Extreme Zone Volume ProfileExtreme Zone Volume Profile (EZVP)
Originality & Innovation
The Extreme Zone Volume Profile (EZVP) revolutionizes traditional volume profile analysis by applying statistical zone classification to volume distribution. Unlike standard volume profiles that display raw volume data, EZVP segments the price range into statistically meaningful zones based on percentile thresholds, allowing traders to instantly identify where volume concentration suggests strong support/resistance versus areas of potential breakout.
Technical Methodology
Core Algorithm:
Distributes volume across user-defined bins (20-200) over a lookback period
Calculates volume-weighted price levels for each bin
Applies percentile-based zone classification to the price range (not volume ranking)
Zone B (extreme zones): Outer percentile tails representing potential rejection areas
Zone A (significant zones): Secondary percentile bands indicating strong interest levels
Center Zone: Bulk trading range where most price discovery occurs
Mathematical Foundation:
The script uses price-range percentiles rather than volume percentiles. If the total price range is divided into 100%, Zone B captures the extreme price tails (default 2.5% each end ≈ 2 standard deviations), Zone A captures the next significant bands (default 14% each ≈ 1 standard deviation), leaving the center for normal distribution trading.
Key Calculations:
POC (Point of Control): Price level with maximum volume accumulation
Volume-weighted mean price: Total volume × price / total volume
Median price: Geometric center of the price range
Rightward-projected bars: Volume bars extend forward from current time to avoid historical chart clutter
Trading Applications
Zone Interpretation:
Zone B (Red/Green): Extreme price levels where volume suggests strong rejection potential. Price reaching these zones often indicates overextension and possible reversal points.
Zone A (Orange/Teal): Significant support/resistance areas with substantial volume interest. These levels often act as intermediate targets or consolidation zones.
Center (Gray): Fair value area where most trading occurs. Price tends to return to this range during normal market conditions.
Strategic Usage:
Reversal Trading: Look for rejection signals when price enters Zone B areas
Breakout Confirmation: Volume expansion beyond Zone B boundaries suggests genuine breakouts
Support/Resistance: Zone A boundaries often provide reliable entry/exit levels
Mean Reversion: Price tends to gravitate toward the volume-weighted mean and POC lines
Unique Value Proposition
EZVP addresses three key limitations of traditional volume profiles:
Visual Clarity: Standard profiles can be cluttered and difficult to interpret quickly. EZVP's color-coded zones provide instant visual feedback about price significance.
Statistical Framework: Rather than relying on subjective interpretation of volume nodes, EZVP applies objective percentile-based classification, making support/resistance identification more systematic.
Forward-Looking Display: Rightward-projecting bars keep historical price action clean while maintaining current market structure visibility.
Configuration Guide
Lookback Period (10-1000): Controls the historical depth of volume calculation. Shorter periods for intraday scalping, longer for swing trading.
Number of Bins (20-200): Resolution of volume distribution. Higher values provide more granular analysis but may create noise on lower timeframes.
Zone Percentages:
Zone B: Extreme threshold (default 2.5% = ~2σ statistical significance)
Zone A: Significant threshold (default 14% = ~1σ statistical significance)
Visual Controls: Toggle individual elements (POC, median, mean, zone lines) to customize display complexity for your trading style.
Technical Requirements
Pine Script v6 compatible
Maximum bars back: 5000 (ensures sufficient historical data)
Maximum boxes: 500 (supports high-resolution bin counts)
Maximum lines: 50 (accommodates all zone and reference lines)
This indicator synthesizes volume profile theory with statistical zone analysis, providing a quantitative framework for identifying high-probability support/resistance levels based on volume distribution patterns rather than arbitrary price levels.
Perfil de Volume
My_EMA_CloudsThis script is a comprehensive technical indicator for trading, which includes several functional blocks:
Consolidation zones
Detects and displays price consolidation areas
Draws horizontal support/resistance lines
Generates breakout alerts (up/down)
Allows customization of analysis period and minimum consolidation length
EMA Clouds (Exponential Moving Averages)
Contains 5 sets of EMA clouds with customizable periods
Each cloud consists of short and long EMAs
Cloud colors change depending on trend direction
Offers offset and display settings customization
Support and Resistance Levels
Automatically detects key levels
Uses ATR (Average True Range) for calculation
Displays extended levels
Allows visual style customization
Side Volume Indicator
Shows volume distribution across price levels
Visualizes buy and sell volumes
Displays Point of Control (PoC)
Customizable number of histograms
Liquidation Zones
Identifies potential areas of mass position liquidations
Displays levels with different multipliers (10x, 25x, 50x, 100x)
Shows position volume
Includes heatmap functionality
The script provides traders with a comprehensive set of tools for market analysis, including trend indicators, support/resistance levels, volume metrics, and potential price movement zones. All components can be customized to fit individual trading strategies.
Best usage with Likelihood of Winning - Probability Density Function
Данный скрипт представляет собой комплексный технический индикатор для трейдинга, который включает в себя несколько функциональных блоков:
Зоны консолидации
Определяет и отображает области консолидации цены
Рисует горизонтальные линии поддержки/сопротивления
Генерирует оповещения о прорывах вверх/вниз
Позволяет настраивать период анализа и минимальную длину консолидации
Облака EMA (Exponential Moving Averages)
Содержит 5 наборов EMA-облаков с настраиваемыми периодами
Каждое облако состоит из короткой и длинной EMA
Цвета облаков меняются в зависимости от направления тренда
Есть возможность настройки смещения и отображения
Уровни поддержки и сопротивления
Автоматически определяет ключевые уровни
Использует ATR (средний истинный диапазон) для расчета
Отображает расширенные уровни
Позволяет настраивать визуальный стиль
Индикатор бокового объема
Показывает распределение объема по ценовым уровням
Визуализирует объемы покупок и продаж
Отображает точку контроля (PoC)
Настраиваемое количество гистограмм
Зоны ликвидаций
Определяет потенциальные зоны массовых ликвидаций позиций
Отображает уровни с разными множителями (10x, 25x, 50x, 100x)
Показывает объем позиций
Включает функцию тепловой карты
Скрипт предоставляет трейдерам комплексный набор инструментов для анализа рынка, включая трендовые индикаторы, уровни поддержки/сопротивления, объемные показатели и зоны потенциальных движений цены. Все компоненты можно настраивать под индивидуальные торговые стратегии.
Volume Profile + VAH, VAL, and POCWhat it is
A clean, on-chart volume profile that approximates your visible range using a configurable Bars Back window. It builds a horizontal histogram of volume by price, splits each price bin into Buy vs Sell volume, draws POC, and computes Value Area High/Low (VAH/VAL). A Stealth Mode toggle switches to a subtle grayscale palette for low-key charts.
Why this instead of the built-in VPVR?
Buy/Sell split per bin: See which prices were defended by buyers vs sellers, not just total volume.
Value Area from POC outward: Classic expansion method until the selected % of total volume (default 70%).
Sleek borders & Stealth Mode: Crisp bin outlines and a one-click professional colorway.
Deterministic & fast: No sessions or anchors needed—set your Bars Back and go.
How it works (under the hood)
Window selection – Pine can’t read your viewport, so we approximate it with Bars Back (user input).
Binning – The window’s price range is divided into N bins.
Volume allocation – For each bar in the window:
Distribute Across Hi–Lo (optional): Spread volume across all bins the bar overlaps, weighted by overlap; or
Single-price mode: Assign all volume to one bin using a representative price (hlc3).
Buy/Sell split (two methods):
Body Proportional (recommended): Split by relative up/down body size (|close−open|).
Up/Down Candle: 100% buy if close ≥ open, else 100% sell.
POC & VA: Point of Control is the bin with max total volume. VAH/VAL expands from POC toward the higher-volume neighbor until the selected % of total volume is included.
Reading the visuals
Horizontal bars (right side): Total volume per price bin.
Left sub-segment = Sell volume
Right sub-segment = Buy volume
POC line: Price level with peak total volume.
VAH / VAL (dashed): Upper and lower bounds of the selected Value Area.
Borders: Each bin has a clean outer outline so the profile looks tight and organized.
Stealth Mode: Grayscale palette that preserves contrast without loud colors.
Key inputs (organized for clarity)
Theme
Stealth Mode: Toggles the grayscale look.
Core
Price Bins: Vertical resolution of the profile.
Lookback (Bars): Approximates your visible range.
Style
Profile Width (bars): How far the histogram extends to the right.
Bin Border Width: Outline thickness.
Markers & Lines
Show POC, Show VAH/VAL, Value Area %, VA line width.
Advanced
Distribute Volume Across Hi–Lo: More accurate, heavier compute.
Buy/Sell Split Method: Body Proportional (realistic) or Up/Down (simple).
Tips & best practices
Start with Body Proportional + Distribute Across ON for intraday accuracy.
If the chart lags, reduce Price Bins or Bars Back, or switch off distribution.
For small windows, fewer bins often looks cleaner (e.g., 30–60).
Stealth Mode plays nicely with both dark and light chart themes.
Limitations & notes
Viewport: Pine can’t access the actual visible bars; Bars Back is a practical stand-in.
Buy/Sell split: This is an approximation from candle bodies, not true bid/ask delta.
Designed for overlay; profile renders to the right of the latest bar.
VPOC Harmonics - Liquidity-Weighted Price / Time RatiosVPOC Harmonics - Liquidity-Weighted Price / Time Ratios
Summary
This indicator transforms a swing’s price range, duration, and liquidity profile into a structured set of price-per-bar ratios. By anchoring two points and manually entering the swing’s VPOC (highest-volume price), it generates candidate compression values that unify price, time, and liquidity structure. These values can be applied to chart scaling, harmonic testing, and liquidity-aware market geometry.
________________________________________
Overview
Most swing analysis tools only consider price (ΔP) and time (N bars). This script goes further by incorporating the VPOC (Point of Control) — the price with the highest traded volume — directly into swing geometry.
• Anchors define the swing’s Low (L), High (H), and bar count (N).
• The user manually enters the VPOC (highest-volume price).
• The indicator then computes a suite of ratios that integrate range, duration, and liquidity placement.
The output is a table of liquidity-weighted price-per-bar candidates, designed for compression testing and harmonic analysis across swings and instruments.
________________________________________
How to Use
1. Select a Swing
- Place Anchor A and Anchor B to define the swing’s Low, High, and bar count.
2. Find the VPOC
- Apply TradingView’s Fixed Range Volume Profile tool over the same swing.
- Identify the Point of Control (POC) — the price level with the highest traded volume.
3. Enter the VPOC
- Manually input the POC into the indicator settings.
4. Review Outputs
- The table will display candidate ratios expressed mainly as price-per-bar values.
5. Apply in Practice
- Use the ratios as chart compression inputs or as benchmarks for testing harmonic alignments across swings.
________________________________________
Outputs
Swing & Inputs
• Bars (N): total bar count of the swing.
• Low (L): swing low price.
• High (H): swing high price.
• ΔP = H − L: price range.
• Mid = (L + H) ÷ 2: midpoint price.
• VPOC (V): user-entered highest-volume price.
• Base slope s0 = ΔP ÷ N: average change per bar.
• π-adjusted slope sπ = (π × ΔP) ÷ (2 × N): slope adjusted for half-cycle arc geometry.
________________________________________
VPOC Harmony Ratios (L, H, V, N)
• λ = (V − L) ÷ ΔP: normalized VPOC position within the range.
• R = (V − L) ÷ (H − V): symmetry ratio comparing lower vs. upper segment.
• s1 = (V − L) ÷ N: slope from Low → VPOC.
• s2 = (H − V) ÷ N: slope from VPOC → High.
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Blended Means (s1, s2)
These combine the two segment slopes in different ways:
• HM(s1,s2) = 2 ÷ (1/s1 + 1/s2): Harmonic mean, emphasizes the smaller slope.
• GM(s1,s2) = sqrt(s1 × s2): Geometric mean, balances both slopes proportionally.
• RMS(s1,s2) = sqrt((s1² + s2²) ÷ 2): Root-mean-square, emphasizes the larger slope.
• L2 = sqrt(s1² + s2²): Euclidean norm, the vector length of both slopes combined.
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Slope Blends
• Quadratic weighting: s_quad = s0 × ((V−L)² + (H−V)²) ÷ (ΔP²)
• Tilted slope: s_tilt = s0 × (0.5 + λ)
• Entropy-scaled slope: s_ent = s0 × H2(λ), with H2(λ) = −
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Curvature & Liquidity Extensions
• π-arc × λ: s_arc = sπ × λ
• Liquidity-π: s_piV = sπ × (V ÷ Mid)
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Scale-Normalized Families
With k = sqrt(H ÷ L):
• k (scale factor) = sqrt(H ÷ L)
• s_comp = s0 ÷ k: compressed slope candidate
• s_exp = s0 × k: expanded slope candidate
• Exponentiated blends:
- s_kλ = s0 × k^(2λ−1)
- s_φλ = s0 × φ^(2λ−1), with φ = golden ratio ≈ 1.618
- s_√2λ = s0 × (√2)^(2λ−1)
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Practical Application
All formulas generate liquidity-weighted price-per-bar ratios that integrate range, time, and VPOC placement.
These values are designed for:
• Chart compression settings
• Testing harmonic alignments across swings
• Liquidity-aware scaling experiments
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Volume % of Diluted Shares OutstandingIndicator does what it says - shows the volume traded per time frame as percentage of shares outstanding.
There are three scaling modes, see below.
Absolute (0–100%+) → The line values are the true % of diluted shares traded.
If the plot is at 12, that means 12% of all diluted shares traded that day.
Auto-range (absolute) → The line values are still the true % of shares traded (the y-axis is in real percentages).
But the reference lines (25/50/75/100) are not literal percentages anymore; they are markers at fractions of the local min-to-max range.
So your blue bars are real (e.g., 12% really is 12%), but the dotted lines are relative.
Normalize to 100 → The line values are not the true % anymore.
Everything is re-expressed as a fraction of the recent maximum, so 100 = “highest in the lookback window,” not “100% of shares.”
If the true max was 30% of shares traded, and today is 15%, then the plot will show 50 (because 15 is half of 30).
Turnover Volume (₹ Cr)Plots turnover in Crores (₹) by multiplying price × volume, showing actual money flow per bar. Bars are colored by candle direction, with a 10-period MA line for comparison of current vs. average turnover.
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.
Session Volume Profile (DeadCat)Volume Profile is a charting study that displays trading activity over specific time periods at various price levels. It appears as a horizontal histogram on the chart, revealing where traders have shown the most interest based on volume concentration.
This Volume Profile automatically anchors to user-selected timeframes, creating fresh volume analysis for each new period while maintaining clean, systematic visualization of price-volume relationships.
Core Components :
Point of Control (POC): The price level with the highest volume activity during the selected period, marked with a yellow line and left-side label.
Value Area High/Low (VAH/VAL): Price boundaries that contain a specified percentage of the total volume (default 40%), helping identify the main trading range where most activity occurred.
Volume Histogram: Left-aligned bars showing volume distribution across price levels, with value area highlighting for enhanced visual clarity.
Key Features :
- Automatic Period Detection: Supports hourly, daily, weekly, and monthly timeframe anchoring
- Customizable Granularity: Adjustable rows (10-500) for different price resolution needs
- Labels: Clear POC, VAH, and VAL identification positioned at profile start
- Toggle Controls**: Optional display for volume rows, key levels, and background fills
- Clean Visualization: Profiles reset automatically at each new period for current market focus
Display Options :
- Profile Rows: Show/hide the volume histogram bars
- Key Level Lines: Individual controls for POC, VAH, and VAL display
- Value Area Background: Optional shading between VAH and VAL levels
- Color Customization: Separate color controls for all visual elements
The indicator provides systematic volume analysis by creating fresh profiles at regular intervals, helping traders identify significant price levels and volume patterns within their preferred timeframe structure.
Disclaimer : This indicator is for educational and informational purposes only. Trading decisions should be based on comprehensive analysis and proper risk management. Past performance does not guarantee future results.
Value Matrix – Previous Day VAValue Matrix – Previous Day Volume Profile Indicator
Description:
The Value Matrix – Previous Day VA indicator plots the previous trading session’s Volume Profile key levels directly on your chart, providing clear reference points for intraday trading. This indicator calculates the Value Area High (VAH), Value Area Low (VAL), and Point of Control (POC) from the prior session and projects them across the current trading day, helping traders identify potential support, resistance, and high-volume zones.
Features:
Calculates previous day VAH, VAL, and POC based on a user-defined session (default 09:30–16:00).
Uses Volume Profile bins for precise distribution calculation.
Fully customizable line colors for VAH, VAL, and POC.
Lines extend across the current session for easy intraday reference.
Works on any timeframe, optimized for 1-minute charts for precision.
Optional toggles to show/hide VAH, VAL, and POC individually.
Inputs:
Session Time: Define the trading session for which the volume profile is calculated.
Profile Bins: Number of price intervals used to divide the session range.
Value Area %: Percentage of volume to include in the value area (default 70%).
Show POC / VAH & VAL: Toggle visibility of each level.
Line Colors: Customize VAH, VAL, and POC colors.
Use Cases:
Identify previous session support and resistance levels for intraday trading.
Gauge areas of high liquidity and potential market reaction zones.
Combine with other indicators or price action strategies for improved entries and exits.
Recommended Timeframe:
Works on all timeframes; best used on 1-minute or 5-minute charts for precise intraday analysis.
Dual Volume Profiles: Session + Rolling (Range Delineation)Dual Volume Profiles: Session + Rolling (Range Delineation)
INTRO
This is a probability-centric take on volume profile. I treat the volume histogram as an empirical PDF over price, updated in real time, which makes multi-modality (multiple acceptance basins) explicit rather than assumed away. The immediate benefit is operational: if we can read the shape of the distribution, we can infer likely reversion levels (POC), acceptance boundaries (VAH/VAL), and low-friction corridors (LVNs).
My working hypothesis is that what traders often label “fat tails” or “power-law behavior” at short horizons is frequently a tail-conditioned view of a higher-level Gaussian regime. In other words, child distributions (shorter periodicities) sit within parent distributions (longer periodicities); when price operates in the parent’s tail, the child regime looks heavy-tailed without being fundamentally non-Gaussian. This is consistent with a hierarchical/mixture view and with the spirit of the central limit theorem—Gaussian structure emerges at aggregate scales, while local scales can look non-Gaussian due to nesting and conditioning.
This indicator operationalizes that view by plotting two nested empirical PDFs: a rolling (local) profile and a session-anchored profile. Their confluence makes ranges explicit and turns “regime” into something you can see. For additional nesting, run multiple instances with different lookbacks. When using the default settings combined with a separate daily VP, you effectively get three nested distributions (local → session → daily) on the chart.
This indicator plots two nested distributions side-by-side:
Rolling (Local) Profile — short-window, prorated histogram that “breathes” with price and maps the immediate auction.
Session Anchored Profile — cumulative distribution since the current session start (Premkt → RTH → AH anchoring), revealing the parent regime.
Use their confluence to identify range floors/ceilings, mean-reversion magnets, and low-volume “air pockets” for fast traverses.
What it shows
POC (dashed): central tendency / “magnet” (highest-volume bin).
VAH & VAL (solid): acceptance boundaries enclosing an exact Value Area % around each profile’s POC.
Volume histograms:
Rolling can auto-color by buy/sell dominance over the lookback (green = buying ≥ selling, red = selling > buying).
Session uses a fixed style (blue by default).
Session anchoring (exchange timezone):
Premarket → anchors at 00:00 (midnight).
RTH → anchors at 09:30.
After-hours → anchors at 16:00.
Session display span:
Session Max Span (bars) = 0 → draw from session start → now (anchored).
> 0 → draw a rolling window N bars back → now, while still measuring all volume since session start.
Why it’s useful
Think in terms of nested probability distributions: the rolling node is your local Gaussian; the session node is its parent.
VA↔VA overlap ≈ strong range boundary.
POC↔POC alignment ≈ reliable mean-reversion target.
LVNs (gaps) ≈ low-friction corridors—expect quick moves to the next node.
Quick start
Add to chart (great on 5–10s, 15–60s, 1–5m).
Start with: bins = 240, vaPct = 0.68, barsBack = 60.
Watch for:
First test & rejection at overlapping VALs/VAHs → fade back toward POC.
Acceptance beyond VA (several closes + growing outer-bin mass) → traverse to the next node.
Inputs (detailed)
General
Lookback Bars (Rolling)
Count of most-recent bars for the rolling/local histogram. Larger = smoother node that shifts slower; smaller = more reactive, “breathing” profile.
• Typical: 40–80 on 5–10s charts; 60–120 on 1–5m.
• If you increase this but keep Number of Bins fixed, each bin aggregates more volume (coarser bins).
Number of Bins
Vertical resolution (price buckets) for both rolling and session histograms. Higher = finer detail and crisper LVNs, but more line objects (closer to platform limits).
• Typical: 120–240 on 5–10s; 80–160 on 1–5m.
• If you hit performance or object limits, reduce this first.
Value Area %
Exact central coverage for VAH/VAL around POC. Computed empirically from the histogram (no Gaussian assumption): the algorithm expands from POC outward until the chosen % is enclosed.
• Common: 0.68 (≈“1σ-like”), 0.70 for slightly wider core.
• Smaller = tighter VA (more breakout flags). Larger = wider VA (more reversion bias).
Max Local Profile Width (px)
Horizontal length (in pixels) of the rolling bars/lines and its VA/POC overlays. Visual only (does not affect calculations).
Session Settings
RTH Start/End (exchange tz)
Defines the current session anchor (Premkt=00:00, RTH=your start, AH=your end). The session histogram always measures from the most recent session start and resets at each boundary.
Session Max Span (bars, 0 = full session)
Display window for session drawings (POC/VA/Histogram).
• 0 → draw from session start → now (anchored).
• > 0 → draw N bars back → now (rolling look), while still measuring all volume since session start.
This keeps the “parent” distribution measurable while letting the display track current action.
Local (Rolling) — Visibility
Show Local Profile Bars / POC / VAH & VAL
Toggle each overlay independently. If you approach object limits, disable bars first (POC/VA lines are lighter).
Local (Rolling) — Colors & Widths
Color by Buy/Sell Dominance
Fast uptick/downtick proxy over the rolling window (close vs open):
• Buying ≥ Selling → Bullish Color (default lime).
• Selling > Buying → Bearish Color (default red).
This color drives local bars, local POC, and local VA lines.
• Disable to use fixed Bars Color / POC Color / VA Lines Color.
Bars Transparency (0–100) — alpha for the local histogram (higher = lighter).
Bars Line Width (thickness) — draw thin-line profiles or chunky blocks.
POC Line Width / VA Lines Width — overlay thickness. POC is dashed, VAH/VAL solid by design.
Session — Visibility
Show Session Profile Bars / POC / VAH & VAL
Independent toggles for the session layer.
Session — Colors & Widths
Bars/POC/VA Colors & Line Widths
Fixed palette by design (default blue). These do not change with buy/sell dominance.
• Use transparency and width to make the parent profile prominent or subtle.
• Prefer minimal? Hide session bars; keep only session VA/POC.
Reading the signals (detailed playbook)
Core definitions
POC — highest-volume bin (fair price “magnet”).
VAH/VAL — upper/lower bounds enclosing your Value Area % around POC.
Node — contiguous block of high-volume bins (acceptance).
LVN — low-volume gap between nodes (low friction path).
Rejection vs Acceptance (practical rule)
Rejection at VA edge: 0–1 closes beyond VA and no persistent growth in outer bins.
Acceptance beyond VA: ≥3 closes beyond VA and outer-bin mass grows (e.g., added volume beyond the VA edge ≥ 5–10% of node volume over the last N bars). Treat acceptance as regime change.
Confluence scores (make boundary/target quality objective)
VA overlap strength (range boundary):
C_VA = 1 − |VA_edge_local − VA_edge_session| / ATR(n)
Values near 1.0 = tight overlap (stronger boundary).
Use: if C_VA ≥ 0.6–0.8, treat as high-quality fade zone.
POC alignment (magnet quality):
C_POC = 1 − |POC_local − POC_session| / ATR(n)
Higher C_POC = greater chance a rotation completes to that fair price.
(You can estimate these by eye.)
Setups
1) Range Fade at VA Confluence (mean reversion)
Context: Local VAL/VAH near Session VAL/VAH (tight overlap), clear node, local color not screaming trend (or flips to your side).
Entry: First test & rejection at the overlapped band (wick through ok; prefer close back inside).
Stop: A tick/pip beyond the wider of the two VA edges or beyond the nearest LVN, a small buffer zone can be used to judge whether price is truly rejecting a VAL/VAH or simply probing.
Targets: T1 node mid; T2 POC (size up when C_POC is high).
Flip: If acceptance (rule above) prints, flip bias or stand down.
2) LVN Traverse (continuation)
Context: Price exits VA and enters an LVN with acceptance and growing outer-bin volume.
Entry: Aggressive—first close into LVN; Conservative—retest of the VA edge from the far side (“kiss goodbye”).
Stop: Back inside the prior VA.
Targets: Next node’s VA edge or POC (edge = faster exits; POC = fuller rotations).
Note: Flatter VA edge (shallower curvature) tends to breach more easily.
3) POC→POC Magnet Trade (rotation completion)
Context: Local POC ≈ Session POC (high C_POC).
Entry: Fade a VA touch or pullback inside node, aiming toward the shared POC.
Stop: Past the opposite VA edge or LVN beyond.
Target: The shared POC; optional runner to opposite VA if the node is broad and time-of-day is supportive.
4) Failed Break (Reversion Snap-back)
Context: Push beyond VA fails acceptance (re-enters VA, outer-bin growth stalls/shrinks).
Entry: On the re-entry close, back toward POC.
Stop/Target: Stop just beyond the failed VA; target POC, then opposite VA if momentum persists.
How to read color & shape
Local color = most recent sentiment:
Green = buying ≥ selling; Red = selling > buying (over the rolling window). Treat as context, not a standalone signal. A green local node under a blue session VAH can still be a fade if the parent says “over-valued.”
Shape tells friction:
Fat nodes → rotation-friendly (fade edges).
Sharp LVN gaps → traversal-friendly (momentum continuation).
Time-of-day intuition
Right after session anchor (e.g., RTH 09:30): Session profile is young and moves quickly—treat confluence cautiously.
Mid-session: Cleanest behavior for rotations.
Close / news: Expect more traverses and POC migrations; tighten risk or switch playbooks.
Risk & execution guidance
Use tight, mechanical stops at/just beyond VA or LVN. If you need wide stops to survive noise, your entry is late or the node is unstable.
On micro-timeframes, account for fees & slippage—aim for targets paying ≥2–3× average cost.
If acceptance prints, don’t fight it—flip, reduce size, or stand aside.
Suggested presets
Scalp (5–10s): bins 120–240, barsBack 40–80, vaPct 0.68–0.70, local bars thin (small bar width).
Intraday (1–5m): bins 80–160, barsBack 60–120, vaPct 0.68–0.75, session bars more visible for parent context.
Performance & limits
Reuses line objects to stay under TradingView’s max_lines_count.
Very large bins × multiple overlays can still hit limits—use visibility toggles (hide bars first).
Session drawings use time-based coordinates to avoid “bar index too far” errors.
Known nuances
Rolling buy/sell dominance uses a simple uptick/downtick proxy (close vs open). It’s fast and practical, but it’s not a full tape classifier.
VA boundaries are computed from the empirical histogram—no Gaussian assumption.
This script does not calculate the full daily volume profile. Several other tools already provide that, including TradingView’s built-in Volume Profile indicators. Instead, this indicator focuses on pairing a rolling, short-term volume distribution with a session-wide distribution to make ranges more explicit. It is designed to supplement your use of standard or periodic volume profiles, not replace them. Think of it as a magnifying lens that helps you see where local structure aligns with the broader session.
How to trade it (TL;DR)
Fade overlapping VA bands on first rejection → target POC.
Continue through LVN on acceptance beyond VA → target next node’s VA/POC.
Respect acceptance: ≥3 closes beyond VA + growing outer-bin volume = regime change.
FAQ
Q: Why 68% Value Area?
A: It mirrors the “~1σ” idea, but we compute it exactly from empirical volume, not by assuming a normal distribution.
Q: Why are my profiles thin lines?
A: Increase Bars Line Width for chunkier blocks; reduce for fine, thin-line profiles.
Q: Session bars don’t reach session start—why?
A: Set Session Max Span (bars) = 0 for full anchoring; any positive value draws a rolling window while still measuring from session start.
Changelog (v1.0)
Dual profiles: Rolling + Session with independent POC/VA lines.
Session anchoring (Premkt/RTH/AH) with optional rolling display span.
Dynamic coloring for the rolling profile (buying vs selling).
Fully modular toggles + per-feature colors/widths.
Thin-line rendering via bar line width.
Piman2077: Previous Day Volume Profile levelsPrevious Day Volume Profile Indicator
Description:
Previous Day Volume Profile Indicator plots the previous trading session’s Volume Profile key levels directly on your chart, providing clear reference points for intraday trading. This indicator calculates the Value Area High (VAH), Value Area Low (VAL), and Point of Control (POC) from the prior session and projects them across the current trading day, helping traders identify potential support, resistance, and high-volume zones.
Features:
Calculates previous day VAH, VAL, and POC based on a user-defined session (default 09:30–16:00).
Uses Volume Profile bins for precise distribution calculation.
Fully customizable line colors for VAH, VAL, and POC.
Lines extend across the current session for easy intraday reference.
Works on any timeframe, optimized for 1-minute charts for precision.
Optional toggles to show/hide VAH, VAL, and POC individually.
Inputs:
Session Time: Define the trading session for which the volume profile is calculated.
Profile Bins: Number of price intervals used to divide the session range.
Value Area %: Percentage of volume to include in the value area (default 68%).
Show POC / VAH & VAL: Toggle visibility of each level.
Line Colors: Customize VAH, VAL, and POC colors.
Use Cases:
Identify previous session support and resistance levels for intraday trading.
Gauge areas of high liquidity and potential market reaction zones.
Combine with other indicators or price action strategies for improved entries and exits.
Recommended Timeframe:
Works on all timeframes; best used on 1-minute or 5-minute charts for precise intraday analysis.
High Volume SessionES
High Volume Session — Indicador multi-sesión con niveles persistentes
Este indicador detecta la vela con mayor volumen dentro de sesiones definidas por el usuario y traza sus niveles clave:
- High, Low y Mid (50%) de la vela con mayor volumen.
- Compatible con hasta 4 sesiones independientes, cada una con su propio rango horario, color y timeframe de cálculo.
- Los niveles se mantienen visibles hasta que inicia la siguiente sesión, permitiendo una lectura clara y continua.
- El cálculo se realiza en el timeframe que elijas, independientemente del gráfico actual.
- Estructura optimizada con arrays y lógica modular para máxima eficiencia y escalabilidad.
Ideal para traders que analizan apertura de mercado, bloques institucionales, o zonas de interés basadas en volumen.
EN
High Volume Session — Multi-session indicator with persistent levels
This indicator identifies the highest-volume candle within user-defined sessions and plots its key levels:
- High, Low, and Midpoint (50%) of the highest-volume candle
- Supports up to 4 independent sessions, each with customizable time range, color, and calculation timeframe
- Levels remain visible until the next session begins, ensuring clear and continuous visual tracking
- Calculations are performed on the selected timeframe, independent of the chart’s resolution
- Optimized with arrays and modular logic for maximum efficiency and scalability
Perfect for traders analyzing market opens, institutional blocks, or volume-based zones of interest.
Volume Rotor Clock [hapharmonic]🕰️ Volume Rotor Clock
The Volume Rotor Clock is an indicator that separates buy and sell volume, compiling these volumes over a recent number of bars or a specified past period, as defined by the user. This helps to reveal accumulation (buying) or distribution (selling) behavior, showing which side has superior volume. With its unique and beautiful display, the Volume Rotor Clock is more than just a timepiece; it's a dynamic dashboard that visualizes the buying and selling pressure of your favorite symbols, all wrapped in an elegant and fully customizable interface.
Instead of just tracking price, this indicator focuses on the engine behind the movement: volume. It helps you instantly identify which assets are under accumulation (buying) and which are under distribution (selling).
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🎨 20 Pre-configured Templates
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🧐 Interpreting the Clock Display
The interface is designed to give you multiple layers of information at a glance. Let's break down what each part represents.
1. The Main Clock Hands (Current Chart Symbol)
The clock hands—hour, minute, and second—are dedicated to the symbol on your current active chart .
Minute Hand: Displays the base currency of the current symbol (e.g., USDT, USD) at its tip.
Hour Hand: Displays the percentage of the winning volume side (buy vs. sell) at its tip.
Color Gauge: The color of the text characters at the tip of both the hour and minute hands acts as your primary volume gauge for the current symbol.
If buy volume is dominant , the text will be green .
If sell volume is dominant , the text will be red .
Tooltip: Hovering your mouse over the text at the tip of the hour or minute or other spherical elements hand will reveal a detailed tooltip with the precise Buy Volume, Sell Volume, Total Volume, Buy %, and Sell % for the current chart's symbol.
2. The Volume Scanner: Bulls & Bears (Symbols Inside the Clock) 🐂🐻
The circular symbols scattered inside the clock face are your multi-symbol volume scanner. They represent the assets you've selected in the indicator's settings.
Green Circles (Bulls - Upper Half): These represent symbols from your list where the total buy volume is greater than the total sell volume over the defined "Lookback" period. They are considered to be under bullish accumulation. The size of the circle and its text grows larger as the buy percentage becomes more dominant. The percentage shown within the circle represents the buy volume's share of the total volume, calculated over the 'Lookback (Bars)' you've set.
Red Circles (Bears - Lower Half): These represent symbols where the total sell volume is greater than the total buy volume. They are considered to be under bearish distribution or selling pressure. The size of the circle indicates the dominance of the sell-side volume. The percentage shown within the circle represents the sell volume's share of the total volume, calculated over the 'Lookback (Bars)' you've set.
3. The Bullish Watchlist (Symbols Above the Clock) ⭐
The symbols arranged neatly along the top edge of the clock are the "best of the bulls." They are symbols that are not only bullish but have also passed an additional, powerful strength filter.
What it Means: A symbol appears here when it shows signs of sustained, high-volume buying interest . It's a way to filter out noise and focus on assets with potentially significant accumulation phases.
The Filter Logic: For a bullish symbol (where total buy volume > total sell volume) to be promoted to the watchlist, its trading volume must meet specific criteria based on this formula:
ta.barssince(not(volume > ta.sma(volume, X))) >= Y
In plain English, this means: The indicator checks how many consecutive bars the `volume` has been greater than its `X`-bar Simple Moving Average (`ta.sma(volume, X)`). If this count is greater than or equal to `Y` bars, the condition is met.
(You can configure `X` (Volume MA Length) and `Y` (Consecutive Days Above MA) in the settings.)
Why it's Useful: This filter is powerful because it looks for consistency . A single spike in volume can be an anomaly. However, when an asset's volume remains consistently above its recent average for several consecutive days, it strongly suggests that larger players or a significant portion of the market are actively accumulating the asset. This sustained interest can often precede a significant upward price trend.
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⚙️ Indicator Settings Explained
The Volume Rotor Clock is highly customizable. Here’s a detailed walkthrough of every setting available in the "Inputs" tab.
🎨 Color Scheme
This group allows you to control the entire aesthetic of the clock.
Template: Choose from a wide variety of professionally designed color themes.
Use Template: A simple checkbox to switch between using a pre-designed theme and creating your own.
`Checked`: You can select a theme from the dropdown menu, which offers 20 unique templates like "Cyberpunk Neon" or "Forest Green". All custom color settings below will be disabled (grayed out and unclickable).
`Unchecked`: The template dropdown is disabled, and you gain full control over every color element in the sections below.
🖌️ Custom Appearance & Colors
These settings are only active when "Use Template" is unchecked.
Flame Head / Tail: Sets the start and end colors for the dynamic flame effect that traces the clock's border, representing the second hand.
Numbers / Main Numbers: Customize the color of the regular hour numbers (1, 2, 4, 5...) and the main cardinal numbers (3, 6, 9, 12).
Sunburst Colors (1-6): Controls the six colors used in the gradient background for the "sunburst" effect inside the clock face.
Hands & Digital: Fine-tune the colors for the Hour/Minute Hand, Second Hand, central Pivot point, and the digital time display.
Chain Color / Width: Customize the appearance of the two chains holding the clock.
📡 Volume Scanner
Control the behavior of the multi-symbol scanner.
Show Scanner Labels: A master switch to show or hide all the bull/bear symbol circles inside the clock.
Lookback (Bars): A crucial setting that defines the calculation period for buy/sell volume for all scanned symbols. The calculation is a sum over the specified number of recent bars.
`0`: Calculates using the current bar only .
`7`: Calculates the sum of volume over the last 8 bars (the current bar + 7 historical bars).
Symbols List: Here you can enable/disable up to 20 slots and input the ticker for each symbol you want to scan (e.g., BINANCE:BTCUSDT , NASDAQ:AAPL ).
⭐ Bullish Watchlist Filter
Configure the criteria for the elite watchlist symbols displayed above the clock.
Enable Watchlist: A master switch to turn the entire watchlist feature on or off.
Volume MA Length: Sets the lookback period `(X)` for the Simple Moving Average of volume used in the filter.
Consecutive Days Above MA: Sets the minimum number of consecutive days `(Y)` that volume must close above its MA to qualify.
Symbols Per Row: Determines the maximum number of watchlist symbols that can fit in a single row before a new row is created above it.
Background / Text Color: When not using a template, you can set custom colors for the watchlist symbols' background and text.
📏 Position & Size
Adjust the clock's placement and dimensions on your chart.
Clock Timezone: Sets the timezone for the digital and analog time display. You can use standard formats like "America/New_York" or enter "Exchange" to sync with the chart's timezone.
Radius (Bars): Controls the overall size of the clock. The radius is measured in terms of the number of bars on the x-axis.
X Offset (Bars): Moves the entire clock horizontally. Positive values shift it to the right; negative values shift it to the left.
Y Offset (Price %): Moves the entire clock vertically as a percentage of your screen's price pane. Positive values move it up; negative values move it down.
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
volume for vsaThis script provides a color-coded volume indicator based on relative volume levels compared to a smoothed average. It highlights ultra-high, high, and above-average volume bars, which are commonly used in Volume Spread Analysis (VSA) and general volume-based trading strategies.
Key Features:
- Real-time bar coloring to indicate:
• Ultra-high volume (red)
• High volume (yellow)
• Above-average volume (green)
• Low volume (blue)
- Dynamic volume zones plotted as shaded areas using smoothed average volume
- Adjustable smoothing parameter for average volume calculation
This tool can help traders visually detect potential supply/demand shifts or significant activity spikes that may precede price reversals or trend continuations. Designed for use alongside price-action or VSA-based chart analysis.
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
Adaptive Market Profile – Auto Detect & Dynamic Activity ZonesAdaptive Market Profile is an advanced indicator that automatically detects and displays the most relevant trend channel and market profile for any asset and timeframe. Unlike standard regression channel tools, this script uses a fully adaptive approach to identify the optimal period, providing you with the channel that best fits the current market dynamics. The calculation is based on maximizing the statistical significance of the trend using Pearson’s R coefficient, ensuring that the most relevant trend is always selected.
Within the selected channel, the indicator generates a dynamic market profile, breaking the price range into configurable zones and displaying the most active areas based on volume or the number of touches. This allows you to instantly identify high-activity price levels and potential support/resistance zones. The “most active lines” are plotted in real-time and always stay parallel to the channel, dynamically adapting to market structure.
Key features:
- Automatic detection of the optimal regression period: The script scans a wide range of lengths and selects the channel that statistically represents the strongest trend.
- Dynamic market profile: Visualizes the distribution of volume or price touches inside the trend channel, with customizable section count.
- Most active zones: Highlights the most traded or touched price levels as dynamic, parallel lines for precise support/resistance reading.
- Manual override: Optionally, users can select their own channel period for full control.
- Supports both linear and logarithmic charts: Simple toggle to match your chart scaling.
Use cases:
- Trend following and channel trading strategies.
- Quick identification of dynamic support/resistance and liquidity zones.
- Objective selection of the most statistically significant trend channel, without manual guesswork.
- Suitable for all assets and timeframes (crypto, stocks, forex, futures).
Originality:
This script goes beyond basic regression channels by integrating dynamic profile analysis and fully adaptive period detection, offering a comprehensive tool for modern technical analysts. The combination of trend detection, market profile, and activity zone mapping is unique and not available in TradingView built-ins.
Instructions:
Add Adaptive Market Profile to your chart. By default, the script automatically detects the optimal channel period and displays the corresponding regression channel with dynamic profile and activity zones. If you prefer manual control, disable “Auto trend channel period” and set your preferred period. Adjust profile settings as needed for your asset and timeframe.
For questions, suggestions, or further customization, contact Julien Eche (@Julien_Eche) directly on TradingView.
Crypto Volume Data (VAH,POC,VAL)Crypto Volume Data (VAH, POC, VAL) — Multi-Exchange Aggregated Volume Zones
This indicator delivers a high-precision volume profile for crypto assets by aggregating real traded volume across Binance, Bybit, Coinbase, Kraken, OKX, and MEXC. It auto-detects multiple quote pairs (USD, USDT, USDC, FDUSD, USDT.P, USDC.P) and merges the live volume distribution respecting each exchange’s volume for that symbol to calculate institutional-grade VAH, POC, and VAL levels.
No matter which symbol or pair from which exchange is open on the chart, the script dynamically detects the base asset and fetches volume from all matching pairs on supported exchanges. For example, whether you load BTC/USDT, ETH/USDT.P, or SOL/FDUSD, the system identifies the symbol and aggregates volume from all relevant pairs of that symbol across all mentioned exchanges, weighting them based on real volume. This leads to significantly more accurate value areas — especially compared to single-source or single-pair profiles that miss fragmented liquidity and the real volume of each exchange.
This script is fully plug-and-play. There’s no need to select lookback windows or configure pairs — it's already optimized with pre-set internal parameters for common trading timeframes. (Still, you can adjust for your needs in the settings, but keep in mind more lookback is not necessarily a good thing — it might affect the accuracy of your output depending on the timeframe.)
Key Features:
Live aggregation of volume across 5 exchanges
Supports most listed altcoins with reliable quote pair coverage
Dynamic auto symbol/quote detection and normalization
Automatically adapts to any crypto chart without user setup
Real institutional zones — not synthetic, not heuristic
Why It Matters:
In fragmented crypto markets, liquidity isn’t centralized. Volume for a coin like ETH may be split between USDT on Binance, USD on Kraken, or USDC on MEXC. Most indicators ignore that. This tool doesn’t. It brings that volume together to provide the most contextually accurate VAH/POC/VAL levels possible, tailored to the charted asset and timeframe.
This isn't just another volume indicator. It’s built from the ground up to capture where the real trades happen — not just where price moved — and shows you the zones that institutions and large players respect.
Disclaimer:
This tool is for educational and informational purposes only. It does not constitute financial advice or an invitation to trade. Always do your own research and manage risk responsibly.
Credits:
Volume unification logic, cross-pair normalization, and exchange weighting system developed by me. No third-party libraries or reused scripts involved. Original architecture built from scratch for high-resolution crypto volume profile analysis.
Note:
Script designed to respect TradingView limits for both free and paid accounts, with a smart fallback system in case of hitting the limit. If you find any bug, error, or issue, kindly comment below. I will address and fix them ASAP.
Enjoy and cheers.
Volume Bars - Shubhashish DixitThis helps you to identify volume based on your given period and it solves the issues which we are unable to see units in the main bar of Volume default chart
VWAP Volume Profile [BigBeluga]🔵 OVERVIEW
VWAP Volume Profile is an advanced hybrid of the VWAP and volume profile concepts. It visualizes how volume accumulates relative to VWAP movement—separating rising (+VWAP) and declining (−VWAP) activity into two mirrored horizontal profiles. It highlights the dominant price bins (POCs) where volume peaked during each directional phase, helping traders spot hidden accumulation or distribution zones.
🔵 CONCEPTS
VWAP-Driven Profiling: Unlike standard volume profiles, this tool segments volume based on VWAP movement—accumulating positive or negative volume depending on VWAP slope.
Dual-Sided Profiles: Profiles expand horizontally to the right of price. Separate bins show rising (+) and falling (−) VWAP volume.
Bin Logic: Volume is accumulated into defined horizontal bins based on VWAP’s position relative to price ranges.
Gradient Coloring: Volume bars are colored with a dynamic gradient to emphasize intensity and direction.
POC Highlighting: The highest-volume bin in each profile type (+/-) is marked with a transparent box and label.
Contextual VWAP Line: VWAP is plotted and dynamically colored (green = rising, orange = falling) for instant trend context.
Candle Overlay: Price candles are recolored to match the VWAP slope for full visual integration.
🔵 FEATURES
Dual-sided horizontal volume profiles based on VWAP slope.
Supports rising VWAP , falling VWAP , or both simultaneously.
Customizable number of bins and lookback period.
Dynamically colored VWAP line to show rising/falling bias.
POC detection and labeling with volume values for +VWAP and −VWAP.
Candlesticks are recolored to match VWAP bias for intuitive momentum tracking.
Optional background boxes with customizable styling.
Adaptive volume scaling to normalize bar length across markets.
🔵 HOW TO USE
Use POC zones to identify high-volume consolidation areas and potential support/resistance levels.
Watch for shifts in VWAP direction and observe how volume builds differently during uptrends and downtrends.
Use the gradient profile shape to detect accumulation (widening volume below price) or distribution (above price).
Use candle coloring for real-time confirmation of VWAP bias.
Adjust the profile period or bin count to fit your trading style (e.g., intraday scalping or swing trading).
🔵 CONCLUSION
VWAP Volume Profile merges two essential concepts—volume and VWAP—into a single, high-precision tool. By visualizing how volume behaves in relation to VWAP movement, it uncovers hidden dynamics often missed by traditional profiles. Perfect for intraday and swing traders who want a more nuanced read on market structure, trend strength, and volume flow.
Multi Ranges Volume Distribution [LuxAlgo]The Multi Ranges Volume Distribution tool allows traders to see the volume distribution by price for three different timeframes simultaneously. Each distribution can report the total amount of accumulated volume or the accumulated buy/sell volume separately.
Levels are displayed at the top and bottom of each timeframe's range, as well as the POC or level with the most volume.
🔶 USAGE
By default, the tool displays daily, weekly, and monthly volume distributions, highlighting the accumulated volume within each row.
Each distribution shows the volume at each price, as well as three lines: the top and bottom prices, and the price at which the most volume was traded.
The reported accumulated volume can be useful for highlighting which price areas are of the most interest to traders, with the specific timeframe specifying whether this interest is long-term or short-term.
🔹 Timeframes & Rows
Traders can adjust the timeframe and the number of rows for each volume distribution.
This is useful for multi-timeframe analysis of volume at the same price levels, or for obtaining detailed data within the same timeframe.
The chart above shows three volume distributions with the same monthly timeframe but a different number of rows; each is more detailed than the previous one.
🔹 Total vs Buy & Sell Volume
Traders can choose to display either the total volume or the buy and sell volumes.
As we can see on the above chart, the background of each row uses a gradient that is a function of the delta between the buy and sell volumes.
This is useful to determine which areas attract buyers and sellers.
🔶 SETTINGS
Volume Display: Select between total volume and buy and sell volume.
Distance between each box: Adjust the spacing of the volume distributions.
Period A: Select a timeframe and the number of rows.
Period B: Select a timeframe and the number of rows.
Period C: Select a timeframe and the number of rows.
BuySell Volume Bar Chart• Separates estimated Buy and Sell volume per bar using price action logic
• Plots them in a dual-axis format: buy volume goes up, sell volume goes down
• Colors are dynamic — whichever side dominates gets the stronger color, the weaker side is shaded
• Includes a live difference metric (Δ Volume) as a third value in the indicator title
• Automatically filters out flat/no-move bars to avoid misleading spikes
The live difference metric ("Δ Volume") can be controlled.
This metric calculates the difference between the buying and selling volume live, where it takes the Buy Volume - Sell Volume.
This difference is then displayed in either green (BV > SV) or red (SV > BV). You can toggle it on/off by entering the indicator's settings or double tapping the indicator name on the TV chart.
Another pretty cool thing is the modular colors - you can customize your candle colors and shades to your liking within the code!
Liquidity Spectrum Visualizer [BigBeluga]🔵 OVERVIEW
The Liquidity Spectrum Visualizer is a smart tool for exposing hidden liquidity zones by combining a dynamic volume profile, clear liquidity levels, and intuitive volume bubbles directly on your price chart. It shows you exactly where significant volume is clustering inside your chosen lookback period — highlighting where big market participants may be defending price or planning breakouts.
🔵 CONCEPTS
Volume Profile Bins: Breaks your custom lookback range into 100 fine price bins, calculating total volume per bin to create a precise vertical liquidity histogram.
Liquidity Levels: Bins with high relative volume automatically plot as horizontal lines — thicker and brighter lines signal stronger liquidity concentrations.
Dynamic Coloring: Profile bins and liquidity levels adjust their colors live based on whether current price is trading above (support) or below (resistance).
Volume Bubbles: Each candle displays a bubble at its HLC3 price —
- The bubble’s size shows relative candle volume.
- Its color gradient indicates bullish or bearish volume: greenish for bullish candles, orange for bearish.
Bubble Labels: The largest bubbles automatically label the actual volume amount, revealing big hidden flows.
Range Box High/Low: Marks the absolute swing high and low inside the lookback window, clearly framing the active liquidity zone.
🔵 FEATURES
Smart, auto-scaled volume profile up to 200 candles (or custom).
Liquidity levels with dynamic thickness and color based on real-time volume.
Bubbles sized and colored to show both volume magnitude and bullish/bearish bias.
Largest bubbles labeled for fast detection of high-impact bars.
High and low price labels clearly show the analyzed range.
Toggle Volume Profile, Liquidity Levels, and Bubbles independently.
🔵 HOW TO USE
Watch for thick, bright liquidity levels — these zones mark where large orders or stop clusters are likely hidden.
Use dynamic coloring: if price is above a level, it’s support; if below, it’s resistance.
Pay special attention to big bubbles: these mark sudden spikes in traded volume and can signal absorption, traps, breakouts or significant price levels.
Combine with your existing confluence tools to confirm breakouts or fakeouts around visible liquidity clusters.
🔵 CONCLUSION
The Liquidity Spectrum Visualizer transforms hidden order flow into an intuitive, color-coded map. You see at a glance where price is absorbing, consolidating, or ready to break — all powered by real-time volume behavior and smart visuals. It’s a must-have tool for traders who want to read liquidity and react ahead of the crowd.
