Volume Profile Fixed Range

Volume Profile Fixed Range (VPFR)
Volume Profile Fixed Range is a technical indicator designed to build a volume profile within a user-defined range. The script distributes volume across price levels using lower timeframe data, allowing traders to identify key liquidity zones and the level with the highest volume concentration (POC).

When you add the indicator to the chart, it will prompt you to select two points — the boundaries of the working range. After choosing the start and end points, the indicator:

• loads lower timeframe data
• divides the price range into a specified number of rows
• distributes volume across them
• builds a histogram and marks the POC (Point of Control) level

Using LTF data improves profile accuracy compared to calculations performed on the current timeframe.

Important!
The profile cannot be built correctly using a single bar. The calculation requires a range consisting of multiple candles — this is due to the way graphical objects are rendered in Pine.

Inputs

Range

Start Time / End Time — Define the boundaries of the range within which the profile is built.

Settings

Auto Timeframe — Automatically selects a lower timeframe based on the current one. This helps balance calculation accuracy and performance.

Seconds — Enables second-based timeframes for 1-minute charts and below. If you do not have access to second-level data, disable this option when using Auto Timeframe on a 1-minute chart.

Lower Timeframe — Manual selection of the lower timeframe when Auto Timeframe is disabled.

Rows — The number of price levels in the profile. Higher values increase detail but also raise computational load.

Hist Width % — Adjusts the histogram width relative to the selected range.

Visual

These settings allow you to modify:

• profile row color
• range background color
• POC line color
• informational text size and position
• extension of the POC line to the right

Possible Runtime Errors

The indicator includes built-in checks to prevent incorrect calculations.

"No lower timeframe data is available"
Occurs when the selected lower timeframe is too small or when the profile is built too far back in history where data is unavailable.

Solution: increase the Lower Timeframe or move the working range closer to the present.

"The execution time limit has been reached"
Appears under excessive computational load — typically caused by an overly long range or a large number of profile rows.

Solution: increase the lower timeframe, reduce the Rows parameter, or shorten the calculation range.