Prev Day/Week/Month/ON VP LevelsBased on Prev Day/Week VP Levels MADE BY ADAM by adam4530. Credit to the original author for the core session-reset and volume-profile calculation approach this script builds on. This script is only tested on Tradingview Premium subscription.
This indicator automatically plots the previous day's, week's, month's, and overnight session's volume profile levels — Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL) — as clean horizontal levels, replicating the look of manually drawn key levels.
What's new vs. the original
Previous Month profile, calculated on its own configurable timeframe (default 5m), kept separate from the Day/Week/ON timeframe so a full month of bars doesn't hit intrabar data limits.
Previous Overnight (ON) profile — a configurable time-of-day session (default 18:00–09:30 New York) rather than a calendar-day session. It rolls over automatically the moment the session ends, replacing the prior ON levels.
Independent styling per period — Day, Week, Month, and ON each get their own line color, width, and style, instead of one shared style for everything.
Extend-to-latest-bar option — lines can stop at the current bar instead of running off the chart indefinitely, for a cleaner look (this is now the default).
How it works
Sessions are defined by a custom reset hour in a chosen timezone rather than midnight exchange time (default 18:00 New York). Weeks run from the Sunday-evening session open through the Friday close; months follow the same reset-hour boundary. The Overnight session instead uses a fixed time-of-day window (default 18:00–09:30) that wraps across midnight, finalizing into "previous ON" levels the moment RTH begins.
All profiles are calculated on a separate, configurable calculation timeframe — 1-minute by default for Day/Week/ON, 5-minute by default for Month — through request.security, independent of the chart timeframe. This means the levels are identical on every chart resolution and remain visible even on a 1-minute chart. Each period's profile distributes bar volume across price rows (default 1000), locates the POC as the highest-volume row, and expands the value area around it until it contains the configured share of total volume (default 70%).
Once a period completes, its levels are drawn and stay fixed until the next rollover — the exact levels a trader would mark by hand at the start of each session.
Features
Previous Day, Week, Month, and Overnight POC/VAH/VAL, each independently toggleable
Custom session reset hour and timezone (DST-safe)
Configurable ON session start/end time
Separate calculation timeframe for Day/Week/ON vs. Month, row count, and value area %
Independent line color, width, and style per period
Choice of extending levels infinitely right or only to the latest bar
Plain text labels with adjustable offset and size
No repainting — only completed periods are plotted
Intended use
Built for intraday traders who anchor execution around prior-session value: value area rotations, POC retests, acceptance/rejection outside prior value, and confluence with order flow, overnight range, or options-derived levels. インジケーター
VWAP Suite [vault]VWAP Suite
Most traders treat VWAP like a single line. This tool treats it the way Auction Market Theory treats it: as a developing value area with a center, an upper edge and a lower edge, tracked across every timeframe that matters, with the previous period frozen next to the current one so you always know where price sits relative to value.
Everything is inside one indicator. Session VWAPs from daily to yearly, standard deviation bands that form the value area, previous period levels, right side labels for every higher timeframe level, and rolling VWAPs over 7, 30, 90 and 365 days.
WHAT IT PLOTS
1. Session VWAPs (Daily, Weekly, Monthly, Quarterly, Yearly)
Each period has its own anchored VWAP that resets at the start of the period. The reset follows the exchange session of the symbol, not midnight UTC, so on CME futures a new daily VWAP starts at 18:00 New York, on OANDA gold at 17:00 New York, and so on. Weekly, monthly, quarterly and yearly resets follow the same logic.
You can enable any combination of these, each with its own color. By default the VWAP lines are drawn dotted so they do not compete visually with the bands and rolling lines. A "Dotted VWAP Lines" toggle switches them back to solid.
The lines break at the period change instead of drawing a vertical jump to the new starting level, so every session or week or month shows as its own clean block.
2. Standard Deviation Bands (Value Area)
Pick one period under "Anchored to Period" and the indicator draws its standard deviation bands around that VWAP:
- VWAP plus 1 SD = VAH (value area high)
- VWAP minus 1 SD = VAL (value area low)
- optional plus and minus 2 SD outer bands
The area between VAH and VAL is filled. Fill transparency is adjustable and defaults to a very subtle 95 so the band reads as a shadow behind price rather than a colored block.
The deviation is calculated with volume weighting from the same cumulative data as the VWAP itself, so VAH and VAL are the true volume weighted 1 SD edges of the developing value area. Bands also break at the period change.
3. Previous Period Levels
At the start of every new period the indicator freezes the VWAP and standard deviation of the period that just closed. Those frozen values are carried forward as flat lines through the current period:
- previous VWAP
- previous VAH and VAL (plus and minus 1 SD)
- optional previous plus and minus 2 SD
These are the levels that matter most from an Auction Market Theory point of view. Price opening inside the previous value area, above it, or below it tells you what kind of day or week you are likely dealing with. The previous value area can be filled as well, with a separate "Fill Prev Bands" toggle.
Each of the five periods keeps its own frozen values, so the previous weekly VAH is genuinely the VAH of last week, not of the last day.
4. HTF Labels (Weekly, Monthly, Quarterly, Yearly)
This is the part that keeps the chart clean. Instead of plotting eight or ten extra lines you get labels on the right side of the chart for the higher timeframe levels:
- current VWAP, VAH, VAL for each of W, M, Q, Y
- previous VWAP, VAH, VAL for each of W, M, Q, Y
Every single label has its own checkbox, so you can show exactly the ones you use and nothing else. Each period has its own color, and previous period labels are automatically dimmed so you can tell them apart at a glance. Two group switches, "Show Current Labels" and "Show Previous Labels", turn whole sets on and off.
Each label comes with a short horizontal tick line drawn at the price level, so you can see where the level sits even when the line itself is not plotted.
5. Rolling VWAPs (7, 30, 90, 365 day)
Rolling VWAPs do not reset. They always look back a fixed number of days and give you the volume weighted average of that whole window. They are calculated by time, not by bar count, so a 30 day rolling VWAP is the same 30 days whether you are on a 5 minute chart or a 4 hour chart. Each one has its own toggle, color and label.
Note on history: the 365 day line needs roughly a year of bars on your chart. On low timeframes with limited history it will be calculated from the first available bar. It is off by default for that reason.
LABEL CONTROLS
- Label Offset: how many bars to the right of the current bar the labels sit
- Label Size: tiny, small, normal or large
- Label Tick Length: length of the short line drawn in front of each label
- Show Right-Side Labels: one master switch that hides every label on the right in one click. Lines and fills stay. Useful when you want to screenshot a clean chart or when the labels start stacking up during a tight range.
HOW WE USE IT
The core idea is that VWAP is fair value for the period and the 1 SD bands are the edges of value. Price accepted inside the bands is balance. Price outside the bands is either an imbalance that will be faded back to value or the start of a trend that leaves the old value area behind.
A few things to watch for:
- Price opening the day or week outside the previous value area and holding there. That is acceptance away from old value and usually the start of a directional move.
- Price opening outside the previous value area and coming straight back inside. Failed breakout, look for a rotation to the other side of the value area.
- Daily VAH or VAL lining up with a weekly or monthly VWAP or value area edge. Stacked value edges from multiple timeframes are where the strongest reactions happen.
- Rolling 7D and 30D crossing or converging. That is medium term value shifting and it often precedes a larger move on the session timeframes.
The labels on the right are there so you never have to guess which level a line represents or scroll around to find the monthly VWAP.
CALCULATION NOTES
- Source is hlc3 by default and can be changed.
- VWAP is the volume weighted average of the source since the period start. Standard deviation is the volume weighted deviation of the source around that VWAP.
- Session boundaries come from the symbol's own exchange calendar.
- On symbols without volume (some CFDs and spot pairs), the indicator falls back to equal weighting so it still plots a time weighted average and bands rather than nothing.
- No repainting. Every value is computed from closed data and a period's frozen levels never change once the period has ended.
- Written in Pine Script v6.
INPUTS OVERVIEW
General: source, label offset, label size, label tick length, right side labels master switch
Session VWAPs: Daily / Weekly / Monthly / Quarterly / Yearly with colors, line width, dotted or solid
Standard Deviation Bands: on/off, anchored period, fill on/off, 2 SD bands on/off, colors, fill transparency
Previous Period Levels: prev 1 SD levels, prev 2 SD levels, prev labels, fill prev bands, color
HTF Labels: current / previous group switches, then per period color and six individual checkboxes (VWAP, VAH, VAL, pVWAP, pVAH, pVAL)
Rolling VWAPs: 7 / 30 / 90 / 365 day with colors
Works on any market and any timeframe. Built for futures and gold on intraday charts but the logic is the same on crypto, forex and stocks. インジケーター
Liquidity HeatmapLiquidity Heatmap – POC and Value Area.
A rolling volume-density profile rendered directly onto the price chart. Over a configurable lookback window the indicator distributes each historical bar's volume across every price bin its high-low range covered, then draws the resulting distribution as color-graded horizontal lines at each bin's midpoint. Point of Control and Value Area (70 % of total volume) are computed automatically, and a compact right-side histogram mirrors the profile in the future-offset zone. Built for intraday and swing traders who want a live, minimal read of where the market actually did business — the real liquidity anchors, not manual pivots.
How it works:
The indicator recalculates every N bars (default 5). On each recalc it finds the highest and lowest price of the lookback window, splits that range into a configurable number of bins (default 40), and iterates through every bar in the window. For each bar its volume — or a unit weight if volume weighting is disabled — is added to every bin whose price range the bar crossed. The result is a density array: the more time price stayed inside a bin and the higher the volume of those bars, the larger its density value. Bins are drawn as thin horizontal lines at their midpoints, with color and transparency scaled by the ratio of bin density to peak density.
The Point of Control is the bin with the largest total. Value Area is grown outward from POC, alternately taking whichever adjacent side holds more volume, until 70 % of the entire distribution is covered — VAH becomes the upper boundary of that region and VAL the lower. A right-side density histogram in the chart's offset zone re-renders the same profile in bar-chart form, and the level labels (POC / VAH / VAL) sit past the histogram so they never overlap the main heatmap. The information panel in the top-right corner shows the numeric price of each level and its signed percentage delta to the current close, color-coded green when the level sits above price, red when below, gray at parity.
What it calculates:
- Volume density per price bin over the lookback window
- POC — Point of Control, the bin with peak accumulated volume
- VAH — Value Area High, upper boundary of the 70 % volume region
- VAL — Value Area Low, lower boundary of the 70 % volume region
- Signed delta from current close to POC / VAH / VAL, in percent
Key features:
- Rolling recalculation every N bars for tunable CPU / responsiveness balance
- Volume weighting (default) or touch-count mode as a per-price frequency map — useful when volume data is unreliable
- Four-stop plasma color gradient (deep navy → violet → magenta → amber), every stop user-overridable via input.color
- Constant 1-pixel line width across all bins; visual weight is carried entirely by color intensity and transparency
- POC solid line and label placed past the offset histogram for readability
- VAH / VAL dashed lines extended all the way to their labels so the eye follows the level continuously
- Compact right-side density histogram in the future-offset area, mirroring the main profile in bar-chart form
- Top-right information panel with POC / VAH / VAL price and signed percentage delta to the current close, colored by side (green above / red below / gray at parity)
- Independent visibility toggles for POC and Value Area
- Adaptive bin geometry — resolution scales automatically with the price range of the lookback window
- Runs on any timeframe and any instrument; no external data sources required
Who it's for:
Intraday scalpers, swing traders, order-flow and Market Profile practitioners who need to see the true volume anchors of the current regime instead of hand-drawn horizontals. The color-graded strips make dominant liquidity walls, thin gaps and Value Area boundaries visually obvious at a glance, so attention goes to execution rather than to marking up the chart. インジケーター
Auction Intelligence█ AUCTION INTELLIGENCE
Auction Market Theory Overlay
An Auction Market Theory (AMT) overlay that analyzes market structure through volume profile analysis. It detects profile shape (D/P/b/DD), identifies balance vs. imbalance states, and tracks value migration — giving you the same auction-based framework used by institutional traders to understand market behavior.
Free and Open Source.
█ THE CONCEPT: WHY AUCTION MARKET THEORY MATTERS
Standard indicators tell you what happened. AMT tells you why . Markets are continuous two-sided auctions where buyers and sellers negotiate fair value:
Balance — Price rotates within an accepted value area. Expect mean-reversion and range-bound trading.
Imbalance — Price breaks away from the value area. One side dominates. Expect continuation.
Profile Shape — The distribution of volume tells you who is in control and what to expect next.
Value Migration — The direction where the POC and Value Area are shifting reveals the underlying trend.
█ CORE FEATURES
1. Volume Profile Engine
Distributes each bar's volume proportionally across price rows, building a volume-at-price distribution:
POC (Point of Control) — Highest volume row = strongest S/R level
VAH (Value Area High) — Upper boundary of the 70% value area = resistance
VAL (Value Area Low) — Lower boundary of the 70% value area = support
2. Profile Shape Detection
Automatically classifies the volume distribution into four distinct shapes:
D-shape — Balanced. Volume evenly distributed, POC near center. Expect rotation.
P-shape — Bullish. Volume concentrated in upper half. Buyers in control.
b-shape — Bearish. Volume concentrated in lower half. Sellers in control.
DD (Double Distribution) — Two distinct volume clusters. Market transitioning between value areas.
3. Balance vs. Imbalance Recognition
Three-factor analysis combining price position, VA width dynamics, and trend strength. The chart background colors automatically when imbalance is detected (cyan = bullish discovery, red = bearish discovery).
4. Value Migration Tracker
Monitors how the POC and Value Area midpoint shift over time:
Bullish Migration ▲ — POC and VA migrating higher = institutional buying
Bearish Migration ▼ — POC and VA migrating lower = institutional selling
Neutral ─ — No significant migration = consolidation
█ AUTO-TIMEFRAME ADAPTATION
All parameters automatically adjust based on the chart timeframe:
1-5 min → Lookback 30, 18 Rows, Migration Len 5
15-30 min → Lookback 40, 20 Rows, Migration Len 8
1 Hour → Lookback 50, 24 Rows, Migration Len 10
4 Hour → Lookback 70, 28 Rows, Migration Len 15
Daily → Lookback 100, 32 Rows, Migration Len 20
Weekly+ → Lookback 150, 40 Rows, Migration Len 30
Disable Auto-TF to use manual settings for full control.
█ DASHBOARD
A compact, dark-themed info panel displaying:
State — Current AMT state (BALANCE / IMBALANCE) with context
Shape — Detected profile shape (D / P / b / DD) with description
Migration — Value migration direction and strength
Position — Current price position relative to Value Area
POC / VAH / VAL — Key volume-based levels
█ ALERTS (4 CONDITIONS)
Balance → Imbalance — Market leaving the value area
Imbalance → Balance — Market returning to the value area
Profile Shape Changed — Volume distribution pattern shift
Value Migration Shift — Directional bias change in POC/VA migration
█ PRO VERSION
The PRO version (Auction Intelligence PRO v2.0) adds:
Initial Balance Range — IB Tracking + IB Extension Detection
Failed Auction Detection — VA Breakout Failures
Excess & Poor High/Low — Wick analysis at session extremes
Auction Rotation Factor — POC-cross frequency as market efficiency measure
Day Type Classification — Trend/Normal/Normal Var./Neutral/Double Dist. (Dalton)
Previous Day Value Area — PDPOC/PDVAH/PDVAL as reference levels
Enhanced Confluence Score — 0-12 scale with A+ to D grading
13 Alert Conditions
█ NON-REPAINTING
The volume profile is calculated from confirmed bar data only. The rolling lookback window recalculates on each confirmed bar using historical high/low/volume — no future data is used. No repainting.
█ WORKS ON
Crypto, Forex, Stocks, Futures, Indices — any timeframe from 1 minute to Monthly.
█ DISCLAIMER
This indicator is for educational and informational purposes only. It does not constitute financial advice. Always do your own research and manage your risk. Past performance does not guarantee future results. Trading involves substantial risk of loss.
インジケーター
Volume Profile█ VOLUME PROFILE
Volume-at-Price Analysis with POC, VAH & VAL
A powerful volume-at-price analysis overlay that calculates and visualizes the Point of Control (POC) , Value Area High (VAH) , and Value Area Low (VAL) directly on your chart. It reveals where the most trading activity occurred and provides real-time price position analysis — helping you identify high-probability support/resistance levels and mean-reversion zones.
Free and Open Source.
█ THE CONCEPT: WHY VOLUME PROFILE MATTERS
Price charts show when trading happened. Volume Profile shows where it happened. The distribution of volume across price levels reveals the market's true valuation zones:
Point of Control (POC) — The price with the highest accumulated volume. Acts as a magnet for price and the strongest single S/R level.
Value Area (70%) — The range containing 70% of all traded volume. Defines what the market considers "fair value."
Above/Below VA — Price outside the value area signals potential overextension or breakout.
Institutional traders, market makers, and algorithmic systems all reference volume profile levels.
█ CORE FEATURES
1. Volume Profile Engine
Distributes each bar's volume proportionally across the price rows it spans, building a precise volume-at-price histogram:
POC — Highest volume row = strongest support/resistance
VAH — Upper boundary of the 70% value area = resistance
VAL — Lower boundary of the 70% value area = support
Row count is configurable (10-50 levels).
2. Profile Anchoring
Three anchor modes control how the profile is built:
Rolling — Continuously recalculated over the last N bars. Best for real-time analysis.
Session — Resets every new trading day. Best for intraday context.
Week — Resets every new trading week. Best for swing context.
3. Price Position Analysis
Real-time classification of price relative to the value area:
ABOVE VA — Potential overextension or breakout
BELOW VA — Potential undervaluation or breakdown
AT POC — High-probability mean-reversion zone
IN VA — Normal trading range
4. Bounce & Rejection Signals
Automatic detection of price interaction with key volume levels:
POC Bounce Up/Down — Price touches POC and reverses
VAL Rejection — Price tests VAL and bounces up (bullish)
VAH Rejection — Price tests VAH and bounces down (bearish)
5. Volume Histogram Visualization
A horizontal bar chart displayed directly on the price chart showing the volume distribution. POC row highlighted with a distinct color.
█ AUTO-TIMEFRAME ADAPTATION
All parameters automatically adjust based on the chart timeframe:
1-5 min → Lookback 30, 18 Rows, Histogram Width 8
15-30 min → Lookback 40, 20 Rows, Histogram Width 10
1 Hour → Lookback 50, 24 Rows, Histogram Width 15
4 Hour → Lookback 70, 28 Rows, Histogram Width 18
Daily → Lookback 100, 32 Rows, Histogram Width 22
Weekly+ → Lookback 150, 40 Rows, Histogram Width 30
█ DASHBOARD
A compact, dark-themed info panel displaying:
POC — Current Point of Control price level
VAH / VAL — Value Area boundaries
Position — Current price position (ABOVE VA / BELOW VA / AT POC / IN VA)
To POC — Distance from current price to POC in percent
Anchor — Active profile anchor mode
VA Range — Width of the value area in price units
█ ALERTS (4 CONDITIONS)
POC Bounce Up — Bullish bounce off the Point of Control
POC Bounce Down — Bearish bounce off the Point of Control
VAL Rejection — Bullish rejection at Value Area Low
VAH Rejection — Bearish rejection at Value Area High
█ NON-REPAINTING
The volume profile is calculated from confirmed bar data only. Rolling mode recalculates the full lookback window on each bar using historical high/low/volume — no future data is used. Session and Week modes accumulate incrementally within the anchor period. No repainting.
█ WORKS ON
Crypto, Forex, Stocks, Futures, Indices — any timeframe from 1 minute to Monthly.
█ DISCLAIMER
This indicator is for educational and informational purposes only. It does not constitute financial advice. Always do your own research and manage your risk. Past performance does not guarantee future results. Trading involves substantial risk of loss.
インジケーター
AG Pro Volume Profile POC Magnet Map [AGPro Series]AG Pro Volume Profile POC Magnet Map
Overview
AG Pro Volume Profile POC Magnet Map is a chart-overlay indicator built around one practical question: how strongly is the current Point of Control attracting, holding, or losing price?
Instead of trying to replicate a full volume-profile workstation, this script focuses on the behavior of the active POC and the surrounding value area. The goal is to turn a familiar volume-profile concept into a cleaner decision-support map that helps users judge whether price is still interacting with the current fair-value center, rejecting it, reclaiming it, or beginning to establish value elsewhere.
The script is designed for users who want a visual framework around POC behavior without covering the chart with heavy histogram structures or overly complex dashboards. It highlights the active POC, the current Value Area High (VAH), the current Value Area Low (VAL), a compact magnet band around the POC, and a small set of reaction labels that describe how price is interacting with that area.
In short, this indicator is not trying to tell users what to buy or sell. It is trying to make one specific market reference more readable: the relationship between price and the current POC region.
What the script does
At a high level, the script does five things:
1) It builds a fixed-lookback volume-distribution map from recent chart data.
2) It derives the active POC, VAH, and VAL from that distribution.
3) It measures how close price is to the current POC and how often price revisits or accepts that region.
4) It converts those observations into a compact Magnet Score and state readout.
5) It marks a small set of price/POC interaction events such as Tag, Reject, and Reclaim.
The result is a visual tool that combines reference levels and contextual interpretation in one overlay.
Unique edge
Many indicators can show a POC. This script is built to answer a more specific question: what is the quality of the current POC as a magnet for price?
That difference matters. A raw POC line can be useful, but by itself it does not explain whether price is repeatedly returning to it, drifting away from it, rejecting it, or stabilizing around it. This script adds that missing context by combining the active POC with a behavior layer.
The design goal is not “more features.” The design goal is clearer interpretation:
- Is price still accepting the current value center?
- Is the POC functioning as a pullback magnet?
- Is price rejecting the area instead of accepting it?
- Is value beginning to migrate?
That is the role of the score, the state engine, and the reaction labels.
Methodology
The script uses a fixed lookback window and divides the recent price range into user-defined bins. It then allocates each bar’s volume to one price bin using the selected bar source, which can be Close or HLC3. From that distribution it identifies:
- POC: the highest-volume bin in the lookback window
- VAH: the upper boundary of the selected value area percentage
- VAL: the lower boundary of the selected value area percentage
After the levels are derived, the script evaluates how price is behaving relative to the active POC region.
The Magnet Score is built from multiple components:
- Distance: how far current price is from the POC, normalized by ATR
- Revisit behavior: how often price has returned to the POC region
- Acceptance behavior: how often price has closed near the POC region
- Stability: whether the POC is relatively stable or drifting quickly
- Rejection pressure: whether interactions with the POC region are ending in rejection rather than acceptance
These components are combined into a bounded 0-100 score. Higher readings suggest that the current POC remains a stronger center of attraction. Lower readings suggest weaker pull, weaker acceptance, or a market beginning to operate away from the current value center.
The script then classifies context into states such as:
- Magnet Strong
- Magnet Active
- POC Tagged
- POC Rejected
- Accepted Away
- Magnet Weakening
This state layer is designed to summarize the current context rather than generate automatic trading instructions.
How to read the chart
POC
The POC is the main reference line. It marks the highest-volume price zone inside the selected lookback distribution. If price repeatedly returns to it, reacts from it, or consolidates around it, that line is functioning as an active center of interest.
VAH and VAL
VAH and VAL define the current value-area boundaries. These help users judge whether price is still operating inside value or beginning to establish acceptance above or below it.
Magnet band
The magnet band is a narrow region around the POC. It exists to make POC interaction easier to read visually. It is not a claim that every touch is meaningful. It is simply a compact visual tolerance zone around the active POC.
Reaction labels
The script can display a small set of event labels:
- Tag: price reached the current POC region
- Reject: price interacted with the area and moved away
- Reclaim: price crossed back through the active POC after being on the other side
These labels are meant to help describe interaction, not to replace confirmation logic, risk management, or broader market context.
Panel
The panel summarizes:
- Magnet Score
- POC Distance
- POC Drift
- Value Context
- Last Reaction
- Current POC / VAH / VAL values
This gives users a quick status view without needing to inspect every line manually.
Typical use cases
This indicator may be useful when users want to:
- monitor whether pullbacks are still returning to the active POC
- judge whether price is still auctioning inside value or beginning to accept away from value
- compare different symbols for how “sticky” the current POC region appears to be
- add context to an existing structure, trend, or mean-reversion workflow
- keep a cleaner chart while still tracking basic volume-profile behavior
The script is intended as a context and interpretation layer. It is not a complete trading plan on its own.
Key inputs
Lookback Bars
Controls the size of the historical window used for the profile calculation. A larger value creates a broader context. A smaller value makes the profile more reactive.
Rows / Bin Count
Controls profile granularity. Higher values create more detailed binning. Lower values produce a smoother, simpler map.
Value Area %
Defines how much of total lookback volume is included inside the value area used to derive VAH and VAL.
Price Source For Bin Allocation
Lets users choose whether each bar’s volume is allocated using Close or HLC3. This changes how the profile is distributed across bins.
ATR Length
Used in normalization and spacing calculations, including the distance component and label positioning.
Magnet Band Width (ATR)
Controls the thickness of the tolerance zone around the active POC.
Distance Ceiling (ATR)
Caps how far price can be from the POC before the distance component is treated as maximally weak.
Revisit Window and Acceptance Window
These affect how the script measures repeated interaction and acceptance around the active POC region.
POC Drift Lookback
Used to estimate whether the active POC is relatively stable or shifting.
Label controls
Users can adjust label visibility, density, cooldown behavior, and right-edge line labels to keep the chart cleaner or more descriptive depending on preference.
Alerts
The script includes alert conditions for:
- POC Tag
- POC Reject
- POC Reclaim
- Magnet Strong
- Magnet Active
- Magnet Weakening
- Accepted Away
These alerts are event-based notifications tied to the script’s contextual logic. They are not performance claims and they should not be interpreted as guaranteed entry or exit signals.
Limitations and transparency
This script uses a fixed-lookback, bar-based approximation of volume distribution. It does not reconstruct native exchange-level order flow, bid/ask delta, or true tick-by-tick auction detail.
Volume is allocated to bins using a selected bar source rather than full intrabar volume-at-price reconstruction. That means the profile is intentionally simplified so it can remain lightweight and readable inside a standard Pine overlay.
Because the script uses a rolling lookback window, the active POC, VAH, and VAL can change as older bars leave the window and newer bars enter it. That is normal behavior for this design.
The reaction labels are descriptive, not predictive. A Tag does not imply reversal. A Reject does not guarantee continuation. A Reclaim does not guarantee trend resumption. They are context markers showing how price interacted with the current POC area according to the script’s definitions.
This tool should be read in conjunction with price structure, volatility, liquidity conditions, and user-defined execution rules.
What this script is not
This script is not:
- a full session volume-profile suite
- an order-flow or footprint tool
- a prediction engine
- a guaranteed reversal detector
- a stand-alone trade system
It is a focused overlay for interpreting how price is behaving around the current Point of Control and value-area structure.
Practical interpretation notes
In many markets, the POC acts like a reference area rather than a directional signal. The more often price returns to it and the more often price stabilizes near it, the more useful that region can become as a working fair-value reference.
By contrast, when price begins to hold above VAH or below VAL and stops interacting meaningfully with the POC region, the script may shift toward weaker magnet states or accepted-away context. That does not automatically imply trend continuation, but it does suggest that the current value center may be losing influence.
Users may find this especially useful when comparing:
- balanced conditions vs. directional conditions
- shallow pullbacks vs. deeper value retests
- symbols that keep rotating through value vs. symbols that are clearly accepting away from it
Risk disclosure
This indicator is for chart analysis and market context only. It does not provide investment advice, trading advice, or guaranteed outcomes.
All indicators simplify market behavior. This script is no exception. Markets can ignore previously important value references, react differently across symbols and timeframes, and change behavior as volatility regimes shift.
Users are responsible for their own confirmation process, execution decisions, and risk management. インジケーター
Double Edge VP🔷 Double Edge VP
━━━━━━━━━━━━━━━━━━━
Two institutional-grade tools. One indicator. Zero compromise.
This script brings together a dynamic Visible Range Volume Profile and a
non-repainting Double Bottom / Double Top pattern detector into a single
seamless overlay.
If you trade with volume context and price action structure together, this
is the only indicator you need on your chart.
─────────────────────────────────────────────────────────────
🔹 MODULE 1 — VISIBLE RANGE VOLUME PROFILE (VRVP)
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Most volume profiles are anchored to a fixed session or a manually selected
range. This one is different. The VRVP dynamically recalculates on every
incoming tick based on the exact bars currently visible on your screen.
Scroll left. Zoom in. Zoom out. The profile instantly rebuilds itself to
show the volume distribution for whatever price range you are looking at.
This is how professional traders use volume — not locked to a calendar
session, but alive and responsive to the context they are analyzing.
📌 Point of Control (POC)
The price row with the highest traded volume across the entire visible range.
This is the most accepted price level — the market's center of gravity.
Displayed as a bold golden dashed line spanning the full visible range with
a price label on the right edge. Price has a strong tendency to return to
the POC after extended moves away from it.
📌 Value Area — VAH & VAL
The zone containing 70% of all volume traded in the visible range (percentage
is fully adjustable). Based on the standard Auction Market Theory convention
used by professional futures and equity traders worldwide.
• Price trading inside the Value Area = fair value, expect rotation
• Price trading outside the Value Area = potential imbalance and opportunity
VAH and VAL are rendered as cyan dashed lines with a semi-transparent fill
between them, making the zone immediately readable at any zoom level.
📌 High Volume Nodes (HVN)
Rows where volume is at or above a configurable threshold relative to the POC
(default 75%). These are areas where the market spent significant time and
accepted price — they act as strong support and resistance levels. Price
frequently slows down, consolidates, or reverses at HVNs. Highlighted in teal.
📌 Low Volume Nodes (LVN)
Rows where volume is at or below a configurable threshold relative to the POC
(default 20%). These are price inefficiency zones — areas the market moved
through quickly with minimal acceptance. Price tends to travel rapidly through
LVNs in both directions and often returns to fill them later. Highlighted in red.
📌 Bull / Bear Volume Split
Every profile row is colored by directional dominance — green when buyer-
initiated volume exceeds seller-initiated, red when the opposite is true.
This gives you immediate insight into who controlled each price level, not
just how much volume traded there.
📌 Volume Labels Inside Every Bar
Each profile row displays its actual volume quantity directly inside the bar
itself — for example: 13.926K, 437, 2.8K. This is rendered using Pine
Script's box text parameter rather than label objects, which means every
single row is labeled regardless of Pine's 50-label hard cap. No rows are
ever skipped or silently dropped.
📌 Net Delta Box
The row with the largest absolute imbalance between buyer and seller volume
receives a standalone colored overlay showing the signed delta value —
for example -142 or +3.2K. Red background indicates net selling pressure.
Green background indicates net buying pressure. This single number tells
you where the market's sharpest directional commitment occurred.
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🔹 MODULE 2 — DOUBLE BOTTOM & DOUBLE TOP DETECTOR (DB/DT)
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Double Bottoms and Double Tops are among the most reliable reversal patterns
in technical analysis — but most detectors repaint, trigger too early, or
draw signals before the pattern is actually confirmed. This one does not.
Every signal in this detector is generated only after three conditions are
simultaneously true:
1. Two comparable pivot lows (or highs) have been confirmed with full
symmetric lookback on both sides — meaning the pivot cannot be detected
until the required number of bars has passed after it.
2. The price difference between the two pivots falls within your defined
tolerance threshold, ensuring genuine structural similarity.
3. The neckline has been broken by a configurable number of consecutive
bar closes in the signal direction — filtering out wicks, spikes, and
intra-bar noise that would otherwise produce false entries.
Once all three conditions are met, the signal is final and will never be
removed or moved to a different bar.
📌 Double Bottom — Bullish Reversal
Detects two pivot lows of similar price within a configurable bar window.
The neckline is automatically set to the highest high between the two bottoms.
A Long signal fires after the required number of consecutive closes above
the neckline. The indicator draws the "W" pattern connectors, DB labels at
both pivot points, a Long ↗ entry label, and the TP level line.
📌 Double Top — Bearish Reversal
Mirror logic of the Double Bottom. Two pivot highs of similar price within
the bar window. The neckline is the lowest low between the two tops. A Short
signal fires after consecutive closes below the neckline. Draws the "M"
pattern connectors, DT labels, a Short ↘ entry label, and the TP level line.
📌 7 TP / SL Calculation Modes
Choose the method that fits your trading style:
Bottom-to-Neckline → TP projected by the full pattern height (classic AMT)
R/R Ratio → Fixed reward-to-risk multiple, e.g. 2:1 or 3:1
ATR → Levels scaled dynamically by Average True Range
Percent → Fixed percentage distance from entry price
Points → Fixed point distance using syminfo.mintick
Pips → Fixed pip distance for forex instruments
Ticks → Fixed tick distance for futures instruments
📌 Trailing Stop Loss
When enabled, the stop loss moves in the direction of the trade as price
moves favorably, locking in profit while never widening risk. The trail
distance is fixed as the original entry-to-SL gap so your initial risk
profile is always preserved.
📌 TP Visual — Offset Dotted Line
The Take Profit level is displayed as a two-part line: a faint dotted
connector from the signal bar leading to a bold dotted TP segment that
begins a configurable number of bars to the right. This keeps the area
directly around the signal bar clean and readable — the same presentation
style used in institutional strategy publications.
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📊 LIVE STATISTICS TABLE
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A performance tracking table displays in your chosen screen position and
updates in real time as new patterns are detected across full chart history.
Tracked separately for Double Bottoms and Double Tops:
→ Total patterns detected
→ Trades triggered (neckline-confirmed signals only)
→ TP hits and SL hits (including trailing stop results)
→ Win rate % — color coded green above 50%, red below
→ Bar distance between pattern points: Min / Average / Median / Max
→ Price % difference between pattern points: Min / Average / Median / Max
Table position is fully configurable: Bottom Right, Bottom Left, Top Right,
Top Left, Middle Right, or Middle Left.
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🔔 ALERTS
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Two alert conditions fire on bar close — one for Long signals (Double Bottom
confirmed) and one for Short signals (Double Top confirmed).
Both messages are fully customizable and include the standard TradingView
dynamic placeholders {{ticker}}, {{interval}}, and {{close}} .
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⚙️ SETTINGS AT A GLANCE
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All inputs are organized into clearly labeled groups in the settings panel:
Profile → Rows, Value Area %, HVN threshold, LVN threshold
Visual → Profile width, POC / VA / fill / text / delta toggles
Colors → Full color control for every profile element
Detection → Pivot length, bar range, % tolerance, confirm bars,
enable/disable DB and DT independently
TP/SL → Mode selector, ATR settings, % / Points / Pips inputs,
trailing stop toggle, TP line offset and length
Visual → Colors for dots, necklines, signals, pattern lines,
label size, dot size, show/hide toggles
Table → Show/hide, position, text size
Alerts → Custom long and short alert message text
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📐 TECHNICAL TRANSPARENCY
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• max_boxes_count = 500 | max_lines_count = 500 | max_labels_count = 500
• VRVP runs only on barstate.islast — profile boxes are cleared and rebuilt
every tick using pooled drawing arrays
• DB/DT runs every bar using individually named persistent var handles —
the two modules share zero drawing objects
• Volume labels use box.new(text=...) to bypass the 50-label hard cap
• All DB/DT signals are strictly non-repainting — confirmed on bar close only
• Trailing stop ratchets forward only, never widens, preserves original risk
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📌 RECOMMENDED USE
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This indicator is designed for traders who combine volume analysis with price
action structure. The VRVP provides the context — where volume was accepted,
where it was rejected, and what the market considers fair value right now.
The DB/DT detector provides the trigger — confirmed structural reversals at
levels where the volume profile gives you a reason to act.
Best suited for:
→ Liquid instruments with reliable volume data
(Equities, Futures, Crypto spot markets)
→ Intraday and swing timeframes (1m through Daily)
→ Traders familiar with Auction Market Theory
→ Traders who want pattern detection without repainting
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Use the VRVP to understand where the market has been.
Use the DB/DT detector to anticipate where it is going next.
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Disclaimer: This indicator is for educational purposes only. Always practice proper risk management and combine with your own analysis before making trading decisions. Happy trading. インジケーター
Value Area Levels [crlmx]Calculated from native volume-at-price data vaLevels shows Value Area
levels (VAH, POC, VAL) across three independently configurable timeframes.
Requires TradingView Premium or above plan for Footprint data access,
Short of that refere to Lite version (coming soon).
Key Features
- Three independent VA slots with on/off toggles
- Timeframe selection: D, W, M, 30min, 1H, 4H, 8H, 12H
- Session-based VA on slot 3: NYC, London, Asia, Custom
- Custom session with user-defined time window and label prefix
- Auto-calculated row resolution per instrument type
- Manual ticks-per-row override for fine-tuning
- Configurable Value Area percentage (default 68%)
- Individual VAH, POC, VAL toggles per slot
- Optional price display in labels
- Requires TradingView Premium or Ultimate plan
- Streamlined input / UI brought to you by crlmx
Trading Applications
- Map previous day area against weekly and session VAs to identify confluence zones
- Track VAH/VAL as breakout triggers when price moves outside the prior value area
- Compare session VA (NYC/LDN) against daily VA to for reactions
- When daily and weekly VAs overlap, expect stronger reactions at the shared boundary
- Combine with prLevels for a complete prior-level picture (price levels + volume levels)
- Recommended Settings
Intraday S/R: D + W + NYC | Chart: 1-15 min
Session Trading: D + 4H + LDN | Chart: 1-5 min
Swing Reference: D + W + M | Chart: 30 min - 4H
Version History
- v0.10: Initial release
インジケーター
Volume Profile Skew [BackQuant]Volume Profile Skew
Overview
Volume Profile Skew is a market-structure indicator that answers a specific question most volume profiles do not:
“Is volume concentrating toward lower prices (accumulation) or higher prices (distribution) inside the current profile range?”
A standard volume profile shows where volume traded, but it does not quantify the shape of that distribution in a single number. This script builds a volume profile over a rolling lookback window, extracts the key profile levels (POC, VAH, VAL, and a volume-weighted mean), then computes the skewness of the volume distribution across price bins. That skewness becomes an oscillator, smoothed into a regime signal and paired with visual profile plotting, key level lines, and historical POC tracking.
This gives you two layers at once:
A full profile and its important levels (where volume is).
A skew metric (how volume is leaning within that range).
What this indicator is based on
The foundation comes from classical “volume at price” concepts used in Market Profile and Volume Profile analysis:
POC (Point of Control): the price level with the highest traded volume.
Value Area (VAH/VAL): the zone containing the bulk of activity, commonly 70% of total volume.
Volume-weighted mean (VWMP in this script): the average price weighted by volume, a “center of mass” for traded activity.
Where this indicator extends the idea is by treating the volume profile as a statistical distribution across price. Once you treat “volume by price bin” as a probability distribution (weights sum to 1), you can compute distribution moments:
Mean: where the mass is centered.
Standard deviation: how spread-out it is.
Skewness: whether the distribution has a heavier tail toward higher or lower prices.
This is not a gimmick. Skewness is a standard statistic in probability theory. Here it is applied to “volume concentration across price”, not to returns.
Core concept: what “skew” means in a volume profile
Imagine a profile range from Low to High, split into bins. Each bin has some volume. You can get these shapes:
Balanced profile: volume is fairly symmetric around the mean, skew near 0.
Bottom-heavy profile: more volume at lower prices, with a tail toward higher prices, skew tends to be positive.
Top-heavy profile: more volume at higher prices, with a tail toward lower prices, skew tends to be negative.
In this script:
Positive skew is labeled as ACCUMULATION.
Negative skew is labeled as DISTRIBUTION.
Near-zero skew is NEUTRAL.
Important: accumulation here does not mean “buying will immediately pump price.” It means the profile shape suggests more participation at lower prices inside the current lookback range. Distribution means participation is heavier at higher prices.
How the volume profile is built
1) Define the analysis window
The profile is computed on a rolling window:
Lookback Period: number of bars included (capped by available history).
Profile Resolution (bins): number of price bins used to discretize the high-low range.
The script finds the highest high and lowest low in the lookback window to define the price range:
rangeHigh = highest high in window
rangeLow = lowest low in window
binSize = (rangeHigh - rangeLow) / bins
2) Create bin midpoints
Each bin gets a midpoint “price” used for calculations:
price = rangeLow + binSize * (b + 0.5)
These midpoints are what the mean, variance, and skewness are computed on.
3) Distribute each candle’s volume into bins
This is a key implementation detail. Real volume profiles require tick-level data, but Pine does not provide that. So the script approximates volume-at-price using candle ranges:
For each bar in the lookback:
Determine which bins its low-to-high range touches.
Split that candle’s total volume evenly across the touched bins.
So if a candle spans 6 bins, each bin gets volume/6 from that bar. This is a practical, consistent approximation for “where trading could have occurred” inside the bar.
This approach has tradeoffs:
It does not know where within the candle the volume truly traded.
It assumes uniform distribution across the candle range.
It becomes more meaningful with larger samples (bigger lookback) and/or higher timeframes.
But it is still useful because the purpose here is the shape of the distribution across the whole window, not exact microstructure.
Key profile levels: POC, VAH, VAL, VWMP
POC (Point of Control)
POC is found by scanning bins and selecting the bin with maximum volume. The script stores:
pocIndex: which bin has max volume
poc price: midpoint price of that bin
Value Area (VAH/VAL) using 70% volume
The script builds the value area around the POC outward until it captures 70% of total volume:
Start with the POC bin.
Expand one bin at a time to the side with more volume.
Stop when accumulated volume >= 70% of total profile volume.
Then:
VAL = rangeLow + binSize * lowerIdx
VAH = rangeLow + binSize * (upperIdx + 1)
This produces a classic “where most business happened” zone.
VWMP (Volume-Weighted Mean Price)
This is essentially the center of mass of the profile:
VWMP = sum(price * volume ) / totalVolume
It is similar in spirit to VWAP, but it is computed over the profile bins, not from bar-by-bar typical price.
Skewness calculation: turning the profile into an oscillator
This is the main feature.
1) Treat volumes as weights
For each bin:
weight = volume / totalVolume
Now weights sum to 1.
2) Compute weighted mean
Mean price:
mean = sum(weight * price )
3) Compute weighted variance and std deviation
Variance:
variance = sum(weight * (price - mean)^2)
stdDev = sqrt(variance)
4) Compute weighted third central moment
Third moment:
m3 = sum(weight * (price - mean)^3)
5) Standardize to skewness
Skewness:
rawSkew = m3 / (stdDev^3)
This standardization matters. Without it, the value would explode or shrink based on profile scale. Standardized skewness is dimensionless and comparable.
Smoothing and regime rules
Raw skewness can be jumpy because:
profile bins change as rangeHigh/rangeLow shift,
one high-volume candle can reshape the distribution,
volume regimes change quickly in crypto.
So the indicator applies EMA smoothing:
smoothedSkew = EMA(rawSkew, smooth)
Then it classifies regime using fixed thresholds:
Bullish (ACCUMULATION): smoothedSkew > +0.25
Bearish (DISTRIBUTION): smoothedSkew < -0.25
Neutral: between those values
Signals are generated on threshold cross events:
Bull signal when smoothedSkew crosses above +0.25
Bear signal when smoothedSkew crosses below -0.25
This makes the skew act like a regime oscillator rather than a constantly flipping color.
Volume Profile plotting modes
The script draws the profile on the last bar, using boxes for each bin, anchored to the right with a configurable offset. The width of each profile bar is normalized by max bin volume:
volRatio = binVol / maxVol
barWidth = volRatio * width
Three style modes exist:
1) Gradient
Uses a “jet-like” gradient based on volRatio (blue → red). Higher-volume bins stand out naturally. Transparency increases as volume decreases, so low-volume bins fade.
2) Solid
Uses the current regime color (bull/bear/neutral) for all bins, with transparency. This makes the profile read as “structure + regime.”
3) Skew Highlight
Highlights bins that match the skew bias:
If skew bullish, emphasize lower portion of profile.
If skew bearish, emphasize higher portion of profile.
Else, keep most bins neutral.
This is a visual “where the skew is coming from” mode.
Historical POC tracking and Naked POCs
This script also treats POCs as meaningful levels over time, similar to how traders track old VA levels.
What is a “naked POC”?
A “naked POC” is a previously formed POC that has not been revisited (retested) by price since it was recorded. Many traders watch these as potential reaction zones because they represent prior “maximum traded interest” that the market has not re-engaged with.
How this script records POCs
It stores a new historical POC when:
At least updatebars have passed since the last stored POC, and
The POC has changed by at least pochangethres (%) from the last stored value.
New stored POCs are flagged as naked by default.
How naked becomes tested
On each update, the script checks whether price has entered a small zone around a naked POC:
zoneSize = POC * 0.002 (about 0.2%)
If bar range overlaps that zone, mark it as tested (not naked).
Display controls:
Highlight Naked POCs: draws and labels untested POCs.
Show Tested POCs: optionally draw tested ones in a muted color.
To avoid clutter, the script limits stored POCs to the most recent 20 and avoids drawing ones too close to the current POC.
On-chart key levels and what they mean
When enabled, the script draws the current lookback profile levels on the price chart:
POC (solid): the “most traded” price.
VAH/VAL (dashed): boundaries of the 70% value area.
VWMP (dotted): volume-weighted mean of the profile distribution.
Interpretation framework (practical, not mystical):
POC often behaves like a magnet in balanced conditions.
VAH/VAL define the “accepted” area, breaks can signal auction continuation.
VWMP is a fair-value reference, useful as a mean anchor when skew is neutralizing.
Oscillator panel and histogram
The skew oscillator is plotted in a separate pane:
Line: smoothedSkew, colored by regime.
Histogram: smoothedSkew as bars, colored by sign.
Fill: subtle shading above/below 0 to reinforce bias.
This makes it easy to read:
Direction of bias (positive vs negative).
Strength (distance from 0 and from thresholds).
Transitions (crosses of ±0.25).
Info table: what it summarizes
On the last bar, a table prints key diagnostics:
Current skew value (smoothed).
Regime label (ACCUMULATION / DISTRIBUTION / NEUTRAL).
Current POC, VAH, VAL, VWMP.
Count of naked POCs still active.
A simple “volume location” hint (lower/higher/balanced).
This is designed for quick scanning without reading the entire profile.
Alerts
The indicator includes alerts for:
Skew regime shifts (cross above +0.25, cross below -0.25).
Price crossing above/below current POC.
Approaching a naked POC (within 1% of any active naked POC).
The “approaching naked POC” alert is useful as a heads-up that price is entering a historically important volume magnet/reaction zone.
How to use it properly
1) Regime filter
Use skew regime to decide what type of trades you should prioritize:
ACCUMULATION (positive skew): market activity is heavier at lower prices, pullbacks into value or below VWMP often matter more.
DISTRIBUTION (negative skew): activity is heavier at higher prices, rallies into value or above VWMP often matter more.
NEUTRAL: mean-reversion and POC magnet behavior tends to dominate.
This is not “buy when green.” It is context for what the auction is doing.
2) Level-based execution
Combine skew with VA/POC levels:
In neutral regimes, expect rotations around POC and inside VA.
In strong skew regimes, watch for acceptance away from POC and reactions at VA edges.
3) Naked POCs as targets and reaction zones
Naked POCs can act like unfinished business. Common workflows:
As targets in rotations.
As areas to reduce risk when price is approaching.
As “if it breaks cleanly, trend continuation” markers when price returns with force.
Parameter tuning guidance
Lookback
Controls how “local” the profile is.
Shorter: reacts faster, more sensitive to recent moves.
Longer: more stable, better for swing context.
Bins
Controls resolution of the profile.
Higher bins: more detail, more computation, more sensitive profile shape.
Lower bins: smoother, less detail, more stable skew.
Smoothing
Controls how noisy the skew oscillator is.
Higher smoothing: fewer regime flips, slower response.
Lower smoothing: more responsive, more false transitions.
POC tracking settings
Update interval and threshold decide how many historical POCs you store and how different they must be. If you set them too loose, you will spam levels. If too strict, you will miss meaningful shifts.
Limitations and what not to assume
This indicator uses candle-range volume distribution because Pine cannot see tick-level volume-at-price. That means:
The profile is an approximation of where volume could have traded, not exact tape data.
Skew is best treated as a structural bias, not a precise signal generator.
Extreme single-bar events can distort the distribution briefly, smoothing helps but cannot remove reality.
Summary
Volume Profile Skew takes standard volume profile structure (POC, Value Area, volume-weighted mean) and adds a statistically grounded measure of profile shape using skewness. The result is a regime oscillator that quantifies whether volume concentration is leaning toward lower prices (accumulation) or higher prices (distribution), while also plotting the full profile, key levels, and historical naked POCs for actionable context.
インジケーター
インジケーター
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. インジケーター
インジケーター
Market sessions and Volume profile - By LeviathanThis script allows you to keep track of Forex market sessions (Tokyo, London and New York), as well as Daily, Weekly and Monthly sessions. All of them are accompanied by Volume Profile options where you can view VP Histogram, Point of Control, Value Area High and Value Area Low.
Colors, lines and other design preferences are fully customizable.
* Volume Profile of shorter sessions (eg. Tokyo, London, New York) works better when using lower timeframes such as 15min, 5min, etc.
** Use timeframe higher than 15min when viewing Monthly sessions
Indicator settings overview:
SESSION TYPE
- Tokyo session (1:00 - 9:00 UTC/ GMT )
- London session (7:00 - 16:00 UTC/ GMT )
- New York session (13:00 - 22:00 UTC/ GMT )
- Daily session
- Weekly session
- Monthly session
DISPLAY
- Show Volume Profile (Show or hide Volume Profile histogram)
- Show POC (Show or hide Point Of Control line)
- Show VAL (Show or hide Value Area Low line)
- Show VAH (Show or hide Value Area High line)
- Show Live Zone (Show or hide the ongoing session)
VOLUME PROFILE SETTINGS
- Resolution (The higher the value, the more refined of a profile, but less profiles are shown on the chart)
- Smooth Volume Data (Useful for assets that have very large spikes in volume over large bars, helps create better profiles)
APPEARANCE
- Up Volume color (Pick a custom color for up/ bullish volume profile nodes)
- Down Volume color (Pick a custom color for down/ bearish volume profile nodes)
- POC color and thickness (Pick a custom color and thickness for Point Of Control line)
- VAH color and thickness (Pick a custom color and thickness for Value Area High line)
- VAL color and thickness (Pick a custom color and thickness for Value Area Low line)
- Session box thickness (Pick a custom thickness for the session box. Color is provided automatically with optimal contrast)
** Some VP elements are inspired by @LonesomeTheBlue's volume profile script インジケーター
Volume/Market ProfileVolume/Market Profile is a 2 in 1 Volume Profile and Market Profile Indicator.
This indicator is my own calculations for compiling a volume profile and market profile.
The profile is progressively calculated live as the chart develops.
I have made use of both Boxes AND Lines to allow me to display a finer granularity profile by displaying up to twice the max amount of lines allowed in tradingview.
I have spent a lot of time to make sure the values are getting appended exactly as intended so that I can assure this profile is operating as precisely as possible within the limitations of the data available.
To make my calculations easier to use in other places, I have made my volume profile a function that can be extracted and used whenever you need values from a volume profile.
Feel free to read through the script if you don't understand how this profile is developed. I have made a commentary of my volume profile function to help you understand what exactly happens to compile the profiles.
As mentioned before, This indicator doubles as a market profile. To view both at the same time you will need to add the indicator on your chart twice.
I have built in comprehensive customizations to allow you to display your profiles however fits your needs.
Timeframe: The aggregation period for profiles, to see a 1 week profile, change the timeframe to 1 week.
Note: You can add custom timeframes by adding a custom timeframe in your chart timeframe dropdown menu. When you add timeframes in this area, they appear as options within indicators with the timeframe input.
Sensitivity: Allows for greater or less granularity changes. The calculation method for granularity automatically changes depending on the range of your chart.
Note: Multiply this value by 100 and that will be the max range (in ticks) of your price before the indicator automatically adjusts to make the profile less granular. (ex. If price ranges $1, and 1 tick is $0.01, granularity will be 0.01 with a sensitivity of 1+)
Value Area %: % of total volume to display as the value zone. (_% of total profile values are contained within the value zone)
Calculate as Market Profile: Uses a 1 Instead of the candle volume, to display a Market Profile. (If selected POC -> TPOC)
Display Size: Sets the # of bars from the profile axis to the profile's max value. If set negative, profile will be displayed left of axis, if positive, profile will be displayed to the right of the axis.
Display Offset: Sets the # of bars in front(or behind) the current chart bar to set the axis of the profile. If negative, the axis will be to the left of the current chart bar, if positive the axis will be right of the current chart bar.
Display Historical POC/VAH/VAL: Choose to display historical poc,vah,val lines.
Colors: I'm not explaining colors.
Enjoy! インジケーター
インジケーター
Volume Profile [Makit0]VOLUME PROFILE INDICATOR v0.5 beta
Volume Profile is suitable for day and swing trading on stock and futures markets, is a volume based indicator that gives you 6 key values for each session: POC, VAH, VAL, profile HIGH, LOW and MID levels. This project was born on the idea of plotting the RTH sessions Value Areas for /ES in an automated way, but you can select between 3 different sessions: RTH, GLOBEX and FULL sessions.
Some basic concepts:
- Volume Profile calculates the total volume for the session at each price level and give us market generated information about what price and range of prices are the most traded (where the value is)
- Value Area (VA): range of prices where 70% of the session volume is traded
- Value Area High (VAH): highest price within VA
- Value Area Low (VAL): lowest price within VA
- Point of Control (POC): the most traded price of the session (with the most volume)
- Session HIGH, LOW and MID levels are also important
There are a huge amount of things to know of Market Profile and Auction Theory like types of days, types of openings, relationships between value areas and openings... for those interested Jim Dalton's work is the way to come
I'm in my 2nd trading year and my goal for this year is learning to daytrade the futures markets thru the lens of Market Profile
For info on Volume Profile: TV Volume Profile wiki page at www.tradingview.com
For info on Market Profile and Market Auction Theory: Jim Dalton's book Mind over markets (this is a MUST)
BE AWARE: this indicator is based on the current chart's time interval and it only plots on 1, 2, 3, 5, 10, 15 and 30 minutes charts.
This is the correlation table TV uses in the Volume Profile Session Volume indicator (from the wiki above)
Chart Indicator
1 - 5 1
6 - 15 5
16 - 30 10
31 - 60 15
61 - 120 30
121 - 1D 60
This indicator doesn't follow that correlation, it doesn't get the volume data from a lower timeframe, it gets the data from the current chart resolution.
FEATURES
- 6 key values for each session: POC (solid yellow), VAH (solid red), VAL (solid green), profile HIGH (dashed silver), LOW (dashed silver) and MID (dotted silver) levels
- 3 sessions to choose for: RTH, GLOBEX and FULL
- select the numbers of sessions to plot by adding 12 hours periods back in time
- show/hide POC
- show/hide VAH & VAL
- show/hide session HIGH, LOW & MID levels
- highlight the periods of time out of the session (silver)
- extend the plotted lines all the way to the right, be careful this can turn the chart unreadable if there are a lot of sessions and lines plotted
SETTINGS
- Session: select between RTH (8:30 to 15:15 CT), GLOBEX (17:00 to 8:30 CT) and FULL (17:00 to 15:15 CT) sessions. RTH by default
- Last 12 hour periods to show: select the deph of the study by adding periods, for example, 60 periods are 30 natural days and around 22 trading days. 1 period by default
- Show POC (Point of Control): show/hide POC line. true by default
- Show VA (Value Area High & Low): show/hide VAH & VAL lines. true by default
- Show Range (Session High, Low & Mid): show/hide session HIGH, LOW & MID lines. true by default
- Highlight out of session: show/hide a silver shadow over the non session periods. true by default
- Extension: Extend all the plotted lines to the right. false by default
HOW TO SETUP
BE AWARE THIS INDICATOR PLOTS ONLY IN THE FOLLOWING CHART RESOLUTIONS: 1, 2, 3, 5, 10, 15 AND 30 MINUTES CHARTS. YOU MUST SELECT ONE OF THIS RESOLUTIONS TO THE INDICATOR BE ABLE TO PLOT
- By default this indicator plots all the levels for the last RTH session within the last 12 hours, if there is no plot try to adjust the 12 hours periods until the seesion and the periods match
- For Globex/Full sessions just select what you want from the dropdown menu and adjust the periods to plot the values
- Show or hide the levels you want with the 3 groups: POC line, VA lines and Session Range lines
- The highlight and extension options are for a better visibility of the levels as POC or VAH/VAL
THANKS TO
@watsonexchange for all the help, ideas and insights on this and the last two indicators (Market Delta & Market Internals) I'm working on my way to a 'clean chart' but for me it's not an easy path
@PineCoders for all the amazing stuff they do and all the help and tools they provide, in special the Script-Stopwatch at that was key in lowering this indicator's execution time
All the TV and Pine community, open source and shared knowledge are indeed the best way to help each other
IF YOU REALLY LIKE THIS WORK, please send me a comment or a private message and TELL ME WHAT you trade, HOW you trade it and your FAVOURITE SETUP for pulling out money from the market in a consistent basis, I'm learning to trade (this is my 2nd year) and I need all the help I can get
GOOD LUCK AND HAPPY TRADING インジケーター
