Indicator
Rolling VWAP + Volume Profile by Flip On DipRolling VWAP + Volume Profile draws a volume weighted average over a moving window of trading days, and a separate volume profile for each of the last few sessions.
🔁 The VWAP here is not anchored. Instead of resetting at the open it holds a sliding window of the last N sessions, so the line carries through the open and over the weekend without jumping. Two deviation bands sit either side, built from the volume weighted standard deviation rather than a plain one, so they widen when size trades away from the mean instead of just following range.
🕐 Session length is measured off the chart rather than assumed. A 6.5 hour stock day, a 23 hour gold day and a 24 hour crypto day all count as one day, so a 7 day window really is seven sessions on any symbol at any timeframe.
📊 Each session gets its own profile, built from a candle step you set. That step is independent of your chart, so the same 5m profile shows up whether you're looking at a 1m or a 1h chart and switching timeframes won't change the shape. Volume from each candle is spread across every level it touches, weighted by how much of the candle's range falls inside each one, instead of being dumped at the close. Point of control and value area are marked, and the session in progress rebuilds as it fills.
On that last point, worth being clear about what moves and what doesn't. The session in progress is live and will keep changing until it closes, roughly once a minute as volume comes in. That's the whole idea of a developing profile. Once a session ends its profile is drawn once and never touched again, so nothing behind you shifts around. The VWAP behaves the same way: it updates on the current bar like any average does, and past values stay where they were.
Two horizons. Micro gives daily profiles with a week long VWAP, Macro switches to weekly profiles with a fortnight long VWAP across a longer stretch of history. Each one keeps its own settings, so flipping between them doesn't cost you your tuning.
⚠️ Not every ticker reports real volume, and that changes what a profile means. Spot gold, most FX and index feeds publish nothing at all, while forex and CFD tickers that do publish are usually counting ticks rather than contracts. The indicator checks and tells you which one you're on. Where there's no volume it falls back to counting time spent at each price, which is still a useful map of where the market lingered, and the panel says so rather than leaving you to work out why the shape looks odd.
The panel in the corner handles the rest of it. Active horizon, VWAP window, profile step, and whether volume on this ticker is traded, tick only or missing. If something is quietly limiting the drawing, the chart timeframe being wrong for the horizon, the 500 box platform limit, not enough history loaded for the window you asked for, it writes it out in plain words with what to change.
There's also an optional fixed step for the VWAP itself, which makes the line identical on every timeframe. Off by default, since the chart bars are what most people expect.
⚡ Nothing is calculated outside the visible window, and every box and line is allocated once and reused instead of being deleted and redrawn, so panning around stays smooth even on long intraday history.
Three colour presets, Default, Light and Dark, or Custom to set every colour and transparency yourself. Row spacing and width, gradients, borders, POC and VAH/VAL lines, the 3D shadow, price labels and the panel are all configurable.
Open source, free to study or extend. Indicator
Premium and Discount Pivot Matrix [BigBeluga]Premium and Discount Pivot Matrix is an advanced market-structure terminal engineered for PulseWire. It maps macroeconomic structural equilibrium by tracking historical price extremes and calculating accurate institutional auction zones.
Instead of printing static linear channels, this framework uses an active multi-pivot state matrix to calculate premium ceiling and discount floor boundaries. It pairs these levels with a real-time 100-Bin Volume Profile Matrix plotted directly at the leading edge of the chart, providing immediate clarity on volume distribution relative to the market's fair-value equilibrium.
NSE:NIFTY
BINANCE:BTCUSDT
🔵 CHANNEL CALCULATION METHODOLOGY
The central core of the indicator relies on a multi-layered geometric calculation engine to establish its tracking bands. The engine follows a distinct three-step sequence to construct the structural matrix:
1. Multi-Pivot Array Extraction Engine
Asymmetric Window Scanning Nodes: The engine scans the chart for structural price peaks and troughs using an adjustable lookback window ( Pivot Left/Right Bars ). For a pivot to be verified, it must be the absolute highest or lowest value within that specified bar radius.
FIFO Array Storage Matrix: When a high pivot is logged, it is pushed into the highPivots array; low pivots are funneled into the lowPivots array. The script features memory guardrails ( Max Pivots to Track ) that automatically shift old elements out of memory, limiting array depth to prevent memory allocation drag.
// Manage Arrays via FIFO (First-In, First-Out) Storage Architecture
if not na(pHi)
array.push(highPivots, pHi)
if array.size(highPivots) > arraySize
array.shift(highPivots)
if not na(pLo)
array.push(lowPivots, pLo)
if array.size(lowPivots) > arraySize
array.shift(lowPivots)
2. Mathematical Boundary Selection
Premium Ceiling Isolation Grid: The terminal continuously runs an evaluation sweep across the active high memory array and extracts the absolute highest peak value using an optimized maximum tracking filter node. This serves as the outer resistance band.
Discount Floor Isolation Grid: Concurrently, the engine sweeps the active low memory array to extract the absolute lowest trough value, setting the hard outer support band floor.
Step-Line Price Plotting Framework: Because it selects the maximum high and minimum low of a rolling historical lookback set, the boundaries plot on your canvas as clean, structural step-lines. These lines only shift when a new macro extreme is logged or when an older extreme drops out of the tracking array.
3. Dynamic Equilibrium Tracking State Machine
Fair Value Midline Matrix: The Equilibrium Midline represents the exact mathematical center of the active trading channel. It calculates the mid-point price by taking the average of the resistance ceiling and support floor arrays.
Structural Shifting Trend Cloud Filters: This midline acts as a real-time tracker for the value center of the asset. The internal state machine monitors this line on every tick and applies dynamic visual treatments: it flashes the Midline Rising Color when the value structure is shifting upward, and instantly mutates to the Midline Falling Color when structural value drops downward.
// Extract Channel Levels
float resistance = na
float support = na
if array.size(highPivots) > 0
resistance := array.max(highPivots)
if array.size(lowPivots) > 0
support := array.min(lowPivots)
// Calculate Midline
float midline = not na(resistance) and not na(support) ? (resistance + support) / 2 : na
🔵 CORE STRUCTURAL LAYOUT FEATURES
1. 100-Bin Volume Profile Distribution Matrix
Intra-Channel Grid Binning Engine: When enabled ( Show Volume Profile at Channel End? ), the indicator runs a localized calculation over a specified historical range ( Volume Profile Lookback ). It divides the vertical space between the resistance ceiling and support floor into 100 equal vertical bins .
Adaptive Transparency Histogram Blocks: It calculates the exact volume distribution for each candle across these bins, scaling the horizontal width of the resulting histogram bars ( Volume Profile Max Width ). Premium distribution bars (above the midline) use an automatic gradient that gets brighter near the resistance ceiling to flag overextended premium supply. Discount distribution bars (below the midline) flash brighter near the support floor to highlight historical institutional accumulation blocks.
2. Volumetric Breakdown & Reversal Markers
Boundary Breach Telemetry Glyphs: The terminal closely monitors interactions with the channel boundaries. If a candle breaks completely out of the rolling step-line range, it triggers high-visibility telemetry circle shapes directly on the chart canvas (Bullish Reversal on downward breaks, Bearish Reversal on upward crosses).
Time-Index Signal Buffer Guards: To prevent messy clutter, the script suppresses repetitive signals using a strict index tracking buffer rule. When a valid breach is confirmed, it stamps the signal with clean text labels tracking the exact transaction volume traded during the breakout bar.
// 100 Bin Volume Profile Matrix Execution snippet
int binsCount = 100
float channelRange = resistance - support
float binStep = channelRange / binsCount
array binVolumes = array.new_float(binsCount, 0.0)
array binHighs = array.new_float(binsCount, 0.0)
array binLows = array.new_float(binsCount, 0.0)
for i = 0 to binsCount - 1 by 1
array.set(binLows, i, support + i * binStep)
array.set(binHighs, i, support + (i + 1) * binStep)
🔵 SYSTEMATIC EXECUTION STRATEGIES & RISK INTERPRETATION
Premium Zone Reversals: When an asset rallies into the upper channel gradient, enters the PREMIUM zone, and tests the resistance ceiling, monitor the 100-Bin Volume Profile. If the profile shows fading volume bars at the highs, look for short setups targeting a mean-reversion move back down to the Equilibrium Midline.
Discount Value Accumulation Trim: When price action drops into the DISCOUNT zone and approaches the channel floor, check the volume profile. Heavy volume concentration at these lows confirms strong institutional interest. Look for long positions here, using the step-line support floor as a strict trade invalidation level.
Equilibrium Breakout Continuations: Watch the behavior of the asset when the Equilibrium Midline shifts color. A sharp upward shift in the midline accompanied by a validated volume expansion signature suggests a structural trend shift, opening up long continuation options up to the premium line.
🔵 INTERFACE CONFIGURATION AND PARAMETERS
Pivot Structure Configuration Blocks: Adjust left/right bar strengths and internal array memory slots to optimize the indicator for short-term swing scalping or long-term macro trend tracking.
Volume Profile Matrix Settings: Fine-tune lookback depths and maximum bar widths to scale the volume profile layout for any financial asset class or chart timeframe.
Styling & Visual Aesthetics Overrides: Fully customize colors for rising structures, falling boundaries, interior gradient fills, and background profiles to integrate seamlessly with your preferred light or dark charting interface.
Transform your charting layout from traditional linear indicators into a highly automated, volume-anchored volatility tracking network with the Premium and Discount Pivot Matrix terminal. Indicator
NW Volume Profile - Kernel-Smoothed [Dots3Red]📊 NW VOLUME PROFILE - KERNEL-SMOOTHED
A volume profile answers a different question than a normal chart. Instead of "how much traded today," it asks "how much traded at each price." This version applies Nadaraya-Watson kernel smoothing to that profile before reading any level off it — turning a jagged, noisy histogram into the actual underlying distribution of where volume concentrated.
🎯 WHY THIS MATTERS
A raw volume profile is built from independent price bins — each one only knows its own volume, nothing about its neighbors. That makes it noisy: a single oversized candle can create a spike that looks like an important level but is really just where one bar happened to land. Reading real structure off a raw histogram means squinting past that noise.
This script smooths the profile before drawing anything. Every bin's displayed value becomes a weighted average of its neighborhood — nearby bins count heavily, distant bins barely at all, following a Gaussian curve. The lumps from individual candles melt away, and what's left is the true shape of the distribution that was underneath the noise the whole time. All the levels described below — POC, Value Area, HVN, LVN — are read from that smoothed curve, not the raw one.
🧮 HOW THE SMOOTHING WORKS
Each price bin's raw volume gets replaced by:
smoothed(i) = Σⱼ w(i,j) · raw / Σⱼ w(i,j)
where w(i,j) is a Gaussian weight based on how many bins apart i and j are, controlled by the Bandwidth setting. A small bandwidth stays close to the raw histogram; a large one produces one broad, simplified hump. This is genuine kernel regression applied across the price axis, not a moving average or a visual blur — it's the same mathematical technique used in the smoothed lines several Dots3Red scripts already use for slope/trend estimation, applied here to a distribution instead of a time series.
Toggle "Show Raw Histogram Behind" to see the original jagged bars faintly displayed underneath the smoothed profile — a direct before/after comparison on your own chart.
📏 WHAT EACH LEVEL MEANS
🟡 POC (Point of Control) — the single price with the highest smoothed volume. The market's center of gravity for the current window; price tends to be pulled back toward it.
🔵 Value Area — the price region around the POC containing a configurable share of total volume (default 70%). Price trading inside it is trading at a level the market recently agreed was fair — chop and rotation are common here. Price breaking out of it is the market rejecting that agreement, which is often when moves extend rather than stall.
🟢 HVN (High Volume Node) — a secondary local peak in the smoothed distribution. Acts like a sticky zone; price tends to slow down or pause when revisiting one.
🔴 LVN (Low Volume Node) — a local trough where very little volume ever traded. Acts like a thin spot; price tends to move through it quickly rather than lingering, since few positions were ever opened there.
HVN and LVN are drawn as full-width dotted lines across the chart (not just labels at the profile edge), specifically so they stay visible and trackable even after price has moved well away from where the profile itself was drawn.
🧭 HOW TO USE
👀 Start with where price sits relative to the Value Area. Inside it: expect rotation and two-way trade. Outside it: the move has already broken from recent consensus, which historically has more follow-through than reversion.
🧲 Treat POC as a magnet, not a wall. It is the level most likely to be revisited, not a guaranteed reversal point. How price behaves when it gets there — accepted or rejected — is the actual signal, not the level itself.
🐌 Expect hesitation at HVNs. A move approaching an HVN from your prior window is approaching a zone where the market has previously done a lot of business — some slowing or consolidation there is common.
⚡ Expect speed through LVNs. A thin zone with very little historical volume tends to get crossed quickly rather than acting as support or resistance. If price is moving toward one, a fast move through it before finding real support/resistance at the next node is a reasonable expectation.
🔧 Adjust Bandwidth to match what you're looking for. A tighter bandwidth reveals more granular structure (closer to raw); a wider one collapses the profile into its dominant, unmistakable levels. There's no universally correct setting — it depends on whether you want detail or clarity.
💡 EXAMPLE
Say the profile shows POC at 61,200, a Value Area from 60,400 to 62,100, and an LVN line sitting at 59,800. Price later drops to 60,450 — right at the edge of the Value Area. Two distinct scenarios are now readable from the profile: if price holds and turns back up, the 61,200 POC above is the natural target the market has repeatedly gravitated toward. If instead price breaks below 60,400, the empty LVN at 59,800 offers little historical volume to slow the decline — a fast move through that zone before finding the next real level is the more likely path. Same chart, two different expectations, both read directly off the same profile without any additional indicator.
⚙️ SETTINGS
📊 Profile
• Lookback (bars) — size of the rolling window the profile is built from
• Price Bins — vertical resolution of the profile
• Body Volume Only — distribute volume across the candle body instead of the full high-low range
🧮 Kernel Smoothing
• Bandwidth — width of the Gaussian kernel in bin units; controls detail vs. simplification
📏 Levels
• Value Area % — share of total volume the Value Area is expanded to contain
• Node Detection Leg — how many neighboring bins define a local peak/trough
• LVN Max Ratio of POC — how thin a trough must be, relative to POC, to count as an LVN
🎨 Visualization
• Show Raw Histogram Behind, POC Line, Value Area, HVN/LVN Marks — each independently toggleable
• Profile Width — how far the profile extends horizontally
🖥️ Dashboard
• Show/hide, position — displays current POC, Value Area bounds, node counts, and the active window/bandwidth settings
📝 NOTES
This profile is a rolling window — its levels update as the window slides forward with each new bar, which is expected behavior for a volume profile rather than a repainting signal (nothing appears and then vanishes; the underlying window is simply moving). Thin-volume symbols will produce a ragged profile regardless of smoothing settings — this tool is most informative on liquid instruments with consistent volume.
⚠️ DISCLAIMER
This is an analytical and visualization tool. It does not generate trade signals and does not constitute financial advice. Historical volume concentration at a given level does not guarantee how price will behave there in the future. Indicator
Volume Profile XL**Volume Profile XL — Overview**
Volume Profile XL shows *where* trading activity concentrated across price, rather than just when it happened. It divides price into horizontal bins and draws a sideways histogram: the longer a row, the more volume traded at that price. This reveals the levels the market accepted (heavy rows) and the levels it passed through quickly (thin rows), plus three key reference prices — the POC and the Value Area boundaries.
**The two ways it can display**
- **Per Day (Historical)** — the default. It draws a separate profile over each of the last several periods, sitting on top of that period's candles. This lets you see how accepted price shifted from one day to the next.
- **Combined** — one single profile built from a fixed number of recent bars, drawn off to one side of price. This gives a clean, current read of fair value across the recent move without splitting it by day.
**The three reference markers on every profile**
- **POC (Point of Control)** — the single price with the most volume; the profile's center of gravity.
- **VAH / VAL (Value Area High / Low)** — the top and bottom of the price band containing the chosen percentage of volume. Price inside this band is "in balance"; price leaving it signals the market is exploring new territory.
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**Mode settings (top of the panel)**
- **Profile Mode** — switches between Per Day and Combined, as described above.
- **Split Up/Down Volume** — when on, each row is colored in two parts, showing how much of that level's volume came from up-closing versus down-closing bars, so you can read buying vs. selling pressure within a level. When off, each row is a single color based on whichever side dominated. Turning it off also halves the drawing load, which lets you display roughly twice as many days at the same detail — the main lever when you want more history on screen.
**Calculation settings**
- **Number of Rows** — how finely price is sliced. More rows means more detail but, in Per Day mode, fewer days fit on screen at once. Fewer rows means a coarser profile but more history.
- **Value Area %** — the share of volume the Value Area captures. Seventy percent is the long-standing market convention; raising or lowering it widens or narrows the VAH–VAL band.
**Per Day (Historical) settings**
- **Period** — whether each profile covers a Day, a Week, or a Month.
- **Historical Lookback (Days)** — how many periods back to draw. If you request more than the screen can hold, it automatically shows as many as fit rather than erroring.
- **Profile Width (% of period)** — how much of each period's horizontal space the widest row fills. Lower values make slimmer, less overlapping profiles; higher values make bolder ones.
**Combined settings**
- **Lookback Bars** — how many recent bars feed the single combined profile.
- **Placement** — draws the profile to the Left or Right of current price.
- **Max Profile Width** — the on-screen length of the busiest row; controls the overall size of the histogram.
- **Gap From Price** — spacing between the profile and the candles.
**Colors & Lines settings**
- **Up Volume / Down Volume** — the two histogram colors.
- **Show POC** and **POC Color / POC Line Style** — toggle the Point of Control line and set its color and style (Solid, Dashed, or Dotted).
- **Show Value Area** and **VA Color / VA Line Style** — toggle the Value Area lines and set their color and style.
- **Label Size** — the size of the POC, VAH, and VAL price tags, from Tiny to Huge.
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**How to use it in practice**
- **Read the shape first.** Fat rows are magnets where price tends to stall; thin rows and gaps are fast zones price tends to slice through.
- **Watch behavior at the edges.** Price stalling at VAH or VAL and turning back suggests balance and a move toward the POC. Price pushing through an edge and *holding* there suggests acceptance and a possible trend in that direction.
- **Compare day to day (Per Day mode).** Overlapping value areas across days point to a sideways, balancing market; value areas stepping steadily up or down point to a trend. Where today opens relative to yesterday's Value Area is one of the most useful tells for whether the session is likely to rotate or run.
- **Use Combined for the big picture.** When you want one clean map of the current support and resistance shelves rather than a day-by-day breakdown, switch to Combined and place it on whichever side keeps your price action clear.
**A note on the data**
The profile is built from each bar's price range and volume, which is the standard approach for this kind of tool on this platform. It's a close approximation of the true volume-at-price distribution, not a tick-by-tick reconstruction, so treat the levels as high-quality reference points rather than exact measurements. Indicator
FRVP ContinuationFIRST-MOVE FRVP CONTINUATION BREAKOUT
This indicator detects bullish continuation opportunities using the value structure created by an earlier high-participation price movement.
It automatically identifies and freezes the first qualifying bullish movement, calculates an approximate Fixed Range Volume Profile, and monitors price behavior around:
• VAL — Value Area Low
• POC — Point of Control
• VAH — Value Area High
A continuation entry requires more than a simple breakout above VAH. The indicator looks for a complete sequence:
1. A meaningful bullish movement creates value.
2. Price and volume contract after the movement.
3. The profile’s POC remains above session VWAP.
4. Price approaches and defends VAL.
5. Multiple attempts to cross POC are rejected downward.
6. A strong, high-volume candle crosses from the POC region through VAH.
7. Price subsequently holds above POC.
This structure represents a failed lower auction followed by expansion above established value.
FIRST-MOVE DETECTION
In automatic mode, the indicator searches for a bullish expansion candle with:
• A sufficiently large bullish body relative to ATR
• A close near the upper portion of its candle range
• Strong relative volume
• Occurrence inside the configured starting window
A configurable number of preceding context bars can be included. This helps the range begin at the true start of the movement rather than only at the first candle that satisfies every trigger condition.
The movement continues until:
• The minimum number of bars has formed
• The total range is sufficiently large relative to ATR
• Volume contracts after the movement high
• Cumulative movement volume meets the required minimum
• The maximum permitted movement length has not been exceeded
The default minimum cumulative volume is 50,000 shares. This prevents one active candle followed by thin, low-participation trading from creating an FRVP structure.
If a candidate fails these requirements, it is discarded and the indicator continues searching for another valid movement that day.
AUTOMATIC AND MANUAL MODES
Auto:
The indicator finds and freezes the first completed movement that passes every configured requirement.
Manual Window:
The user supplies an exchange-time window, and the indicator calculates the profile from the bars inside that window.
Manual mode is useful for studying historical movements, comparing the approximation with PulseWire’s Fixed Range Volume Profile, and validating settings.
APPROXIMATE VOLUME PROFILE
PulseWire does not allow Pine scripts to read values directly from the built-in Fixed Range Volume Profile drawing.
This indicator therefore calculates its own approximation.
Each candle’s volume is distributed proportionally across the price rows crossed by that candle. The indicator then calculates:
• POC — The row containing the greatest estimated volume
• VAL — The lower boundary of the value area
• VAH — The upper boundary of the value area
The default value area contains 70% of the movement’s estimated volume.
Because the calculation uses chart-bar data, its values can differ slightly from PulseWire’s built-in FRVP, particularly when the built-in tool uses lower-timeframe volume allocation.
POC AND VWAP REQUIREMENT
A bullish profile is accepted only when its POC is at or above session VWAP when the profile freezes.
The same relationship is checked again on the entry bar.
POC must remain at or above VWAP.
This helps ensure that the profile’s primary accepted-price level remains in a constructive location relative to the session’s volume-weighted average price.
A profile whose POC is below VWAP is rejected before it is drawn.
VAL DEFENSE
After the profile freezes, the indicator waits for price to approach VAL.
A valid VAL defense requires:
• Price to come sufficiently close to VAL
• No excessive penetration below VAL
• An acceptable close relative to VAL
• No sustained acceptance beneath the value area
VAL defense can be identified directly or through a confirmed pivot low.
When pivot confirmation is used, the marker is placed on the actual defense candle only after the required later bars have completed. The defense was not known on that historical candle in real time.
If price establishes repeated closes below VAL, the structure is marked as VAL LOST and the continuation setup is invalidated.
POC FIGHT AND FAILED ATTEMPTS
After VAL has been defended, the indicator monitors attempts to regain POC.
A POC FAIL marker requires:
• Price to reach or cross POC
• The candle to close near or below POC
• A meaningful downward move from the candle high to its close
• Sufficient spacing from the previous counted attempt
A rejection candle may close slightly above the exact POC when it still demonstrates a clear downward rejection from its high.
The vertical distance between each POC FAIL label and its candle is adjustable in ATR units.
Repeated failures show that POC is behaving as an actual control or conflict level rather than merely being a calculated line.
CONTINUATION ENTRY
An entry requires:
• VAL was defended
• VAL was not subsequently invalidated
• The required number of spaced POC failures occurred
• POC remains at or above VWAP
• The breakout begins from the POC region
• The candle closes above VAH with the required buffer
• The candle has a sufficiently large bullish body
• The candle closes near its high
• Relative volume exceeds the configured minimum
When every condition passes, an FRVP ENTRY marker appears on the qualifying breakout candle.
The marker is anchored to the entry candle itself.
ENTRY HOLD CONFIRMATION
The initial entry can be monitored for a configurable number of later bars.
• FRVP ENTRY — The qualifying breakout occurred
• FRVP ENTRY CONFIRMED — Price completed the required hold above POC
• FRVP ENTRY FAILED — Price closed back below the permitted POC threshold
The confirmation status uses later price information, but the marker remains attached to the original entry candle.
VISUAL GUIDE
• Shaded movement box — The frozen first-move range
• Green line — VAL
• White dashed line — POC
• Red line — VAH
• FRVP FROZEN — The movement profile was accepted
• VAL DEFENDED — Price successfully tested the lower value boundary
• POC FAIL — Price reached POC and rejected downward
• FRVP ENTRY — A qualifying continuation breakout occurred
• FRVP ENTRY CONFIRMED — The breakout held above POC
• FRVP ENTRY FAILED — The breakout lost POC during confirmation
• VAL LOST — Price established acceptance below the previous value area
ALERT
The indicator provides one alert:
FRVP Entry Bar
It fires when the qualifying entry candle closes.
There are no separate alerts for movement detection, profile freezing, VAL defense, POC failures, later hold confirmation, or entry failure.
The alert fires on the original entry bar before the optional hold-confirmation period is complete.
RECOMMENDED USE
The indicator was designed primarily for liquid intraday equities on low chart timeframes.
The default configuration supports charts up to five minutes, with particular emphasis on one-minute data.
For other instruments or timeframes, consider adjusting:
• Minimum cumulative movement volume
• Starting relative volume
• Movement range and length
• Profile row count
• VAL tolerances
• POC rejection requirements
• Breakout body and relative volume
• Entry hold duration
The default 50,000-share cumulative-volume requirement is equity-focused and may not be appropriate for futures, cryptocurrencies, or instruments using tick volume.
IMPORTANT NOTES
The automatically selected range is the first completed movement that passes the configured rules. It is not necessarily the visually largest movement of the day.
The calculated profile is an approximation and should not be expected to match PulseWire’s built-in Fixed Range Volume Profile exactly.
This indicator identifies structured continuation evidence. It does not guarantee that a breakout will continue.
Signals should be combined with risk management, broader market context, liquidity, and awareness of nearby resistance.
This script is intended for market analysis and educational use. It does not constitute financial advice or guarantee future performance. Indicator
Delta Volume Profile,Order Flow, Buy/Sell&Absorption POC LunqFXA normal volume profile shows you HOW MUCH volume traded at each price. Delta Volume Profile shows you WHO did it — buyers or sellers — at every price level. Each row of the profile is split into buying volume and selling volume, turning a plain histogram into a clean order-flow map that reveals where demand and supply were really built, and the one level where a large player was quietly absorbing the flow.
❶ WHAT YOU SEE
▸ THE DELTA PROFILE — a horizontal volume profile on the right of price, but every price level is split in two: blue = buying volume, orange = selling volume. The total length of a row is the volume traded there; the blue/orange split is the delta — the balance of buyers versus sellers at that exact price. One glance tells you whether a level was accumulation, distribution, or a fair two-sided fight.
▸ ABSORPTION POC — this is the level that matters most, and it is not the ordinary Point of Control. A classic POC is simply the highest-volume row. The Absorption POC is the row where heavy volume traded with a balanced delta — lots of buying AND selling at the same price. That is the signature of absorption: a large participant filling orders against the crowd without letting price move. It is marked with a gold line and label, because it is where reversals and strong reactions most often begin.
▸ DASHBOARD — a compact readout of the whole range: NET DELTA (are buyers or sellers in control overall), the Buy/Sell split as a percentage, and the exact Absorption price.
❷ WHY DELTA AND ABSORPTION MATTER
Price only tells you where the market went. Order flow tells you the effort behind the move. A rally on weak buying delta is fragile; a level held by heavy two-sided absorption is where smart money is defending a position. By splitting volume into buy and sell at every price — and by isolating the absorption level — this profile shows the intent behind the volume, not just its size. That is the difference between a plain volume profile and an order-flow read.
❸ HOW TO USE IT
1 — Read the NET DELTA in the dashboard. Positive = buyers dominated the range (look for longs on pullbacks); negative = sellers dominated (favour shorts on rallies).
2 — Trade toward and away from the ABSORPTION level. It acts as a magnet and a strong support/resistance zone — price often returns to it, and reactions from it are among the cleanest on the chart. Use it as a target or as your line in the sand.
3 — Read each level's split before you trust it. A level that is mostly blue (buying) is genuine demand; a level built on orange (selling) is supply. When price approaches a level, its colour tells you which side is likely to defend it.
4 — Watch for imbalance vs balance. Strongly one-sided rows (almost all blue or all orange) mark aggressive, directional levels. Balanced rows — especially the Absorption POC — mark battle zones where the trend is most likely to stall or turn.
❹ HOW IT WORKS (transparent)
For every bar, volume is split into buy-volume and sell-volume from where price closed inside the bar's range: buy-volume = volume × (close − low) ÷ range, sell-volume = volume × (high − close) ÷ range. This is a transparent, range-based delta estimate — it needs no tick or bid/ask feed, so it runs on any symbol. Each bar's buy and sell volume is added to the price row it traded in, across a fixed rolling lookback. The Absorption POC is the row that maximises (row volume ÷ largest row volume) × (1 − |buy − sell| ÷ row volume) — heavy volume weighted by how balanced its delta is. On symbols that report no exchange volume, the profile falls back to equal weight per bar (a price-density profile) so it still works everywhere, and the panel says PRICE PROFILE instead of DELTA PROFILE.
Best used on markets with real volume — crypto (e.g. BINANCE:BTCUSDT), stocks, futures and indices — on any timeframe. On forex the volume is broker tick-volume, so treat the delta as an approximation of order flow.
SETTINGS — lookback, number of rows (resolution), profile width, row gap, absorption line on/off, neutral candles on/off, and dashboard position.
NON-REPAINTING — the profile is built only from closed historical bars over a fixed lookback and drawn on the last bar. It uses no request.security and no lookahead, so history never changes; only the current forming bar updates live, as with any volume profile.
This indicator is an educational market-analysis tool, not financial advice. The volume delta shown is a transparent estimate from price and volume, not exchange-audited bid/ask order flow, and past behaviour does not guarantee future results. Always confirm with your own analysis and manage your risk. Indicator
Strong Gradient Channel | ProjectSyndicateStrong Gradient Channel combines a full order-flow volume profile along the slope of a linear-regression channel, splits every price level into real buy and sell mass, grades the auction, and projects a forward route that stays locked inside the channel walls. It is not a channel with an indicator bolted on — the channel, the profile, the order flow and the outlook are one connected engine, and every number on the panel is measured, not invented.
USDJPY
🟥🟩 IMPORTANT INFO: The channel, the volume profile and the deviation walls are all computed over the same regression window, so the tool self-calibrates to whatever you load it on. Defaults are tuned for a wide 480-bar window on HLC3. Works on any symbol and timeframe; on very high timeframes drop the Channel Length so the profile stays representative of current structure.
📐 A Volume Profile That Follows the Trend — the core of this tool. Every other volume profile is drawn as flat horizontal rows, which quietly assumes price has no trend. This one doesn't. The profile is poured along the regression slope, so each row is a parallelogram tracking the channel's gradient. In a trending market that means the POC, the value area and every heavy level sit where volume actually built — on the diagonal — instead of being smeared into a flat histogram that ignores the move. The result is a value map that tells the truth about a sloped market.
🧲 Real Buy / Sell Split, Not Guesswork. Each candle's volume is broken into its internal buy and sell halves using intrabar data pulled from a lower timeframe, then classified by close-location, body-direction, or a weighted blend you control. Every profile row renders as a stacked bull + sell parallelogram, so you see not just where volume traded but which side owned each level. A Delta POC line marks the row holding the largest one-sided imbalance, and rows exceeding mean + 2σ are flagged as institutional — unusually heavy single-level activity.
ES
⭐ POC, Value Area & Naked POC Magnets. The point of control, the value-area high and low, and the profile extremes are all drawn as sloped lines that ride the channel and extend to the right edge with live price labels. On top of that, the script tracks Naked POCs — the point-of-control of unusually strong individual candles — and extends each one to the right as a magnet until price trades back through it, then retires it. Untested value tends to get revisited; this shows you exactly where it lives.
♻️ Contrarian Fade Engine — auction exhaustion at the walls. When price pierces a channel wall and the order flow shows the move is running out of participation, the engine fires a FADE ▲ / FADE ▼ signal graded by a 0–10 conviction score. It isn't a naive "price touched the band" trigger — it reads the auction against the move and only fires when exhaustion and a local extreme line up, with a cooldown so you don't get a cluster of the same idea. Each signal can plot its own target and invalidation line.
🗺️ Scenario Projection — the powerful new part. This is not a hand-drawn arrow. The script walks the live channel forward from the last bar and assembles a route from surveyed structure: 1 · TRIGGER — the first objective. In Channel Extremes mode it rides the wall in the trigger direction; in Key Levels mode it snaps to the nearest POC / VA / ΔPOC. 2 · REVERSE — a retrace of that leg, sized by your ratio. 3 · RETEST — a partial recovery that deliberately fails short of the trigger extreme. 4 · TARGET — the objective on the far side of price: the opposite wall, or the strongest key level. 5 · EXTENSION — a continuation leg toward the far wall, if you enable Extended detail. Trigger direction defaults to Auto, taken from the live net-flow bias (buy/sell split + slope + CVD). Every leg is a clean straight segment, bars-per-leg are allocated proportionally to price travel, and the whole path is clamped inside the sloped walls — so the outlook can span the full channel from the red wall to the green wall without ever looking synthetic or bowing outside structure.
📊 Command Dashboard — every figure measured. A compact panel that reports the whole engine at a glance, in five themed positions and four text sizes: CHANNEL & TREND — price regime (overbought / inside / oversold vs the walls), current price, slope and channel width. LIVE ORDER FLOW — the running buy/sell split and CVD read for the loaded window. VOLUME PROFILE — POC, value-area high/low and delta-POC prices straight off the sloped profile. AUCTION & FADE — the live fade signal, its direction, and its conviction stars. REGIME — a plain-language read of the overall state, including bullish / bearish reversal watches when regime and flow disagree. SCENARIO PATH — the full waypoint list: trigger, reverse, retest, target, extension, with prices and moves.
ETH
🔬 Non-Repainting By Construction. The regression, the profile and all levels are computed on closed bars and drawn on the last bar. Intrabar order flow is read from confirmed lower-timeframe data. Fade signals fire on bar close with a cooldown. Nothing is redrawn backwards once placed.
🎨 Clean Themed Visuals. Five palettes engineered for a pure-black background (Obsidian Aurora, Magma, Plasma, Deep Ocean, Graphite Mono), or full custom colors. Dashed value-area lines, a solid POC, red upper and green lower walls, an optional channel-body fill, a spectral volume-weighted ramp on the profile rows, and a scenario path drawn as a soft-glow core line with diamond waypoint markers, a terminal arrowhead and dotted trigger / target rails. An optional on-chart legend key explains every glyph.
🔔 Built-In Alerts & Standard-Chart Guard. Fade and structure events are surfaced on the panel and chart, firing on bar close. The script refuses to run on Heikin Ashi and Renko charts, because those distort the volume and price action the whole engine depends on — a guard most profile tools quietly skip.
🔧 Fully Customizable. Channel length, source and wall basis (Std Dev / Max Deviation / ATR) with independent upper and lower multipliers. Profile rows, width, anchor side, buy/sell split, value-area percent and every level toggle. Intrabar granularity and classification mode. The full fade filter set — conviction floor, extreme lookback, cooldown, target length. Naked-POC score floor and count cap. The complete scenario set — path detail, anchor mode, trigger direction, projection length, retrace and retest ratios, wall padding, right-extension length. Plus every theme, panel and legend option.
NVDA
🎯 Why this is different. Most volume-profile tools draw flat rows and pretend the market isn't trending. This one pours the profile along the actual regression slope, splits every level into real buy and sell mass, grades auction exhaustion at the walls, tracks untested POCs as forward magnets, and then projects a straight-line route that spans the full channel and stays locked inside it. Value, order flow, structure and outlook — one engine, one honest picture.
🧭 How to use it. · Read the dashboard before the chart. CHANNEL & TREND tells you where price sits relative to the walls; LIVE ORDER FLOW tells you which side is pressing; REGIME gives you the one-line summary. · Use the sloped profile as your value map. Price above a rising POC with buy-heavy rows is a different market than price below a falling POC — the diagonal keeps that distinction intact. Treat the POC and value area as magnets and the institutional rows as heavy shelves. · Watch the walls for the fade. A FADE ▲ / FADE ▼ at a wall with a high conviction score is the engine flagging exhaustion of a push into the extreme — a mean-reversion cue back toward the POC, not a blind reversal. · Treat the scenario as a roadmap, not a promise. TRIGGER is where the first objective sits, TARGET is the logical destination on the far side. In Channel Extremes mode the outlook spans wall-to-wall; switch to Key Levels for a tighter path that snaps to profile structure. If the Auto direction reads the wrong way for your bias, set Trigger Direction to Up First or Down First. · Combine, don't obey. Everything shown is descriptive of current structure, value and order flow — pair it with your own analysis and risk management.
EURUSD
⚙️ Key settings to know first. · Channel Length (default 480) — the single most important dial. It sets the regression window and the profile sample. Longer = the broader, structural channel; shorter = a reactive, local channel. · Source (default HLC3) — what the regression is fit to. HLC3 is smoother and less wick-sensitive than close. · Band Basis + Upper/Lower Mult — how wide the walls sit. Std Dev is statistical, Max Deviation hugs the most extreme wick, ATR is a volatility multiple. Independent multipliers let you build an asymmetric channel. · Trigger / Target Anchor — Channel Extremes makes the outlook span the whole channel wall-to-wall; Key Levels keeps it tight to POC / value area. · Extend Channel Right (bars) — how far the walls, midline and levels (and the room for the scenario) project past the last bar. · Use Intrabar Volume + Classification — the accuracy of the buy/sell split. Blend is the balanced default; turn intrabar off for a lighter, whole-candle read. · Min Conviction Score (Fade) — raise it to see only the highest-quality wall fades, lower it to see more.
⚠️ Important. This is a decision-support tool, not a standalone buy/sell system, and it makes no performance guarantees. Everything it displays is descriptive of current channel position, sloped-profile value, real order-flow split and measured auction state. The scenario path is level geometry rendered forward — a current-state projection that re-solves as structure changes, not a forecast of price, and it carries no probability claim. Volume-split figures are reconstructed from intrabar data and bar geometry, not raw tick data. Behaviour varies by symbol, timeframe and configuration. Always combine it with your own analysis and risk management, and test it on your market before trading it live. Indicator
Orderflow Suite [martineye15]Orderflow Suite — four order-flow tools in one indicator: Cumulative Volume Delta, footprint bars, imbalance / absorption signals, and a volume profile. Each module toggles independently, so you can run the full suite or just the part you need. CVD gets its own pane; the footprint, signals and profile draw directly on the price chart, so no second script is required.
MODULES
- Cumulative Volume Delta (CVD): running buy-minus-sell volume, with Session / Day / Week / None reset anchoring and a Line, Columns or Candle display (candles show open = previous CVD, close = new CVD, wicks from the intrabar delta extremes). Optional price-CVD divergence: bearish when price makes a higher high while CVD makes a lower high, bullish when price makes a lower low while CVD makes a higher low.
- Footprint bars: the most recent bars are split into price bins, each showing aggregated buy x sell volume, shaded by its net delta, with the bar's highest-volume bin (VPOC) framed.
- Imbalance & absorption: delta-imbalance triangles when |delta| / volume passes a threshold, stacked-imbalance zones when several same-direction imbalance bars line up, plus absorption labels (heavy volume in a tight range near a swing) and exhaustion labels (a new swing high on negative delta, or a new swing low on positive delta).
- Volume profile: a volume-at-price histogram over a lookback window with POC, value-area high / low and the 70% value area, in total-volume or delta-coloured mode.
DELTA ENGINE (please read)
PulseWire does not provide a true bid/ask tick feed, so delta here is an approximation, not exchange order flow. Historical delta is estimated from lower-timeframe intrabars: an intrabar counts as buy volume when it closes above its open, sell volume when below, and is split evenly on an unchanged close. On the live bar you can optionally accumulate tick-based delta instead (uptick = buy, downtick = sell). Because PulseWire does not store ticks, realtime values built this way can differ from what the same bar shows after a chart refresh. Treat every delta value as an estimate.
ALERTS
Ten conditions: CVD bullish / bearish divergence, bullish / bearish imbalance, stacked bullish / bearish imbalance, absorption at highs / lows, and exhaustion top / bottom.
HOW TO USE
Add it to a symbol that has volume (crypto, futures or stocks — spot forex usually has no real volume, and the tool will tell you so). Intraday timeframes from about 1 minute to 1 hour work best. Turn on the modules you want, set the delta engine (lower-timeframe auto / manual, and optional realtime tick mode), and adjust the per-module thresholds and sizes. Use CVD and its divergences for momentum and non-confirmation, the footprint and profile to see where volume actually traded, and the imbalance / absorption / exhaustion signals as context around swings. Set alerts on any of the ten conditions.
WHAT MAKES IT DIFFERENT
It combines CVD, footprint, imbalance / absorption and a volume profile in a single indicator, sharing one delta engine and drawing the price-chart modules through force_overlay from a lower pane — a combined order-flow view without stacking several scripts. Drawing counts are budgeted internally so the modules together stay within PulseWire's object limits.
REPAINTING & LIMITATIONS
Confirmed-bar behaviour is stable: footprints are built on closed bars, CVD divergences use confirmed pivots (so they appear a few bars after the pivot — normal pivot lag, not repainting), and the profile is computed over completed bars. The delta approximation is the main caveat: the live bar's delta is an estimate, and if you enable realtime tick mode, the live values will not match the same bar's historical lower-timeframe values after a refresh — this is inherent to how PulseWire exposes data and is noted in the input tooltips. One-second intrabars need a plan with seconds data; without it the tool uses a one-minute fallback, and very old bars beyond the intrabar budget fall back to whole-bar classification. A symbol with no volume cannot produce delta and will show a notice instead.
This is a visual, decision-support tool. It is not a strategy, it places no orders and reports no performance statistics, and it is not financial advice. Indicator
Intrabar Profile [Kioseff Trading]Hello Traders!
🔹 Intrabar Profile
Intrabar Profile is a lower-timeframe profile tool designed to draw a volume profile or delta profile on each individual candle .
Instead of only looking at where a candle opened, closed, wicked, or changed color, this indicator attempts to show:
Where did volume actually trade inside the bar?
It focuses on answering a deeper question:
What happened inside the candle that normal candlesticks do not show?
volume profile on every visible bar
delta profile on every visible bar
lower-timeframe volume distribution
POC detection per candle
value area visualization
buy-side vs sell-side imbalance display
optional volume-at-level labels
adaptive scaling as the chart zooms in or out
🔹 What the indicator shows
🔸 Intrabar Volume Profile
The indicator reconstructs a mini volume profile for each candle using lower timeframe data.
This allows you to see:
where volume was concentrated inside each bar
which price level had the highest volume
how volume was distributed across the candle range
whether volume was balanced or concentrated near specific levels
This shifts your perspective from:
“this candle closed bullish or bearish”
to:
“where did participation actually take place inside this candle?”
🔸 POC Per Candle
Each intrabar profile includes a Point of Control , or POC.
The POC marks the price level inside the candle where the highest amount of volume was detected.
This helps identify:
where the most trading activity occurred inside the bar
whether volume was concentrated near the high, low, or middle of the candle
potential areas of intrabar acceptance or rejection
where participation clustered before price moved away
🔸 Value Area Per Candle
The indicator can also display a value area for each profile.
The value area is calculated from total volume and highlights the region where the majority of volume occurred inside the bar.
This helps separate:
high-participation areas
lower-participation areas
balanced candles
thin or inefficient areas of the candle
Together, the POC and value area help show the internal structure of each candle instead of only the candle body and wick.
🔸 Intrabar Delta Profile
Intrabar Profile can also switch from standard volume profile mode to delta profile mode .
Delta mode estimates buy-side and sell-side pressure using lower timeframe price movement and volume.
This allows you to see:
where positive delta appeared inside the candle
where negative delta appeared inside the candle
whether aggressive activity was concentrated at the top, middle, or bottom of the bar
when total volume and directional pressure tell different stories
This can help answer:
Was volume only present, or was it meaningfully skewed toward buyers or sellers?
🔸 Volume Profile vs Delta Profile
The indicator includes two profile modes:
VP - displays total volume distribution inside each candle
Delta - displays directional volume imbalance inside each candle
Volume profile mode focuses on:
where participation occurred
where volume was concentrated
where the candle’s POC and value area formed
Delta profile mode focuses on:
which side had more pressure
where buy-side or sell-side imbalance appeared
whether pressure was distributed evenly or concentrated at specific levels
🔸 Adaptive Mini Profiles
The profiles are drawn directly on top of the chart candles and are designed to stay proportional as the chart is adjusted.
This means the visual structure adapts as you:
zoom in
zoom out
stretch the chart
compress the chart
The goal is to keep the profile readable without turning the chart into visual clutter.
🔹 Granularity Options
The indicator uses lower timeframe data to build each intrabar profile.
Available granularity options include:
5-minute
1-minute
1-second
1-tick
Lower granularity can provide a more detailed reconstruction of intrabar activity, depending on the symbol and data available from PulseWire.
Important Note
Some lower timeframe data options may require specific PulseWire data access or plan availability. If a selected granularity is not available on your chart or account, the indicator can only work with the data PulseWire provides.
🔹 How to read it
Each candle can be read as its own mini profile.
larger profile rows show more volume or stronger absolute delta
the POC marks the highest-volume level inside the candle
the value area highlights the primary participation zone
gray areas show volume outside the selected value area
positive delta shows stronger buy-side pressure
negative delta shows stronger sell-side pressure
This helps you compare:
where the candle closed
where the most volume traded
where delta was strongest
whether the candle’s appearance matches its internal activity
🔹 Example interpretations
bullish candle + volume concentrated near the high → possible acceptance higher
bullish candle + heavy volume near the low → possible absorption or delayed response
bearish candle + negative delta near the low → aggressive selling into the bottom of the bar
large candle + thin profile → fast movement with less balanced participation
small candle + heavy profile → high activity with limited price movement
strong delta but weak candle movement → potential absorption or opposition
🔹 Why this indicator is useful
Intrabar Profile gives you a way to look beyond standard candles.
It helps you see:
where volume formed inside each candle
where the candle’s POC developed
whether participation was concentrated or spread out
whether buyers or sellers dominated specific levels
how volume and delta behaved inside the bar
whether the candle’s structure supports or contradicts the price action
Instead of only asking:
“Did this candle close green or red?”
you can ask:
“Where did the trading actually happen inside this candle?”
🔹 Best use cases
studying intrabar volume structure
analyzing candle quality
identifying high-volume zones inside individual bars
spotting possible absorption or imbalance
comparing price action against internal volume distribution
enhancing volume profile, order flow, or liquidity-based analysis
🔹 Inputs you can customize
profile type: VP or Delta
granularity: 5-minute, 1-minute, 1-second, or 1-tick
number of profile rows
buy-side and sell-side colors
POC color
mini profile transparency
value area visibility
volume-at-level labels
🔹 Important note
This script uses lower timeframe data to approximate intrabar volume and delta structure.
This means:
accuracy depends on available lower timeframe data
different symbols may behave differently
1-second or tick data may not be available for every user or market
delta is estimated from lower timeframe price movement and volume
this is an analytical visualization tool, not a predictive engine
Closing Notes
Intrabar Profile is built to show the internal volume structure of each candle .
It helps turn a normal candlestick chart into a more detailed profile-based view of participation, imbalance, and intrabar activity.
As always, thank you PulseWire! Indicator
Liquidity Heatmap MTF [JOAT]LIQUIDITY HEATMAP MTF
A weighted multi-timeframe liquidity-zone heatmap that aggregates pivot-based resting liquidity from up to four higher timeframes (1H / 4H / 1D / 1W by default), decays old pivots over a configurable half-life, and projects the resulting hot bins as a right-side colour strip plus optional horizontal lines that extend back across the chart so the key levels are visible on price. Adds an estimated liquidation-level layer on top — the price ranges where leveraged positions get unwound — and warns when price approaches one.
Why MTF aggregation matters
Single-timeframe liquidity maps miss the structural reality that institutional flow operates on multiple horizons simultaneously. A daily pivot high carries more resting liquidity than a 1H pivot high, but both contribute. Liquidity Heatmap MTF lets you turn on / off each of four timeframes (1H, 4H, 1D, 1W) independently and assign each a weight so the contribution to the heatmap is proportional to your conviction about how much that timeframe matters.
Defaults:
1H weight 1.0×
4H weight 1.5×
1D weight 2.5×
1W weight 4.0× (off by default; enable for macro reads)
Pivots are detected in each HTF context using configurable left/right lookbacks. Each pivot contributes intensity proportional to the volume traded on its bar (with optional log compression for instruments that have rare extreme prints).
Decay — half-life modelled
A pivot from 200 bars ago should not contribute equally to today's heatmap. The script applies an exponential decay:
intensity = volume × exp(−ln(2) × age / halfLife)
The Decay Half-Life input (default 180 bars) sets how quickly old pivots fade. After one half-life, an old pivot contributes half as much; after two, a quarter; and so on. This is the principled way to weight history — it never drops contributions discontinuously and it never lets ancient liquidity poison the current read.
Heatmap grid + hot-zone classification
The price range over the visible lookback (configurable, default 500 bars + 2% padding) is divided into N bins (default 60, capped at 200 by Pine's max_boxes_count). Each pivot's decayed intensity is accumulated into the bin closest to its level. Bins are then normalised against the hottest bin and any bin above the Hot Zone Threshold (default 70% of max) is tagged HOT.
The heatmap is rendered as a vertical strip on the right of the chart (configurable width and gap from latest bar) with bins coloured along a deep-ocean blue gradient — cold bins are near-invisible (transparency floor), hot bins are vivid cyan.
Hot-zone projection across chart (JOAT enhancement)
This is the headline visual: the top hot bins are projected back across the chart as horizontal lines (configurable count, default 5) with price labels, extending back a configurable number of bars (default 120). So you do not just see the heatmap as a right-side strip — you see the key levels on the chart at the price levels they actually occupy. Toggleable.
Estimated liquidation levels (the second layer)
On top of the liquidity heatmap, an optional liquidation layer estimates where leveraged positions get stopped out. Each significant HTF pivot extreme gets a projected liquidation level at:
liq_level = pivot ± (ATR × liqPad)
Configurable liqPad (default 0.5 ATR). Configurable caps on liquidation lines above (default 4) and below (default 4) the current price. Lines extend right by a configurable bar count. When price comes within liqAtrMult × ATR of a liquidation line, the !LIQ alert fires and the line is rendered in the accent colour (the only off-family colour in the palette — bright orange).
The liquidation logic is intentionally conservative — pivots provide the structural anchor; the ATR pad is the only configurable variable; lines are capped to avoid clutter.
Dashboard
Monospaced table positionable to any of nine corners. Surfaces:
Active timeframes and their weights.
Total pivots tracked.
Hottest bin price and intensity %.
Hot-zone count.
Liquidation lines above / below current price counts.
Distance (in ATR units) to nearest liquidation line.
Last hot-zone activation with bar-age.
Visual system
Heat strip (toggleable width / gap / transparency).
HOT tags on hottest bins (toggleable).
Optional strip border.
Horizontal hot-zone lines extending back across the chart (toggleable, capped, configurable length).
Liquidation level lines above and below (toggleable, capped).
LIQ labels (toggleable).
A locked Deep Ocean palette (bathypelagic blue gradient on near-black, with the bright orange #FF6B00 reserved exclusively for liquidation warnings) gives the chart a distinct institutional liquidity-map identity.
Alerts
Three alert conditions, each independently controllable, each cooldown-gated:
Hot Zone Activated — fires when a new bin crosses the hot threshold.
Approaching Liq Level — fires when price comes within liqAtrMult × ATR of a liquidation line.
New HTF Pivot Added — fires when a new HTF pivot is detected and added to the cache.
A configurable cooldown (default 8 bars) prevents back-to-back alert spam.
How to read it
Three reads, in order of conviction:
Approaching Liq Level alert — the most actionable single signal. Price is within striking distance of estimated leveraged-position stop-out levels. Liquidations tend to be self-fulfilling on the way in (cascade through stops) and exhaustive at the extreme (no more sellers / buyers left after the cascade).
Multi-timeframe hot zone — when a hot bin is contributed to by more than one HTF, it is by definition more significant. The hot line projections show you which levels are MTF-confluent.
New HTF Pivot in 1D or 1W context — these are the slowest-moving structural events. A new daily or weekly pivot reshapes the heatmap meaningfully.
Suggested settings
Defaults (1H/4H/1D enabled, weights 1.0/1.5/2.5, decay half-life 180, hot threshold 70%) are tuned for intraday-to-swing trading on liquid futures, FX, and crypto. For pure scalping, disable 1D / 1W and raise 1H weight. For pure macro, enable 1W and raise its weight; reduce 1H to 0.5×. The liqPad default 0.5× ATR is conservative — raise to 1.0× for more cautious liquidation projections.
Originality
The implementation — the MTF pivot aggregation pipeline with per-TF weights, the exponential half-life decay model, the bin-grid heatmap with hot-zone threshold, the cross-chart hot-line projection layer, the ATR-based liquidation level estimator with above/below caps, the cooldown-gated multi-alert engine, and the deep-ocean palette with the orange liquidation accent — is JOAT-original. No third-party code reused. The "liquidity map" concept comes from professional desks; the implementation here is purpose-built for Pine v6 with bar data only.
Limitations
Estimated liquidation levels are an inference from pivots and ATR — Pine cannot read actual leverage data or aggregated futures funding/open-interest. The lines mark where stop clusters are statistically likely to sit, not where they actually do. Pine's max_boxes_count caps the grid at 200 bins; the script clamps to 200 max even though the input allows higher requests. MTF pivots use request.security in non-lookahead mode, so they are non-repainting once confirmed at their HTF.
—
-made with passion by jackofalltrades
Indicator
VP AERA ANCHORED vp aera anchored
vp aera anchored is an anchored volume profile tool designed to display a fixed market profile from a selected anchor point, with value area levels, poc, vah, val, anchored vwap levels, market structure context, liquidity information, bull versus bear pressure, dominance, projection and a compact institutional dashboard.
the goal of this tool is to help traders read where volume has been accepted, where price is reacting around value, and whether current conditions are showing more bullish, bearish or neutral pressure.
this indicator is designed for market analysis. it does not place trades, does not predict the future and does not guarantee any result. every signal and level should be confirmed with price action, market structure, liquidity, session context and risk management.
main concept
the script builds a volume profile from a chosen anchor window.
the profile shows where volume was concentrated inside the selected range.
the poc marks the highest volume price area.
the vah marks the upper boundary of the value area.
the val marks the lower boundary of the value area.
the anchored vwap levels show the average traded price of the selected window and multiple deviation levels around it.
the dashboard summarizes useful information such as price location, structure, order book proxy, bull versus bear balance, dominance, projection, liquidity, vwap distance, value area width, window size and last signal.
anchor modes
screen left lock
this mode anchors the profile to the left side of the visible chart.
when you move or zoom the chart, the profile recalculates from the visible left edge.
this is useful for active chart reading and discretionary analysis.
bars back
this mode uses a fixed number of bars.
for example, if bars back is set to 300, the profile uses the last 300 bars.
this is useful when you want a stable rolling profile.
date
this mode starts the profile from a selected date.
this is useful for anchored analysis from a major high, major low, news event, session start, weekly open, monthly open or important market turning point.
profile settings
rows
controls the resolution of the volume profile.
more rows create a more detailed profile with thinner price levels.
fewer rows create a smoother and simpler profile.
max profile width
controls the visual width of the profile on the chart.
higher values make the profile extend further to the right.
lower values keep the profile compact.
high-resolution volume distribution
when enabled, volume is distributed across the full candle range.
this gives a more refined profile than assigning all candle volume to one price area.
delta coloring
when enabled, the profile colors rows using a buy versus sell split proxy.
when disabled, the profile uses a volume intensity gradient.
value area settings
value area percentage
sets how much volume is included in the value area.
the default value is commonly used to represent the main area of volume acceptance.
poc
shows the point of control.
the poc is the price area with the highest traded volume inside the selected profile window.
vah
shows the upper value area boundary.
price above vah can indicate that price is trading above the main accepted value area.
val
shows the lower value area boundary.
price below val can indicate that price is trading below the main accepted value area.
extend levels to current bar
when enabled, poc, vah, val and vwap levels extend toward the current bar.
this makes the levels easier to use as active reference zones.
anchored vwap levels
the anchored vwap is calculated from the same window as the volume profile.
this makes it aligned with the selected anchor instead of using a standard session-only vwap.
vwap
the central anchored vwap line shows the volume-weighted average price of the selected profile window.
vwap plus 1 sigma and vwap minus 1 sigma
these are the first deviation levels around anchored vwap.
they can act as normal reaction zones during balanced market conditions.
vwap plus 2 sigma and vwap minus 2 sigma
these are wider deviation levels.
they can help identify stronger extension from the anchored average.
vwap plus 3 sigma and vwap minus 3 sigma
these are extreme deviation levels.
they can help identify stretched market conditions, but they should not be used alone as reversal signals.
how to use vwap levels
when price is above anchored vwap, the window is generally showing stronger bullish positioning.
when price is below anchored vwap, the window is generally showing stronger bearish positioning.
when price returns to anchored vwap after an extension, the level can act as a balance or reaction zone.
when price holds above vwap and rejects lower deviation levels, buyers may still be defending value.
when price holds below vwap and rejects upper deviation levels, sellers may still be defending value.
dashboard guide
price loc
shows whether price is above value, below value or inside value.
above value can show bullish expansion.
below value can show bearish expansion.
inside value can show balance or consolidation.
structure
shows the current structural bias based on market structure logic.
bullish means price has recently shown bullish structure.
bearish means price has recently shown bearish structure.
neutral means no clear structural bias is active.
order book
this is a proxy reading based on volume and candle range behavior.
it is not direct exchange order book data.
bid means the proxy is leaning toward buyer pressure.
ask means the proxy is leaning toward seller pressure.
bull vs bear
shows a simple pressure gauge.
the gauge stays in the original bar style.
green means bull pressure is dominant.
red means bear pressure is dominant.
the numbers show the estimated bull and bear balance.
dominance
shows which side currently dominates the pressure model.
bull dominance means buyer pressure is stronger.
bear dominance means seller pressure is stronger.
neutral means neither side has a strong advantage.
projection
summarizes the current read from signal, structure, value and pressure context.
bullish projection means conditions are leaning upward.
bearish projection means conditions are leaning downward.
neutral projection means conditions are not clearly directional.
liquidity
shows whether a recent liquidity sweep is detected.
low sweep can show downside liquidity being taken before a possible recovery.
high sweep can show upside liquidity being taken before a possible rejection.
no sweep means no active sweep is detected.
vwap
shows the anchored vwap value when vwap levels are enabled.
vwap dist
shows how far price is from anchored vwap in percentage terms.
positive distance means price is above anchored vwap.
negative distance means price is below anchored vwap.
va width
shows the width of the value area as a percentage of price.
a narrow value area can suggest compression.
a wide value area can suggest broader distribution.
window
shows how many bars are used in the current profile calculation.
last signal
shows the most recent buy or sell signal generated by the script logic.
buy and sell engine
the signal engine combines several filters.
liquidity sweep
the script can require price to sweep a previous swing before triggering.
bos or choch confirmation
the script can require structural confirmation.
test at va edge or poc
the script can require price to react near val, vah or poc.
ema trend filter
the script can optionally require price to align with an ema trend filter.
signal cooldown
the cooldown prevents too many signals from appearing too close together.
beginner tutorial
step 1: start with screen left lock
use screen left lock when learning.
zoom the chart so the visible window starts from an important swing high, swing low or consolidation.
the profile will build from the left visible edge.
step 2: read poc first
find the poc.
if price is above poc, buyers may have control of the current profile window.
if price is below poc, sellers may have control of the current profile window.
if price is moving around poc, the market may be balanced.
step 3: read vah and val
vah is the upper value boundary.
val is the lower value boundary.
inside vah and val, price is inside accepted value.
outside vah and val, price is outside the main accepted value area.
step 4: enable anchored vwap levels
turn on anchored vwap levels when you want an extra institutional reference.
watch how price reacts to vwap, plus 1 sigma, minus 1 sigma, plus 2 sigma and minus 2 sigma.
step 5: use the dashboard
check price loc, structure, order book, bull vs bear, dominance and projection.
do not use one line alone.
look for agreement between several dashboard rows.
step 6: confirm with the chart
before using any signal, check:
trend direction
support and resistance
market structure
candle close
volume reaction
session context
risk to reward
step 7: avoid blind entries
a buy signal near val or vwap support can be stronger than a buy signal in the middle of nowhere.
a sell signal near vah or vwap resistance can be stronger than a sell signal in the middle of nowhere.
example 1: bullish value reaction
price trades near val.
liquidity shows a low sweep.
structure turns bullish.
bull vs bear becomes green.
price reclaims anchored vwap.
this can suggest that buyers are defending value and that downside liquidity was absorbed.
a beginner should still wait for a candle close and define invalidation below the reaction zone.
example 2: bearish value rejection
price trades near vah.
liquidity shows a high sweep.
structure turns bearish.
bull vs bear becomes red.
price rejects anchored vwap or an upper vwap deviation level.
this can suggest that sellers are defending the upper value area.
a beginner should still wait for price confirmation and define invalidation above the rejection zone.
example 3: balanced market
price is inside the value area.
price is close to poc.
dashboard projection is neutral.
dominance is neutral.
bull vs bear is close to 50 and 50.
this means the market is not clearly directional.
a beginner should avoid forcing trades and wait for price to leave value or react at a stronger level.
example 4: trend continuation above value
price is above vah.
structure is bullish.
bull pressure is dominant.
price holds above anchored vwap.
pullbacks to vah or vwap may become continuation areas.
a beginner should avoid shorting only because price looks high.
example 5: bearish continuation below value
price is below val.
structure is bearish.
bear pressure is dominant.
price holds below anchored vwap.
pullbacks toward val or vwap may become rejection areas.
a beginner should avoid buying only because price looks low.
example 6: vwap extension
price moves far above vwap plus 2 sigma or plus 3 sigma.
this shows strong upside extension.
it can continue during strong trends.
wait for loss of structure, rejection or dashboard shift before assuming reversal.
example 7: vwap mean reversion
price moves away from anchored vwap and later returns to it.
anchored vwap can become a reaction zone.
if price accepts above it, buyers may regain control.
if price rejects below it, sellers may remain in control.
suggested beginner settings
anchor mode: screen left lock
rows: default
value area: default
show poc: on
show vah and val: on
extend levels: on
anchored vwap levels: off at first, then on when comfortable
vwap deviation levels: 3
enable signals: on
require liquidity sweep: on
require bos or choch confirmation: on
require va edge or poc: on
ema trend filter: optional
practical workflow
choose the anchor mode.
identify the current poc, vah and val.
check if price is inside value, above value or below value.
enable anchored vwap levels if needed.
watch the dashboard for structure, dominance and bull versus bear pressure.
wait for price to react at poc, vah, val, anchored vwap or vwap deviation levels.
confirm with candle close and market structure.
plan risk before any trade idea.
best use cases
anchored volume profile analysis
value area trading
poc reaction analysis
anchored vwap confluence
bull versus bear pressure reading
liquidity sweep context
trend continuation analysis
reversal preparation
range and balance identification
discretionary trading confirmation
important limitations
the order book row is a proxy, not direct order book data.
vwap levels are based on the selected profile window.
signals are based on historical chart data.
strong trends can stay above value or below value for a long time.
a level is not a trade by itself.
no indicator can guarantee direction, win rate or profit.
risk note
this tool is made for technical analysis and educational market study. it should be used with independent confirmation, proper position sizing and risk management.
Indicator
Dual Log Regression Channels [BigBeluga]Dual Log Regression Channels is a highly advanced multi-timeframe mathematical modeling terminal engineered for PulseWire. It maps, projects, and blends two independent logarithmic regression channels directly onto your asset layout screen to deliver an institutional-grade perspective on trend structure, market cycles, and structural volume distributions.
By separating price discovery parameters into a long-term Macro Channel and an execution-focused Short Term Channel, this tool effectively resolves the classic trader conflict of assessing structural trend directions while looking for immediate micro execution setups. Rather than treating market space as flat, standard geometric lines, this engine runs an advanced curve-fitting algorithm over your data to follow the exponential nature of capital expansion and distribution.
🔵 INTUITIVE SYSTEM ARCHITECTURE & ENGINE FEATURES
1. Logarithmic Regression Curve Optimization
Non-Linear Structural Tracking: Standard linear regression struggles with volatile crypto or high-growth equity trends over massive lookback structures. This script continuously converts incoming data matrices into mathematical log-space, computes a best-fit ordinary least squares (OLS) linear progression, and converts the output back into exponential value curves.
Dual Horizons Convergence Layer: Tracks an extensive trend anchor block (defaulting to 300 bars) simultaneously with a highly responsive, high-velocity swing lookback matrix (defaulting to 50 bars). This exposes localized micro contractions occurring right at major macro boundary extremes.
Visual Deviation Spacing Bands: Channels automatically map out distinct volatility boundaries based on real-time Standard Deviation multipliers. This defines predictable mathematical risk corridors where asset expansions typically exhaust and snap back toward the median baseline.
2. Predictive Channel Extension & Real-Time Trend Direction Arrows
Dynamic Origin Trend Arrows: The engine processes a dedicated directional diagnostic framework at the precise historical start (origin node) of each lookback channel. It generates sharp, high-visibility glyph trend arrows ( ⇗ for structural uptrends and ⇘ for structural downtrends). These arrows offer an instant, real-time assessment of the mathematically calculated baseline slope, entirely bypassing visual guesswork when channels run relatively flat.
Forward-Projected Space Models: When enabled, both the Macro and Short-Term structural bands project forward into the future chart space blank zone (e.g., 50 bars ahead for Macro, 20 bars for Short-Term). This lets you visually identify intercept locations and major trend crossroads long before price action arrives.
3. Adaptive Embedded Channel Volume Profiles (VP)
Integrated Block Volume Binning Matrix: Moving beyond basic fixed or visible range volume profiles, this module segments and collects transacted volume profiles exclusively inside the exact coordinate boundaries of each respective channel.
Dynamic Coordinate-Aligned Shading Bars: The volume profile rows scale and project outward utilizing advanced polyline geometry arrays, maintaining structural alignment with the slope of the moving channel boundaries.
Point of Control (POC) Trailing Baselines: Automatically tracks and renders a crisp, high-visibility solid horizontal baseline ( POC Line ) marking the exact price bin location that attracted the highest volume concentration throughout that lookback phase.
4. Volumetric Delta Tracking Panels
Buy vs. Sell Volume Accumulation Blocks: Aggregates total execution volume during the lookback period, classifying volume based on bar polarity.
Net Order Flow Delta Percentages: Computes and prints the precise net mathematical buying/selling pressure delta inside the channel. This reveals quiet accumulation behavior or hidden distribution trends directly alongside your spatial boundary drawings.
🔵 SYSTEMATIC EXECUTION STRATEGIES & RISK INTERPRETATION
Confluence Zone Intercept Trading: Look for setups where the Short Term Channel’s outer standard deviation boundaries align directly with the Macro Channel's major structural lines. When a high-velocity micro asset trend exhausts itself at a long-term macro floor or ceiling, it marks a highly efficient, asymmetric inflection zone for trend continuation entries or macro reversals.
Volume Profile POC Mean Reversion Matrix: The volume profile POC lines show where massive institutional blocks shifted hands inside that channel's lifespan. If the market stretches thin near an upper outer boundary but net volumetric volume indicators begin shifting toward seller control, look for a swift mean-reversion move down toward the high-liquidity POC baseline node.
Trend Acceleration vs. Overextended Breakouts: When an asset forces a candle close completely outside the projected log channel boundaries, it flags an exceptional shift in trend velocity. If the Volume Delta percentage prints an explosive spike in that direction, it supports a trend acceleration play. If volume is thin, it warns you of a predatory, overextended fakeout structure that is likely to snap back into the central channel values.
🔵 INTERFACE CONFIGURATION AND PARAMETERS
Lookback & Deviation Tuning Blocks: Customize historical calculation boundaries and volatility widths separately for both trend layers to match any asset class or time frame preference.
Volume Profile Customization: Control the precise resolution of the volume profile by adjusting row count bins and max bar widths to match your specific layout.
Clean Workspace Overrides: Toggle visibility filters to hide median baselines, remove raw background asset lines, or completely customize color theme hex codes to fit cleanly within your setup without causing visual clutter.
Transform your charting environment from basic straight lines into an exponential, volume-weighted structural map with the Dual Log Regression Channels terminal. Indicator
Dual Profile Structure Map [JOAT]Dual Profile Structure Map
Introduction
Dual Profile Structure Map is an open-source session volume profile indicator that computes Point of Control, Value Area High, Value Area Low, and Initial Balance levels for the current session and displays them as a horizontal histogram overlaid on price. Unlike fixed-range or visible-range profiles, this indicator uses time-based session segmentation — the profile represents only the bars within the current trading day, updating continuously as each bar closes.
The profile answers a specific question: where was the majority of trading activity concentrated in the current session, and what are the structural reference levels that follow from that activity? The Initial Balance (the range of the first hour of the session) provides context for whether subsequent price behavior is an extension or a rejection.
Core Concepts
1. Volume Profile Calculation
Price range is divided into configurable bins. Each bar's volume is allocated to the bins that overlap its high-low range, proportionally by the fraction of the bar that falls within each bin. The result is an array of volume-at-price values for the session:
for b = 0 to nBins - 1
float binLo = profileLow + b * binSize
float binHi = binLo + binSize
float overlap = math.min(high, binHi) - math.max(low, binLo)
if overlap > 0
vol_at_bin += volume * (overlap / (high - low))
2. Point of Control and Value Area
The Point of Control (POC) is the bin with the highest volume — the price level where the most trading occurred. The Value Area is computed using the standard 70% rule: starting from the POC, adjacent bins are added to the value area (choosing the higher-volume adjacent bin each time) until 70% of session volume is captured. The resulting Value Area High (VAH) and Value Area Low (VAL) define the range where value was accepted.
3. Initial Balance
The Initial Balance uses the high and low of the first configurable number of bars after session open (default: first 4 bars on a 15-minute chart = first hour). IB High and IB Low are drawn as horizontal lines across the chart. Price trading above IB High is bullish extension; below IB Low is bearish extension; inside the IB is balance.
4. Histogram Rendering
Volume bins are rendered as horizontal bars extending leftward from the right edge of the session. Bar width is proportional to relative volume. The POC bin uses a distinct color. Value area bins use a softer fill. Bins outside the value area use the dimmest fill. This creates the standard volume profile "bell curve" visualization.
Features
Session volume profile: Real-time per-session histogram updated bar by bar
Point of Control (POC): Highest-volume price bin with labeled line
Value Area (VAH/VAL): 70% volume concentration band with boundary lines
Initial Balance High/Low: First-session-period range with horizontal level lines
Configurable bin count: Controls granularity of the volume distribution
Session reset logic: Profile resets at each new session boundary
Candle coloring: Candles painted by position relative to POC and value area
Dashboard: Current POC, VAH, VAL, IB range, and session volume total
Input Parameters
Profile Configuration:
Number of Bins: Price level granularity for the profile (default: 24)
IB Bars: Number of bars defining the Initial Balance period (default: 4)
Session Type: Trading session boundary for profile reset
Display:
Histogram Width: Maximum bar width in chart bars (default: 30)
Show POC Line toggle
Show Value Area toggle
Show Initial Balance toggle
Show Candle Color toggle
How to Use This Indicator
Step 1: Identify the POC
The POC is the fair value anchor for the session. Price gravitating toward the POC during a pullback indicates healthy trend behavior. Price unable to hold above or below the POC suggests indecision at current levels.
Step 2: Use Value Area for Range Context
Value area acceptance means price is spending time within the 70% volume zone — a range-bound state. Value area rejection (price rapidly leaving VAH or VAL and not returning) indicates directional conviction.
Step 3: Trade Initial Balance Extensions
A close above IB High with follow-through is a bullish extension signal. A close below IB Low is bearish. Range expansion beyond the IB indicates participants accepting new value outside the opening equilibrium.
Step 4: Watch POC as Support or Resistance
On future pullbacks, the prior session's POC often acts as structural support or resistance. The indicator's persistent level lines provide these reference points across sessions.
Indicator Limitations
Volume profile interpretation requires practice; mechanical rules based on profile levels without context produce poor results
On instruments with irregular volume distribution (low-liquidity sessions, gaps), profiles may cluster into unrepresentative patterns
The 70% value area rule is a convention from Market Profile theory, not a mathematically proven optimal threshold
Originality Statement
The combination of a real-time session volume profile with Initial Balance tracking, candle coloring by value area position, and a live-updating dashboard in a single Pine Script v6 publication provides a self-contained session structure tool. The session-adaptive profile calculation using proportional volume allocation across bins is implemented from first principles, not adapted from another published script.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Volume profile levels are historical references and do not guarantee future price reactions. Trading involves substantial risk of loss.
-Made with passion by jackofalltrades
Indicator
Indicator
Session Volume Moving Average [LuxAlgo]The Session Volume Moving Average indicator is a comprehensive volume analysis tool that plots volume bars directly on a moving average, providing a unique perspective on volume activity in relation to price trends.
It features session-specific volume profiling, streak detection, and a dynamic volume delta system to visualize market participation and institutional activity.
🔶 USAGE
The script serves as a multi-dimensional volume dashboard, allowing users to see not just the amount of volume, but also where it occurs within a price trend and who (buyers or sellers) is currently in control.
🔹 Moving Average Volume Bars
Traditional volume bars at the bottom of the chart can be difficult to relate to price action. This indicator plots volume bars anchored to a customizable moving average. Each bar's height is normalized using the 95th percentile of volume over a lookback period, ensuring that extreme outliers do not squash the rest of the data, providing a clearer view of relative volume changes.
🔹 Session Delta Bar & Candle Coloring
At the top of the active session, a gradient bar displays the cumulative volume delta (Bullish vs. Bearish volume percentage).
A pointer moves across the gradient to show the current balance.
The colors transition from your Bearish color to a Neutral color (at 50%), then to your Bullish color.
Users can enable the "Color Candles By Delta" setting to apply this same gradient to the chart candles, providing an immediate visual cue of session dominance.
🔹 Volume Profile & Streaks
The indicator automatically tracks trading sessions (New York, London, Tokyo, Sydney) and provides additional context:
A Volume Profile is drawn at the end of each session to highlight high-activity price levels.
Volume Streaks are highlighted with dashed boxes when volume increases or decreases for a consecutive number of bars, signaling building momentum or exhaustion.
🔶 DETAILS
🔹 Normalization Logic
To keep the volume bars visually consistent, the script scales their height relative to the Average True Range (ATR). By using the 95th percentile for normalization, the script ignores the top 5% of extreme spikes, which typically cause standard volume indicators to look flat and unreadable.
🔹 Delta Calculation
The delta is calculated by comparing bullish volume (volume on green candles) against total volume within the specific session. The gradient sensitivity is tuned to show significant color shifts between 35% and 65% delta, making it easier to spot shifts in control before they reach extremes.
🔶 SETTINGS
🔹 Moving Average Settings
Length: The lookback period for the moving average calculation.
Type: The type of MA to use (SMA, EMA, WMA, HMA, etc.).
Source: The price source for the MA calculation.
🔹 Session Settings
Past Sessions to Show: Controls how many historical session boxes and profiles remain on the chart.
Session 1-4: Toggles for specific global trading sessions with customizable times and time zones.
🔹 Volume Bar Settings
Height Multiplier: Adjusts the vertical scale of the volume bars on the MA.
Normalization Lookback: The period used to determine the 95th percentile volume.
Consecutive Trend Bars: The number of bars required to trigger a volume streak highlight.
Significant Vol Multiplier: Filters streaks so only high-volume sequences are highlighted.
🔹 Style & Volume Profile
Color Candles By Delta: Enables/disables the gradient candle coloring based on session volume.
Show Volume Profile: Toggles the session-end volume distribution histogram.
VP Bins: Controls the granularity of the Volume Profile.
Show Session Delta Bar: Toggles the gradient meter at the top of the session.
Indicator
Sloped LinReg Volume Profile [MarkitTick]💡 This indicator introduces a highly dynamic approach to volume and price analysis by merging standard volume principles with vector-based linear regression. Rather than plotting volume distributions on a static horizontal plane, this tool maps volume nodes parallel to the prevailing mathematical trend. By constructing a localized volume profile that follows the trajectory of price action, it captures momentum-adjusted value areas, providing an advanced lens for interpreting market geometry, support/resistance, and volume anomalies. It is strictly engineered for standard candlestick charts, specifically excluding non-standard formats to ensure pristine volume and price data integrity.
● ✨ Originality and Utility
Standard volume profiles aggregate historical volume at fixed price levels, which often creates fragmented or obsolete value nodes when a market is actively trending. This indicator resolves that structural limitation by angling the volume bins to match the slope of a linear regression channel.
It identifies where volume is concentrated relative to the trend's axis, not just the absolute price.
It reveals volume-weighted momentum, highlighting whether buying or selling pressure is accelerating in the direction of the regression slope.
The tool includes an integrated, dark-mode optimized analytics dashboard that processes quantitative metrics natively on the chart without requiring secondary oscillators.
● 🔬 Methodology and Concepts
The foundational logic relies on computing a rolling linear regression to establish a baseline trajectory over a specified period. The methodology relies on Pine Script's time-series event loop, evaluating arrays of data dynamically as new bars form.
Vector-Based Binning: Instead of horizontal rows, the profile utilizes a dynamic upper and lower deviation band. The mathematical distance between these bands is partitioned into a user-defined number of rows.
Volume Distribution: As the script loops through the historical lookback window, it evaluates the volume of each bar. The volume is divided proportionally across the sloped bins that intersect the bar's high-low range.
Directional Volume (Delta): Each bin further categorizes volume into "Buy" or "Sell" categories based on whether the bar's closing price was greater than or equal to its opening price.
Value Area Calculation: The Point of Control (POC) identifies the sloped bin with the highest total volume. The Value Area High (VAH) and Value Area Low (VAL) expand outward from the POC until they encapsulate a specific percentage of the total allocated volume, dynamically updating as price action develops.
● 🎨 Visual Guide
Every visual element is rendered utilizing Pine Script's advanced drawing arrays and is fully user-configurable to support dark-mode analytical environments.
• The Sloped Profile
Volume Bars: Rendered as polygons extending inward from the right side of the channel. The length of each polygon represents the relative volume allocated to that specific standard deviation bin.
Color Coding: Bullish volume defaults to a translucent teal, while bearish volume displays as a translucent red. Bins experiencing extraordinary volume influxes override with a bright, high-visibility color to highlight anomalous market participation.
• Channel and Level Lines
Regression Bounds: Solid or semi-transparent lines mapping the start and end of the regression channel, defining the upper and lower standard deviation extremes.
POC Line: A thick, solid yellow line plotting the Point of Control across the length of the channel.
Value Area Lines: Dashed blue lines tracking the VAH and VAL. The area between these lines is shaded with a deep blue fill to instantly highlight the trend's core acceptance zone.
Delta POC: A dashed fuchsia line identifying the bin with the most extreme difference between buying and selling volume.
• Analytics Dashboard
Located in the top right, this table provides real-time quantitative readouts formatted to precise tick values.
LinReg Slope: Indicates the mathematical direction of the trend (Bullish/Bearish).
Price Regime: Identifies if the current close is inside the channel or breaking the upper/lower bounds.
Volume POC & Delta POC: Displays the exact price equivalents of the sloped control lines at the current bar index.
Buy Vol Bias: A visual progress bar detailing the ratio of bullish to bearish volume within the regression window.
Vol Compression: Evaluates the density of the value area. A highly concentrated value area yields a higher compression score.
● 📖 How to Use
The indicator serves as a complete environmental map for trending markets.
Trend Qualification: Utilize the slope of the regression channel to establish the primary directional bias. Trades should ideally align with the slope.
Value Area Rejections: The VAH and VAL lines function as dynamic support and resistance. A price action rejection at the VAH within a downward-sloping channel offers a high-probability continuation setup.
POC Magnetism: Price will naturally gravitate toward the sloped POC. Deviations far outside the Value Area typically mean-revert to the POC unless accompanied by a severe volume imbalance.
Interpreting Delta: Compare the traditional POC to the Delta POC. If the Delta POC rests significantly higher or lower than the overall Volume POC, it indicates an aggressive concentration of directional absorption (trapped buyers or sellers).
Repainting Warning: Because this indicator calculates a dynamic linear regression over a moving lookback window, the visual placement of the channel and profile will continually recalculate and shift on the real-time bar until the bar closes. This is standard behavior for dynamic geometric overlays, but users should wait for bar confirmation before executing trades based on channel interactions.
● ⚙️ Inputs and Settings
• Linear Regression Settings
Channel Length: Defines the historical lookback window (default is 100). Higher values create smoother, macro-trend profiles.
Source: The price data used for the regression calculation (Open, High, Low, Close, HL2, HLC3, OHLC4).
Upper/Lower Deviation: Toggles the outer bounds of the channel and sets the standard deviation multipliers.
• Sloped Volume Profile Settings
Number of Rows: The granularity of the profile. More rows create thinner, more precise volume nodes.
Profile Width %: Determines how far the volume polygons stretch across the screen relative to the channel length.
Value Area %: The percentage of total volume to include within the VAH and VAL bounds (default 70%).
• Advanced Quant Analytics
Highlight Footprints: Visually isolates volume bins that exceed two standard deviations above the mean bin volume.
Calculate Anchored VWAP: Toggles the inclusion of an Anchored VWAP (anchored to the start of the regression window) within the dashboard matrix.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion. Indicator
Indicator
Sessions Flow [Cartel Console] Sessions Flow
# Overview
Sessions Flow is a session-based market activity visualization tool designed to provide a detailed view of how trading volume is distributed throughout the major global forex and index trading sessions.
Rather than displaying volume as a single aggregated value, the indicator breaks each session into multiple price levels and visualizes where trading activity was concentrated during that session. This allows traders to study session structure, identify high-participation and low-participation areas, and compare how different sessions interact with price.
The indicator automatically tracks and analyzes the four major trading sessions:
• Sydney Session
• Tokyo Session
• London Session
• New York Session
Each session is processed independently and displayed directly on the chart using volume distribution heatmaps, volume profiles, Point of Control calculations, and Value Area measurements.
---
# Core Features
## Session Detection
The indicator automatically identifies the start and end of each selected trading session and creates a dedicated session structure on the chart.
Users can enable or disable individual sessions and customize session times according to their preferences.
Supported sessions include:
• Sydney
• Tokyo
• London
• New York
---
### Session Heatmap
Each session contains a heatmap that displays the relative distribution of trading activity throughout the session range.
The heatmap highlights:
• Areas with greater participation
• Areas with moderate participation
• Areas with lower participation
This provides a quick visual overview of where the market spent the most and least volume during a session.
Heatmap density and transparency settings can be fully customized.
---
### Session Volume Profile
For every session, the indicator constructs a volume profile based on price distribution inside the session range.
The profile is displayed as a side histogram showing how activity was distributed vertically across different price levels.
This can help traders observe:
• High-volume areas
• Low-volume areas
• Session acceptance regions
• Session rejection regions
The profile width and display settings are adjustable.
---
## Point of Control (POC)
The Point of Control represents the price level that accumulated the highest amount of volume during a session.
The indicator automatically calculates and plots the POC for each completed session.
POC levels often serve as useful reference points when reviewing historical session activity and market structure.
---
### Value Area Analysis
The indicator calculates a configurable Value Area based on the percentage of session volume selected by the user.
Displayed levels include:
• Value Area High (VAH)
• Value Area Low (VAL)
These levels help visualize the region where the majority of session activity occurred.
The default setting uses a 70% Value Area, but users may customize this value.
---
### Historical Session Management
To maintain chart performance, the indicator includes controls for:
• Maximum detailed sessions displayed
• Historical session lookback period
• Simplified rendering of older sessions
Recent sessions can retain full heatmap and profile information while older sessions transition into lightweight background structures.
This allows extensive historical analysis without excessive chart clutter.
---
### Active Session Dashboard
A built-in dashboard displays the currently active trading sessions in real time.
The dashboard provides:
• Active session names
• Live session status indicators
This makes it easy to determine which global markets are currently open without leaving the chart.
---
## Customization Options
The indicator includes a wide range of configurable settings:
### Session Settings
• Individual session visibility
• Custom session times
### Heatmap Settings
• Heatmap resolution
• Number of price bins
• Density visualization controls
### Volume Profile Settings
• Histogram width
• Detailed session limits
### Value Area Settings
• Value Area percentage
• VA visibility controls
### Styling Settings
• Session colors
• Border transparency
• Historical session appearance
• Dashboard position
---
## Intended Usage
Sessions Flow is designed for traders who want to study how market activity develops during different trading sessions.
It can be used for:
• Session analysis
• Market structure observation
• Historical session review
• Volume distribution study
• Contextual chart analysis
The indicator focuses on visualization and analysis rather than signal generation.
---
## Disclaimer
This indicator is intended for educational and analytical purposes only. It does not provide financial advice, trading recommendations, or guaranteed outcomes. Trading involves risk, and users should perform their own analysis before making trading decisions.
Indicator
Indicator
Aurora Compass [JOAT]Aurora Compass
Aurora Compass is a higher-timeframe volume-profile overlay with smart-money-weighted bin coloring, Point of Control (POC) tracking, Value Area High / Value Area Low boundaries, top-three High Volume Node (HVN) full-chart-width zones, low-volume node markers, liquidity-sweep detection with persistent price labels, an inter-interval POC drift trail, profile imbalance and HVN-rotation alerts, and a right-side 21-segment bias compass.
What makes it different
Traditional volume profile shows raw volume distribution. Aurora Compass weights each candle's contribution by a normalized Negative Volume Index delta, emphasising bars where institutions tend to transact (NVI-up days). The result highlights levels of smart-money concentration, not just raw turnover.
Full-chart-width HVN zone boxes (not just thin borders) make the top three nodes obvious across the entire visible price history.
Value Area High and Value Area Low are computed and drawn. The price boundaries that bracket 70% of profile volume. These are first-class horizontal levels with right-edge labels.
An inter-interval POC drift trail draws a line from each interval's POC midpoint to the next, colored by direction. You can read multi-day POC migration at a glance.
Liquidity sweeps are detected when price wicks beyond an HVN and the candle body closes back through. The script prints a persistent price label, not just a marker.
How it works
Higher-timeframe rollover is detected via ta.change(htfTf). No request.security is used. The profile is constructed from local bars within the interval.
The price range within the active interval is binned into res slices. For each bin, the script accumulates total volume and smart-money-weighted signed volume.
POC is the bin midpoint with the maximum total volume. Value Area is computed by expanding outward from POC until cumulative volume reaches 70%.
Top three bins by volume become HVNs. Bottom three become LVNs, where breakouts tend to accelerate through low-resistance areas.
Sweep markers fire when a wick pierces an HVN boundary and the body closes the other side.
POC drift in ATR units is tracked across interval boundaries. Imbalance is the absolute net signed volume divided by total volume.
Reading the chart
Heatmap boxes for each bin, transparency-modulated by relative volume share. Smart-money weighting tints them mint or red according to net flow direction.
POC dashed horizontal line extends across the visible chart with a right-edge price label that includes the inter-interval drift in ATR units.
VAH and VAL dashed lines with right-edge labels.
Three HVN full-width zones with right-edge price and volume labels.
Three LVN border-only highlights (visually distinct from filled HVN).
HTF interval boundary dotted vertical lines (capped to last 20 intervals).
Per-interval sentiment timeline labels above each historical interval's high.
Liquidity sweep labels at sweep wicks (for example SWEEP 4520.50).
Inter-interval POC drift trail (capped to last 10 segments).
Right-side 30-segment vertical bias gauge with horizontal sight-line and pointer label.
Signals
Bullish / bearish liquidity sweep
Bullish / bearish POC drift
HVN touch
HVN rotation (top-3 ordering changed between intervals)
Profile imbalance bull / bear (net signed volume crosses the threshold)
VAH / VAL touch and Value Area reclaim (up / down breakouts)
All gated on barstate.isconfirmed or barstate.ishistory. No future references.
Inputs
HTF Profile : higher timeframe selector, profile resolution, intensity scale, show heatmap, show POC, show HVN.
Cross-Interval : HTF interval markers, sentiment timeline, POC trail, LVN bands, sweep labels, gauge, sentiment label, Value Area, HVN zones, imbalance threshold.
Sweep : detection toggle.
Visual : bullish / bearish colors, intensity scale.
Dashboard : position, size.
How traders use this
HVN reactions : the top-three HVN zones are the levels most likely to attract price retests. Look for rejections or breakouts at these levels.
LVN acceleration : when price enters a low-volume bin, expected travel speed is faster. These are thin-air zones useful for measured-move targets.
Sweep then reclaim : a bull sweep where price wicks below an HVN and closes above is a classic stop-hunt-then-reverse pattern.
POC drift : a series of mint trail segments showing upward POC migration across multiple HTF intervals is a structural up-trend signal independent of price action on the LTF.
Value Area : trading within Value Area is range / rotation behavior. Trading outside is trend / discovery behavior.
Limitations
The profile is built from local LTF bars within an HTF interval. Resolution and quality scale with how many LTF bars fit in the HTF window. Daily HTF with 1-minute LTF gives the richest profile.
Smart-money weighting via NVI is a proxy. It is not a substitute for true tick-level order-flow data.
HVN / LVN selection is recomputed each bar and may shift as new volume arrives within an interval. Once the interval closes the profile is locked.
For very illiquid instruments the profile is sparse and the levels are less informative.
Compatibility
Pine Script v6 open-source indicator. Any symbol with volume data. HTF must be strictly higher than the chart timeframe. No external request.security calls. Non-repainting: signals fire on confirmed bars.
Defaults
Daily HTF, 30 bins, mint / red palette, top-right medium dashboard. For higher resolution increase the bin count. For noisier instruments raise the imbalance threshold.
Indicator
Volume Profile Enhanced PeriodicVolume Profile Enhanced Periodic
Volume Profile Enhanced Periodic is an advanced profile framework designed to analyze and visualize how volume is distributed across price levels over repeating time periods such as days, weeks, months, quarters, and years.
Unlike traditional fixed-range profiles that focus on a single visible section of the chart, this indicator automatically generates separate volume profiles for each selected historical period, allowing traders to study how price acceptance, value migration, and high participation areas evolve over time.
The objective is to identify where market participants historically concentrated activity and monitor how these areas shift as market structure develops.
By combining period-based volume profiles, Point of Control tracking, Value Area analysis, extending POC levels, and profile projection tools, the indicator is designed to provide additional context for support/resistance behavior, market acceptance, and evolving market structure.
Features
• Automatic Day / Week / Month / Quarter / Year profiles
• Historical profile generation across multiple periods
• Solid histogram profile display
• Profile direction toggle (Left or Right facing)
• Point of Control (POC) detection
• Previous POC tracking
• Value Area High (VAH) and Value Area Low (VAL) calculations
• Extend POC levels until price interaction
• Extend Value Area fields into future periods
• Adjustable Value Area extension brightness
• Custom profile width controls
• Historical profile management controls
• Lightweight performance optimization
• Naked labels without background flags
• Dynamic labels for:
• POC
• Previous POC
• VAH
• VAL
Alerts Included
• Price Crossed POC
• Price Crossed VAH
• Price Crossed VAL
• POC Shifted Higher
• POC Shifted Lower
• Price Entered Value Area
• Price Exited Value Area
Potential Use Cases
• Identify historical high participation zones
• Locate support and resistance areas
• Monitor value migration over time
• Track changing market acceptance
• Identify developing imbalance areas
• Observe POC movement between periods
• Use extended POC levels as potential reaction zones
• Add confluence to existing systems
• Study auction behavior and market structure
Interpretation
POC (Point of Control)
Represents the price level where the highest concentration of volume occurred during the selected period.
VAH (Value Area High)
Represents the upper boundary of the selected value area where the majority of trading activity occurred.
VAL (Value Area Low)
Represents the lower boundary of the selected value area.
Previous POC
Displays prior dominant participation levels for historical context.
Extended POC
Extends POC levels forward until price revisits or crosses through them, potentially highlighting important market interaction zones.
Extended Value Area Field
Projects the previous period's value area into future price action for additional context regarding acceptance and rejection zones.
About TrendGenY Indicators
TrendGenY indicators are built from market experience, creative concepts, and a constant pursuit of unique perspectives. Rather than following conventional ideas, the focus is on uncovering alternative insights and viewing market behavior through different angles to reveal information that traditional tools may overlook and help traders build a more meaningful edge in the market. Indicator
Average Daily Range Percentage (ADR%) and Average Daily VolumeTwo critical pre-trade filters, always visible right on your chart.
Before entering any swing trade, you need to know two things: is this stock volatile enough to move your account, and is it liquid enough to trade cleanly? This indicator answers both questions at a glance.
**ADR% (Average Daily Range)** measures how much a stock moves on an average day. Too low and it won't move your portfolio. Too high and the daily noise will stop you out randomly. The color tells you where you stand instantly.
**ADV (Average Dollar Volume)** measures how much money flows through the stock each day. Liquid stocks respect key levels, pull back cleanly to moving averages, and don't gap randomly on low volume. Illiquid stocks do the opposite.
Both values are color-coded against your thresholds:
🟢 Green — within your ideal range
🟠 Orange — borderline, proceed with caution
🔴 Red — outside your criteria, skip it
Fully customizable:
ADR% and ADV thresholds
Warning zones for borderline values
Lookback periods for both calculations
Colors for good, warning, and bad values
Default thresholds are calibrated for swing traders. Adjust to match your account size and risk tolerance.
Built for swing traders who want clean, fast chart reviews without second-guessing liquidity or volatility on every name. Indicator
