[Greeny] RTH Only Naked VPOC

昨日

What it does

Calculates and displays daily Volume Point of Control (VPOC) levels based on RTH (Regular Trading Hours) session only. Tracks which VPOCs remain "naked" (untouched) and which have been hit - but only counts hits during RTH hours, ignoring overnight/globex touches.

Key Features

• One VPOC per trading day calculated from entire RTH session volume profile
  
• RTH-only hit detection - levels only marked as hit when touched during RTH, not overnight
  
• Works on all timeframes - daily, hourly, or any chart timeframe
  
• Volume-based filtering - automatically skips low-liquidity sessions (pre-front-month contract data)
  
• Visual markers - small dash on origin bar shows where each VPOC was, even after being hit
  

Visual Guide

• Yellow dashed line - Naked VPOC (not yet touched during RTH)
  
• White dashed line - Hit VPOC (was touched during RTH)
  
• Small dash on candle - POC origin marker
  

Settings

• Display options: Toggle to show only naked POCs, customize hit/naked colors, adjust line width and style (solid/dashed/dotted), enable/disable line extension and origin markers.
  
• RTH Session: Configure start and end time in NY timezone. Default is 9:30-16:00 (US equity market hours), which equals 15:30-22:00 Budapest time.
  
• Advanced: Adjust volume profile resolution (default 250 bins), data source timeframe for calculations (5min recommended for daily charts), and minimum volume threshold to filter out low-liquidity sessions like pre-rollover contract data (default 10% of average).
  
  Best For
  
  • ES/MES, NQ/MNQ futures traders
  • Mean reversion strategies using VPOC as support/resistance
    
  • Auction Market Theory practitioners
    
  • Anyone wanting clean RTH-only volume profile levels
    

  Note on Contract Rollovers
  When using specific contract symbols (e.g., ESH2026 instead of ES1!), the script may show many naked VPOCs from months before the contract became active. This happens because futures contracts have very low liquidity before becoming the front-month, creating unreliable VPOCs with gaps that never get hit. The volume filter helps reduce this, but you may need to increase the "Min Volume % of Average" setting or simply ignore older levels when viewing back-month data.

10 時間前

リリースノート

Fixed calculation of VPOC, it was not accurate enough