Volume Profile: HVN, LVN & Delta

What this script does
This advanced TradingView indicator delivers a comprehensive rolling Volume Profile analysis over a user-defined lookback period, combining key order flow elements: High Volume Nodes (HVN), Low Volume Nodes (LVN), volume delta, volume-filtered pivot levels, Fibonacci retracements/extensions on the period's range, a real-time dashboard, and customizable alerts.
It renders a smooth, curved volume profile on the right side of the chart, highlighting areas of high acceptance (HVN), rejection (LVN), buying/selling pressure (via delta coloring), and structural levels – all in one clean overlay. Perfect for understanding market auction dynamics, identifying fair value zones, and spotting potential reversals or breakouts.How it works
The indicator calculates the Volume Profile by dividing the high-low price range of the last period bars (default 150) into configurable bins (default resolution 70). Volume is accumulated per bin based on closing prices, while a delta approximation (close > open = buying volume) tracks aggressive pressure. PoC & Value Area: The Point of Control (PoC) is the price level with the highest volume. The Value Area (VA) expands symmetrically around it to encompass a user-set percentage (default 70%) of total volume, defining VAH and VAL.
HVN & LVN: HVNs are high-volume bins (above threshold % of PoC), sorted by strength and filtered for meaningful delta imbalance. LVNs mark low-volume "gaps" as potential acceleration zones.
Delta & Coloring: Net delta colors the entire profile, PoC, and HVNs (teal for positive/buying dominance, maroon/blue for negative).
Pivots & Fibs: Standard pivots are detected but only displayed if they fall in high-volume bins (volume filter). Fibonacci levels are drawn on the full period range.
Dashboard & Alerts: A compact table shows live metrics (e.g., distance to PoC/VA, node counts, net delta %, EMA50 trend). Alerts fire on PoC crosses or VA breakouts/re-entries.
Heavy computations run only on the last bar, with strict graphical cleanup for smooth performance even on lower timeframes.

How to use it
Add the indicator to your chart via TradingView (search for "Volume Profile: HVN, LVN & Delta [Final]" by mentalExpert19609). Key settings: Volume Profile & Structure: Set Rolling Period to 100–200 for intraday (e.g., crypto 15m) or 300+ for higher timeframes; increase Resolution for precision on wide ranges; adjust Visual Width for profile scale. Keep PoC and VA enabled for core functionality.
Node Analysis: Lower HVN Threshold for more nodes; use Max HVN Boxes (10–30) to cap drawing for performance; set Min Delta Significance % to 20–40% to hide balanced nodes and focus on true imbalances.
Pivots & Levels: Default pivot length 10; raise Pivot Vol Filter % to 30–50% for stronger confirmation.
Dashboard: Choose position and text size for readability.
Alerts: Enable for notifications on key crosses (e.g., VAH breakout for potential longs).

Practical examples: BTC/USDT (15m, Binance): Period 200 captures daily auctions. Watch strong HVNs (teal) as support in uptrends; LVNs for breakout setups. If price re-enters VA from above VAH with negative delta, consider shorts toward PoC.
AAPL or ES Futures (1H/Daily): Period 150 for weekly context. Use volume-filtered pivots as confluence; dashboard's EMA50 trend filters direction.
EURUSD (Forex, 1H): Combine with dashboard metrics – enter longs on VAL breakout if net delta positive and price above EMA50.

What makes it original and useful
While many Volume Profile scripts exist on TradingView, most are either basic (no delta/nodes), laggy on real-time charts, or overload the screen with unfiltered elements. This version stands out through advanced optimizations and unique features: Sorted & filtered HVNs: Unlike standard scripts that display nodes by price order, HVNs here are bubble-sorted by volume strength (strongest first) and filtered by delta significance – prioritizing real absorption/imbalance zones over noisy ones.
Delta significance filter: A rare feature that hides high-volume but balanced nodes, focusing analysis on directional conviction.
Volume-validated pivots: Prevents drawing irrelevant swings in low-volume areas, improving structural reliability.
All-in-one integration: Seamless combo of profile, nodes, delta, pivots, Fibs, dashboard, and alerts – reducing clutter from multiple indicators.
Published to make professional-grade order flow tools (inspired by ICT/SMC and auction theory) accessible to retail traders. It excels on crypto, stocks, futures, and forex, especially for mean-reversion around VA/PoC or breakout trading with volume confirmation. Credits: Original code with significant personal enhancements for performance and usability.