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Pointofcontrol

Swing Volume Profile Pro [WillyAlgoTrader]📊 Swing Volume Profile Pro is an overlay indicator that builds a true volume distribution profile for each completed swing leg — distributing each candle's volume across price bins proportionally to how much of the candle's range overlaps each bin (TPO-like allocation), then calculating the Point of Control (highest-volume price), Value Area (70% of volume around POC), buy/sell delta per bin, and swing VWAP. The result is a volume profile that maps exactly to the swing structure, not to arbitrary time intervals. Most volume profile tools on TradingView are session-based or fixed-period — they split time into equal windows (daily, weekly, or N-bar segments) and build a profile for each. This means a single profile can contain parts of two different swing legs going in opposite directions, mixing bullish and bearish volume into one distribution. The POC and Value Area from such profiles reflect the time window, not the price structure. This indicator solves that by anchoring each profile to the actual swing structure: a profile starts at one pivot (swing high or swing low) and ends at the next. Every bar within that swing leg contributes its volume to the bins of that specific leg. The POC tells you where the most trading occurred during that exact directional move. The Value Area shows the 70% concentration zone for that move. The delta profile shows which bins were buy-dominant vs sell-dominant within that leg. This structural anchoring makes the volume data directly relevant to the swing you're analyzing. 🧩 WHY THESE COMPONENTS WORK TOGETHER A volume profile alone tells you where trading concentrated — but without structural context, you don't know whether that concentration happened during an impulse or a correction. A swing detector alone tells you direction changed — but without volume data, you don't know whether the reversal had participation behind it. This indicator connects them into a single analytical unit: Pivot detection → Swing leg identification → Candle-range volume distribution → POC/VA/VWAP/Delta calculation → Structural visualization The swing detector (ta.pivothigh/pivotlow) defines the boundaries of each leg. The volume distribution engine allocates each candle's volume to the correct price bins based on the candle's actual range overlap (not just its close). The POC identifies the price where the market spent the most effort during that specific move. The Value Area defines the consensus price zone. The delta shows whether buyers or sellers dominated at each price level. And the swing VWAP gives the fair value for the entire move. Together, these components answer: "during this specific swing move, where did the market agree on value, and who was in control?" 🔍 WHAT MAKES IT ORIGINAL 1️⃣ Candle-range volume distribution (TPO-like allocation). Standard volume profiles assign each candle's entire volume to a single bin (usually the close price). This creates distortion: a wide-range candle that spans 10 bins puts all its volume in one, leaving 9 bins empty. This indicator distributes volume proportionally: For each candle, for each bin: overlap = max(0, min(candle_high, bin_high) − max(candle_low, bin_low)) portion = overlap / candle_range allocated_volume = candle_volume × portion A candle spanning 5 bins distributes its volume across all 5, weighted by how much of its range falls within each bin. This produces a smooth, accurate volume distribution that reflects where the market actually traded within each candle, not just where it closed. Additionally, each candle is classified as bullish (close ≥ open) or bearish (close < open), and its allocated volume is tracked separately in buy and sell arrays. This enables the delta profile: at every price bin, you can see whether buy or sell volume dominated. 2️⃣ Swing-anchored profiles (not time-anchored). Profiles are built between confirmed pivot highs and pivot lows detected by ta.pivothigh(high, swingLen, swingLen) and ta.pivotlow(low, swingLen, swingLen). Each completed swing leg (from one pivot to the next) becomes its own volume profile with independent POC, Value Area, delta, and VWAP. The bins span the exact swing range (min to max price within the leg), and only bars within the leg contribute volume. A noise filter skips swings smaller than 0.3× ATR(200) — preventing micro-swings from generating meaningless profiles. 3️⃣ Value Area calculation using the CME expansion method. The Value Area is computed using the standard market profile algorithm: starting from the POC bin, expand alternately upward and downward, adding whichever adjacent bin has more volume, until 70% of total swing volume is captured. In code: starting with accumulated = volume , the algorithm compares volume vs volume . If the upper bin has more volume (or equal), it expands upward and adds that volume. Otherwise, it expands downward. This continues until accumulated ≥ totalVolume × 0.70. The result is VA High (top of the uppermost included bin) and VA Low (bottom of the lowermost included bin). This is the same expansion method used by the CME for market profile — it's not a simple percentile calculation. The VA wraps around the POC in the direction of volume concentration, which may be asymmetric. 4️⃣ POC zone with persistent extension. The POC is not just a single line — it includes the full price bin (top and bottom boundaries) displayed as a shaded zone. This zone extends rightward from the end of the swing leg until the next profile appears, providing a forward-looking support/resistance reference. When a new swing completes, the previous POC zone is trimmed to the boundary of the new profile, and the new zone begins extending. This means you always see the most recent POC zone extending into current price action — if price is trading within the POC zone, it's at the highest-volume price of the last completed swing. If price breaks above/below the zone, it's leaving the area of strongest volume consensus. 5️⃣ Buy/sell delta profile. When enabled, each profile bin is colored by its buy/sell imbalance: green if buy volume ≥ sell volume, red if sell volume dominates. A bullish swing with mostly green bins confirms strong demand throughout the move. A bullish swing with red bins at the top suggests sellers are absorbing the advance — potential exhaustion. This buy/sell classification is based on candle direction (close ≥ open = buy candle), applied proportionally through the same distribution mechanism as total volume. 6️⃣ Swing VWAP per leg. A separate VWAP is calculated for each swing leg: sum(typical_price × volume) / sum(volume), where typical_price = (high + low + close) / 3 for each bar within the leg. This gives the volume-weighted fair value for that specific move — distinct from session VWAP or rolling VWAP. If price retests a previous swing VWAP, it's returning to the average traded price of that move. 7️⃣ Dual visualization modes: histogram profile + heatmap. Two display modes for the volume distribution: — Profile mode (default): horizontal histogram bars extending from the swing boundary, with a polyline outline. Width proportional to volume at each bin. The highest-volume bin (POC) is highlighted. — Heatmap mode : fills the entire swing range with color-gradient boxes. Higher volume = more opaque/saturated color. Lower volume = more transparent. This gives a density map of where volume concentrated within the swing. Both modes support delta coloring. The profile mode includes volume text on the POC bin. 8️⃣ Real-time forming swing profile. The indicator doesn't wait for a swing to complete — it continuously builds a profile for the current forming swing leg. As each new bar adds volume, the real-time profile updates: bins are recalculated, POC may shift, Value Area may expand. This profile is drawn in a neutral color (gray) to distinguish it from confirmed profiles. When the swing completes (next pivot confirmed), the real-time profile is replaced by the finalized historical profile in the swing's directional color. 9️⃣ Comprehensive tooltip data on swing labels. Each swing pivot label (▲ for bullish, ▼ for bearish) contains a tooltip with complete swing statistics: total volume, buy volume, sell volume, delta percentage, POC price, Value Area range, and swing VWAP. This compresses all the analytical data into a single hover interaction — you can quickly review any historical swing's volume profile data without cluttering the chart. ⚙️ HOW IT WORKS — CALCULATION FLOW Step 1 — Swing detection: ta.pivothigh(high, swingLen, swingLen) and ta.pivotlow(low, swingLen, swingLen) detect confirmed pivots. Pivots are confirmed swingLen bars after they form. Direction flips when a new pivot type appears (swing high → bearish direction, swing low → bullish direction). Step 2 — Swing leg boundaries: When direction flips, the completed leg is defined from the previous pivot index to the current pivot index. The swing range (top − bottom) is divided into N bins (default 20). A noise filter requires swing range > 0.3× ATR(200). Step 3 — Volume distribution: For each bar in the leg, the candle's volume is distributed across bins proportional to range overlap. Buy/sell arrays track bullish vs bearish candle volume separately. Typical price × volume is accumulated for VWAP. Step 4 — POC: The bin with the highest total volume is identified. Its center price becomes POC, and its upper/lower boundaries define the POC zone. Step 5 — Value Area: Starting from the POC bin, expand alternately toward the bin with more volume (up or down) until 70% of total swing volume is accumulated. The top of the upper boundary and bottom of the lower boundary define VA High and VA Low. Step 6 — Visualization: Profile boxes are drawn with width proportional to volume/maxVolume × halfSpan. The polyline outline traces the profile shape. POC zone extends rightward until the next profile. VA lines span the leg. VWAP line marks the fair value. Step 7 — Real-time update: On the last bar, the current forming swing is profiled with the same algorithm. All real-time drawings are deleted and recreated each bar (delete-before-create pattern) for clean updates. 📖 HOW TO USE 🎯 Quick start: 1. Add the indicator — profiles appear on each completed swing leg 2. The widest bar in each profile = POC (highest volume price) 3. Blue dashed lines = Value Area boundaries (70% of volume) 4. Green/red bin colors = buy vs sell dominance at each price level 5. The POC zone (shaded) extends rightward — watch how price interacts with it 👁️ Reading the chart: — 🟢 Green profile = bullish swing leg (low → high) — 🔴 Red profile = bearish swing leg (high → low) — ⚫ Gray profile = current forming swing (not yet confirmed) — 🔵 Dark blue line + shaded zone = POC (extends rightward as S/R reference) — 🔵 Blue dashed lines = Value Area High / Low — 🟣 Purple solid line = Swing VWAP (fair value for the leg) — 🟢🔴 Bin colors (delta mode) = buy vs sell dominance per price level — ▲/▼ labels at pivots = swing reversals (hover for full volume data) 📊 Key analysis patterns: — POC at swing extreme : heavy volume at the high/low of the swing → potential exhaustion (climax volume) — POC in middle of swing : most volume at fair value → healthy acceptance, trend likely to continue — Wide Value Area : volume distributed broadly → uncertainty, ranging behavior — Narrow Value Area : volume concentrated tightly → strong consensus, potential breakout energy stored — Delta divergence : bullish swing with red bins at top → sellers absorbing the rally → watch for reversal — Price retesting POC zone : if the extended POC zone acts as support/resistance, the volume consensus from the previous swing is holding 📊 Dashboard fields: — Trend: current swing direction (Bullish ▲ / Bearish ▼) — POC: point of control price for the current/last swing — VA 70%: value area range (low — high) — VWAP: swing VWAP price — Volume: total volume in the swing leg — Delta: buy vs sell imbalance percentage (positive = buy dominant) — Timeframe and version ⚙️ KEY SETTINGS REFERENCE ⚙️ Main: — Swing Detection Length (default 21): pivot lookback — higher = larger swings, lower = more frequent — Profile Bins (default 20): price resolution — higher = finer detail, lower = smoother 🎨 Visual: — Volume Profile (default On): histogram display — Heatmap (default Off): color-gradient fill instead of histogram — Delta Profile (default On): buy/sell coloring per bin — ZigZag (default On): swing connector lines (Dotted/Dashed/Solid) — POC Line (default On): point of control with extending zone — POC Zone Fill (default On): shaded POC bin — Value Area (default On): VA High/Low lines — Swing VWAP (default Off): volume-weighted average per leg — Swing Labels (default On): pivot markers with tooltip data — Reversal Signals (default Off): confirmed swing direction change markers — Auto / Dark / Light theme 🔧 Advanced: — POC Width (default 2): POC line thickness — VA Width (default 1): Value Area line thickness 🔔 Alerts — 🟢 SWING BULLISH — ticker, price, timeframe, POC, delta % — 🔴 SWING BEARISH — same fields Both support plain text and JSON webhook format. Bar-close confirmed. ⚠️ IMPORTANT NOTES — 🚫 No repainting of confirmed profiles. Historical profiles are built on barstate.isconfirmed when a swing direction flip occurs. Once drawn, they don't change. The real-time forming profile updates each bar (by design — it's a live calculation), but confirmed profiles are final. — 📊 Volume data required. The profile, POC, Value Area, delta, and VWAP calculations all depend on volume data. On instruments without volume (some forex pairs), the profiles will be flat (all bins equal) and the analysis loses its meaning. The indicator works best on instruments with reliable volume: crypto, stocks, futures. — 📐 The candle-range distribution is an approximation of intrabar volume distribution. True tick-level distribution would require tick data, which TradingView doesn't provide. The proportional overlap method is the best approximation available and significantly more accurate than assigning all volume to the close price. — ⚖️ The delta classification (buy vs sell) uses candle direction (close ≥ open), not actual trade-level order flow. A bullish candle's volume is classified as "buy" and a bearish candle's as "sell." This is a standard approximation used by most volume analysis tools on candle data. — 📏 Swing Detection Length controls profile granularity. Length 21 produces medium-term swing profiles. Length 5–10 produces many small profiles (noisy). Length 50–100 produces few large profiles (macro structure). Choose based on your trading timeframe. — 🔄 The POC zone extends rightward until the next profile appears. If no new swing occurs for a long time, the zone keeps extending — this is by design (the last known POC remains relevant until a new volume structure forms). — 🛠️ This is a volume analysis and structural visualization tool , not an automated trading bot. It reveals where volume concentrated within each swing — trade decisions remain yours. — 🌐 Works on all markets with volume data. All timeframes supported.
Chỉ báo Pine Script®
của WillyAlgoTrader
Liquidity Depth [UAlgo]Liquidity Depth is a price distribution and participation map designed to show where market activity has concentrated across a recent trading range. Instead of focusing only on candle by candle direction, the script builds a structured profile of how volume has been allocated across price levels inside a rolling lookback window. The result is a visual depth curve that helps identify areas where buyers or sellers may have shown stronger relative presence. The indicator works by taking the highest and lowest prices inside the selected lookback, dividing that range into evenly spaced bins, and then assigning bar volume into those bins using one of two distribution models. This transforms raw volume into a spatial map of activity, allowing traders to see where liquidity has accumulated rather than simply when it appeared. A central strength of the script is that it separates participation into buy side and sell side estimates using candle direction as a practical heuristic. Bullish candles contribute to the buy side profile and bearish candles contribute to the sell side profile. While this is not exchange level bid ask data, it creates a highly usable approximation of directional participation that is often more intuitive for chart based analysis. The profile is drawn directly on the chart as a right side structure with smoothed depth curves, shaded fills, a Point of Control line, contextual range framing, and automatically detected strong liquidity pockets. This makes the tool especially useful for traders who want to study where activity is clustering, where resistance or support may be forming, and which parts of the recent range are attracting stronger participation. Because the output is overlay based and visually compact, Liquidity Depth can be used in a wide variety of workflows. It can complement trend analysis, help frame pullback entries, identify acceptance and rejection zones, or simply provide a clearer understanding of where recent market interest has been strongest. 🔹 Features 🔸 Price Range Liquidity Mapping The script scans a rolling lookback window, identifies the active price range, and divides that space into a configurable number of bins. Each bin becomes a small price segment where participation is accumulated. This produces a clear distribution style view of liquidity across the full recent range. 🔸 Two Distribution Modes The indicator supports two ways of assigning volume into the profile. Close Bin places the full bar volume into the single bin that contains the closing price. This creates a sharper and more concentrated structure that emphasizes where bars finished. Wick Spread distributes the bar volume evenly across all bins touched by the candle from low to high. This produces a broader and more spatially balanced profile that better represents the full path of the bar through price. These two modes give the user control over whether the profile should be more precise and concentrated or more inclusive and range aware. 🔸 Buy Side and Sell Side Separation The script maintains separate depth values for buying and selling participation. Bullish candles add volume to the buy side and bearish candles add volume to the sell side. This creates two distinct distribution curves that help reveal whether the lower part of the range is showing stronger buying interest or whether the upper part is attracting stronger selling interest. 🔸 Smoothed Liquidity Curves Instead of plotting raw bin values only, the script applies curve smoothing to the side distributions. This creates a cleaner, more readable shape that reduces visual noise and highlights the underlying structure of participation. The result is a profile that feels fluid and analytical rather than fragmented. 🔸 Glow Enhanced Curve Rendering The current build uses a glow style rendering around the main liquidity curves. This improves visual separation on the chart and makes strong participation bulges easier to recognize at a glance, especially when the profile is viewed on darker chart themes. 🔸 Automatic Strong Pocket Detection One of the most practical parts of the script is its ability to detect strong liquidity pockets. These are clusters of consecutive bins where smoothed participation exceeds a chosen strength threshold. When found, the script highlights the zone and labels it as a strong buy pocket or strong sell pocket. These pockets can be useful for identifying areas of acceptance, defense, or possible future reaction. 🔸 Point of Control Highlighting The indicator finds the price bin with the highest total participation and marks it as the Point of Control. This is the most active price area inside the profile and often serves as an important reference for equilibrium, attraction, or repeated interaction. 🔸 Range Frame and Midpoint Context A visual frame is drawn around the active profile range, including the highest level, the lowest level, and the midpoint. This gives the distribution a clear structure and helps the user understand where participation is concentrated relative to the center of the recent range. 🔸 Side Summary Readout The script prints a compact summary that shows estimated buy side and sell side percentages, along with total side volumes. This provides a quick interpretation layer so the user can understand the current balance of participation without needing to inspect each curve manually. 🔸 Theme Adaptive Colors Colors are selected dynamically according to the chart background tone. This helps the profile remain readable across both light and dark themes while preserving clear differentiation between buy side, sell side, frame lines, and Point of Control. 🔸 Efficient Object Management All boxes, lines, fills, and labels are refreshed on the last visible bar so the profile stays clean and up to date. Internal object arrays are actively cleared and rebuilt, which keeps the display organized and avoids uncontrolled accumulation of chart objects. 🔹 Calculations 1) Active Range Construction The script begins by defining the working range from the highest high and lowest low across the selected lookback window. This creates the vertical space where the full profile will be built. The total span is then divided into the configured number of bins, which creates evenly spaced price segments from the bottom of the range to the top. Each bin stores its lower boundary, upper boundary, midpoint, buy volume, sell volume, and total volume. In practical terms, this means the indicator converts the recent market range into a structured ladder of price levels so activity can be measured spatially. 2) Bin Initialization Once the range is known, every bin is reset and rebuilt. Each bin receives: its lower boundary, its upper boundary, its midpoint, and empty participation values for buy, sell, and total activity. This reset process ensures that the profile always reflects only the current rolling window rather than carrying stale values from older bars. 3) Volume Assignment Logic For every bar inside the lookback, the script reads the volume and determines whether the candle is bullish or bearish. From there, distribution depends on the selected mode. With Close Bin , the full bar volume is assigned to the bin that contains the close. If the candle is bullish, that volume is counted on the buy side. If the candle is bearish, it is counted on the sell side. With Wick Spread , the script finds every bin touched between the candle low and candle high. The bar volume is divided evenly across those crossed bins. That distributed share is then assigned entirely to the buy side for bullish candles or entirely to the sell side for bearish candles. This approach creates a practical estimate of where participation occurred across price, while also preserving directional context. 4) Total Participation and Point of Control After all bars are processed, each bin contains a buy volume, a sell volume, and a total volume equal to the sum of the two. The script then scans the full array of bins to find the highest total value. The bin with that maximum total becomes the Point of Control. The Point of Control represents the most concentrated participation zone inside the profile and is drawn as a dedicated horizontal reference line. 5) Midpoint Split and Side Totals The active range midpoint is calculated as the average of the range high and range low. This midpoint is used as the divider between the lower half and upper half of the profile. For summary purposes, buy side totals are accumulated from bins at or below the midpoint, while sell side totals are accumulated from bins above the midpoint. The script also records the highest buy side bin value and the highest sell side bin value. This design gives the profile a simple structural interpretation: lower range strength is associated with buying participation, upper range strength is associated with selling participation. That makes the summary especially useful for understanding whether the range is showing stronger support style accumulation below or stronger supply style pressure above. 6) Smoothing Engine To reduce jaggedness, the script smooths each side of the profile with a local weighted kernel built from five neighboring bins. The center bin carries the highest influence, adjacent bins carry moderate influence, and outer bins carry smaller influence. The smoothed result is then blended with the raw bin value according to the user selected smoothing factor. A low smoothing value preserves more of the original structure, while a high smoothing value creates a softer and more continuous curve. This process helps reveal the true shape of participation without overreacting to isolated bin spikes. 7) Curve Projection and Shape Refinement Once a side is smoothed, its value is normalized against the maximum strength of that side. The normalized result is converted into horizontal width inside the selected profile width. This is what determines how far the curve extends to the right from its anchor point. The script also applies an additional running refinement to the horizontal curve position from one bin to the next. This makes the drawn path more fluid and helps eliminate abrupt lateral jumps between neighboring levels. The final effect is a polished depth curve that communicates intensity clearly while remaining visually smooth. 8) Strong Pocket Detection Strong liquidity pockets are found by scanning for consecutive bins where normalized smoothed participation exceeds the pocket threshold. For the upper half of the profile, the script searches for strong sell side runs. For the lower half of the profile, the script searches for strong buy side runs. When a qualifying run lasts for at least the minimum required number of bins, a zone is drawn across that price region and labeled accordingly. The horizontal size of the zone is linked to the peak strength found inside that run. This means the pocket logic is not simply marking a single peak. It is identifying sustained participation clusters, which often carry more analytical value than isolated extremes. 9) Visual Frame and Range Guides The script adds a top guide at the range high, a bottom guide at the range low, and a midpoint guide through the center of the profile. These references help the user interpret the shape of liquidity in relation to the broader active range. A curve concentrated near the midpoint suggests balance or repeated acceptance. A strong bulge in the upper section can imply stronger supply style participation. A strong bulge in the lower section can imply stronger demand style participation. 10) Summary Metrics The summary label presents estimated buy side and sell side percentages along with total side volumes. These percentages are derived from the midpoint based side totals described above. This gives the user a fast read on the internal balance of the profile without needing to inspect the full shape manually. It is especially useful when comparing one instrument or one session structure to another.
Chỉ báo Pine Script®
của UAlgo
Swing Profile [BigBeluga]🔵 OVERVIEW Swing Profile is a dynamic swing-based volume profiling tool that builds a complete volume profile for each completed market swing. Instead of using fixed sessions or time ranges, the indicator anchors its profile strictly between confirmed swing highs and swing lows, allowing traders to analyze where volume accumulated inside each directional leg. The profile updates in real time while a swing is still forming and finalizes once the swing direction flips, giving both historical and live insight into volume behavior. 🔵 CONCEPTS Swing-Anchored Profiling — Volume is calculated only between confirmed swing highs and lows detected by the Swing Length input. Directional Legs — Each bullish or bearish swing leg gets its own independent volume profile. ATR-Adaptive Bins — Profile bin size is automatically scaled using ATR, keeping resolution consistent across volatility regimes. Real-Time Rebuild — While a swing is still active, the profile continuously recalculates and redraws. Finalized Profiles — Once direction flips, the profile is locked and marked as a completed swing. 🔵 FEATURES Swing Volume Profile — Displays horizontal volume distribution for each swing leg. Point of Control (PoC) — Highlights the price level with the highest traded volume inside the swing. Buy / Sell Volume Separation — Tracks bullish (buy) and bearish (sell) volume inside each profile. Delta Volume Calculation — Shows net buying vs selling pressure as a percentage. Profile Outline — A polyline traces the outer shape of the volume distribution. HeatMap Mode — Optional heatmap visualization showing volume intensity by color gradient. ZigZag Swing Connector — Visual connection between swing highs and lows for structure clarity. Custom Label Sizing — Adjust label size (Tiny → Huge) for clean chart scaling. 🔵 HOW TO USE Identify High-Interest Zones — Use the PoC to locate price levels where the market spent the most time during a swing. Trend Strength Analysis — Strong directional swings often show volume skewed toward one side of the profile. Pullback Zones — Profiles help identify areas where price may react during retracements. Continuation vs Reversal — Delta volume reveals whether buying or selling dominated the swing. Live Monitoring — While a swing is forming, watch the real-time profile to anticipate where structure may complete. 🔵 DATA LABELS T — Total traded volume inside the swing. B — Buy volume (bullish candles). S — Sell volume (bearish candles). D — Delta volume (% difference between buy and sell volume). 🔵 CONCLUSION Swing Profile delivers a precise, structure-aware view of volume by anchoring profiles directly to market swings. By combining real-time profiling, PoC detection, delta analysis, and adaptive resolution, it provides deep insight into where participation truly occurred — making it a powerful tool for swing traders, structure traders, and volume-focused strategies.
Chỉ báo Pine Script®
của BigBeluga
11
3D Volume Profile [UAlgo]3D Volume Profile is a chart based volume profile indicator that takes a classic horizontal profile concept and presents it as a pseudo 3D structure directly on price. Instead of drawing flat histogram bars only, the script renders each profile row as a shaded 3D block with a front face, a side face, and a top face, which creates a stronger visual sense of depth and distribution. The indicator runs on price ( overlay=true ) and builds a rolling volume profile over a user defined lookback window. It divides the recent price range into fixed bins, distributes candle volume across those bins, identifies the Point of Control and the Value Area, and then draws the result on the right side of the chart. Each row is color coded by dominant flow direction, which means the profile can show whether a bin was more buy dominated or sell dominated in addition to showing how much total volume accumulated there. This makes the tool useful for traders who want more than a basic profile display. It combines: A rolling horizontal volume profile Buy versus sell dominance shading Point of Control and Value Area detection A forward projected 3D style histogram Clear POC, VAH, and VAL reference lines on the chart The final result is a visually rich profile tool designed for fast structural reading, especially when identifying acceptance zones, thin areas, and dominant participation regions. 🔹 Features 🔸 1) Rolling Volume Profile Over a Recent Window The script builds a rolling profile from the most recent user selected number of bars. This means the profile continuously adapts as new bars come in, making it more useful for current market structure analysis than a fixed session only approach. 🔸 2) 3D Style Histogram Rendering Each volume row is drawn as a pseudo 3D block rather than a flat rectangle. The script creates: A front face A side face A top face The side and top faces are shaded versions of the main color, which gives the profile a depth effect and makes the structure easier to read visually. 🔸 3) Customizable 3D Depth in X and Y The 3D effect is controlled with two settings: 3D Depth X , which controls how far the rear face is shifted horizontally in bars 3D Depth Y , which controls how far the rear face is shifted vertically as a percentage of row height This allows the user to make the profile look flatter or more pronounced depending on preference. 🔸 4) Buy and Sell Volume Dominance Coloring Each bin tracks both buy volume and sell volume. If buy volume is greater than or equal to sell volume, the row uses the bullish color. If sell volume dominates, the row uses the bearish color. This means the profile is not only a measure of total activity. It also adds directional context to each price zone. 🔸 5) Point of Control Detection The script identifies the row with the highest total volume and marks it as the Point of Control. The POC is highlighted with its own dedicated color and is visually distinct from the rest of the profile. This gives traders an immediate reference for the most active price zone in the rolling range. 🔸 6) Value Area Calculation The indicator calculates a Value Area around the Point of Control based on the user selected percentage. Bins inside the Value Area are marked and recolored with the Value Area color, which makes the high participation region easy to identify. 🔸 7) Forward Projected Profile Layout The profile is drawn to the right of current price using a configurable offset. This keeps the active candle area readable while still placing the profile in a clear and accessible location. 🔸 8) Adjustable Resolution and Width Users can control: The lookback length The number of profile rows The maximum width of the histogram The right side offset This makes the indicator suitable for both coarse structural analysis and more detailed profile inspection. 🔸 9) POC, VAH, and VAL Reference Lines After the profile is built, the script calculates the POC, Value Area High, and Value Area Low, then projects horizontal reference lines across the chart. Labels are placed to the right so the key levels are clearly marked. 🔸 10) Row by Row Dominance and Acceptance Reading Because each row stores total volume, buy volume, sell volume, Value Area membership, and POC status, the indicator gives a layered view of the market: Where the most activity occurred Which zones were accepted Which zones were dominated by buyers Which zones were dominated by sellers 🔸 11) Premium Visual Presentation The script uses shaded faces, dedicated POC highlighting, Value Area recoloring, and clean right side labels. This makes it more presentation focused than a basic flat profile and improves chart readability for manual analysis. 🔹 Calculations 1) Profile Range Detection The script first finds the highest high and lowest low inside the active lookback window. This defines the full vertical range of the volume profile. Only the most recent bars inside that window are used for profile construction. 2) Bin Initialization Once the recent range is known, the script divides that price range into the chosen number of bins. Each bin stores: Top boundary Bottom boundary Total volume Buy volume Sell volume Flags for Value Area and POC The bin size is calculated by dividing the total price range by the number of rows. 3) Volume Distribution Across Price Bins For each candle, the script determines which bins the candle spans. It then spreads that candle’s volume evenly across all touched bins. This is important because the script does not place the full candle volume into a single price level. Instead, it allocates the candle volume across the portion of the profile that candle covers. Important implementation note: This script uses equal distribution across the spanned bins, not proportional overlap weighting. That means each touched row receives the same share of the candle’s volume. 4) Buy Versus Sell Volume Classification The script classifies each candle as buy dominated or sell dominated using candle direction: If close is greater than or equal to open, the candle is treated as buy volume If close is below open, the candle is treated as sell volume That candle’s allocated volume is then added to either volBuy or volSell inside each touched bin. This is a practical directional approximation, not true bid ask tape volume. 5) Total Volume and POC Detection After all candles are processed, the script scans every bin and calculates: The total volume across the profile The maximum single bin volume The POC index The POC is the bin with the highest total volume. That bin is marked as both isPOC and isVA before Value Area expansion begins. 6) Value Area Expansion Logic The Value Area is built around the POC by expanding upward and downward until the selected percentage of total profile volume is included. The script compares the next bin above and the next bin below the current Value Area. It adds whichever side has greater volume first. This continues until cumulative included volume reaches the target Value Area percentage. This creates a standard profile style Value Area centered on the highest participation region. 7) Histogram Width Normalization Each row’s width is scaled relative to the maximum volume row: The row with the most volume becomes the widest Smaller rows are scaled proportionally This means width directly communicates relative participation at each price zone. 8) Color Selection Logic For each bin, the script first determines whether buy volume or sell volume dominates: If buy volume is greater than or equal to sell volume, it uses the bullish color Otherwise it uses the bearish color Then the script overrides that base direction color if needed: If the row is the POC, it uses the POC color If the row is inside the Value Area, it uses the Value Area color This gives the profile a clear visual hierarchy: POC first Value Area second Directional dominance otherwise 9) 3D Face Construction Each row is rendered as a pseudo 3D object using: A front rectangle A shifted back edge using the X and Y depth settings A side face when horizontal depth is visible A top or bottom face depending on vertical depth direction The script shades the side face darker and the top face brighter than the base color to create a depth illusion. This is a visual projection technique, not a true 3D engine, but it produces a convincing 3D profile effect on the chart. 10) Rendering Order Logic The script changes draw order depending on the sign of the Y depth: If vertical depth is positive, rows are drawn from bottom to top If vertical depth is negative, rows are drawn from top to bottom This helps the 3D faces stack more cleanly and reduces visual overlap issues. 11) POC, VAH, and VAL Price Calculation After the profile is complete: The POC price is the midpoint of the POC bin VAH is the highest top boundary among all Value Area bins VAL is the lowest bottom boundary among all Value Area bins These levels are then drawn as horizontal lines extending from the left side of the lookback window toward the right side label area. 12) Label Placement The labels for POC, VAH, and VAL are placed slightly to the right of the profile. This keeps them readable and avoids overlap with the 3D bars themselves.
Chỉ báo Pine Script®
của UAlgo
Price Normalized RSI Profile [UAlgo]Price Normalized RSI Profile is a hybrid visualization tool that combines a rolling RSI distribution study with a profile style overlay drawn directly on the price chart. Instead of plotting a classic RSI line in a separate oscillator pane, this script collects historical RSI readings, groups them into fixed 0 to 100 bins, weights each bin by traded volume, and then renders the resulting distribution as a horizontal profile on the right side of the main chart. The goal of the script is not to show where price traded the most, but to show where RSI states accumulated the most volume over the selected lookback period. In other words, it answers a different question than a traditional volume profile. Rather than asking which prices were most active, it asks which RSI regimes were most active, then maps those oscillator regimes visually into the chart’s price space for easier on-chart interpretation. The indicator highlights: A volume weighted RSI Point of Control (POC) A Value Area around that POC A right side histogram of RSI regime distribution A color gradient that reflects bullish versus bearish RSI zones Reference labels for POC, VAH, and VAL Lookback boundary markers for profile context This makes the script useful for traders who want to blend oscillator distribution analysis with chart based execution, especially when comparing current price position against historically dominant RSI states. Important note: The POC, VAH, and VAL in this script are derived from an RSI distribution profile , not from a standard price based volume profile. They are visually mapped onto the current chart range for presentation. 🔹 Features 🔸 1) Volume Weighted RSI Distribution Profile The script collects RSI values over a rolling lookback window and assigns each reading into one of several fixed RSI bins. Each bin accumulates volume , not just frequency, so the profile reflects how much traded participation occurred while RSI was in that zone. This makes the output more meaningful than a simple occurrence count because highly active bars contribute more weight. 🔸 2) Fixed 0 to 100 RSI Bin Framework The profile is built over the natural RSI range from 0 to 100, divided into a user defined number of bins. This creates a stable oscillator distribution model that is consistent across symbols and timeframes. Lower bin counts create thicker, smoother profile bars. Higher bin counts create finer resolution and more detailed structure. 🔸 3) Overlay on the Main Price Chart Unlike most RSI tools, this script runs with overlay=true and renders the profile directly on the price chart. It maps RSI bins onto the vertical span of the recent chart range, allowing traders to see the distribution without leaving the main chart. This is a visual convenience feature and creates a unique fusion of oscillator logic and price space presentation. 🔸 4) Point of Control (POC) Detection The indicator identifies the RSI bin with the highest accumulated volume and treats it as the RSI Profile POC. This is the most active RSI zone by volume over the lookback window. The POC is highlighted with: A wider profile bar A unique color A label showing the POC volume 🔸 5) Value Area (VAH / VAL) Calculation The script builds a Value Area around the POC using the selected percentage of total profile volume. This identifies the core RSI regime zone where the majority of the volume weighted RSI activity occurred. The Value Area is visually emphasized with more visible bars and separate VAH / VAL guide lines. 🔸 6) Gradient Color Mapping by RSI Regime Each bin is colored using a gradient based on its RSI location: Lower RSI zones lean bullish color Higher RSI zones lean bearish color This reflects the script’s chosen visual logic, where low RSI bins appear in the bullish color family and high RSI bins appear in the bearish color family. 🔸 7) Distinct Styling for POC, Value Area, and Outside Value The script visually separates three categories: POC bin Bins inside the Value Area Bins outside the Value Area This helps traders quickly distinguish the dominant RSI regime from the broader accepted RSI zone and from lower importance outer regions. 🔸 8) Forward Projected Histogram Layout The profile is drawn to the right of current price using configurable: Maximum width in bars Horizontal offset This keeps the histogram out of the way of current candles while preserving clear visibility on the active chart. 🔸 9) Lookback Context Markers The script draws a vertical line marking the start of the profile lookback window, plus horizontal guide lines across the chart high and low range used for the profile mapping. This makes it easy to understand which portion of the chart is being analyzed. 🔸 10) Compact On Chart Labels The indicator adds right side labels for: POC VAH VAL This makes the distribution easier to read without manually inspecting each bar. 🔸 11) Rolling History Buffer for RSI and Volume The script stores both RSI and volume into arrays, allowing the profile to be rebuilt from recent history on the last bar. This keeps the logic fully rolling and independent from session boundaries. 🔸 12) Structured Object Based Design The script uses custom types: RsiBin for each RSI interval RsiProfile for the full profile state, including POC and Value Area indexes This makes the internal logic cleaner and easier to maintain. 🔹 Calculations 1) RSI Calculation The script calculates RSI from the chosen source and length: float rsi_val = ta.rsi(rsi_src, rsi_len) This value is the basis for all binning and profile accumulation. 2) Rolling RSI and Volume History Storage Every bar, the script pushes the latest RSI value and volume into rolling arrays: rsi_history.push(rsi_val) vol_history.push(volume) To prevent unlimited growth, the arrays are trimmed when they exceed: lookback + 100 This keeps enough buffer for profile stability while controlling memory size. 3) Fixed RSI Bin Initialization The profile divides the 0 to 100 RSI range into equal bins: float step = 100.0 / bins_count for i = 0 to bins_count - 1 float min_v = i * step float max_v = (i + 1) * step this.bins.push(RsiBin.new(min_v, max_v, 0.0, 0)) Each bin stores: RSI minimum value RSI maximum value Accumulated volume Observation count 4) Volume Weighted Population of the RSI Profile When populating the profile, each historical RSI value is mapped into the correct bin: int bin_idx = math.floor(r_val / 100.0 * this.bins.size()) The index is clamped to remain inside valid bounds: bin_idx := math.min(bin_idx, this.bins.size() - 1) bin_idx := math.max(bin_idx, 0) Then the script adds the corresponding bar volume to that bin: b.volume += v_val b.count += 1 this.total_vol += v_val This means the profile is volume weighted RSI distribution , not a simple count histogram. 5) POC Detection As bins are populated, the script tracks the bin with the highest accumulated volume: if b.volume > this.max_vol this.max_vol := b.volume this.poc_idx := bin_idx This bin becomes the profile POC and acts as the center for Value Area expansion. 6) Value Area Calculation The Value Area target is calculated from total profile volume: float target_vol = this.total_vol * (va_percent / 100.0) The script starts from the POC and expands outward, comparing the next upper and lower bin volumes: float vol_up = (top < max_idx) ? this.bins.get(top + 1).volume : 0.0 float vol_dn = (bot > 0) ? this.bins.get(bot - 1).volume : 0.0 Whichever side has more volume is added first. This continues until the accumulated volume reaches the target percentage. The final indexes are stored as: this.va_top_idx := top this.va_bot_idx := bot 7) Mapping RSI Bins into Price Space A key part of this script is that RSI bins are not drawn in an oscillator pane. Instead, each RSI interval is mapped onto the chart’s recent price range: float price_range = chart_high - chart_low float y_bottom = chart_low + (b.min_val / 100.0) * price_range float y_top = chart_low + (b.max_val / 100.0) * price_range Interpretation: RSI 0 maps to the recent chart low. RSI 100 maps to the recent chart high. All intermediate RSI bins are proportionally placed between them. This is a visual mapping device, not a statement that those price levels correspond to actual RSI threshold prices. 8) Histogram Width Normalization Each bin’s horizontal width is scaled by its volume relative to the maximum profile volume: int bar_w = math.round((b.volume / this.max_vol) * max_width) If the bin is the POC, it gets extra width: if is_poc bar_w := int(max_width * 1.15) This makes the POC stand out clearly inside the profile. 9) POC, VA, and Outside VA Styling Logic Each bin is categorized as: POC Inside the Value Area Outside the Value Area Then the script applies different opacity and border logic: POC gets the dedicated POC color VA bins are more visible Outside VA bins are more faded This creates clear visual hierarchy in the profile. 10) Color Gradient by RSI Position Base color is determined from bin position in the RSI scale: color base_col = color.from_gradient(b.min_val, 0, 100, c_bull, c_bear) This means lower RSI bins transition toward the bullish color and higher RSI bins transition toward the bearish color. This is a stylistic mapping choice built into the script. 11) POC Label and Volume Display When the POC is drawn, the script also adds a label showing: The text POC The accumulated volume of that bin text="POC " + str.tostring(b.volume, format.volume) This provides quick information about the dominant RSI regime’s participation size. 12) VAH and VAL Price Level Rendering The script converts the Value Area top and bottom RSI bin indexes into mapped chart levels: For VAH: float vah_level = chart_low + (b_vah.max_val / 100.0) * price_range_val For VAL: float val_level = chart_low + (b_val.min_val / 100.0) * price_range_val It then draws dashed horizontal lines and small labels for both. Important note: These are RSI profile Value Area boundaries mapped into price space , not true price based VAH and VAL from a market profile. 13) Lookback Boundary Drawing The start of the lookback window is marked with a vertical dotted line: int start_bar_idx = bar_index - lookback line.new(start_bar_idx, chart_low, start_bar_idx, chart_high, ...) This makes it easier to visually understand which section of chart history contributed to the current profile. 14) Chart Range Anchoring The vertical display range used for the RSI to price mapping is derived from: float chart_high = ta.highest(high, lookback) float chart_low = ta.lowest(low, lookback) This means the profile always stretches across the full recent visible price range used in the calculation window. 15) Last Bar Rendering Behavior The profile is built and rendered only on the last bar: if barstate.islast vp.init(bin_count) vp.populate(rsi_history, vol_history, lookback) vp.calc_va(va_pct) vp.render(...)
Chỉ báo Pine Script®
của UAlgo
Session Volume Profile Extended by Chaitu50cSession Volume Profile Extended By Chaitu50c session-based Volume Profile indicator that calculates and plots the most important volume distribution levels — Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL) — for both the current and previous sessions. Instead of displaying a full histogram, the script internally builds volume bins using price grouped by a configurable tick size and accumulates volume throughout the selected session timeframe. At the end of each session, it determines the POC (highest traded volume level) and expands outward to define the Value Area based on the user-defined percentage of total session volume. The indicator updates current session levels in real time, allowing traders to see how developing volume structure evolves during the day. When a new session begins, the previous session’s levels are finalized and extended forward for reference. Users can control how many past sessions remain visible, ensuring the chart stays clean while preserving important historical levels. Each level — past and current POC, VAH, and VAL — can be independently enabled and fully customized in terms of color, style, and width. Row size controls the precision of volume grouping, while the Value Area percentage determines how broad or narrow the value zone becomes. This makes the indicator adaptable to different instruments and trading styles. Ultimate Session VP is best suited for intraday traders who use volume-based structure for identifying equilibrium zones, breakout areas, and key support or resistance levels derived from real session participation.
Chỉ báo Pine Script®
của chaitu50c
Volumetric Supply and Demand Zones [BOSWaves]Volumetric Supply and Demand Zones - Impulse-Based Zone Detection with Embedded Volume Profile Analysis Overview Volumetric Supply and Demand Zones is an impulse-driven zone identification system that marks significant reversal areas through swing detection and volume accumulation patterns, where zone boundaries dynamically reflect actual trading activity concentration rather than arbitrary price levels. Instead of relying on traditional horizontal support/resistance lines or fixed pivot structures, zone placement, thickness, and volumetric composition are determined through ATR-normalized impulse detection, volume profile distribution analysis, and delta decomposition within base formation periods. This creates adaptive supply and demand boundaries that reflect actual volume accumulation patterns rather than simple price extremes - contracting zones around high-volume concentration areas when profile shows tight distribution, expanding zones during dispersed volume activity, and incorporating positive/negative delta breakdowns to reveal whether zones formed under buying or selling pressure dominance. Price interactions are therefore evaluated relative to volume-weighted zone structures and point-of-control levels rather than conventional naked price zones. Conceptual Framework Volumetric Supply and Demand Zones is founded on the principle that meaningful reversal zones emerge where significant volume accumulated during consolidation before impulse moves rather than at simple swing high/low pivot points. Traditional supply and demand methods identify zones using price structure alone through swing detection or candlestick patterns, which often ignores the underlying volume distribution and buying/selling pressure that validates institutional accumulation or distribution. This framework replaces price-only logic with volume-weighted zone construction informed by actual trading activity concentration and delta composition. Three core principles guide the design: Zone boundaries should encompass base formation periods preceding impulse moves, not isolated pivot candles alone. Volume profile distribution within zones must reveal where actual trading activity concentrated, identifying true points of control. Delta decomposition exposes whether zones formed under buying pressure (demand accumulation) or selling pressure (supply distribution). This shifts supply and demand analysis from naked price levels into volume-validated, delta-aware institutional footprint zones. Theoretical Foundation The indicator combines swing pivot detection, ATR-based impulse measurement, volume profile construction, and delta decomposition analysis. A pivot detection system identifies local swing highs and lows using configurable left/right bar parameters. Impulse validation measures the subsequent price move magnitude relative to ATR, confirming whether the swing preceded a significant directional thrust. Zone boundaries encompass a lookback period of candles forming the base, with maximum height capped by ATR multiplier to prevent excessively large zones. Volume profile divides each zone into horizontal rows, distributing volume proportionally based on price overlap and identifying the point of control (highest volume row). Delta profile separates volume into buying versus selling components using close-open relationships, revealing net directional pressure within each profile row. Five internal systems operate in tandem: Swing Detection Engine : Identifies pivot highs and lows using symmetrical left/right bar confirmation for potential zone anchor points. Impulse Validation System : Measures price movement magnitude following pivot formation, requiring ATR-multiple threshold breach to confirm zone significance. Volume Profile Constructor : Divides zone height into configurable rows, allocates volume proportionally based on bar price range overlap with each row, identifies POC as highest-volume row. Delta Decomposition Engine : Separates volume into buying (up-close bars) versus selling (down-close bars) components within each profile row, calculates net delta and dominant pressure direction. Zone Merge Logic : Detects overlapping zones of same type (supply/supply or demand/demand), combines boundaries and recalculates volume/delta statistics with weighted blending. This design allows supply and demand zones to reflect actual volume accumulation reality rather than reacting mechanically to price pivots alone. How It Works Volumetric Supply and Demand Zones evaluates price through a sequence of volume-aware zone construction processes: Pivot Identification : Swing detection algorithm identifies local highs and lows using configurable left/right bar symmetry, marking potential reversal zone anchors. Impulse Magnitude Validation : Following pivot formation, price movement measured relative to ATR over lookback period - move must exceed ATR multiplier threshold to confirm zone validity. Base Period Boundary Definition : Zone encompasses pivot bar plus configurable lookback candles forming the consolidation base preceding impulse move. Height Normalization : Raw zone height (high to low of base period) capped at maximum ATR multiplier to prevent zones becoming unreasonably large during extended consolidations. Volume Profile Row Allocation : Zone divided into configurable number of horizontal rows, each bar's volume distributed proportionally based on price range overlap with row boundaries. Point of Control Identification : Row with highest accumulated volume marked as POC, representing price level with maximum trading activity concentration within zone. Delta Component Separation : Each bar's volume classified as buying (close > open) or selling (close < open), allocated to respective delta buckets within overlapping profile rows. Delta Profile Construction : Net delta (buy volume minus sell volume) calculated per row, rendered as horizontal bars extending from zone right edge inward with green (positive) or red (negative) coloring. Overlap Detection and Merging : New zones checked against existing zones of same type, overlapping zones within merge gap threshold combined with boundary expansion and volume/delta statistics aggregation. Mitigation Detection : Price interaction monitoring using configurable method (wick or close) determines when zones violated, triggering zone deletion and cleanup of all visual elements. Together, these elements form a continuously updating supply and demand framework anchored in volume accumulation reality and delta pressure composition. Interpretation Volumetric Supply and Demand Zones should be interpreted as volume-validated institutional footprint zones: Demand Zones (Green) : Form at swing lows preceding upward impulse moves exceeding ATR threshold - represent areas where buyers accumulated positions before markup phase, volume profile shows where bids concentrated. Supply Zones (Red) : Establish at swing highs preceding downward impulse moves exceeding ATR threshold - identify areas where sellers distributed positions before markdown phase, volume profile shows where offers concentrated. Volume Profile Bars : Horizontal bars extending from zone left edge show relative volume distribution across price levels - longer bars indicate higher trading activity, revealing true institutional accumulation/distribution levels versus arbitrary zone edges. Point of Control Line (White) : Horizontal line within zone marks price level with maximum volume concentration - represents the most significant institutional activity level, often acts as magnetic price level during retests. Delta Profile Bars : Horizontal bars extending from zone right edge inward display net buying/selling pressure per price level - green bars show buy volume dominance (accumulation), red bars show sell volume dominance (distribution). Zone Info Box : Text panel on right edge displays zone type (SUPPLY/DEMAND), status (Fresh/Tested), total volume, net delta, and touch count - provides quantitative validation of zone significance. Fresh Status : Newly created zones not yet tested by price - highest probability reversal zones as institutional orders likely remain unfilled. Tested Status : Zones where price returned and interacted with boundaries - touch count reveals how many times zone provided support/resistance, excessive touches suggest weakening. Merged Zones : Wider zones with higher volume/delta values formed by combining multiple overlapping base periods - represent extended institutional accumulation/distribution areas with greater significance. POC Brightness : Brightest (white) volume profile bar marks point of control - visual emphasis highlights the most critical price level within zone structure. Volume distribution shape, POC placement, delta composition, and touch count outweigh simple zone boundary reactions. Signal Logic & Visual Cues Volumetric Supply and Demand Zones presents zone interaction insights rather than discrete directional signals: Fresh Zone Formation : New supply or demand zone created when swing pivot followed by ATR-threshold impulse - suggests institutional footprint left behind, high-probability reversal area established. First Retest (Fresh → Tested) : Price returning to previously untouched zone triggers status change and touch increment - historically highest-probability reaction level as unfilled orders likely remain. POC Magnetic Behavior : Price gravitating toward white POC line during zone interaction - suggests institutional activity concentration level acting as support/resistance within broader zone. Volume Profile Asymmetry : Profile showing volume concentrated at zone edge versus center reveals base formation character - edge concentration suggests quick accumulation before impulse, center concentration indicates prolonged consolidation. Delta Divergence Patterns : Demand zones showing negative delta profile (red bars dominant) or supply zones showing positive delta (green bars) reveal weak zone formation - pressure composition conflicted with expected direction. Delta Confirmation Patterns : Demand zones with strong positive delta (green bars) or supply zones with strong negative delta (red bars) validate institutional conviction - pressure aligned with expected reversal direction. Excessive Touch Degradation : Touch count exceeding 3-4 interactions suggests zone weakening - repeated tests consume institutional orders, reducing reversal probability. Mitigation Events : Price closing beyond zone boundaries (or wicking through, based on settings) triggers zone deletion - invalidation confirms institutional levels failed, trend continuation likely. The primary value lies in volume-validated zone structure and delta composition analysis rather than simple boundary touches. Strategy Integration Volumetric Supply and Demand Zones fits within institutional footprint and order flow-aware trading approaches: Fresh Zone Reversal Entries : Enter counter-trend positions at first retest of fresh zones with strong delta confirmation - unfilled institutional orders provide high-probability reaction levels. POC-Precise Limit Orders : Place entries at POC line rather than zone edges - point of control represents maximum volume concentration, offering tighter stop placement and better risk/reward. Delta-Filtered Zone Selection : Prioritize demand zones showing positive net delta and supply zones showing negative net delta-aligned pressure composition validates institutional conviction. Volume Profile Distribution Analysis : Favor zones with tight volume concentration (profile bars clustered) over dispersed distribution - concentrated profiles suggest decisive institutional accumulation/distribution. Merge-Enhanced Conviction : Treat merged zones with higher volume/delta totals as stronger reversal candidates - combined statistics represent extended institutional activity periods. Touch Count Degradation Filtering : Reduce position sizing or avoid zones with 3+ touches - excessive interaction depletes institutional orders, weakening reversal probability. Trend Continuation via Mitigation : Enter breakout positions when price closes beyond supply zones (uptrend) or demand zones (downtrend) - mitigation confirms trend strength overwhelming institutional levels. Multi-Timeframe Zone Confluence : Apply higher-timeframe zones for macro structure, use lower-timeframe volume profile to identify precise entry levels within larger zones. Technical Implementation Details Core Engine : Pivot detection with symmetrical left/right confirmation, ATR-normalized impulse validation Zone Construction : Base period lookback with ATR-capped height normalization and time-based extension Volume Profile System : Proportional volume allocation across configurable rows with overlap percentage calculation Delta Engine : Close-open relationship classification separating buy/sell volume with net delta calculation per row POC Identification : Maximum volume row detection with visual emphasis rendering Merge Logic : Overlap detection with gap threshold, boundary expansion, and weighted statistic aggregation Visualization : Multi-element rendering (zone boxes, profile bars, delta bars, POC lines, info panels) with proportional sizing Performance Profile : Custom type system for zone/profile/delta management, efficient array-based storage with configurable zone limits Optimal Application Parameters Timeframe Guidance: 1 - 5 min : Micro-structure supply/demand for scalping with tight ATR multipliers and reduced lookback 15 - 60 min : Intraday institutional footprint zones with balanced profile row count and merge sensitivity 4H - Daily : Swing-level accumulation/distribution areas with extended lookback periods and wider merge gaps Weekly - Monthly : Macro institutional zones with maximum profile detail and extended zone persistence Suggested Baseline Configuration: Swing Length : 8 Impulse Size (ATR) : 1.2 Base Lookback Candles : 3 ATR Length : 14 Maximum Zone Height (ATR) : 4.0 Maximum Zones : 10 Extend Zones (bars) : 60 Merge Overlapping Zones : Enabled Merge Gap (ATR) : 0.3 Mitigation Type : Wick Profile Rows : 10 Profile Width (%) : 0.5 Show POC Line : Enabled Show Delta Profile : Enabled Delta Profile Width (%) : 0.35 Show Zone Info Box : Enabled These suggested parameters should be used as a baseline; their effectiveness depends on the asset's volatility profile, volume characteristics, and preferred zone sensitivity, so fine-tuning is expected for optimal performance. Parameter Calibration Notes Use the following adjustments to refine behavior without altering the core logic: Too many zones cluttering chart : Increase Swing Length (10 - 12) to demand stronger pivots, or increase Impulse Size multiplier (1.5 - 2.0) to require larger moves for zone validation. Missing significant reversal levels : Decrease Swing Length (5-6) for earlier pivot detection, or reduce Impulse Size (0.8 - 1.0) to capture smaller but valid base formations. Zones too large/tall : Reduce Maximum Zone Height ATR multiplier (2.5 - 3.0) to cap vertical size, or decrease Base Lookback Candles (1 - 2) for tighter base periods. Zones too small to be useful : Increase Base Lookback Candles (4 - 6) to encompass longer consolidation periods, or raise Maximum Zone Height (5.0 - 7.0) for taller zones. Profile bars too granular : Decrease Profile Rows (6 - 8) for coarser distribution showing major volume clusters only. Profile lacking detail : Increase Profile Rows (15 - 20) for finer resolution revealing subtle volume distribution nuances. Zones merging too aggressively : Decrease Merge Gap ATR multiplier (0.1 - 0.2) to require tighter overlap for merge qualification, or disable merging entirely. Related zones not combining : Increase Merge Gap (0.5 - 0.8) to allow merging of zones with larger separation distances. Zones invalidating prematurely : Switch Mitigation Type from "Wick" to "Close" to require closing violation rather than intrabar penetration. Zones persisting too long after breach : Switch Mitigation Type from "Close" to "Wick" for faster invalidation on initial penetration. Profile bars invisible : Increase Profile Width percentage (0.6 - 0.8) for longer bars, improving visibility on cluttered charts. Delta profile obscuring volume profile : Reduce Delta Profile Width (0.2 - 0.3) to prevent overlap, or disable delta display temporarily. Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions. Performance Characteristics High Effectiveness: Range-bound and mean-reverting markets where institutional zones provide reliable turning points Instruments with consistent volume characteristics where profile distribution reveals true accumulation/distribution Swing trading approaches targeting zone-to-zone reactions with defined risk parameters Reversal strategies seeking volume-validated entry levels rather than blind counter-trend positions Markets where delta proxy correlates well with actual order flow (trending volume instruments) Position trading benefiting from macro supply/demand structure with embedded volume context Reduced Effectiveness: Extremely low volume environments where profile distribution becomes unreliable and sparse News-driven or gapped markets where zones form/invalidate without normal volume accumulation patterns Highly trending markets where zones consistently mitigate without providing reversal opportunities Instruments with erratic volume patterns making delta decomposition and profile interpretation misleading Very high-frequency timeframes (seconds) where base formation periods too short for meaningful volume accumulation Integration Guidelines Confluence : Combine with BOSWaves structure, market profile, or traditional technical analysis for zone validation within broader context Volume Profile Respect : Trust POC levels and high-volume profile bars over arbitrary zone edges for entry/exit precision Delta Confirmation Priority : Favor zones where delta composition aligns with expected direction - positive delta in demand, negative delta in supply Fresh Zone Preference : Prioritize first retests of untouched zones over repeatedly tested areas with high touch counts Merge Recognition : Treat merged zones with elevated volume/delta statistics as higher-conviction institutional footprint areas Touch Count Filtering : Reduce position sizing or avoid zones after 3+ touches as institutional order depletion reduces effectiveness Mitigation Discipline : Exit zone-based positions decisively when price closes beyond boundaries, respecting invalidation signals Multi-Timeframe Structure : Apply higher-timeframe zones for swing structure, use lower-timeframe profiles for tactical entry refinement Disclaimer Volumetric Supply and Demand Zones is a professional-grade supply/demand zone and volume profile analysis tool. It uses volume-based delta proxy to estimate directional pressure but does not access true order book data or institutional trade information. Results depend on market conditions, volume reliability, ATR characteristics, parameter selection, and disciplined execution. Volume profile and delta calculations represent approximations based on close-open relationships and price overlap formulas, not actual bid/ask transactions. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates price structure, order flow context, and comprehensive risk management.
Chỉ báo Pine Script®
của BOSWaves
7
Liquidity Depth Indicator [BigBeluga]🔵 OVERVIEW Liquidity Depth Indicator visualizes the distribution, balance, and depth of liquidity within a selected lookback window. It builds a full liquidity profile by scanning how often price interacted with each price level, generating cumulative buy-side and sell-side curves, heatmap intensity zones, and a clear Point of Control (PoC). This provides a deep structural view of where liquidity sits, how it’s stacked, and which side of the market dominates. 🔵 CONCEPTS Liquidity Binning — The full range (High → Low) over the lookback window is divided into 100 micro-price zones. Each candle contributes its volume into the bin closest to its close. Buy/Sell Side Split — • Zones above the midpoint = potential sell-side liquidity concentration. • Zones below midpoint = potential buy-side liquidity concentration. Cumulative Liquidity Curves — Each side builds a flowing curve showing how liquidity stacks from mid toward extremes. Liquidity Heatmap — Highlights volume density at each price level using color intensity for easy visual analysis. Point of Control — The price level with the highest liquidity accumulation (max volume bin). 🔵 FEATURES 100-Level Volume Distribution — Scans all candles inside the lookback period and assigns each close to the nearest bin. Sell-Side Depth Curve — Plotted above the midpoint, showing how sell liquidity increases as price moves toward the top of the range. Buy-Side Depth Curve — Plotted below the midpoint, showing how buy liquidity builds toward the bottom of the range. Volume Labels — Displays total buy-side and sell-side volume at curve peaks. Mid-Range Liquidity Split — Calculates: • Buy-side liquidity % • Sell-side liquidity % Displayed in two vertical boxes next to the profile. Liquidity Heatmap Overlay — Color-coded price strips showing where largest clusters sit: • Above midpoint → Sell zones • Below midpoint → Buy zones PoC Detection — Draws the strongest liquidity level with a bold line and prints its relative volume. Range Frame Lines — High, Low, and Mid lines are plotted to define the liquidity environment. Auto-Cleanup & Rebuild — All curves, boxes, and heatmap segments are refreshed each bar using barstate.islast. 🔵 HOW IT WORKS 1. Determines High, Low, and Mid over the lookback window. 2. Divides the range into 100 bins based on linear spacing. 3. Accumulates volume per bin depending on where each candle’s close lands. 4. Builds total, buy-side, and sell-side cumulative curves . 5. Colors the heatmap based on normalized volume per bin. 6. Locates PoC — the bin with maximum volume. 7. Creates buy/sell percentage distribution boxes . 🔵 HOW TO USE Identify Liquidity Imbalance — Compare the buy vs sell percentage boxes to see which side dominates. Spot Strong Liquidity Walls — Thick portions of cumulative curves represent areas price may reject. Read PoC as a Magnet — Price often gravitates toward the PoC or reacts strongly once reached. Evaluate Breakout Strength — If liquidity is concentrated at extremes, a breakout may face strong absorption. Use Heatmap as Hidden S/R — The brightest zones frequently act as hidden support/resistance. Detect Exhaustion Areas — If a curve sharply thins near highs or lows, the trend may weaken. 🔵 CONCLUSION Liquidity Depth Indicator is a powerful microstructure tool that reveals where liquidity is stacked within a price range. By combining cumulative curves, heat mapping, and PoC identification, it exposes both visible and hidden liquidity layers — helping traders spot absorption zones, reversal clusters, liquidity pools, and trend exhaustion areas with high clarity.
Chỉ báo Pine Script®
của BigBeluga
5
Clusters Volume Profile [LuxAlgo]The Clusters Volume Profile indicator utilizes K-Means clustering to categorize historical price action into distinct groups and generates individual volume profiles for each detected cluster. This tool provides a unique perspective on volume distribution by isolating price behaviors based on proximity rather than strictly chronological order. 🔶 USAGE The indicator identifies "clusters" of price activity within a user-defined lookback period. Each cluster is assigned a unique color and its own horizontal volume profile, allowing traders to see where liquidity is most concentrated within specific price regimes. 🔹 Identifying Institutional Zones Traders can use the Point of Control (POC) of high-volume clusters to identify significant institutional interest. Because the K-Means algorithm groups price action by density rather than time, a cluster's POC often represents a "fair value" level where significant exchange occurred. These dashed POC lines frequently act as robust support or resistance levels when price returns to them in the future. 🔹 Market Regime Detection By observing the vertical distribution and overlap of clusters, traders can identify market phases. Overlapping clusters with high volume often indicate accumulation or distribution phases (sideways markets), whereas distinct, vertically separated clusters with lower volume gaps between them suggest a trending environment. A shift from multiple overlapping clusters to a new, isolated cluster can signal a breakout or the start of a new trend. 🔹 Precision Entry & Exits Cluster boundaries and POC lines provide concrete levels for trade management. An entry can be sought when price retests a high-volume cluster POC, while stops can be placed outside the total price range of that specific cluster (the area covered by its volume profile). Conversely, targets can be set at the POC of the next major cluster above or below current price action. 🔹 Volume Conviction The tool provides specific volume metrics that allow traders to gauge conviction. By comparing the "Total" volume label of one cluster against another, a trader can determine which price regime had more participation. A breakout into a price zone with a high-volume cluster suggests stronger conviction and a higher probability of the level holding compared to a zone with low total volume. 🔶 DETAILS The script employs a K-Means clustering algorithm. This process involves: Initializing "centroids" across the price range of the lookback period. Iteratively assigning each price bar to the nearest centroid based on the HLC2 (median) price. Recalculating centroids based on the volume-weighted average price of the assigned bars. Finalizing assignments after the specified number of iterations to ensure stable clusters. By separating price action into these clusters, the tool helps identify high-interest zones that might be obscured by a single, traditional Volume Profile. 🔶 SETTINGS 🔹 Clustering Settings Lookback Period: Determines the number of recent bars used for the clustering analysis. Number of Clusters: Sets how many distinct price groups the algorithm should attempt to find (2 to 10). K-Means Iterations: Controls the number of times the algorithm refines the cluster centers. Higher values can lead to more stable results. 🔹 Volume Profile Settings Rows per Cluster VP: Defines the vertical resolution (number of bins) for each individual cluster's profile. Max VP Width (Bars): Sets the maximum horizontal length of the volume profile histograms. VP Offset: Adjusts the horizontal spacing between the current bar and the start of the volume profiles. Highlight Price Dots: Toggles the visibility of the colored dots on the price action to identify cluster assignments. Dot Size: Adjusts the size of the cluster assignment dots on the chart, ranging from tiny to huge.
Chỉ báo Pine Script®
của LuxAlgo
17
Point of Control [BigBeluga]🔵 OVERVIEW Point of Control identifies the exact price level with the highest traded volume over a selected lookback period. This level—called the Point of Control (PoC) —marks where the greatest market participation occurred, representing a zone of highest volume. The indicator helps traders visualize dominant volume concentrations, fair-value levels, and structural balance within recent price action. 🔵 CONCEPTS Point of Control (PoC) — The single price level within the defined lookback range that has accumulated the most traded volume. Volume Distribution Bins — The price range is divided into 25 equal bins, and volume is aggregated per bin to locate the maximum concentration. Range Boundaries — The highest and lowest price within the lookback window are used to form the upper and lower reference limits. PoC Channel — Optional upper and lower bands plotted around the main PoC to visualize a fair-value corridor. Volume Intensity Mapping — Candle color dynamically shifts based on the candle’s position relative to the PoC channel, showing whether price is balanced or trending away from high-volume levels. 🔵 FEATURES Configurable Lookback Range — Adjust how many bars (10–400) are used for calculating the PoC. Precise PoC Calculation — Volume aggregation across 25 bins to identify the exact volume peak. Dynamic Channel Visualization — PoC bands above and below the central level to indicate equilibrium tolerance. Adaptive Candle Coloring — - Neutral → price inside PoC channel. Gray - Bullish → price above PoC channel. Blue 🔵 - Bearish → price below PoC channel. Orange 🟠 Automatic Volume Labeling — Displays total volume at the active PoC level for quick reference. Directional Indicators — 🔵 or 🟠 markers appear when price shifts above or below the PoC channel. Range Visualization — Plots the highest and lowest points of the active lookback window for contextual awareness. Live Updating Logic — PoC recalculates automatically every 15 bars for efficient chart performance and accuracy. 🔵 HOW TO USE Volume Anchoring — Use PoC as a reference for where the majority of volume occurred; price often reacts to or consolidates around this level. Trend Confirmation — Sustained price movement away from PoC channel may signal developing directional imbalance. Value Tracking — Watch the shifting of PoC across time to identify where fair value migrates during market evolution. Equilibrium Mapping — When price hovers around PoC, the market is balanced; when it departs, a new value zone may form. Combine With Volume Profiles — Use alongside profile tools for higher-resolution analysis of institutional activity. 🔵 CONCLUSION Point of Control provides a pure, volume-centric view of market balance by pinpointing where most transactions occurred within any chosen range. It delivers a clean and efficient visualization of fair value zones—helping traders track the heartbeat of market participation, recognize dominant liquidity areas, and stay aligned with where true market interest resides.
Chỉ báo Pine Script®
của BigBeluga
14
Volume Flow Anatomy [Kodexius]Volume Flow Anatomy is a dynamic, multi-dimensional volume map that reconstructs how buy, sell, and “stealth” activity is distributed across price rather than just across time. Instead of relying on a static, session-based volume profile, it uses an exponentially decaying memory of recent bars to build a constantly evolving “anatomy” of the auction, where each price level carries an adaptive history of order flow. The script separates buy vs. sell pressure, adds a third “Stealth Flow” dimension for low-volume price movement (ease of movement / divergence), and automatically derives POC, Value Area, imbalances, absorption zones, and classic profile shapes (D, P, b, B). This gives the trader a compact but highly information-dense map on the right side of the chart to read control (buyers vs. sellers), structure (balanced vs. trending vs. double distribution), and key reaction levels (support/resistance born from flow, not just wicks). 🔹 Features 🔸 Dynamic Lookback with Decay - The script computes an effective lookback N from the Decay Factor and caps it with Max Lookback. - Higher decay keeps more history; lower decay emphasizes the most recent flow. - The profile continuously adapts as new bars are printed. 🔸 Price-Bucketed Flow Map Each bucket accumulates: - Sell Flow (sell pressure) - Buy Flow (buy pressure) - Stealth Flow (low-volume price movement) - Box width at each bucket is proportional to the relative intensity of that component. 🔸 Stealth Flow (Low-Volume Price Movement) - Measures close to close movement relative to volume, emphasizing price movement that occurs on comparatively low volume. - Helps reveal hidden participation, inefficient moves, and areas that may be vulnerable to re-tests or reversions. 🔸 POC & 70% Value Area (VA) - Identifies the Point of Control (price bucket with the highest total volume) over the effective lookback. - Builds a 70% Value Area by expanding from POC towards the nearest high volume neighbors until 70% of the total volume is included. - POC is drawn as a line over the analyzed range; VA is displayed as a shaded band in the profile area. 🔸 Market Profile Shape Detection Splits the profile vertically into three zones (bottom / middle / top) and compares their volume distribution. Classifies structure as: - D-Shape (Balanced) - P-Shape (Short Covering) - b-Shape (Long Liquidation) - B-Shape (Double Distribution) Displays a shape label with color coded bias for quick auction context interpretation. 🔸 Imbalance Zones & Absorption Imbalance: detects buckets where Buy Flow or Sell Flow exceeds the opposite side by at least Imbalance Ratio. Absorption: flags zones with high volume but low price “ease”, where price is not moving much despite significant volume. Extends these levels into horizontal zones, marking potential support/resistance and trap areas. Bullish Imbalance Zone : Bearish Imbalance Zone : Absorption Zone : 🔸 Range Context & On-Chart Legend Draws a Range Box covering the dynamically determined lookback (N bars), with a label displaying the effective bar count. A bottom-right legend summarizes: - Color keys for Buy / Sell / Stealth - POC / VA status - Bullish vs. Bearish dominance percentage - Profile shape classification - Imbalance and Absorption conventions 🔹 Calculations 1. Dynamic Lookback & Price Buckets int N = math.min(int(4 / (1 - decayFactor) - 1), maxHistory) float priceHigh = ta.highest(high, N) float priceLow = ta.lowest(low, N) float bucketSize = (priceHigh - priceLow) / bucketCount The effective lookback N is derived from the Decay Factor, using the approximation 4 / (1 - decay) to capture roughly 99% of the decayed influence, then capped with maxHistory to control performance. Over that adaptive range, the script finds the highest and lowest prices and divides the band into bucketCount equal slices (bucketSize). Each slice is a price bucket that will accumulate volume-flow information. 2. Exponentially Decayed Volume Allocation addValue(array profile, float weight, float minPrice, float maxPrice) => for j = 0 to bucketCount - 1 float bucketMin = priceLow + j * bucketSize float bucketMax = bucketMin + bucketSize float overlapMin = math.max(minPrice, bucketMin) float overlapMax = math.min(maxPrice, bucketMax) float overlapRange = overlapMax - overlapMin if overlapRange > 0 profile.set(j, profile.get(j) * decayFactor + weight * overlapRange) This function is the core engine of the indicator. For a given price span and intensity, it checks every bucket for overlap, distributes the weight proportionally to the overlapping range, and before adding new value, decays the existing bucket content by decayFactor. This results in an exponentially weighted profile: recent activity dominates, while older levels retain a gradually fading footprint. 3. POC and 70% Value Area array totalProfile = array.new(bucketCount, 0) for j = 0 to bucketCount - 1 float total = sellProfile.get(j) + buyProfile.get(j) totalProfile.set(j, total) if total > eaMax eaMax := total int pocIdx = 0 float pocVal = 0.0 for j = 0 to bucketCount - 1 if totalProfile.get(j) > pocVal pocVal := totalProfile.get(j) pocIdx := j float totalSum = totalProfile.sum() float targetSum = totalSum * 0.70 int vaLow = pocIdx int vaHigh = pocIdx float currentSum = pocVal while currentSum < targetSum and (vaLow > 0 or vaHigh < bucketCount - 1) float lowVal = vaLow > 0 ? totalProfile.get(vaLow - 1) : 0.0 float highVal = vaHigh < bucketCount - 1 ? totalProfile.get(vaHigh + 1) : 0.0 First, totalProfile is built as the sum of buy and sell flow per bucket, and eaMax (the maximum total) is tracked for later normalization. The POC bucket (pocIdx) is simply the index with the highest totalProfile value. To compute the 70% Value Area, the algorithm starts at the POC bucket and expands outward, each step adding either the upper or lower neighbor depending on which has more volume. This continues until the cumulative volume reaches 70% of totalSum. The result is a volume-driven VA, not necessarily symmetric around POC, which more accurately represents where the market has truly traded. 4. Market Profile Shape Classification float volTopThird = 0.0 float volMidThird = 0.0 float volBotThird = 0.0 int thirdIdx = int(bucketCount / 3) for j = 0 to bucketCount - 1 float val = totalProfile.get(j) if j < thirdIdx volBotThird += val else if j < thirdIdx * 2 volMidThird += val else volTopThird += val float totalVolShape = totalProfile.sum() string shapeStr = "D-Shape (Balanced)" if (volTopThird > totalVolShape * 0.20) and (volBotThird > totalVolShape * 0.20) and (volMidThird < totalVolShape * 0.50) shapeStr := "B-Shape (Double Dist)" else if pocIdx > bucketCount * 0.5 and volTopThird > volBotThird * 1.3 shapeStr := "P-Shape (Short Covering)" else if pocIdx < bucketCount * 0.5 and volBotThird > volTopThird * 1.3 shapeStr := "b-Shape (Long Liquidation)" else shapeStr := "D-Shape (Balanced)" The profile is split into bottom, middle, and top thirds. The script compares how much volume is concentrated in each and combines that with the relative location of POC. If both extremes are heavy and the middle light, it labels a B-Shape (double distribution). If the POC is high and the top dominates the bottom, it’s a P-Shape (short covering). If the POC is low and the bottom dominates, it’s a b-Shape (long liquidation). Otherwise, it defaults to a D-Shape (balanced). This provides a quick, at-a-glance assessment of auction structure. 5. Imbalances, Absorption & Zones bool isBuyImb = showImb and sVal > 0 and (bVal / sVal >= imbRatio) bool isSellImb = showImb and bVal > 0 and (sVal / bVal >= imbRatio) float volRatio = eaMax > 0 ? tVal / eaMax : 0 float stRatio = esmRange > 0 ? (stVal - esmMin) / esmRange : 1.0 bool isAbsorp = showAbsorp and volRatio > 0.6 and stRatio < 0.25 if showImbZone if isSellImb zoneBoxes.push(box.new(bar_index - N + 1, bucketHi, bar_index + 1, bucketLo, ...)) if isBuyImb zoneBoxes.push(box.new(bar_index - N + 1, bucketHi, bar_index + 1, bucketLo, ...)) if isAbsorp zoneBoxes.push(box.new(bar_index - N + 1, bucketHi, bar_index + 1, bucketLo, ...)) Imbalances are identified where one side’s volume (buy or sell) exceeds the other by at least Imbalance Ratio. These buckets are marked as buy or sell imbalance zones, indicating aggressive participation from one side. Absorption is detected by combining a high volume ratio (volRatio) with a low normalized stealth ratio (stRatio). High volume with limited price movement suggests that opposing orders are absorbing flow at that level. Both imbalance and absorption buckets are extended into horizontal zones from the start of the lookback to the current bar, visually emphasizing key support/resistance and liquidity areas. 6. Building Buy, Sell & Stealth Profiles sellProfile := array.new(bucketCount, 0) buyProfile := array.new(bucketCount, 0) stealthProfile := array.new(bucketCount, 0) Three arrays are used to store Sell Flow, Buy Flow, and Stealth Flow. Bars are processed from oldest to newest so that decay is applied in correct chronological order. For each bar, a volume density (volume / range) is calculated and distributed across the candle range. Bull candles feed buyProfile, bear candles feed sellProfile. Stealth Flow computes the close-to-close move between consecutive bars, scaled by 1 / (1 + volume). Big moves on low volume produce high stealth values, which are then allocated across the move’s price span into stealthProfile. This yields a three-layer profile per price level: directional volume and stealthy price movement.
Chỉ báo Pine Script®
của UnknownUnicorn113699460
2
Accumulation And Distribution Zones (Zeiierman)█ Overview Accumulation And Distribution Zones (Zeiierman) is a structural zone indicator that highlights where the market has recently been absorbing sell pressure (Accumulation) or releasing buy pressure (Distribution). The indicator tracks a refined sequence of swing highs and lows and measures how these swings tighten, expand, or step directionally. When they form staircase-style structures such as higher lows with compressing highs for Accumulation or lower highs with compressing lows for Distribution, the script marks these areas as shifts in market control. Once the full pattern completes, the indicator converts it into an Accumulation or Distribution zone. Each zone is based on a confirmed structural sequence rather than a single point, making it more reliable and reflective of actual market behavior. The indicator can also display a mini-volume profile within each zone and extend POC levels forward, showing where trading activity clustered most. Combined, these features reveal areas where price has recently shown acceptance, absorption, or rejection, helping you understand whether current price action is reacting to, breaking from, or retesting these important structural regions. █ How It Works ⚪ Swing Structure The indicator builds its foundation by detecting swing highs and lows using a configurable Swing Detection Window. Each confirmed swing is stored with its price, time, bar index, and direction. If two consecutive swings share the same direction, only the more extreme one is kept. This produces a clean structural sequence that removes noise and keeps only meaningful turning points. ⚪ Accumulation vs Distribution Pattern Logic Using the refined swing sequence, the script looks for staircase-style formations that signal shifts in control: Accumulation (bottoming): higher lows combined with compressing highs. Distribution (topping): lower highs combined with compressing lows. Two detection modes are available: Quick for compact 4-swing formations Slow for broader 6-swing structures When a full structural pattern completes, the indicator marks the zone and resets the swing buffer for the next formation. ⚪ Volume Profile Construction The price range between the zone’s upper and lower boundary is divided into several Rows. For every bar within the zone’s swing range, the bar’s volume is added to the appropriate price row. Volume is classified as: Bullish volume when close > open Bearish volume when close < open Each row is drawn as two horizontal segments (bull and bear), colored with smooth gradients based on your bull/bear color settings. This creates a compact profile that reveals where trading activity is concentrated inside the zone and whether buyers or sellers dominate those price levels. █ How to Use The indicator is designed to provide context and confluence, not raw buy/sell signals. ⚪ Spot Fresh Accumulation & Distribution Use newly printed zones as a map of where the market has recently: Absorbed selling and formed a floor (Accumulation below price). Absorbed buying and formed a cap (Distribution above price). In a trending environment, fresh accumulation zones below price are often areas to watch for pullbacks, while distribution zones above price can act as sell zones or targets. ⚪ Volume Profile Longer horizontal bars show where the market traded the most volume inside the zone. Bull-leaning rows inside an accumulation zone often signal strong buying interest during the formation. Bear-leaning rows inside a distribution zone highlight concentrated selling pressure. By combining this volume distribution with the zone label and the broader trend context, you can judge whether the structure is more likely to hold, break, or retest as the price approaches it again. ⚪ POC (Point of Control) Trading Extended POC zones (Regular or Faded) can be treated as dynamic support/resistance rails: When price revisits a prior accumulation POC and rejects it from above, the level may act as support. When price retests a distribution POC from below and fails to break through, it can act as resistance. ⚪ Combine with Your Own Strategy The script does not decide direction for you. You get the most value by combining it with: Your own trend filters (moving averages, higher timeframe structure, volatility measures). Your preferred entry models (reversal candles, momentum breaks, liquidity grabs, etc.). Higher-timeframe mapping. Think of this tool as a map of where the market did meaningful business. You decide how to trade around those areas. █ Settings Acc/Dist Ranges – Master switch for drawing all Accumulation and Distribution zones. Turn this off to temporarily hide boxes while leaving supporting logic active. Pattern – Shows or hides the swing-based pattern outline that formed each zone. Good for structural debugging and education. Pattern Sensitivity Quick – more responsive, detects smaller compact structures. Slow – stricter, focuses on wider and more established zones. Swing Detection Window – Pivot width used to confirm swing highs and lows. Larger values filter noise and produce bigger zones; smaller values pick up more minor structures. Volume Profile – Enables the embedded volume profile inside each zone. Rows – Number of price slices used to aggregate volume in the zone. Higher values give more detail but increase visual density. Switch Order – Flips the horizontal order of bull vs bear volume segments within each row. Extend Zones – Behaviour of POC and zone extension: None – No forward extension. Faded Zones – Store and draw up to four past POC zones as faded horizontal levels. Regular Zones – Extend POC boxes forward until price breaks out. ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Chỉ báo Pine Script®
của Zeiierman
6
Volume Profile Area [BigBeluga]🔵 OVERVIEW The Volume Profile Area is an advanced profiling tool that calculates and visualizes the value area within a chosen period’s volume distribution. It first builds a main profile of the entire range, then constructs a secondary profile inside the defined value area, allowing traders to examine market balance and key trading zones in greater detail. 🔵 CONCEPTS Volume Profile – Distributes traded volume across price levels to highlight areas of market activity. Value Area (VA) – The price range containing a chosen percentage of total volume (commonly 50–70%). Point of Control (PoC) – The price level with the highest traded volume, often acting as a magnet for price. Nested Profiles – A profile inside the VA adds a second layer of precision, showing where liquidity clusters within the “fair value” zone. 🔵 FEATURES Main Profile – Full distribution of volume over the selected lookback period. Secondary Profile – Built only inside the VA of the main profile, highlighting intrabalance structure. Customizable PoC Selection – Choose between showing the PoC of the Main Profile , the Area Profile , their Average , or None . Dynamic Value Area Levels – Automatically plots VAL (Value Area Low) and VAH (Value Area High) with labels. Overlay Toggles – Show/hide range extremes, VA lines, or PoCs for a cleaner chart view. Visual Profiles – Main profile shaded in darker blue; the VA profile inside is lighter for clear separation. Automatic Scaling – Profiles adapt to period highs/lows and auto-adjust bins for consistent resolution. Volume Labels – PoCs can display traded volume, giving numeric confirmation of liquidity concentration. 🔵 HOW TO USE Set the Period to define how many bars to include in the main profile. Adjust the Value Area % to control how much volume defines the VA (e.g., 50% by default). Pick your PoC option: Main , Area , or Average , depending on focus. Use VAH/VAL lines as support/resistance levels where most trading occurred. Compare reactions at Main vs VA PoC levels to spot potential breakouts or mean reversions. 🔵 CONCLUSION The Volume Profile Area extends traditional profiling by nesting a secondary VA profile inside the main distribution. This dual-layer approach reveals not just where the market was active overall, but where liquidity concentrated within the “fair value” zone—powerful for refining entries, exits, and risk placement across intraday and swing horizons.
Chỉ báo Pine Script®
của BigBeluga
5
Dynamic Volume Trace Profile [ChartPrime]⯁ OVERVIEW Dynamic Volume Trace Profile is a reimagined take on volume profile analysis. Instead of plotting a static horizontal histogram on the side of your chart, this indicator projects dynamic volume trace lines directly onto the price action. Each bin is color-graded according to its relative strength, creating a living “volume skeleton” of the market. The orange trace highlights the current Point of Control (POC)—the price level with maximum historical traded volume within the lookback window. On the right side, the tool builds a mini profile, showing absolute volume per bin alongside its percentage share, where the POC always represents 100% strength . ⯁ KEY FEATURES Dynamic On-Chart Bins: The range between highest high and lowest low is split into 25 bins. Each bin is drawn as a horizontal trace line across the lookback chart period. Gradient Color Encoding: Trace lines fade from transparent to teal depending on relative volume size. The more intense the teal, the stronger the historical traded activity at that level. Automatic POC Highlight: The bin with the highest aggregated volume is flagged with an orange line . This POC adapts bar-by-bar as volume distribution shifts. Right-Side Volume Profile: At the chart’s right edge, the script prints a box-style profile. Each bin shows: • Total volume (absolute units). • Percentage of max volume, in parentheses (POC bin = 100%). This gives both raw and normalized context at a glance. Adjustable Lookback Window: The lookback defines how many bars feed the profile. Increase for stable HTF zones or decrease for responsive intraday distributions. POC Toggle & Styling: Optionally toggle POC highlighting on/off, adjust colors, and set line thickness for better integration with your chart theme. ⯁ HOW IT WORKS (UNDER THE HOOD) Step Sizing: over last 100 bars is divided by to calculate bin height. Volume Aggregation: For each bar in the , the script checks which bin the close falls into, then adds that bar’s volume to the bin’s counter. Gradient Mapping: Bin volume is normalized against the max volume across all bins. That value is mapped onto a gradient from transparent → teal. POC Logic: The bin with highest volume is colored orange both on the dynamic trace and in the right-side profile. Right-Hand Profile: Boxes are drawn for each bin proportional to volume / maxVolume × 50 units, with text labels showing both absolute volume and normalized %. ⯁ USAGE Use the orange trace as the dominant “magnet” level—price often gravitates to the POC. Watch for clusters of strong teal traces as areas of high acceptance; thin or faint zones mark low-liquidity gaps prone to fast moves. On intraday charts, tighten lookback to reveal session-based distributions . For swing or position trading, expand lookback to surface more durable volume shelves. Compare the right-side profile % to judge how “top-heavy” or “bottom-heavy” the current distribution is. Use bright, intense color traces as context for confluence with structure, OBs, or liquidity hunts. ⯁ CONCLUSION Dynamic Volume Trace Profile takes the traditional volume profile and fuses it into the body of price itself. Instead of a fixed sidebar, you see gradient traces layered directly on the chart, giving real-time context of where volume concentrated and where price may be drawn. With built-in POC highlighting, normalized % readouts, and an adaptive right-side profile, it offers both precision levels and market structure awareness in a cleaner, more intuitive form.
Chỉ báo Pine Script®
của ChartPrime
12
Quadro Volume Profile [BigBeluga]🔵 OVERVIEW The Quadro Volume Profile is a precision-engineered volume profiling tool that segments market activity into four distinct quadrants surrounding the current price. By separating bullish and bearish volume above and below the current price, it helps traders identify dominant forces and high-interest price zones with ease. Each quadrant includes label annotations showing total volume and its share of overall activity — delivering powerful insights into the market’s internal structure. 🔵 CONCEPTS Four-Quadrant Volume Distribution : Volume is separated into Buy and Sell profiles both above and below the current price. Directional Volume Logic : Bullish and bearish candle volume is allocated to specific bins, creating color-coded volume stacks. Dynamic PoC Detection : Point of Control (PoC) levels are calculated per quadrant and optionally displayed. Lookback-Based Anchoring : The volume histogram is anchored to a fixed lookback window, ensuring consistency and historical context. Label-Based Analytics : Each quadrant displays a labeled breakdown of direction, total volume, and percentage weight of total activity. 🔵 FEATURES Four separate volume profiles: Upper Left: Bearish volume (Sell Quad above price) Upper Right: Bullish volume (Buy Quad above price) Lower Left: Bullish volume (Buy Quad below price) Lower Right: Bearish volume (Sell Quad below price) Live Labels for Each Quad: Displays BUY or SELL direction Shows total volume per quadrant (e.g. 607.49K) Displays percent share of total quad volume (e.g. 18.87%) Toggle visibility for each profile and each Point of Control (PoC) dashed PoC lines with volume annotations Adjustable calculation period (lookBack), number of bins, and horizontal offset Color gradient intensity represents volume strength per bin Auto-cleaning visuals to keep the chart uncluttered Gradient color control for Buy and Sell volumes Clean midline split between upper and lower quadrants 🔵 HOW TO USE Select your desired calculation period (default: 200 bars) to define the range for volume analysis. Adjust the bins parameter for more or less resolution in volume distribution. Toggle each quadrant on/off depending on your preference using the settings panel: “Upper Sell Quad” – shows bearish volume above current price (left) “Upper Buy Quad” – shows bullish volume above current price (right) “Lower Buy Quad” – shows bullish volume below current price (left) “Lower Sell Quad” – shows bearish volume below current price (right) Enable or disable PoC lines for each quad to highlight where volume peaked. Use the gradient coloring to identify volume imbalances — sharp differences between opposing quads often indicate key zones of rejection or breakout. Monitor the midline level which splits the four quadrants — it serves as a psychological pivot zone. 🔵 CONCLUSION The Quadro Volume Profile offers a powerful and visually intuitive way to dissect market activity around price. By splitting volume into four quadrants, traders can better interpret order flow, identify dominant volume zones, and spot potential reversals or continuation setups. Whether you're trading breakouts, liquidity sweeps, or range-bound behavior — this tool adds a structured layer of volume context to your charting workflow.
Chỉ báo Pine Script®
của BigBeluga
13
DeltaFlow Volume Profile [BigBeluga]🔵 OVERVIEW The DeltaFlow Volume Profile builds a compact volume profile next to price and enriches every bin with flow context : bullish vs. bearish participation (%), a per-bin Delta % , an optional Delta Heat Map , and a PoC band with the bin’s absolute volume. This lets you see not just where volume clustered, but who (buyers or sellers) dominated inside each price slice. 🔵 CONCEPTS Binned Volume Profile : Price range over a user-defined LookBack is split into Bins ; each bin aggregates traded volume. Bull/Bear Split : Within every bin, volume is separated by candle direction into Bull Volume and Bear Volume , then normalized to % of the bin’s displayed size. Delta % : The difference between Bull % and Bear % for the bin. Positive = buyer dominance; negative = seller dominance. Delta Heat Map : Bin background shading that scales with both total volume strength and delta bias. PoC (Point of Control) : The most significant bin gets a PoC band and a label with its absolute volume. 🔵 FEATURES Profile with Flow : A clean horizontal volume bar per bin plus stacked Bull % and Bear % . Per-Bin Delta Label : A readable “Δ xx%” tag at the start of each bin shows dominance at a glance. Delta Heat Map : Optional gradient that intensifies with higher volume and stronger delta. PoC Highlight : Optional PoC band colored separately, labeled with absolute volume (e.g., “1.23M”). Configurable Inputs : LookBack, number of Bins (10–100), toggles for Delta, Heat Map, Volume Bars, and PoC color. Readable Colors : Separate inputs for bullish (volume +) and bearish (volume –) hues. 🔵 HOW TO USE Set the window : Choose LookBack and Bins to balance detail vs. performance (more bins = finer resolution). Enable “Volume Bars” to display the bull/bear split as two stacked percent bars inside each bin. High Bull % near support → constructive demand. High Bear % near resistance → active supply. Use Δ labels (toggle “Delta”) to quickly spot bins with clear buyer/seller control; combine with price position for confluence. Turn on Delta Heat Map to prioritize areas with both large volume and strong imbalance. Watch the PoC : The PoC band marks the most traded (and often magnet) level; its label shows absolute size for context. Trade ideas : Breakout continuation when Δ stays positive across consecutive upper bins. Reversion risk when price enters a large bearish-Δ cluster below. Manage risk around the PoC; reactions there can be sharp. 🔵 CONCLUSION DeltaFlow Volume Profile upgrades a classic profile with flow intelligence. The bull/bear split, explicit Δ %, heat-weighted backdrop, and PoC volume label make dominant participation and key price shelves obvious. Use it to filter levels, time entries with imbalance, and validate breakouts or fades with objective volume-flow evidence.
Chỉ báo Pine Script®
của BigBeluga
21
HTF POC with Zones & AlertsPlots a Point of Control (POC) per candle from a timeframe you choose (MTF). Because TradingView doesn’t expose true footprint data, the POC here is a proxy (choose: Body Mid, Range Mid, or Typical Price HLC3). The script draws the POC line and an optional POC zone (±% of that candle’s range), then alerts when price retests the zone (wick touches count). Use it to: Mark key levels inside candles that often act as magnets or reaction zones Track retests of strong bars (imbalance) across higher timeframes Add clean confluence with S/R, FVGs, or trend tools Features: Selectable TF, zone width, extend lines/zones, historical caps, alerts, and info panel. Note: This is an estimate of POC from OHLC, not real bid/ask volume. Use as context, not a standalone signal.
Chỉ báo Pine Script®
của Leul_Taye
1
Intrabar Volume Distribution [BigBeluga]Intrabar Volume Distribution is an advanced volume and order flow indicator that visualizes the buy and sell volume distribution within each candlestick. 🔔 Before Use: Turn off the background color of your candles for clear visibility. Overlay the indicator on the top layout to ensure accurate alignment with the price chart. 🔵 Key Features: Inside Bar Volume Visualization: Each candlestick is divided into two columns: Left column displays the sell % volume amount. Right column displays the buy % volume amount. Provides a clear representation of buyer-seller activity within individual bars. Percentage Volume Labels: Labels above each bar show the percentage share of sell and buy volume relative to the total (100%). Quickly assess market sentiment and volume imbalances. Point of Control (POC) Levels: Orange dashed lines mark the POC inside each bar, indicating the price level with the highest traded volume. Helps identify key liquidity zones within individual candlesticks. Multi-Timeframe Volume Analysis: The indicator automatically uses a timeframe 20-30 times lower than the current one to gather detailed volume data. For each higher timeframe candle, it collects 20-30 bars of lower timeframe data for precise volume mapping. Each bar is divided into 100 volume bins to capture detailed volume distribution across the price range. Bins are filled based on the aggregated volume from the lower timeframe data. Lookback Period: Allows traders to select how many bars to display with delta and volume information. The beginning of the selected lookback period is marked with a gray line and label for quick reference. Indicator displays up to 80 bars back 🔵 Usage: Order Flow Analysis: Monitor buy/sell volume distribution to spot potential reversals or continuations. Liquidity Identification: Use POC levels to locate areas of strong market interest and potential support/resistance. Volume Imbalance Detection: Pay attention to percentage labels for quick recognition of buyer or seller dominance. Scalping & Intraday Trading: Ideal for traders seeking real-time insight into order flow and volume behavior. Historical Analysis: Adjust the lookback period to analyze past price action and volume activity. Intrabar Volume Distribution is a powerful tool for traders aiming to gain deeper insight into market sentiment through detailed volume analysis, allowing for more informed trading decisions based on real-time order flow dynamics.
Chỉ báo Pine Script®
của BigBeluga
14
Volume Zones Internal Visualizer [LuxAlgo]The Volume Zones Internal Visualizer is an alternate candle type intended to reveal lower timeframe volume activity while on a higher timeframe chart. It displays the candle's range, the highest and lowest zones of accumulated volume throughout the candle, and the Lower Timeframe (LTF) candle close, which contained the most volume in the session (Candle Session). 🔶 USAGE The indicator is intended to be used as its own independent candle type. It is not a replacement for traditional candlesticks; however, it is recommended that you hide the chart's display when using this indicator. Another option is to display this indicator in an additional pane alongside the normal chart, as displayed above. The display consists of candle ranges represented by outlined boxes, within the ranges you will notice a transparent-colored zone, a solid-colored zone, and a line. Each of these displays different points of volume-related information from an analysis of LTF data. In addition to this analysis, the indicator also locates the LTF candle with the highest volume, and displays its close represented by the line. This line is considered as the "Peak Activity Level" (PAL), since throughout the (HTF) candle session, this candle's close is the outcome of the most volume transacted at the time. We are further tracking these PALs by continuing to extend them into the future, looking towards them for potential further interaction. Once a PAL is crossed, we are removing it from display as it has been mitigated. 🔶 DETAILS The indicator aggregates the volume data from each LTF candle and creates a volume profile from it; the number of rows in the profile is determined by the "Row Size" setting. With this profile, it locates and displays the highest (solid area) and lowest (transparent area) volume zones from the profile created. 🔶 SETTINGS Row Size: Sets the number of rows used for the calculation of the volume profile based on LTF data. Intrabar Timeframe: Sets the Lower Timeframe to use for calculations. Show Last Unmitigated PALs: Choose how many Unmitigated PALs to extend. Style: Toggle on and off features, as well as adjust colors for each.
Chỉ báo Pine Script®
của LuxAlgo
12
VolumeProfileLibrary "VolumeProfile" Analyzes volume and price and calculates a volume profile, in particular the Point Of Control and Value Area values. new(rowSizeInTicks, valueAreaCoverage, startTime)   Constructor method that creates a new Volume Profile   Parameters:      rowSizeInTicks (float) : Internal row size (aka resolution) of the volume profile. Useful for most futures contracts would be '1 / syminfo.mintick'. Default '4'.      valueAreaCoverage (int) : Percentage of total volume that is considered the Value Area. Default '70'      startTime (int) : Start time (unix timestamp in milliseconds) of the Volume Profile. Default 'time'.   Returns: VolumeProfile object method calculatePOC(vp)   Calculates current Point Of Control of the VP   Namespace types: VolumeProfile   Parameters:      vp (VolumeProfile)   Returns: void method calculateVA(vp)   Calculates current Value Area High and Low of the VP   Namespace types: VolumeProfile   Parameters:      vp (VolumeProfile)   Returns: void method update(vp, h, l, v, t)   Processes new chart data and sorts volume into rows. Then calls calculatePOC() and calculateVA() to update the VP. Parameters are usually the output of request.security_lower_tf.   Namespace types: VolumeProfile   Parameters:      vp (VolumeProfile)      h (array) : Array of highs      l (array) : Array of lows      v (array) : Array of volumes      t (array) : Array of candle times   Returns: void method setSessionHigh(vp, h)   Sets the high of the session the VP is tracking   Namespace types: VolumeProfile   Parameters:      vp (VolumeProfile)      h (float)   Returns: void method setSessionLow(vp, l)   Sets the low of the session the VP is tracking   Namespace types: VolumeProfile   Parameters:      vp (VolumeProfile)      l (float)   Returns: void method getPOC(vp)   Gets the current Point Of Control   Namespace types: VolumeProfile   Parameters:      vp (VolumeProfile)   Returns: Point Of Control (float) method getVAH(vp)   Gets the current Value Area High   Namespace types: VolumeProfile   Parameters:      vp (VolumeProfile)   Returns: Value Area High (float) method getVAL(vp)   Gets the current Value Area Low   Namespace types: VolumeProfile   Parameters:      vp (VolumeProfile)   Returns: Value Area Low (float) VolumeProfile   Fields:      rowSizeInTicks (series float)      valueAreaCoverage (series int)      startTime (series int)      valueAreaHigh (series float)      pointOfControl (series float)      valueAreaLow (series float)      sessionHigh (series float)      sessionLow (series float)      volumeByRow (map)      totalVolume (series float)      pocRow (series float)      pocVol (series float)
Thư viện Pine Script®
của tom-tempest
3
Candles Volume HeatMap [BigBeluga]Candles Volume HeatMap The Candle Volume HeatMap indicator is a unique and advanced tool that visualizes lower timeframe volume activity within higher timeframe candles, offering traders a granular perspective on volume distribution. ⚠️Important note: before using the indicator, it is necessary to apply it to the candles 🔵Key Features: Volume HeatMap Visualization: The indicator breaks down each higher timeframe candle into 10 equal vertical segments (boxes) based on its high-to-low range. Each box represents a lower timeframe candle's volume activity, with more intense colors indicating stronger volume levels. Lower Timeframe Integration: Automatically uses a timeframe 10x lower than the current chart. For example, on a 10-hour chart, it uses 1-hour candles to extract volume data. POC (Point of Control): The highest volume box within each candle is marked with the volume value. The indicator also plots a horizontal POC line at the level of this box, highlighting significant areas of price interest. The POC line is removed once the price crosses it, ensuring the chart stays clean. Delta Display (Optional): Traders can enable the Delta feature to analyze buyer vs. seller activity within each higher timeframe candle. Delta is calculated by summing 10 lower timeframe candles: a bullish candle adds to buyers, while a bearish candle adds to sellers. Displays the net Delta percentage: positive values (white) indicate buyer dominance, while negative values (red) indicate seller dominance. Dynamic Volume Scaling: The highest volume value in each candle is displayed inside its respective box, providing quick insights into critical price-volume levels. 🔵How It Works: For each higher timeframe candle, the indicator analyzes 10 lower timeframe candles and maps their volume into 10 segments (boxes) between the high and low of the current candle. The intensity of each box's color corresponds to the relative volume of the lower timeframe candle it represents. The POC highlights the price level with the highest concentration of volume, aiding in identifying potential support/resistance zones. Delta analysis offers additional insights into market sentiment by breaking down buyer and seller activity in each candle. 🔵Use Cases: Spotting key volume areas within higher timeframe candles to identify support and resistance levels. Analyzing volume concentration for potential breakout or reversal zones. Leveraging Delta analysis to gauge market sentiment and confirm volume-based trends. This indicator is ideal for traders seeking to combine volume analysis with price action, offering precise insights into volume distribution and market dynamics.
Chỉ báo Pine Script®
của BigBeluga
4
MM Day Trader LevelsAs an intraday trader, there are certain key levels that I care about for short-term price action on every single chart. When I first began day trading, each morning I would painstakingly mark those key levels off on the charts I planned to trade each day. Depending on the number of charts I was watching, this would take up quite a bit of my time that I felt would have been much better spent doing other things. It also meant that those levels would often be left behind, and on later days I might be trading a symbol and get confused when a line appeared and I'd be paying attention to it only to later discover that it wasn't from prior day, but from some other day in the past when I had marked it off. I looked all over TradingView to find indicators that did this automatically for me, and I found a lot of them. One by one I tried them, and inevitably I would always find that something was wrong with them. Often they didn't have all of the levels I wanted (so I would have to combine multiple indicators), but more often I found that the levels would be incorrect, or they would be buggy and not appear consistently, or they would not appear at the right time, or they would not work on futures! The list of problems went on and on. And the biggest issue I found was that nobody knew how to get session volume profile in an indicator. So, over the course of a few years I figured out how to solve all of those problems and now I'm thrilled to present this free indicator for everyone like me who trades intraday and wants a clean consistent way to see the prior day levels that they care about automatically on every single chart (even futures). The levels the indicator provides are: Yesterday High & Low Value Area High & Low & Point of Control Today's Open Yesterday's Close (aka "Settlement" on futures) Premarket High & Low (non-futures only) Overnight High & Low (futures only) These levels are extremely important, and I expect price to be reactive to them, so each level has a shaded background behind it so that the levels stand out against other lines you may have on your chart. I try to keep configuration as simple as possible, but there are configuration options that allow you to: Hide any of the levels Change the color for the levels Shade the value area (or not) Change the label text, size, type (basic label or plain text) and location (how far to the right of last candle to place the label Adjust session volume profile value area volume & number of rows The biggest advantage to this indicator over others on TradingView is how it handles session volume profile. When it comes to futures, TradingView does differentiate between regular trading hours and "electronic" trading hours on the charts, but their timeframes for those sessions are unusual, and they do not provide any programmatic way to differentiate between them. So, I created a whole new library for dealing with futures sessions that is fully integrated into both my Session Volume Profile library and this indicator, allowing me to bring you the best and only custom indicator available on TradingView that provides you with true regular session volume profile information across every type of symbol, including futures. I'm incredibly proud of everything I've been able to provide with this indicator, and even more thrilled to say that I'm proud of how the indicator has been implemented. Once again releasing this indicator and all associated code for free and open source. I encourage you to take a look at the source code to see how it all works, take advantage of the free underlying libraries I created to make all of this possible: Session Library and Session Volume Profile Library.
Chỉ báo Pine Script®
của jmosullivan
54
Volume Profile Heatmap [UAlgo]The "Volume Profile Heatmap " indicator is a tool designed to visualize the distribution of trading volume across different price levels over a specified period. This heatmap-style indicator helps traders identify significant price levels where a high volume of trading activity has occurred, which can be crucial for making informed trading decisions. The indicator divides the price range into multiple levels and calculates the volume of trades occurring at each level, presenting this data in a visually intuitive manner using a gradient of colors. By analyzing the volume profile, traders can gain insights into areas of support and resistance, as well as the Point of Control (POC)—the price level with the highest traded volume. This information is valuable in assessing market sentiment, potential reversal points, and key areas of interest where price action might consolidate or react. 🔶 Key Features Customizable Analysis Period: The indicator allows users to specify the analysis period, defining the historical range over which the volume profile is calculated. Adjustable Number of Levels: Users can set the number of price levels to divide the price range, offering flexibility in the granularity of the volume analysis. Color-Coded Heatmap: The indicator uses a gradient color scheme to visually represent volume intensity at each price level. Higher volume areas are shaded differently than lower volume areas, making it easy to spot significant price levels. Opacity Control: Users can adjust the opacity of the volume boxes, enabling a clearer or more subtle visualization according to their preferences. Point of Control (POC) Display: The indicator highlights the Point of Control, the price level with the highest traded volume, with a distinct line on the chart, allowing traders to easily identify this critical level. 🔶 Disclaimer Use with Caution: This indicator is provided for educational and informational purposes only and should not be considered as financial advice. Users should exercise caution and perform their own analysis before making trading decisions based on the indicator's signals. Not Financial Advice: The information provided by this indicator does not constitute financial advice, and the creator (UAlgo) shall not be held responsible for any trading losses incurred as a result of using this indicator. Backtesting Recommended: Traders are encouraged to backtest the indicator thoroughly on historical data before using it in live trading to assess its performance and suitability for their trading strategies. Risk Management: Trading involves inherent risks, and users should implement proper risk management strategies, including but not limited to stop-loss orders and position sizing, to mitigate potential losses. No Guarantees: The accuracy and reliability of the indicator's signals cannot be guaranteed, as they are based on historical price data and past performance may not be indicative of future results.
Chỉ báo Pine Script®
của UAlgo