a dot; VAH / VAL as lines. A configurable POC Shift Threshold (in mintick units) fires the POC Shift alert when the POC jumps more than the threshold bar-over-bar.
Delta flip detection
Per-bar delta (buy − sell) is computed continuously. The delta-flip alert fires only when delta switches sign after at least N consecutive same-sign bars (configurable, default 5). This filters out the micro-fluctuations that pure-sign-flip detectors would noise on.
Per-bar footprint ladder (optional, heavy)
When enabled, inline labels at every row of every recent bar (configurable history depth) show the buy × sell tuple per row — the full Bookmap-style read. This is visually rich but rendering-heavy; keep it off when scrolling long histories or running on low-end hardware.
Visual system
POC dot in accent yellow.
Value Area lines (VAH / VAL).
Imbalance cells highlighted in palette colour per row.
Stacked imbalance zones with optional glow.
Bar colouring by delta sign (toggleable).
Per-bar delta annotations every N bars (configurable).
Per-bar ladder labels (optional).
A locked Iridescent palette (magenta bull / cyan bear / yellow POC accent on pure black) gives the chart a cyberpunk holographic identity that reads as institutional rather than retail.
Dashboard
Monospaced table positionable to any of nine corners. Surfaces:
Source mode in use (Footprint / Reconstructed) with aggregation/LTF.
Current bar's delta value and sign.
POC price and intrabar volume share.
Imbalance count this bar (buy / sell).
Active stack zone count.
Last delta-flip direction with bar-age.
Alerts
Five alert conditions, each independently controllable:
Stacked Imbalance Zone Formed
POC Shift (POC jumped > threshold)
Delta Flip After Run (delta sign change after N+ same-sign bars)
Buy Imbalance Burst (N+ buy imbalances in one bar)
Sell Imbalance Burst (N+ sell imbalances in one bar)
How to read it
Three reads, in order of conviction:
Stacked imbalance zone — the highest-conviction read. Price had to plough through multiple thin levels to print. Future revisits are reliable reactive zones.
Delta flip after run — regime-change signal. When delta has been net-buying for many bars and finally flips net-selling, the auction direction has just rotated.
POC shift through a structural level — value migration. When the POC moves through a previous-day VAH or VAL, value has migrated and the next session's bias often follows.
Suggested settings
Defaults (1m reconstruction LTF, 24 rows, 3.0× imbalance ratio, 4-stack minimum) are tuned for 5m–15m charts on liquid markets. For 1m scalping, drop rows to 16 and stack minimum to 3. For HTF macro (1H+), raise rows to 36 and stack minimum to 5. The 3.0× imbalance ratio is the institutional Bookmap norm; tighten to 2.5× for more frequent imbalance prints.
Originality
The implementation — the Auto/Footprint/Reconstructed source router, the diagonal-Bookmap imbalance detector with row-volume filter, the consecutive-row stack zone builder with glow border, the POC-shift detector with mintick-unit threshold, the run-length-gated delta-flip alert, the per-bar ladder renderer with history depth control, and the dashboard's holographic palette — is JOAT-original. No third-party code reused. The footprint vocabulary (POC, VAH/VAL, imbalance, stacked imbalance, delta) is public-domain auction-theory language; the implementation here is purpose-built for chart-based Pine v6.
Limitations
Reconstructed footprints are an approximation — the tick rule is the accepted public-market inference for assigning intrabar trades to buy/sell but it is not a direct read of bid/ask volume. Footprint API requires a PulseWire Premium or Ultimate plan and is unavailable on some instruments. The per-bar ladder labels are rendering-heavy; keep them off when historical performance matters. Stacked-imbalance zones honour the max active cap (FIFO eviction) and the extension bars cap.
—
-made with passion by jackofalltrades
Indicator
NOA Levels
NOA Levels — Structural Levels, Volume Profiles & Gap Analytics
OVERVIEW
NOA Levels combines three institutional reference frameworks into a single
overlay: prior-period structural levels, volume-derived value zones, and a
statistical session-gap engine. It is built for traders who anchor decisions to
where price has previously transacted and how the current session opens relative
to that history.
Everything plots on intraday timeframes and reads off higher-timeframe data, so
the levels stay consistent regardless of the chart resolution you trade on.
WHAT IT PLOTS
1. Prior-Period Levels (Day / Week / Month)
Previous high, low, and midpoint for each period, drawn as horizontal
references that extend across the active period. High/low use dashed lines;
midpoints use dotted lines to keep them visually subordinate. Compact labels
(pdH/pdM/pdL, pwH/pwM/pwL, pmH/pmM/pmL) keep the chart readable.
2. Volume Profiles (Daily & Weekly)
Point of Control (POC) plus Value Area High/Low for the prior day and prior
week, computed from an intrabar volume distribution. Value Area % is
adjustable (40% for a tight zone around the POC, ~70% for the standard Market
Profile convention). Resolution controls the number of price rows used to
build each profile.
3. Session Gap Engine
On each new session, the open is measured against the prior close. Every gap
is boxed and classified into one of six behavioural profiles based purely on
where the session ultimately closes relative to the gap zone:
• GapUp & Go / Hold / Reverse
• GapDn & Go / Hold / Reverse
The on-chart label shows the gap size and the developing profile in real time;
the tooltip carries the full statistical breakdown.
GAP STATISTICS (the core differentiator)
Rather than judging gaps with arbitrary thresholds, NOA Levels builds a running
distribution from your own chart's history (lookback is adjustable). For each new
gap it reports:
• Magnitude in % and price, normalized as a z-score (σ) and percentile rank
against prior gaps — so a "big" gap is defined by this symbol's own behaviour
• A Common vs. Breakaway tag (whether the open clears the prior day's range)
• Historical Go / Hold / Reverse percentages, split by gap direction
• Live fill tracking (whether the prior close has been retested)
Magnitude is normalized by absolute gap %, which is always available — so gaps
plot and compute statistics even on freshly listed symbols where ATR has not yet
warmed up. The ATR multiple is shown as an optional reference field once enough
daily history exists.
REPAINTING
Higher-timeframe levels use confirmed prior-period values (lookahead with a
one-bar offset), so historical levels do not repaint. The developing gap profile
and fill status update intrabar by design, as they describe the session in
progress; the profile is finalized and recorded into the distribution once the
session closes.
HOW TO USE
- Treat prior highs/lows and POC/Value Area as decision zones — areas where
reaction is more likely, not automatic buy/sell signals.
- Use the gap percentile and σ to gauge whether an open is routine or unusual
for this instrument before sizing or fading it.
- Read the Go/Hold/Reverse distribution as context for the current gap's most
common historical resolution — it is descriptive, not predictive.
- Midpoints often act as intraday pivots; the gap mid frequently marks the
fill objective.
SETTINGS
Inputs are grouped by period (Day / Week / Month) and function (Levels / Volume /
Gaps), with colors, line widths, label toggles, Value Area %, profile resolution,
gap lookback, and ATR length all configurable. Session and week separators are
optional.
ALERTS
New Session, New Week, New Month, and Session Gap Detected.
Indicator
Order-Flow Profile Microstructure & Calibrated SweepsOrder-Flow Profile — Footprint, Microstructure & Calibrated Sweeps
A single-pane volume profile that reconstructs intrabar buy/sell activity, renders it as a footprint / delta heatmap with Point of Control and a 70% Value Area, layers a stack of market-microstructure factors over the same price bins, and then forward-tests every reversal signal it emits against realized outcomes. The dashboard reports measured edge with confidence intervals — not asserted edge.
It runs on any liquid symbol and any intraday timeframe. Defaults are tuned for index futures (e.g. NIFTY / BANKNIFTY); a few inputs adapt it to other instruments.
What it plots
Order-flow profile drawn to the right of price: each price bin colored by who controlled it (delta) with brightness scaled to volume, or a classic split footprint. The peak-volume row is the POC; a 70% Value Area is built outward from the POC.
Low-volume nodes / voids and four quadrant deltas that localize where buying and selling concentrated within the range.
A VPIN heat-glow background whose brightness rises with flow toxicity.
Sweep tags (ABS / EXH / DIV / REJ) at liquidity extremes, and a ⚡ reclaim-confirmed liquidity-sweep marker for the high-conviction stop-run-and-reclaim subset.
A calibration / key-reads dashboard (Compact by default, Pro on demand) that adapts its colors to your chart's background luminance.
Why these components belong in one script (component rationale)
This is not a bundle of unrelated indicators stacked together. Every component describes one object — the order-flow auction taking place inside the price profile — and each measures a different facet of it. They share one substrate (the price bins) and one validation spine (the calibration engine):
The profile says WHERE volume traded. POC, Value Area and voids are the structural skeleton — the price levels that matter.
Trade classification splits that volume into buy vs sell, giving every bin a delta. Bulk Volume Classification (a Student-t CDF on the standardized intrabar move) is used by default; on Premium plans, native bid/ask footprint can replace it, feeding the same bins. A tick rule classifies the same intrabars in parallel and the agreement % is reported, so you know when the trade-side read is fragile.
The microstructure factors qualify HOW that flow behaves at those levels. VPIN (informed vs balanced), multi-level OFI (depth-weighted imbalance across the bins), Kyle's λ and Amihud (price impact / illiquidity), and √-law absorption (flow soaked up vs fragile) each answer a question the raw profile cannot. They are computed over the very bins the profile draws.
The sweep layers detect reversals AT those levels — an order-flow taxonomy (absorption / exhaustion / divergence / rejection) plus a structural stop-run-and-reclaim. A Hawkes self-exciting intensity flags when sweeps are clustering (cascade risk).
A correlation-aware fusion (Kish design-effect shrinkage) combines the firing sweep's realized edge with the concurrent absorption and toxicity tells into a single reversal probability — shrinking redundant, correlated evidence so agreement among related signals cannot masquerade as independent confirmation.
The calibration spine forward-resolves every sweep and reports its hit rate versus base rate with a Wilson confidence interval. This is what ties the stack together: a factor only earns trust if the resolved outcomes say it does.
Remove any one layer and the others lose context: the profile without classification is just a volume histogram; the microstructure factors without the profile have no levels to attach to; the sweeps without calibration are unverified claims. Together they are a single, self-checking read of the auction.
How it works (mechanics)
Intrabar data. Lower-timeframe OHLCV is pulled with request.security_lower_tf (no lookahead). The lower timeframe is auto-derived from the chart timeframe or set manually.
Trade side. Bulk Volume Classification assigns each intrabar a buy fraction from a Student-t CDF of its standardized price change; delta = buy − sell. Where a Premium/Ultimate plan allows it, native request.footprint() real bid/ask volume per price replaces the reconstruction and feeds the identical bins.
Profile build. On the last bar, the chosen lookback of confirmed bars is accumulated into price bins; POC and the 70% Value Area are derived, voids and quadrant deltas computed.
VPIN. Volume is partitioned into equal-volume buckets; the average order imbalance across the last N buckets is the 0–1 toxicity read (with a percentile and background glow).
Impact factors. Stationarized (log-compressed, z-scored) OFI; depth-weighted multi-level OFI across the bins; Kyle's λ as the regression slope of return on signed flow; Amihud illiquidity as |return| per traded value.
Absorption. A displacement-normalized form and a √-law form (realized impact vs Y·ATR·√(|Δ|/V)): below the prediction = passive absorption / reversal candidate; above = fragile expansion.
Sweeps & fusion. At a swept extreme the bar is classified ABS / EXH / DIV / REJ; a Hawkes intensity tracks clustering; a Kish-decorrelated log-odds fusion outputs one reversal probability. Separately, a reclaim-confirmed liquidity sweep fires when price runs a confirmed swing pivot, closes back inside recovering a minimum fraction of the run, on a volume spike.
Calibration. Each sweep is queued and resolved a fixed horizon later against a moveATR·ATR threshold, recorded in R-multiples (MFE / MAE). The dashboard shows, per class: sample count, Hit% ± Wilson interval, Base% (the unconditional reversal rate over the same horizon), Edge (Hit − Base, starred at 95% significance), and average MFE / MAE.
Non-repaint: all detection is on confirmed bars, lower-timeframe arrays are confirmed intrabars, no dynamic-length built-ins are used, and the profile is drawn on the last bar from confirmed history. Pivots used by the liquidity sweep are confirmed before they can be swept.
What makes it original
It is built around calibration, not assertion. Most order-flow tools print a delta, a "confidence," or a footprint and leave it there. Here every reversal signal is forward-resolved against realized price and reported with a base rate and a Wilson interval, so the dashboard distinguishes a real edge from a small-sample illusion.
The agreement between Bulk Volume Classification and a tick rule is surfaced openly — a known weakness of reconstructed order flow is shown rather than hidden.
The microstructure factors are computed over the profile's own bins and decorrelated before fusion, so correlated flow signals don't inflate confidence.
It degrades gracefully from native exchange footprint (Premium) to reconstruction (every plan) with no change to the visual or the workflow.
All factor implementations are original Pine re-derivations of published methods; no code from other scripts is used.
How to use it
Apply to a liquid symbol on an intraday timeframe. Read the profile to see where volume concentrated (POC, Value Area, voids).
Watch the sweep tags and ⚡ liquidity-sweep markers at the edges of the range — these are reversal hypotheses, not guarantees.
Before trusting a sweep class, check its row in the calibration panel (switch the dashboard to Pro): is its Hit% above Base%, is the edge starred (significant), and is the Wilson interval tight enough to mean something?
Use the VPIN glow and fused reversal probability as context: bright background = one-sided / informed flow, which leans toward continuation and makes fades riskier.
The Compact dashboard summarizes the key reads (POC, VPIN, best calibrated edge, fused probability, liquidity-sweep status, auction efficiency); Pro expands the full per-class calibration table and every microstructure row.
Hidden EXP_* data-window series are provided for chaining into other scripts via input.source().
Data & markets
Works on whatever symbol the chart shows — nothing is hard-coded to an exchange or instrument. Defaults suit index futures on an intraday chart. For other instruments, adjust the Profile & Data Source group (lower-timeframe division, profile lookback) and, on a supporting plan, the native footprint settings. Reconstructed order flow is most reliable on liquid instruments with continuous volume.
Concept credits
This script operationalizes published methods; all implementations are original re-derivations.
Tick rule / trade sign — Lee & Ready (1991)
Bulk Volume Classification & flow toxicity (VPIN) — Easley, López de Prado & O'Hara (2012)
Order-Flow Imbalance — Cont, Kukanov & Stoikov (2014)
Multi-level / integrated OFI — Xu, Gould & Howison (2018)
Price impact (λ) — Kyle (1985)
Illiquidity ratio — Amihud (2002)
Self-exciting intensity — Hawkes (1971); Bacry, Muzy et al.
Square-root impact law — Almgren et al.; Tóth, Bouchaud et al.
Effective-sample decorrelation — Kish design effect
Market / auction profile (POC, Value Area) — Steidlmayer
Confidence interval — Wilson score interval (1927)
Disclaimer
For educational and informational purposes only. This is an analytical tool, not financial advice and not a solicitation to trade, and it is not a guarantee of future results. Order-flow classification from OHLCV is an estimate, not the true tape — without a Level-2 order book every delta here is a proxy (native footprint excepted). Always do your own research and manage risk; paper-trade before committing real capital. Indicator
Visible Range Volume NodesVisible Range Volume Nodes is a visible-range volume profile indicator that shows how traded volume is distributed across price levels inside the currently visible chart area.
The script builds a horizontal volume profile from the candles visible on the chart. It divides the visible price range into rows and distributes each candle's volume across the price rows touched by that candle's high-low range. Rows with more accumulated volume are displayed wider. Rows with less accumulated volume are displayed narrower.
How volume is calculated
Each candle's volume is distributed proportionally across the price rows covered by that candle's high-low range. If a candle covers several rows, its volume is split between those rows based on the amount of price overlap.
Bullish and bearish volume are separated using candle direction:
* Candles closing above their open are counted as bullish volume;
* Candles closing below their open are counted as bearish volume;
* Neutral candles are split evenly.
Key Volume Areas
POC - Point of Control
POC is the price row with the highest volume inside the visible range. It marks the largest volume concentration in the selected chart area.
VAH - Value Area High
VAH is the upper boundary of the value area.
VAL - Value Area Low
VAL is the lower boundary of the value area.
The value area starts from the POC and expands through the highest-volume neighboring rows until the selected percentage of total visible-range volume is included. By default, this is commonly used as a 70% value area, but the percentage can be changed in the settings.
HVN - High Volume Node
HVN zones are high-volume areas detected from local peaks in the smoothed volume profile. These zones show where volume was concentrated compared with nearby price levels.
LVN - Low Volume Node
LVN zones are low-volume areas detected from local valleys in the smoothed volume profile. These zones show where volume was thinner compared with nearby price levels.
How to use it
The profile can help users compare current price action with previously traded volume areas inside the selected visible range:
* POC shows the main high-volume reference area of the visible range;
* VAH and VAL show the upper and lower limits of the main value area;
* HVN zones show areas where price previously spent more volume;
* LVN zones show areas where volume was thinner relative to nearby price levels;
* The histogram shows the full volume distribution across the selected price range.
A trader can use these areas as context when analyzing price location. For example, price trading near POC is trading near the main volume concentration of the visible range. Price trading near VAH or VAL is trading near the edge of the calculated value area. HVN and LVN zones can be used to compare current price behavior with areas of stronger or weaker previous volume participation.
These levels should be treated as structural references only. They are not automatic entries, exits, support, resistance, targets, or invalidation levels.
Main settings
* Profile Rows controls how many price rows are used to build the volume profile. More rows create a more detailed profile. Fewer rows create a smoother, broader profile;
* Value Area % controls how much of the visible-range volume is included inside the value area;
* Histogram Direction controls whether the profile is displayed to the left or right side of the visible chart area;
* Profile Distance controls the spacing between the visible candles and the profile panel;
* The script also includes settings for showing or hiding POC, VAH/VAL, HVN, LVN, labels, prices in labels, line style, line width, label size, and colors.
Limitations
*This indicator does not generate buy or sell signals;
*It does not predict future price direction;
*It does not define guaranteed support or resistance;
*It does not use exact bid/ask volume;
*It does not use footprint, delta, or order book data.
The displayed structure depends on the selected visible range, symbol, exchange, timeframe, and available volume data.
Because the profile is based on the currently visible chart range, moving or zooming the chart can change the calculated POC, value area, HVN zones, and LVN zones.
Indicator
Indicator
Aurora Compass [JOAT]Aurora Compass
Aurora Compass is a higher-timeframe volume-profile overlay with smart-money-weighted bin coloring, Point of Control (POC) tracking, Value Area High / Value Area Low boundaries, top-three High Volume Node (HVN) full-chart-width zones, low-volume node markers, liquidity-sweep detection with persistent price labels, an inter-interval POC drift trail, profile imbalance and HVN-rotation alerts, and a right-side 21-segment bias compass.
What makes it different
Traditional volume profile shows raw volume distribution. Aurora Compass weights each candle's contribution by a normalized Negative Volume Index delta, emphasising bars where institutions tend to transact (NVI-up days). The result highlights levels of smart-money concentration, not just raw turnover.
Full-chart-width HVN zone boxes (not just thin borders) make the top three nodes obvious across the entire visible price history.
Value Area High and Value Area Low are computed and drawn. The price boundaries that bracket 70% of profile volume. These are first-class horizontal levels with right-edge labels.
An inter-interval POC drift trail draws a line from each interval's POC midpoint to the next, colored by direction. You can read multi-day POC migration at a glance.
Liquidity sweeps are detected when price wicks beyond an HVN and the candle body closes back through. The script prints a persistent price label, not just a marker.
How it works
Higher-timeframe rollover is detected via ta.change(htfTf). No request.security is used. The profile is constructed from local bars within the interval.
The price range within the active interval is binned into res slices. For each bin, the script accumulates total volume and smart-money-weighted signed volume.
POC is the bin midpoint with the maximum total volume. Value Area is computed by expanding outward from POC until cumulative volume reaches 70%.
Top three bins by volume become HVNs. Bottom three become LVNs, where breakouts tend to accelerate through low-resistance areas.
Sweep markers fire when a wick pierces an HVN boundary and the body closes the other side.
POC drift in ATR units is tracked across interval boundaries. Imbalance is the absolute net signed volume divided by total volume.
Reading the chart
Heatmap boxes for each bin, transparency-modulated by relative volume share. Smart-money weighting tints them mint or red according to net flow direction.
POC dashed horizontal line extends across the visible chart with a right-edge price label that includes the inter-interval drift in ATR units.
VAH and VAL dashed lines with right-edge labels.
Three HVN full-width zones with right-edge price and volume labels.
Three LVN border-only highlights (visually distinct from filled HVN).
HTF interval boundary dotted vertical lines (capped to last 20 intervals).
Per-interval sentiment timeline labels above each historical interval's high.
Liquidity sweep labels at sweep wicks (for example SWEEP 4520.50).
Inter-interval POC drift trail (capped to last 10 segments).
Right-side 30-segment vertical bias gauge with horizontal sight-line and pointer label.
Signals
Bullish / bearish liquidity sweep
Bullish / bearish POC drift
HVN touch
HVN rotation (top-3 ordering changed between intervals)
Profile imbalance bull / bear (net signed volume crosses the threshold)
VAH / VAL touch and Value Area reclaim (up / down breakouts)
All gated on barstate.isconfirmed or barstate.ishistory. No future references.
Inputs
HTF Profile : higher timeframe selector, profile resolution, intensity scale, show heatmap, show POC, show HVN.
Cross-Interval : HTF interval markers, sentiment timeline, POC trail, LVN bands, sweep labels, gauge, sentiment label, Value Area, HVN zones, imbalance threshold.
Sweep : detection toggle.
Visual : bullish / bearish colors, intensity scale.
Dashboard : position, size.
How traders use this
HVN reactions : the top-three HVN zones are the levels most likely to attract price retests. Look for rejections or breakouts at these levels.
LVN acceleration : when price enters a low-volume bin, expected travel speed is faster. These are thin-air zones useful for measured-move targets.
Sweep then reclaim : a bull sweep where price wicks below an HVN and closes above is a classic stop-hunt-then-reverse pattern.
POC drift : a series of mint trail segments showing upward POC migration across multiple HTF intervals is a structural up-trend signal independent of price action on the LTF.
Value Area : trading within Value Area is range / rotation behavior. Trading outside is trend / discovery behavior.
Limitations
The profile is built from local LTF bars within an HTF interval. Resolution and quality scale with how many LTF bars fit in the HTF window. Daily HTF with 1-minute LTF gives the richest profile.
Smart-money weighting via NVI is a proxy. It is not a substitute for true tick-level order-flow data.
HVN / LVN selection is recomputed each bar and may shift as new volume arrives within an interval. Once the interval closes the profile is locked.
For very illiquid instruments the profile is sparse and the levels are less informative.
Compatibility
Pine Script v6 open-source indicator. Any symbol with volume data. HTF must be strictly higher than the chart timeframe. No external request.security calls. Non-repainting: signals fire on confirmed bars.
Defaults
Daily HTF, 30 bins, mint / red palette, top-right medium dashboard. For higher resolution increase the bin count. For noisier instruments raise the imbalance threshold.
Indicator
Live Footprint Center Frame📊 Live Footprint Center Frame
Live Footprint Center Frame is a footprint-style chart overlay designed to help traders study candle-by-candle volume behavior directly on the main chart. The script displays centered footprint frames around candles and breaks each candle into multiple price slots so volume structure can be viewed more clearly.
🔎 What It Does
The script visualizes estimated internal candle activity using lower-timeframe OHLCV data. It displays price-slot volume, delta behavior, POC, value area, imbalance markings, absorption-style highlights, delta bars, POC trail, and a compact HUD panel for quick market structure reading.
Key visual elements include:
• Footprint-style candle frames
• Price-slot volume ladder
• Estimated ask/bid style cell values
• Positive and negative delta coloring
• POC highlight
• Value Area highlight
• Imbalance arrows
• Absorption-style border highlights
• Small delta bar below candles
• POC trail between candles
• Compact HUD with ASK, BID, DEL, POC, VA, VOL, CVD, and bias information
🧠 General Logic
Live Footprint Center Frame uses lower-timeframe OHLCV data to approximate how volume is distributed inside each candle. The script divides the candle range into price slots, distributes lower-timeframe volume across those slots, and then calculates estimated delta, total volume, POC, value area, and balance information.
This is not true exchange-level bid/ask footprint data. It is an educational footprint-style approximation based on the data available through PulseWire.
📌 Why It Is Useful
This tool can help traders study more than just candle open, high, low, and close. It gives a clearer visual view of where volume activity is concentrated inside the candle and how that activity changes from candle to candle.
It can be useful for observing:
• Where volume is concentrated
• How POC shifts between candles
• Whether delta supports or disagrees with price movement
• Where value area develops inside the candle
• Whether activity appears balanced or imbalanced
• Possible absorption-style areas
• Short-term volume structure around important price zones
🎨 Visual Reading Guide
Green-style cells show stronger positive delta behavior.
Red-style cells show stronger negative delta behavior.
Orange areas highlight the POC zone.
Blue-style areas highlight the value area.
Yellow borders can show absorption-style conditions.
Small delta bars below candles show candle delta direction and strength.
The HUD gives a quick summary of ASK, BID, DEL, POC, VA, VOL, CVD, and bias.
🧭 How To Use
1. Add the script to a clean chart.
2. Use intraday charts for clearer footprint-style reading.
3. Watch the POC area to see where the highest slot volume appears.
4. Compare candle delta with candle direction.
5. Use value area to understand where most candle activity is located.
6. Use imbalance and absorption highlights as context only.
7. Check the HUD for a quick summary of current candle conditions.
8. Combine this with market structure, support and resistance, liquidity zones, and proper risk management.
⚙️ Settings Overview
Lower timeframe precision controls the lower timeframe data used for the footprint approximation.
Closed bars to keep controls how many previous footprint candles remain visible.
Price slots per candle controls how many horizontal volume rows appear inside each candle.
Cell text controls whether cells show volume, delta, delta percentage, or estimated ask/bid style values.
Frame width adjusts the centered footprint frame width around each candle.
Live candle update allows the active candle footprint to update while the candle is forming.
POC trail connects POC movement between candles.
Value Area highlights the main volume zone.
Imbalance ratio controls imbalance sensitivity.
Absorption slot volume percentage controls absorption-style highlighting.
HUD settings control the compact panel position and visibility.
Color settings allow visual customization of bullish, bearish, neutral, POC, value area, frame, and delta elements.
⚠️ Limitations
This script uses PulseWire-available OHLCV data and lower-timeframe calculations. It does not access true exchange order book data or true bid/ask footprint data on most symbols. Values can vary depending on symbol, timeframe, lower-timeframe availability, volume quality, and chart settings.
The live candle can update while it is still forming. Confirmed candles are more stable than the active candle.
✅ Educational Use Only
This script is provided for educational market analysis and visual order-flow style study. It does not provide financial advice, guaranteed results, or automatic trade decisions. Traders should use proper risk management and combine this information with their own analysis. Indicator
Simple MA TPO
Simple MA TPO
■Description
■Concept & Purpose
This indicator was developed with a single core concept: to discover the "true power" and foster a deeper understanding of the Time Price Opportunity (TPO) profile—often considered a super-tool in market analysis. By combining traditional TPO mechanics with market gravity (Moving Averages), this script aims to provide traders with a clearer, more visual representation of value and price deviation over time.
■Originality & How It Works
While traditional TPO profiles use letters (A, B, C...) to denote time periods and static colors for volume/time areas, this script introduces two highly original mechanics to add value to the community:
Sequential Numbering: Instead of letters, each TPO block is numbered sequentially (1, 2, 3...) based on its formation order. This drastically simplifies reading the flow of time within a session.
MA Deviation Gradient Coloring: The most unique feature is its coloring logic. TPO blocks are not colored randomly. Instead, their color is determined by their deviation from a baseline Moving Average (acting as the market's center of gravity).
■Calculations & Output
To ensure complete transparency in how the visual data is generated, here is the specific calculation used for the block colors:
Formula: Deviation % = ((Price / MA) - 1.0) * 100.0
Why this calculation? This calculates the exact percentage distance between the TPO block's price level and the baseline Moving Average at the time that specific block was formed. It visualizes how "overextended" the market was when time was spent at that price.
Actual Output: The output is a percentage float value (e.g., if the MA is $100 and the block price is $102, the output is 2.0 or 2%). This value is then clamped by the user-defined Max Deviation % input (default 2.0%).
Color Mapping: The clamped percentage is fed into a gradient. Negative deviations (undervalued relative to MA) shift towards Cyan, while positive deviations (overvalued) shift towards Magenta.
■How to Use
Identify Value Areas: Look for the "POC" (Point of Control) line, which indicates the price level where the most time (highest number of blocks) was spent.
Assess Reversion Risk: Blocks that are bright Magenta or bright Cyan indicate that time was spent far away from the Moving Average. Traders can use this to visually gauge if a breakout is sustainable or if a mean-reversion is likely.
Customize Your View: You can adjust the TPO timeframes (Daily/Weekly/Monthly), the block interval (e.g., 30 minutes), and choose your preferred MA type (SMA, EMA, WMA, HMA).
Disclaimer: This indicator is designed for educational and analytical purposes. TPO is a tool for understanding market structure and time spent at price levels, not a standalone trading signal generator. Past performance of price around value areas does not guarantee future results.
説明文
コンセプトと開発目的
このインジケーターは「相場分析におけるスーパーツールであるTPO（マーケットプロファイル）の真の力を見出し、深い理解を得る」というコアコンセプトのもとに開発されました。伝統的なTPOの仕組みと相場の重心（移動平均線）を融合させることで、時間の経過に伴う価値の推移と価格の乖離を、より視覚的かつ明確にトレーダーに提供します。
オリジナリティと機能
従来のTPOプロファイルは時間枠をアルファベット（A、B、C...）で表し、静的な色を使用しますが、このスクリプトはコミュニティに新たな付加価値を提供するために2つの独自機能を備えています。
連番表示: アルファベットの代わりに、各TPOブロックは形成された順番に沿って（1、2、3...）と連番で表示されます。これにより、セッション内での時間の流れを直感的に読み取ることが劇的に容易になります。
MA乖離率によるグラデーション着色: 最大の特徴はその着色ロジックです。TPOブロックは、相場の重心として機能する基準移動平均線（MA）からの「乖離率」に基づいて色が決定されます。
計算式と出力値の根拠
視覚データがどのように生成されているかを完全に透明化するため、ブロックの着色に使用されている具体的な計算式を明記します：
計算式: 乖離率(%) = ((価格 / MA) - 1.0) * 100.0
なぜこの計算なのか？ この式は、特定のTPOブロックが形成された瞬間において、その価格水準が基準となる移動平均線からパーセンテージでどの程度離れているか（価格がどれほど伸びきっているか）を正確に測定するために使用されます。
実際の出力値: 出力はパーセンテージの浮動小数点数になります（例：MAが100ドルで、ブロックの価格が102ドルの場合、出力は 2.0 つまり2%になります）。この値は、ユーザーが設定した「最大の限界乖離率」（デフォルト2.0%）によって制限されます。
カラーマッピング: 制限されたパーセンテージはグラデーション関数に渡されます。マイナスの乖離（MAに対して割安）はシアン（水色）に近づき、プラスの乖離（割高）はマゼンタ（赤紫）に近づくように色が変化します。
使用方法
バリューエリアの特定: 最も多くの時間（ブロック数）が費やされた価格帯を示す「POC（Point of Control）」ラインを探し、相場の中心的価値を把握します。
平均回帰リスクの評価: 鮮やかなマゼンタやシアンのブロックは、移動平均線から遠く離れた場所で時間が費やされたことを示します。トレーダーはこれを視覚的な基準として、ブレイクアウトが持続可能か、あるいは平均回帰（MAへの戻り）が起こりやすいかを判断できます。
柔軟なカスタマイズ: TPOの期間（日/週/月）、ブロックの区切り（例：30分）、そして好みのMAタイプ（SMA、EMA、WMA、HMA）を自由に変更できます。
免責事項：このインジケーターは教育および分析目的で設計されています。TPOは市場構造と価格帯での滞在時間を理解するためのツールであり、単独の売買シグナルではありません。バリューエリア周辺での過去の価格動向は、将来の結果を保証するものではありません。
Indicator
Day Trading Session LevelsA clean, session‑accurate framework for intraday traders - maps-out critical levels from the prior session to save you prep time in the morning.
Automatically adapts to equities and futures, with all levels time‑anchored to the exact bar where they occurred.
Features
Prior Day High / Low (PDH / PDL)
Tracks the true previous RTH session
Not based on calendar days
Futures‑aware weekend handling (Thursday → Sunday/Monday)
Overnight High / Low (ONH / ONL)
Combined overnight session
Equities: After‑Hours + Pre‑Market
Futures: Globex PM + Globex AM
Levels reset at the correct session boundary
Anchored to the bar where the extreme was made
Prior Day Value Area (VAH / VAL / POC)
Calculated by full volume profile of the prior RTH session
Identifies: POC (highest‑volume price), VAH / VAL (70% value area)
Optional shaded value‑area region extending into the current session
Automatic Session Detection
Adjusts logic for equities vs futures
Handles Globex structure, dead zones, and weekend behavior
Clean, Time‑Anchored Visuals
All levels extend forward using bar‑time anchoring
Consistent across all timeframes
Optional price‑scale markers and text labels
Minimal Mode
One‑click option to show only: PDH, PDL, ONH, ONL
Perfect for traders who want a clean, high‑signal chart.
This indicator was built with help from AI-coding tools. Please reach out to me if you find issues or have suggestions for improvement. 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
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
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
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
