Dynamic Liquidity HeatMap Profile [BigBeluga]🔵 OVERVIEW
The Dynamic Liquidity HeatMap Profile is a smart-flow liquidity tracker that maps where stop-loss clusters and resting limit orders are likely positioned.
Instead of traditional volume profiles based only on executed transactions, this tool projects probable liquidity pools — areas where traders are trapped or positioned and where smart money may hunt stops or fill orders.
It dynamically scans recent price swings, builds liquidity zones above and below price, and visualizes them as a heat map + histogram — highlighting areas with the greatest liquidity attraction.
Orange highlights the highest-concentration liquidity (POC), making potential sweep targets obvious.
🔵 CONCEPTS
Liquidity pools form above swing highs (buy stops) and below swing lows (sell stops).
Market makers & large players often push price into these zones to trigger stops and capture liquidity.
The indicator uses recent volatility + volume expansion to estimate where these pools exist.
Horizontal heat bars show depth and intensity of probable liquidity.
Profile side histogram displays buy-side vs sell-side liquidity distribution.
🔵 FEATURES
Dynamic Liquidity Detection — finds potential stop-loss clusters from recent swing behavior.
Dual-Side Heatmap — split liquidity view above (short stops) and below (long stops) current price.
Volume-Weighted Levels — higher volatility & volume = deeper liquidity expectation.
Real-Time Heat Coloring
• Lime = liquidity below price (potential buy-side fuel)
• Blue = liquidity above price (potential sell-side fuel)
• Orange = peak liquidity (POC)
Liquidity Profile Histogram — plotted at right side, layered by strength.
Auto-Cleaning Engine — removes invalidated liquidity after breaks.
Adjustable lookback window and bin resolution .
🔵 HOW TO USE
Look for price moving toward dense liquidity zones — high probability of wick raids or sweeps.
Orange POC often acts as magnet — strong target zone for smart money.
Combine with SFP / BOS logic to time reversals after liquidity hunts.
In trend, price repeatedly sweeps opposite-side liquidity before continuation.
Use liquidity walls as bias filters — heavy liquidity above often precedes downward move, and vice-versa.
Great for scalping sessions, indices, FX, BTC, ETH.
🔵 CONCLUSION
The Dynamic Liquidity HeatMap Profile gives traders a tactical edge by revealing where the market’s hidden liquidity resides.
It highlights where shorts and longs are positioned, identifies likely sweep zones, and marks the most attractive liquidity magnet (POC).
Use it to anticipate stop hunts, avoid getting trapped, and align with smart-money flow instead of fighting it.
Profile
AI Money FlowAI Money Flow is a revolutionary trading indicator that combines cutting-edge artificial intelligence technologies with traditional Smart Money concepts. This indicator provides comprehensive market analysis with emphasis on signal accuracy and reliability.
Key Features:
Volume Profile with Smart Money Analysis - Displays real money flow instead of just volume, identifying key support and resistance levels based on actual trader activity.
Volatility-Based Support & Resistance - Intelligent support and resistance levels that dynamically adapt to market volatility in real-time for maximum accuracy.
Order Flow Analysis - Advanced detection of buying and selling pressure that reveals the true intentions of large market players.
Machine Learning Optimization - Futuristic AI technology that automatically learns and optimizes settings for each specific asset and timeframe.
Risk Management - Advanced volatility and price spike detection for better risk management and capital protection.
Real-time Dashboard - Modern dashboard with color-coded signals provides instant overview of market conditions and trends.
Accuracy: 88-93%
Volume Cluster Heatmap [BackQuant]Volume Cluster Heatmap
A visualization tool that maps traded volume across price levels over a chosen lookback period. It highlights where the market builds balance through heavy participation and where it moves efficiently through low-volume zones. By combining a heatmap, volume profile, and high/low volume node detection, this indicator reveals structural areas of support, resistance, and liquidity that drive price behavior.
What Are Volume Clusters?
A volume cluster is a horizontal aggregation of traded volume at specific price levels, showing where market participants concentrated their buying and selling.
High Volume Nodes (HVN) : Price levels with significant trading activity; often act as support or resistance.
Low Volume Nodes (LVN) : Price levels with little trading activity; price moves quickly through these areas, reflecting low liquidity.
Volume clusters help identify key structural zones, reveal potential reversals, and gauge market efficiency by highlighting where the market is balanced versus areas of thin liquidity.
By creating heatmaps, profiles, and highlighting high and low volume nodes (HVNs and LVNs), it allows traders to see where the market builds balance and where it moves efficiently through thin liquidity zones.
Example: Bitcoin breaking away from the high-volume zone near 118k and moving cleanly through the low-volume pocket around 113k–115k, illustrating how markets seek efficiency:
Core Features
Visual Analysis Components:
Heatmap Display : Displays volume intensity as colored boxes, lines, or a combination for a dynamic view of market participation.
Volume Profile Overlay : Shows cumulative volume per price level along the right-hand side of the chart.
HVN & LVN Labels : Marks high and low volume nodes with color-coded lines and labels.
Customizable Colors & Transparency : Adjust high and low volume colors and minimum transparency for clear differentiation.
Session Reset & Timeframe Control : Dynamically resets clusters at the start of new sessions or chosen timeframes (intraday, daily, weekly).
Alerts
HVN / LVN Alerts : Notify when price reaches a significant high or low volume node.
High Volume Zone Alerts : Trigger when price enters the top X% of cumulative volume, signaling key areas of market interest.
How It Works
Each bar’s volume is distributed proportionally across the horizontal price levels it touches. Over the lookback period, this builds a cumulative volume profile, identifying price levels with the most and least trading activity. The highest cumulative volume levels become HVNs, while the lowest are LVNs. A side volume profile shows aggregated volume per level, and a heatmap overlay visually reinforces market structure.
Applications for Traders
Identify strong support and resistance at HVNs.
Detect areas of low liquidity where price may move quickly (LVNs).
Determine market balance zones where price may consolidate.
Filter noise: because volume clusters aggregate activity into levels, minor fluctuations and irrelevant micro-moves are removed, simplifying analysis and improving strategy development.
Combine with other indicators such as VWAP, Supertrend, or CVD for higher-probability entries and exits.
Use volume clusters to anticipate price reactions to breaking points in thin liquidity zones.
Advanced Display Options
Heatmap Styles : Boxes, lines, or both. Boxes provide a traditional heatmap, lines are better for high granularity data.
Line Mode Example : Simplified line visualization for easier reading at high level counts:
Profile Width & Offset : Adjust spacing and placement of the volume profile for clarity alongside price.
Transparency Control : Lower transparency for more opaque visualization of high-volume zones.
Best Practices for Usage
Reduce the number of levels when using line mode to avoid clutter.
Use HVN and LVN markers in conjunction with volume profiles to plan entries and exits.
Apply session resets to monitor intraday vs. multi-day volume accumulation.
Combine with other technical indicators to confirm high-probability trading signals.
Watch price interactions with LVNs for potential rapid movements and with HVNs for possible support/resistance or reversals.
Technical Notes
Each bar contributes volume proportionally to the price levels it spans, creating a dynamic and accurate representation of traded interest.
Volume profiles are scaled and offset for visual clarity alongside live price.
Alerts are fully integrated for HVN/LVN interaction and high-volume zone entries.
Optimized to handle large lookback windows and numerous price levels efficiently without performance degradation.
This indicator is ideal for understanding market structure, detecting key liquidity areas, and filtering out noise to model price more accurately in high-frequency or algorithmic strategies.
FVG Volume Profile [ChartPrime]⯁ OVERVIEW
FVG Volume Profile is a smart volume analysis tool that identifies Fair Value Gaps (FVGs) and overlays a volume profile inside each gap using data from lower timeframes. The indicator automatically selects the best time resolution or allows for manual control, giving traders deeper insight into the volume structure within each imbalance. POC levels and total volumes gives a full microstructure view inside every FVG.
⯁ KEY FEATURES
Fair Value Gap Detection (Bullish & Bearish)
Detects price gaps where inefficiency exists using a 3-bar structure.
-Bullish Gaps: Low > High with confirming middle bar.
-Bearish Gaps: High < Low with confirming middle bar.
Only significant gaps (filtered by standard deviation) are plotted to avoid noise.
Multi-Timeframe Volume Profiling
Pulls granular candle and volume data from a lower timeframe —
In Auto Mode, uses a resolution ~10x lower than the current chart.
In Manual Mode, lets the user select a custom timeframe.
This ensures accurate intra-gap volume distribution.
Dynamic Volume Binning
Each FVG is divided into vertical volume bins based on the Resolution input.
Each bin displays relative volume intensity as a horizontal box, scaled by percentage of the max bin volume.
Point of Control (PoC) Line & Label
The bin with the maximum volume inside each FVG is marked with:
A horizontal line (PoC) extending from the left to right side.
A label showing the absolute volume of that bin.
Color-coded to match bullish or bearish FVGs.
Total Volume Label Inside FVG
Each FVG displays the total volume sum from its profile:
For bullish FVGs , shown in the bottom-right corner.
For bearish FVGs , shown in the top-right corner.
Auto-Removal of Invalid Gaps
If price fully closes the gap (crosses its bounds), the FVG, profile, and PoC are deleted automatically.
This keeps the chart clean and focused only on active zones.
Toggleable Volume Profile Display
User can show or hide the volume profiles within FVGs using the "Display" toggle under the "FVG Volume Profile" group.
Only the PoC and FVG boxes remain visible if toggled off.
Volume Resolution Customization
Control the number of bins used for each FVG profile.
Higher resolution = more bins and finer volume analysis. (default 15)
Auto Timeframe Validation Warning
If the selected lower timeframe isn’t actually lower than the chart's, the script shows a visible warning label prompting adjustment.
Helps prevent calculation errors.
⯁ USAGE
Use this tool to identify active imbalance zones (FVGs) with embedded volume context.
Look for PoC positioning inside gaps — near top may indicate absorption or reversal zones.
Combine with price action at the PoC level for precision entries.
Hide volume profile for a cleaner view while retaining key POC and FVG boxes.
Use resolution controls to zoom into fine-grained profiles inside large gaps.
Consider Auto mode for seamless multi-timeframe analysis, or switch to Manual for full control.
⯁ CONCLUSION
FVG Volume Profile transforms raw imbalance detection into actionable insight by embedding lower-timeframe volume structure inside each Fair Value Gap. With PoC highlights, total volume labels, and customizable bin resolution, this indicator is essential for traders who want to understand not just where the gap is — but what volume did inside it .
Cumulative Volume Delta Profile and Heatmap [BackQuant]Cumulative Volume Delta Profile and Heatmap
A multi-view CVD workstation that measures buying vs selling pressure, renders a price-aligned CVD profile with Point of Control, paints an optional heatmap of delta intensity, and detects classical CVD divergences using pivot logic. Built for reading who is in control, where participation clustered, and when effort is failing to produce result.
What is CVD
Cumulative Volume Delta accumulates the difference between aggressive buys and aggressive sells over time. When CVD rises, buyers are lifting the offer more than sellers are hitting the bid. When CVD falls, the opposite is true. Plotting CVD alongside price helps you judge whether price moves are supported by real participation or are running on fumes.
Core Features
Visual Analysis Components
CVD Columns - Plot of cumulative delta, colored by side, for quick read of participation bias.
CVD Profile - Price-aligned histogram of CVD accumulation using user-set bins. Shows where net initiative clustered.
Split Buy and Sell CVD - Optional two-sided profile that separates positive and negative CVD into distinct wings.
POC - Point of Control - The price level with the highest absolute CVD accumulation, labeled and line-marked.
Heatmap - Semi-transparent blocks behind price that encode CVD intensity across the last N bars.
Divergence Engine - Pivot-based detection of Bearish and Bullish CVD divergences with optional lines and labels.
Stats Panel - Top level metrics: Total CVD, Buy and Sell totals with percentages, Delta Ratio, and current POC price.
How it works
Delta source and sampling
You select an Anchor Timeframe that defines the higher time aggregation for reading the trend of CVD.
The script pulls lower timeframe volume delta and aggregates it to the anchor window. You can let it auto-select the lower timeframe or force a custom one.
CVD is then accumulated bar by bar to form a running total. This plot shows the direction and persistence of initiative.
Profile construction
The recent price range is split into Profile Granularity bins.
As price traverses a bin, the current delta contribution is added to that bin.
If Split Buy and Sell CVD is enabled, positive CVD goes to the right wing and negative CVD to the left wing.
Widths are scaled by each side’s maximum so you can compare distribution shape at a glance.
The Point of Control is the bin with the highest absolute CVD. This marks where initiative concentrated the most.
Heatmap
For each bin, the script computes intensity as absolute CVD relative to the maximum bin value.
Color is derived from the side in control in that bin and shaded by intensity.
Heatmap Length sets how far back the panels extend, highlighting recurring participation zones.
Divergence model
You define pivot sensitivity with Pivot Left and Right .
Bearish divergence triggers when price confirms a higher high while CVD fails to make a higher high within a configurable Delta Tolerance .
Bullish divergence triggers when price confirms a lower low while CVD fails to make a lower low.
On trigger, optional link lines and labels are drawn at the pivots for immediate context.
Key Settings
Delta Source
Anchor Timeframe - Higher TF for the CVD narrative.
Custom Lower TF and Lower Timeframe - Force the sampling TF if desired.
Pivot Logic
Pivot Left and Right - Bars to each side for swing confirmation.
Delta Tolerance - Small allowance to avoid near-miss false positives.
CVD Profile
Show CVD Profile - Toggle profile rendering.
Split Buy and Sell CVD - Two-sided profile for clearer side attribution.
Show Heatmap - Project intensity panels behind price.
Show POC and POC Color - Mark the dominant CVD node.
Profile Granularity - Number of bins across the visible price range.
Profile Offset and Profile Width - Position and scale the profile.
Profile Position - Right, Left, or Current bar alignment.
Visuals
Bullish Div Color and Bearish Div Color - Colors for divergence artifacts.
Show Divergence Lines and Labels - Visualize pivots and annotations.
Plot CVD - Column plot of total CVD.
Show Statistics and Position - Toggle and place the summary table.
Reading the display
CVD columns
Rising CVD confirms buyers are in control. Falling CVD confirms sellers.
Flat or choppy CVD during wide price moves hints at passive or exhausted participation.
CVD profile wings
Thick right wing near a price zone implies heavy buy initiative accumulated there.
Thick left wing implies heavy sell initiative.
POC marks the strongest initiative node. Expect reactions on first touch and rotations around this level when the tape is balanced.
Heatmap
Brighter blocks indicate stronger historical net initiative at that price.
Stacked bright bands form CVD high volume nodes. These often behave like magnets or shelves for future trade.
Divergences
Bearish - Price prints a higher high while CVD fails to do so. Effort is not producing result. Potential fade or pause.
Bullish - Price prints a lower low while CVD fails to do so. Capitulation lacks initiative. Potential bounce or reversal.
Stats panel
Total CVD - Net initiative over the window.
Buy and Sell volume with percentages - Side composition.
Delta Ratio - Buy over Sell. Values above 1 favor buyers, below 1 favor sellers.
POC Price - Current control node for plan and risk.
Workflows
Trend following
Choose an Anchor Timeframe that matches your holding period.
Trade in the direction of CVD slope while price holds above a bullish POC or below a bearish POC.
Use pullbacks to CVD nodes on your profile as entry locations.
Trend weakens when price makes new highs but CVD stalls, or new lows while CVD recovers.
Mean reversion
Look for divergences at or near prior CVD nodes, especially the POC.
Fade tests into thick wings when the side that dominated there now fails to push CVD further.
Target rotations back toward the POC or the opposite wing edge.
Liquidity and execution map
Treat strong wings and heatmap bands as probable passive interest zones.
Expect pauses, partial fills, or flips at these shelves.
Stops make sense beyond the far edge of the active wing supporting your idea.
Alerts included
CVD Bearish Divergence and CVD Bullish Divergence.
Price Cross Above POC and Price Cross Below POC.
Extreme Buy Imbalance and Extreme Sell Imbalance from Delta Ratio.
CVD Turn Bullish and CVD Turn Bearish when net CVD crosses zero.
Price Near POC proximity alert.
Best practices
Use a higher Anchor Timeframe to stabilize the CVD story and a sensible Profile Granularity so wings are readable without clutter.
Keep Split mode on when you want to separate initiative attribution. Turn it off when you prefer a single net profile.
Tune Pivot Left and Right by instrument to avoid overfitting. Larger values find swing divergences. Smaller values find micro fades.
If volume is thin or synthetic for the symbol, CVD will be less reliable. The script will warn if volume is zero.
Trading applications
Context - Confirm or question breakouts with CVD slope.
Location - Build entries at CVD nodes and POC.
Timing - Use divergence and POC crosses for triggers.
Risk - Place stops beyond the opposite wing or outside the POC shelf.
Important notes and limits
This is a price and volume based study. It does not access off-book or venue-level order flow.
CVD profiles are built from the data available on your chart and the chosen lower timeframe sampling.
Like all volume tools, readings can distort during roll periods, holidays, or feed anomalies. Validate on your instrument.
Technical notes
Delta is aggregated from a lower timeframe into an Anchor Timeframe narrative.
Profile bins update in real time. Splitting by side scales each wing independently so both are readable in the same panel.
Divergences are confirmed using standard pivot definitions with user-set tolerances.
All profile drawing uses fixed X offsets so panels and POC do not swim when you scroll.
Quick start
Anchor Timeframe = Daily for intraday context.
Split Buy and Sell CVD = On.
Profile Granularity = 100 to 200, Profile Position = Right, Width to taste.
Pivot Left and Right around 8 to 12 to start, then adapt.
Turn on Heatmap for a fast map of interest bands.
Bottom line
CVD tells you who is doing the lifting. The profile shows where they did it. Divergences tell you when effort stops paying. Put them together and you get a clear read on control, location, and timing for both trend and mean reversion.
Fixed-Range Volume-Profile ZonesFixed Range Volume Profile Zones (with Dynamic Percentile Buffers)
This indicator calculates a fixed‑range volume profile over a user‑defined lookback period and identifies three key zones:
– VAL (Value Area Low)
– POC (Point of Control)
– VAH (Value Area High)
Volume is grouped into user‑selected price bins to create a profile of where the most trading activity occurred.
The script then splits the distribution into three zones and highlights the extremes (VAL/VAH) and the highest‑volume price (POC).
Dynamic Percentile Buffers
Instead of static offsets, this version computes the 10th and 90th percentile prices (user‑adjustable) of recent closes over the same lookback window.
These percentiles are used to create adaptive buffers above VAH and below VAL.
The buffers automatically expand or contract with market volatility and recent price distribution, filtering out weak or noisy touches.
Visual Elements:
– Green/orange/red horizontal lines = VAL / VAH / POC
– Green shading below VAL = buy zone
– Red shading above VAH = sell zone
– Down arrows above bars = closes above VAH + buffer
– Up arrows below bars = closes below VAL – buffer
Inputs:
– Lookback Days: number of bars used to build the profile
– Number of Bins: controls resolution of the volume profile
– VAH Percentile and VAL Percentile: choose which percentile levels to use for dynamic buffers
Use Cases:
– Quickly identify areas of high participation (POC) and potential support/resistance (VAL/VAH)
– Filter out weak breakouts using dynamic buffers
– Combine with other signals to improve entries/exits
⚠️ Disclaimer:
This script is for educational and informational purposes only.
It does not constitute financial advice or a recommendation to buy or sell any security.
Past performance or historical data does not guarantee future results.
Always perform your own analysis and use risk management when trading.
Volume Profile Auto POC📌 Overview
Volume Profile Auto POC is a trend-following strategy that uses the automatically calculated Point of Control (POC) from the volume profile, combined with ATR zones, to capture reversals and breakouts.
By basing decisions on volume concentration, it dynamically visualizes the price levels most watched by market participants.
⚠️ This strategy is provided for educational and research purposes only.
Past performance does not guarantee future results.
🎯 Strategy Objectives
Automatically detect the volume concentration area (POC) to improve entry accuracy
Optimize risk management through ATR-based volatility adjustment
Provide early and consistent signals when trends emerge
✨ Key Features
Automatic POC Detection : Updates the volume profile over a defined lookback window in real time
ATR Zone Integration : Defines a POC ± 0.5 ATR zone to clarify potential reversals/breakouts
Visual Support : Plots the POC line and zones on the chart for intuitive decision-making
📊 Trading Rules
Long Entry:
Price breaks above the POC + 0.5 ATR zone
Volume is above average to support the breakout
Short Entry:
Price breaks below the POC - 0.5 ATR zone
Volume is above average to support the downside move
Exit (or Reverse Position):
Price returns to the POC area
Or touches the ATR band
⚙️ Trading Parameters & Considerations
Indicator Name: Volume Profile Auto POC
Parameters:
Lookback Bars: 50
Bins for Volume Profile: 24
ATR Length: 14
ATR Multiplier: 2.0
🖼 Visual Support
POC line plotted in red
POC ± 0.5 ATR zone displayed as a semi-transparent box
ATR bands plotted in blue for confirmation
🔧 Strategy Improvements & Uniqueness
This strategy is inspired by traditional Volume Profile + ATR analysis,
while adding the improvement of a sliding-window mechanism for automatic POC updates.
Compared with conventional trend-following approaches,
its strength lies in combining both price and volume perspectives for decision-making.
✅ Summary
Volume Profile Auto POC automatically extracts key market levels (POC) and combines them with ATR-based zones,
providing a responsive trend-following method.
It balances clarity with practicality, aiming for both usability and reproducibility.
⚠️ This strategy is based on historical data and does not guarantee future profits.
Always use proper risk management when applying it.
ICT Daily+Weekly BiasPrevious Day & Week Levels — Daily+Weekly Bias Visualizer
Plots previous-day (PDH/PDL/PDEQ) and previous-week (PWH/PWL) reference levels.
Use them to frame bias and identify the Draw on Liquidty.
Definitions
• PDH/PDL: Prior day high/low.
• PDEQ: Prior day equilibrium = (PDH + PDL) / 2.
• PWH/PWL: Prior week high/low.
Features
• PDH/PDL lines with optional labels at left or right edge.
• PDEQ line (0.5 of PD Range) with optional label.
• PWH/PWL lines with optional labels.
• Custom colors, styles, and width controls.
• Optional Price Labels
• Timeframe visibility limit.
• Lines extend and stop on mitigation (when breached).
*Also included in ICT ULT (All In One) Indicator
*Feel free to suggest improvement in the comments
POC Migration Velocity (POC-MV) [PhenLabs]📊POC Migration Velocity (POC-MV)
Version: PineScript™v6
📌Description
The POC Migration Velocity indicator revolutionizes market structure analysis by tracking the movement, speed, and acceleration of Point of Control (POC) levels in real-time. This tool combines sophisticated volume distribution estimation with velocity calculations to reveal hidden market dynamics that conventional indicators miss.
POC-MV provides traders with unprecedented insight into volume-based price movement patterns, enabling the early identification of continuation and exhaustion signals before they become apparent to the broader market. By measuring how quickly and consistently the POC migrates across price levels, traders gain early warning signals for significant market shifts and can position themselves advantageously.
The indicator employs advanced algorithms to estimate intra-bar volume distribution without requiring lower timeframe data, making it accessible across all chart timeframes while maintaining sophisticated analytical capabilities.
🚀Points of Innovation
Micro-POC calculation using advanced OHLC-based volume distribution estimation
Real-time velocity and acceleration tracking normalized by ATR for cross-market consistency
Persistence scoring system that quantifies directional consistency over multiple periods
Multi-signal detection combining continuation patterns, exhaustion signals, and gap alerts
Dynamic color-coded visualization system with intensity-based feedback
Comprehensive customization options for resolution, periods, and thresholds
🔧Core Components
POC Calculation Engine: Estimates volume distribution within each bar using configurable price bands and sophisticated weighting algorithms
Velocity Measurement System: Tracks the rate of POC movement over customizable lookback periods with ATR normalization
Acceleration Calculator: Measures the rate of change of velocity to identify momentum shifts in POC migration
Persistence Analyzer: Quantifies how consistently POC moves in the same direction using exponential weighting
Signal Detection Framework: Combines trend analysis, velocity thresholds, and persistence requirements for signal generation
Visual Rendering System: Provides dynamic color-coded lines and heat ribbons based on velocity and price-POC relationships
🔥Key Features
Real-time POC calculation with 10-100 configurable price bands for optimal precision
Velocity tracking with customizable lookback periods from 5 to 50 bars
Acceleration measurement for detecting momentum changes in POC movement
Persistence scoring to validate signal strength and filter false signals
Dynamic visual feedback with blue/orange color scheme indicating bullish/bearish conditions
Comprehensive alert system for continuation patterns, exhaustion signals, and POC gaps
Adjustable information table displaying real-time metrics and current signals
Heat ribbon visualization showing price-POC relationship intensity
Multiple threshold settings for customizing signal sensitivity
Export capability for use with separate panel indicators
🎨Visualization
POC Connecting Lines: Color-coded lines showing POC levels with intensity based on velocity magnitude
Heat Ribbon: Dynamic colored ribbon around price showing POC-price basis intensity
Signal Markers: Clear exhaustion top/bottom signals with labeled shapes
Information Table: Real-time display of POC value, velocity, acceleration, basis, persistence, and current signal status
Color Gradients: Blue gradients for bullish conditions, orange gradients for bearish conditions
📖Usage Guidelines
POC Calculation Settings
POC Resolution (Price Bands): Default 20, Range 10-100. Controls the number of price bands used to estimate volume distribution within each bar
Volume Weight Factor: Default 0.7, Range 0.1-1.0. Adjusts the influence of volume in POC calculation
POC Smoothing: Default 3, Range 1-10. EMA smoothing period applied to the calculated POC to reduce noise
Velocity Settings
Velocity Lookback Period: Default 14, Range 5-50. Number of bars used to calculate POC velocity
Acceleration Period: Default 7, Range 3-20. Period for calculating POC acceleration
Velocity Significance Threshold: Default 0.5, Range 0.1-2.0. Minimum normalized velocity for continuation signals
Persistence Settings
Persistence Lookback: Default 5, Range 3-20. Number of bars examined for persistence score calculation
Persistence Threshold: Default 0.7, Range 0.5-1.0. Minimum persistence score required for continuation signals
Visual Settings
Show POC Connecting Lines: Toggle display of colored lines connecting POC levels
Show Heat Ribbon: Toggle display of colored ribbon showing POC-price relationship
Ribbon Transparency: Default 70, Range 0-100. Controls transparency level of heat ribbon
Alert Settings
Enable Continuation Alerts: Toggle alerts for continuation pattern detection
Enable Exhaustion Alerts: Toggle alerts for exhaustion pattern detection
Enable POC Gap Alerts: Toggle alerts for significant POC gaps
Gap Threshold: Default 2.0 ATR, Range 0.5-5.0. Minimum gap size to trigger alerts
✅Best Use Cases
Identifying trend continuation opportunities when POC velocity aligns with price direction
Spotting potential reversal points through exhaustion pattern detection
Confirming breakout validity by monitoring POC gap behavior
Adding volume-based context to traditional technical analysis
Managing position sizing based on POC-price basis strength
⚠️Limitations
POC calculations are estimations based on OHLC data, not true tick-by-tick volume distribution
Effectiveness may vary in low-volume or highly volatile market conditions
Requires complementary analysis tools for complete trading decisions
Signal frequency may be lower in ranging markets compared to trending conditions
Performance optimization needed for very short timeframes below 1-minute
💡What Makes This Unique
Advanced Estimation Algorithm: Sophisticated method for calculating POC without requiring lower timeframe data
Velocity-Based Analysis: Focus on POC movement dynamics rather than static levels
Comprehensive Signal Framework: Integration of continuation, exhaustion, and gap detection in one indicator
Dynamic Visual Feedback: Intensity-based color coding that adapts to market conditions
Persistence Validation: Unique scoring system to filter signals based on directional consistency
🔬How It Works
Volume Distribution Estimation:
Divides each bar into configurable price bands for volume analysis
Applies sophisticated weighting based on OHLC relationships and proximity to close
Identifies the price level with maximum estimated volume as the POC
Velocity and Acceleration Calculation:
Measures POC rate of change over specified lookback periods
Normalizes values using ATR for consistent cross-market performance
Calculates acceleration as the rate of change of velocity
Signal Generation Process:
Combines trend direction analysis using EMA crossovers
Applies velocity and persistence thresholds to filter signals
Generates continuation, exhaustion, and gap alerts based on specific criteria
💡Note:
This indicator provides estimated POC calculations based on available OHLC data and should be used in conjunction with other analysis methods. The velocity-based approach offers unique insights into market structure dynamics but requires proper risk management and complementary analysis for optimal trading decisions.
Volume Profile + Pivot Levels [ChartPrime]⯁ OVERVIEW
Volume Profile + Pivot Levels combines a rolling volume profile with price pivots to surface the most meaningful levels in your selected lookback window. It builds a left-side profile from traded volume, highlights the session’s Point of Control (PoC) , and then filters pivot highs/lows so only those aligned with significant profile volume are promoted to chart levels. Each promoted level extends forward until price retests it—so your chart stays focused on levels that actually matter.
⯁ KEY FEATURES
Rolling Volume Profile (Period & Resolution)
Calculates a profile over the last Period bars (default 200). The profile is discretized into Volume Profile Resolution bins (default 50) between the highest high and lowest low inside the window. Each bin accumulates traded volume and is drawn as a smooth left-side polyline for compact, lightweight rendering.
HL = array.new()
// collect highs/lows over 'start' bars to define profile range
for i = 0 to start - 1
HL.push(high ), HL.push(low )
H = HL.max(), L = HL.min()
bin_size = (H - L) / bins
// accumulate per-bin volume
for i = 0 to bins - 1
for j = 0 to start - 1
if close >= (L + bin_sizei) - bin_size and close < (L + bin_size*(i+1)) + bin_size
Bins += volume
Delta-Aware Coloring
The script tracks up-minus-down volume across all period to compute a net Delta . The profile, PoC line, and PoC label adopt a teal tone when net positive, and maroon when net negative—an immediate read on buyer/seller dominance inside the window.
Point of Control (PoC) + Volume Label
Automatically marks the highest-volume bin as the PoC . A horizontal PoC line extends to the last bar, and a label shows the absolute volume at the PoC. Toggle visibility via PoC input.
Pivot Detection with Volume Filter
Identifies raw pivots using Length (default 10) on both sides of the bar. Each candidate pivot is then validated against the profile: only pivots that land within their bin and meet or exceed the Filter % threshold (percentage of PoC volume) are promoted to chart levels. This removes weak, low-participation pivots.
// pivot promotion when volume% >= pivotFilter
if abs(mid - p.value) <= bin_size and volPercent >= pivotFilter
// draw labeled pivot level
line.new(p.index - pivotLength, p.value, p.index + pivotLength, p.value, width = 2)
Forward-Extending, Self-Stopping Levels
Promoted pivot levels extend forward as dotted rays. As soon as price intersects a level (high/low straddles it), that level stops extending—so your chart doesn’t clutter with stale zones.
Concise Level Labels (Volume + %)
Each promoted pivot prints a compact label at the pivot bar with its bin’s absolute volume and percentage of PoC volume (ordering flips for highs vs. lows for quick read).
Lightweight Visuals
The volume profile is rendered as a smooth polyline rather than dozens of boxes, keeping charts responsive even at higher resolutions.
⯁ SETTINGS
Volume Profile → Period : Lookback window used to compute the profile (max 500).
Volume Profile → Resolution : Number of bins; higher = finer structure.
Volume Profile → PoC : Toggle PoC line and volume label.
Pivots → Display : Show/hide volume-validated pivot levels.
Pivots → Length : Pivot detection left/right bars.
Pivots → Filter % 0–100 : Minimum bin strength (as % of PoC) required to promote a pivot level.
⯁ USAGE
Read PoC direction/color for a quick net-flow bias within your window.
Prioritize promoted pivot levels —they’re backed by meaningful participation.
Watch for first retests of promoted levels; the line will stop extending once tested.
Adjust Period / Resolution to match your timeframe (scalps → higher resolution, shorter period; swings → lower resolution, longer period).
Tighten or loosen Filter % to control how selective the level promotion is.
⯁ WHY IT’S UNIQUE
Instead of plotting every pivot or every profile bar, this tool cross-checks pivots against the profile’s internal volume weighting . You only see levels where price structure and liquidity overlap—clean, data-driven levels that self-retire after interaction, so you can focus on what the market actually defends.
Advanced Volume Profile Pro Delta + POC + VAH/VAL# Advanced Volume Profile Pro - Delta + POC + VAH/VAL Analysis System
## WHAT THIS SCRIPT DOES
This script creates a comprehensive volume profile analysis system that combines traditional volume-at-price distribution with delta volume calculations, Point of Control (POC) identification, and Value Area (VAH/VAL) analysis. Unlike standard volume indicators that show only total volume over time, this script analyzes volume distribution across price levels and estimates buying vs selling pressure using multiple calculation methods to provide deeper market structure insights.
## WHY THIS COMBINATION IS ORIGINAL AND USEFUL
**The Problem Solved:** Traditional volume indicators show when volume occurs but not where price finds acceptance or rejection. Standalone volume profiles lack directional bias information, while basic delta calculations don't provide structural context. Traders need to understand both volume distribution AND directional sentiment at key price levels.
**The Solution:** This script implements an integrated approach that:
- Maps volume distribution across price levels using configurable row density
- Estimates delta (buying vs selling pressure) using three different methodologies
- Identifies Point of Control (highest volume price level) for key support/resistance
- Calculates Value Area boundaries where 70% of volume traded
- Provides real-time alerts for key level interactions and volume imbalances
**Unique Features:**
1. **Developing POC Visualization**: Real-time tracking of Point of Control migration throughout the session via blue dotted trail, revealing institutional accumulation/distribution patterns before they complete
2. **Multi-Method Delta Calculation**: Price Action-based, Bid/Ask estimation, and Cumulative methods for different market conditions
3. **Adaptive Timeframe System**: Auto-adjusts calculation parameters based on chart timeframe for optimal performance
4. **Flexible Profile Types**: N Bars Back (precise control), Days Back (calendar-based), and Session-based analysis modes
5. **Advanced Imbalance Detection**: Identifies and highlights significant buying/selling imbalances with configurable thresholds
6. **Comprehensive Alert System**: Monitors POC touches, Value Area entry/exit, and major volume imbalances
## HOW THE SCRIPT WORKS TECHNICALLY
### Core Volume Profile Methodology:
**1. Price Level Distribution:**
- Divides price range into user-defined rows (10-50 configurable)
- Calculates row height: `(Highest Price - Lowest Price) / Number of Rows`
- Distributes each bar's volume across price levels it touched proportionally
**2. Delta Volume Calculation Methods:**
**Price Action Method:**
```
Price Range = High - Low
Buy Pressure = (Close - Low) / Price Range
Sell Pressure = (High - Close) / Price Range
Buy Volume = Total Volume × Buy Pressure
Sell Volume = Total Volume × Sell Pressure
Delta = Buy Volume - Sell Volume
```
**Bid/Ask Estimation Method:**
```
Average Price = (High + Low + Close) / 3
Buy Volume = Close > Average ? Volume × 0.6 : Volume × 0.4
Sell Volume = Total Volume - Buy Volume
```
**Cumulative Method:**
```
Buy Volume = Close > Open ? Volume : Volume × 0.3
Sell Volume = Close ≤ Open ? Volume : Volume × 0.3
```
**3. Point of Control (POC) Identification:**
- Scans all price levels to find maximum volume concentration
- POC represents the price level with highest trading activity
- Acts as significant support/resistance level
- **Developing POC Feature**: Tracks POC evolution in real-time via blue dotted trail, showing how institutional interest migrates throughout the session. Upward POC migration indicates accumulation patterns, downward migration suggests distribution, providing early trend signals before price confirmation.
**4. Value Area Calculation:**
- Starts from POC and expands up/down to encompass 70% of total volume
- VAH (Value Area High): Upper boundary of value area
- VAL (Value Area Low): Lower boundary of value area
- Expansion algorithm prioritizes direction with higher volume
**5. Adaptive Range Selection:**
Based on profile type and timeframe optimization:
- **N Bars Back**: Fixed lookback period with performance optimization (20-500 bars)
- **Days Back**: Calendar-based analysis with automatic timeframe adjustment (1-365 days)
- **Session**: Current trading session or custom session times
### Performance Optimization Features:
- **Sampling Algorithm**: Reduces calculation load on large datasets while maintaining accuracy
- **Memory Management**: Clears previous drawings to prevent performance degradation
- **Safety Constraints**: Prevents excessive memory usage with configurable limits
## HOW TO USE THIS SCRIPT
### Initial Setup:
1. **Profile Configuration**: Select profile type based on trading style:
- N Bars Back: Precise control over data range
- Days Back: Intuitive calendar-based analysis
- Session: Real-time session development
2. **Row Density**: Set number of rows (30 default) - more rows = higher resolution, slower performance
3. **Delta Method**: Choose calculation method based on market type:
- Price Action: Best for trending markets
- Bid/Ask Estimate: Good for ranging markets
- Cumulative: Smoothed approach for volatile markets
4. **Visual Settings**: Configure colors, position (left/right), and display options
### Reading the Profile:
**Volume Bars:**
- **Length**: Represents relative volume at that price level
- **Color**: Green = net buying pressure, Red = net selling pressure
- **Intensity**: Darker colors indicate volume imbalances above threshold
**Key Levels:**
- **POC (Blue Line)**: Highest volume price - major support/resistance
- **VAH (Purple Dashed)**: Value Area High - upper boundary of fair value
- **VAL (Orange Dashed)**: Value Area Low - lower boundary of fair value
- **Value Area Fill**: Shaded region showing main trading range
**Developing POC Trail:**
- **Blue Dotted Lines**: Show real-time POC evolution throughout the session
- **Migration Patterns**: Upward trail indicates bullish accumulation, downward trail suggests bearish distribution
- **Early Signals**: POC movement often precedes price movement, providing advance warning of institutional activity
- **Institutional Footprints**: Reveals where smart money concentrated volume before final POC establishment
### Trading Applications:
**Support/Resistance Analysis:**
- POC acts as magnetic price level - expect reactions
- VAH/VAL provide intermediate support/resistance levels
- Profile edges show areas of low volume acceptance
**Developing POC Analysis:**
- **Upward Migration**: POC moving higher = institutional accumulation, bullish bias
- **Downward Migration**: POC moving lower = institutional distribution, bearish bias
- **Stable POC**: Tight clustering = balanced market, range-bound conditions
- **Early Trend Detection**: POC direction change often precedes price breakouts
**Entry Strategies:**
- Buy at VAL with POC as target (in uptrends)
- Sell at VAH with POC as target (in downtrends)
- Breakout plays above/below profile extremes
**Volume Imbalance Trading:**
- Strong buying imbalance (>60% threshold) suggests continued upward pressure
- Strong selling imbalance suggests continued downward pressure
- Imbalances near key levels provide high-probability setups
**Multi-Timeframe Context:**
- Use higher timeframe profiles for major levels
- Lower timeframe profiles for precise entries
- Session profiles for intraday trading structure
## SCRIPT SETTINGS EXPLANATION
### Volume Profile Settings:
- **Profile Type**: Determines data range for calculation
- N Bars Back: Exact number of bars (20-500 range)
- Days Back: Calendar days with timeframe adaptation (1-365 days)
- Session: Trading session-based (intraday focus)
- **Number of Rows**: Profile resolution (10-50 range)
- **Profile Width**: Visual width as chart percentage (10-50%)
- **Value Area %**: Volume percentage for VA calculation (50-90%, 70% standard)
- **Auto-Adjust**: Automatically optimizes for different timeframes
### Delta Volume Settings:
- **Show Delta Volume**: Enable/disable delta calculations
- **Delta Calculation Method**: Choose methodology based on market conditions
- **Highlight Imbalances**: Visual emphasis for significant volume imbalances
- **Imbalance Threshold**: Percentage for imbalance detection (50-90%)
### Session Settings:
- **Session Type**: Daily, Weekly, Monthly, or Custom periods
- **Custom Session Time**: Define specific trading hours
- **Previous Sessions**: Number of historical sessions to display
### Days Back Settings:
- **Lookback Days**: Number of calendar days to analyze (1-365)
- **Automatic Calculation**: Script automatically converts days to bars based on timeframe:
- Intraday: Accounts for 6.5 trading hours per day
- Daily: 1 bar per day
- Weekly/Monthly: Proportional adjustment
### N Bars Back Settings:
- **Lookback Bars**: Exact number of bars to analyze (20-500)
- **Precise Control**: Best for systematic analysis and backtesting
### Visual Customization:
- **Colors**: Bullish (green), Bearish (red), and level colors
- **Profile Position**: Left or Right side of chart
- **Profile Offset**: Distance from current price action
- **Labels**: Show/hide level labels and values
- **Smooth Profile Bars**: Enhanced visual appearance
### Alert Configuration:
- **POC Touch**: Alerts when price interacts with Point of Control
- **VA Entry/Exit**: Alerts for Value Area boundary interactions
- **Major Imbalance**: Alerts for significant volume imbalances
## VISUAL FEATURES
### Profile Display:
- **Horizontal Bars**: Volume distribution across price levels
- **Color Coding**: Delta-based coloring for directional bias
- **Smooth Rendering**: Optional smoothing for cleaner appearance
- **Transparency**: Configurable opacity for chart readability
### Level Lines:
- **POC**: Solid blue line with optional label
- **VAH/VAL**: Dashed colored lines with value displays
- **Extension**: Lines extend across relevant time periods
- **Value Area Fill**: Optional shaded region between VAH/VAL
### Information Table:
- **Current Values**: Real-time POC, VAH, VAL prices
- **VA Range**: Value Area width calculation
- **Positioning**: Multiple table positions available
- **Text Sizing**: Adjustable for different screen sizes
## IMPORTANT USAGE NOTES
**Realistic Expectations:**
- Volume profile analysis provides structural context, not trading signals
- Delta calculations are estimations based on price action, not actual order flow
- Past volume distribution does not guarantee future price behavior
- Combine with other analysis methods for comprehensive market view
**Best Practices:**
- Use appropriate profile types for your trading style:
- Day Trading: Session or Days Back (1-5 days)
- Swing Trading: Days Back (10-30 days) or N Bars Back
- Position Trading: Days Back (60-180 days)
- Consider market context (trending vs ranging conditions)
- Verify key levels with additional technical analysis
- Monitor profile development for changing market structure
**Performance Considerations:**
- Higher row counts increase calculation complexity
- Large lookback periods may affect chart performance
- Auto-adjust feature optimizes for most use cases
- Consider using session profiles for intraday efficiency
**Limitations:**
- Delta calculations are estimations, not actual transaction data
- Profile accuracy depends on available price/volume history
- Effectiveness varies across different instruments and market conditions
- Requires understanding of volume profile concepts for optimal use
**Data Requirements:**
- Requires volume data for accurate calculations
- Works best on liquid instruments with consistent volume
- May be less effective on very low volume or exotic instruments
This script serves as a comprehensive volume analysis tool for traders who need detailed market structure information with integrated directional bias analysis and real-time POC development tracking for informed trading decisions.
Advanced Market TheoryADVANCED MARKET THEORY (AMT)
This is not an indicator. It is a lens through which to see the true nature of the market.
Welcome to the definitive application of Auction Market Theory. What you have before you is the culmination of decades of market theory, fused with state-of-the-art data analysis and visual engineering. It is an institutional-grade intelligence engine designed for the serious trader who seeks to move beyond simplistic indicators and understand the fundamental forces that drive price.
This guide is your complete reference. Read it. Study it. Internalize it. The market is a complex story, and this tool is the language with which to read it.
PART I: THE GRAND THEORY - A UNIVERSE IN AN AUCTION
To understand the market, you must first understand its purpose. The market is a mechanism of discovery, organized by a continuous, two-way auction.
This foundational concept was pioneered by the legendary trader J. Peter Steidlmayer at the Chicago Board of Trade in the 1980s. He observed that beneath the chaotic facade of ticking prices lies a beautifully organized structure. The market's primary function is not to go up or down, but to facilitate trade by seeking a price level that encourages the maximum amount of interaction between buyers and sellers. This price is "value."
The Organizing Principle: The Normal Distribution
Over any given period, the market's activity will naturally form a bell curve (a normal distribution) turned on its side. This is the blueprint of the auction.
The Point of Control (POC): This is the peak of the bell curve—the single price level where the most trade occurred. It represents the point of maximum consensus, the "fairest price" as determined by the market participants. It is the gravitational center of the session.
The Value Area (VA): This is the heart of the bell curve, typically containing 70% of the session's activity (one standard deviation). This is the zone of "accepted value." Prices within this area are considered fair and are where the market is most comfortable conducting business.
The Extremes: The thin areas at the top and bottom of the curve are the "unfair" prices. These are levels where one side of the auction (buyers at the top, sellers at the bottom) was shut off, and trade was quickly rejected. These are areas of emotional trading and excess.
The Narrative of the Day: Balance vs. Imbalance
Every trading session is a story of the market's search for value.
Balance: When the market rotates and builds a symmetrical, bell-shaped profile, it is in a state of balance . Buyers and sellers are in agreement, and the market is range-bound.
Imbalance: When the market moves decisively away from a balanced area, it is in a state of imbalance . This is a trend. The market is actively seeking new information and a new area of value because the old one was rejected.
Your Purpose as a Trader
Your job is to read this story in real-time. Are we in balance or imbalance? Is the auction succeeding or failing at these new prices? The Advanced Market Theory engine is your Rosetta Stone to translate this complex narrative into actionable intelligence.
PART II: THE AMT ENGINE - AN EVOLUTION IN MARKET VISION
A standard market profile tool shows you a picture. The AMT Engine gives you the architect's full schematics, the engineer's stress tests, and the psychologist's behavioral analysis, all at once.
This is what makes it the Advanced Market Theory. We have fused the timeless principles with layers of modern intelligence:
TRINITY ANALYSIS: You can view the market through three distinct lenses. A Volume Profile shows where the money traded. A TPO (Time) Profile shows where the market spent its time. The revolutionary Hybrid Profile fuses both, giving you a complete picture of market conviction—marrying volume with duration.
AUTOMATED STRUCTURAL DECODING: The engine acts as your automated analyst, identifying critical structural phenomena in real-time:
Poor Highs/Lows: Weak auction points that signal a high probability of reversal.
Single Prints & Ledges: Footprints of rapid, aggressive market moves and areas of strong institutional acceptance.
Day Type Classification: The engine analyzes the session's personality as it develops ("Trend Day," "Normal Day," etc.), allowing you to adapt your strategy to the market's current character.
MACRO & MICRO FUSION: Via the Composite Profile , the engine merges weeks of data to reveal the major institutional battlegrounds that govern long-term price action. You can see the daily skirmish and the multi-month war on a single chart.
ORDER FLOW INTELLIGENCE: The ultimate advancement is the integrated Cumulative Volume Delta (CVD) engine. This moves beyond structure to analyze the raw aggression of buyers versus sellers. It is your window into the market's soul, automatically detecting critical Divergences that often precede major trend shifts.
ADAPTIVE SIGNALING: The engine's signal generation is not static; it is a thinking system. It evaluates setups based on a multi-factor Confluence Score , understands the market Regime (e.g., High Volatility), and adjusts its own confidence ( Probability % ) based on the complete context.
This is not a tool that gives you signals. This is a tool that gives you understanding .
PART III: THE VISUAL KEY - A LEXICON OF MARKET STRUCTURE
Every element on your chart is a piece of information. This is your guide to reading it fluently.
--- THE CORE ARCHITECTURE ---
The Profile Histogram: The primary visual on the left of each session. Its shape is the story. A thin profile is a trend; a fat, symmetrical profile is balance.
Blue Box : The zone of accepted, "fair" value. The heart of the session's business.
Bright Orange Line & Label : The Point of Control. The gravitational center. The price of maximum consensus. The most significant intraday level.
Dashed Blue Lines & Labels : The boundaries of value. Critical inflection points where the market decides to either remain in balance or seek value elsewhere.
Dashed Cyan Lines & Labels : The major, long-term structural levels derived from weeks of data. These are institutional reference points and carry immense weight. Treat them as primary support and resistance.
Dashed Orange Lines & Labels : Marks a Poor or Unfinished Auction . These represent emotional, weak extremes and are high-probability targets for future price action.
Diamond Markers : Mark Single Prints , which are footprints of aggressive, one-sided moves that left a "liquidity vacuum." Price is often drawn back to these levels to "repair" the poor structure.
Arrow Markers : Mark Ledges , which are areas of strong horizontal acceptance. They often act as powerful support/resistance in the future.
Dotted Gray Lines & Labels : The projected daily range based on multiples of the Initial Balance . Use them to set realistic profit targets and gauge the day's potential.
--- THE SIGNAL SUITE ---
Colored Triangles : These are your high-probability entry signals. The color is a strategic playbook:
Gold Triangle : ELITE Signal. An A+ setup with overwhelming confluence. This is the highest quality signal the engine can produce.
Yellow Triangle : FADE Signal. A counter-trend setup against an exhausted move at a structural extreme.
Cyan Triangle : BREAKOUT Signal. A momentum setup attempting to capitalize on a breakout from the value area.
Purple Triangle : ROTATION Signal. A mean-reversion setup within the value area, typically from one edge towards the POC.
Magenta Triangle : LIQUIDITY Signal. A sophisticated setup that identifies a "stop run" or liquidity sweep.
Percentage Number: The engine's calculated probability of success . This is not a guarantee, but a data-driven confidence score.
Dotted Gray Line: The signal's Entry Price .
Dashed Green Lines: The calculated Take Profit Targets .
Dashed Red Line: The calculated Stop Loss level.
PART IV: THE DASHBOARD - YOUR STRATEGIC COMMAND CENTER
The dashboard is your real-time intelligence briefing. It synthesizes all the engine's analysis into a clear, concise, and constantly updating summary.
--- CURRENT SESSION ---
POC, VAH, VAL: The live values for the core structure.
Profile Shape: Is the current auction top-heavy ( b-shaped ), bottom-heavy ( P-shaped ), or balanced ( D-shaped )?
VA Width: Is the value area expanding (trending) or contracting (balancing)?
Day Type: The engine's judgment on the day's personality. Use this to select the right strategy.
IB Range & POC Trend: Key metrics for understanding the opening sentiment and its evolution.
--- CVD ANALYSIS ---
Session CVD: The raw order flow. Is there more net buying or selling pressure in this session?
CVD Trend & DIVERGENCE: This is your order flow intelligence. Is the order flow confirming the price action? If "DIVERGENCE" flashes, it is a critical, high-alert warning of a potential reversal.
--- MARKET METRICS ---
Volume, ATR, RSI: Your standard contextual metrics, providing a quick read on activity, volatility, and momentum.
Regime: The engine's assessment of the broad market environment: High Volatility (favor breakouts), Low Volatility (favor mean reversion), or Normal .
--- PROFILE STATS, COMPOSITE, & STRUCTURE ---
These sections give you a quick quantitative summary of the profile structure, the major long-term Composite levels, and any active Poor Structures.
--- SIGNAL TYPES & ACTIVE SIGNAL ---
A permanent key to the signal colors and their meanings, along with the full details of the most recent active signal: its Type , Probability , Entry , Stop , and Target .
PART V: THE INPUTS MENU - CALIBRATING YOUR LENS
This engine is designed to be calibrated to your specific needs as a trader. Every input is a lever. This is not a "one size fits all" tool. The extensive tooltips are your built-in user manual, but here are the key areas of focus:
--- MARKET PROFILE ENGINE ---
Profile Mode: This is the most fundamental choice. Volume is the standard for price-based support and resistance. TPO is for analyzing time-based acceptance. Hybrid is the professional's choice, fusing both for a complete picture.
Profile Resolution: This is your zoom lens. Lower values for scalping and intraday precision. Higher values for a cleaner, big-picture view suitable for swing trading.
Composite Sessions: Your timeframe for macro analysis. 5-10 sessions for a weekly view; 20-30 sessions for a monthly, structural view.
--- SESSION & VALUE AREA ---
These settings must be configured correctly for your specific asset. The Session times are critical. The Initial Balance should reflect the key opening period for your market (60 minutes is standard for equities).
--- SIGNAL ENGINE & RISK MANAGEMENT ---
Signal Mode: THIS IS YOUR PERSONAL RISK PROFILE. Set it to Conservative to see only the absolute best A+ setups. Use Elite or Balanced for a standard approach. Use Aggressive only if you are an experienced scalper comfortable with managing more frequent, lower-probability setups.
ATR Multipliers: This suite gives you full, dynamic control over your risk/reward parameters. You can precisely define your initial stop loss distance and profit targets based on the market's current volatility.
A FINAL WORD FROM THE ARCHITECT
The creation of this engine was a journey into the very heart of market dynamics. It was born from a frustrating truth: that the most profound market theories were often confined to books and expensive institutional platforms, inaccessible to the modern retail trader. The goal was to bridge that gap.
The challenge was monumental. Making each discrete system—the volume profile, the TPO counter, the composite engine, the CVD tracker, the signal generator, the dynamic dashboard—work was a task in itself. But the true struggle, the frustrating, painstaking process that consumed countless hours, was making them work in unison . It was about ensuring the CVD analysis could intelligently inform the signal engine, that the day type classification could adjust the probability scores, and that the composite levels could provide context to the intraday structure, all in a seamless, real-time dance of data.
This engine is the result of that relentless pursuit of integration. It is built on the belief that a trader's greatest asset is not a signal, but clarity . It was designed to clear the noise, to organize the chaos, and to present the elegant, underlying logic of the market auction so that you can make better, more informed, and more confident decisions.
It is now in your hands. Use it not as a crutch, but as a lens. See the market for what it truly is.
"The market can remain irrational longer than you can remain solvent."
- John Maynard Keynes
DISCLAIMER
This script is an advanced analytical tool provided for informational and educational purposes only. It is not financial advice. All trading involves substantial risk, and past performance is not indicative of future results. The signals, probabilities, and metrics generated by this indicator do not constitute a recommendation to buy or sell any financial instrument. You, the user, are solely responsible for all trading decisions, risk management, and outcomes. Use this tool to supplement your own analysis and trading strategy.
PUBLISHING CATEGORIES
Volume Profile
Market Profile
Order Flow
Institutional HeatmapHeatmap Range - Volume Profile Visualization Indicator
What This Indicator Does
The Heatmap Range indicator provides a sophisticated volume profile visualization that displays price levels with the highest trading activity using color-coded heatmaps directly on your chart. Unlike traditional volume indicators, this tool shows WHERE the most significant trading occurred within specific price ranges over a customizable lookback period.
Advanced Volume Analysis
Volume-Weighted Price Levels: Calculates and displays up to 20 price levels based on actual trading volume
Customizable Time Period: Analyze volume distribution over 10-500 bars (default: 180 bars)
Smart Bin Sizing: Adjustable pip range (0.1-50 pips) for precise level identification
Peak Detection: Automatically identifies and centers display around highest volume areas
Visual Customization
3 Color Patterns:
Inverted Heat (Orange to Dark Red)
Inverted Cool (Orange to Dark Blue)
Inverted Purple (Light Pink to Dark Purple)
Transparency Control: 0-95% transparency for optimal chart readability
Adaptive Display: Shows most relevant levels centered around peak volume
Multi-Asset Support
Forex Pairs (EUR/USD, GBP/USD, etc.)
Precious Metals (Gold/XAUUSD, Silver/XAGUSD)
Futures (NQ, ES, YM, etc.)
Cryptocurrencies
Stock Indices
Customizable Parameters
Histogram Period (10-500, Default: 180) Bars to analyze for volume distribution
Bin Range (0.1-50 pips, Default: 5.0) Price range for each volume level
Color Pattern (1-3, Default: 1) Visual color scheme selection
Average Volume Period (10-200, Default: 100) Period for volume normalization
Max Display Levels (5-20, Default: 20) Maximum price levels to show
Transparency (0-95%, Default: 50%) Opacity of heatmap display
How to Use
For Day Traders
Identify key support/resistance levels based on actual volume
Spot high-probability reversal zones
Plan entries/exits around significant volume levels
For Swing Traders
Analyze longer-term volume distribution patterns
Identify major accumulation/distribution zones
Confirm breakout levels with volume validation
For Scalpers
Quick identification of intraday volume hotspots
Real-time volume level updates
Precise entry/exit timing around volume clusters
Visual Interpretation
Darker Colors: Higher volume concentration (stronger levels)
Lighter Colors: Lower volume concentration
Color Intensity: Directly correlates to volume strength at that price level
Level Positioning: Automatically centers around peak volume areas
Technical Specifications
Pine Script Version: v5
Chart Overlay: Yes
Max Bars Back: 1000
Performance Optimized: Limited to 200 bins for smooth operation
Real-time Updates: Dynamic calculation on each bar close
Getting Started
Add to Chart: Apply indicator to any supported timeframe
Adjust Period: Set histogram period based on your trading style
Choose Colors: Select color pattern that suits your chart theme
Fine-tune Levels: Adjust bin range and max levels for optimal display
Set Transparency: Balance visibility with chart clarity
Important Notes
Minimum Data Requirement: Needs at least 10 bars of history to function
Performance: Higher periods and smaller bin ranges require more processing
Volume Dependency: Most effective on instruments with consistent volume data
Timeframe Agnostic: Works on all timeframes from 1-minute to monthly
Status Information
The indicator includes a real-time information table showing:
Current settings (Period, Bin Range, Color Pattern, Transparency)
Indicator status (Active/Loading)
Disclaimer: This indicator is for educational and informational purposes only. Past performance does not guarantee future results. Always conduct your own analysis and risk management before making trading decisions.
Compatible with TradingView's Pine Script v5 | Optimized for all market conditions | Professional-grade volume analysis
ZigZag Volume Profile [ChartPrime]⯁ OVERVIEW
ZigZag Volume Profile combines swing structure with volume analytics by plotting a ZigZag of major price swings and overlaying a detailed volume profile around each swing. At the end of each swing, it highlights the Point of Control (POC) — the price level with the highest traded volume — and extends it forward to identify key areas of potential support or resistance.
⯁ KEY FEATURES
ZigZag Swing Detection:
Automatically detects swing highs and lows based on a user-defined length, creating clean visual segments of market structure.
These segments act as boundaries for volume profile calculations.
swingHigh = ta.highest(swingLength)
swingLow = ta.lowest(swingLength)
ZigZag Channel Visualization:
The ZigZag structure is connected with sloped lines, forming a visual “channel” of the price movement.
The ZigZag can optionally, scaled by ATR.
Volume Profile Around Each Swing:
For every completed swing (high to low or low to high), the indicator constructs a full volume profile using user-defined bin counts.
It scans volume across price levels in the swing and plots histogram-style bins using a gradient color to indicate volume magnitude.
Dynamic Bin Width and Slope Adjustment:
Bins are distributed across a vertical ATR-based range, and their width is adjusted based on the percentage of total swing volume.
The volume fill direction is adapted to the swing’s slope for visually aligned plotting.
POC Detection and Extension:
The highest volume bin in each swing is identified as the Point of Control (POC).
This level is plotted with a thicker line and extended horizontally into the future as a key reaction level.
Automatic POC Expiry on Price Interaction:
POC lines are continuously extended unless breached by price.
When price crosses the POC level, the extension is terminated — signaling that the level may have been absorbed.
Clean Volume Bin Visualization:
Bin colors range from green (low volume) to blue (higher volume), with the POC always marked in red by default for easy identification.
Volume percentages are optionally labeled at each bin level.
Flexible Swing Profile Parameters:
Users can control:
Number of volume bins
Bin width
Channel width (ATR factor)
Visibility of the swing channel or POC lines
Efficient Memory Handling:
Old POC lines and volume profiles are automatically removed from memory after a threshold to keep charts clean and performant.
⯁ USAGE
Use ZigZag swings to define market structure visually.
Analyze volume profile around each swing to understand where most trading activity occurred.
Use POC extensions as dynamic support/resistance zones for entries, stops, or take-profits.
Watch for price interaction with extended POC lines — breaks may suggest absorbed liquidity or breakout potential.
Use the ATR-based channel width to adapt profiles based on market volatility.
⯁ CONCLUSION
ZigZag Volume Profile offers a powerful fusion of structure and volume. By plotting detailed volume profiles over each price swing and extending the POC as actionable S/R levels, this tool provides deep insight into market participation zones — giving traders a tactical edge in both ranging and trending environments.
IDKFAIDKFA - Advanced Order Blocks & Volume Profile with Market Structure Analysis
Why IDKFA?
Named after the legendary DOOM cheat code that gives players "all weapons and full ammo," IDKFA provides traders with a comprehensive arsenal of market analysis tools. Just as the cheat code arms players with everything needed for combat, this indicator equips traders with essential market structure tools: Order Blocks, Volume Profile, LVN/HVN areas, Fibonacci retracements, and intelligent buy/sell signals - all in one unified system.
Core Features
Order Blocks Detection
Automatically identifies institutional order blocks using pivot high/low analysis
Extends blocks dynamically until price interaction occurs
Bullish blocks (demand zones) and bearish blocks (supply zones)
Customizable opacity and extend functionality
Advanced Volume Profile
Real-time volume profile calculation for multiple session types
Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL)
Mode 1: Side-by-side bull/bear volume display
Mode 2: Overlapped volume display with percentage analysis
Shows buying vs selling pressure at each price level
LVN/HVN Area Detection
Low Volume Nodes (LVN): Areas below VAL where price moves quickly
High Volume Nodes (HVN): Areas above VAH with strong resistance
NPOC (Naked Point of Control): Single print areas within Value Area
Volume-based gradient coloring shows relative activity levels
Smart Fibonacci Retracements
Auto-detects trend direction for proper fibonacci orientation
Dynamic color coding: Red levels in uptrends, Gold in downtrends
Special 88.6% level turns lime green in downtrends
Key levels: 23.6%, 38.2%, 50%, 61.8%, 65%, 78.6%, 88.6%
Intelligent Signal System
Works best on higher timeframes
Identifies high-probability reversal setups at key levels
Buy signals: Large bearish rejection followed by bullish reclaim
Sell signals: Large bullish rejection followed by bearish breakdown
Signals only trigger near significant support/resistance areas
Signal Analysis & Usage Guidelines
Buy Signal Mechanics
The buy signal triggers when:
Previous candle shows significant bearish movement (minimum ATR multiplier)
Current candle reclaims a configurable percentage of the previous candle's range
Price is near a key support level (order blocks, fibonacci, volume levels)
Sell Signal Mechanics
The sell signal triggers when:
Previous candle shows significant bullish movement (minimum ATR multiplier)
Current candle rejects below a configurable percentage of the previous candle's range
Price is near a key resistance level (order blocks, fibonacci, volume levels)
When to TAKE Signals
High Probability Buy Signals:
Signal appears AT or BELOW the VAL (Value Area Low)
Signal occurs at bullish order block confluence
Price is in LVN area below VAL (momentum acceleration zone)
Signal aligns with fibonacci 61.8% or 78.6% support
Multiple session POC levels provide support confluence
Previous session's VAL acting as current support
High Probability Sell Signals:
Signal appears AT or ABOVE the VAH (Value Area High)
Signal occurs at bearish order block confluence
Price is in HVN area above VAH (heavy resistance zone)
Signal aligns with fibonacci 61.8% or 78.6% resistance
Multiple session POC levels provide resistance confluence
Previous session's VAH acting as current resistance
When to AVOID Signals
Avoid Buy Signals When:
Signal appears ABOVE the VAH (buying into resistance)
Price is in HVN red zones (high volume resistance areas)
No clear support structure below current price
Volume profile shows heavy selling pressure (high bear percentages)
Signal occurs during low-volume periods between major sessions
Multiple bearish order blocks exist below current price
Avoid Sell Signals When:
Signal appears BELOW the VAL (selling into support)
Price is in LVN green zones (momentum could continue)
No clear resistance structure above current price
Volume profile shows heavy buying pressure (high bull percentages)
Signal occurs during Asian session ranges without clear direction
Multiple bullish order blocks exist above current price
Volume Profile Context for Signals
Understanding Bull/Bear Percentages:
70%+ Bull dominance at a level = Strong support expected
70%+ Bear dominance at a level = Strong resistance expected
50/50 Split = Neutral zone, less predictable
Use percentages to gauge conviction behind moves
POC (Point of Control) Interactions:
Signals above POC in uptrend = Higher probability
Signals below POC in downtrend = Higher probability
Signals against POC bias require extra confirmation
POC often acts as magnetic level for price return
Trading Strategies
Strategy 1: VAL/VAH Bounce Strategy
Wait for price to approach VAL (support) or VAH (resistance)
Look for signal confirmation at these critical levels
Enter with tight stops beyond the Value Area
Target opposite boundary or next session's levels
Strategy 2: Order Block + Volume Confluence
Identify order block alignment with VAL/VAH
Wait for signal within the confluence zone
Enter on signal with stop beyond order block
Use LVN areas as acceleration zones for targets
Strategy 3: LVN/HVN Strategy
LVN (Green) Areas: "Go Zones" - expect quick price movement through low volume
HVN (Red) Areas: "Stop Zones" - expect resistance and potential reversals
NPOC Areas: "Fill Zones" - price often returns to fill single print gaps
Strategy 4: Multi-Session Analysis
Use Daily/Weekly for major structure context
Use 4H for intermediate levels
Use 1H for precise entry timing
Ensure all timeframes align before taking signals
Strategy 5: Fibonacci + Volume Profile
Buy signals at 61.8% or 78.6% fibonacci near VAL
Sell signals at 61.8% or 78.6% fibonacci near VAH
Use 88.6% level as final support/resistance before major moves
50% level often aligns with POC for confluence
Signal Quality Assessment
Grade A Signals (Highest Probability):
Signal at VAL/VAH with order block confluence
Fibonacci level alignment (61.8%, 78.6%)
Volume profile shows 70%+ dominance in signal direction
Multiple timeframe structure alignment
Signal occurs during high-volume sessions (London/NY)
Grade B Signals (Moderate Probability):
Signal near POC with some confluence
Fibonacci 50% or 38.2% alignment
Mixed volume profile readings (50-70% dominance)
Some timeframe alignment present
Signal during overlap sessions
Grade C Signals (Lower Probability):
Signal with minimal confluence
Weak fibonacci alignment or none
Volume profile neutral or against signal
Conflicting timeframe signals
Signal during low-volume periods
Risk Management Guidelines
Position Sizing Based on Signal Quality:
Grade A: Standard position size
Grade B: Reduced position size (50-75%)
Grade C: Minimal position size (25%) or skip entirely
Stop Loss Placement:
Beyond order block boundaries
Outside Value Area (VAL/VAH)
Below/above fibonacci confluence levels
Account for session volatility ranges
Profit Targets:
First target: Opposite VAL/VAH boundary
Second target: Next session's key levels
Final target: Major order blocks or fibonacci extensions
Credits & Attribution
Original components derived from:
Market Sessions & Volume Profile by © Leviathan (Mozilla Public License 2.0)
Volume Profile elements inspired by @LonesomeTheBlue's volume profile script
Pivot Order Blocks by TradingWolf / © MensaTrader (Mozilla Public License 2.0)
Auto Fibonacci Retracement code (public domain)
Significant enhancements and modifications include:
Advanced LVN/HVN detection and visualization
Bull/Bear percentage analysis for Mode 2/3
Comprehensive alert system with market context
Integrated buy/sell signals at key levels
Performance optimizations and extended session support
Enhanced Mode 2/3 with percentage pressure analysis
Important Disclaimers
This indicator is a technical analysis tool designed for educational purposes. It does not provide financial advice, investment recommendations, or trading signals that guarantee profits. All trading involves substantial risk of loss, and past performance does not guarantee future results. Users should conduct their own research, understand the risks involved, and consider consulting with qualified financial advisors before making trading decisions. The signals and analysis provided are based on historical price patterns and volume data, which may not predict future market movements accurately.
Best Practices
Never trade signals blindly - always consider volume profile context
Wait for confluence between multiple tools before entering
Respect the Value Area - avoid buying above VAH or selling below VAL
Use session context - Asian ranges vs London/NY breakouts
Practice proper risk management - position size based on signal quality
Understand the bigger picture - use multiple timeframes for context
Remember: Like the IDKFA cheat code, having all the tools doesn't guarantee success. The key is learning to use them together effectively and understanding when NOT to take a signal is often more important than knowing when to take one.
Deviation Trend Profile [BigBeluga]🔵 OVERVIEW
A statistical trend analysis tool that combines moving average dynamics with standard deviation zones and trend-specific price distribution.
This is an experimental indicator designed for educational and learning purposes only.
🔵 CONCEPTS
Trend Detection via SMA Slope: Detects trend shifts when the slope of the SMA exceeds a ±0.1 threshold.
Standard Deviation Zones: Calculates ±1, ±2, and ±3 levels from the SMA using ATR, forming dynamic envelopes around the mean.
Trend Distribution Profile: Builds a histogram that shows how often price closed within each deviation zone during the active trend phase.
🔵 FEATURES
Trend Signals: Immediate shift markers using colored circles at trend reversals.
SMA Gradient Coloring: The SMA line dynamically changes color based on its directional slope.
Trend Duration Label: A label above the histogram shows how many bars the current trend has lasted.
Trend Distribution Histogram: Visual bin-based profile showing frequency of price closes within deviation bands during trend lookback period.
Adjustable Bin Count: Set the granularity of the distribution using the “Bins Amount” input.
Deviation Labels and Zones: Clearly marked ±1, ±2, ±3 lines with consistent color scheme.
Trend Strength Insight:
• Wide profile skewed to ±2/3 = strong directional trend.
• Profile clustered near SMA = potential trend exhaustion or range.
🔵 HOW TO USE
Use trend shift dots as entry signals:
• 🔵 = Bullish start
• 🔴 = Bearish start
Trade with the trend when price clusters in outer zones (±2 or ±3).
Be cautious or fade the trend when price distribution contracts toward the SMA.
View across multiple timeframes for trend confluence or divergence.
🔵 CONCLUSION
Deviation Trend Profile visualizes how price distributes during trends relative to statistical deviation zones.
It’s a powerful confluence tool for identifying strength, exhaustion, and the rhythm of price behavior—ideal for swing traders and volatility analysts alike.
Impulse Profile Zones [BigBeluga]🔵 OVERVIEW
Impulse Profile Zones is a volume-based tool designed to highlight high-impact candles and visualize hidden liquidity zones inside them using microstructure data. It’s ideal for identifying volume concentration and potential reaction points during impulsive market moves.
Whenever a candle exceeds a specified size threshold, this indicator captures its structure and overlays a detailed intrabar volume profile (from a 10x lower timeframe), allowing traders to analyze the distribution of interest within powerful market impulses.
🔵 CONCEPTS
Filters candles that exceed a user-defined threshold by size.
For qualifying candles, retrieves lower timeframe price and volume data.
Divides the candle’s body into 10 volume bins and calculates the volume per zone. Highlights the bin with the highest volume as the Point of Control (POC) .
Each POC line extends forward until a new impulse is detected.
🔵 FEATURES
Impulse Candle Detection:
Triggers only when a candle’s body size is larger than the defined threshold.
Lower Timeframe Profiling:
Aggregates 10-bin volume data from a lower timeframe (typically 1/10 of current TF).
Volume Distribution Bars:
Each bin displays a stylized bar using unicode block characters (e.g., ▇▇▇, ▇▇ or ▇--).
The bar size reflects the relative volume intensity.
POC Zone Mapping:
The bin with the highest volume is marked with a bold horizontal line.
Its value is labeled and extended until the next valid impulse.
🔵 HOW TO USE
Use large candle profiles to assess which price levels inside a move were most actively traded.
Watch the POC line as a magnet for future price interaction (support/resistance or reaction).
Combine with market structure or order block indicators to identify confluence levels.
Adjust the “Filter Large Candles” input to detect more or fewer events based on volatility.
🔵 CONCLUSION
Impulse Profile Zones is a hybrid microstructure tool that bridges lower timeframe volume with higher timeframe impulse candles. By revealing where most of the volume occurred inside large moves, traders gain a deeper view into hidden liquidity, enabling smarter trade entries and more confident profit-taking zones.
RSI Hybrid ProfileThis is a Hybrid Script designed on the basis of a well know Indicator RSI - Relative strength Index, ATR, Standard Deviations and Medians. Effort is being made to present RSI in a Profile based concept to leverage and elevate trading signals and identify potential trade while effectively managing the RISK.
Trend Colour Coding :-
Green = Bullish
Red = Bearish
Gray = Mean Reversion/ Rangebound Markets
The script includes the following Elements
1) Candlestick chart of RSI of current time frame in lower pane :-
It helps to effectively compare the price action with that of RSI to clearly identify early breakouts or breakdowns in RSI as compared to price chart and identify early trade opportunities as well as Divergences
2) Higher Time Frame RSI :-
The orange line in the lower pane to help take analysis of Higher Timeframe, to evaluate and assess trend in more refined manner.
3) Point of Control Zone :-
The middle horizontal band with colour coding to highlight the Point of Control of the price action based on its relative strength.
4) Black Circles - POC Change Markers - RSI profile Value area Shifts :-
All the Black Circles plotted on chart are RSI Point of Controls, which signal upcoming Trend and should be closely watched as it can help identify wonderful Entry/Exit Opportunities.
5) Value Area :-
The horizontal lines above and below the POC Zones are the Value areas, they are extremely useful to identify the potential support/resistance zones during the trending markets and potential target zones during the mean reverting markets. The width also helps assess the underlying volatility and risk and can help in determining the position size based on it. The setting can be adjusted based on Value area Range Multiplier. 1 is the ideal setting as it represents 1 Standard Deviation of Data.
6) Trailing Stops :-
The Green Trailing line helps as trailing stoploss in buying positions and Red Trailing Line helps as trailing SL in Selling Positions. These are especially useful when price is far away from the value area zones or when volatility is very high. The setting can be adjusted based on trail multiplier in the settings.
Here are the few examples of how to use the script on different asset classes
1) Gold Futures - Exhibiting the use of trend and SL and how to change positions based on retracement and RSI Interpretation.
2)Nifty 50 - Exhibiting the importance of POC , RSI Divergence and Breakout and SL Trail and POC Change Markers
3) Bitcoin/US Dollar - Showing the use of Value areas as support zones and using RSI overbought and oversold regions to manage pullbacks and retracement confirmations.
4) JSW Energy Limited - Stock - Showing the combined use of the scripts elements in trading environment.
Feel Free to use it on Charts and leverage the power of this wonderful Indicator.
Forex Session + Volume Profile [RunRox]📊 Forex Session + Volume Profile is built especially for traders who work with intra-session liquidity concepts or any strategy that needs a clear visual of trading sessions and the liquidity inside them.
Our team created this indicator to give you better session visibility, flexible session styling, and extra tools that help you navigate the market more easily.
📌 Features:
6 fully customizable sessions
Kill Zone (the high-impact trading window)
Volume Profile for each session
POC / VAL / VAH / LVN levels (Point of Control, Value Area Low, Value Area High, Low Volume Node)
PDH / PDL levels (Previous Day High / Low)
PWH / PWL levels (Previous Week High / Low)
NYM level (New York Market level)
Active sessions table
5 style options for each session
All of this gives you the flexibility to set up exactly the layout you need for your trading. Below, you’ll find a more detailed look at each feature.
🗓️ 6 CUSTOMIZABLE SESSION
The indicator includes six sessions that you can fully customize to fit your needs—everything from naming each session and choosing line colors to adjusting opacity, showing the volume profile, or even turning off a session entirely if you don’t need it.
Plus, you can pick different display styles for each session. As shown in the screenshot below, there are five style options you can apply individually to every session.
5 Style Options for Sessions
BOX
AREA
ZONES
LINES
CURVED
These styles can be customized for each session individually to help you highlight the sessions you care about on your chart. Example below
📢 VOLUME PROFILE
We’ve also integrated a Volume Profile into the indicator to pinpoint important levels on the chart. On top of that, we’ve added extra volume-based levels. Below, you’ll find the settings and a visual demo of how it appears on your chart.
To identify optimal entry points, you can use the following key reference levels:
POC (Point of Control)
VAL (Value Area Low)
VAH (Value Area High)
LVN (Low Volume Node)
You can also customize colors and line styles, or hide any levels you don’t need on your chart.
📐 ADDITIONAL LEVELS
You can display the following levels on your chart:
NYM (New York Market)
PDH (Previous Day High)
PDL (Previous Day Low)
PWH (Previous Week High)
PWL (Previous Week Low)
All of these are fully customizable with color selection and the option to extend lines into the next period.
💹 ACTIVE SESSION TABLE
The active sessions table helps you quickly identify the trading times for the sessions you care about. It’s fully customizable, with options to choose border and background colors for the table itself.
🟠 USAGE
This indicator is highly versatile: use it to simply mark trading sessions on your chart, set up the Kill Zone at your chosen time, or identify the context of the previous session by its most traded range levels. All of this makes the indicator an invaluable tool for any trader!
mrD Open InterestIntroduction
"mrD Open Interest" is a technical analysis reference tool that can help investors monitor and analyze Open Interest data from various cryptocurrency exchanges. This indicator provides insights into Open Interest data through patterns, bursts, and money flow based on proprietary algorithms.
Important Note
Trading always involves risk and can lead to capital loss. This indicator should only be used as a supplementary tool in technical analysis and should not be considered as an accurate forecasting tool or the sole basis for trading decisions. Past results do not guarantee future results.
Proprietary Features of the Indicator
"mrD Open Interest" has been developed with several proprietary features, qualifying it for source code protection when published:
- Unique Multi-Source Integration Algorithm: The indicator uses a smart aggregation method to combine OI data from multiple exchanges, creating a holistic view of market pressure that is not dependent on a single exchange. This method employs special weighting and noise filtering to ensure the aggregated data accurately reflects market conditions.
- Proprietary OI-Price Correlation Analysis Algorithm: Unlike traditional OI indicators that simply display OI values, this indicator uses a complex algorithm to analyze the correlation between price movements and OI changes. This algorithm automatically identifies four money flow patterns (Buy Inflow, Sell Inflow, Buy Outflow, Sell Outflow) and ranks them by potential market impact.
- Advanced Burst Detection Technology: The proprietary algorithm identifies "bursts" - sudden changes in OI that can lead to significant market volatility. This system relies not only on absolute change but also analyzes the rate of change, amplitude, and correlation with historical peaks/troughs to determine the significance of a burst.
- Integrated Smart Alert System: The indicator features a smart alert algorithm, only sending notifications when patterns with high statistical significance are detected, reducing "alert noise" and helping users focus on the most potential opportunities.
- Visual Representation Technology: The user interface design uses proprietary visual representation technology, allowing users to easily identify important patterns and signals through a special system of colors, icons, and display formats.
Features That May Assist
1. Reference Data from Multiple Exchanges: The indicator can collect Open Interest information from various exchanges (Binance, BitMEX, Kraken) and different currency pairs (USDT, USD, BUSD), potentially providing investors with more information about the market.
2.Money Flow Pattern Analysis: The indicator suggests 4 patterns that may help identify market conditions:
Buy Inflow: Potential opening of new long positions (price up, OI up)
Buy Outflow: Potential closing of long positions (price down, OI down)
Sell Inflow: Potential opening of new short positions (price down, OI up)
Sell Outflow: Potential closing of short positions (price up, OI down)
Burst Identification: The indicator attempts to detect "bursts" - notable changes in Open Interest that may signal changes in money flow. Bursts are divided into two types: Up Burst and Down Burst.
3. Price-OI Correlation Reference: The tool provides information about the relationship between price movement and OI changes, potentially helping to assess whether current price momentum is supported by new money flow.
4. Diverse Display Modes: The indicator offers 3 display modes (Columns, Candles, Columns, and Price Line) that may suit different analytical approaches.
Setup and Usage Guide
1. Basic Setup
Select Data Sources (Exchange Settings):
By default, the indicator uses data from Binance USDT Perpetual.
Depending on the coin pair and exchange you're interested in, you can enable/disable different data sources (Binance USD, BUSD, BitMEX USD, USDT, or Kraken).
Recommendation: For popular coins like BTC or ETH, consider combining data from 2-3 major exchanges for a more comprehensive view.
2. Display Customization (Visuals Settings):
OI Display Type: Choose a display type that suits your analysis style:
"Columns": Column format, making it easy to identify OI changes.
"Candles": Candle format, similar to price charts, helps identify candlestick patterns in OI.
"Columns and Price Line": Combines OI columns and price line, helping directly compare OI with price movements.
Show background: Enable to highlight burst periods with a colored background (recommended when using candle mode).
Show signals: Enable to display of burst indicators on the chart (recommended to keep enabled).
Text Color: Customize text color to match your chart background.
3. Alert Settings:
hoose alert types that suit your trading strategy:
"Inflows Only": Only alerts when new money flows into the market.
"Outflows Only": Only alerts when money flows out of the market.
"Bursts Only": Only alerts when there's a strong burst in OI.
"All": Alerts for all the above events.
Effective Usage
Trend Analysis Based on Money Flow Patterns:
Buy Inflow (Green): When the price increases along with OI, it may indicate new buying pressure. Can be considered as a supportive signal for an uptrend.
Sell Inflow (Red): When price decreases along with increasing OI, it may indicate new selling pressure. Can be considered as a supportive signal for a downtrend.
Buy Outflow (Teal): When price decreases but OI also decreases, it may indicate taking profit/cutting loss from long positions. Usually not strong selling pressure and may be ending soon.
Sell Outflow (Dark Red): When the price increases but OI decreases, it may indicate closing of short positions. Usually not strong buying pressure and may be ending soon.
Burst Analysis:
Up Burst: Strong and positive change in OI, most notable when occurring in a Buy Inflow pattern, may signal strong buying money flow into the market.
Down Burst: Strong and negative change in OI, most notable when occurring in a Sell Inflow pattern, may signal strong selling money flow into the market.
Bursts are often signals that deserve special attention and may indicate strong changes in market sentiment.
Using the Information Table:
Monitor "Aggregated OI" to capture the total amount of open contracts.
Pay attention to "OI Change (%)" to assess the degree of change compared to the previous candle.
"Relative OI" provides information about the relative level of OI compared to the average.
"Flow Type" indicates the current money flow pattern.
"Burst Status" displays the burst status if any.
Combining with Other Indicators:
Use in combination with trend indicators (MA, MACD) to confirm trends.
Combine with volume indicators for a more comprehensive view of market activity.
Reference additional momentum indicators to assess trend strength.
Customizing According to Timeframe:
Short timeframes (1m-15m): May show more noise signals.
Medium timeframes (30m-4h): Often provide a good balance between sensitivity and noise filtering.
Long timeframes (D-W): Suitable for monitoring long-term OI trends.
Swing Profile Analyzer [ChartPrime]Swing Profile Analyzer
The Swing Profile Analyzer is a comprehensive tool designed to provide traders with valuable insights into swing frequency profiles, enabling them to identify key price levels and areas of market interest.
⯁ KEY FEATURES
Swing Frequency Profiles
Automatically plots frequency profiles for each swing, highlighting price distribution and key levels of significance.
Point of Control (POC) Line
Marks the price level with the highest number of closes within a swing, acting as a key area for potential price reactions.
Customizable Trend Display
Allows users to toggle between displaying profiles for bullish swings, bearish swings, or both, offering tailored analysis.
Integrated ZigZag Lines
Visualizes swing highs and lows, providing a clear picture of market trends and reversals.
Dynamic Profile Visualization
Profiles are color-coded to indicate the frequency of closes, with the highest value bins distinctly marked for easy recognition.
Max Frequency Highlight
Displays numerical values for the most active price level within each profile, showing how many closes occurred at the peak bin.
Updates only after swing formed
Profiles and POC lines automatically appear after swing is done
⯁ HOW TO USE
Identify Critical Price Levels
Use the POC line and frequency distribution to locate levels where price is likely to react or consolidate.
Analyze Swing Characteristics
Observe swing profiles to understand the strength, duration, and behavior of market trends.
Plan Entries and Exits
Leverage significant price levels and high-frequency bins to make more informed trading decisions.
Focus on Specific Trends
Filter profiles to analyze bullish or bearish swings based on your trading strategy.
⯁ CONCLUSION
The Swing Profile Analyzer is an essential tool for traders seeking to understand price dynamics within market swings. By combining frequency profiles, POC levels, and trend visualization, it enhances your ability to interpret and act on market movements effectively.
Range Detect SystemTechnical analysis indicator designed to identify potential significant price ranges and the distribution of volume within those ranges. The system helps traders calculate POC and show volume history. Also detecting breakouts or potential reversals. System identifies ranges with a high probability of price consolidation and helps screen out extreme price moves or ranges that do not meet certain volatility thresholds.
⭕️ Key Features
Range Detection — identifies price ranges where consolidation is occurring.
Volume Profile Calculation — indicator calculates the Point of Control (POC) based on volume distribution within the identified range, enhancing the analysis of market structure.
Volume History — shows where the largest volume was traded from the center of the range. If the volume is greater in the upper part of the range, the color will be green. If the volume is greater in the lower part, the color will be red.
Range Filtering — Includes multi-level filtering options to avoid ranges that are too volatile or outside normal ranges.
Visual Customization — Shows graphical indicators for potential bullish or bearish crossovers at the upper and lower range boundaries. Users can choose the style and color of the lines, making it easier to visualize ranges and important levels on the chart.
Alerts — system will notify you when a range has been created and also when the price leaves the range.
⭕️ How it works
Extremes (Pivot Points) are taken as a basis, after confirming the relevance of the extremes we take the upper and lower extremes and form a range. We check if it does not violate a number of rules and filters, perform volume calculations, and only then is the range displayed.
Pivot points is a built-in feature that shows an extremum if it has not been updated N bars to the left and N bars to the right. Therefore, there is a delay depending on the bars specified to check, which allows for a more accurate range. This approach allows not to make unnecessary recalculations, which completely eliminates the possibility of redrawing or range changes.
⭕️ Settings
Left Bars and Right Bars — Allows you to define the point that is the highest among the specified number of bars to the left and right of this point.
Range Logic — Select from which point to draw the range. Maximums only, Minimums only or both.
Use Wick — Option to consider the wick of the candles when identifying Range.
Breakout Confirmation — The number of bars required to confirm a breakout, after which the range will close.
Minimum Range Length — Sets the minimum number of candles needed for a range to be considered valid.
Row Size — Number of levels to calculate POC. *Larger values increase the script load.
% Range Filter — Dont Show Range is than more N% of Average Range.
Multi Filter — Allows use of Bollinger Bands, ATR, SMA, or Highest-Lowest range channels for filtering ranges based on volatility.
Range Hit — Shows graphical labels when price hits the upper or lower boundaries of the range, signaling potential reversal or breakout points.
Range Start — Show points where Range was created.
Accumulation Map [LuxAlgo]The Accumulation Map is a charting tool that tracks traded volume across all price levels within a specified period.
It highlights the relationship between an asset's price and traders' willingness to buy or sell, helping to identify accumulation zones.
These zones represent areas of significant trading activity and provide insights into potential support and resistance levels. The indicator displays these zones using a heatmap, offering a clear, visual representation of market sentiment and activity based on volume.
🔶 USAGE
The Accumulation Map shows the distribution of traded volume across different price levels over a specific period. The volume nodes are displayed as color gradients, each reflecting the accumulation level (trading activity) at that price range.
The heatmap visually represents accumulation areas on the chart with color gradients. This visualization helps traders easily spot areas of significant interest and potential support or resistance levels within the market.
Metric Display controls how accumulation metrics appear on the chart. Options include Level Value Ratio, Level Value Proportion, Combined View, or None.
Color Theme allows users to switch between different color themes.
🔶 SETTINGS
The script includes user-defined parameters to customize profiles. Each input in the indicator settings is provided with a tooltip explaining its usage.
🔹 Accumulation Map
Accumulation Map | Heatmap: Toggles the visibility of the Accumulation Profile | Heatmap.
Metric Display: Controls how accumulation metrics are displayed on the chart.
Color Theme: Switches between different color themes.
🔹 Style & Settings
High Accumulation Color and Threshold: Customize the color for zones with high accumulation, and set the percentage threshold for high accumulation areas (recommended 50%–99%).
Average Accumulation: Define the color for zones with average accumulation.
Low Accumulation: Customize the color for zones with low accumulation, with a threshold range of 10%–40%.
Number of Rows: Specify the number of rows the accumulation map will display.
Horizontal Offset: Controls the horizontal offset of the map relative to the most recent bar.
Profile Width (bars): Sets the profile width in bars.
Extend Calculation To The Right: Extends the calculation to the most recent bar
Anchor Points: Set the first and second anchor points for the map.
🔶 RELATED SCRIPTS
Money-Flow-Profile
