Quantura - Average Intraday Candle VolumeIntroduction
“Quantura – Average Intraday Candle Volume” is a quantitative visualization tool that calculates and displays the average traded volume for each intraday time position based on a user-defined historical lookback period. It allows traders to analyze recurring intraday volume patterns, identify high-activity sessions, and detect liquidity shifts throughout the trading day.
Originality & Value
This indicator goes beyond standard volume averages by normalizing and aligning volume data according to the time of day. Instead of simply smoothing recent bars, it builds an intraday volume profile based on historical daily averages, enabling users to understand when during the day volume typically peaks or drops.
Its originality and usefulness come from:
Converting standard volume data into time-aligned intraday averages.
Visualization of historical intraday liquidity behavior, not just total daily volume.
Dynamic scaling using normalization and transparency to emphasize active and quiet periods.
Optional day-separator lines for precise intraday structure recognition.
Gradient-based coloring for better visual interpretation of volume intensity.
Functionality & Core Logic
The indicator divides each day into discrete intraday time positions (based on chart timeframe).
For each position, it stores and updates historical volume values across the selected number of days.
It calculates an average volume per time position by aggregating all stored values and dividing them by the number of valid days.
The result is plotted as a continuous histogram showing typical intraday volume distribution.
The bar colors and transparency dynamically reflect the relative intensity of volume at each point in the day.
Parameters & Customization
Number of Days for Averaging: Defines how many past days are included in the volume average calculation (default: 365).
UTC Offset: Allows synchronization of intraday cycles with local or exchange time zones.
Base Color: Sets the main color for plotted volume columns.
Color Mode: Choose between “Gradient” (transparency dynamically adjusts by intensity) or “Normal” (fixed opacity).
Day Line: Toggles dashed vertical lines marking the start of each trading day.
Visualization & Display
Volume is plotted as a series of histogram bars, each representing the average volume for a specific intraday time position.
A gradient color mode enhances readability by fading lower-intensity areas and highlighting high-volume regions.
Optional day-separator lines visually segment historical sessions for easy reference.
Works seamlessly across all chart timeframes that divide the 24-hour day into regular bar intervals.
Use Cases
Identify when trading activity typically peaks (e.g., session opens, news windows, or overlapping markets).
Compare current intraday volume to historical averages for early anomaly detection.
Enhance algorithmic or discretionary strategies that depend on volume-timing alignment.
Combine with volatility or price structure indicators to confirm market activity zones.
Evaluate session consistency across different time zones using the UTC offset parameter.
Limitations & Recommendations
The indicator requires intraday data (below 1D resolution) to function properly.
Volume behavior may vary across brokers and assets; adjust averaging period accordingly.
Does not predict price movement — it provides volume-based context for analysis.
Works best when combined with structure or momentum-based indicators.
Markets & Timeframes
Compatible with all intraday markets — including crypto, Forex, equities, and futures — and all intraday timeframes (from 1 minute to 4 hours). It is particularly valuable for analyzing assets with continuous 24-hour trading activity.
Author & Access
Developed 100% by Quantura. Published as a Open-source script indicator. Access is free.
Important
This description complies with TradingView’s Script Publishing and House Rules. It provides a clear explanation of the indicator’s originality, logic, and purpose, without any unrealistic performance or predictive claims.
Perfil de Volume
Liquidity Spectrum Visualizer BigBeluga - optimized by nguyenthlThis optimized version of the original Liquidity Spectrum Visualizer is designed for traders who want the same analytical output as the original indicator, but with significantly faster execution and smoother performance.
The script preserves the original visualization and logic — it still maps volume activity across price bins to highlight liquidity clusters — but the internal calculations have been carefully restructured to reduce computational load and improve responsiveness on live charts.
What’s new and why it matters
Single-pass binning algorithm: Each bar is processed once, reducing loop complexity from O(N×M) to O(N). This allows the indicator to run fluidly on higher timeframes and large datasets.
Precomputed min/max levels: Eliminates redundant array scans, improving efficiency for real-time analysis.
Minimal label usage: Only key high/low markers are drawn, removing visual clutter and improving chart readability.
Optimized resource handling: Boxes and lines are refreshed as a group, minimizing redraw lag.
Why this is useful
This version is particularly helpful for traders using complex layouts, slower machines, or multi-chart setups. It offers the same analytical insight into liquidity zones while keeping chart performance stable and responsive.
How to use it
Apply the indicator as you would the original version. It visualizes liquidity distributions, helping identify areas of concentrated activity or potential support/resistance zones.
The script includes optional features such as gradient rendering and POC (Point of Control) highlighting, which can be toggled on or off for clarity.
Notes
The purpose of this version is purely performance optimization — analytical integrity is fully preserved.
The chart example provided focuses solely on this indicator, with no additional overlays, so users can clearly see its visual output.
Volume Area 80 Rule Pro - Adaptive RTHSummary in one paragraph
Adaptive value area 80 percent rule for index futures large cap equities liquid crypto and major FX on intraday timeframes. It focuses activity only when multiple context gates align. It is original because the classic prior day value area traverse is fused with a daily regime classifier that remaps the operating parameters in real time.
Scope and intent
• Markets. ES NQ SPY QQQ large cap equities BTC ETH major FX pairs and other liquid RTH instruments
• Timeframes. One minute to one hour with daily regime context
• Default demo used in the publication. ES1 on five minutes
• Purpose. Trade only the balanced days where the 80 percent traverse has edge while standing aside or tightening rules during trend or shock
Originality and usefulness
• Unique fusion. Prior day value area logic plus a rolling daily regime classifier using percentile ranks of realized volatility and ADX. The regime remaps hold time end of window stop buffer and value area coverage on each session
• Failure mode addressed. False starts during strong trend or shock sessions and weak traverses during quiet grind
• Testability. All gates are visible in Inputs and debug flags can be plotted so users can verify why a suggestion appears
• Portable yardstick. The regime uses ATR divided by close and ADX percent ranks which behave consistently across symbols
Method overview in plain language
The script builds the prior session profile during regular trading hours. At the first regular bar it freezes yesterday value area low value area high and point of control. It then evaluates the current session open location the first thirty minute volume rank the open gap rank and an opening drive test. In parallel a daily series classifies context into Calm Balance Trend or Shock from rolling percentile ranks of realized volatility and ADX. The classifier scales the rules. Calm uses longer holds and a slightly wider value area. Trend and Shock shorten the window reduce holds and enlarge stop buffers.
Base measures
• Range basis. True Range smoothed over a configurable length on both the daily and intraday series
• Return basis. Not required. ATR over close is the unit for regime strength
Components
• Prior Value Area Engine. Builds yesterday value area low value area high and point of control from a binned volume profile with automatic TPO fallback and minimum integrity guards
• Opening Location. Detects whether the session opens above the prior value area or below it
• Inside Hold Counter. Counts consecutive bars that hold inside the value area after a re entry
• Volume Gate. Percentile of the first thirty minutes volume over a rolling sample
• Gap Gate. Percentile rank of the regular session open gap over a rolling sample
• Drive Gate. Opening drive check using a multiple of intraday ATR
• Regime Classifier. Percentile ranks of daily ATR over close and daily ADX classify Calm Balance Trend Shock and remap parameters
• Session windows optional. Windows follow the chart exchange time
Fusion rule
Minimum satisfied gates approach. A re entry must hold inside the value area for a regime scaled number of bars while the volume gap and drive gates allow the setup. The regime simultaneously scales value area coverage end minute time stop and stop buffer.
Signal rule
• Long suggestion appears when price opens below yesterday value area then re enters and holds for the required bars while all gates allow the setup
• Short suggestion appears when price opens above yesterday value area then re enters and holds for the required bars while all gates allow the setup
• WAIT shows implicitly when any required gate is missing
• Exit labels mark target touch stop touch or a time based close
Inputs with guidance
Setup
• Signal timeframe. Uses the chart by default
• Session windows optional. Start and end minutes inside regular trading hours
• Invert direction is not used. The logic is symmetric
Logic
• Hold bars inside value area. Typical range 3 to 12. Raising it reduces trades and favors better traverses. Lowering it increases frequency and risk of false starts
• Earliest minute since RTH open and Latest minute since RTH open. Typical range 0 to 390. Reducing the latest minute cuts late session trades
• Time stop bars after entry. Typical range 6 to 30. Larger values give setups more room
Filters
• Value area coverage. Typical range 0.70 to 0.85. Higher coverage narrows the traverse but accepts fewer days
• Bin size in ticks. Typical range 1 to 8. Larger bins stabilize noisy profiles
• Stop buffer ticks beyond edge. Typical range 2 to 20. Larger buffers survive noise
• First thirty minute volume percentile. Typical range 0.30 to 0.70. Higher values require more active opens
• Gap filter percentile. Typical range 0.70 to 0.95. Lower values block more gap days
• Opening drive multiple and bars. Higher multiple or longer bars block strong directional opens
Adaptivity
• Lookback days for regime ranks. Typical 150 to 500
• Calm RV percentile. Typical 25 to 45
• Trend ADX percentile. Typical 55 to 75
• Shock RV percentile. Typical 75 to 90
• End minute ratio in Trend and Shock. Typical 0.5 to 0.8
• Hold and Time stop scales per regime. Use values near one to keep behavior close to static settings
Realism and responsible publication
• No performance claims. Past results never guarantee future outcomes
• Shapes can move while a bar forms and settle on close
• Sessions use the chart exchange time
Honest limitations and failure modes
• Economic releases and thin liquidity can break the balance premise
• Gap heavy symbols may work better with stronger gap filters and a True Range focus
• Very quiet regimes reduce signal contrast. Consider longer windows or higher thresholds
Legal
Education and research only. Not investment advice. Test in simulation before any live use.
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.
Intra Bar Volume ProfileThis indicator provides a high-resolution volume profile analysis for every single bar on the chart. It builds this profile by sampling data from a lower intra-bar timeframe, allowing for a granular view of price distribution and buying/selling pressure within the bar.
Key Features:
Intra-Bar Profile Engine: For each bar on the main chart, the indicator builds a complete volume profile on a lower 'Intra-Bar Timeframe'. It uses:
Statistical Models ('Allot model'): Distributes volume across price levels using 'PDF' (Probability Density Function) or 'Classic' (close) methods.
Buy/Sell Classifiers ('Volume Estimator'): Splits volume using a 'Dynamic' (trend/wick-based) or 'Classic' (candle color) model.
On-Chart Visualization (Overlay): The analysis is rendered directly onto the price bars:
Point of Control (POC): A line showing the price level with the most volume for that bar.
Value Area (VA): A colored box representing the price range where the specified percentage (e..g., 50%) of volume was traded.
VWAP: Displays the volume-weighted average price (VWAP) for the bar as a separate line.
Integrated Alerts: Includes 8 alerts that trigger when the main price crosses over or under the key intra-bar levels: POC, VWAP, and the Value Area High/Low.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMM
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Market Structure Volume ProfileThis indicator visualizes volume profiles that are dynamically anchored to market structure events, rather than fixed time intervals. It builds these profiles using high-resolution intra-bar data to provide a precise view of where value is established during critical market phases.
Key Features:
Event-Based Profile Anchoring: The indicator starts a new profile based on one of three user-selected events ('Profile Anchor'):
Swing: A new profile begins when the 'impulse baseline' (derived from intra-bar delta) changes. This baseline adjusts when a new price pivot is confirmed: When a price high forms, the baseline moves to the lower of its previous level or the peak delta (max of delta O/C) at the pivot. When a price low forms, it moves to the higher of its previous level or the trough delta (min of delta O/C) at the pivot.
Structure: A new profile begins immediately on the bar that confirms a market structure break (e.g., a new HH or LL, based on a sequence of price pivots).
Delta: A new profile begins immediately on the bar that confirms a break in the cumulative delta's market structure (e.g., a new HH or LL in the delta). Both 'Swing' and 'Delta' anchors are derived from the same continuous (non-resetting) Cumulative Volume Profile Delta (CVPD), which is built from the intra-bar statistical analysis.
Statistical Profile Engine: For each bar in the anchored period, the indicator builds a volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses advanced statistical models:
Allocation ('Allot model'): 'PDF' (Probability Density Function) distributes volume proportionally across the bar's range based on an assumed statistical model (e.g., T4-Skew). 'Classic' assigns all volume to the close.
Buy/Sell Split ('Volume Estimator'): 'Dynamic' applies a model that analyzes candle wicks and recent trend to estimate buy/sell pressure. 'Classic' classifies all volume based on the candle color.
Visualization & Lag: The indicator plots the final profile (as a polygon) and the developing statistical lines (POC, VA, VWAP, StdDev).
Note on Lag: All anchor events require Pivot Right Bars for confirmation.
In 'Structure' and 'Delta' mode, the developing lines (POC, VA, etc.) are plotted using a non-repainting method (showing the value from pivRi bars ago).
In 'Swing' mode, the profile is plotted retroactively, starting from the bar where the pivot occurred. The developing lines are also plotted with this full pivRi lag to align with the past data.
Flexible Display Modes: The finalized profile can be displayed in three ways: 'Up/Down' (buy vs. sell), 'Total' (combined volume), and 'Delta' (net difference).
Dynamic Row Sizing: Includes an option ('Rows per Percent') to automatically adjust the number of profile rows (buckets) based on the profile's price range.
Integrated Alerts: Includes 13 alerts that trigger for:
A new profile reset ('Profile was resetted').
Price crossing any of the 6 developing levels (POC, VA High/Low, VWAP, StdDev High/Low).
Alert Lag Assumption: In 'Swing' mode, alerts are delayed to match the retroactively plotted lines. In 'Structure' and 'Delta' modes, alerts fire in real-time based on the current price crossing the current (repainting) value of the metric, which may differ from the non-repainting plotted line.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This includes the values used for real-time alerts in 'Structure' and 'Delta' modes.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Periodic Volume ProfileThis indicator visualizes volume profiles that are dynamically anchored to market structure events, rather than fixed time intervals. It builds these profiles using high-resolution intra-bar data to provide a precise view of where value is established during critical market phases.
Key Features:
Event-Based Profile Anchoring: The indicator starts a new profile based on one of three user-selected events ('Profile Anchor'):
Swing: A new profile begins when the 'impulse baseline' (derived from delta) changes. This baseline adjusts when a new price pivot is confirmed: When a price high forms, the baseline moves to the lower of its previous level or the peak delta (max of delta O/C) at the pivot. When a price low forms, it moves to the higher of its previous level or the trough delta (min of delta O/C).
Structure: A new profile begins immediately on the bar that confirms a market structure break (e.g., a new HH or LL, based on a sequence of price pivots).
Delta: A new profile begins immediately on the bar that confirms a break in the cumulative delta's market structure (e.g., a new HH or LL in the delta).
Statistical Profile Engine: For each bar in the anchored period, the indicator builds a volume profile on a lower 'Intra-Bar Timeframe'. It uses:
Statistical Models ('Allot model'): Distributes volume across price levels using 'PDF' (Probability Density Function) or 'Classic' (close) methods.
Buy/Sell Classifiers ('Volume Estimator'): Splits volume using a 'Dynamic' (trend/wick-based) or 'Classic' (candle color) model.
Note on Anchor Lag: The different anchor types have different delays. 'Structure' and 'Delta' profiles begin in real-time on the confirmation bar. The 'Swing' profile calculation is plotted retroactively to the pivot's origin, as the pivot is only confirmed Pivot Right Bars after it occurs.
Flexible Visualization Modes: The finalized profile (plotted at the end of each period) can be displayed in three ways: 'Up/Down' (buy vs. sell), 'Total' (combined volume), and 'Delta' (net difference).
Developing Real-Time Metrics: The indicator plots the developing Point of Control (POC), Value Area (VA), VWAP, and Standard Deviation bands in real-time as the new profile forms.
Dynamic Row Sizing: Includes an option ('Rows per Percent') to automatically adjust the number of profile rows (buckets) based on the profile's price range, maintaining a consistent visual density.
Integrated Alerts: Includes 13 alerts that trigger for:
A new profile reset ('Profile was resetted').
Price crossing any of the 6 developing levels (POC, VA High/Low, VWAP, StdDev High/Low).
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Pivot Orderflow DeltaThis indicator analyzes order flow by calculating a continuous Cumulative Volume Profile Delta (CVPD). It plots this delta as a series of "delta candles" and identifies divergences and structural pivot levels.
Key Features:
Statistical Delta Engine: For each bar, the indicator builds a high-resolution volume profile on a lower 'Intra-Bar Timeframe'. It uses statistical models ('PDF' allocation) and advanced classifiers ('Dynamic' split) to determine the buy/sell pressure, which is then accumulated.
Cumulative Delta Candle Visualization: The indicator plots the continuous, accumulated delta as a series of candles, where for each bar:
Open: Is the cumulative delta value of the previous bar.
Close: Is the new total cumulative delta.
High/Low: Represent the peak/trough cumulative delta reached during that bar's formation.
Dynamic Pivot Baseline: The indicator plots a separate dynamic baseline ('Impulse Start') that adjusts when a new price pivot is confirmed.
When a price high forms, the baseline moves to the lower of its previous level or the peak delta (max of delta candle O/C) at the pivot.
When a price low forms, the baseline moves to the higher of its previous level or the trough delta (min of delta candle O/C) at the pivot.
Full Divergence Suite (Class A, B, C): A built-in divergence engine automatically detects and plots Regular (A), Hidden (B), and Exaggerated (C) divergences between price and the peak/trough of the delta candles (High/Low).
Detailed Pivot Confluence: The indicator plots distinct markers to differentiate between pivots occurring only on the price chart, only on the delta oscillator, or on both simultaneously.
Note on Confirmation (Lag): Divergence and pivot signals rely on a confirmation method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag.
Integrated Alerts: Includes 23 comprehensive alerts for:
The start and end of all 6 divergence types.
The detection of a new Impulse Start pivot.
Delta/volume agreement/disagreement.
Delta crossing the zero line.
The formation of price-only or delta-only pivots.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Cumulative Volume Profile DeltaThis indicator calculates the Cumulative Volume Profile Delta (CVPD). It constructs a high-resolution volume profile for each bar using intra-bar data, then derives and accumulates the delta from that profile to show net buying/selling pressure.
Key Features:
Statistical Volume Profile Engine: For each bar, the indicator builds a high-resolution volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses statistical models ('PDF' allocation) to distribute volume across price levels and advanced classifiers ('Dynamic' split) to determine the buy/sell pressure before accumulation.
Periodic Accumulation: The CVPD accumulation is anchored to a user-defined 'Anchor Timeframe' (e.g., daily, weekly). This cyclical reset allows to analyze the build-up of pressure within specific trading periods.
"Delta Candle" Visualization: The periodic CVPD is shown as a candle, where:
Open: The CVPD value at the start of the period (or zero).
High/Low: Represent the peak buying (CVD High) and selling (CVD Low) pressure within that period's profile.
Close: The final net delta value (CVD) for the period.
Dual CVD & Divergence Engine: The indicator calculates two CVPDs: a Periodic one (for plotting) and a Continuous one (non-resetting). The continuous line is used as a stable source for the built-in divergence engine (detecting Regular, Hidden, and Exaggerated).
Dynamic Divergence Plotting: Divergence markers are plotted relative to the periodic (candle) CVPD. They automatically adjust their vertical position after a reset to remain visually aligned with the plotted candles.
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF Output: The entire analysis (Delta Candles, Divergences) can be calculated on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 18 comprehensive alerts for:
The start and end of all 6 divergence types.
The periodic CVPD crossing the zero line.
Conditions of agreement or disagreement between the delta and the main bar's direction.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.Example: crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volume Profile DeltaThis indicator calculates the Volume Profile Delta (VPD). It constructs a high-resolution volume profile for each bar using intra-bar data, offering a detailed understanding of buying and selling pressure at discrete price levels.
Key Features:
Statistical Volume Profile Engine: For each bar, the indicator builds a high-resolution volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses statistical models ('PDF' allocation) to distribute volume across price levels and advanced classifiers ('Dynamic' split) to determine the buy/sell pressure within that profile, providing a more nuanced delta calculation.
"Delta Candle" Visualization: The per-bar VPD is displayed as a candle, where:
Open: Always anchored at the zero line.
High/Low: Represent the peak buying (CVD High) and selling (CVD Low) pressure accumulated within that bar's profile.
Close: The final net delta value (CVD) for the bar.
Customizable Moving Average: An optional moving average of the net delta (Close) can be added. The MA type, length, and an optional Volume weighted setting are customizable.
Intra-Bar Peak Pivot Detection: Automatically identifies and plots significant turning points (pivots) in the peak buying (High) and selling (Low) pressure.
Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag.
Multi-Timeframe (MTF) Capability:
MTF Output: The entire analysis (Delta Candles, MA, Pivots) can be calculated on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 8 alerts for:
The net delta crossing its moving average.
The detection of new peak buying or selling pivots.
Conditions of agreement or disagreement between the net delta and the main bar's direction.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volumetric Spectrogram [by Oberlunar]Volumetric Spectrogram
A two-pole, price-relative volume profiler that turns regional buy/sell pressure into clean oscillators and actionable regimes in a multi-broker setup.
What it measures
The indicator divides the recent price span into bins and accumulates buy vs. sell volume in each bin, then summarises two regions with respect to the current price:
Upper (↑) — volume that traded above the current price (overhead supply/demand).
Lower (↓) — volume that traded below the current price (underfoot bid/pressure).
Per region, it computes BUY% and SELL%, then forms two normalised oscillators in :
Upper Osc = Upper(BUY%) − Upper(SELL%) → positive when overhead offers are being lifted (breakout acceptance), negative when overhead sell pressure dominates (resistance).
Lower Osc = Lower(BUY%) − Lower(SELL%) → positive when sub-price bids strengthen (support/absorption), negative when selling persists beneath price (weak underbelly).
Both oscillators are optionally smoothed with EMA and can be filled to zero or between curves for quick polarity/strength reading.
Candle-fill modes across brokers
The indicator supports multiple candle-fill policies tied to cross-broker volumetric agreement (e.g., spectral/range-only fills when ≥N brokers align above 70% bullish or below 20% bearish Buy%). This makes regime and pressure shifts visually explicit while filtering out unconfirmed noise.
How it works (core algorithm)
Over a lookback window, find the high/low and split the range into N bins .
For each historical bar, approximate “buy” vs “sell” volume using candle direction and the close relative to each bin’s midprice; update left/right profiles per bin.
Aggregate bins above the current price into the Upper region and bins below into the Lower region; compute regional totals and percentages.
Convert to signed oscillators and smooth (EMA length per input).
Scenario engine (table, every bar)
A compact table reports, for Upper/Lower: BUY Vol, SELL Vol, BUY%, SELL%, and Net%. A classifier labels 8 regimes based on oscillator sign and recent expansion/decay: Sync Long/Short (Expanding/Decaying), Opposite Signs (Widening/Converging), and Tilts (Upper/Lower). This helps distinguish trend continuation, fade risk, compression before break, and asymmetric pressure (e.g., “Tilt Lower — bid/support strengthening”).
# Example strategies and annotated cases:
There are different operational strategies:
1) Bottle-neck Strategy with multi-broker confirmation
When both oscillators are red and they compress toward the zero line (a bottle-neck [/i>), if the squeeze does not flip into the opposite trend but instead resolves in the same direction, you have a continuation setup that can be exploited:
• Pattern: both oscillators red → short, visible contraction (narrow, low-variance cluster) → break of the cluster lows → background shadow bars align bearish (multi-broker agreement).
Example:
This sequence often supports a 1.5–2.5 R/R trade, as in:
Bullish mirror
If both oscillators are teal and compress, then expand upward with multi-broker agreement, the scenario becomes bullish after several bars; the position can be profitable with a reasonable risk setup:
Example:
Follow-through:
Here are the additional, English “playbook” examples you can append to the previous description.
2) Dual-confirmation on volume spikes + multi-broker checks
When pronounced volumetric spikes appear (up or down), trend often reverses sharply. In the figure, the circles highlight the spikes; once the spike subsides (reversion toward baseline), the oscillator turns bullish. The double confirmation of two consecutive minimum spikes acts as support for an ensuing up-move, with fill colors confirming direction.
Chart:
Even with a single spike confirmation, the reversion from an extreme often provides actionable long setups.
3) Volume-pressure + regime-change (multi-broker)
A prospective long configuration emerges when bullish volumetric pressure dominates and bearish pressure fades, especially if this occurs after a lateral phase, followed by a bullish volume spike and multi-broker confirmation .
Chart:
Shadow bars subsequently confirm continuation in a bullish regime; however, a possible regime change is flagged by the scenario classifier and by a color flip in the volumetric borders ( “Possible regime change, but without multi-broker confirmation.” is an appropriate label when applicable).
Chart:
After a verified mean-reversion, price transitions into a bearish configuration: both oscillators turn red. One can wait for a pullback and seek short entries.
Chart:
As shown here, the regime change is anticipated well in advance by the oscillators and multi-broker pressure:
Chart:
4) Contrastive regime-shift with multi-broker validation
In a contrastive trading phase, the lower volumetric oscillator flips color first—buyers start attacking. The first set of background shadow bars does not agree with the regime flip; the second set does. This sequence (oscillator flip → later multi-broker agreement) is a robust early sign of a potential long setup.
Chart:
At the multi-broker level, all shadow bars turn fully green and the setup becomes unambiguously bullish.
Chart:
Note that bearish pressure can still be non-trivial on the volumetric scale—even if it does not reach prior extreme minima—so risk controls should reflect the residual supply.
Delta-bar coloring (optional)
Bars (or candle overlays) can be tinted by a multi-venue weighted bias:
Choose venues (OKX, Coinbase, Bybit, Binance, BlackBull…).
Weight by Equal / Last Volume / SMA Volume.
Apply deadband to suppress flicker around neutrality and a gamma curve to modulate opacity with |bias|.
This layer is independent of the spectrogram core but provides immediate market-wide flow context, consistent with the table and fills.
Inputs (essentials)
Calculation Period and Bins — resolution and depth of the price-range histogram.
EMA length — smoothing per oscillator (optional)
Fill options — to zero / between curves, gradual opacity by |osc|, min/max alpha.
Delta Bar — enable tinting, gamma, neutral band; venue list and weighting mode.
Reading guide
Upper > 0 & expanding : overhead supply is being lifted → breakout acceptance risk rises.
Lower > 0 & expanding : sub-price bids strengthen → pullbacks more likely to absorb.
Opposite signs widening : tug-of-war; avoid late entries.
Converging : compression → prepare for break.
Use the table’s regime label to keep the narrative honest bar-by-bar.
Notes & limits
Buy/Sell attribution uses candle direction and range partitioning (no L2/tick tape).
Venue aggregation relies on per-exchange volume and your chosen weighting; symbols must align (e.g., BTCUSDT pairs).
Oscillators are relative to the current price (regional) by design; they complement, not replace, classical volume profile.
— Oberlunar 👁 ★
Point of Control (POC)**Point of Control (POC) Indicator**
This indicator identifies the price level where the most trading volume occurred over a specified lookback period (default: 365 days). The POC represents a significant support/resistance level where the market found the most acceptance.
**Key Features:**
- **POC Line**: Bright green horizontal line showing the highest volume price level
- **Volume Profile Analysis**: Divides price range into rows and calculates volume distribution
- **Value Area (Optional)**: Shows VAH and VAL levels containing 70% of total volume
- **Customizable**: Adjust lookback period, price resolution, colors, and line width
**How to Use:**
- POC acts as a magnet - price often returns to test these high-volume levels
- Strong support/resistance zone where significant trading activity occurred
- Useful for identifying key price levels for entries, exits, and stops
- Higher lookback periods (365 days) show longer-term significant levels
**Settings:**
- Lookback Period: Number of bars to analyze (default: 365)
- Price Rows: Calculation resolution - higher = more precise (default: 24)
- Toggle Value Area High/Low for additional context
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FluidTrades - SMC Lite - AlertsThe FluidTrades - SMC Lite indicator has been fixed, now you can send notifications when price levels are indicated.
Balanced Delta Volume Profile (Zeiierman)█ Overview
Balanced Delta Volume Profile (Zeiierman) builds a vertical, price-by-price profile that blends total participation with balance quality. Instead of plotting raw volume alone, it weights each price bin by:
how balanced buyers vs. sellers were,
how compressed price was inside that bin,
how often price revisited it.
The result spotlights fair value and acceptance zones while still revealing momentum/imbalance areas—ideal for reading rotation vs. trend, continuation vs. exhaustion, and the prices that truly matter.
Highlights
Balanced score that fuses delta symmetry, price compression, and hit frequency.
Optional heat spectrum for instant read of participation density and balance strength.
POC-like auto highlight of the dominant price level within the lookback window.
Works across timeframes for session profiling, swing context, or regime shifts.
█ How It Works
⚪ Profile Construction
The script scans a fixed History Length and divides the full high–low span into Bin Count price bins. For every bar in the window, its volume is proportionally distributed across the bins it overlaps, so wide-range bars contribute across multiple bins, while narrow bars concentrate where they traded most. This yields per-bin totals for:
Total Volume (participation)
Positive / Negative Volume (up vs. down bar contribution)
Hit Count (how often price touched the bin)
Average Price Range (mean bar range inside the bin; a proxy for compression)
⚪ Delta & Direction
For each bin, delta symmetry is measured via the ratio of |pos − neg| to total volume. Bins with balanced two-sided flow score higher than one-sided, runaway bins. This curbs the tendency of raw volume profiles to over-reward impulsive bursts.
⚪ Balance Score
Each price bin gets a balance score that multiplies three normalized components:
Delta Balance: rewards bins where buy/sell pressure is symmetrical (configurable via Volume Momentum Weight).
Price Compression: rewards bins where average bar range is relatively small (configurable via Price Momentum Weight).
Durability: rewards bins revisited often (configurable via Hits Weight).
A Min Hits Filter removes flimsy, single-touch bins from dominating the score. The profile can display pure totals or Average Mode (Vol/Hit) to compare bins fairly when hit counts differ.
⚪ Display & Heat Spectrum
The final plotted bar length per bin is the display volume (total or average) weighted by the balance score and normalized to 100.
POC-like Highlight: The 100% bin is outlined (and labeled) when Highlight Max Volume Bin is ON.
Heat Spectrum (optional): A background gradient scales with normalized bar length and balance hue.
Balance Hue: Interpolates between Balance Low/High Colors so high-balance bins visually pop as “accepted value.”
█ How to Use
The profile is effectively a map of price acceptance:
High, bright bars = strong participation at balanced prices → fair value/rotation zones.
Thin, muted bars = poor acceptance → imbalance or transition areas.
POC-style level = most influential price in the lookback window.
⚪ Find Fair Value & Acceptance
Thick, high-balance bins mark value. Expect rotation: price often revisits or oscillates around these areas. They’re prime zones for mean-reversion fades, scale-ins, and risk-defined trades against the edges.
⚪ Identify Imbalance & Funnels
Low-balance, low-hit bins often act like air pockets—price can move through them quickly. These zones are helpful for continuation trades into thin areas or for timing breakout pulls back into acceptance.
⚪ POC Dynamics
When price leaves the POC and returns, watch for re-acceptance (price comes back into the POC or high-balance zone and stays there.) vs. rejection (trend continuation away from value). The auto-highlight makes this quick to judge.
█ Settings
History Length – Bars scanned for the profile. Longer = broader context, slower to adapt.
Bin Count – Vertical resolution of bins between the window’s min and max price.
Display Shift – Offsets the rendering rightward for clarity.
Average Mode (Vol/Hit) – ON uses average volume per visit; OFF uses total volume.
Volume Momentum Weight – Emphasizes two-way flow; higher values favor balanced bins over one-sided deltas.
Price Momentum Weight – Emphasizes compression; higher values favor narrow-range, coiling price action.
Hits Weight – Rewards bins revisited often; higher values favor durable acceptance.
Min Hits Filter – Minimum visits a bin needs to qualify for the balance score.
Show Heat Spectrum – Background gradient for quick read of density and balance.
Highlight Max Volume Bin – Outline + raw volume label for the dominant bin.
Max Volume Color – Color used for that highlight.
Balance Low/High Colors – Gradient endpoints for balance hue across the profile.
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Disclaimer
The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
RightFlow Universal Volume Profile - Any Market Any TimeframeSummary in one paragraph
RightFlow is a right anchored microstructure volume profile for stocks, futures, FX, and liquid crypto on intraday and daily timeframes. It acts only when several conditions align inside a session window and presents the result as a compact right side profile with value area, POC, a bull bear mix by price bin, and a HUD of profile VWAP and pressure shares. It is original because it distributes each bar’s weight into multiple mid price slices, blends bull bear pressure per bin with a CLV based split, and grows the profile to the right so price action stays readable. Add to a clean chart, read the table, and use the visuals. For conservative workflows read on bar close.
Scope and intent
• Markets. Major FX pairs, index futures, large cap equities and ETFs, liquid crypto.
• Timeframes. One minute to daily.
• Default demo used in the publication. SPY on 15 minute.
• Purpose. See where participation concentrates, which side dominated by price level, and how far price sits from VA and POC.
Originality and usefulness
• Unique fusion. Right anchored growth plus per bar slicing and CLV split, with weight modes Raw, Notional, and DeltaProxy.
• Failure mode addressed. False reads from single bar direction and coarse binning.
• Testability. All parts sit in Inputs and the HUD.
• Portable yardstick. Value Area percent and POC are universal across symbols.
• Protected scripts. Not applicable. Method and use are fully disclosed.
Method overview in plain language
Pick a scope Rolling or Today or This Week. Define a window and number of price bins. For each bar, split its range into small slices, assign each slice a weight from the selected mode, and split that weight by CLV or by bar direction. Accumulate totals per bin. Find the bin with the highest total as POC. Expand left and right until the chosen share of total volume is covered to form the value area. Compute profile VWAP for all, buyers, and sellers and show them with pressure shares.
Base measures
Range basis. High minus low and mid price samples across the bar window.
Return basis. Not used. VWAP trio is price weighted by weights.
Components
• RightFlow Bins. Price histogram that grows to the right.
• Bull Bear Split. CLV based 0 to 1 share or pure bar direction.
• Weight Mode. Raw volume, notional volume times close, or DeltaProxy focus.
• Value Area Engine. POC then outward expansion to target share.
• HUD. Profile VWAP, Buy and Sell percent, winner delta, split and weight mode.
• Session windows optional. Scope resets on day or week.
Fusion rule
Color of each bin is the convex blend of bull and bear shares. Value area shading is lighter inside and darker outside.
Signal rule
This is context, not a trade signal. A strong separation between buy and sell percent with price holding inside VA often confirms balance. Price outside VA with skewed pressure often marks initiative moves.
What you will see on the chart
• Right side bins with blended colors.
• A POC line across the profile width.
• Labels for POC, VAH, and VAL.
• A compact HUD table in the top right.
Table fields and quick reading guide
• VWAP. Profile VWAP.
• Buy and Sell. Pressure shares in percent.
• Delta Winner. Winner side and margin in percent.
• Split and Weight. The active modes.
Reading tip. When Session scope is Today or This Week and Buy minus Sell is clearly positive or negative, that side often controls the day’s narrative.
Inputs with guidance
Setup
• Profile scope. Rolling or session reset. Rolling uses window bars.
• Rolling window bars. Typical 100 to 300. Larger is smoother.
Binning
• Price bins. Typical 32 to 128. More bins increase detail.
• Slices per bar. Typical 3 to 7. Raising it smooths distribution.
Weighting
• Weight mode. Raw, Notional, DeltaProxy. Notional emphasizes expensive prints.
• Bull Bear split. CLV or BarDir. CLV is more nuanced.
• Value Area percent. Typical 68 to 75.
View
• Profile width in bars, color split toggle, value area shading, opacities, POC line, VA labels.
Usage recipes
Intraday trend focus
• Scope Today, bins 64, slices 5, Value Area 70.
• Split CLV, Weight Notional.
Intraday mean reversion
• Scope Today, bins 96, Value Area 75.
• Watch fades back to POC after initiative pushes.
Swing continuation
• Scope Rolling 200 bars, bins 48.
• Use Buy Sell skew with price relative to VA.
Realism and responsible publication
No performance claims. Shapes can move while a bar forms and settle on close. Education only.
Honest limitations and failure modes
Thin liquidity and data gaps can distort bin weights. Very quiet regimes reduce contrast. Session time is the chart venue time.
Open source reuse and credits
None.
Legal
Education and research only. Not investment advice. Test on history and simulation before live use.
Volume Profile Area [BigBeluga]🔵 OVERVIEW
The Volume Profile Area is an advanced profiling tool that calculates and visualizes the value area within a chosen period’s volume distribution. It first builds a main profile of the entire range, then constructs a secondary profile inside the defined value area, allowing traders to examine market balance and key trading zones in greater detail.
🔵 CONCEPTS
Volume Profile – Distributes traded volume across price levels to highlight areas of market activity.
Value Area (VA) – The price range containing a chosen percentage of total volume (commonly 50–70%).
Point of Control (PoC) – The price level with the highest traded volume, often acting as a magnet for price.
Nested Profiles – A profile inside the VA adds a second layer of precision, showing where liquidity clusters within the “fair value” zone.
🔵 FEATURES
Main Profile – Full distribution of volume over the selected lookback period.
Secondary Profile – Built only inside the VA of the main profile, highlighting intrabalance structure.
Customizable PoC Selection – Choose between showing the PoC of the
Main Profile ,
the Area Profile ,
their Average ,
or None .
Dynamic Value Area Levels – Automatically plots VAL (Value Area Low) and VAH (Value Area High) with labels.
Overlay Toggles – Show/hide range extremes, VA lines, or PoCs for a cleaner chart view.
Visual Profiles – Main profile shaded in darker blue; the VA profile inside is lighter for clear separation.
Automatic Scaling – Profiles adapt to period highs/lows and auto-adjust bins for consistent resolution.
Volume Labels – PoCs can display traded volume, giving numeric confirmation of liquidity concentration.
🔵 HOW TO USE
Set the Period to define how many bars to include in the main profile.
Adjust the Value Area % to control how much volume defines the VA (e.g., 50% by default).
Pick your PoC option: Main , Area , or Average , depending on focus.
Use VAH/VAL lines as support/resistance levels where most trading occurred.
Compare reactions at Main vs VA PoC levels to spot potential breakouts or mean reversions.
🔵 CONCLUSION
The Volume Profile Area extends traditional profiling by nesting a secondary VA profile inside the main distribution. This dual-layer approach reveals not just where the market was active overall, but where liquidity concentrated within the “fair value” zone—powerful for refining entries, exits, and risk placement across intraday and swing horizons.
AZ VP Scan 40% AreaThis indicator is developed by Ankur Zaveri, Gujarat, India. This indicator marks the Day's High and Day's Low for the underlying and calculates the difference between the two extrme values of the day in a separate table on the chart. It also shows 40% value of the difference between the Day's High and Day's Low to help scan the underlyings for taking trades based on Volume Profile.
Nifty 50 Weighted Volume IndicatorThis takes the volume of the cash market as per the composite weighted average of the Nifty 50 Components.
You can use this at your discretion to take calls on Index trades.
Previous TPOIndicator Summary
This Pine Script indicator, "Previous TPO," is designed to calculate and display five key price levels from the previous trading day's market activity. It uses a 30-minute TPO (Time Price Opportunity) profile, which is a method of organizing price by time to find areas of high and low activity.
The five levels it plots on the current day are:
1. Previous Value Area High (VAH)
2. Previous Value Area Low (VAL)
3. Previous Point of Control (POC)
4. Previous Initial Balance High (IBH)
5. Previous Initial Balance Low (IBL)
The script is built to be efficient, running its main calculation only once at the beginning of each new day. It also includes an automatic line management system to delete old lines, preventing the "Too many lines" error and keeping the chart clean.
How the Code Works
1. Data Collection: At the start of a new day (00:00), the script looks back at the chart's history. It uses request.security to access 30-minute bar data.
2. Collector Loop: It then loops backward, bar by bar, to find and store 48 unique 30-minute High/Low data points, which represents the full 24-hour range of the previous day.
3. TPO Profile: With this 30-minute data, it builds a TPO profile. It divides the previous day's price range into small bins (price levels) and counts how many 30-minute periods "touched" each price bin.
4. Level Calculation:
o POC: It finds the price bin with the highest TPO count (the most traded price) and sets it as the Point of Control.
o VAH/VAL: It starts at the POC and expands outward, adding the next-most-traded price bins until 70% (or the user-defined percentage) of the day's TPOs are included. The highest and lowest prices of this range are the Value Area High and Value Area Low.
o IBH/IBL: It identifies the high and low of the first hour (the first two 30-minute bars) of the previous day to set the Initial Balance High and Initial Balance Low.
5. Drawing: The script draws these five levels as horizontal lines across the current trading day, providing a constant reference.
6. Line Management: It keeps track of all lines in an array. When the total number of lines exceeds the user's limit (e.g., 50 days * 5 lines = 250), it automatically deletes the oldest lines from the chart.
Usefulness for Trading
This indicator provides a powerful framework for intraday traders by contextualizing the current day's price action against the previous day's "auction."
• Key Support/Resistance: The VAH, VAL, and POC act as significant support and resistance lev-els. Price reacting at these levels can signal mean reversion, while acceptance beyond them can signal a trend or expansion day.
• Value Area as Context: Trading inside the previous day's value area (between VAH and VAL) is often seen as "balanced" or "range-bound" trading. Trading outside of it is "unbalanced" or "trending."
• POC as a "Magnet": The POC, being the area of highest volume/time, often acts as a "magnet" or "center of gravity" for price.
• Opening Range: The Initial Balance (IB) levels show the opening range. A breakout from this range is often a key signal for the day's initial direction.
• 80% Rule: The script contains (currently commented-out) setup logic for the "80% Rule." This is a specific Market Profile strategy where:
1. The market opens inside the previous day's Value Area.
2. The Initial Balance fails to extend outside the VA (e.g., in a short setup, the IB high stays below the VAH).
3. This setup suggests an 80% probability that the price will rotate and test the other side of the Value Area (e.g., test the VAL).
Publication and restrictions
This script is published under the Mozilla Public Licence 2.0 (MPL 2.0) and is therefore suitable for publi-cation as an open source indicator on TradingView.
Timeframe limitation: The indicator is designed for intraday timeframes. Timeframes below 10 minutes do not work and lead to an error. Recommended time frame 30 minutes.
It will not work correctly on:
Time frame under 10 minutes: The data collection loop (max_bars_to_check = 3000) is not large enough to collect the bars required for a full day on a 5-minute chart or smaller.
High time frames (e.g. 1H, 4H, Daily): The script's logic is based on a chart timeframe 30-minute data that it requests. If higher time frames are selected, the script works but the zones are no longer correct or become irrelevant.
Volume Profile, Pivot Anchored by DGT - reviewedVolume Profile, Pivot Anchored by DGT - reviewed
This indicator, “Volume Profile, Pivot Anchored”, builds a volume profile between swing highs and lows (pivot points) to show where trading activity is concentrated.
It highlights:
Value Area (VAH / VAL) and Point of Control (POC)
Volume distribution by price level
Pivot-based labels showing price, % change, and volume
Optional colored candles based on volume strength relative to the average
Essentially, it visualizes how volume is distributed between market pivots to reveal key price zones and volume imbalances.
Project Pegasus SideMap • VRP Heatmap • Volume Node DetectionDescription CME_MINI:NQ1!
Project Pegasus – Volume SideMap V 1.0 builds a right-anchored horizontal volume heatmap silhouette, visualizing buy/sell participation per price level over any chosen lookback or visible range. It automatically detects Low-Volume Nodes (LVN), Medium-Volume Nodes (MVN), and High-Volume Nodes (HVN), while also marking Top Volume Peaks, POI Lines (Most-Touched Levels), and complete Value Area Levels (POC / VAH / VAL) including optional session highs/lows.
What’s Unique
Right-Fixed Rendering – All profile rows are anchored to the chart’s right edge, creating a consistent visual reference during live trading.
Gap-Free Silhouette – Each price row blends seamlessly with its neighbors, producing a clean and continuous volume shape.
Triple-Tier Node Detection (LVN / MVN / HVN) – Automatically highlights zones of rejection, transition, and acceptance based on relative volume strength.
Dynamic Binning System – Adapts to price range and lookback while preserving proportional per-row volume distribution.
POI Finder (Most Touches) – Highlights price rows that have been touched most frequently by bars (traffic clusters).
Top-N Peaks – Sorts and draws the strongest single-price clusters by total volume while respecting minimum spacing.
Integrated Value Area Metrics – Calculates and plots POC, VAH, and VAL with optional session High/Low markers.
Color Modes – Choose between heatmap intensity (volume-based) or buy/sell ratio blending for directional context.
Performance Optimized – Rebuilds only when structure changes, ensuring smooth operation even with large histories.
Technical Overview
1. Binning & Aggregation
The full price range is divided into a user-defined number of rows (bins) of equal height.
For each bar, traded volume is distributed across all intersecting bins proportionally to price overlap.
A buy/sell proxy is estimated based on candle close position, producing per-row Buy, Sell, and Total Volume arrays.
2. Silhouette Rendering
Each row’s strength = total volume ÷ maximum volume.
Two color modes:
• Volume Mode → intensity scales by relative volume (heatmap).
• Ratio Mode → blend between sell and buy base colors based on dominance (close position).
Weak or neutral rows can be faded or forced to minimum width via strength and ratio-deviation filters.
3. Node Detection (LVN / MVN / HVN)
Relative bands are defined by lower/upper % thresholds.
Consecutive rows meeting criteria are grouped into “bands.”
Optional gap-merge unifies nearby bands separated by small gaps (in ticks).
Quality filters:
• Min. Average in Band (%) → enforces minimum average participation.
• Min. Prominence vs. Neighbors (%) → compares contrast against adjacent volume peaks.
Enforces minimum center distance (in ticks) to prevent overlap.
Each valid band draws a Top/Bottom line pair and optional mid-label (LVN/MVN/HVN).
4. Volume Peaks
Ranks all rows by total volume (descending) and selects top N peaks with spacing filters.
Drawn as horizontal lines or labeled markers (P1, P2, etc.).
5. POI Lines (Most Touches)
During aggregation, each row counts how many bars overlap it.
The top X rows with highest touch counts are drawn as POI lines—often strong participation or mean-retest zones.
6. Value Area (POC / VAH / VAL)
POC = row with highest total volume.
Expands outward symmetrically until the configured Value Area % of total volume is covered.
VAH and VAL mark the acceptance range; optional High/Low lines outline total range boundaries.
7. Right-Fix Layout
All components are rendered relative to the chart’s rightmost bar.
Width dynamically scales with visible bars × % width setting, ensuring proportional scaling across zoom levels.
How to Use
Read market structure:
HVNs = high acceptance or balance areas → likely mean-reversion zones.
LVNs = thin participation → breakout or rejection points (“air pockets”).
MVNs = transition areas between acceptance and rejection.
Trade around POC / VAH / VAL:
These levels represent fair-value boundaries and rotational pivots.
POI & Peaks:
Use them as strong reference lines for responsive trading decisions.
Ratio-Color Mode:
Exposes directional imbalance and potential absorption zones visually.
Best practice:
Live trading → right-fix active, moderate row count.
Post-session analysis → higher granularity, LVN/HVN/MVN and peaks enabled with labels.
Key Settings
Core
Lookback length or visible-range mode
Row count (granularity)
Profile width (% of visible bars)
Right offset, minimum box width, transparency
Date Filter
Aggregate only bars from a defined start date onward.
Coloring
Buy/Sell ratio mode toggle
Base colors for buy and sell volume
Filters
Minimum ratio deviation (±) → ignore nearly balanced rows
Minimum volume strength (%) → fade weak rows
LVN / MVN / HVN Detection
Independent enable toggles
Lower/upper % thresholds
Minimum band height (rows)
Merge small gaps (ticks)
Minimum average in band (%)
Minimum prominence vs. neighbors (%)
Minimum distance between bands (ticks)
Line color, width, style, and label options
Peaks
Number of peaks (0–20)
Minimum distance between peaks (ticks)
Color, width, style, label placement
POI Lines
Enable toggle
POI count (1–5)
Minimum gap between POIs (rows)
Color, width, style, label offset
Value Levels (POC / VAH / VAL)
Show/hide Value Area Levels
Value Area % coverage
POC / VAH / VAL line styles, widths, colors
Optional Session High/Low lines
Notes & Limitations
Optimized for intraday and swing data; accuracy depends on chart volume granularity.
Large lookbacks with high row counts and all detection layers enabled may impact performance—adjust parameters for balance.
Buy/Sell ratio is a visual approximation based on candle structure, not actual order-book delta.
Designed as a contextual visualization tool, not a trade signal generator.
Disclaimer
For educational and informational purposes only.
Not financial advice.
Tick-Based Delta Volume BubblesTICK-BASED DELTA VOLUME BUBBLES
OVERVIEW
A real-time order flow indicator that displays volume delta at the tick level, helping traders identify buying and selling pressure as it develops during live market hours. Unlike traditional volume delta indicators that rely on bar close data, this indicator captures actual tick-by-tick volume changes and directional bias, providing granular insight into market dynamics.
HOW IT WORKS
The indicator monitors live tick data during real-time trading by tracking volume increases between consecutive price updates. Each time volume increments, the script calculates the volume delta, determines price direction, assigns directional bias to the volume, and accumulates net delta for each bar.
This methodology is identical to the tick detection mechanism used in professional cumulative volume delta tools, ensuring accuracy and reliability.
FEATURES
Real-Time Tick Detection
- Captures genuine tick-by-tick volume flow using varip persistence
- Not estimated from OHLC data
- Processes actual market ticks as they occur
Adaptive Bubble Sizing
- Bubbles scale based on delta strength relative to a customizable moving average (default 20 bars)
- Highlights significant order flow imbalances
- Five size levels from tiny to huge
Dual Display Modes
- Normal Mode: Sized bubbles with optional volume labels positioned at bar midpoint
- Minimal Mode: Clean dots above/below bars for unobtrusive delta visualization
Flow Classification
- Aggressive Buy (bright green): Strong positive delta with greater than 1.2x strength
- Aggressive Sell (bright red): Strong negative delta with greater than 1.2x strength
- Passive Buy (light green): Moderate positive delta
- Passive Sell (light red): Moderate negative delta
Intensity Mode (Optional)
- Gray: Low intensity (less than 0.5x average)
- Blue: Medium intensity (0.5-1.0x average)
- Orange: High intensity (1.0-2.0x average)
- Red: Extreme intensity (greater than 2.0x average)
Smart Filtering
- Percentile-based filters (customizable) ensure only significant delta events are displayed
- Reduces chart clutter while highlighting important order flow
- Separate thresholds for bubble display and numeric labels
Data Collection Status
- Optional progress box in top-right corner
- Shows real-time bar collection progress
- Displays percentage completion and bars remaining
- Automatically hides when sufficient data is collected
Hide Until Ready Option
- Suppresses bubble display until the averaging period is complete
- Prevents misleading signals from incomplete data
- Default requires 20 bars before displaying bubbles
SETTINGS
Delta Average Length (1-200, default 20)
- Lookback period for calculating delta strength baseline
- Higher values = longer-term delta comparison
- Lower values = more sensitive to recent changes
Hide Bubbles Until Enough Data
- Prevents display until averaging period completes
- Ensures reliable delta strength calculations
Show Data Collection Status Box
- Displays progress indicator during initialization
- Can be disabled if you understand the warmup period
Minimal Mode
- Switches to simple dot display above/below bars
- Green dots above bars = positive delta
- Red dots below bars = negative delta
- Maintains color intensity or flow type classification
Show Bubbles
- Master toggle for bubble display
Bubble Volume Percentile (0-100, default 60)
- Minimum percentile rank required to display bubble
- Higher values = fewer, more significant bubbles
- Lower values = more bubbles displayed
Show Numbers in Bubbles
- Toggle delta value labels
- Only appears in normal mode
- Disabled automatically in minimal mode
Label Volume Percentile (0-100, default 90)
- Higher threshold for displaying numeric labels
- Typically set higher than bubble percentile
- Reduces label clutter on chart
Intensity Mode
- Switch from flow-type coloring to magnitude-based coloring
- Useful for identifying volume spikes regardless of direction
IMPORTANT NOTES
Real-Time Only: This indicator processes live tick data and does not provide historical analysis. It begins collecting data when added to a live chart.
Volume Required: Symbol must have volume data available. Will not function on symbols without volume (most forex pairs from retail brokers).
Initialization Period: Requires the specified number of bars (default 20) to calculate accurate delta strength. Use the "Hide Until Ready" option to prevent premature signals.
Market Hours: Only collects data during live market hours. Does not backfill historical data.
CREDITS
Tick detection methodology inspired by the Kioseff Trading Tick CVD indicator. This implementation adapts the same core tick-level volume delta calculation for bubble-style visualization and per-bar delta analysis.
Londen & New York Sessies (UTC+2)This script highlights the London and New York trading sessions on the chart, adjusted for UTC+2 timezone. It's designed to help traders easily visualize the most active and liquid periods of the Forex and global markets directly on their TradingView charts. The London session typically provides strong volatility, while the New York session brings increased momentum and overlaps with London for powerful trading opportunities. Ideal for intraday and session-based strategies.
