Institutional Session Profiler [JOAT]Institutional Session Profiler
Introduction
The Institutional Session Profiler builds a real-time volume-by-price distribution for each of the three major trading sessions — Asia (Tokyo, 01–09 UTC), London (07–16 UTC), and New York (13–22 UTC). For each session, it calculates the Point of Control (POC — the price level with the highest traded volume), the Value Area High (VAH) and Value Area Low (VAL) encompassing 70% of session volume, and a net buy/sell delta that reveals directional institutional participation within the session. Profile shapes are rendered as smooth polyline waves via Catmull-Rom cubic spline interpolation, giving the profiles a clean, readable curve rather than a jagged bar histogram.
The core problem this solves: standard volume profile tools display a single aggregated profile for an arbitrary lookback. Institutional traders operate within defined session windows — Asia sets the range, London typically engineers liquidity, New York resolves direction. Mapping volume distribution per session reveals where institutions are genuinely active versus where price is simply passing through thin volume.
Core Concepts
1. Lower-Timeframe Volume Accumulation
To build accurate price-level histograms on any chart timeframe, 1-minute (or user-specified lower timeframe) bars are requested via Pine Script's security_lower_tf function. Each sub-bar's volume is classified as buy-side or sell-side, then placed into the session's price bins:
array ltf_c = request.security_lower_tf("", i_ltf, close)
array ltf_v = request.security_lower_tf("", i_ltf, volume)
for i = 0 to ltf_c.size() - 1
float p = ltf_c.get(i)
float v = ltf_v.get(i)
int idx = int(math.floor((p - s_asia.lo) / bin_size))
s_asia.bins.set(idx, s_asia.bins.get(idx) + v)
This means the profile represents actual sub-bar traded volume distributed across price, not a simple tick count or approximation from chart-timeframe candles.
2. Point of Control and Value Area
The POC is the bin index with the highest accumulated volume. The Value Area is computed by iteratively expanding from the POC outward, adding the higher-volume neighbor bin at each step until 70% of total session volume is captured:
float target = total_vol * VA_PCT // VA_PCT = 0.70
float accum = bins.get(poc_idx)
int lo_i = poc_idx
int hi_i = poc_idx
while accum < target
// expand toward whichever neighbor bin has more volume
The resulting VAH and VAL define the zone where the majority of institutional volume transacted. Price inside the value area is "accepted" — price outside it is either in premium or discount relative to session fair value.
3. Catmull-Rom Spline Profile Rendering
Rather than rendering a stepped histogram, the volume bins are smoothed with a double-pass averaging and then connected via Catmull-Rom cubic splines into a polyline. This produces the signature smooth profile wave that is readable at a glance without the visual noise of raw histogram bars:
// Control point generation for cubic interpolation
float cx0 = x0, cy0 = y0
float cx1 = x1 + (x2 - x0) / 6, cy1 = y1 + (y2 - y0) / 6
// ... polyline rendered via array
4. Session Delta
Each session accumulates a running buy/sell delta (buy volume minus sell volume across all sub-bars). The dashboard displays the session delta as a signed value with color coding — positive delta in the Asia session followed by a bullish London opening is a meaningful institutional convergence signal.
Features
Three Simultaneous Session Profiles: Asia, London, and New York built in parallel, each with its own color
Point of Control Line: Horizontal line at the highest-volume price level per session, extended across the full session range
Value Area Box: Shaded box from VAL to VAH representing the 70% volume concentration zone
Volume Wave: Smooth Catmull-Rom spline profile rendered as a polyline — showing the full shape of volume distribution
Buy/Sell Delta: Net directional volume per session displayed in the dashboard
Session Range Box: Outer boundary box showing the full session high-to-low range
9-Row Dashboard: Displays session status (open/closed), POC price, VAH, VAL, session range, delta, and total session volume for each active session
Alerts: Asia session open, London session open, NY session open, price enters value area, price exits value area
Input Parameters
Sessions:
Asia (01–09 UTC): Toggle Asia session profiling (default: on)
London (07–16 UTC): Toggle London session profiling (default: on)
New York (13–22 UTC): Toggle NY session profiling (default: on)
Volume Profile:
LTF for Volume: Lower timeframe to use for sub-bar volume accumulation (default: 1m). Must be smaller than chart timeframe.
Profile Bins: Number of price levels in each session distribution (default: 35, range: 10–100). More bins = finer resolution.
Show Value Area (70%): Toggle VAH/VAL box rendering (default: on)
Visualization:
Asia / London / NY Colors: Independent session color selection
Box Transparency: Base transparency of session range and value area boxes (default: 85)
Show Volume Wave: Toggle Catmull-Rom spline profile rendering (default: on)
Dashboard:
Position: Top Right, Top Left, Bottom Right, Bottom Left (default: Top Right)
How to Use This Indicator
Step 1: Locate the POC and Value Area
The POC is the single most important price level in each session — it represents the highest institutional agreement. Value Area (VAH to VAL) is where the majority of volume transacted. Price above VAH is premium; price below VAL is discount.
Step 2: Identify Session Transitions
The London open (07 UTC) frequently engineers liquidity above or below the Asia range. If London takes out the Asia high and then reverses, the Asia POC becomes a magnetic target. The NY open at 13 UTC is the resolution event — watch for which side of the London value area price is trading on at that open.
Step 3: Read the Session Delta
A session with strong positive delta (more buy volume than sell volume) combined with price closing near the VAH suggests institutional accumulation. Negative delta closing near VAL suggests distribution. Divergence between price direction and delta direction is a key reversal signal.
Step 4: Use VAH/VAL as Dynamic S/R
After a session closes, its VAH and VAL remain on chart as reference levels. These levels frequently act as support or resistance in the following session because institutional participants remember where the majority of volume transacted.
Originality Statement
This indicator is original in its combination of per-session volume profile construction using lower-timeframe data with Catmull-Rom spline visual rendering and real-time delta tracking across three simultaneous sessions. Its publication is justified because:
Volume profiles are typically computed for arbitrary user-defined time windows or fixed periods. Per-session profiling maps institutional behavior to the actual time windows in which institutions operate — Asia, London, and New York — creating contextually meaningful distributions rather than arbitrary aggregations
Catmull-Rom spline interpolation of the bin array produces a smooth, continuous profile shape that preserves the true distribution topology while being readable without histogram visual noise
Real-time lower-timeframe volume decomposition into price bins on any chart timeframe gives accurate sub-bar volume placement that chart-timeframe-only calculations cannot produce
Simultaneous three-session display with independent POC, VAH, VAL, and delta tracking per session enables cross-session analysis that no single-profile tool can provide
Limitations
LTF data requests consume additional computation. On very high timeframe charts (4H+), 1-minute LTF data pulls are large. Consider using 5m LTF on higher timeframes to reduce computation.
The buy/sell volume classification (close >= open = buy) is an approximation at the 1-minute level. True tick-direction is not available in Pine Script.
Session times are fixed UTC offsets. Daylight saving time transitions may shift the actual institutional open by one hour depending on the exchange.
Value Area calculation uses 70% of session volume by default. This follows the standard Market Profile convention but the threshold is not universally agreed upon.
On assets with very low volume (illiquid instruments), the profile bins will be sparse and the spline shape may not be representative of meaningful distribution.
Disclaimer
This indicator is provided for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any instrument. All trading involves risk of loss. Session volume patterns do not guarantee future price behavior. Always use proper risk management.
-Made with passion by jackofalltrades
Indicator
Candle Volume Architecture [JOAT]
Candle Volume Architecture
Introduction
Candle Volume Architecture is an overlay indicator that constructs a price-based volume distribution profile for each detected swing, identifies the Point of Control (the price level with the highest bar density within that swing), calculates a configurable Value Area (default 70% of distribution), and renders these findings as a visual volume architecture directly on the price chart. Unlike traditional Volume Profile tools that require fixed time periods or session boundaries, this indicator auto-detects swings from price action and builds its distribution profile dynamically around each structural move.
Volume Profile is a professional tool used to identify price levels with the highest historical trading interest. The Point of Control is the level within any period where the most trading occurred — it functions as a gravitational center that price tends to revisit. The Value Area contains the majority of trading activity and often provides support and resistance as price moves away from and returns to it. This indicator applies these concepts to auto-detected price swings rather than calendar periods, aligning the profile with actual market structure rather than arbitrary time divisions.
Core Concepts
1. Swing Detection
Swings are detected by tracking when price makes a new extreme and then retreats. An upper swing is confirmed when the prior bar's high matched the N-bar highest high, but the current bar fails to match — indicating the swing high has been set. The same logic applies to lower swings. This produces swing high and low markers that update as new extremes form.
2. Volume Distribution Profile
When a swing direction change is detected (bull to bear or bear to bull), the prior swing's price range is divided into a configurable number of bins (default 24). Each bin is populated by counting how many bars within the swing had their closing price fall within that bin's price range. The bin with the highest count becomes the Point of Control.
bin_size = (real_top - real_bot) / i_bins
for j = 0 to bars_in_range
idx = int((close - real_bot) / bin_size)
bins_count.set(idx, bins_count.get(idx) + 1)
3. Point of Control (POC)
The POC is the bin with the highest bar count. It is rendered as a dual-width line (thin solid + thick shadow) that extends forward in time, providing a live reference for where the most concentrated activity occurred in the last swing.
4. Value Area Calculation
Starting from the POC, the Value Area expands outward, adding the next highest-count bin on either side until the cumulative count reaches the configured percentage of total bars (default 70%). The Value Area is rendered as a transparent box covering the identified price range.
5. Profile Bin Visualization
Each bin is rendered as a box whose right edge extends proportionally to its bar count (wider = more activity). Opacity scales with count, so the POC bin is fully opaque and low-count bins are more transparent. This produces a horizontal bar chart appearance directly on the price chart.
Features
Auto-Detected Swing Profiles: Profile builds and renders at each swing direction change
Point of Control Line: Dual-width shadow line extending from each swing, updated to current bar
Value Area Box: Transparent zone covering the configurable percentage of swing volume
Opacity-Scaled Bin Bars: Visual profile bars with count-proportional width and transparency
Swing Range Outline: Dashed box delineating each swing's high-to-low range
Live Swing Direction Line: Current swing trend line drawn on the last bar
POC Proximity Detection: Dashboard highlights when price is within 0.3 ATR of the active POC
8-Row Dashboard: Swing trend, POC level, swing high/low, swing range, POC bias
Input Parameters
Swing Length: N-bar highest/lowest lookback for swing detection (default: 80)
Profile Bins: Number of price bins in the distribution (default: 24)
POC Line Width: Width of the POC rendering line (default: 2)
Value Area %: Percentage of distribution to include in the Value Area (default: 70%)
Show Profiles: Filter to bull only, bear only, both, or none
How to Use This Indicator
POC as Reference
The active POC line represents the most contested price level of the last swing. Price frequently revisits this level. When price is above the POC, the POC functions as potential support. When price is below, potential resistance.
Value Area as Context
Price outside the Value Area (above VAH or below VAL) represents a less-active price zone. Moves outside the Value Area that fail to hold can return toward the Value Area. Sustained acceptance outside the Value Area suggests a new distribution is forming.
Profile Shape for Sentiment
A profile that is skewed toward the top of its range (POC near the high) suggests the swing was dominated by higher-price acceptance — bullish distribution. A POC near the swing low suggests bearish distribution.
Limitations
The distribution is built from closing prices within the swing range, not from actual volume at price. This is a close approximation but differs from true Volume Profile tools that use tick data
The swing detection requires a minimum of swing-length bars before the first profile is generated
On very fast timeframes (1 minute or lower), the swing lengths may be too short to produce meaningful distributions
The maximum bars in range cap (500 bars) prevents the profile builder from analyzing excessively long swings that could cause performance issues
Originality Statement
Applying Volume Profile methodology to auto-detected price swings rather than fixed calendar periods produces profiles that are structurally relevant rather than time-arbitrary. The opacity-scaled bin rendering produces an intuitive visual representation where the most active levels are immediately obvious. The real-time POC proximity detection in the dashboard provides an active alert when price approaches the most significant level of the last swing.
Disclaimer
This indicator is for educational and informational purposes only. The distribution profiles are approximations built from close price counts, not true order flow data. Point of Control and Value Area levels are historical references and do not guarantee future price reactions. Always apply proper risk management.
-Made with passion by officialjackofalltrades
Indicator
Quantum Liquidity Map - VP, VWAP & CVD Confluence [NikaQuant]Info:
An overlay that combines three institutional order-flow methods — visible-range Volume Profile, session-anchored VWAP with standard-deviation bands, and Cumulative Volume Delta with divergence detection — into one coordinated tool for reading liquidity and order-flow conviction.
## Why This Combination Exists
Each of the three methods answers a different question about price, and none of them can answer the others alone. Volume Profile answers "where has the market actually traded?" — it locates the price levels participants have defended with size. Anchored VWAP answers "how far is the current price from the session's true volume-weighted average?" — it measures stretch from fair value. CVD divergence answers "is this move real?" — it exposes when a new price high or low is being printed on weakening order-flow pressure.
Used in isolation, each method produces false signals. A Value Area edge can be tagged without any participation. A VWAP band touch can continue for hours without mean-reverting. A CVD divergence can fire in a vacuum away from any structural level. The coordination is the entire point of this script: a Value Area edge touched while price is already two standard deviations stretched from VWAP, with a confirmed CVD divergence printing at the same bar — three independent systems agreeing — is a structurally different event than any one of them firing alone. The script exists to make that specific confluence visible in a single overlay without chart clutter or flipping between tools.
## How It Works
Volume Profile — The visible range is split into horizontal price buckets. Each completed bar's volume is distributed into the bucket containing its midpoint. The highest-volume bucket becomes the Point of Control (POC). From the POC outward, buckets are added alternately above and below (whichever neighbour carries more volume) until a configurable percentage of total volume is captured — 70% by default, following the CBOT value-area method. The upper and lower boundaries of that expansion become Value Area High (VAH) and Value Area Low (VAL). A previous-session POC that current price has not yet revisited is drawn as a "naked POC" — an untested volume cluster that tends to act as a magnet.
Anchored VWAP — The volume-weighted average price is calculated from scratch each time the anchor period resets (thirteen anchor options from one hour through yearly). Two standard-deviation bands are derived from the running variance of the weighted price distribution, with multipliers adjustable for both the inner and outer bands. Bands are deliberately suppressed for the first five bars of every new anchor period, because variance is mathematically unstable immediately after a reset and early spikes would be misleading.
CVD Divergence — Cumulative Volume Delta is estimated per bar using the close-location-within-range method: a bar that closes near its high is interpreted as predominantly buy-driven, one that closes near its low as sell-driven, and the net difference is summed across the session. Structural swing highs and lows are detected with equal left and right confirmation windows, which prevents repainting because a pivot is only recognised once both sides are closed. A divergence is flagged only when three conditions are met: (1) price prints a new swing extreme relative to the previous one, (2) the CVD value at that swing fails to confirm the new extreme, and (3) the swing itself exceeds 1.5 times the 14-bar Average True Range. The ATR gate is the key noise filter — it throws out minor pivots that would otherwise generate meaningless divergences during tight consolidations.
## How To Use It
- Start with the profile: locate POC, VAH, and VAL. These are the decision levels.
- Check the VWAP band zone (shown live in the dashboard). Inside ±1 standard deviation of VWAP, price is near fair value. Beyond ±2 standard deviations, it is statistically stretched and mean-reversion odds improve.
- Look for confluence at profile levels. A rejection candle at VAH while price is also outside the +2 standard deviation band on VWAP and a bearish CVD divergence has just fired is the highest-probability setup the indicator produces. The inverse applies at VAL.
- A naked POC tag accompanied by CVD trending in the same direction as the test is more likely to hold than one where CVD disagrees.
- Recommended timeframes: 5-minute through 4-hour for intraday; 1-hour through daily for swing. The VWAP anchor period should match the trading horizon — Session for intraday, Weekly or Monthly for swing.
- Recommended markets: liquid futures, major FX pairs, large-cap equities, and liquid crypto perpetuals — any market where per-bar volume is meaningful enough for the close-location-within-range buy/sell estimate to be informative.
- Avoid using on illiquid symbols where volume is sparse or spiky, and on non-standard chart types (Heikin Ashi, Renko, Kagi, Point & Figure, Range) — they distort both the profile inputs and the CVD calculation.
## Settings
- Profile Rows (default 60): number of horizontal buckets. Higher values give finer resolution at the cost of more noise per bucket.
- Value Area % (default 0.70): volume percentage that defines the value area, following the CBOT convention.
- Lookback Bars (default 48): how many completed bars of history feed the profile.
- Show Naked POC (default on): draws previous-session POCs that current price has not yet revisited.
- Profile Width (default 0.30): horizontal footprint of the heatmap as a fraction of the lookback window.
- CVD Pivot Lookback (default 5): bars required on each side to confirm a swing. Higher values produce fewer but stronger divergence signals.
- VWAP Period (default Session): anchor period from one hour through yearly.
- Inner SD Multiplier (default 1.0) and Outer SD Multiplier (default 2.0): standard-deviation band widths.
- Dashboard position, size, and dark-mode toggle: cosmetic only.
## Alerts
Four alert conditions are included, each with a JSON payload suitable for webhook routing:
- Price touches POC (within half an ATR)
- Price enters the VAH zone
- Price enters the VAL zone
- CVD divergence detected (bullish or bearish)
## Notes
- Non-repainting. Divergence signals fire only on confirmed (closed) bars and require both-sided pivot confirmation. The profile, VWAP and CVD values use historical bar data only, with no lookahead.
- The CVD estimate is range-based (close-location-within-range), not tick-based. On very short timeframes, where a single bar can contain many aggressive sweeps, this is an approximation of true order flow — it correlates well with tick CVD on liquid instruments but is not a substitute for it on sub-minute scalping.
- Overlay indicator, pinned to the right scale. Pine Script v6.
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Indicator
Indicator
Wraith Protocol | PUT & CALL VP LevelsThis is a dual Volume Profile indicator built in Pine Script v5. It computes two independent volume profiles — one for a "PUT" lookback window and one for a "CALL" lookback window — and extracts the three key auction market theory levels from each: the Value Area High (VAH), the Point of Control (POC), and the Value Area Low (VAL). These levels are drawn as persistent horizontal lines across the chart with labeled price annotations, a colored histogram, and a summary data table.
The PUT and CALL naming convention frames these levels as options-market analog reference zones — the PUT profile represents a longer-term bearish/support structure, while the CALL profile represents a shorter-term bullish/resistance structure. Neither pulls actual options data; the names are a conceptual framing applied to standard price/volume data.
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Section-by-Section Breakdown
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1. Inputs
Volume Profile group:
Profile Rows — how many horizontal price buckets to divide the range into (default 24). More rows = finer resolution.
Histogram Max Width (bars) — the visual width of the histogram in bar units (default 30).
Show Histogram — toggle the visual bars on/off.
PUT Levels group:
PUT Lookback Bars — how many bars back to include in the PUT profile (default 150, i.e. a longer-term window).
PUT Value Area % — the percentage of total volume that defines the Value Area (default 70%). Standard TPO/VP convention uses 70%.
Show PUT Levels — toggle all PUT lines/labels on/off.
PUT VAH / POC / VAL color pickers — individual line color controls.
CALL Levels group:
Same structure as PUT but defaults to a shorter 70-bar lookback. This creates a faster-moving, nearer-term profile.
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Style group:
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Extend Lines Right — extends all lines to the right edge of the chart (infinite extend).
Label Size — controls the text size of all price labels (tiny → huge).
2. Volume Profile Engine (same logic runs twice — for PUT and CALL)
Step 1 — Find the high/low range of the lookback window.
The script loops backward over the specified number of bars and finds the highest high and lowest low in that window. This becomes the price range for the profile.
Step 2 — Distribute volume into rows (buckets).
The range is divided into rows equally-spaced price buckets. For every bar in the lookback window, its volume is distributed proportionally across whichever buckets its high-low range overlaps. The formula is:
allocated volume = bar volume × (overlap length / bar range)
If a bar's range is zero (doji), it uses the bucket step size as a fallback to avoid division by zero.
Step 3 — Find the POC.
The bucket with the highest accumulated volume is the Point of Control (POC) — the price level where the most trading activity occurred.
Step 4 — Build the Value Area.
Starting from the POC, the script expands outward one bucket at a time, always adding the larger neighbor first (up or down), until the cumulative volume in the growing range reaches the target Value Area % of total volume. The top of the upper boundary is the VAH; the bottom of the lower boundary is the VAL.
3. Histogram Drawing
On the last bar (barstate.islast), old histogram boxes are deleted and new ones are drawn. Each row gets a colored box whose width is proportional to its volume relative to the max-volume row. Opacity varies by context:
POC row → fully opaque (transparency = 0)
Inside Value Area → semi-transparent (40)
Outside Value Area → mostly transparent (70)
PUT histogram uses red; CALL histogram uses teal. Each starts at bar_index - lookback + 1 so the histogram aligns to its respective lookback window.
4. Lines & Labels
All six lines (PUT VAH/POC/VAL, CALL VAH/POC/VAL) are deleted and redrawn on every last-bar execution, which means they update in real time as new bars form.
VAH lines — solid, width 2, extending right
POC lines — dashed, width 2, extending right
VAL lines — solid, width 2, extending right
Labels are placed at histogram_left + histogram_width + 1, i.e. just to the right of each histogram. Label text includes a human-readable role name ("PUT VAH DN SELLER EXIT", "PUT VAL BUYER EXIT", "CALL VAH BUYER EXIT", "CALL VAL DN SELLER EXIT") plus the live price value formatted to 2 decimal places.
The label role convention follows auction market logic:
Level Interpretation PUT VAHDownside seller exhaustion — sellers who pushed price into the PUT range may exit here PUT VAL Buyers who entered in the PUT range may exit here CALL VAH Buyers who pushed price into the CALL range may exit here CALL VAL Downside sellers may exit here, near the base of CALL value
5. Data Window Plots
Six plot() calls with display=display.data_window expose all six levels in PulseWire's Data Window panel. They are not drawn on the chart (no display.pane) — they exist purely for external access, alerts, or Pine Strategy consumption.
6. Info Table (Bottom Right)
A persistent 3-column × 8-row table summarizes everything in one glance:
Row Content Header "Level", "PUT (Nb)", "CALL (Nb)"VAHPUT and CALL VAH prices POC PUT and CALL POC prices VAL PUT and CALL VAL prices Spread VAH − VAL for each profile (range of the Value Area)PUT Bias "ABOVE POC" / "BELOW POC" relative to current close — green or red CALL Bias Same for CALL profile VA %The configured value area percentage for each profile
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Key Design Decisions:
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Why barstate.islast only? Volume profiles are computationally expensive. Running them on every bar would be slow and generate thousands of orphaned drawing objects. By running only on the last bar and deleting/redrawing all objects, the script stays clean and efficient.
Why two separate lookbacks? The asymmetry between a 150-bar PUT profile and a 70-bar CALL profile is intentional. It creates structural levels at two different temporal horizons — analogous to how options traders think about near-term (gamma) vs. longer-term (delta) positioning zones.
Why var declarations for lines/labels? var preserves the last-assigned object reference across bars so the script can explicitly delete the previous versions before drawing new ones — preventing object accumulation.
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Usage Notes:
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Works on any instrument and timeframe; the lookback bars are bar-count based, not time-based.
Lowering Profile Rows to 10–15 gives broader, more tradeable zones. Increasing it to 40+ gives precision but may over-fit to noise.
The "Extend Lines Right" toggle is useful when you want clean horizontal levels extending into the future for forward reference.
The PUT/CALL bias rows in the table provide a quick structural read: if price is above both POCs, the profile structure is broadly bullish; below both is broadly bearish; split is a contested/transitional market.
Ref: My previous Script- Wraith Protocol
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IMPORTANT NOTES
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• This indicator is for informational and educational purposes only.
It does not constitute financial advice.
• Past performance of any level or signal does not guarantee future results.
• Always use proper risk management and combine with your own analysis.
• The Estimate field is a directional bias tool, not a trade signal.
• Best used as a confluence layer alongside your primary strategy. Enjoy !! Indicator
Value Area Levels [crlmx]Calculated from native volume-at-price data vaLevels shows Value Area
levels (VAH, POC, VAL) across three independently configurable timeframes.
Requires PulseWire Premium or above plan for Footprint data access,
Short of that refere to Lite version (coming soon).
Key Features
- Three independent VA slots with on/off toggles
- Timeframe selection: D, W, M, 30min, 1H, 4H, 8H, 12H
- Session-based VA on slot 3: NYC, London, Asia, Custom
- Custom session with user-defined time window and label prefix
- Auto-calculated row resolution per instrument type
- Manual ticks-per-row override for fine-tuning
- Configurable Value Area percentage (default 68%)
- Individual VAH, POC, VAL toggles per slot
- Optional price display in labels
- Requires PulseWire Premium or Ultimate plan
- Streamlined input / UI brought to you by crlmx
Trading Applications
- Map previous day area against weekly and session VAs to identify confluence zones
- Track VAH/VAL as breakout triggers when price moves outside the prior value area
- Compare session VA (NYC/LDN) against daily VA to for reactions
- When daily and weekly VAs overlap, expect stronger reactions at the shared boundary
- Combine with prLevels for a complete prior-level picture (price levels + volume levels)
- Recommended Settings
Intraday S/R: D + W + NYC | Chart: 1-15 min
Session Trading: D + 4H + LDN | Chart: 1-5 min
Swing Reference: D + W + M | Chart: 30 min - 4H
Version History
- v0.10: Initial release
Indicator
KDE Value Clouds [LuxAlgo]The KDE Value Clouds indicator is a quantitative tool that uses Kernel Density Estimation (KDE) to visualize the statistical distribution of price action, identifying high-density "Value Clouds" where the market has spent the most time.
🔶 USAGE
The indicator highlights areas of price " fair value " by calculating the probability density of price across a user-defined lookback period. Traders can use these density clusters to identify significant support and resistance levels that are often invisible to standard trend-following indicators.
🔹 Value Clouds
The " Value Clouds " appear directly on the price chart as gradient boxes. These clouds highlight regions where the density of price action exceeds the 50th percentile of the total distribution.
High Density (Bright Colors): Indicates a "Balance Area" where the market has reached a temporary equilibrium. These often act as magnets for price.
Low Density (Gaps): Indicates "Inefficiency" or fast moves where the market did not spend much time. These areas are often revisited or "filled" later.
🔹 KDE Profile & POC
On the right side of the chart, a smooth horizontal profile represents the continuous density function. The KDE POC (Point of Control) is the single price level with the highest calculated density within the lookback period, serving as the ultimate "anchor" for the current market regime.
🔹 How to use
Traders can look for price to "stall" or range within the bright Value Clouds, as these represent accepted price levels. When price moves into a "Gap" (a low-density area), it often moves quickly until it reaches the next cloud.
The KDE POC can be used as a primary support or resistance level; a breakout above a high-density cloud often signals a shift in market sentiment, while a rejection at the edge of a cloud suggests the market is still in a balanced state.
🔶 DETAILS
🔹 KDE vs. Volume Profile
A standard Volume Profile relies on "bins" (rectangles) to count volume at specific price steps. This can create "jagged" profiles that change drastically depending on the chosen row size.
The KDE Value Clouds approach is different because it uses a continuous probability function. Every price point in the lookback period contributes a small "bell curve" of influence to the total profile. This allows for a much smoother and more mathematically sound representation of where " Value " actually resides, regardless of arbitrary bin sizes.
The core of this indicator relies on two primary mathematical concepts:
Gaussian Kernel Estimation: Instead of simply counting occurrences, the script applies a Gaussian weight to every price point. This results in a "smooth" profile that captures the true shape of the price distribution.
Silverman’s Rule of Thumb: To prevent the clouds from being too noisy or too blurry, the indicator uses Silverman’s rule to calculate an optimal " Bandwidth ." This bandwidth adapts based on the standard deviation of the price data, ensuring the visualization stays relevant across different volatility regimes.
🔶 SETTINGS
🔹 Main Settings
Lookback Period: The number of bars used to calculate the price density. A higher lookback provides a "macro" view of value, while a lower lookback focuses on recent rotations.
Bandwidth Multiplier: Adjusts the "smoothness" of the KDE curve. Increasing this value will make the clouds broader and smoother; decreasing it will make them more granular.
Precision (Steps): Defines the vertical resolution of the density calculation. Higher values result in a more detailed profile.
🔹 Visualization
High/Low Density Colors: Customizes the gradient used for both the side profile and the on-chart clouds.
Profile Width (%): Controls how far the KDE profile extends horizontally across the right side of the chart.
Show Value Cloud on Chart: Toggles the visibility of the background "clouds" that highlight high-density price zones.
Indicator
Market Acceptance Zones [Interakktive]Market Acceptance Zones (MAZ) identifies statistical price acceptance — areas where the market reaches agreement and price rotates rather than trends.
Unlike traditional support/resistance tools, MAZ does not assume where price "should" react. Instead, it highlights regions where multiple internal conditions confirm balance: directional efficiency drops, effort approximately equals result, volatility contracts, and participation remains stable.
This is a market-state diagnostic tool, not a signal generator.
█ WHAT THE ZONES REPRESENT
MAZ (ATF) — Chart Timeframe Acceptance
A MAZ marks an area where price displayed rotational behaviour and the auction temporarily agreed on value. These zones often act as compression regions, fair-price areas, or boundaries of consolidation where impulsive follow-through is less likely.
Use ATF MAZs to:
- Identify rotational environments
- Avoid chasing price inside balance
- Frame consolidation prior to expansion
MAZ • HTF / MAZ • 2/3 — Multi-Timeframe Acceptance (AMTF)
When Multi-Timeframe mode is enabled, MAZ evaluates acceptance on:
- The chart timeframe
- Two higher structural timeframes
If the minimum consensus threshold is met (default: 2 of 3), the zone is classified as AMTF. These zones represent stronger agreement and typically decay more slowly than single-timeframe acceptance.
AMTF zones are structurally stronger and are useful for:
- Higher-quality rotation areas
- Pullback framing within trends
- Context alignment across timeframes
H • MAZ — Historic Acceptance Zones
Historic MAZs represent older acceptance that has transitioned out of active relevance. These zones are hidden by default and can be enabled to provide long-term memory context.
█ AUTO MULTI-TIMEFRAME LOGIC
When MTF Mode is set to Auto, MAZ uses a deterministic structural mapping based on the current chart timeframe:
- 5m → 15m + 1H
- 15m → 1H + 4H
- 1H → 4H + 1D
- 4H → 1D + 1W
- 1D → 1W + 1M
This ensures consistent higher-timeframe context without manual configuration. Advanced users may switch to Manual mode to define custom timeframes.
█ ZONE LIFECYCLE
MAZ zones are dynamic and maintain an internal lifecycle:
- Active — Acceptance remains relevant
- Aging — Acceptance quality is degrading
- Historic — Retained only for memory context
Zones track price interaction and re-acceptance, which can stabilise or strengthen them. Weak or stale zones are automatically removed to keep the chart clean.
█ HOW TRADERS USE MAZ
MAZ is designed to provide structure, not entries.
Common applications include:
- Avoiding chop when price is inside acceptance
- Framing expansion after clean breaks from MAZ
- Identifying higher-quality rotational pullbacks (AMTF zones)
- Defining objective invalidation using zone boundaries
█ SETTINGS OVERVIEW
Market Acceptance Zones — Core
- Acceptance Lookback
- ATR Length
- Zone Frequency (Conservative / Balanced / Aggressive)
Market Acceptance Zones — Zones
- Maximum Zones
- Fade & Stale Bars
- Historic Zone Visibility (default OFF)
Market Acceptance Zones — Timeframes
- MTF Mode (Off / Auto / Manual)
- Manual Higher Timeframes
- Minimum Consensus Requirement
Market Acceptance Zones — Visuals
- Neon / Muted Theme
- Zone Labels & Consensus Detail
- Optional Midline Display
█ DISCLAIMER
This indicator is a market context and diagnostic tool only.
It does not generate trade signals, entries, or exits.
Past acceptance behaviour does not guarantee future price action.
Always combine with independent analysis and proper risk management. Indicator
Indicator
Balanced Delta Volume Profile (Zeiierman)█ Overview
Balanced Delta Volume Profile (Zeiierman) builds a vertical, price-by-price profile that blends total participation with balance quality. Instead of plotting raw volume alone, it weights each price bin by:
how balanced buyers vs. sellers were,
how compressed price was inside that bin,
how often price revisited it.
The result spotlights fair value and acceptance zones while still revealing momentum/imbalance areas—ideal for reading rotation vs. trend, continuation vs. exhaustion, and the prices that truly matter.
Highlights
Balanced score that fuses delta symmetry, price compression, and hit frequency.
Optional heat spectrum for instant read of participation density and balance strength.
POC-like auto highlight of the dominant price level within the lookback window.
Works across timeframes for session profiling, swing context, or regime shifts.
█ How It Works
⚪ Profile Construction
The script scans a fixed History Length and divides the full high–low span into Bin Count price bins. For every bar in the window, its volume is proportionally distributed across the bins it overlaps, so wide-range bars contribute across multiple bins, while narrow bars concentrate where they traded most. This yields per-bin totals for:
Total Volume (participation)
Positive / Negative Volume (up vs. down bar contribution)
Hit Count (how often price touched the bin)
Average Price Range (mean bar range inside the bin; a proxy for compression)
⚪ Delta & Direction
For each bin, delta symmetry is measured via the ratio of |pos − neg| to total volume. Bins with balanced two-sided flow score higher than one-sided, runaway bins. This curbs the tendency of raw volume profiles to over-reward impulsive bursts.
⚪ Balance Score
Each price bin gets a balance score that multiplies three normalized components:
Delta Balance: rewards bins where buy/sell pressure is symmetrical (configurable via Volume Momentum Weight).
Price Compression: rewards bins where average bar range is relatively small (configurable via Price Momentum Weight).
Durability: rewards bins revisited often (configurable via Hits Weight).
A Min Hits Filter removes flimsy, single-touch bins from dominating the score. The profile can display pure totals or Average Mode (Vol/Hit) to compare bins fairly when hit counts differ.
⚪ Display & Heat Spectrum
The final plotted bar length per bin is the display volume (total or average) weighted by the balance score and normalized to 100.
POC-like Highlight: The 100% bin is outlined (and labeled) when Highlight Max Volume Bin is ON.
Heat Spectrum (optional): A background gradient scales with normalized bar length and balance hue.
Balance Hue: Interpolates between Balance Low/High Colors so high-balance bins visually pop as “accepted value.”
█ How to Use
The profile is effectively a map of price acceptance:
High, bright bars = strong participation at balanced prices → fair value/rotation zones.
Thin, muted bars = poor acceptance → imbalance or transition areas.
POC-style level = most influential price in the lookback window.
⚪ Find Fair Value & Acceptance
Thick, high-balance bins mark value. Expect rotation: price often revisits or oscillates around these areas. They’re prime zones for mean-reversion fades, scale-ins, and risk-defined trades against the edges.
⚪ Identify Imbalance & Funnels
Low-balance, low-hit bins often act like air pockets—price can move through them quickly. These zones are helpful for continuation trades into thin areas or for timing breakout pulls back into acceptance.
⚪ POC Dynamics
When price leaves the POC and returns, watch for re-acceptance (price comes back into the POC or high-balance zone and stays there.) vs. rejection (trend continuation away from value). The auto-highlight makes this quick to judge.
█ Settings
History Length – Bars scanned for the profile. Longer = broader context, slower to adapt.
Bin Count – Vertical resolution of bins between the window’s min and max price.
Display Shift – Offsets the rendering rightward for clarity.
Average Mode (Vol/Hit) – ON uses average volume per visit; OFF uses total volume.
Volume Momentum Weight – Emphasizes two-way flow; higher values favor balanced bins over one-sided deltas.
Price Momentum Weight – Emphasizes compression; higher values favor narrow-range, coiling price action.
Hits Weight – Rewards bins revisited often; higher values favor durable acceptance.
Min Hits Filter – Minimum visits a bin needs to qualify for the balance score.
Show Heat Spectrum – Background gradient for quick read of density and balance.
Highlight Max Volume Bin – Outline + raw volume label for the dominant bin.
Max Volume Color – Color used for that highlight.
Balance Low/High Colors – Gradient endpoints for balance hue across the profile.
-----------------
Disclaimer
The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Indicator
Volume Profile Area [BigBeluga]🔵 OVERVIEW
The Volume Profile Area is an advanced profiling tool that calculates and visualizes the value area within a chosen period’s volume distribution. It first builds a main profile of the entire range, then constructs a secondary profile inside the defined value area, allowing traders to examine market balance and key trading zones in greater detail.
🔵 CONCEPTS
Volume Profile – Distributes traded volume across price levels to highlight areas of market activity.
Value Area (VA) – The price range containing a chosen percentage of total volume (commonly 50–70%).
Point of Control (PoC) – The price level with the highest traded volume, often acting as a magnet for price.
Nested Profiles – A profile inside the VA adds a second layer of precision, showing where liquidity clusters within the “fair value” zone.
🔵 FEATURES
Main Profile – Full distribution of volume over the selected lookback period.
Secondary Profile – Built only inside the VA of the main profile, highlighting intrabalance structure.
Customizable PoC Selection – Choose between showing the PoC of the
Main Profile ,
the Area Profile ,
their Average ,
or None .
Dynamic Value Area Levels – Automatically plots VAL (Value Area Low) and VAH (Value Area High) with labels.
Overlay Toggles – Show/hide range extremes, VA lines, or PoCs for a cleaner chart view.
Visual Profiles – Main profile shaded in darker blue; the VA profile inside is lighter for clear separation.
Automatic Scaling – Profiles adapt to period highs/lows and auto-adjust bins for consistent resolution.
Volume Labels – PoCs can display traded volume, giving numeric confirmation of liquidity concentration.
🔵 HOW TO USE
Set the Period to define how many bars to include in the main profile.
Adjust the Value Area % to control how much volume defines the VA (e.g., 50% by default).
Pick your PoC option: Main , Area , or Average , depending on focus.
Use VAH/VAL lines as support/resistance levels where most trading occurred.
Compare reactions at Main vs VA PoC levels to spot potential breakouts or mean reversions.
🔵 CONCLUSION
The Volume Profile Area extends traditional profiling by nesting a secondary VA profile inside the main distribution. This dual-layer approach reveals not just where the market was active overall, but where liquidity concentrated within the “fair value” zone—powerful for refining entries, exits, and risk placement across intraday and swing horizons. Indicator
Rolling Midpoint of Price & VWAP with ATR BandsThe Rolling Midpoint of Price & VWAP with ATR Bands indicator is a dual-equilibrium concept that fuses price-range structure and traded-volume flow into one continuously updating hybrid model. Traditional VWAPs reset each session and reflect where trading occurred by volume, while midpoints used here reveal where price has structurally balanced between extremes. This script merges both ideas into a cohesive, dynamic system. The Rolling Price Midpoint (50 % of range) represents the structural fair-value line, calculated as the average of the highest high and lowest low over a selected window. The Rolling VWAP (Volume-Weighted Window) tracks the flow-based fair-value line by weighting each bar’s typical price by its volume. Together, these components form the Hybrid Equilibrium — the adaptive center of gravity that shifts as price and volume evolve. Surrounding this equilibrium, ATR Bands at ± 2.226 ATR and ± 5.382 ATR define volatility envelopes that expand and contract with market energy. The result is a living cloud that breathes with the market: compressing during phases of balance and widening during impulsive movements, offering traders a clear visual framework for understanding equilibrium, volatility, and directional bias in real time.
➖
⚙️ Auto-Preset System
The Auto-Preset System intelligently adjusts lookback windows for both the Price Midpoint and VWAP calculations according to the active chart timeframe.
This ensures that the indicator automatically adapts to any trading style — from scalping on 1-minute charts to swing trading on daily or weekly charts — without manual tuning.
🔹 How It Works
When Auto-Preset mode is enabled, the script dynamically selects the most effective lookback lengths for each timeframe.
These presets are optimized to balance responsiveness and stability, maintaining consistent real-world coverage (e.g., the same approximate duration of price data) across all intervals.
📊 Preset Mapping Table
| Chart Timeframe | Price Midpoint Lookback | VWAP Lookback |
|:----------------:|:-----------------------:|:--------------:|
| 1–3m | 13 bars | 21 bars
| 5–10m | 21 bars | 34 bars
| 15–30m | 34 bars | 55 bars
| 1–2 hr | 55 bars | 89 bars
| 4 hr-1D | 89 bars | 144 bars
| 1W | 144 bars | 233 bars
| 1M | 233 bars | 377 bars
⚡ Notes & Customization
- Manual Override: Turn off Auto-Preset Mode to specify your own custom lookback lengths.
- Consistency Across Scales: These adaptive values keep the indicator visually coherent when switching between timeframes — avoiding distortions that can occur with static lengths.
- Practical Benefit: Traders can maintain a single chart layout that self-tunes seamlessly, removing the need to manually recalibrate settings when shifting from short-term to long-term analysis.
In short, the Auto-Preset System is designed to make this hybrid equilibrium tool timeframe-aware — automatically scaling its logic so that the cloud behaves consistently, regardless of chart resolution.
➖
🌐 Hybrid Equilibrium Envelope
The core hybrid midpoint acts as the mean of structural (price) and volumetric (VWAP) balance.
ATR-based bands project natural expansion zones:
🔸+2.226 / –2.226 ATR → inner equilibrium (controlled trend)
*🔸+5.382 / –5.382 ATR → outer volatility extension (over-stretch / reversion zones)
Color-coded fills show regime strength:
* 🟧 Upper Outer (+5.382) – strong bullish expansion
* 🟩 Upper Inner (+2.226) – trending equilibrium
* 🔴 Lower Inner (–2.226) – mild bearish control
* 🟣 Lower Outer (–5.382) – volatility exhaustion
➖
🧭 Higher-Timeframe Framework
Two macro anchors — Price length of 144 and VWAP length of 233 — outline higher-timeframe bias zones. These help confirm when local momentum aligns with (or fades against) long-term structure.
Labels on the right show active lookback values for quick readout:
`$(13) V(21)` → current rolling pair
`$144 / V233` → macro anchors
➖
🧩 Chart Examples
**AMD 15m (Equilibrium Expansion)**
Price steadily rides above the hybrid midpoint as teal and orange (bullish) ATR zones widen, confirming a phase of controlled bullish volatility and healthy trend expansion.
BTCUSD 1m (Volatility Compression)
Bitcoin coils tightly inside the teal-to-maroon equilibrium bands before breaking out.
The hybrid midpoint flattens and ATR envelopes contract, signaling a state of balance before volatility expansion.
ETHUSD 15m (Transition from Compression → Impulse)
Ethereum transitions from purple-zone compression into a clear upper-band expansion.
The hybrid midpoint breaks above the macro VWAP 233, confirming the shift from equilibrium to directional momentum.
SOFI 1m (Micro Bias Reversal)
SOFI’s intraday structure flips as price reclaims the hybrid midpoint.
The macro VWAP 233 flattens, signaling a transition from oversold lower bands back toward equilibrium and early trend recovery.
➖
🎯 How to Use
1. Bias Detection – Price > Hybrid Midpoint → bullish; < → bearish.
2. Volatility Gauge – Watch band spacing for compression / expansion cycles.
3. Confluence Checks – Align Hybrid Midpoint with HTF 233 VWAP for strong continuation signals.
4. Mean Reversion Zones – Outer bands highlight areas where probability of snap-back increases.
➖
🔧 Inputs & Customization
Auto Presets toggle
🔸Manual Lookback Overrides** for fine-tuning
🔸Plot Window Length** (show recent vs full history)
🔸ATR Sensitivity & Fill Opacity** controls
🔸Label Padding / Font Size** for cleaner overlay visuals
➖
🧮 Formula Highlights
➖Rolling Midpoint = (highest(high,N) + lowest(low,N)) / 2
➖Rolling VWAP = Σ(Typical Price×Vol) / Σ(Vol)
➖Hybrid = (PriceMid + VWAP) / 2
➖Upper₂ = Hybrid + ATR×2.226
➖Lower₂ = Hybrid − ATR×2.226
➖Upper₅ = Hybrid + ATR×5.382
➖Lower₅ = Hybrid − ATR×5.382
➖
🎯 Ideal For
➡️ Traders who want adaptive fair-value zones that evolve with both price and volume.
➡️ Analysts who shift between scalping, swing, and position timeframes, and need a tool that self-adjusts.
➡️ Those who rely on visual structure clarity to confirm setups across changing volatility conditions.
➡️ Anyone seeking a hybrid model that unites structural range logic (midpoint) and flow-based balance (VWAP).
➖
🏁 Final Word
This script is more than a visual overlay — it’s a complete trend and structure framework built to adapt with market rhythm. It helps traders visualize equilibrium, momentum, and volatility as one cohesive system. Whether you’re seeking clean trend alignment, dynamic support/resistance, or early warning signs of reversals, this indicator is tuned to help you react with confidence — not hindsight.
➖
Remember — no single indicator should ever stand alone. For best results, pair it with price action context, higher-timeframe structure, and complementary tools such as moving averages or trendlines. Use it to confirm setups, not define them in isolation.
💡 Turn logic into clarity, structure into trades, and uncertainty into confidence.
Indicator
50% Fib Trend Cloud + ATR BandsThis indicator plots two structural 50% fibonacci midpoints from recent confirmed 'left/right' swings that form a *cloud* of equilibrium, then adds a rolling 50% fibonacci range midpoint based on a lookback window that's wrapped in ATR bands. Importantly, it solves a specific trading problem:
Structural midpoints (macro context) are powerful but can lag when price escapes prior ranges. Enter rolling 50% fib + ATR ➡️ which restores real-time balance & tolerance (micro context). Together they show where price is balanced structurally, where it’s balanced right now, and how much volatility to tolerate before acting.
➖➖➖
🔑 Why this is different
Most tools either draw a single midpoint (ex., daily 50%) or ATR bands around a moving average. This script fuses dual swing-based 50% midpoints (structure) + a rolling 50% with ATR (flow), so you don’t lose context when price escapes prior ranges. The cloud tells you who’s in control (fast vs. slow structure). The rolling 50% + ATR tells you how far is “too far” now.
➖➖➖
🧠 What it does (at a glance)
🔸Structural Equilibrium × 2 (Fib1/Fib2)
Two independent 50% midpoints formed from swing pivots (configurable Left/Right bars + optional smoothing). Their gap is the Midpoint Cloud = structural “fair value” zone.
🔸Rolling 50% + ATR Bands
A rolling highest/lowest window computes an always-current 50% rolling midpoint plot; ±ATR × length envelopes define a soft value area and over-stretch boundaries.
🔸Actionable Visuals
Optional fill between Fib1/Fib2, labels, and candle-overlay modes to instantly read regime (above both / below both / between).
🔸Smart Defaults
Timeframe-aware presets for L/R pivots & smoothing; full manual overrides available.
➖➖➖
⚙️ Calculations (plain-English)
🔸Pivot midpoints (Fib1 & Fib2):
1) Detect a swing using `Left/Right` bars
2) Take the swing’s high/low → compute 50%
3) (Optional) Smooth the line (SMA) to stabilize on noisy TFs
4) Repeat with a different sensitivity to get two distinct midpoints
🔸Rolling midpoint:
Highest High / Lowest Low over the last *N* bars → (HH + LL) / 2
🔸ATR levels:
`Upper = Rolling50 + ATR × Mult`, `Lower = Rolling50 − ATR × Mult`
(Typical: ATR length 14–21; Multipliers 2.236 for L1, 5.382 for L2)
➖➖➖
🤖 Auto-Configured Presets (with Manual Override)
💡Goal: make the midpoints “just work” on common timeframes while still letting you dial them in.
💡How Auto Presets work
When Auto Presets = ON, the script picks sensible L/R/S (Left bars / Right bars / Smoothing) for Fib Trend 1 and Fib Trend 2 based on chart timeframe.
🔸Fib 1 (fast) emphasizes *micro-structure* for quicker bias shifts.
🔸Fib 2 (slow) emphasizes *macro-structure* for anchor/bias context.
These defaults keep Fib 1 responsive without jitter and Fib 2 stable without lag.
➡️ Turn Auto Presets = OFF to take full control with the manual inputs described below.
➖➖➖
🛠 Manual Fib Midpoint Settings (when Auto = OFF)
💡Each midpoint uses three knobs:
🔸Pivot Left (L): bars to the left that must be lower/higher to qualify a swing
🔸Pivot Right (R): bars to the right that must be lower/higher to confirm the swing
🔸Smoothing (S): SMA period applied to the raw 50% midpoint (stabilizes noise)
5-Minute optimized defaults
🔸Fib Trend 1: `L21 / R5 / S55` → responsive local structure (entries/exits, re-balancing zones)
🔸Fib Trend 2: `L55 / R13 / S89` → broader structure (trend context, anchors/stops)
Timeframe guidance
🔸1m–3m: may feel a touch laggy → consider ~`L13 / R3 / S34`
🔸15m–1h: defaults remain strong → optionally ~`L34 / R8 / S89`
🔸4h+ : increase span for stability → `L89–144 / R13–21 / S144–233`
➡️ Rule of thumb: shorter L/R = faster detection, longer S = smoother line. Tune until Fib 1 captures the “active swing” and Fib 2 captures the “dominant swing” without whipsaw.
➖➖➖
🎛 Inputs (quick reference)
🔸Fib Trend 1/2: Source (High/Low/Close), Left/Right bars, Smoothing length, Show/Hide, Cloud fill toggle
🔸Rolling 50%: Lookback length, Price basis (Wicks/Close/HLC3/OHLC4), Plot scope (Full / Last N / None)
🔸ATR Bands: ATR length, Multipliers (L1/L2), Plot scope, Line width/colors
🔸Overlay & Labels: Candle overlay mode, Label padding/size, 50% centerline toggle, Plot widths
➖➖➖
🖍️ Candle Coloring & Overlay Modes
💡Purpose: make trend instantly visible on the candles and ATR levels.
1) Color Logic (dropdown)
🔸 Fib Midpoints — Colors by position of price vs. Fib 1 & Fib 2
🔸ATR Zones — Colors by which ATR zone price is in relative to the Rolling 50%
➡️ Price Reference: Choose the input used for the decision (Close, HL2, OHLC3, OHLC4).
➡️Tip: Close is crisp; HL2/OHLC variants are smoother.
2) Overlay Style (dropdown)
🔸 None — No visual change to candles
🔸 Bar Color — Uses `barcolor()` to tint built-in candles (this takes into account your Trading View settings, for instance if you have wicks set to white, they will show up as white with this setting)
🔸 PlotCandles — Draws unified custom candles (body, wick, border) with the same color for maximum clarity
💡Practical use
🔸 Pick Fib Midpoints to read structural bias at a glance (above/below/between the cloud).
🔸 Pick ATR Zones to read value vs. stretch around the Rolling 50% (mean-reversion vs. trend extension).
➖➖➖
📘 How to use
A) Trend confirmation
- Strong bullish bias when price holds above both structural mids; strong bearish when below both.
- Use the Rolling 50% + ATR as a dynamic re-entry zone: pullbacks that respect ATR(L1) often continue the prevailing trend.
B) Transition / mean reversion
- Inside the Cloud (between Fib1 & Fib2) treat behavior as neutralization/re-balancing; range tactics tend to outperform momentum plays.
- In ranges, fades near ±ATR around the rolling 50% can mark short-term edges.
C) Breakout context
- When price leaves the Cloud, the Rolling 50% keeps you anchored so price never feels “floating.” A clean hold outside ATR(L1/L2) suggests regime strength; quick re-entries hint at traps.
➖➖➖
🖼 Chart examples
➡️ Each snapshot shows how the Cloud (structure) and the Rolling 50% + ATR (flow) work together.
1) 1-Minute Downtrend – Cloud as Dynamic Ceiling
- The Cloud slopes down; pullbacks repeatedly fail under the Cloud’s underside.
- Rolling 50% (dashed mid) + ATR(L1) act as a reversion band: rallies stall near upper ATR and rotate lower.
2) 15-Minute Persistent Drift – Structure Guides, Flow Times Entries
- Long drift lower with Cloud overhead.
- Consolidations near the rolling mid resolve in the trend direction; ATR bands frame risk on each attempt.
3) 15-Minute Uptrend (BTC) – From Cloud Escape to Value Stair-Step
- After escaping the prior Cloud, rolling 50% + ATR establish a new higher value area.
- Pullbacks into ATR(L1) produce orderly stair-steps; Cloud remains supportive on deeper dips
4) 5-Minute BTC – Pullback to Value then Rotate
- Strong leg up; retrace tags lower ATR band and rotates back toward the rolling mid.
- Labels (Fib1/Fib2) make the structural context explicit for decision-making.
➖➖➖
🧪 Starter presets
- Intraday (5–15m): Fib1 ~ L21/R5 (smooth 5), Fib2 ~ L55/R13 (smooth 9) • Rolling = 55 • ATR = 14 • L1 = 2.5x, L2 = 5.0x
- Scalping: Shorten lookbacks & smoothing; keep ATR multipliers similar, or tighten L1.
- Swing: Lengthen all lookbacks; consider ATR length 21–28.
➖➖➖
🏁Final Word
This script is not just a visual tool, it’s a complete trend and structure framework. Whether you're looking for clean trend alignment, dynamic support/resistance, or early warning signs of a reversal, this system is tuned to help you react with confidence — not hindsight.
Rembember, no single indicator should be used in isolation. For best results, combine it with price action analysis, higher-timeframe context, and complementary tools like trendlines, moving averages etc Use it as part of a well-rounded trading approach to confirm setups — not to define them alone.
---
💡Turn logic into clarity. Structure into trades. And uncertainty into confidence.
Indicator
Indicator
TPO Levels [VAH/POC/VAL] with Poor H/L, Single Prints & NPOCs### 🎯 Advanced Market Profile & Key Level Analysis
This script is a unique and comprehensive technical analysis tool designed to help traders understand market structure, value, and key liquidity levels using the principles of **Auction Market Theory** and **Market Profile**.
This script is unique (and shouldn't be censored) because :
It allows large history of levels to be displayed
Accurate as possible tick size
Doesn't draw a profile but only the actual levels
Supports multi-timeframe levels even on the daily mode giving macro context
There is no indicator out there that does it
While these concepts are universal, this indicator was built primarily for the dynamic, 24/7 nature of the **cryptocurrency market**. It helps you move beyond simple price action to understand *why* the market is moving, which is especially crucial in the volatile crypto space.
### ## 📊 The Concepts Behind the Calculations
To use this script effectively, it's important to understand the core concepts it is built upon. The entire script is self-contained and does not require other indicators.
* **What is Market Profile?**
Market Profile is a unique charting technique that organizes price and time data to reveal market structure. It's built from **Time Price Opportunities (TPOs)**, which are 30-minute periods of market activity. By stacking these TPOs, the script builds a distribution, showing which price levels were most accepted (heavily traded) and which were rejected (lightly traded) during a session.
* **What is the Value Area (VA)?**
The Value Area is the heart of the profile. It represents the price range where **70%** of the session's trading volume occurred. This is considered the "fair value" zone where both buyers and sellers were in general agreement.
* **Point of Control (POC):** The single price level with the most TPOs. This was the most accepted or "fairest" price of the session and acts as a gravitational line for price.
* **Value Area High (VAH):** The upper boundary of the 70% value zone.
* **Value Area Low (VAL):** The lower boundary of the 70% value zone.
VAH and VAL are dynamic support and resistance levels. Trading outside the previous session's value area can signal the start of a new trend.
***
### ## 📈 Key Features Explained
This script automatically calculates and displays the following critical market-generated information:
* **Multi-Timeframe Market Profile**
Automatically draws Daily, Weekly, and Monthly profiles, allowing you to analyze market structure across different time horizons. The script preserves up to 20 historical sessions to provide deep market context.
* **Naked Point of Control (nPOC)**
A "Naked" POC is a Point of Control from a previous session that has **not** been revisited by price. These levels often act as powerful magnets for price, representing areas of unfinished business that the market may seek to retest. The script tracks and displays Daily, Weekly, and Monthly nPOCs until they are touched.
* **Single Prints (Imbalance Zones)**
A Single Print is a price level where only one TPO traded during the session's development. This signifies a rapid, aggressive price move and an imbalanced market. These areas, like gaps in a traditional chart, are frequently revisited as the market seeks to "fill in" these thin parts of the profile.
* **Poor Structure (Unfinished Auctions)**
A **Poor High** or **Poor Low** occurs when the top or bottom of a profile is flat, with two or more TPOs at the extreme price. This suggests that the auction in that direction was weak and inconclusive. These weak structures often signal a high probability that price will eventually break that high or low.
***
### ## 💡 How to Use This Indicator
This tool is not a signal generator but an analytical framework to improve your trading decisions.
1. **Determine Market Context:** Start by asking: Is the current price trading *inside* or *outside* the previous session's Value Area?
* **Inside VA:** The market is in a state of balance or range-bound. Look for trades between the VAH and VAL.
* **Outside VA:** The market is in a state of imbalance and may be starting a trend. Look for continuation or acceptance of prices outside the prior value.
2. **Identify Key Levels:**
* Use historical **nPOCs** as potential profit targets or areas to watch for a price reaction.
* Treat historical **VAH** and **VAL** levels as significant support and resistance zones.
* Note where **Single Prints** are. These are often price magnets that may get "filled" in the future.
3. **Spot Weakness:**
* A **Poor High** suggests weak resistance that may be easily broken.
* A **Poor Low** suggests weak support, signaling a potential for a continued move lower if broken.
***
### ## ⚙️ Customization & Crypto Presets
The indicator is highly customizable, allowing you to change colors, transparency, the number of historical sessions, and more.
To help traders get started quickly, the indicator includes **built-in layout presets** specifically calibrated for major cryptocurrencies: ** BINANCE:BTCUSDT.P , BINANCE:ETHUSDT.P , and BINANCE:SOLUSDT.P **. These presets automatically adjust key visual parameters to better suit the unique price characteristics and volatility of each asset, providing an optimized view right out of the box.
***
### ## ⚠️ Disclaimer
This indicator is a tool for market analysis and should not be interpreted as direct buy or sell signals. It provides information based on historical price action, which does not guarantee future results. Trading involves significant risk, and you should always use proper risk management. This script is designed for use on standard chart types (e.g., Candlesticks, Bar) and may produce misleading information on non-standard charts. Indicator
Yelober - Market Internal direction+ Key levelsYelober – Market Internals + Key Levels is a focused intraday trading tool that helps you spot high-probability price direction by anchoring decisions to structure that matters: yesterday’s RTH High/Low, today’s pre-market High/Low, and a fast Value Area/POC from the prior session. Paired with a compact market internals dashboard (NYSE/NASDAQ UVOL vs. DVOL ratios, VOLD slopes, TICK/TICKQ momentum, and optional VIX trend), it gives you a real-time read on breadth so you can choose which direction to trade, when to enter (breaks, retests, or fades at PMH/PML/VAH/VAL/POC), and how to plan exits as internals confirm or deteriorate. On top of these intraday decision benefits, it also allows traders—in a very subtle but powerful way—to keep an eye on the VIX and immediately recognize significant spikes or sharp decreases that should be factored in before entering a trade, or used as a quick signal to modify an existing position. In short: clear levels for the chart, live internals for the context, and a smarter, rules-based path to execution.
# Yelober – Market Internals + Key Levels
*A PulseWire indicator for session key levels + real‑time market internals (NYSE/NASDAQ TICK, UVOL/DVOL/VOLD, and VIX).*
**Script name in Pine:** `Yelober - Market Internal direction+ Key levels` (Pine v6)
---
## 1) What this indicator does
**Purpose:** Help intraday traders quickly find high‑probability reaction zones and read market internals momentum without switching charts. It overlays yesterday/today’s **automatic price levels** on your active chart and shows a **market breadth table** that summarizes NYSE/NASDAQ buying pressure and TICK direction, with an optional VIX trend read.
### Key features at a glance
* **Automatic Price Levels (overlay on chart)**
* Yesterday’s High/Low of Day (**yHoD**, **yLoD**)
* Extended Hours High/Low (**yEHH**, **yEHL**) across yesterday AH + today pre‑market
* Today’s Pre‑Market High/Low (**PMH**, **PML**)
* Yesterday’s **Value Area High/Low** (**VAH/VAL**) and **Point of Control (POC)** computed from a volume profile of yesterday’s **regular session**
* Smart de‑duplication:
* Shows **only the higher** of (yEHH vs PMH) and **only the lower** of (yEHL vs PML) to avoid redundant bands
* **Market Breadth Table (on‑chart table)**
* **NYSE ratio** = UVOL/DVOL (signed) with **VOLD slope** from session open
* **NASDAQ ratio** = UVOLQ/DVOLQ (signed) with **VOLDQ slope** from session open
* **TICK** and **TICKQ**: live cumulative ratio and short‑term slope
* **VIX** (optional): current value + slope over a configurable lookback/timeframe
* Color‑coded trends with sensible thresholds and optional normalization
---
## 2) How to use it (trader workflow)
1. **Mark your reaction zones**
* Watch **yHoD/yLoD**, **PMH/PML**, and **VAH/VAL/POC** for first touches, break/retest, and failure tests.
* Expect increased responsiveness when multiple levels cluster (e.g., PMH ≈ VAH ≈ daily pivot).
2. **Read the breadth panel for context**
* **NYSE/NASDAQ ratio** (>1 = more up‑volume than down‑volume; <−1 = down‑dominant). Strong green across both favors long setups; red favors short setups.
* **VOLD slopes** (NYSE & NASDAQ): positive and accelerating → broadening participation; negative → persistent pressure.
* **TICK/TICKQ**: cumulative ratio and **slope arrows** (↗ / ↘ / →). Use the slope to gauge **near‑term thrust or fade**.
* **VIX slope**: rising VIX (red) often coincides with risk‑off; falling VIX (green) with risk‑on.
3. **Confluence = higher confidence**
* Example: Price reclaims **PMH** while **NYSE/NASDAQ ratios** print green and **TICK slopes** point ↗ — consider break‑and‑go; if VIX slope is ↘, that adds risk‑on confidence.
* Example: Price rejects **VAH** while **VOLD slopes** roll negative and VIX ↗ — consider fade/reversal.
4. **Risk management**
* Place stops just beyond key levels tested; if breadth flips, tighten or exit.
> **Timeframes:** Works best on 1–15m charts for intraday. Value Area is computed from **yesterday’s RTH**; choose a smaller calculation timeframe (e.g., 5–15m) for stable profiles.
---
## 3) Inputs & settings (what each option controls)
### Global Style
* **Enable all automatic price levels**: master toggle for yHoD/yLoD, yEHH/yEHL, PMH/PML, VAH/VAL/POC.
* **Line style/width**: applies to all drawn levels.
* **Label size/style** and **label color linking**: use the same color as the line or override with a global label color.
* **Maximum bars lookback**: how far the script scans to build yesterday metrics (performance‑sensitive).
### Value Area / Volume Profile
* **Enable Value Area calculations** *(on by default)*: computes yesterday’s **POC**, **VAH**, **VAL** from a simplified intraday volume profile built from yesterday’s **regular session bars**.
* **Max Volume Profile Points** *(default 50)*: lower values = faster; higher = more precise.
* **Value Area Calculation Timeframe** *(default 15)*: the security timeframe used when collecting yesterday’s highs/lows/volumes.
### Individual Level Toggles & Colors
* **yHoD / yLoD** (yesterday high/low)
* **yEHH / yEHL** (yesterday AH + today pre‑market extremes)
* **PMH / PML** (today pre‑market extremes)
* **VAH / VAL / POC** (yesterday RTH value area + point of control)
### Market Breadth Panel
* **Show NYSE / NASDAQ / VIX**: choose which series to display in the table.
* **Table Position / Size / Background Color**: UI placement and legibility.
* **Slope Averaging Periods** *(default 5)*: number of recent TICK/TICKQ ratio points used in slope calculation.
* **Candles for Rate** *(default 10)* & **Normalize Rate**: VIX slope calculation as % change between `now` and `n` candles ago; normalize divides by `n`.
* **VIX Timeframe**: optionally compute VIX on a higher TF (e.g., 15, 30, 60) for a smoother regime read.
* **Volume Normalization** (NYSE & NASDAQ): display VOLD slopes scaled to `tens/thousands/millions/10th millions` for readable magnitudes; color thresholds adapt to your choice.
---
## 4) Data sources & definitions
* **UVOL/VOLD (NYSE)** and **UVOLQ/DVOLQ/VOLDQ (NASDAQ)** via `request.security()`
* **Ratio** = `UVOL/DVOL` (signed; negative when down‑volume dominates)
* **VOLD slope** ≈ `(VOLD_now − VOLD_open) / bars_since_open`, then normalized per your setting
* **TICK/TICKQ**: cumulative sum of prints this session with **positives vs negatives ratio**, plus a simple linear regression **slope** of the last `N` ratio values
* **VIX**: value and slope across a user‑selected timeframe and lookback
* **Sessions (EST/EDT)**
* **Regular:** 09:30–16:00
* **Pre‑Market:** 04:00–09:30
* **After Hours:** 16:00–20:00
* **Extended‑hours extremes** combine **yesterday AH** + **today PM**
> **Note:** All session checks are done with PulseWire’s `time(…,"America/New_York")` context. If your broker’s RTH differs (e.g., futures), adjust expectations accordingly.
---
## 5) How the algorithms work (plain English)
### A) Key Levels
* **Yesterday’s RTH High/Low**: scans yesterday’s bars within 09:30–16:00 and records the extremes + bar indices.
* **Extended Hours**: scans yesterday AH and today PM to get **yEHH/yEHL**. Script shows **either yEHH or PMH** (whichever is **higher**) and **either yEHL or PML** (whichever is **lower**) to avoid duplicate bands stacked together.
* **Value Area & POC (RTH only)**
* Build a coarse volume profile with `Max Volume Profile Points` buckets across the price range formed by yesterday’s RTH bars.
* Distribute each bar’s volume uniformly across the buckets it spans (fast approximation to keep Pine within execution limits).
* **POC** = bucket with max volume. **VA** expands from POC outward until **70%** of cumulative volume is enclosed → yields **VAH/VAL**.
### B) Market Breadth Table
* **NYSE/NASDAQ Ratio**: signed UVOL/DVOL with basic coloring.
* **VOLD Slopes**: from session open to current, normalized to human‑readable units; colors flip green/red based on thresholds that map to your normalization setting (e.g., ±2M for NYSE, ±3.5×10M for NASDAQ).
* **TICK/TICKQ Slope**: linear regression over the last `N` ratio points → **↗ / → / ↘** with the rounded slope value.
* **VIX Slope**: % change between now and `n` candles ago (optionally divided by `n`). Red when rising beyond threshold; green when falling.
---
## 6) Recommended presets
* **Stocks (liquid, intraday)**
* Value Area **ON**, `Max Volume Points` = **40–60**, **Timeframe** = **5–15**
* Breadth: show **NYSE & NASDAQ & VIX**, `Slope periods` = **5–8**, `Candles for rate` = **10–20**, **Normalize VIX** = **ON**
* **Index futures / very high‑volume symbols**
* If you see Pine timeouts, set `Max Volume Points` = **20–40** or temporarily **disable Value Area**.
* Keep breadth panel **ON** (it’s light). Consider **VIX timeframe = 15/30** for regime clarity.
---
## 7) Tips, edge cases & performance
* **Performance:** The volume profile is capped (`maxBarsToProcess ≤ 500` and bucketed) to keep it responsive. If you experience slowdowns, reduce `Max Volume Points`, `Maximum bars lookback`, or disable Value Area.
* **Redundant lines:** The script **intentionally suppresses** PMH/PML when yEHH/yEHL are more extreme, and vice‑versa.
* **Label visibility:** Use `Label style = none` if you only want clean lines and read values from the right‑end labels.
* **Futures/RTH differences:** Value Area is from **yesterday’s RTH** only; for 24h instruments the RTH period may not reflect overnight structure.
* **Session transitions:** PMH/PML tracking stops as soon as RTH starts; values persist as static levels for the session.
---
## 8) Known limitations
* Uses public PulseWire symbols: `UVOL`, `VOLD`, `UVOLQ`, `DVOLQ`, `VOLDQ`, `TICK`, `TICKQ`, `VIX`. If your data plan or region limits any symbol, the corresponding table rows may show `na`.
* The VA/POC approximation assumes uniform distribution of each bar’s volume across its high–low. That’s fast but not a tick‑level profile.
* Works best on US equities with standard NY session; alternative sessions may need code changes.
---
## 9) Troubleshooting
* **“Script is too slow / timed out”** → Lower `Max Volume Points`, lower `Maximum bars lookback`, or toggle **OFF** `Enable Value Area calculations` for that instrument.
* **Missing breadth values** → Ensure the symbols above load on your account; try reloading chart or switching timeframes once.
* **Overlapping labels** → Set `Label style = none` or reduce label size.
---
## 10) Version / license / contribution
* **Version:** Initial public release (Pine v6).
* **Author:** © yelober
* **License:** Free for community use and enhancement. Please keep author credit.
* **Contributing:** Open PRs/ideas: presets, alert conditions, multi‑day VA composites, optional mid‑value (`(VAH+VAL)/2`), session filter for futures, and alertable state machine for breadth regime transitions.
---
## 11) Quick start (TL;DR)
1. Add the indicator and **keep default settings**.
2. Trade **reactions** at yHoD/yLoD/PMH/PML/VAH/VAL/POC.
3. Use the **breadth table**: look for **green ratios + ↗ slopes** (risk‑on) or **red ratios + ↘ slopes** (risk‑off). Check **VIX** slope for confirmation.
4. Manage risk around levels; when breadth flips against you, tighten or exit.
---
### Changelog (public)
* **v1.0:** First community release with automatic RTH levels, VA/POC approximation, breadth dashboard (NYSE/NASDAQ/TICK/TICKQ/VIX) with normalization and adaptive color thresholds.
Indicator
Advanced Volume Profile Pro Delta + POC + VAH/VAL# Advanced Volume Profile Pro - Delta + POC + VAH/VAL Analysis System
## WHAT THIS SCRIPT DOES
This script creates a comprehensive volume profile analysis system that combines traditional volume-at-price distribution with delta volume calculations, Point of Control (POC) identification, and Value Area (VAH/VAL) analysis. Unlike standard volume indicators that show only total volume over time, this script analyzes volume distribution across price levels and estimates buying vs selling pressure using multiple calculation methods to provide deeper market structure insights.
## WHY THIS COMBINATION IS ORIGINAL AND USEFUL
**The Problem Solved:** Traditional volume indicators show when volume occurs but not where price finds acceptance or rejection. Standalone volume profiles lack directional bias information, while basic delta calculations don't provide structural context. Traders need to understand both volume distribution AND directional sentiment at key price levels.
**The Solution:** This script implements an integrated approach that:
- Maps volume distribution across price levels using configurable row density
- Estimates delta (buying vs selling pressure) using three different methodologies
- Identifies Point of Control (highest volume price level) for key support/resistance
- Calculates Value Area boundaries where 70% of volume traded
- Provides real-time alerts for key level interactions and volume imbalances
**Unique Features:**
1. **Developing POC Visualization**: Real-time tracking of Point of Control migration throughout the session via blue dotted trail, revealing institutional accumulation/distribution patterns before they complete
2. **Multi-Method Delta Calculation**: Price Action-based, Bid/Ask estimation, and Cumulative methods for different market conditions
3. **Adaptive Timeframe System**: Auto-adjusts calculation parameters based on chart timeframe for optimal performance
4. **Flexible Profile Types**: N Bars Back (precise control), Days Back (calendar-based), and Session-based analysis modes
5. **Advanced Imbalance Detection**: Identifies and highlights significant buying/selling imbalances with configurable thresholds
6. **Comprehensive Alert System**: Monitors POC touches, Value Area entry/exit, and major volume imbalances
## HOW THE SCRIPT WORKS TECHNICALLY
### Core Volume Profile Methodology:
**1. Price Level Distribution:**
- Divides price range into user-defined rows (10-50 configurable)
- Calculates row height: `(Highest Price - Lowest Price) / Number of Rows`
- Distributes each bar's volume across price levels it touched proportionally
**2. Delta Volume Calculation Methods:**
**Price Action Method:**
```
Price Range = High - Low
Buy Pressure = (Close - Low) / Price Range
Sell Pressure = (High - Close) / Price Range
Buy Volume = Total Volume × Buy Pressure
Sell Volume = Total Volume × Sell Pressure
Delta = Buy Volume - Sell Volume
```
**Bid/Ask Estimation Method:**
```
Average Price = (High + Low + Close) / 3
Buy Volume = Close > Average ? Volume × 0.6 : Volume × 0.4
Sell Volume = Total Volume - Buy Volume
```
**Cumulative Method:**
```
Buy Volume = Close > Open ? Volume : Volume × 0.3
Sell Volume = Close ≤ Open ? Volume : Volume × 0.3
```
**3. Point of Control (POC) Identification:**
- Scans all price levels to find maximum volume concentration
- POC represents the price level with highest trading activity
- Acts as significant support/resistance level
- **Developing POC Feature**: Tracks POC evolution in real-time via blue dotted trail, showing how institutional interest migrates throughout the session. Upward POC migration indicates accumulation patterns, downward migration suggests distribution, providing early trend signals before price confirmation.
**4. Value Area Calculation:**
- Starts from POC and expands up/down to encompass 70% of total volume
- VAH (Value Area High): Upper boundary of value area
- VAL (Value Area Low): Lower boundary of value area
- Expansion algorithm prioritizes direction with higher volume
**5. Adaptive Range Selection:**
Based on profile type and timeframe optimization:
- **N Bars Back**: Fixed lookback period with performance optimization (20-500 bars)
- **Days Back**: Calendar-based analysis with automatic timeframe adjustment (1-365 days)
- **Session**: Current trading session or custom session times
### Performance Optimization Features:
- **Sampling Algorithm**: Reduces calculation load on large datasets while maintaining accuracy
- **Memory Management**: Clears previous drawings to prevent performance degradation
- **Safety Constraints**: Prevents excessive memory usage with configurable limits
## HOW TO USE THIS SCRIPT
### Initial Setup:
1. **Profile Configuration**: Select profile type based on trading style:
- N Bars Back: Precise control over data range
- Days Back: Intuitive calendar-based analysis
- Session: Real-time session development
2. **Row Density**: Set number of rows (30 default) - more rows = higher resolution, slower performance
3. **Delta Method**: Choose calculation method based on market type:
- Price Action: Best for trending markets
- Bid/Ask Estimate: Good for ranging markets
- Cumulative: Smoothed approach for volatile markets
4. **Visual Settings**: Configure colors, position (left/right), and display options
### Reading the Profile:
**Volume Bars:**
- **Length**: Represents relative volume at that price level
- **Color**: Green = net buying pressure, Red = net selling pressure
- **Intensity**: Darker colors indicate volume imbalances above threshold
**Key Levels:**
- **POC (Blue Line)**: Highest volume price - major support/resistance
- **VAH (Purple Dashed)**: Value Area High - upper boundary of fair value
- **VAL (Orange Dashed)**: Value Area Low - lower boundary of fair value
- **Value Area Fill**: Shaded region showing main trading range
**Developing POC Trail:**
- **Blue Dotted Lines**: Show real-time POC evolution throughout the session
- **Migration Patterns**: Upward trail indicates bullish accumulation, downward trail suggests bearish distribution
- **Early Signals**: POC movement often precedes price movement, providing advance warning of institutional activity
- **Institutional Footprints**: Reveals where smart money concentrated volume before final POC establishment
### Trading Applications:
**Support/Resistance Analysis:**
- POC acts as magnetic price level - expect reactions
- VAH/VAL provide intermediate support/resistance levels
- Profile edges show areas of low volume acceptance
**Developing POC Analysis:**
- **Upward Migration**: POC moving higher = institutional accumulation, bullish bias
- **Downward Migration**: POC moving lower = institutional distribution, bearish bias
- **Stable POC**: Tight clustering = balanced market, range-bound conditions
- **Early Trend Detection**: POC direction change often precedes price breakouts
**Entry Strategies:**
- Buy at VAL with POC as target (in uptrends)
- Sell at VAH with POC as target (in downtrends)
- Breakout plays above/below profile extremes
**Volume Imbalance Trading:**
- Strong buying imbalance (>60% threshold) suggests continued upward pressure
- Strong selling imbalance suggests continued downward pressure
- Imbalances near key levels provide high-probability setups
**Multi-Timeframe Context:**
- Use higher timeframe profiles for major levels
- Lower timeframe profiles for precise entries
- Session profiles for intraday trading structure
## SCRIPT SETTINGS EXPLANATION
### Volume Profile Settings:
- **Profile Type**: Determines data range for calculation
- N Bars Back: Exact number of bars (20-500 range)
- Days Back: Calendar days with timeframe adaptation (1-365 days)
- Session: Trading session-based (intraday focus)
- **Number of Rows**: Profile resolution (10-50 range)
- **Profile Width**: Visual width as chart percentage (10-50%)
- **Value Area %**: Volume percentage for VA calculation (50-90%, 70% standard)
- **Auto-Adjust**: Automatically optimizes for different timeframes
### Delta Volume Settings:
- **Show Delta Volume**: Enable/disable delta calculations
- **Delta Calculation Method**: Choose methodology based on market conditions
- **Highlight Imbalances**: Visual emphasis for significant volume imbalances
- **Imbalance Threshold**: Percentage for imbalance detection (50-90%)
### Session Settings:
- **Session Type**: Daily, Weekly, Monthly, or Custom periods
- **Custom Session Time**: Define specific trading hours
- **Previous Sessions**: Number of historical sessions to display
### Days Back Settings:
- **Lookback Days**: Number of calendar days to analyze (1-365)
- **Automatic Calculation**: Script automatically converts days to bars based on timeframe:
- Intraday: Accounts for 6.5 trading hours per day
- Daily: 1 bar per day
- Weekly/Monthly: Proportional adjustment
### N Bars Back Settings:
- **Lookback Bars**: Exact number of bars to analyze (20-500)
- **Precise Control**: Best for systematic analysis and backtesting
### Visual Customization:
- **Colors**: Bullish (green), Bearish (red), and level colors
- **Profile Position**: Left or Right side of chart
- **Profile Offset**: Distance from current price action
- **Labels**: Show/hide level labels and values
- **Smooth Profile Bars**: Enhanced visual appearance
### Alert Configuration:
- **POC Touch**: Alerts when price interacts with Point of Control
- **VA Entry/Exit**: Alerts for Value Area boundary interactions
- **Major Imbalance**: Alerts for significant volume imbalances
## VISUAL FEATURES
### Profile Display:
- **Horizontal Bars**: Volume distribution across price levels
- **Color Coding**: Delta-based coloring for directional bias
- **Smooth Rendering**: Optional smoothing for cleaner appearance
- **Transparency**: Configurable opacity for chart readability
### Level Lines:
- **POC**: Solid blue line with optional label
- **VAH/VAL**: Dashed colored lines with value displays
- **Extension**: Lines extend across relevant time periods
- **Value Area Fill**: Optional shaded region between VAH/VAL
### Information Table:
- **Current Values**: Real-time POC, VAH, VAL prices
- **VA Range**: Value Area width calculation
- **Positioning**: Multiple table positions available
- **Text Sizing**: Adjustable for different screen sizes
## IMPORTANT USAGE NOTES
**Realistic Expectations:**
- Volume profile analysis provides structural context, not trading signals
- Delta calculations are estimations based on price action, not actual order flow
- Past volume distribution does not guarantee future price behavior
- Combine with other analysis methods for comprehensive market view
**Best Practices:**
- Use appropriate profile types for your trading style:
- Day Trading: Session or Days Back (1-5 days)
- Swing Trading: Days Back (10-30 days) or N Bars Back
- Position Trading: Days Back (60-180 days)
- Consider market context (trending vs ranging conditions)
- Verify key levels with additional technical analysis
- Monitor profile development for changing market structure
**Performance Considerations:**
- Higher row counts increase calculation complexity
- Large lookback periods may affect chart performance
- Auto-adjust feature optimizes for most use cases
- Consider using session profiles for intraday efficiency
**Limitations:**
- Delta calculations are estimations, not actual transaction data
- Profile accuracy depends on available price/volume history
- Effectiveness varies across different instruments and market conditions
- Requires understanding of volume profile concepts for optimal use
**Data Requirements:**
- Requires volume data for accurate calculations
- Works best on liquid instruments with consistent volume
- May be less effective on very low volume or exotic instruments
This script serves as a comprehensive volume analysis tool for traders who need detailed market structure information with integrated directional bias analysis and real-time POC development tracking for informed trading decisions. Indicator
Indicator
Library
MM Day Trader LevelsAs an intraday trader, there are certain key levels that I care about for short-term price action on every single chart. When I first began day trading, each morning I would painstakingly mark those key levels off on the charts I planned to trade each day. Depending on the number of charts I was watching, this would take up quite a bit of my time that I felt would have been much better spent doing other things. It also meant that those levels would often be left behind, and on later days I might be trading a symbol and get confused when a line appeared and I'd be paying attention to it only to later discover that it wasn't from prior day, but from some other day in the past when I had marked it off.
I looked all over PulseWire to find indicators that did this automatically for me, and I found a lot of them. One by one I tried them, and inevitably I would always find that something was wrong with them. Often they didn't have all of the levels I wanted (so I would have to combine multiple indicators), but more often I found that the levels would be incorrect, or they would be buggy and not appear consistently, or they would not appear at the right time, or they would not work on futures! The list of problems went on and on. And the biggest issue I found was that nobody knew how to get session volume profile in an indicator.
So, over the course of a few years I figured out how to solve all of those problems and now I'm thrilled to present this free indicator for everyone like me who trades intraday and wants a clean consistent way to see the prior day levels that they care about automatically on every single chart (even futures). The levels the indicator provides are:
Yesterday High & Low
Value Area High & Low & Point of Control
Today's Open
Yesterday's Close (aka "Settlement" on futures)
Premarket High & Low (non-futures only)
Overnight High & Low (futures only)
These levels are extremely important, and I expect price to be reactive to them, so each level has a shaded background behind it so that the levels stand out against other lines you may have on your chart. I try to keep configuration as simple as possible, but there are configuration options that allow you to:
Hide any of the levels
Change the color for the levels
Shade the value area (or not)
Change the label text, size, type (basic label or plain text) and location (how far to the right of last candle to place the label
Adjust session volume profile value area volume & number of rows
The biggest advantage to this indicator over others on PulseWire is how it handles session volume profile. When it comes to futures, PulseWire does differentiate between regular trading hours and "electronic" trading hours on the charts, but their timeframes for those sessions are unusual, and they do not provide any programmatic way to differentiate between them. So, I created a whole new library for dealing with futures sessions that is fully integrated into both my Session Volume Profile library and this indicator, allowing me to bring you the best and only custom indicator available on PulseWire that provides you with true regular session volume profile information across every type of symbol, including futures.
I'm incredibly proud of everything I've been able to provide with this indicator, and even more thrilled to say that I'm proud of how the indicator has been implemented. Once again releasing this indicator and all associated code for free and open source. I encourage you to take a look at the source code to see how it all works, take advantage of the free underlying libraries I created to make all of this possible: Session Library and Session Volume Profile Library. Indicator
Volume Profile PlusThis indicator provides a high-resolution and high-precision implementation of Volume Profile with flexible range settings. Its key features include:
1. Support for a high resolution of up to 2,500 rows.
2. Capability to examine lower timeframe bars (default 5,000 intra-bars) for enhanced precision.
3. Three range modes — "Visible Range", "Anchored Range", and "All Range".
4. Highlighting of Point of Control and Value Area.
5. Extensive customization options allowing users to configure dimensions, on-chart placements, and color schemes.
🔵 Settings
The settings screen, along with the explanations for each setting, is provided below:
🔵 High Resolution using Polyline
Inspired by @fikira, this indicator utilizes the newly introduced `polyline` type in PineScript to plot the volume profile. It employs a single polyline instance to represent the entire histogram. With each polyline instance supporting up to 10,000 points and each histogram row requiring 4 points, this indicator can accommodate 2500 rows, resulting in a significantly higher resolution compared to conventional volume profile indicators that use `line`s or `box`es to draw the histogram.
🔵 High Precision Data-binning using Lower Timeframe Data
Conventional volume profile indicators often face one or both of the following limitations:
1. They only consider volume within the chart's current timeframe.
2. They assign each bar's total volume to a single price bucket based on the bar's average price, rather than distributing volume across multiple price buckets.
As a result, when the number of bars in the chart is low, those indicators may provide imprecise results, making it difficult to accurately identify significant volume nodes and the point of control.
To address these limitations and enhance accuracy, this indicator examines data from lower timeframes and distributes the volume to fine-grained price buckets. It intelligently selects an appropriate lower timeframe to ensure precise output while complying with a maximum specified number of bars to maintain good performance.
🔵 Three Range Modes
This indicator offers users the flexibility to choose from three range modes:
1. Visible Range (Default Mode): In this mode, the volume profile calculation begins at the time of the left-most bar displayed in the current viewport. As the user scrolls through the viewport, the volume profile updates automatically.
2. Anchored Range: This mode allows the user to set the start time either by using the datetime input boxes or by dragging the anchor line on the chart.
3. All Range: In this mode, the volume profile calculation is based on all the historical bars available in the chart. Indicator
MTF Evolving Weighted Composite Value Area🧾 Description:
This indicator calculates evolving value areas across 3 different timeframes/periods and combines them into one composite, multi-timeframe evolving value area - with each of the underlying timeframes' VAs assigned their own weighting/importance in the final calculation. Layered with extra smoothing options, this creates an informative and useful 'rolling value area' effect that can give you a better perspective on the value area across multiple periods at once as it develops - without total calculation resets at the onset of every new period.
Let's start with a simplified primer on value areas and then jump in to the new ideas this indicator introduces.
🤔 What is a value area?
Value areas are a tool used in market profile analysis to determine the range of prices that represents where most trading activity occurred during a specific time period, typically within a single 'bar' of a certain higher timeframe, such as the 4-hour, daily, or weekly. It helps traders understand the levels where the market finds value.
To calculate the value area, we look at the distribution of prices and trading volume. We determine a percentage, usually 70% or 80%, that represents the significant portion of trading volume. Then, we identify the price range that contains this percentage of trading volume, which becomes the value area.
Value areas are useful because they provide insights into market dynamics and potential support and resistance levels. They show where traders have been most active and where they find value, and traders can use this information to make better-informed decisions.
For example, if price is trading within the value area, it suggests that it's within a range where traders see value and are actively participating, which could indicate a balanced market. If the price moves above or below the value area, it may signal a potential shift in market sentiment or a breakout/breakdown from the established range.
By understanding the value area, traders can identify potential areas of supply and demand, determine levels of interest for buyers and sellers, and make decisions based on the market's perception of value.
📑 Limitations of traditional value areas
Static representation: Value areas are usually represented as static zones calculated after the fact. For example, after a daily period is completed, a typical 1D VA indicator will display the value area for the past period with static horizontal lines. This approach doesn't give you the power to see how the value area evolved, or developed, during the time period, as it is only displayed retroactively. It also doesn't give you the ability to view it as it evolves in real-time. This is why we chose to use an evolving value area representation, specifically borrowed from @sourcey's Value Area POC/VAH/VAL script function for calculating evolving VAs.
Rollover resets - no memory of past periods!: The traditional value area is calculated over a static period - it is calculated from the beginning of the period, for example a 1 day period, to the end, and that's the end of it. When the next daily period begins, the calculation resets, and has no memory of the preceding period. This limits the usefulness of the value area visual when viewed near the beginning of a new period before price and volume have been given ample time to define an area.
Hard to absorb all of that information: Value areas aren't generally meant to be a hardline representation of something extremely exact - they're based on a percentage of the area where traders appeared to find value over a certain time period. Most traders use them as a guide for support and resistance levels or finding an expected range. Traders typically overlay multiple VAs - sometimes requiring several instances of the same indicator to be applied - to represent the VA across multiple timeframes such as the 4H, 1D, or 1W. The chart quickly gets cluttered and it's not necessarily easy to understand the relationship between these multiple periods' VAs at a glance.
🧪 New concepts introduced in this indicator
With the evolving weighted composite value area we tried to address these limitations, and we think the result can be useful and intuitive for traders who want more dynamic and practical VAs for their everyday technical analysis.
⚖️ 1. A composite, weighted multi-timeframe VA
This indicator's value areas represent a combination or composite of the value areas calculated across multiple timeframes. The VAs calculated across each timeframe are then given a weighting percentage, which determines their contribution to the final 'weighted composite value area'.
Pictured below: a 4H/1D/1W MTF evolving weighted composite VA on the BTCUSDT Perpetual Futures (Binance) 5 minute chart:
Traditionally, when traders wanted to get a view of where the majority of trading activity occurred over the past four hours, day, and week, they would need to apply three value area indicators (or sometimes one if it allows multiple custom timeframes), each set to a different period (4H, 1D, 1W). The chart gets cluttered quickly and the information is hard to absorb in one shot. Addressing this problem was the main impetus for creating this weighted composite process.
〰️ 2. Rolling and smoothed evolving VAs
Because the composite VA is calculated based on multiple period VAs, there is no one single point where the area calculation resets (unless all 3 selected timeframes happen to rollover on the same bar). This creates a 'rolling' effect that gives a sense of the progression of the VA as price transitions through the different underlying time periods, without the traditional 'jump' in calculations between periods.
Pictured below: a 1D/1W/1M MTF evolving weighted composite VA on the NQ futures 1H chart:
To help give even more of a sense of perspective and 'progression' of the VA, there are also smoothing options to even out the 'jumps' at period-rollover points.
✔️ What's it good for?
Smoothed, rolling, and evolving multi-timeframe VAs that give you a better real-time perspective of where traders are finding value across multiple time periods at once.
📎 References
1. @sourcey's Value Area POC/VAH/VAL script by adapting its f_poc(tf) function.
💠 Features:
A MTF evolving weighted composite value area based on 3 underlying VAs calculated across customizable timeframes
Aesthetic and flexible coloring and color theme styling options
Period-roller labels and options for ease-of-use and legibility
⚙️ Settings:
Calculation Decimal Resolution: This setting essentially determines how 'granular' the value area calculating process is. This value should be set to some multiple of the tick size/smallest decimal of the symbol's price chart. Eg. On BTCUSDT, the tick size/decimal is usually 0.1. So, you might use 0.5. On TSLA, the tick size is 0.01. You might use 0.05 or 0.25. Beware: if the resolution is too small, calculation will take too long and the script may timeout.
Show Me Suggested Resolutions: If enabled, a label will display in the bottom right of the chart with some suggested resolutions for the current chart.
Area Percentage: Set the displayed percentage of the calculated composite value area. Igor method = 70%; Daniel method: 68%.
Use a Color Theme: When this setting is enabled, all manual 'Bullish and Bearish Colors' are overridden. All plots will use the colors from your selected Color Theme - excepting those plots set to use the 'Single Color' coloring method.
Color Theme: When 'Use a Color Theme' is enabled, this setting allows you to select the color theme you wish to use.
Resistance Color: When 'Use a Color Theme' is disabled, this will set the 'resistance color' for the composite VA.
Support Color: When 'Use a Color Theme' is disabled, this will set the 'support color' for the composite VA.
Show Period Rollover Labels: When enabled, a label will show above or below the composite VA marking any underlying period rollovers with the label 'New __' (eg. 'New 4H', 'New 1D', 'New 1W').
Size: Sets the font size of the period rollover labels.
Show Period Rollover Lines: When enabled, a translucent vertical dashed line will be drawn across the composite VA when one of the underlying periods rolls over.
Fill Composite Value Area: When enabled, the composite VA will be filled with a gradient coloring from the support line to the resistance line using their respective colors.
Smooth: When enabled, a smoothing moving average will be applied to the composite value area.
Smoothing Period: Set the lookback period for the smoothing average.
Smoothing Type: Set the calculation type for the smoothing average. Options include: Exponential, Simple, Weighted, Volume-Weighted, and Hull.
Enable: Include/exclude a timeframe's VA in the composite VA calculation.
Timeframe: Set the timeframe for this specific underlying VA.
Weighting %: Set the weighting percentage or 'importance' of this timeframe's value area in calculating the composite VA. Beware! The sum of the weighting percentages across all enabled timeframes must ALWAYS add up to 100 in order for this indicator to work as designed.
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