nPOC Levels by Tyler### Explanation of the Pine Script
This Pine Script identifies and displays weekly naked Points of Control (nPOCs) on a TradingView chart. An nPOC represents a Point of Control (POC) from a previous week that has not been revisited by price action in subsequent weeks. These nPOCs are extended to the right as horizontal lines, indicating potential support or resistance levels.
#### Script Overview
1. **Indicator Declaration:**
```pinescript
//@version=5
indicator("Weekly nPOCs", overlay=true)
```
- The script is defined as a version 5 Pine Script.
- The `indicator` function sets the script's name ("Weekly nPOCs") and specifies that the indicator should be overlaid on the price chart (`overlay=true`).
2. **Function to Calculate POC:**
```pinescript
f_poc(_hl2, _vol) =>
var float vol_profile = na
if (na(vol_profile))
vol_profile := array.new_float(100, 0.0)
_bin_size = (high - low) / 100
for i = 0 to 99
if _hl2 >= low + i * _bin_size and _hl2 < low + (i + 1) * _bin_size
array.set(vol_profile, i, array.get(vol_profile, i) + _vol)
max_volume = array.max(vol_profile)
poc_index = array.indexof(vol_profile, max_volume)
poc_price = low + poc_index * _bin_size + _bin_size / 2
poc_price
```
- The function `f_poc` calculates the Point of Control (POC) for a given period.
- It takes two parameters: `_hl2` (the average of the high and low prices) and `_vol` (volume).
- A volume profile array (`vol_profile`) is initialized to store volume data across different price bins.
- The price range between the high and low is divided into 100 bins (`_bin_size`).
- The function iterates over each bin, accumulating the volumes for prices within each bin.
- The bin with the maximum volume is identified as the POC (`poc_price`).
3. **Variables to Store Weekly Data:**
```pinescript
var float poc = na
var float prev_poc = na
var line poc_lines = na
if na(poc_lines)
poc_lines := array.new_line(0)
```
- `poc` stores the current week's POC.
- `prev_poc` stores the previous week's POC.
- `poc_lines` is an array to store lines representing nPOCs. The array is initialized if it is `na` (not initialized).
4. **Calculate Weekly POC:**
```pinescript
is_new_week = ta.change(time('W')) != 0
if (is_new_week)
prev_poc := poc
poc := f_poc(hl2, volume)
if not na(prev_poc)
line new_poc_line = line.new(x1=bar_index, y1=prev_poc, x2=bar_index + 100, y2=prev_poc, color=color.red, width=2)
label.new(x=bar_index, y=prev_poc, text="nPOC", style=label.style_label_down, color=color.red, textcolor=color.white)
array.push(poc_lines, new_poc_line)
```
- `is_new_week` checks if the current bar is the start of a new week using the `ta.change(time('W'))` function.
- If it's a new week, the previous week's POC is stored in `prev_poc`, and the current week's POC is calculated using `f_poc`.
- If `prev_poc` is not `na`, a new line (`new_poc_line`) representing the nPOC is created, extending it to the right (for 100 bars).
- A label is created at the `prev_poc` level, marking it as "nPOC".
- The new line is added to the `poc_lines` array.
5. **Remove Old Lines:**
```pinescript
if array.size(poc_lines) > 52
line.delete(array.shift(poc_lines))
```
- This section ensures that only the last 52 weeks of nPOCs are kept to avoid cluttering the chart.
- If the `poc_lines` array contains more than 52 lines, the oldest line is deleted using `array.shift`.
6. **Plot the Current Week's POC as a Reference:**
```pinescript
plot(poc, title="Current Weekly POC", color=color.blue, linewidth=2, style=plot.style_line)
```
- The current week's POC is plotted as a blue line on the chart for reference.
#### Summary
This script calculates and identifies weekly Points of Control (POCs) and marks them as nPOCs if they remain untouched by subsequent price action. These nPOCs are displayed as horizontal lines extending to the right, providing traders with potential support or resistance levels. The script also manages the number of lines plotted to maintain a clear and uncluttered chart.
Cari skrip untuk "poc"
Multiple Naked LevelsPURPOSE OF THE INDICATOR
This indicator autogenerates and displays naked levels and gaps of multiple types collected into one simple and easy to use indicator.
VALUE PROPOSITION OF THE INDICATOR AND HOW IT IS ORIGINAL AND USEFUL
1) CONVENIENCE : The purpose of this indicator is to offer traders with one coherent and robust indicator providing useful, valuable, and often used levels - in one place.
2) CLUSTERS OF CONFLUENCES : With this indicator it is easy to identify levels and zones on the chart with multiple confluences increasing the likelihood of a potential reversal zone.
THE TYPES OF LEVELS AND GAPS INCLUDED IN THE INDICATOR
The types of levels include the following:
1) PIVOT levels (Daily/Weekly/Monthly) depicted in the chart as: dnPIV, wnPIV, mnPIV.
2) POC (Point of Control) levels (Daily/Weekly/Monthly) depicted in the chart as: dnPoC, wnPoC, mnPoC.
3) VAH/VAL STD 1 levels (Value Area High/Low with 1 std) (Daily/Weekly/Monthly) depicted in the chart as: dnVAH1/dnVAL1, wnVAH1/wnVAL1, mnVAH1/mnVAL1
4) VAH/VAL STD 2 levels (Value Area High/Low with 2 std) (Daily/Weekly/Monthly) depicted in the chart as: dnVAH2/dnVAL2, wnVAH2/wnVAL2, mnVAH1/mnVAL2
5) FAIR VALUE GAPS (Daily/Weekly/Monthly) depicted in the chart as: dnFVG, wnFVG, mnFVG.
6) CME GAPS (Daily) depicted in the chart as: dnCME.
7) EQUILIBRIUM levels (Daily/Weekly/Monthly) depicted in the chart as dnEQ, wnEQ, mnEQ.
HOW-TO ACTIVATE LEVEL TYPES AND TIMEFRAMES AND HOW-TO USE THE INDICATOR
You can simply choose which of the levels to be activated and displayed by clicking on the desired radio button in the settings menu.
You can locate the settings menu by clicking into the Object Tree window, left-click on the Multiple Naked Levels and select Settings.
You will then get a menu of different level types and timeframes. Click the checkboxes for the level types and timeframes that you want to display on the chart.
You can then go into the chart and check out which naked levels that have appeared. You can then use those levels as part of your technical analysis.
The levels displayed on the chart can serve as additional confluences or as part of your overall technical analysis and indicators.
In order to back-test the impact of the different naked levels you can also enable tapped levels to be depicted on the chart. Do this by toggling the 'Show tapped levels' checkbox.
Keep in mind however that Trading View can not shom more than 500 lines and text boxes so the indocator will not be able to give you the complete history back to the start for long duration assets.
In order to clean up the charts a little bit there are two additional settings that can be used in the Settings menu:
- Selecting the price range (%) from the current price to be included in the chart. The default is 25%. That means that all levels below or above 20% will not be displayed. You can set this level yourself from 0 up to 100%.
- Selecting the minimum gap size to include on the chart. The default is 1%. That means that all gaps/ranges below 1% in price difference will not be displayed on the chart. You can set the minimum gap size yourself.
BASIC DESCRIPTION OF THE INNER WORKINGS OF THE INDICTATOR
The way the indicator works is that it calculates and identifies all levels from the list of levels type and timeframes above. The indicator then adds this level to a list of untapped levels.
Then for each bar after, it checks if the level has been tapped. If the level has been tapped or a gap/range completely filled, this level is removed from the list so that the levels displayed in the end are only naked/untapped levels.
Below is a descrition of each of the level types and how it is caluclated (algorithm):
PIVOT
Daily, Weekly and Monthly levels in trading refer to significant price points that traders monitor within the context of a single trading day. These levels can provide insights into market behavior and help traders make informed decisions regarding entry and exit points.
Traders often use D/W/M levels to set entry and exit points for trades. For example, entering long positions near support (daily close) or selling near resistance (daily close).
Daily levels are used to set stop-loss orders. Placing stops just below the daily close for long positions or above the daily close for short positions can help manage risk.
The relationship between price movement and daily levels provides insights into market sentiment. For instance, if the price fails to break above the daily high, it may signify bearish sentiment, while a strong breakout can indicate bullish sentiment.
The way these levels are calculated in this indicator is based on finding pivots in the chart on D/W/M timeframe. The level is then set to previous D/W/M close = current D/W/M open.
In addition, when price is going up previous D/W/M open must be smaller than previous D/W/M close and current D/W/M close must be smaller than the current D/W/M open. When price is going down the opposite.
POINT OF CONTROL
The Point of Control (POC) is a key concept in volume profile analysis, which is commonly used in trading.
It represents the price level at which the highest volume of trading occurred during a specific period.
The POC is derived from the volume traded at various price levels over a defined time frame. In this indicator the timeframes are Daily, Weekly, and Montly.
It identifies the price level where the most trades took place, indicating strong interest and activity from traders at that price.
The POC often acts as a significant support or resistance level. If the price approaches the POC from above, it may act as a support level, while if approached from below, it can serve as a resistance level. Traders monitor the POC to gauge potential reversals or breakouts.
The way the POC is calculated in this indicator is by an approximation by analysing intrabars for the respective timeperiod (D/W/M), assigning the volume for each intrabar into the price-bins that the intrabar covers and finally identifying the bin with the highest aggregated volume.
The POC is the price in the middle of this bin.
The indicator uses a sample space for intrabars on the Daily timeframe of 15 minutes, 35 minutes for the Weekly timeframe, and 140 minutes for the Monthly timeframe.
The indicator has predefined the size of the bins to 0.2% of the price at the range low. That implies that the precision of the calulated POC og VAH/VAL is within 0.2%.
This reduction of precision is a tradeoff for performance and speed of the indicator.
This also implies that the bigger the difference from range high prices to range low prices the more bins the algorithm will iterate over. This is typically the case when calculating the monthly volume profile levels and especially high volatility assets such as alt coins.
Sometimes the number of iterations becomes too big for Trading View to handle. In these cases the bin size will be increased even more to reduce the number of iterations.
In such cases the bin size might increase by a factor of 2-3 decreasing the accuracy of the Volume Profile levels.
Anyway, since these Volume Profile levels are approximations and since precision is traded for performance the user should consider the Volume profile levels(POC, VAH, VAL) as zones rather than pin point accurate levels.
VALUE AREA HIGH/LOW STD1/STD2
The Value Area High (VAH) and Value Area Low (VAL) are important concepts in volume profile analysis, helping traders understand price levels where the majority of trading activity occurs for a given period.
The Value Area High/Low is the upper/lower boundary of the value area, representing the highest price level at which a certain percentage of the total trading volume occurred within a specified period.
The VAH/VAL indicates the price point above/below which the majority of trading activity is considered less valuable. It can serve as a potential resistance/support level, as prices above/below this level may experience selling/buying pressure from traders who view the price as overvalued/undervalued
In this indicator the timeframes are Daily, Weekly, and Monthly. This indicator provides two boundaries that can be selected in the menu.
The first boundary is 70% of the total volume (=1 standard deviation from mean). The second boundary is 95% of the total volume (=2 standard deviation from mean).
The way VAH/VAL is calculated is based on the same algorithm as for the POC.
However instead of identifying the bin with the highest volume, we start from range low and sum up the volume for each bin until the aggregated volume = 30%/70% for VAL1/VAH1 and aggregated volume = 5%/95% for VAL2/VAH2.
Then we simply set the VAL/VAH equal to the low of the respective bin.
FAIR VALUE GAPS
Fair Value Gaps (FVG) is a concept primarily used in technical analysis and price action trading, particularly within the context of futures and forex markets. They refer to areas on a price chart where there is a noticeable lack of trading activity, often highlighted by a significant price movement away from a previous level without trading occurring in between.
FVGs represent price levels where the market has moved significantly without any meaningful trading occurring. This can be seen as a "gap" on the price chart, where the price jumps from one level to another, often due to a rapid market reaction to news, events, or other factors.
These gaps typically appear when prices rise or fall quickly, creating a space on the chart where no transactions have taken place. For example, if a stock opens sharply higher and there are no trades at the prices in between the two levels, it creates a gap. The areas within these gaps can be areas of liquidity that the market may return to โfillโ later on.
FVGs highlight inefficiencies in pricing and can indicate areas where the market may correct itself. When the market moves rapidly, it may leave behind price levels that traders eventually revisit to establish fair value.
Traders often watch for these gaps as potential reversal or continuation points. Many traders believe that price will eventually โfillโ the gap, meaning it will return to those price levels, providing potential entry or exit points.
This indicator calculate FVGs on three different timeframes, Daily, Weekly and Montly.
In this indicator the FVGs are identified by looking for a three-candle pattern on a chart, signalling a discrete imbalance in order volume that prompts a quick price adjustment. These gaps reflect moments where the market sentiment strongly leans towards buying or selling yet lacks the opposite orders to maintain price stability.
The indicator sets the gap to the difference from the high of the first bar to the low of the third bar when price is moving up or from the low of the first bar to the high of the third bar when price is moving down.
CME GAPS (BTC only)
CME gaps refer to price discrepancies that can occur in charts for futures contracts traded on the Chicago Mercantile Exchange (CME). These gaps typically arise from the fact that many futures markets, including those on the CME, operate nearly 24 hours a day but may have significant price movements during periods when the market is closed.
CME gaps occur when there is a difference between the closing price of a futures contract on one trading day and the opening price on the following trading day. This difference can create a "gap" on the price chart.
Opening Gaps: These usually happen when the market opens significantly higher or lower than the previous day's close, often influenced by news, economic data releases, or other market events occurring during non-trading hours.
Gaps can result from reactions to major announcements or developments, such as earnings reports, geopolitical events, or changes in economic indicators, leading to rapid price movements.
The importance of CME Gaps in Trading is the potential for Filling Gaps: Many traders believe that prices often "fill" gaps, meaning that prices may return to the gap area to establish fair value.
This can create potential trading opportunities based on the expectation of gap filling. Gaps can act as significant support or resistance levels. Traders monitor these levels to identify potential reversal points in price action.
The way the gap is identified in this indicator is by checking if current open is higher than previous bar close when price is moving up or if current open is lower than previous day close when price is moving down.
EQUILIBRIUM
Equilibrium in finance and trading refers to a state where supply and demand in a market balance each other, resulting in stable prices. It is a key concept in various economic and trading contexts. Hereโs a concise description:
Market Equilibrium occurs when the quantity of a good or service supplied equals the quantity demanded at a specific price level. At this point, there is no inherent pressure for the price to change, as buyers and sellers are in agreement.
Equilibrium Price is the price at which the market is in equilibrium. It reflects the point where the supply curve intersects the demand curve on a graph. At the equilibrium price, the market clears, meaning there are no surplus goods or shortages.
In this indicator the equilibrium level is calculated simply by finding the midpoint of the Daily, Weekly, and Montly candles respectively.
NOTES
1) Performance. The algorithms are quite resource intensive and the time it takes the indicator to calculate all the levels could be 5 seconds or more, depending on the number of bars in the chart and especially if Montly Volume Profile levels are selected (POC, VAH or VAL).
2) Levels displayed vs the selected chart timeframe. On a timeframe smaller than the daily TF - both Daily, Weekly, and Monthly levels will be displayed. On a timeframe bigger than the daily TF but smaller than the weekly TF - the Weekly and Monthly levels will be display but not the Daily levels. On a timeframe bigger than the weekly TF but smaller than the monthly TF - only the Monthly levels will be displayed. Not Daily and Weekly.
CREDITS
The core algorithm for calculating the POC levels is based on the indicator "Naked Intrabar POC" developed by rumpypumpydumpy (https:www.tradingview.com/u/rumpypumpydumpy/).
The "Naked intrabar POC" indicator calculates the POC on the current chart timeframe.
This indicator (Multiple Naked Levels) adds two new features:
1) It calculates the POC on three specific timeframes, the Daily, Weekly, and Monthly timeframes - not only the current chart timeframe.
2) It adds functionaly by calculating the VAL and VAH of the volume profile on the Daily, Weekly, Monthly timeframes .
Climax Volume (Zeiierman)โ Overview
Climax Volume (Zeiierman) isolates extreme participation events to pinpoint when price action reaches exhaustion. These moments of volume climax often precede reversals, pauses, or key balance shifts, offering traders an early read on changing market dynamics. Instead of treating volume as a passive tally, it locates climax bars, abnormally large activity bursts, and anchors a Point of Control (PoC) that tracks where post-climax transactions concentrate. The result is a clear read on when participation is peaking, where value re-centers afterward, and how far price can reasonably deviate before reverting.
This tool is designed for multi-context use, such as intraday execution, swing confirmation, or structural bias analysis, offering a precise view of where volume matters, not just how much.
โช Why This One Is Unique
Unlike conventional volume-spike indicators, Climax Volume (Zeiierman) integrates adaptive extremum detection, a dynamic PoC core, and multi-layer deviation envelopes that evolve in real time with market context.
Internally, it fuses bidโask volume delta modeling with re-normalized dispersion mapping to measure the directional imbalance driving each climax event. The system continuously evaluates delta asymmetry between buying and selling pressure to refine the detection of true participation extremes. This allows the engine to differentiate between constructive volume expansion (trend continuation) and exhaustive volume spikes (potential reversals).
โ Main Features
โช Climax Volume
The Climax Volume Engine isolates statistically significant bursts in participation that indicate potential turning points or exhaustion phases. It identifies climax barsโinstances where volume reaches regime-level extremes relative to recent activityโand classifies them as bullish (green) or bearish (red) based on directional dominance. These events highlight where aggressive activity peaks and often mark the start of structural imbalance, providing early cues for reversal, absorption, or renewed continuation.
โช Point of Control (PoC)
Each climax event dynamically re-anchors a Point of Control (PoC)โthe evolving price center of post-climax volume distribution. The PoC tracks where transaction density stabilizes after an extreme burst, forming the reference core of a control zone. From this anchor, the system projects upper and lower tolerance bands to define acceptable deviation ranges, contextualizing how far the price can travel before reverting or rebalancing.
โ How to Use
โช Trend Following
Use the Volume Point of Control (PoC) as a dynamic guide to assess directional bias. The PoC effectively acts as a moving equilibrium line, continuously updating to reflect where trading volume and market influence are concentrated.
When price holds above the PoC, it signals sustained bullish sentiment and active accumulation.
When the price remains below, it confirms bearish control and ongoing distribution.
โช Trend Continuation Retests
The slope of the PoC reflects the strength and persistence of market momentum. The steeper the PoC slope, the stronger the active momentum. A flat or neutral PoC typically signals consolidation or low conviction โ conditions better avoided for trend trades.
In a bullish scenario , watch for the price to retest the PoC or the lower tolerance band after a pullback. A successful rejection of that zone often signals that buyers are defending control, providing a high-probability continuation entry.
In a bearish scenario , when the PoC slopes downward, wait for the price to retest it from below. If the market fails to reclaim that level, it indicates that sellers remain dominant, and downside momentum is likely to continue.
โช Reversals
Climax Points โ the color-coded circles that appear during moments of extreme volume. These signals indicate that the market may soon pause, reverse, or rotate back toward the PoC equilibrium.
๐ข Bullish Climax Points emerge when heavy buying reaches unsustainable levels, often signaling a buyer exhaustion event or a possible local top formation.
๐ด Bearish Climax Points form during high-intensity selling bursts, warning of seller exhaustion and potential bottoming conditions.
โช Confirm Breakouts
High-volume breakouts confirmed by Climax Volume signals often mark the initiation of strong directional moves. When climax confirmation aligns with a structural break, it validates that the breakout is backed by genuine participation โ not just thin volatility spikes โ increasing the probability of follow-through and trend expansion.
Identify a key support or resistance zone manually or with your preferred structural tool.
Wait for a climax signal to coincide with a break beyond that level.
For bullish breakouts , a green climax point appearing as price pushes above resistance confirms that buyers are stepping in with conviction.
For bearish breakouts , a red climax point forming as price drops through support indicates that real selling pressure is driving the move.
โ How It Works
โช Climax Detection
Identifies participation surges within a dynamic volumeโprice field to isolate genuine activity extremes rather than simple bar-size anomalies.
Calculation: Utilizes adaptive extremum detection on a re-normalized volumeโdelta composite with regime-sensitive thresholds and variance filters to extract statistically valid climax events.
โช Point of Control (PoC)
Defines the evolving price centroid where post-climax transactions cluster, continuously adapting to shifting participation density.
Calculation: Employs a volume-weighted delta balance framework with incremental accumulation and curvature-preserving smoothing, ensuring stability while maintaining local reactivity to order-flow asymmetry.
โช Tolerance Bands
Outlines a probabilistic corridor around the PoC that distinguishes expected fluctuation from meaningful deviation.
Calculation: Implements variance-aware dispersion modeling with contextual weighting derived from real-time delta gradients, projecting symmetric envelopes scaled by adaptive multipliers.
-----------------
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.
Skrip berbayar
able FRVP Reversal# able FRVP Reversal - Complete User Guide
## ๐ Overview
**able FRVP Reversal** is a professional-grade Volume Profile indicator with an integrated reversal detection system. It combines Fixed Range Volume Profile (FRVP) analysis with a confluence-based reversal scoring system to identify high-probability turning points at key volume levels.
---
## โจ Key Features
| Feature | Description |
|---------|-------------|
| **Session-Based Volume Profile** | Automatically resets at the beginning of each regular trading session |
| **POC (Point of Control)** | Highest volume price level - strongest support/resistance |
| **VAH (Value Area High)** | Upper boundary of the 70% value area - resistance zone |
| **VAL (Value Area Low)** | Lower boundary of the 70% value area - support zone |
| **Confluence Scoring System** | 5-point scoring system for reversal detection |
| **Smart Cooldown** | Prevents signal spam with customizable cooldown period |
| **Real-time Info Table** | Displays all key metrics in a retro-style dashboard |
---
## ๐ง Installation
1. Open TradingView and go to **Pine Editor**
2. Delete any existing code and paste the indicator code
3. Click **"Add to Chart"**
4. Configure settings as needed
---
## โ๏ธ Settings Explained
### ๐ Volume Profile Settings
| Setting | Default | Description |
|---------|---------|-------------|
| **Number of Rows** | 50 | Resolution of the volume profile (more rows = finer detail) |
| **Value Area %** | 70 | Percentage of volume to include in Value Area (industry standard: 70%) |
| **Profile Width** | 40 | Visual width of the histogram on chart |
| **Show Histogram** | โ | Display volume histogram bars |
| **Show POC/VAH/VAL** | โ | Display the three key levels |
| **Show Labels** | โ | Display price labels for each level |
| **Extend Lines** | โ | Extend levels to the right of current price |
| **Extend Length** | 100 | How far to extend the lines (in bars) |
### ๐ Reversal Detection Settings
| Setting | Default | Description |
|---------|---------|-------------|
| **Enable Reversal Detection** | โ | Turn reversal signals on/off |
| **Min Confluence Score** | 3 | Minimum score required to trigger signal (1-5) |
| **Cooldown Bars** | 10 | Minimum bars between signals to prevent spam |
#### Understanding Min Confluence Score:
- **Score 1-2**: Very sensitive, many signals (not recommended)
- **Score 3**: Balanced - good for most traders โญ Recommended
- **Score 4**: Conservative - fewer but higher quality signals
- **Score 5**: Very strict - only strongest reversals
### ๐จ Color Settings
All colors are fully customizable:
- **POC Line**: Default Gold (#FFD700)
- **VAH Line**: Default Coral Red (#FF6B6B)
- **VAL Line**: Default Teal (#4ECDC4)
- **Bullish Reversal**: Default Green (#00E676)
- **Bearish Reversal**: Default Red (#FF5252)
---
## ๐ How to Read the Indicator
### Volume Profile Histogram
```
โโโโโโโโโโโโโ โ High volume = Strong S/R
โโโโโโโโ โ Medium volume
โโโโ โ Low volume = Weak S/R
โโ
```
- **Darker/Longer bars** = More trading activity at that price
- **Inside Value Area** = Colored based on session direction (Bull/Bear)
- **Outside Value Area** = Muted gray color
### Key Levels
| Level | Color | Meaning |
|-------|-------|---------|
| **POC** | Yellow | Price with highest volume - Strongest magnet |
| **VAH** | Red | Upper resistance - Look for bearish reversals |
| **VAL** | Teal | Lower support - Look for bullish reversals |
---
## ๐ Reversal Detection System
### How the Scoring System Works
The indicator uses a **5-point confluence scoring system**. Each condition adds 1 point:
#### ๐ข Bullish Reversal Score (at VAL)
| Condition | Points | Description |
|-----------|--------|-------------|
| Price at VAL Zone | +1 | Price is within VAL ยฑ 0.2 ATR |
| Bullish Candle | +1 | Close > Open (green candle) |
| RSI Oversold | +1 | RSI < 35 |
| Rejection Wick | +1 | Lower wick > 1.5ร body size |
| Failed Breakdown | +1 | Touched below VAL but closed above |
#### ๐ด Bearish Reversal Score (at VAH)
| Condition | Points | Description |
|-----------|--------|-------------|
| Price at VAH Zone | +1 | Price is within VAH ยฑ 0.2 ATR |
| Bearish Candle | +1 | Close < Open (red candle) |
| RSI Overbought | +1 | RSI > 65 |
| Rejection Wick | +1 | Upper wick > 1.5ร body size |
| Failed Breakout | +1 | Touched above VAH but closed below |
### Signal Quality Ratings
| Score | Rating | Meaning |
|-------|--------|---------|
| 5/5 | โ
โ
โ
| Excellent - Highest probability |
| 4/5 | โ
โ
| Good - High probability |
| 3/5 | โ
| Acceptable - Moderate probability |
| <3 | - | No signal triggered |
---
## ๐ Info Table Explained
```
โโ able-REV โโ 15 โโโโโโโโ SCR
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
ZONE UPPER VA โโโโโโโโ โฒ
POC 4272.680 โโโโโโยทยท โฒ
VAH 4322.745 โโโโยทยทยทยท ยท
VAL 4264.977 โโโโโโยทยท ยท
โ SCORE โโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
BULL 0/5 ยทยทยทยทยทยทยทยท ยท
BEAR 1/5 โยทยทยทยทยทยทยท ยท
RSI 49 โโโโยทยทยทยท ยท
โSIGNALโบ WAIT ยทยทยทยทยทยทยทยท ยท
```
| Row | Description |
|-----|-------------|
| **ZONE** | Current price position relative to Value Area |
| **POC/VAH/VAL** | Price levels with distance indicators |
| **BULL Score** | Current bullish confluence score |
| **BEAR Score** | Current bearish confluence score |
| **RSI** | RSI value with OB/OS status |
| **SIGNAL** | Current signal status (BUY/SELL/WAIT) |
### Zone Types
| Zone | Meaning | Bias |
|------|---------|------|
| ABOVE VAH | Price broke above resistance | Bullish (but watch for rejection) |
| โ AT VAH | Price testing resistance | Watch for bearish reversal |
| UPPER VA | Price in upper value area | Slight bullish bias |
| LOWER VA | Price in lower value area | Slight bearish bias |
| โ AT VAL | Price testing support | Watch for bullish reversal |
| BELOW VAL | Price broke below support | Bearish (but watch for rejection) |
---
## ๐ Trading Strategies
### Strategy 1: VAH Rejection (Bearish Reversal)
**Setup:**
1. Price approaches or touches VAH (red dashed line)
2. BEAR score reaches 3+ (or your minimum setting)
3. REV signal appears above the candle
**Entry:**
- Enter SHORT on signal candle close
- Or wait for confirmation candle
**Stop Loss:**
- Above the signal candle high
- Or above VAH + 0.5 ATR
**Take Profit:**
- First target: POC (yellow line)
- Second target: VAL (teal line)
---
### Strategy 2: VAL Bounce (Bullish Reversal)
**Setup:**
1. Price approaches or touches VAL (teal dashed line)
2. BULL score reaches 3+ (or your minimum setting)
3. REV signal appears below the candle
**Entry:**
- Enter LONG on signal candle close
- Or wait for confirmation candle
**Stop Loss:**
- Below the signal candle low
- Or below VAL - 0.5 ATR
**Take Profit:**
- First target: POC (yellow line)
- Second target: VAH (red line)
---
### Strategy 3: POC Bounce
**Setup:**
1. Price pulls back to POC after trending
2. POC acts as support/resistance
3. Watch for reversal candle patterns
**Entry:**
- Long if bullish candle at POC from below
- Short if bearish candle at POC from above
**Stop Loss:**
- Other side of POC ยฑ buffer
---
## โ ๏ธ Important Notes
### When Signals Work Best
โ
**High Probability Setups:**
- Score 4-5 with clear rejection wick
- RSI confirms (oversold for long, overbought for short)
- First test of VAH/VAL in the session
- Clear trend before reversal
โ **Low Probability Setups:**
- Score barely meeting minimum (3/5)
- Multiple tests of same level (level weakening)
- Low volume/choppy market
- News events pending
### Risk Management Rules
1. **Never risk more than 1-2% per trade**
2. **Always use stop loss** - place beyond the level
3. **Wait for candle close** - don't enter on wick touches
4. **Respect the cooldown** - avoid overtrading
5. **Consider the trend** - counter-trend reversals are riskier
---
## ๐ Alerts
The indicator includes built-in alerts:
| Alert | Trigger |
|-------|---------|
| VAL Bullish Reversal | BULL score meets minimum at VAL |
| VAH Bearish Reversal | BEAR score meets minimum at VAH |
### Setting Up Alerts:
1. Right-click on the chart
2. Select "Add Alert"
3. Choose "able FRVP Reversal" as condition
4. Select desired alert type
5. Configure notification method
---
## ๐ก Pro Tips
1. **Combine with trend analysis** - Reversals in trend direction are more reliable
2. **Watch for confluence with other S/R** - If VAH/VAL aligns with round numbers, previous highs/lows, or fib levels, the level is stronger
3. **Volume confirmation** - Higher volume on reversal candle = stronger signal
4. **Time of day matters** - Reversals during active trading hours are more reliable
5. **Adjust sensitivity by market** - Volatile assets may need higher Min Confluence Score
6. **Use multiple timeframes** - Check if reversal level aligns with higher timeframe levels
---
## ๐ง Recommended Settings by Trading Style
| Style | Min Confluence | Cooldown | Best For |
|-------|----------------|----------|----------|
| Scalping | 3 | 5-7 | Quick trades, more signals |
| Day Trading | 3-4 | 10-15 | Balanced approach |
| Swing Trading | 4-5 | 20+ | Fewer, higher quality signals |
---
## โ Troubleshooting
| Issue | Solution |
|-------|----------|
| No signals appearing | Lower Min Confluence Score or check if market is ranging |
| Too many signals | Increase Min Confluence Score or Cooldown Bars |
| Levels not showing | Enable Show POC/VAH/VAL in settings |
| Histogram too wide/narrow | Adjust Profile Width setting |
---
## ๐ Support
For questions, suggestions, or bug reports, please contact the developer.
---
**Version:** 1.0
**Last Updated:** 2024
**Platform:** TradingView (Pine Script v6)
Kei_VWAP_EMA_PublicENGLISH (for TradingView description)
Kei_VWAP_EMA_Public โ VWAP + EMA(9/21) with optional โblue +โ reclaim signals (JP 5m ready)
What it does
Overlays VWAP and EMA 9/21.
Optional blue โ+โ markers when price reclaims VWAP and EMA9 > EMA21 (momentum resume).
Optional volume confirmation (e.g., ร1.2 of the 5-bar average).
Optional manual POC band โ+โ (enter your POC level and a small band to show bounce attempts).
Optional 9:30 JST vertical line for Japan cash open routine.
Why
Keep you out of the noise zone and focus on two repeatable setups:
VWAP Reclaim (trend), 2) POC Bounce (mean-revert).
How to use (playbook, 5-min tuned)
Timeframe: 5m (works 1โ15m).
VWAP Reclaim โ+โ: consider a buy stop above the signal barโs high.
TP1 โ +1รATR, TP2 โ +2รATR; SL = EMA21 break or VWAP failure.
If it doesnโt progress within 10โ15 minutes, consider a time stop.
POC Bounce โ+โ: enable in inputs, set POC level and band (e.g., ยฑ3). Aim for quick pop to EMA9 โ VWAP.
Risk guardrails: no averaging-down, always OCO, daily loss cap โ 0.8% of total active trading equity (JP+US combined).
Inputs
Show VWAP / EMA9 / EMA21, Line width
Show blue โ+โ markers, Require volume boost, Volume multiplier
Enable POC band โ+โ, POC level, POC band width
Show 9:30 line (JP)
Notes
This is the PUBLIC / visual versionโno alerts or risk logic. A private Pro version with alerts exists for personal use.
Educational use only โ not financial advice.
ๆฅๆฌ่ช๏ผTradingView่ชฌๆๆ๏ผ
Kei_VWAP_EMA_Public โ VWAPใจEMA(9/21)๏ผใ้๏ผใใทใฐใใซ๏ผ5ๅ่ถณใใฅใผใใณใฐ๏ผ
ๆฉ่ฝ
VWAP ใจ EMA9/EMA21 ใ่กจ็คบใ
ไพกๆ ผใVWAPใๅๅฅชๅใใใใค EMA9๏ผEMA21 ใฎใจใใซ**ใ้๏ผใ**ใ่กจ็คบ๏ผใขใกใณใฟใ ๅ็น็ซ๏ผใ
ไปปๆใงๅบๆฅ้ซใใผในใๆกไปถ๏ผ5ๆฌๅนณๅใฎร1.2ใชใฉ๏ผใ่ฟฝๅ ๅฏ่ฝใ
ไปปๆใงPOCๅ็บใฎใ้๏ผใ๏ผPOCไพกๆ ผใจ่จฑๅฎนๅธฏใๆๅ
ฅๅ๏ผใ
9:30๏ผๆฅๆฌๆ้๏ผ ใฎ็ธฆใฉใคใณใไปปๆ่กจ็คบใ
็ใ
ใใคใบๅธฏใงใฎๆฐ่ฆใ้ฟใใ
VWAPๅฅชๅใฎ้ ๅผตใใ2) POCๅ็บใฎ้ๅผตใ็ญ่ท้ขใใฎ2ใปใใใขใใใซ้ไธญใ
ไฝฟใๆน๏ผ5ๅ่ถณๆณๅฎ๏ผ
VWAPๅฅชๅใ้๏ผใ๏ผใทใฐใใซ่ถณใฎ้ซๅคไธใซ่ฒทใในใใใใ็ฝฎใๆกใ
TP1= +1รATRใTP2= +2รATR๏ผSL= EMA21ๅฒใใVWAPๅคฑๆใ
10โ15ๅใง้ฒๅฑใใชใๅ ดๅใฏๆ้ๆๅใๆค่จใ
POCๅ็บใ้๏ผใ๏ผๅ
ฅๅใงPOCใ่จญๅฎใใใณใ๏ผยฑ3ใชใฉ๏ผๅ
ใฎไธใใฒ๏ผๅบๆฅ้ซโใงEMA9โVWAPๆๅใพใงใฎ็ญ่ท้ข็ใใ
ใชในใฏ็ฎก็๏ผๅนณๅๅคไธใ็ฆๆญขใๅธธๆOCOใๆฅๆฌกใใญใผใใฆใณไธ้ใฏ**ๅ็ฎ0.8%**็ฎๅฎ๏ผๆฅๆฌๆ ช๏ผ็ฑณๆ ชใฎใขใฏใใฃใ่ณ้๏ผใ
ๅ
ฅๅ้
็ฎ
VWAP/EMA9/EMA21ใฎ่กจ็คบใ็ทๅน
ใ้๏ผใ่กจ็คบใๅบๆฅ้ซใใผในใON/OFFใๅ็
POCๅ็บON/OFFใPOCใฌใใซใใใณใๅน
9:30ใฉใคใณ่กจ็คบ
ๆณจๆ
ใใใฏๅ
ฌ้็จใฎใฉใคใ็ใงใ๏ผใขใฉใผใ๏ผใชในใฏใญใธใใฏใฏๆชๆญ่ผ๏ผใๅฎ้็จใฏ้ๅ
ฌ้ใฎPro็ใง่กใฃใฆใใพใใ
โปๆ่ณๅฉ่จใงใฏใใใพใใใ่ชๅทฑ่ฒฌไปปใงใๅฉ็จใใ ใใใ
Liquidity composition / quantifytools- Overview
Liquidity composition divides each candle into sections that are used to display transaction activity at price. In simple terms, an X-ray through candle is formed, revealing the orderflow that built the candle in greater detail. Liquidity composition consists of two main components, lots and columns. Lots and columns can be used to visualize user specified volume types, currently supporting net volume and volume delta. Lots and columns can be used to visualize same or different volume types, allowing a combination of volume footprint, volume delta footprint and volume profile in one single view. Liquidity composition principally works on any chart, whether that is equities, currencies, cryptocurrencies or commodities, even charts with no volume data (in which case volatility is used to approximate transaction activity). The script also works on any timeframe, from minute charts to monthly charts. Orderflow can be observed in real-time as it develops and none of the indications are repainted.
Example: Displaying same volume types on lots and columns
Example: Displaying different volume types on lots and columns
Liquidity composition supports user specified derivative data, such as point of control(s) and net activity coloring. Derivative data can be calculated based on either net volume or volume delta, resulting in different highlights.
With net volume, volume delta and derivative data in one view, key orderflow events such as delta imbalances, high volume nodes, low volume nodes and point of controls can be used to quickly identify accumulation/distribution, imbalances, unfinished/finished auctions and trapped traders.
Accessing script ๐
See "Author's instructions" section, found at bottom of the script page.
Key takeaways
- Liquidity composition breaks down transaction activity at price, measured in net volume or volume delta
- Developing activity can be observed real-time, none of the indications are repainted
- Transaction activity is calculated using volumes accrued in lower timeframe price movements
- Lots and columns can be used to display same or different volume types (e.g. volume delta lots and net volume columns) in single view
- Users can specify derivative data such as volume delta POCs, net volume POC and net activity coloring
- For practical guide with practical examples, see last section
Disclaimer
Orderflow data is estimated using lower timeframe price movement. While accurate and useful, it's important to note the calculations are estimations and are not based on orderbook data. Estimates are calculated by allotting volume developing on lower timeframe chart to its respective section based on closing price. Volume delta (difference between buyers/sellers) is calculated by subtracting down move volumes (sell volume) from up move volumes (buy volume). Accuracy of the orderflow estimations largely depends on quality of lower timeframe chart used for calculations, which is why this tool cannot be expected to work accurately on illiquid charts with broken data.
Liquidity composition does not provide a standalone trading strategy or financial advice. It also does not substitute knowing how to trade. Example charts and ideas shown for use cases are textbook examples under ideal conditions, not guaranteed to repeat as they are presented. Liquidity composition should be viewed as one tool providing one kind of evidence, to be used in conjunction with other means of analysis.
- Example charts
Chart #1: BTCUSDT
Chart #2: EURUSD
Chart #3: ES futures
- Calculations
By default, size of sections and lower timeframe accuracy are automatically determined for all charts and timeframes. Number of lower timeframe price moves used for calculating orderflow is kept at fixed value, by default set to 350. Accuracy value dictates how many lower timeframe candles are included in the calculation of volume at price. At 350, the script will always use 350 lower timeframe price movements in calculations (when possible). When calculated dynamic timeframe is less than 1 minute, the script switches to available seconds based timeframes. Minimum dynamic timeframe can be capped to 1 minute (as seconds based timeframes are not available for all plans) or dynamic timeframe can be overridden using an user specified timeframe.
Example: Calculating dynamic lower timeframe
Main chart: 4H / 240 minutes
Accuracy value: 100
Formula: 240 minutes / 100 = 2.4 minutes
Timeframe used for calculations = 2 minutes
Section size is automatically determined based on typical historical candle range, the bigger it is, the bigger the section size as well. Like dynamic timeframe, automatic section size can be manually overridden by user specified size expressed in ticks (minimum price unit). Users can also adjust sensitivity of automatic sizing by setting it higher (smaller sections, more detail and more noise) or lower (less sections, less detail and less noise). Section size and dynamic timeframe can be monitored via metric table.
Volume at price is calculated by allotting volume associated with a lower timeframe price movement to its respective section based on closing price (volume is stored to the section that covers closing price). When used on a chart with no volume data, volatility is used instead to determine likely magnitude of participation. Volume delta (difference between buyers/sellers) is calculated by subtracting down move volumes (sell volume) from up move volumes (buy volume). Volumes accrued in sections are monitored over a longer period of time to determine a "normal" amount of activity, which is then used to normalize accrued volumes by benchmarking them against historical values.
Volume values displayed on the left side represent how close or far volume traded at given section is to an extreme, represented by value of 10 . The more value exceeds 10, the more extreme transaction activity is historically. The lesser the value, the less extreme (and therefore more typical) transaction activity is. Users can adjust sensitivity of volume extreme threshold, either by increasing it (more transaction activity is needed to constitute an extreme) or decreasing it (less transaction activity is needed to constitute an extreme).
Example: Interpreting volume scale
0 = Very little to no transaction activity compared to historical values
5 = Transaction activity equal to average historical values
10 = Transaction activity equal to an extreme in historical values
10+ = The more transaction activity exceeds value of 10, the more extreme it is historically
Accuracy of orderflow data largely depends on quality of lower timeframe data used in calculations. Sometimes quality of underlying lower timeframe data is insufficient due to suboptimal accuracy or broken lower timeframe data, usually caused by illiquid charts with gaps and inconsistent values. Therefore, one should always ensure the usage of most liquid chart available with no gaps in lower timeframe data. To combat poor orderflow data, a simple data quality check is conducted by calculating percentage of sections with volume data out of all available sections. Idea behind the test is to capture instances where unusual amount of sections are completely empty, most likely due to data gaps in LTF chart. E.g. 90% of sections hold some volume data, 10% are completely empty = 90% data quality score.
Data quality score should be viewed as a metric alerting when detail of underlying data is insufficient to consider accurate. When data quality score is slightly below threshold, lower timeframe chart used for calculations is likely fine, but accuracy value is too low. In this case, one should increase accuracy value or manually override used timeframe with a smaller one. When data quality score is well below threshold, lower timeframe chart used for calculations is likely broken and cannot be fixed. In this case, one should look for alternative charts with more reliable data (e.g. ES1! -> SPY, BITSTAMP:BTCUSD -> BINANCE:BTCUSDT).
Example : When insufficient data quality scores can/cannot be fixed
- Derivative data
Point of control
Point of control, referring to point in price where transaction activity is highest, can be calculated based on the volume type of lots or columns (based on net volume or volume delta). Depending on the calculation basis, displayed point of controls will vary. POC calculated based on net volume is no different from traditional POC, it is simply the section with highest amount of transaction activity, marked with an X. When calculating POC based on volume delta, the script will highlight two point of controls, named leading and losing point of control . Leading POC refers to lot with highest amount of volume delta, marked with an X. If leading POC was net buy volume, losing POC is marked on section with highest net sell volume, marked with S respectfully. Same logic applies in vice versa, if leading POC is net sell volume, losing POC is marked on highest buy volume section, using the letter B.
Net activity
Similarly to point of control calculation, net activity can be calculated based on either volume types, lots or columns. When calculating net activity based on net volume, candles will be colorized according to magnitude of total volume traded. When calculating net activity based on volume delta, candles will be colorized according to side with most volume traded (buyers or sellers). Net activity color can be applied on borders or body of a candle.
- Visuals
Lots, columns, candles and POCs can be colorized using a fixed color or a volume based dynamic color, with separate color options for buy side volume, sell side volume and net volume.
Metric table can be offsetted horizontally or vertically from any four corners of the chart, allowing space for tables from other scripts.
Table sizes, label sizes and offsets for visuals are fully customizable using settings menu.
- Practical guide
OHLC data (candles) is a simple condensed visualization of an auction market process. Candles show where price was in the beginning of an auction period (timeframe), the highest/lowest point and where price was at the end of an auction. The core utility of Liquidity composition is being able to view the same auction market process in much greater detail, revealing likely intention, effort and magnitude driving the process. All basic orderflow concepts, such as ones presented by auction market theory can be applied to Liquidity composition as well.
The most obvious and easy to spot use case for orderflow tools is identifying trapped traders/absorption, seen in high transaction activity at the very highs/lows of a candle or even better, at wicks. High participation at wicks can be used to identify forced orders absorbed into limit orders, idea behind being that when high transaction activity is placed at a wick, price went one direction with a lot of participation (high effort) and came right back up (low impact) within the same time period.
Absorption can show itself in many ways:
- Extreme buy volume sections at wick highs or buy side POC at wick highs
- Multiple, clustered high buy volume sections (but not extreme) at wick highs
- Positive net volume delta into a reversal down
- Extreme sell volume sections at wick lows or sell side POC at wick lows
- Multiple, clustered high sell volume sections (but not extreme) at wick lows
- Negative net volume delta into a reversal up
- Extreme net volume sections at or net volume POC at wick highs/lows
- Extreme net volume into a reversal up/down
For accurate analysis, orderflow based events should be viewed in the context of price action. To identify absorption, it's best to look for opportunities where an opposing trend is clearly in place, e.g. absorption into highs on an uptrend, absorption into lows on a downtrend. When price is ranging without a clear trend or there's no opposing trend, extreme activity at an extreme end of a candle might be aggressive participants attempting to initiate a new trend, rather than getting absorbed in the same sense. With enough effort put into pushing price to the opposite direction at overextended price, a shift in trend direction might be near.
Price action based levels are a great way to get context around orderflow events. Simple range highs/lows as a single data point serve as a high probability regimes for reversals, making them a great point of confluence for identifying trapped traders.
Low to zero volume sections can be used to identify points in price with little to no trading, leaving a volume null/void behind. Typically sections like these represent gaps on a lower timeframe chart, which can be used as reference levels for targets and support/resistance.
Net volume can be used for same purposes as above, but for determining general intention of market participants it's a much more suitable tool than volume delta. According to auction market theory, low/no participation is considered to reject prices and high participation is considered to accept prices. With this concept in mind, unfinished auctions occur when participation is high at highs or high at lows, idea behind being that participants are showing willingness and interest to trade at higher or lower prices. Auction is considered finished when the opposite is true, i.e. when participants are not showing willingness to trade at higher/lower prices. In general, direction of unfinished auctions can be expected to continue shortly and direction of unfinished auctions can be expected to hold.
While shape of volume delta and net volume are usually similar, they're not the same thing and do not represent the same event under the hood. Volume delta at 0 does not necessarily mean participation is 0, but can also mean high participation with equal amount of buying and selling. With this distinction in mind, using volume delta and net volume in tandem has the benefit of being able to identify points in price with a lot of up and down price movement packed into a small area, i.e. consolidation. Points in price where price hangs around for an extended period of time can be used to identify levels of interest for re-tests and breakout opportunities.
Mars Signals - Ultimate Institutional Suite v3.0(Joker)Comprehensive Trading Manual
Mars Signals โ Ultimate Institutional Suite v3.0 (Joker)
## Chapter 1 โ Philosophy & System Architecture
This script is not a simple โbuy/sellโ indicator.
Mars Signals โ UIS v3.0 (Joker) is designed as an institutional-style analytical assistant that layers several methodologies into a single, coherent framework.
The system is built on four core pillars:
1. Smart Money Concepts (SMC)
- Detection of Order Blocks (professional demand/supply zones).
- Detection of Fair Value Gaps (FVGs) (price imbalances).
2. Smart DCA Strategy
- Combination of RSI and Bollinger Bands
- Identifies statistically discounted zones for scaling into spot positions or exiting shorts.
3. Volume Profile (Visible Range Simulation)
- Distribution of volume by price, not by time.
- Identification of POC (Point of Control) and high-/low-volume areas.
4. Wyckoff Helper โ Spring
- Detection of bear traps, liquidity grabs, and sharp bullish reversals.
All four pillars feed into a Confluence Engine (Scoring System).
The final output is presented in the Dashboard, with a clear, human-readable signal:
- STRONG LONG ๐
- WEAK LONG โ
- NEUTRAL / WAIT
- WEAK SHORT โ
- STRONG SHORT ๐ฉธ
This allows the trader to see *how many* and *which* layers of the system support a bullish or bearish bias at any given time.
## Chapter 2 โ Settings Overview
### 2.1 General & Dashboard Group
- Show Dashboard Panel (`show_dash`)
Turns the dashboard table in the corner of the chart ON/OFF.
- Show Signal Recommendation (`show_rec`)
- If enabled, the textual signal (STRONG LONG, WEAK SHORT, etc.) is displayed.
- If disabled, you only see feature status (ON/OFF) and the current price.
- Dashboard Position (`dash_pos`)
Determines where the dashboard appears on the chart:
- `Top Right`
- `Bottom Right`
- `Top Left`
### 2.2 Smart Money (SMC) Group
- Enable SMC Strategy (`show_smc`)
Globally enables or disables the Order Block and FVG logic.
- Order Block Pivot Lookback (`ob_period`)
Main parameter for detecting key pivot highs/lows (swing points).
- Default value: 5
- Concept:
A bar is considered a pivot low if its low is lower than the lows of the previous 5 and the next 5 bars.
Similarly, a pivot high has a high higher than the previous 5 and the next 5 bars.
These pivots are used as anchors for Order Blocks.
- Increasing `ob_period`:
- Fewer levels.
- But levels tend to be more significant and reliable.
- In highly volatile markets (major news, war events, FOMC, etc.),
using values 7โ10 is recommended to filter out weak levels.
- Show Fair Value Gaps (`show_fvg`)
Enables/disables the drawing of FVG zones (imbalances).
- Bullish OB Color (`c_ob_bull`)
- Color of Bullish Order Blocks (Demand Zones).
- Default: semi-transparent green (transparency โ 80).
- Bearish OB Color (`c_ob_bear`)
- Color of Bearish Order Blocks (Supply Zones).
- Default: semi-transparent red.
- Bullish FVG Color (`c_fvg_bull`)
- Color of Bullish FVG (upward imbalance), typically yellow.
- Bearish FVG Color (`c_fvg_bear`)
- Color of Bearish FVG (downward imbalance), typically purple.
### 2.3 Smart DCA Strategy Group
- Enable DCA Zones (`show_dca`)
Enables the Smart DCA logic and visual labels.
- RSI Length (`rsi_len`)
Lookback period for RSI (default: 14).
- Shorter โ more sensitive, more noise.
- Longer โ fewer signals, higher reliability.
- Bollinger Bands Length (`bb_len`)
Moving average period for Bollinger Bands (default: 20).
- BB Multiplier (`bb_mult`)
Standard deviation multiplier for Bollinger Bands (default: 2.0).
- For extremely volatile markets, values like 2.5โ3.0 can be used so that only extreme deviations trigger a DCA signal.
### 2.4 Volume Profile (Visible Range Sim) Group
- Show Volume Profile (`show_vp`)
Enables the simulated Volume Profile bars on the right side of the chart.
- Volume Lookback Bars (`vp_lookback`)
Number of bars used to compute the Volume Profile (default: 150).
- Higher values โ broader historical context, heavier computation.
- Row Count (`vp_rows`)
Number of vertical price segments (rows) to divide the total price range into (default: 30).
- Width (%) (`vp_width`)
Relative width of each volume bar as a percentage.
In the code, bar widths are scaled relative to the row with the maximum volume.
> Technical note: Volume Profile calculations are executed only on the last bar (`barstate.islast`) to keep the script performant even on higher timeframes.
### 2.5 Wyckoff Helper Group
- Show Wyckoff Events (`show_wyc`)
Enables detection and plotting of Wyckoff Spring events.
- Volume MA Length (`vol_ma_len`)
Length of the moving average on volume.
A bar is considered to have Ultra Volume if its volume is more than 2ร the volume MA.
## Chapter 3 โ Smart Money Strategy (Order Blocks & FVG)
### 3.1 What Is an Order Block?
An Order Block (OB) represents the footprint of large institutional orders:
- Bullish Order Block (Demand Zone)
The last selling region (bearish candle/cluster) before a strong upward move.
- Bearish Order Block (Supply Zone)
The last buying region (bullish candle/cluster) before a strong downward move.
Institutions and large players place heavy orders in these regions. Typical price behavior:
- Price moves away from the zone.
- Later returns to the same zone to fill unfilled orders.
- Then continues the larger trend.
In the script:
- If `pl` (pivot low) forms โ a Bullish OB is created.
- If `ph` (pivot high) forms โ a Bearish OB is created.
The box is drawn:
- From `bar_index ` to `bar_index`.
- Between `low ` and `high `.
- `extend=extend.right` extends the OB into the future, so it acts as a dynamic support/resistance zone.
- Only the last 4 OB boxes are kept to avoid clutter.
### 3.2 Order Block Color Guide
- Semi-transparent Green (`c_ob_bull`)
- Represents a Bullish Order Block (Demand Zone).
- Interpretation: a price region with a high probability of bullish reaction.
- Semi-transparent Red (`c_ob_bear`)
- Represents a Bearish Order Block (Supply Zone).
- Interpretation: a price region with a high probability of bearish reaction.
Overlap (Multiple OBs in the Same Area)
When two or more Order Blocks overlap:
- The shared area appears visually denser/stronger.
- This suggests higher order density.
- Such zones can be treated as high-priority levels for entries, exits, and stop-loss placement.
### 3.3 Demand/Supply Logic in the Scoring Engine
is_in_demand = low <= ta.lowest(low, 20)
is_in_supply = high >= ta.highest(high, 20)
- If current price is near the lowest lows of the last 20 bars, it is considered in a Demand Zone โ positive impact on score.
- If current price is near the highest highs of the last 20 bars, it is considered in a Supply Zone โ negative impact on score.
This logic complements Order Blocks and helps the Dashboard distinguish whether:
- Market is currently in a statistically cheap (long-friendly) area, or
- In a statistically expensive (short-friendly) area.
### 3.4 Fair Value Gaps (FVG)
#### Concept
When the market moves aggressively:
- Some price levels are skipped and never traded.
- A gap between wicks/shadows of consecutive candles appears.
- These regions are called Fair Value Gaps (FVGs) or Imbalances.
The market generally โdislikesโ imbalance and often:
- Returns to these zones in the future.
- Fills the gap (rebalance).
- Then resumes its dominant direction.
#### Implementation in the Code
Bullish FVG (Yellow)
fvg_bull_cond = show_smc and show_fvg and low > high and close > high
if fvg_bull_cond
box.new(bar_index , high , bar_index, low, ...)
Core condition:
`low > high ` โ the current low is above the high of two bars ago; the space between them is an untraded gap.
Bearish FVG (Purple)
fvg_bear_cond = show_smc and show_fvg and high < low and close < low
if fvg_bear_cond
box.new(bar_index , low , bar_index, high, ...)
Core condition:
`high < low ` โ the current high is below the low of two bars ago; again a price gap exists.
#### FVG Color Guide
- Transparent Yellow (`c_fvg_bull`) โ Bullish FVG
Often acts like a magnet for price:
- Price tends to retrace into this zone,
- Fill the imbalance,
- And then continue higher.
- Transparent Purple (`c_fvg_bear`) โ Bearish FVG
Price tends to:
- Retrace upward into the purple area,
- Fill the imbalance,
- And then resume downward movement.
#### Trading with FVGs
- FVGs are *not* standalone entry signals.
They are best used as:
- Targets (take-profit zones), or
- Reaction areas where you expect a pause or reversal.
Examples:
- If you are long, a bearish FVG above is often an excellent take-profit zone.
- If you are short, a bullish FVG below is often a good cover/exit zone.
### 3.5 Core SMC Trading Templates
#### Reversal Long
1. Price trades down into a green Order Block (Demand Zone).
2. A bullish confirmation candle (Close > Open) forms inside or just above the OB.
3. If this zone is close to or aligned with a bullish FVG (yellow), the signal is reinforced.
4. Entry:
- At the close of the confirmation candle, or
- Using a limit order near the upper boundary of the OB.
5. Stop-loss:
- Slightly below the OB.
- If the OB is broken decisively and price consolidates below it, the zone loses validity.
6. Targets:
- The next FVG,
- Or the next red Order Block (Supply Zone) above.
#### Reversal Short
The mirror scenario:
- Price rallies into a red Order Block (Supply).
- A bearish confirmation candle forms (Close < Open).
- FVG/premium structure above can act as a confluence.
- Stop-loss goes above the OB.
- Targets: lower FVGs or subsequent green OBs below.
## Chapter 4 โ Smart DCA Strategy (RSI + Bollinger Bands)
### 4.1 Smart DCA Concept
- Classic DCA = buying at fixed time intervals regardless of price.
- Smart DCA = scaling in only when:
- Price is statistically cheaper than usual, and
- The market is in a clear oversold condition.
Code logic:
rsi_val = ta.rsi(close, rsi_len)
= ta.bb(close, bb_len, bb_mult)
dca_buy = show_dca and rsi_val < 30 and close < bb_lower
dca_sell = show_dca and rsi_val > 70 and close > bb_upper
Conditions:
- DCA Buy โ Smart Scale-In Zone
- RSI < 30 โ oversold.
- Close < lower Bollinger Band โ price has broken below its typical volatility envelope.
- DCA Sell โ Overbought/Distribution Zone
- RSI > 70 โ overbought.
- Close > upper Bollinger Band โ price is extended far above the mean.
### 4.2 Visual Representation on the Chart
- Green โDCAโ Label Below Candle
- Shape: `labelup`.
- Color: lime background, white text.
- Meaning: statistically attractive level for laddered spot entries or short exits.
- Red โSELLโ Label Above Candle
- Warning that the market is in an extended, overbought condition.
- Suitable for profit-taking on longs or considering short entries (with proper confluence and risk management).
- Light Green Background (`bgcolor`)
- When `dca_buy` is true, the candle background turns very light green (high transparency).
- This helps visually identify DCA Zones across the chart at a glance.
### 4.3 Practical Use in Trading
#### Spot Trading
Used to build a better average entry price:
- Every time a DCA label appears, allocate a fixed portion of capital (e.g., 2โ5%).
- Combining DCA signals with:
- Green OBs (Demand Zones), and/or
- The Volume Profile POC
makes the zone structurally more important.
#### Futures Trading
- Longs
- Use DCA Buy signals as low-risk zones for opening or adding to longs when:
- Price is inside a green OB, or
- The Dashboard already leans LONG.
- Shorts
- Use DCA Sell signals as:
- Exit zones for longs, or
- Areas to initiate shorts with stops above structural highs.
## Chapter 5 โ Volume Profile (Visible Range Simulation)
### 5.1 Concept
Traditional volume (histogram under the chart) shows volume over time.
Volume Profile shows volume by price level:
- At which prices has the highest trading activity occurred?
- Where did buyers and sellers agree the most (High Volume Nodes โ HVNs)?
- Where did price move quickly due to low participation (Low Volume Nodes โ LVNs)?
### 5.2 Implementation in the Script
Executed only when `show_vp` is enabled and on the last bar:
1. The last `vp_lookback` bars (default 150) are processed.
2. The minimum low and maximum high over this window define the price range.
3. This price range is divided into `vp_rows` segments (e.g., 30 rows).
4. For each row:
- All bars are scanned.
- If the mid-price `(high + low ) / 2` falls inside a row, that barโs volume is added to the row total.
5. The row with the greatest volume is stored as `max_vol_idx` (the POC row).
6. For each row, a volume box is drawn on the right side of the chart.
### 5.3 Color Scheme
- Semi-transparent Orange
- The row with the maximum volume โ the Point of Control (POC).
- Represents the strongest support/resistance level from a volume perspective.
- Semi-transparent Blue
- Other volume rows.
- The taller the bar โ the higher the volume โ the stronger the interest at that price band.
### 5.4 Trading Applications
- If price is above POC and retraces back into it:
โ POC often acts as support, suitable for long setups.
- If price is below POC and rallies into it:
โ POC often acts as resistance, suitable for short setups or profit-taking.
HVNs (Tall Blue Bars)
- Represent areas of equilibrium where the market has spent time and traded heavily.
- Price tends to consolidate here before choosing a direction.
LVNs (Short or Nearly Empty Bars)
- Represent low participation zones.
- Price often moves quickly through these areas โ useful for targeting fast moves.
## Chapter 6 โ Wyckoff Helper โ Spring
### 6.1 Spring Concept
In the Wyckoff framework:
- A Spring is a false break of support.
- The market briefly trades below a well-defined support level, triggers stop losses,
then sharply reverses upward as institutional buyers absorb liquidity.
This movement:
- Clears out weak hands (retail sellers).
- Provides large players with liquidity to enter long positions.
- Often initiates a new uptrend.
### 6.2 Code Logic
Conditions for a Spring:
1. The current low is lower than the lowest low of the previous 50 bars
โ apparent break of a long-standing support.
2. The bar closes bullish (Close > Open)
โ the breakdown was rejected.
3. Volume is significantly elevated:
โ `volume > 2 ร volume_MA` (Ultra Volume).
When all conditions are met and `show_wyc` is enabled:
- A pink diamond is plotted below the bar,
- With the label โSpringโ โ one of the strongest long signals in this system.
### 6.3 Trading Use
- After a valid Spring, markets frequently enter a meaningful bullish phase.
- The highest quality setups occur when:
- The Spring forms inside a green Order Block, and
- Near or on the Volume Profile POC.
Entries:
- At the close of the Spring bar, or
- On the first pullback into the mid-range of the Spring candle.
Stop-loss:
- Slightly below the Springโs lowest point (wick low plus a small buffer).
## Chapter 7 โ Confluence Engine & Dashboard
### 7.1 Scoring Logic
For each bar, the script:
1. Resets `score` to 0.
2. Adjusts the score based on different signals.
SMC Contribution
if show_smc
if is_in_demand
score += 1
if is_in_supply
score -= 1
- Being in Demand โ `+1`
- Being in Supply โ `-1`
DCA Contribution
if show_dca
if dca_buy
score += 2
if dca_sell
score -= 2
- DCA Buy โ `+2` (strong, statistically driven long signal)
- DCA Sell โ `-2`
Wyckoff Spring Contribution
if show_wyc
if wyc_spring
score += 2
- Spring โ `+2` (entry of strong money)
### 7.2 Mapping Score to Dashboard Signal
- score โฅ 2 โ STRONG LONG ๐
Multiple bullish conditions aligned.
- score = 1 โ WEAK LONG โ
Some bullish bias, but only one layer clearly positive.
- score = 0 โ NEUTRAL / WAIT
Rough balance between buying and selling forces; staying flat is usually preferable.
- score = -1 โ WEAK SHORT โ
Mild bearish bias, suited for cautious or short-term plays.
- score โค -2 โ STRONG SHORT ๐ฉธ
Convergence of several bearish signals.
### 7.3 Dashboard Structure
The dashboard is a two-column table:
- Row 0
- Column 0: `"Mars Signals"` โ black background, white text.
- Column 1: `"UIS v3.0"` โ black background, yellow text.
- Row 1
- Column 0: `"Price:"` (light grey background).
- Column 1: current closing price (`close`) with a semi-transparent blue background.
- Row 2
- Column 0: `"SMC:"`
- Column 1:
- `"ON"` (green) if `show_smc = true`
- `"OFF"` (grey) otherwise.
- Row 3
- Column 0: `"DCA:"`
- Column 1:
- `"ON"` (green) if `show_dca = true`
- `"OFF"` (grey) otherwise.
- Row 4
- Column 0: `"Signal:"`
- Column 1: signal text (`status_txt`) with background color `status_col`
(green, red, teal, maroon, etc.)
- If `show_rec = false`, these cells are cleared.
## Chapter 8 โ Visual Legend (Colors, Shapes & Actions)
For quick reading inside TradingView, the visual elements are described line by line instead of a table.
Chart Element: Green Box
Color / Shape: Transparent green rectangle
Core Meaning: Bullish Order Block (Demand Zone)
Suggested Trader Response: Look for longs, Smart DCA adds, closing or reducing shorts.
Chart Element: Red Box
Color / Shape: Transparent red rectangle
Core Meaning: Bearish Order Block (Supply Zone)
Suggested Trader Response: Look for shorts, or take profit on existing longs.
Chart Element: Yellow Area
Color / Shape: Transparent yellow zone
Core Meaning: Bullish FVG / upside imbalance
Suggested Trader Response: Short take-profit zone or expected rebalance area.
Chart Element: Purple Area
Color / Shape: Transparent purple zone
Core Meaning: Bearish FVG / downside imbalance
Suggested Trader Response: Long take-profit zone or temporary supply region.
Chart Element: Green "DCA" Label
Color / Shape: Green label with white text, plotted below the candle
Core Meaning: Smart ladder-in buy zone, DCA buy opportunity
Suggested Trader Response: Spot DCA entry, partial short exit.
Chart Element: Red "SELL" Label
Color / Shape: Red label with white text, plotted above the candle
Core Meaning: Overbought / distribution zone
Suggested Trader Response: Take profit on longs, consider initiating shorts.
Chart Element: Light Green Background (bgcolor)
Color / Shape: Very transparent light-green background behind bars
Core Meaning: Active DCA Buy zone
Suggested Trader Response: Treat as a discount zone on the chart.
Chart Element: Orange Bar on Right
Color / Shape: Transparent orange horizontal bar in the volume profile
Core Meaning: POC โ price with highest traded volume
Suggested Trader Response: Strong support or resistance; key reference level.
Chart Element: Blue Bars on Right
Color / Shape: Transparent blue horizontal bars in the volume profile
Core Meaning: Other volume levels, showing high-volume and low-volume nodes
Suggested Trader Response: Use to identify balance zones (HVN) and fast-move corridors (LVN).
Chart Element: Pink "Spring" Diamond
Color / Shape: Pink diamond with white text below the candle
Core Meaning: Wyckoff Spring โ liquidity grab and potential major bullish reversal
Suggested Trader Response: One of the strongest long signals in the suite; look for high-quality long setups with tight risk.
Chart Element: STRONG LONG in Dashboard
Color / Shape: Green background, white text in the Signal row
Core Meaning: Multiple bullish layers in confluence
Suggested Trader Response: Consider initiating or increasing longs with strict risk management.
Chart Element: STRONG SHORT in Dashboard
Color / Shape: Red background, white text in the Signal row
Core Meaning: Multiple bearish layers in confluence
Suggested Trader Response: Consider initiating or increasing shorts with a logical, well-placed stop.
## Chapter 9 โ Timeframe-Based Trading Playbook
### 9.1 Timeframe Selection
- Scalping
- Timeframes: 1M, 5M, 15M
- Objective: fast intraday moves (minutes to a few hours).
- Recommendation: focus on SMC + Wyckoff.
Smart DCA on very low timeframes may introduce excessive noise.
- Day Trading
- Timeframes: 15M, 1H, 4H
- Provides a good balance between signal quality and frequency.
- Recommendation: use the full stack โ SMC + DCA + Volume Profile + Wyckoff + Dashboard.
- Swing Trading & Position Investing
- Timeframes: Daily, Weekly
- Emphasis on Smart DCA + Volume Profile.
- SMC and Wyckoff are used mainly to fine-tune swing entries within larger trends.
### 9.2 Scenario A โ Scalping Long
Example: 5-Minute Chart
1. Price is declining into a green OB (Bullish Demand).
2. A candle with a long lower wick and bullish close (Pin Bar / Rejection) forms inside the OB.
3. A Spring diamond appears below the same candle โ very strong confluence.
4. The Dashboard shows at least WEAK LONG โ, ideally STRONG LONG ๐.
5. Entry:
- On the close of the confirmation candle, or
- On the first pullback into the mid-range of that candle.
6. Stop-loss:
- Slightly below the OB.
7. Targets:
- Nearby bearish FVG above, and/or
- The next red OB.
### 9.3 Scenario B โ Day-Trading Short
Recommended Timeframes: 1H or 4H
1. The market completes a strong impulsive move upward.
2. Price enters a red Order Block (Supply).
3. In the same zone, a purple FVG appears or remains unfilled.
4. On a lower timeframe (e.g., 15M), RSI enters overbought territory and a DCA Sell signal appears.
5. The main timeframe Dashboard (1H) shows WEAK SHORT โ or STRONG SHORT ๐ฉธ.
Trade Plan
- Open a short near the upper boundary of the red OB.
- Place the stop above the OB or above the last swing high.
- Targets:
- A yellow FVG lower on the chart, and/or
- The next green OB (Demand) below.
### 9.4 Scenario C โ Swing / Investment with Smart DCA
Timeframes: Daily / Weekly
1. On the daily or weekly chart, each time a green โDCAโ label appears:
- Allocate a fixed fraction of your capital (e.g., 3โ5%) to that asset.
2. Check whether this DCA zone aligns with the orange POC of the Volume Profile:
- If yes โ the quality of the entry zone is significantly higher.
3. If the DCA signal sits inside a daily green OB, the probability of a medium-term bottom increases.
4. Always build the position laddered, never all-in at a single price.
Exits for investors:
- Near weekly red OBs or large purple FVG zones.
- Ideally via partial profit-taking rather than closing 100% at once.
### 9.5 Case Study 1 โ BTCUSDT (15-Minute)
- Context: Price has sold off down towards 65,000 USD.
- A green OB had previously formed at that level.
- Near the lower boundary of this OB, a partially filled yellow FVG is present.
- As price returns to this region, a Spring appears.
- The Dashboard shifts from NEUTRAL / WAIT to WEAK LONG โ.
Plan
- Enter a long near the OB low.
- Place stop below the Spring low.
- First target: a purple FVG around 66,200.
- Second (optional) target: the first red OB above that level.
### 9.6 Case Study 2 โ Meme Coin (PEPE โ 4H)
- After a strong pump, price enters a corrective phase.
- On the 4H chart, RSI drops below 30; price breaks below the lower Bollinger Band โ a DCA label prints.
- The Volume Profile shows the POC at approximately the same level.
- The Dashboard displays STRONG LONG ๐.
Plan
- Execute laddered buys in the combined DCA + POC zone.
- Place a protective stop below the last significant swing low.
- Target: an expected 20โ30% upside move towards the next red OB or purple FVG.
## Chapter 10 โ Risk Management, Psychology & Advanced Tuning
### 10.1 Risk Management
No signal, regardless of its strength, replaces risk control.
Recommendations:
- In futures, do not expose more than 1โ3% of account equity to risk per trade.
- Adjust leverage to the volatility of the instrument (lower leverage for highly volatile altcoins).
- Place stop-losses in zones where the idea is clearly invalidated:
- Below/above the relevant Order Block or Spring, not randomly in the middle of the structure.
### 10.2 Market-Specific Parameter Tuning
- Calmer Markets (e.g., major FX pairs)
- `ob_period`: 3โ5.
- `bb_mult`: 2.0 is usually sufficient.
- Highly Volatile Markets (Crypto, news-driven assets)
- `ob_period`: 7โ10 to highlight only the most robust OBs.
- `bb_mult`: 2.5โ3.0 so that only extreme deviations trigger DCA.
- `vol_ma_len`: increase (e.g., to ~30) so that Spring triggers only on truly exceptional
volume spikes.
### 10.3 Trading Psychology
- STRONG LONG ๐ does not mean โrisk-freeโ.
It means the probability of a successful long, given the modelโs logic, is higher than average.
- Treat Mars Signals as a confirmation and context system, not a full replacement for your own decision-making.
- Example of disciplined thinking:
- The Dashboard prints STRONG LONG,
- But price is simultaneously testing a multi-month macro resistance or a major negative news event is imminent,
- In such cases, trade smaller, widen stops appropriately, or skip the trade.
## Chapter 11 โ Technical Notes & FAQ
### 11.1 Does the Script Repaint?
- Order Blocks and Springs are based on completed pivot structures and confirmed candles.
- Until a pivot is confirmed, an OB does not exist; after confirmation, behavior is stable under classic SMC assumptions.
- The script is designed to be structurally consistent rather than repainting signals arbitrarily.
### 11.2 Computational Load of Volume Profile
- On the last bar, the script processes up to `vp_lookback` bars ร `vp_rows` rows.
- On very low timeframes with heavy zooming, this can become demanding.
- If you experience performance issues:
- Reduce `vp_lookback` or `vp_rows`, or
- Temporarily disable Volume Profile (`show_vp = false`).
### 11.3 Multi-Timeframe Behavior
- This version of the script is not internally multi-timeframe.
All logic (OB, DCA, Spring, Volume Profile) is computed on the active timeframe only.
- Practical workflow:
- Analyze overall structure and key zones on higher timeframes (4H / Daily).
- Use lower timeframes (15M / 1H) with the same tool for timing entries and exits.
## Conclusion
Mars Signals โ Ultimate Institutional Suite v3.0 (Joker) is a multi-layer trading framework that unifies:
- Price structure (Order Blocks & FVG),
- Statistical behavior (Smart DCA via RSI + Bollinger),
- Volume distribution by price (Volume Profile with POC, HVN, LVN),
- Liquidity events (Wyckoff Spring),
into a single, coherent system driven by a transparent Confluence Scoring Engine.
The final output is presented in clear, actionable language:
> STRONG LONG / WEAK LONG / NEUTRAL / WEAK SHORT / STRONG SHORT
The system is designed to support professional decision-making, not to replace it.
Used together with strict risk management and disciplined execution,
Mars Signals โ UIS v3.0 (Joker) can serve as a central reference manual and operational guide
for your trading workflow, from scalping to swing and investment positioning.
Bravo EssentialsThe Bravo Essentials is a mini toolkit of volume based analysis tools for traders. By combining analysis of multiple market dimensions we created this toolkit for traders that want a clean setup for analysing volume and trends.
The Normalized Volume and Volatility Frequency Profile
This is a specialized analytical indicator that integrates volatility-adjusted volume data with a price frequency distribution profile. It provides a multidimensional perspective of how trading activity and volatility interact across different price levels, allowing for a deeper understanding of where market participation is most concentrated and how price dynamics evolve over time.
Unlike traditional volume or profile indicators that treat volume and volatility separately, this tool adjusts volume relative to volatility, creating a more balanced and context-aware representation of market behavior. This helps traders observe how changes in volatility influence participation, and where stable or reactive zones tend to form in the price structure.
The indicator displays a visual box made up of two main components:
Normalized Volume with Volatility Adjustment, displayed at the bottom, showing how trading activity responds to varying levels of volatility.
Price Frequency Profile โ positioned on the right side, mapping how often price has traded at each level and highlighting the Point of Control (POC), the area of highest activity or equilibrium.
Key Features
- Normalized Volume & Volatility Display
Illustrates trading activity in context with volatility changes, revealing periods of expansion and contraction that may not appear on raw volume charts.
- Frequency Distribution Profile
Displays the density of price interactions across the selected range, helping highlight zones where the market has spent the most time.
- Point of Control (POC)
Marks the level with the highest concentration of price activity, often an area of balance or a potential inflection point.
- Adaptive Scaling
Automatically adjusts to market conditions, ensuring consistent readability during both high and low volatility periods.
- Gradient Visualization
Uses color intensity to convey the strength of both volume and frequency data, aiding quick interpretation.
- Customizable Parameters
Includes options to modify lookback length, bin count, and color palette to suit different charting preferences.
How to Use
- Volume and Volatility Context
Detect transitions between low-activity consolidation and high-activity breakout conditions by comparing normalized volume behavior with price movement.
- Market Structure Analysis
Identify areas of balance and imbalance within the price range, offering potential support and resistance cues.
- Trend Assessment
Analyze the relationship between rising or falling normalized volume and directional price changes to evaluate momentum consistency.
- Breakout Confirmation
Observe how price behaves around the POC; a breakout with increasing normalized volume can reinforce directional conviction.
Pre-Move Compression Zones
Recognize low-volatility regions that often precede significant directional expansions.
The Dynamic POC
The Dynamic Point of Control (Dynamic POC) is a price based key level that continuously adapts to evolving market conditions. It represents the price area where the most trading activity or volume concentration has occurred within a defined lookback period. This level effectively marks the marketโs short-term โcenter of gravity,โ providing valuable insight into areas of balance, interest, and potential reaction.
Unlike static profile based POC levels that are calculated once and remain fixed, the Dynamic POC recalculates in real time as new data forms. This makes it more responsive to intraday structure and better suited for active trading environments where market balance can shift quickly. The inclusion of volatility-based upper and lower bands adds further context, helping traders assess how far price has deviated from equilibrium and whether current movement is expanding or reverting toward balance.
Key Features
- Adaptive Price Equilibrium
Continuously tracks the most active price zone within a rolling window, updating dynamically as market conditions evolve.
- Volume-Weighted Logic
Reflects where the greatest market participation occurs, highlighting levels where buyers and sellers have historically agreed on value.
- Volatility Bands
Optional upper and lower boundaries expand and contract based on market volatility, visually defining zones of potential overextension or compression.
- Color-Coded Visualization
Uses clear, consistent coloring to distinguish the POC line and its volatility envelopes, making it easy to interpret balance shifts at a glance.
- Customizable Width and Lookback
Adjustable parameters allow traders to fine-tune sensitivity and precision depending on the timeframe or strategy focus.
How to Use
- Market Balance Indicator
When price remains close to the Dynamic POC, it suggests equilibriumโmarkets are balanced and consolidating.
- Directional Bias Filter
Sustained movement above the Dynamic POC often reflects bullish control, while persistent price action below can indicate bearish sentiment.
- Reversion & Breakout Context
Tests of the upper or lower volatility bands can precede mean reversion toward the POC, while clean breaks beyond them may confirm continuation momentum.
- Support and Resistance Framework
The Dynamic POC frequently aligns with short-term support or resistance zones, making it a useful anchor for trade entries, targets, and risk placement.
By combining both the POC and the Volume Frequency Profile we are able to build up a system of confluence whereby we can locate pockets of larger volume in the market. Generally speaking these are good areas to be setting areas for entries, exits and stop losses.
Cumulative Volume Delta Profile and Heatmap [BackQuant]Cumulative Volume Delta Profile and Heatmap
A multi-view CVD workstation that measures buying vs selling pressure, renders a price-aligned CVD profile with Point of Control, paints an optional heatmap of delta intensity, and detects classical CVD divergences using pivot logic. Built for reading who is in control, where participation clustered, and when effort is failing to produce result.
What is CVD
Cumulative Volume Delta accumulates the difference between aggressive buys and aggressive sells over time. When CVD rises, buyers are lifting the offer more than sellers are hitting the bid. When CVD falls, the opposite is true. Plotting CVD alongside price helps you judge whether price moves are supported by real participation or are running on fumes.
Core Features
Visual Analysis Components
CVD Columns - Plot of cumulative delta, colored by side, for quick read of participation bias.
CVD Profile - Price-aligned histogram of CVD accumulation using user-set bins. Shows where net initiative clustered.
Split Buy and Sell CVD - Optional two-sided profile that separates positive and negative CVD into distinct wings.
POC - Point of Control - The price level with the highest absolute CVD accumulation, labeled and line-marked.
Heatmap - Semi-transparent blocks behind price that encode CVD intensity across the last N bars.
Divergence Engine - Pivot-based detection of Bearish and Bullish CVD divergences with optional lines and labels.
Stats Panel - Top level metrics: Total CVD, Buy and Sell totals with percentages, Delta Ratio, and current POC price.
How it works
Delta source and sampling
You select an Anchor Timeframe that defines the higher time aggregation for reading the trend of CVD.
The script pulls lower timeframe volume delta and aggregates it to the anchor window. You can let it auto-select the lower timeframe or force a custom one.
CVD is then accumulated bar by bar to form a running total. This plot shows the direction and persistence of initiative.
Profile construction
The recent price range is split into Profile Granularity bins.
As price traverses a bin, the current delta contribution is added to that bin.
If Split Buy and Sell CVD is enabled, positive CVD goes to the right wing and negative CVD to the left wing.
Widths are scaled by each sideโs maximum so you can compare distribution shape at a glance.
The Point of Control is the bin with the highest absolute CVD. This marks where initiative concentrated the most.
Heatmap
For each bin, the script computes intensity as absolute CVD relative to the maximum bin value.
Color is derived from the side in control in that bin and shaded by intensity.
Heatmap Length sets how far back the panels extend, highlighting recurring participation zones.
Divergence model
You define pivot sensitivity with Pivot Left and Right .
Bearish divergence triggers when price confirms a higher high while CVD fails to make a higher high within a configurable Delta Tolerance .
Bullish divergence triggers when price confirms a lower low while CVD fails to make a lower low.
On trigger, optional link lines and labels are drawn at the pivots for immediate context.
Key Settings
Delta Source
Anchor Timeframe - Higher TF for the CVD narrative.
Custom Lower TF and Lower Timeframe - Force the sampling TF if desired.
Pivot Logic
Pivot Left and Right - Bars to each side for swing confirmation.
Delta Tolerance - Small allowance to avoid near-miss false positives.
CVD Profile
Show CVD Profile - Toggle profile rendering.
Split Buy and Sell CVD - Two-sided profile for clearer side attribution.
Show Heatmap - Project intensity panels behind price.
Show POC and POC Color - Mark the dominant CVD node.
Profile Granularity - Number of bins across the visible price range.
Profile Offset and Profile Width - Position and scale the profile.
Profile Position - Right, Left, or Current bar alignment.
Visuals
Bullish Div Color and Bearish Div Color - Colors for divergence artifacts.
Show Divergence Lines and Labels - Visualize pivots and annotations.
Plot CVD - Column plot of total CVD.
Show Statistics and Position - Toggle and place the summary table.
Reading the display
CVD columns
Rising CVD confirms buyers are in control. Falling CVD confirms sellers.
Flat or choppy CVD during wide price moves hints at passive or exhausted participation.
CVD profile wings
Thick right wing near a price zone implies heavy buy initiative accumulated there.
Thick left wing implies heavy sell initiative.
POC marks the strongest initiative node. Expect reactions on first touch and rotations around this level when the tape is balanced.
Heatmap
Brighter blocks indicate stronger historical net initiative at that price.
Stacked bright bands form CVD high volume nodes. These often behave like magnets or shelves for future trade.
Divergences
Bearish - Price prints a higher high while CVD fails to do so. Effort is not producing result. Potential fade or pause.
Bullish - Price prints a lower low while CVD fails to do so. Capitulation lacks initiative. Potential bounce or reversal.
Stats panel
Total CVD - Net initiative over the window.
Buy and Sell volume with percentages - Side composition.
Delta Ratio - Buy over Sell. Values above 1 favor buyers, below 1 favor sellers.
POC Price - Current control node for plan and risk.
Workflows
Trend following
Choose an Anchor Timeframe that matches your holding period.
Trade in the direction of CVD slope while price holds above a bullish POC or below a bearish POC.
Use pullbacks to CVD nodes on your profile as entry locations.
Trend weakens when price makes new highs but CVD stalls, or new lows while CVD recovers.
Mean reversion
Look for divergences at or near prior CVD nodes, especially the POC.
Fade tests into thick wings when the side that dominated there now fails to push CVD further.
Target rotations back toward the POC or the opposite wing edge.
Liquidity and execution map
Treat strong wings and heatmap bands as probable passive interest zones.
Expect pauses, partial fills, or flips at these shelves.
Stops make sense beyond the far edge of the active wing supporting your idea.
Alerts included
CVD Bearish Divergence and CVD Bullish Divergence.
Price Cross Above POC and Price Cross Below POC.
Extreme Buy Imbalance and Extreme Sell Imbalance from Delta Ratio.
CVD Turn Bullish and CVD Turn Bearish when net CVD crosses zero.
Price Near POC proximity alert.
Best practices
Use a higher Anchor Timeframe to stabilize the CVD story and a sensible Profile Granularity so wings are readable without clutter.
Keep Split mode on when you want to separate initiative attribution. Turn it off when you prefer a single net profile.
Tune Pivot Left and Right by instrument to avoid overfitting. Larger values find swing divergences. Smaller values find micro fades.
If volume is thin or synthetic for the symbol, CVD will be less reliable. The script will warn if volume is zero.
Trading applications
Context - Confirm or question breakouts with CVD slope.
Location - Build entries at CVD nodes and POC.
Timing - Use divergence and POC crosses for triggers.
Risk - Place stops beyond the opposite wing or outside the POC shelf.
Important notes and limits
This is a price and volume based study. It does not access off-book or venue-level order flow.
CVD profiles are built from the data available on your chart and the chosen lower timeframe sampling.
Like all volume tools, readings can distort during roll periods, holidays, or feed anomalies. Validate on your instrument.
Technical notes
Delta is aggregated from a lower timeframe into an Anchor Timeframe narrative.
Profile bins update in real time. Splitting by side scales each wing independently so both are readable in the same panel.
Divergences are confirmed using standard pivot definitions with user-set tolerances.
All profile drawing uses fixed X offsets so panels and POC do not swim when you scroll.
Quick start
Anchor Timeframe = Daily for intraday context.
Split Buy and Sell CVD = On.
Profile Granularity = 100 to 200, Profile Position = Right, Width to taste.
Pivot Left and Right around 8 to 12 to start, then adapt.
Turn on Heatmap for a fast map of interest bands.
Bottom line
CVD tells you who is doing the lifting. The profile shows where they did it. Divergences tell you when effort stops paying. Put them together and you get a clear read on control, location, and timing for both trend and mean reversion.
Volume Profile + Pivot Levels [ChartPrime]โฏ OVERVIEW
Volume Profile + Pivot Levels combines a rolling volume profile with price pivots to surface the most meaningful levels in your selected lookback window. It builds a left-side profile from traded volume, highlights the sessionโs Point of Control (PoC) , and then filters pivot highs/lows so only those aligned with significant profile volume are promoted to chart levels. Each promoted level extends forward until price retests itโso your chart stays focused on levels that actually matter.
โฏ KEY FEATURES
Rolling Volume Profile (Period & Resolution)
Calculates a profile over the last Period bars (default 200). The profile is discretized into Volume Profile Resolution bins (default 50) between the highest high and lowest low inside the window. Each bin accumulates traded volume and is drawn as a smooth left-side polyline for compact, lightweight rendering.
HL = array.new()
// collect highs/lows over 'start' bars to define profile range
for i = 0 to start - 1
HL.push(high ), HL.push(low )
H = HL.max(), L = HL.min()
bin_size = (H - L) / bins
// accumulate per-bin volume
for i = 0 to bins - 1
for j = 0 to start - 1
if close >= (L + bin_sizei) - bin_size and close < (L + bin_size*(i+1)) + bin_size
Bins += volume
Delta-Aware Coloring
The script tracks up-minus-down volume across all period to compute a net Delta . The profile, PoC line, and PoC label adopt a teal tone when net positive, and maroon when net negativeโan immediate read on buyer/seller dominance inside the window.
Point of Control (PoC) + Volume Label
Automatically marks the highest-volume bin as the PoC . A horizontal PoC line extends to the last bar, and a label shows the absolute volume at the PoC. Toggle visibility via PoC input.
Pivot Detection with Volume Filter
Identifies raw pivots using Length (default 10) on both sides of the bar. Each candidate pivot is then validated against the profile: only pivots that land within their bin and meet or exceed the Filter % threshold (percentage of PoC volume) are promoted to chart levels. This removes weak, low-participation pivots.
// pivot promotion when volume% >= pivotFilter
if abs(mid - p.value) <= bin_size and volPercent >= pivotFilter
// draw labeled pivot level
line.new(p.index - pivotLength, p.value, p.index + pivotLength, p.value, width = 2)
Forward-Extending, Self-Stopping Levels
Promoted pivot levels extend forward as dotted rays. As soon as price intersects a level (high/low straddles it), that level stops extendingโso your chart doesnโt clutter with stale zones.
Concise Level Labels (Volume + %)
Each promoted pivot prints a compact label at the pivot bar with its binโs absolute volume and percentage of PoC volume (ordering flips for highs vs. lows for quick read).
Lightweight Visuals
The volume profile is rendered as a smooth polyline rather than dozens of boxes, keeping charts responsive even at higher resolutions.
โฏ SETTINGS
Volume Profile โ Period : Lookback window used to compute the profile (max 500).
Volume Profile โ Resolution : Number of bins; higher = finer structure.
Volume Profile โ PoC : Toggle PoC line and volume label.
Pivots โ Display : Show/hide volume-validated pivot levels.
Pivots โ Length : Pivot detection left/right bars.
Pivots โ Filter % 0โ100 : Minimum bin strength (as % of PoC) required to promote a pivot level.
โฏ USAGE
Read PoC direction/color for a quick net-flow bias within your window.
Prioritize promoted pivot levels โtheyโre backed by meaningful participation.
Watch for first retests of promoted levels; the line will stop extending once tested.
Adjust Period / Resolution to match your timeframe (scalps โ higher resolution, shorter period; swings โ lower resolution, longer period).
Tighten or loosen Filter % to control how selective the level promotion is.
โฏ WHY ITโS UNIQUE
Instead of plotting every pivot or every profile bar, this tool cross-checks pivots against the profileโs internal volume weighting . You only see levels where price structure and liquidity overlapโclean, data-driven levels that self-retire after interaction, so you can focus on what the market actually defends.
TPO[Fixed Range, Anchored, Bars Back]TPO Bars Back, Fixed Range and Anchored
Overview
The TPO Profile (Time Price Opportunity Profile) is a powerful market profile indicator that displays the amount of time price spent at different levels during a specified period. Unlike traditional volume profile indicators that show volume distribution, TPO Profile shows time distribution , providing insights into where price has spent the most time and identifying key support and resistance levels.
Key Advantages Over TradingView's Built-in TPO
Simplified Composite Creation : Automatically creates TPO profiles for any time range without manual split/merge operations
Instant Value Area Calculation : Immediately shows Value Area, POC, VAH, and VAL for your selected period
No Manual Assembly Required : TradingView's native TPO requires you to manually split sessions and merge them to create composites - this indicator does it automatically
Flexible Time Ranges : Create composites for any custom time period (multiple days, weeks, specific events) with a few clicks
Real-time Composite Updates : Anchor mode creates live composites that update as new data arrives
Multiple Composite Analysis : Easily compare different time periods without the tedious manual process
Key Features
Core Functionality
Time-Based Analysis : Shows time spent at each price level rather than volume
Configurable Time Blocks : Use any timeframe for TPO counting (30min, 1H, 4H, etc.)
Multiple Price Levels : Adjustable from 5 to 200 levels for granular analysis
Point of Control (POC) : Automatically identifies the price level with highest time activity
Value Area Calculation : Shows the price range containing 70% (configurable) of time activity
Automatic Composite Generation : Creates multi-session composites without manual intervention
Three Operating Modes
1. Bars Back Mode
Analyzes the last N bars from the current bar
Perfect for recent market activity analysis
Range: 10-500 bars
Use Case : Intraday analysis, recent session review
2. Fixed Range Mode
Analyzes a specific time period between start and end times
Ideal for historical analysis of specific events
Creates perfect composites for multi-day periods
Use Case : Earnings periods, news events, specific trading sessions, weekly/monthly composites
3. Anchor Mode (NEW)
Starts from a specific time and extends to the current bar
Dynamically updates as new bars form
Perfect for building live composites from any starting point
Use Case : Live session monitoring, event-based analysis from a specific point, growing composites
Visual Elements
TPO Bars
Horizontal bars showing time distribution at each price level
Longer bars = more time spent at that level
Color-coded to distinguish Value Area from outlying levels
Point of Control (POC)
Red line marking the price level with highest time activity
Most significant support/resistance level
Configurable line style (Solid/Dashed/Dotted) and width
Value Area High/Low (VAH/VAL)
Green and Orange lines marking the boundaries of the Value Area
Shows the price range containing the specified percentage of time activity
Optional display with customizable line styles
Single Print Detection
Identifies price levels touched by only one time block
Display options: Lines or Boxes
Purple color highlighting these significant levels
Often act as strong support/resistance in future trading
Customization Options
Time Block Configuration
Block Time : Choose timeframe for TPO counting (30min, 1H, 4H, etc.)
Allows analysis at different time granularities
Higher timeframes = broader perspective, Lower timeframes = finer detail
Visual Styling
Line Styles : Solid, Dashed, or Dotted for all line elements
Line Widths : 1-5 pixels for POC, VAH, and VAL lines
Colors : Fully customizable colors for all elements
Transparency : Adjustable transparency for better chart readability
Label Management
Show/Hide Labels : Toggle POC, VAH, VAL labels
Font Sizes : Tiny, Small, Normal, Large, Huge
Label Positioning : 8 different position options relative to lines
Offset Controls : Fine-tune label positioning
Line Extension
Level Offset Right : Controls how far lines extend
Smart extension logic:
Value โค 0: Infinite extension (extend.right)
Value โฅ 1: Extends exactly N bars ahead
Trading Applications
Support & Resistance
POC often acts as strong support/resistance
Value Area boundaries provide key levels
Single prints frequently become significant levels
Market Structure Analysis
Identify areas of price acceptance (thick TPO bars)
Spot areas of price rejection (thin TPO bars)
Understand where market participants are comfortable trading
Composite Profile Analysis
Create multi-day, weekly, or monthly composites instantly
Compare different composite periods without manual work
Analyze longer-term price acceptance levels
Build composites around specific events or announcements
Session Analysis
Monitor intraday session development in real-time
Compare different sessions (London, New York, Asia)
Track how profiles change throughout the trading day
Build live composites across multiple sessions
Event Analysis
Use Fixed Range mode for earnings, news events
Use Anchor mode to track price development from specific events
Compare pre/post event price acceptance levels
Create event-based composites automatically
Input Parameters
Mode Selection
Mode : Bars Back | Fixed Range | Anchor
Bars Back : Number of bars to analyze (10-500)
Start Time : Beginning time for Fixed Range and Anchor modes
End Time : Ending time for Fixed Range mode only
Analysis Configuration
Block Time : Timeframe for TPO blocks (e.g., "30" for 30-minute blocks)
TPO Levels : Number of price levels (5-200)
Value Area % : Percentage for Value Area calculation (50-95%)
Display Options
Show POC : Display Point of Control line
Show Value Area : Display Value Area box
Show VAH/VAL Lines : Display Value Area boundary lines
Show Single Prints : Display single print detection
Single Print Style : Lines or Boxes
Styling Controls
Colors : TPO, POC, Value Area, VAH, VAL, Single Print colors
Line Styles : POC, VAH, VAL line styles
Line Widths : POC, VAH, VAL line widths
Labels : Show/hide, font size, position, offset controls
Technical Details
Calculation Method
Divides the price range into equal levels based on TPO Levels setting
For each time block, determines which price levels it crosses
Adds +1 count to each crossed level
Identifies POC as the level with highest count
Calculates Value Area by expanding from POC until target percentage is reached
Performance Considerations
Historical data limited to prevent buffer overflow errors
Smart bounds checking for different timeframes
Optimized cleanup routines to prevent drawing object accumulation
Pine Script Version
Built on Pine Script v6
Uses modern Pine Script best practices
Efficient array handling and drawing object management
Best Practices
Timeframe Selection
Block Time = Chart Timeframe : Traditional TPO approach
Block Time > Chart Timeframe : Smoother, broader perspective
Block Time < Chart Timeframe : More granular, detailed analysis
Level Count Guidelines
Low levels (10-20) : Better for swing trading, major levels
High levels (50-100) : Better for scalping, precise entries
Very high levels (100+) : For very detailed analysis
Mode Selection
Bars Back : Daily analysis, recent activity
Fixed Range : Historical events, specific periods, manual composites
Anchor : Live monitoring, event-based analysis, growing composites
Composite Creation Workflow
Select Fixed Range or Anchor mode
Set your desired start time (and end time for Fixed Range)
Adjust TPO Levels for desired granularity
Enable VAH/VAL lines to see Value Area boundaries
The composite profile generates automatically with all key levels
This indicator eliminates the tedious manual process of creating composite TPO profiles in TradingView. Instead of splitting sessions and manually merging them, you get instant composite analysis with automatic Value Area calculation, POC identification, and single print detection. The combination of time-based analysis, multiple operating modes, and extensive customization options makes it a powerful tool for understanding market structure and price acceptance levels across any time period.
Volume Point of Control with Fib Based Profile๐Description:
This indicator is a comprehensive volume profile analysis tool designed to identify key price levels based on trading activity within user-defined timeframes. It plots the Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL), along with dynamically calculated Fibonacci levels derived from the developing period's range. It offers extensive customization for both historical and developing levels.
๐Core Features:
Volume Profiling (POC, VAH, VAL):
Calculates and plots the POC (price level with the highest volume), VAH, and VAL for a selected timeframe (e.g., Daily, Weekly).
The Value Area percentage is configurable. 70% is common on normal volume profiles, but this script allows you to configure multiple % levels via the fib levels. I recommend using 2 versions of this indicator on a chart, one has Value Area at 1 (100% - high and low of lookback) and the second is a specified VA area (i.e. 70%) like in the chart snapshot above. See examples at the bottom.
Historical Levels:
Plots POC, VAH, and VAL from previous completed periods.
Optionally displays only "Unbroken" levels โ historical levels that price has not yet revisited, which can act as stronger magnets or resistance/support.
The user can manage the number of historical lines displayed to prevent chart clutter.
Developing Levels:
Shows the POC, VAH, and VAL as they form in real-time during the current, incomplete period. This provides insight into intraday/intra-period value migration.
Dynamic Fibonacci Levels:
Calculates and plots Fibonacci retracement/extension levels based dynamically on the range between the developing POC and the developing VAH/VAL.
Offers 8 configurable % levels above and below POC that can be toggled on/off.
Visual Customization:
Extensive options for colors, line styles, and widths for all plotted levels.
Optional gradient fill for the Value Area that visualizes current price distance from POC - option to invert the colors as well.
Labels for developing levels and Fibonacci levels for easy identification.
๐Characteristics:
Volume-Driven: Levels are derived from actual trading volume, reflecting areas of high participation and price agreement/disagreement.
Timeframe Specific: The results are entirely dependent on the chosen profile timeframe.
Dynamic & Static Elements: Developing levels and Fibs update live, while historical levels remain fixed once their period closes.
Lagging (Historical) & Potentially Leading: Historical levels are based on the past, but are often respected by future price action. Developing levels show current dynamics.
๐How to Use It:
Identifying Support & Resistance: Historical and developing POCs, VAHs, and VALs are often key areas where price may react. Unbroken levels are particularly noteworthy.
Market Context & Sentiment: Trading above the POC suggests bullish strength/acceptance of higher prices, while trading below suggests bearishness/acceptance of lower prices.
Entry/Exit Zones: Interactions with these levels (rejections, breakouts, tests) can provide potential entry or exit signals, especially when confirming with other analysis methods.
Dynamic Targets: The Fibonacci levels calculated from the developing POC-VA range offer potential intraday/intra-period price targets or areas of interest.
Understanding Value Migration: Observing the movement of the developing POC/VAH/VAL throughout the period reveals where value is currently being established.
๐Potential Drawbacks:
Input Sensitivity: The choice of timeframe, Value Area percentage, and volume resolution heavily influences the generated levels. Experimentation is needed for optimal settings per instrument/market. (I've found that Range Charts can provide very accurate volume levels on TV since the time element is removed. This helps to refine the accuracy of price levels with high volume.)
Volume Data Dependency: Requires accurate volume data. May be less reliable on instruments with sparse or questionable volume reporting.
Chart Clutter: Enabling all features simultaneously can make the chart busy. Utilize the line management inputs and toggle features as needed.
Not a Standalone Strategy: This indicator provides context and key levels. It should be used alongside other technical analysis tools and price action reading for robust decision-making.
Developing Level Fluctuation: Developing POC/VA/Fib levels can shift considerably, especially early in a new period, before settling down as more volume accumulates and time passes.
๐Recommendations/Examples:
I recommend have this indicator on your chart twice, one has the VA set at 1 (100%) and has the fib levels plotted. The second has the VA set to 0.7 (70%) to highlight the defined VA.
Here is an example with 3 on a chart. VA of 100%, VA of 80%, and VA of 20%
TeddyOverview
"Teddy" is an indicator that overlays up to five customizable Volume Profiles on the chart, each displaying Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL). Designed for traders, it anchors profiles to user-defined time ranges, helping align traders with the ever changing auction so they are on the right side of trends, avoid choppy price action, and stay clear of overbought/oversold conditions.
Originality and Usefulness
Unlike standard Volume Profile tools, "Teddy" offers five independent profiles with flexible anchored or fixed time ranges, customizable labels, and distinct colors. This multi-profile approach reveals key price levels across different periods, enabling traders to navigate trends and avoid low-opportunity zones effectively, ideal for equities, futures, or indices.
What It Does
Plots up to five Volume Profiles, each with POC, VAH, and VAL lines.
Labels levels with customizable prefixes and price displays.
Supports anchored (start-to-present) or fixed (start-to-stop) time ranges, adjustable via inputs or chart dragging.
How It Works
Data Sources: Uses lower timeframe data (e.g., 1-minute on a 5-minute chart) to build volume distributions.
Calculations:
POC: Identifies the price with the highest traded volume in the selected range.
VAH/VAL: Defines the value area (default: 70% of volume(recommended)) around POC.
Time Ranges: Each profile starts at a user-set time, extending to the present or a stop time if fixed.
Visualization: Draws lines and labels for POC, VAH, and VAL, with customizable colors, offsets, and leftward extensions.
How It Helps Traders
"Teddy" aligns traders with the auction to help avoids pitfalls:
Staying with the Trend: Price above POC Indicates buyers are in control of the profile being studied which allows the auction to move towards VAH next. Price below POC Indicates sellers are in control of the profile being studied which allows the auction to move towards VAL next. guiding trend-following entries. Breakouts above VAH can signal an expansion opportunity for price and breakdowns below VAL can signal an expansion opportunity for price.
Avoiding Choppy Conditions: POC acts as a price anchor(magnet almost) that draws price towards it due to the high volume around this pivotโ Price oscillating around POC often indicates consolidation(almost a battle between buyers and sellers); Its wise to let the battle finish to understand the true direction. Teddy also helps traders identify consolidation between ranges as buyers and sellers fight for acceptance above below in inside of one or multiple ranges. This type of structure between ranges often brings chop with it as well.
Steering Clear of Overbought/Oversold: Extreme price moves far from POC or VAH/VAL, especially in recent profiles, suggest price at premium or price at discount. This can help traders avoid chasing an extended move to the upside or the downside.
Multiple profiles provide temporal context, ensuring trades align with multiple auctions to define price at a value, at a discount or at a premium and not just fleeting noise.
How to Use It
Apply to any chart (e.g., ES 1H for futures).
Customize via inputs:
"Profile Settings": Enable/disable, set start/stop times, toggle fixed range.
"Profile Appearance": Adjust horizontal offset for labels.
"Profile Colors": Set POC, VAH, VAL colors (e.g., yellow, blue).
"Profile POC & Value Area": Adjust value area percentage (default: 70%), toggle POC/VAH/VAL display, extend lines left.
"Profile Label Customization": Set label prefixes, show prices, and text colors.
Underlying Concepts
Volume Profile: POC and VAH/VAL highlight high-volume acceptance zones, anchoring trend analysis.
Temporal Analysis: Multiple profiles reveal evolving market structure over user-defined periods.
Limitations
May require a Premium Trading view plan due to data being pulled on lower time frames such as the 1 minute. Check to ensure your plan meets these requirements.
Profiles looking back multiple months (e.g., 9 or 12 months) on lower timeframes (e.g., 1-minute) may cause memory errors or fail to load due to data limits.
Hourly or higher timeframes are best for accurate data on extended lookbacks, especially in futures markets.
Accuracy depends on lower timeframe data availability.
Levels are contextual, not guaranteed signals.
lib_profileLibrary "lib_profile"
a library with functions to calculate a volume profile for either a set of candles within the current chart, or a single candle from its lower timeframe security data. All you need is to feed the
method delete(this)
โโdeletes this bucket's plot from the chart
โโNamespace types: Bucket
โโParameters:
โโโโ this (Bucket)
method delete(this)
โโNamespace types: Profile
โโParameters:
โโโโ this (Profile)
method delete(this)
โโNamespace types: Bucket
โโParameters:
โโโโ this (Bucket )
method delete(this)
โโNamespace types: Profile
โโParameters:
โโโโ this (Profile )
method update(this, top, bottom, value, fraction)
โโupdates this bucket's data
โโNamespace types: Bucket
โโParameters:
โโโโ this (Bucket)
โโโโ top (float)
โโโโ bottom (float)
โโโโ value (float)
โโโโ fraction (float)
method update(this, tops, bottoms, values)
โโupdate this Profile's data (recalculates the whole profile and applies the result to this object) TODO optimisation to calculate this incremental to improve performance in realtime on high resolution
โโNamespace types: Profile
โโParameters:
โโโโ this (Profile)
โโโโ tops (float ) : array of range top/high values (either from ltf or chart candles using history() function
โโโโ bottoms (float ) : array of range bottom/low values (either from ltf or chart candles using history() function
โโโโ values (float ) : array of range volume/1 values (either from ltf or chart candles using history() function (1s can be used for analysing candles in bucket/price range over time)
method tostring(this)
โโallows debug print of a bucket
โโNamespace types: Bucket
โโParameters:
โโโโ this (Bucket)
method draw(this, start_t, start_i, end_t, end_i, args, line_color)
โโallows drawing a line in a Profile, representing this bucket and it's value + it's value's fraction of the Profile total value
โโNamespace types: Bucket
โโParameters:
โโโโ this (Bucket)
โโโโ start_t (int) : the time x coordinate of the line's left end (depends on the Profile box)
โโโโ start_i (int) : the bar_index x coordinate of the line's left end (depends on the Profile box)
โโโโ end_t (int) : the time x coordinate of the line's right end (depends on the Profile box)
โโโโ end_i (int) : the bar_index x coordinate of the line's right end (depends on the Profile box)
โโโโ args (LineArgs type from robbatt/lib_plot_objects/24) : the default arguments for the line style
โโโโ line_color (color) : the color override for POC/VAH/VAL lines
method draw(this, forced_width)
โโdraw all components of this Profile (Box, Background, Bucket lines, POC/VAH/VAL overlay levels and labels)
โโNamespace types: Profile
โโParameters:
โโโโ this (Profile)
โโโโ forced_width (int) : allows to force width of the Profile Box, overrides the ProfileArgs.default_size and ProfileArgs.extend arguments (default: na)
method init(this)
โโNamespace types: ProfileArgs
โโParameters:
โโโโ this (ProfileArgs)
method init(this)
โโNamespace types: Profile
โโParameters:
โโโโ this (Profile)
profile(tops, bottoms, values, resolution, vah_pc, val_pc, bucket_buffer)
โโsplit a chart/parent bar into 'resolution' sections, figure out in which section the most volume/time was spent, by analysing a given set of (intra)bars' top/bottom/volume values. Then return price center of the bin with the highest volume, essentially marking the point of control / highest volume (poc) in the chart/parent bar.
โโParameters:
โโโโ tops (float ) : array of range top/high values (either from ltf or chart candles using history() function
โโโโ bottoms (float ) : array of range bottom/low values (either from ltf or chart candles using history() function
โโโโ values (float ) : array of range volume/1 values (either from ltf or chart candles using history() function (1s can be used for analysing candles in bucket/price range over time)
โโโโ resolution (int) : amount of buckets/price ranges to sort the candle data into (analyse how much volume / time was spent in a certain bucket/price range) (default: 25)
โโโโ vah_pc (float) : a threshold percentage (of values' total) for the top end of the value area (default: 80)
โโโโ val_pc (float) : a threshold percentage (of values' total) for the bottom end of the value area (default: 20)
โโโโ bucket_buffer (Bucket ) : optional buffer of empty Buckets to fill, if omitted a new one is created and returned. The buffer length must match the resolution
โโReturns: poc (price level), vah (price level), val (price level), poc_index (idx in buckets), vah_index (idx in buckets), val_index (idx in buckets), buckets (filled buffer or new)
create_profile(start_idx, tops, bottoms, values, resolution, vah_pc, val_pc, args)
โโsplit a chart/parent bar into 'resolution' sections, figure out in which section the most volume/time was spent, by analysing a given set of (intra)bars' top/bottom/volume values. Then return price center of the bin with the highest volume, essentially marking the point of control / highest volume (poc) in the chart/parent bar.
โโParameters:
โโโโ start_idx (int) : the bar_index at which the Profile should start drawing
โโโโ tops (float ) : array of range top/high values (either from ltf or chart candles using history() function
โโโโ bottoms (float ) : array of range bottom/low values (either from ltf or chart candles using history() function
โโโโ values (float ) : array of range volume/1 values (either from ltf or chart candles using history() function (1s can be used for analysing candles in bucket/price range over time)
โโโโ resolution (int) : amount of buckets/price ranges to sort the candle data into (analyse how much volume / time was spent in a certain bucket/price range) (default: 25)
โโโโ vah_pc (float) : a threshold percentage (of values' total) for the top end of the value area (default: 80)
โโโโ val_pc (float) : a threshold percentage (of values' total) for the bottom end of the value area (default: 20)
โโโโ args (ProfileArgs)
โโReturns: poc (price level), vah (price level), val (price level), poc_index (idx in buckets), vah_index (idx in buckets), val_index (idx in buckets), buckets (filled buffer or new)
history(src, len, offset)
โโallows fetching an array of values from the history series with offset from current candle
โโParameters:
โโโโ src (int)
โโโโ len (int)
โโโโ offset (int)
history(src, len, offset)
โโallows fetching an array of values from the history series with offset from current candle
โโParameters:
โโโโ src (float)
โโโโ len (int)
โโโโ offset (int)
history(src, len, offset)
โโallows fetching an array of values from the history series with offset from current candle
โโParameters:
โโโโ src (bool)
โโโโ len (int)
โโโโ offset (int)
history(src, len, offset)
โโallows fetching an array of values from the history series with offset from current candle
โโParameters:
โโโโ src (string)
โโโโ len (int)
โโโโ offset (int)
Bucket
โโFields:
โโโโ idx (series int) : the index of this Bucket within the Profile starting with 0 for the lowest Bucket at the bottom of the Profile
โโโโ value (series float) : the value of this Bucket, can be volume or time, for using time pass and array of 1s to the update function
โโโโ top (series float) : the top of this Bucket's price range (for calculation)
โโโโ btm (series float) : the bottom of this Bucket's price range (for calculation)
โโโโ center (series float) : the center of this Bucket's price range (for plotting)
โโโโ fraction (series float) : the fraction this Bucket's value is compared to the total of the Profile
โโโโ plot_bucket_line (Line type from robbatt/lib_plot_objects/24) : the line that resembles this bucket and it's valeu in the Profile
ProfileArgs
โโFields:
โโโโ show_poc (series bool) : whether to plot a POC line across the Profile Box (default: true)
โโโโ show_profile (series bool) : whether to plot a line for each Bucket in the Profile Box, indicating the value per Bucket (Price range), e.g. volume that occured in a certain time and price range (default: false)
โโโโ show_va (series bool) : whether to plot a VAH/VAL line across the Profile Box (default: false)
โโโโ show_va_fill (series bool) : whether to fill the 'value' area between VAH/VAL line (default: false)
โโโโ show_background (series bool) : whether to fill the Profile Box with a background color (default: false)
โโโโ show_labels (series bool) : whether to add labels to the right end of the POC/VAH/VAL line (default: false)
โโโโ show_price_levels (series bool) : whether add price values to the labels to the right end of the POC/VAH/VAL line (default: false)
โโโโ extend (series bool) : whether extend the Profile Box to the current candle (default: false)
โโโโ default_size (series int) : the default min. width of the Profile Box (default: 30)
โโโโ args_poc_line (LineArgs type from robbatt/lib_plot_objects/24) : arguments for the poc line plot
โโโโ args_va_line (LineArgs type from robbatt/lib_plot_objects/24) : arguments for the va line plot
โโโโ args_poc_label (LabelArgs type from robbatt/lib_plot_objects/24) : arguments for the poc label plot
โโโโ args_va_label (LabelArgs type from robbatt/lib_plot_objects/24) : arguments for the va label plot
โโโโ args_profile_line (LineArgs type from robbatt/lib_plot_objects/24) : arguments for the Bucket line plots
โโโโ args_profile_bg (BoxArgs type from robbatt/lib_plot_objects/24)
โโโโ va_fill_color (series color) : color for the va area fill plot
Profile
โโFields:
โโโโ start (series int) : left x coordinate for the Profile Box
โโโโ end (series int) : right x coordinate for the Profile Box
โโโโ resolution (series int) : the amount of buckets/price ranges the Profile will dissect the data into
โโโโ vah_threshold_pc (series float) : the percentage of the total data value to mark the upper threshold for the main value area
โโโโ val_threshold_pc (series float) : the percentage of the total data value to mark the lower threshold for the main value area
โโโโ args (ProfileArgs) : the style arguments for the Profile Box
โโโโ h (series float) : the highest price of the data
โโโโ l (series float) : the lowest price of the data
โโโโ total (series float) : the total data value (e.g. volume of all candles, or just one each to analyse candle distribution over time)
โโโโ buckets (Bucket ) : the Bucket objects holding the data for each price range bucket
โโโโ poc_bucket_index (series int) : the Bucket index in buckets, that holds the poc Bucket
โโโโ vah_bucket_index (series int) : the Bucket index in buckets, that holds the vah Bucket
โโโโ val_bucket_index (series int) : the Bucket index in buckets, that holds the val Bucket
โโโโ poc (series float) : the according price level marking the Point Of Control
โโโโ vah (series float) : the according price level marking the Value Area High
โโโโ val (series float) : the according price level marking the Value Area Low
โโโโ plot_poc (Line type from robbatt/lib_plot_objects/24)
โโโโ plot_vah (Line type from robbatt/lib_plot_objects/24)
โโโโ plot_val (Line type from robbatt/lib_plot_objects/24)
โโโโ plot_poc_label (Label type from robbatt/lib_plot_objects/24)
โโโโ plot_vah_label (Label type from robbatt/lib_plot_objects/24)
โโโโ plot_val_label (Label type from robbatt/lib_plot_objects/24)
โโโโ plot_va_fill (LineFill type from robbatt/lib_plot_objects/24)
โโโโ plot_profile_bg (Box type from robbatt/lib_plot_objects/24)
ZigZag Volume Profile [ChartPrime]โฏ OVERVIEW
ZigZag Volume Profile combines swing structure with volume analytics by plotting a ZigZag of major price swings and overlaying a detailed volume profile around each swing. At the end of each swing, it highlights the Point of Control (POC) โ the price level with the highest traded volume โ and extends it forward to identify key areas of potential support or resistance.
โฏ KEY FEATURES
ZigZag Swing Detection:
Automatically detects swing highs and lows based on a user-defined length, creating clean visual segments of market structure.
These segments act as boundaries for volume profile calculations.
swingHigh = ta.highest(swingLength)
swingLow = ta.lowest(swingLength)
ZigZag Channel Visualization:
The ZigZag structure is connected with sloped lines, forming a visual โchannelโ of the price movement.
The ZigZag can optionally, scaled by ATR.
Volume Profile Around Each Swing:
For every completed swing (high to low or low to high), the indicator constructs a full volume profile using user-defined bin counts.
It scans volume across price levels in the swing and plots histogram-style bins using a gradient color to indicate volume magnitude.
Dynamic Bin Width and Slope Adjustment:
Bins are distributed across a vertical ATR-based range, and their width is adjusted based on the percentage of total swing volume.
The volume fill direction is adapted to the swingโs slope for visually aligned plotting.
POC Detection and Extension:
The highest volume bin in each swing is identified as the Point of Control (POC).
This level is plotted with a thicker line and extended horizontally into the future as a key reaction level.
Automatic POC Expiry on Price Interaction:
POC lines are continuously extended unless breached by price.
When price crosses the POC level, the extension is terminated โ signaling that the level may have been absorbed.
Clean Volume Bin Visualization:
Bin colors range from green (low volume) to blue (higher volume), with the POC always marked in red by default for easy identification.
Volume percentages are optionally labeled at each bin level.
Flexible Swing Profile Parameters:
Users can control:
Number of volume bins
Bin width
Channel width (ATR factor)
Visibility of the swing channel or POC lines
Efficient Memory Handling:
Old POC lines and volume profiles are automatically removed from memory after a threshold to keep charts clean and performant.
โฏ USAGE
Use ZigZag swings to define market structure visually.
Analyze volume profile around each swing to understand where most trading activity occurred.
Use POC extensions as dynamic support/resistance zones for entries, stops, or take-profits.
Watch for price interaction with extended POC lines โ breaks may suggest absorbed liquidity or breakout potential.
Use the ATR-based channel width to adapt profiles based on market volatility.
โฏ CONCLUSION
ZigZag Volume Profile offers a powerful fusion of structure and volume. By plotting detailed volume profiles over each price swing and extending the POC as actionable S/R levels, this tool provides deep insight into market participation zones โ giving traders a tactical edge in both ranging and trending environments.
Volume Range Profile with Fair Value (Zeiierman)โ Overview
The Volume Range Profile with Fair Value (Zeiierman) is a precision-built volume-mapping tool designed to help traders visualize where institutional-level activity is occurring within the price range โ and how that volume behavior shifts over time.
Unlike traditional volume profiles that rely on fixed session boundaries or static anchors, this tool dynamically calculates and displays volume zones across both the upper and lower ends of a price range, revealing point-of-control (POC) levels, directional volume flow, and a fair value drift line that updates live with each candle.
Youโre not just looking at volume anymore. Youโre dissecting whoโs in control โ and at what price.
โช In simple terms:
Upper Zone = The upper portion of the price range, showing concentrated volume activity โ typically where selling or distribution may occur
Lower Zone = The lower portion of the price range, highlighting areas of high volume โ often associated with buying or accumulation
POC Bin = The bin (price level) with the highest traded volume in the zone โ considered the most accepted price by the market
Fair Value Trend = A dynamic trend line tracking the average POC price over time โ visualizing the evolving fair value
Zone Labels = Display real-time breakdown of buy/sell volume within each zone and inside the POC โ revealing whoโs in control
โ How It Works
โช Volume Zones
Upper Zone: Anchored at the highest high in the lookback period
Lower Zone: Anchored at the lowest low in the lookback period
Width is user-defined via % of range
Each zone is divided into a series of volume bins
โช Volume Bins (Histograms)
Each zone is split into N bins that show how much volume occurred at each level:
Taller = More volume
The POC bin (Point of Control) is highlighted
Labels show % of volume in the POC relative to the whole zone
โช Buy vs Sell Breakdown
Each volume bin is split by:
Buy Volume = Close โฅ Open
Sell Volume = Close < Open
The script accumulates these and displays total Buy/Sell volume per zone.
โช Fair Value Drift Line
A POC trend is plotted over time:
Represents where volume was most active across each range
Color changes dynamically โ green for rising, red for falling
Serves as a real-time fair value anchor across changing market structure
โ How to Use
โช Identify Key Control Zones
Use Upper/Lower Zone structures to understand where supply and demand is building.
Zones automatically adapt to recent highs/lows and re-center volume accordingly.
โช Follow Institutional Activity
Watch for POC clustering near price tops or bottoms.
Large volumes near extremes may indicate accumulation or distribution.
โช Spot Fair Value Drift
The fair value trend line (average POC price) gives insight into market equilibrium.
One strategy can be to trade a re-test of the fair value trend, trades are taken in the direction of the current trend.
โ Understanding Buy & Sell Volume Labels (Zone Totals)
These labels show the total buy and sell volume accumulated within each zone over the selected lookback period:
Buy Vol (green label) โ Total volume where candles closed bullish
Sell Vol (red label) โ Total volume where candles closed bearish
Together, they tell you which side dominated:
Higher Buy Vol โ Bullish accumulation zone
Higher Sell Vol โ Bearish distribution zone
This gives a quick visual insight into who controlled the zone, helping you spot areas of demand or supply imbalance.
โ Understanding POC Volume Labels
The POC (Point of Control) represents the price level where the most volume occurred within the zone. These labels break down that volume into:
Buy % โ How much of the volume was buying (price closed up)
Sell % โ How much was selling (price closed down)
Total % โ How much of the entire zoneโs volume happened at the POC
Use it to spot strong demand or supply zones:
High Buy % + High Total % โ Strong buying interest = likely support
High Sell % + High Total % โ Strong selling pressure = likely resistance
It gives a deeper look into who was in control at the most important price level.
โ Why Itโs Useful
Track where fair value is truly forming
Detect aggressive volume accumulation or dumping
Visually split buyer/seller control at the most relevant price levels
Adapt volume structures to current trend direction
โ Settings Explained
Lookback Period: Number of bars to scan for highs/lows. Higher = smoother zones, Lower = reactive.
Zone Width (% of Range): Controls how much of the range is used to define each zone. Higher = broader zones.
Bins per Zone: Number of volume slices per zone. Higher = more detail, but heavier on resources.
-----------------
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.
Volume Flow Anatomy [Kodexius]Volume Flow Anatomy is a dynamic, multi-dimensional volume map that reconstructs how buy, sell, and โstealthโ activity is distributed across price rather than just across time. Instead of relying on a static, session-based volume profile, it uses an exponentially decaying memory of recent bars to build a constantly evolving โanatomyโ of the auction, where each price level carries an adaptive history of order flow.
The script separates buy vs. sell pressure, adds a third โStealth Flowโ dimension for low-volume price movement (ease of movement / divergence), and automatically derives POC, Value Area, imbalances, absorption zones, and classic profile shapes (D, P, b, B). This gives the trader a compact but highly information-dense map on the right side of the chart to read control (buyers vs. sellers), structure (balanced vs. trending vs. double distribution), and key reaction levels (support/resistance born from flow, not just wicks).
๐น Features
๐ธ Dynamic Lookback with Decay
- The script computes an effective lookback N from the Decay Factor and caps it with Max Lookback.
- Higher decay keeps more history; lower decay emphasizes the most recent flow.
- The profile continuously adapts as new bars are printed.
๐ธ Price-Bucketed Flow Map
Each bucket accumulates:
- Sell Flow (sell pressure)
- Buy Flow (buy pressure)
- Stealth Flow (low-volume price movement)
- Box width at each bucket is proportional to the relative intensity of that component.
๐ธ Stealth Flow (Low-Volume Price Movement)
- Measures close to close movement relative to volume, emphasizing price movement that occurs on comparatively low volume.
- Helps reveal hidden participation, inefficient moves, and areas that may be vulnerable to re-tests or reversions.
๐ธ POC & 70% Value Area (VA)
- Identifies the Point of Control (price bucket with the highest total volume) over the effective lookback.
- Builds a 70% Value Area by expanding from POC towards the nearest high volume neighbors until 70% of the total volume is included.
- POC is drawn as a line over the analyzed range; VA is displayed as a shaded band in the profile area.
๐ธ Market Profile Shape Detection
Splits the profile vertically into three zones (bottom / middle / top) and compares their volume distribution.
Classifies structure as:
- D-Shape (Balanced)
- P-Shape (Short Covering)
- b-Shape (Long Liquidation)
- B-Shape (Double Distribution)
Displays a shape label with color coded bias for quick auction context interpretation.
๐ธ Imbalance Zones & Absorption
Imbalance: detects buckets where Buy Flow or Sell Flow exceeds the opposite side by at least Imbalance Ratio.
Absorption: flags zones with high volume but low price โeaseโ, where price is not moving much despite significant volume.
Extends these levels into horizontal zones, marking potential support/resistance and trap areas.
Bullish Imbalance Zone :
Bearish Imbalance Zone :
Absorption Zone :
๐ธ Range Context & On-Chart Legend
Draws a Range Box covering the dynamically determined lookback (N bars), with a label displaying the effective bar count.
A bottom-right legend summarizes:
- Color keys for Buy / Sell / Stealth
- POC / VA status
- Bullish vs. Bearish dominance percentage
- Profile shape classification
- Imbalance and Absorption conventions
๐น Calculations
1. Dynamic Lookback & Price Buckets
int N = math.min(int(4 / (1 - decayFactor) - 1), maxHistory)
float priceHigh = ta.highest(high, N)
float priceLow = ta.lowest(low, N)
float bucketSize = (priceHigh - priceLow) / bucketCount
The effective lookback N is derived from the Decay Factor, using the approximation 4 / (1 - decay) to capture roughly 99% of the decayed influence, then capped with maxHistory to control performance. Over that adaptive range, the script finds the highest and lowest prices and divides the band into bucketCount equal slices (bucketSize). Each slice is a price bucket that will accumulate volume-flow information.
2. Exponentially Decayed Volume Allocation
addValue(array profile, float weight, float minPrice, float maxPrice) =>
for j = 0 to bucketCount - 1
float bucketMin = priceLow + j * bucketSize
float bucketMax = bucketMin + bucketSize
float overlapMin = math.max(minPrice, bucketMin)
float overlapMax = math.min(maxPrice, bucketMax)
float overlapRange = overlapMax - overlapMin
if overlapRange > 0
profile.set(j, profile.get(j) * decayFactor + weight * overlapRange)
This function is the core engine of the indicator. For a given price span and intensity, it checks every bucket for overlap, distributes the weight proportionally to the overlapping range, and before adding new value, decays the existing bucket content by decayFactor. This results in an exponentially weighted profile: recent activity dominates, while older levels retain a gradually fading footprint.
3. POC and 70% Value Area
array totalProfile = array.new(bucketCount, 0)
for j = 0 to bucketCount - 1
float total = sellProfile.get(j) + buyProfile.get(j)
totalProfile.set(j, total)
if total > eaMax
eaMax := total
int pocIdx = 0
float pocVal = 0.0
for j = 0 to bucketCount - 1
if totalProfile.get(j) > pocVal
pocVal := totalProfile.get(j)
pocIdx := j
float totalSum = totalProfile.sum()
float targetSum = totalSum * 0.70
int vaLow = pocIdx
int vaHigh = pocIdx
float currentSum = pocVal
while currentSum < targetSum and (vaLow > 0 or vaHigh < bucketCount - 1)
float lowVal = vaLow > 0 ? totalProfile.get(vaLow - 1) : 0.0
float highVal = vaHigh < bucketCount - 1 ? totalProfile.get(vaHigh + 1) : 0.0
First, totalProfile is built as the sum of buy and sell flow per bucket, and eaMax (the maximum total) is tracked for later normalization. The POC bucket (pocIdx) is simply the index with the highest totalProfile value.
To compute the 70% Value Area, the algorithm starts at the POC bucket and expands outward, each step adding either the upper or lower neighbor depending on which has more volume. This continues until the cumulative volume reaches 70% of totalSum. The result is a volume-driven VA, not necessarily symmetric around POC, which more accurately represents where the market has truly traded.
4. Market Profile Shape Classification
float volTopThird = 0.0
float volMidThird = 0.0
float volBotThird = 0.0
int thirdIdx = int(bucketCount / 3)
for j = 0 to bucketCount - 1
float val = totalProfile.get(j)
if j < thirdIdx
volBotThird += val
else if j < thirdIdx * 2
volMidThird += val
else
volTopThird += val
float totalVolShape = totalProfile.sum()
string shapeStr = "D-Shape (Balanced)"
if (volTopThird > totalVolShape * 0.20) and (volBotThird > totalVolShape * 0.20) and (volMidThird < totalVolShape * 0.50)
shapeStr := "B-Shape (Double Dist)"
else
if pocIdx > bucketCount * 0.5 and volTopThird > volBotThird * 1.3
shapeStr := "P-Shape (Short Covering)"
else if pocIdx < bucketCount * 0.5 and volBotThird > volTopThird * 1.3
shapeStr := "b-Shape (Long Liquidation)"
else
shapeStr := "D-Shape (Balanced)"
The profile is split into bottom, middle, and top thirds. The script compares how much volume is concentrated in each and combines that with the relative location of POC. If both extremes are heavy and the middle light, it labels a B-Shape (double distribution). If the POC is high and the top dominates the bottom, itโs a P-Shape (short covering). If the POC is low and the bottom dominates, itโs a b-Shape (long liquidation). Otherwise, it defaults to a D-Shape (balanced). This provides a quick, at-a-glance assessment of auction structure.
5. Imbalances, Absorption & Zones
bool isBuyImb = showImb and sVal > 0 and (bVal / sVal >= imbRatio)
bool isSellImb = showImb and bVal > 0 and (sVal / bVal >= imbRatio)
float volRatio = eaMax > 0 ? tVal / eaMax : 0
float stRatio = esmRange > 0 ? (stVal - esmMin) / esmRange : 1.0
bool isAbsorp = showAbsorp and volRatio > 0.6 and stRatio < 0.25
if showImbZone
if isSellImb
zoneBoxes.push(box.new(bar_index - N + 1, bucketHi, bar_index + 1, bucketLo, ...))
if isBuyImb
zoneBoxes.push(box.new(bar_index - N + 1, bucketHi, bar_index + 1, bucketLo, ...))
if isAbsorp
zoneBoxes.push(box.new(bar_index - N + 1, bucketHi, bar_index + 1, bucketLo, ...))
Imbalances are identified where one sideโs volume (buy or sell) exceeds the other by at least Imbalance Ratio. These buckets are marked as buy or sell imbalance zones, indicating aggressive participation from one side.
Absorption is detected by combining a high volume ratio (volRatio) with a low normalized stealth ratio (stRatio). High volume with limited price movement suggests that opposing orders are absorbing flow at that level. Both imbalance and absorption buckets are extended into horizontal zones from the start of the lookback to the current bar, visually emphasizing key support/resistance and liquidity areas.
6. Building Buy, Sell & Stealth Profiles
sellProfile := array.new(bucketCount, 0)
buyProfile := array.new(bucketCount, 0)
stealthProfile := array.new(bucketCount, 0)
Three arrays are used to store Sell Flow, Buy Flow, and Stealth Flow. Bars are processed from oldest to newest so that decay is applied in correct chronological order. For each bar, a volume density (volume / range) is calculated and distributed across the candle range. Bull candles feed buyProfile, bear candles feed sellProfile.
Stealth Flow computes the close-to-close move between consecutive bars, scaled by 1 / (1 + volume). Big moves on low volume produce high stealth values, which are then allocated across the moveโs price span into stealthProfile. This yields a three-layer profile per price level: directional volume and stealthy price movement.
Market Profile Dominance Analyzer# Market Profile Dominance Analyzer
## ๐ OVERVIEW
**Market Profile Dominance Analyzer** is an advanced multi-factor indicator that combines Market Profile methodology with composite dominance scoring to identify buyer and seller strength across higher timeframes. Unlike traditional volume profile indicators that only show volume distribution, or simple buyer/seller indicators that only compare candle colors, this script integrates six distinct analytical components into a unified dominance measurement system.
This indicator helps traders understand **WHO controls the market** by analyzing price position relative to Market Profile key levels (POC, Value Area) combined with volume distribution, momentum, and trend characteristics.
## ๐ฏ WHAT MAKES THIS ORIGINAL
### **Hybrid Analytical Approach**
This indicator uniquely combines two separate methodologies that are typically analyzed independently:
1. **Market Profile Analysis** - Calculates Point of Control (POC) and Value Area (VA) using volume distribution across price channels on higher timeframes
2. **Multi-Factor Dominance Scoring** - Weights six independent factors to produce a composite dominance index
### **Six-Factor Composite Analysis**
The dominance score integrates:
- Price position relative to POC (equilibrium assessment)
- Price position relative to Value Area boundaries (acceptance/rejection zones)
- Volume imbalance within Value Area (institutional bias detection)
- Price momentum (directional strength)
- Volume trend comparison (participation analysis)
- Normalized Value Area position (precise location within fair value zone)
### **Adaptive Higher Timeframe Integration**
The script features an intelligent auto-selection system that automatically chooses appropriate higher timeframes based on the current chart period, ensuring optimal Market Profile structure regardless of the trading timeframe being analyzed.
## ๐ก HOW IT WORKS
### **Market Profile Construction**
The indicator builds a Market Profile structure on a higher timeframe by:
1. **Session Identification** - Detects new higher timeframe sessions using `request.security()` to ensure accurate period boundaries
2. **Data Accumulation** - Stores high, low, and volume data for all bars within the current higher timeframe session
3. **Channel Distribution** - Divides the session's price range into configurable channels (default: 20 rows)
4. **Volume Mapping** - Distributes each bar's volume proportionally across all price channels it touched
### **Key Level Calculation**
**Point of Control (POC)**
- Identifies the price channel with the highest accumulated volume
- Represents the price level where the most trading activity occurred
- Serves as a magnetic level where price often returns
**Value Area (VA)**
- Starts at POC and expands both upward and downward
- Includes channels until reaching the specified percentage of total volume (default: 70%)
- Expansion algorithm compares adjacent volumes and prioritizes the direction with higher activity
- Defines the "fair value" zone where most market participants agreed to trade
### **Dominance Score Formula**
```
Dominance Score = (price_vs_poc ร 10) +
(price_vs_va ร 5) +
(volume_imbalance ร 0.5) +
(price_momentum ร 100) +
(volume_trend ร 5) +
(va_position ร 15)
```
**Component Breakdown:**
- **price_vs_poc**: +1 if above POC, -1 if below (shows which side of equilibrium)
- **price_vs_va**: +2 if above VAH, -2 if below VAL, 0 if inside VA
- **volume_imbalance**: Percentage difference between upper and lower VA volumes
- **price_momentum**: 5-period SMA of price change (directional acceleration)
- **volume_trend**: Compares 5-period vs 20-period volume averages
- **va_position**: Normalized position within Value Area (-1 to +1)
The composite score is then smoothed using EMA with configurable sensitivity to reduce noise while maintaining responsiveness.
### **Market State Determination**
- **BUYERS Dominant**: Smooth dominance > +10 (bullish control)
- **SELLERS Dominant**: Smooth dominance < -10 (bearish control)
- **NEUTRAL**: Between -10 and +10 (balanced market)
## ๐ HOW TO USE THIS INDICATOR
### **Trend Identification**
- **Green background** indicates buyers are in control - look for long opportunities
- **Red background** indicates sellers are in control - look for short opportunities
- **Gray background** indicates neutral market - consider range-bound strategies
### **Signal Interpretation**
**Buy Signals** (green triangle) appear when:
- Dominance crosses above -10 from oversold conditions
- Previous state was not already bullish
- Suggests shift from seller to buyer control
**Sell Signals** (red triangle) appear when:
- Dominance crosses below +10 from overbought conditions
- Previous state was not already bearish
- Suggests shift from buyer to seller control
### **Value Area Context**
Monitor the information table (top-right) to understand market structure:
- **Price vs POC**: Shows if trading above/below equilibrium
- **Volume Imbalance**: Positive values favor buyers, negative favors sellers
- **Market State**: Current dominant force (BUYERS/SELLERS/NEUTRAL)
### **Multi-Timeframe Strategy**
The auto-timeframe feature analyzes higher timeframe structure:
- On 1-minute charts โ analyzes 2-hour structure
- On 5-minute charts โ analyzes Daily structure
- On 15-minute charts โ analyzes Weekly structure
- On Daily charts โ analyzes Yearly structure
This higher timeframe context helps avoid counter-trend trades against the dominant force.
### **Confluence Trading**
Strongest signals occur when multiple factors align:
1. Price above VAH + positive volume imbalance + buyers dominant = Strong bullish setup
2. Price below VAL + negative volume imbalance + sellers dominant = Strong bearish setup
3. Price at POC + neutral state = Potential breakout/breakdown pivot
## โ๏ธ INPUT PARAMETERS
- **Higher Time Frame**: Select specific HTF or use 'Auto' for intelligent selection
- **Value Area %**: Percentage of volume contained in VA (default: 70%)
- **Show Buy/Sell Signals**: Toggle signal triangles visibility
- **Show Dominance Histogram**: Toggle histogram display
- **Signal Sensitivity**: EMA period for dominance smoothing (1-20, default: 5)
- **Number of Channels**: Market Profile resolution (10-50, default: 20)
- **Color Settings**: Customize buyer, seller, and neutral colors
## ๐จ VISUAL ELEMENTS
- **Histogram**: Shows smoothed dominance score (green = buyers, red = sellers)
- **Zero Line**: Neutral equilibrium reference
- **Overbought/Oversold Lines**: ยฑ50 levels marking extreme dominance
- **Background Color**: Highlights current market state
- **Information Table**: Displays key metrics (state, dominance, POC relationship, volume imbalance, timeframe, bars in session, total volume)
- **Signal Shapes**: Triangle markers for buy/sell signals
## ๐ ALERTS
The indicator includes three alert conditions:
1. **Buyers Dominate** - Fires on buy signal crossovers
2. **Sellers Dominate** - Fires on sell signal crossovers
3. **Dominance Shift** - Fires when dominance crosses zero line
## ๐ BEST PRACTICES
### **Timeframe Selection**
- **Scalping (1-5min)**: Focus on 2H-4H dominance shifts
- **Day Trading (15-60min)**: Monitor Daily and Weekly structure
- **Swing Trading (4H-Daily)**: Track Weekly and Monthly dominance
### **Confirmation Strategies**
1. **Trend Following**: Enter in direction of dominance above/below ยฑ20
2. **Reversal Trading**: Fade extreme readings beyond ยฑ50 when diverging with price
3. **Breakout Trading**: Look for dominance expansion beyond ยฑ30 with increasing volume
### **Risk Management**
- Avoid trading during NEUTRAL states (dominance between -10 and +10)
- Use POC levels as logical stop-loss placement
- Consider VAH/VAL as profit targets for mean reversion
## โ ๏ธ LIMITATIONS & WARNINGS
**Data Requirements**
- Requires sufficient historical data on current chart (minimum 100 bars recommended)
- Lower timeframes may show fewer bars per HTF session initially
- More accurate results after several complete HTF sessions have formed
**Not a Standalone System**
- This indicator analyzes market structure and participant control
- Should be combined with price action, support/resistance, and risk management
- Does not guarantee profitable trades - past dominance does not predict future results
**Repainting Characteristics**
- Higher timeframe levels (POC, VAH, VAL) update as new bars form within the session
- Dominance score recalculates with each new bar
- Historical signals remain fixed, but current session data is developing
**Volume Limitations**
- Uses exchange-provided volume data which varies by instrument type
- Forex and some CFDs use tick volume (not actual transaction volume)
- Most accurate on instruments with reliable volume data (stocks, futures, crypto)
## ๐ TECHNICAL NOTES
**Performance Optimization**
- Uses `max_bars_back=5000` for extended historical analysis
- Efficient array management prevents memory issues
- Automatic cleanup of session data on new period
**Calculation Method**
- Market Profile uses actual volume distribution, not TPO (Time Price Opportunity)
- Value Area expansion follows traditional Market Profile auction theory
- All calculations occur on the chart's current symbol and timeframe
## ๐ EDUCATIONAL VALUE
This indicator helps traders understand:
- How institutional traders use Market Profile to identify fair value
- The relationship between price, volume, and market acceptance
- Multi-factor analysis techniques for assessing market conditions
- The importance of higher timeframe structure in trade planning
## ๐ RECOMMENDED READING
To better understand the concepts behind this indicator:
- "Mind Over Markets" by James Dalton (Market Profile foundations)
- "Markets in Profile" by James Dalton (Value Area analysis)
- Volume Profile analysis in institutional trading
## ๐ฌ USAGE TERMS
This indicator is provided as an educational and analytical tool. It does not constitute financial advice, investment recommendations, or trading signals. Users are responsible for their own trading decisions and should conduct their own research and due diligence.
Trading involves substantial risk of loss. Past performance does not guarantee future results. Always use proper risk management and never risk more than you can afford to lose.
Pristine Value Areas & MGIThe Pristine Value Areas indicator enables users to perform comprehensive technical analysis through the lens of the market profile in a fraction of the time! ๐
A Market Profile is a charting technique devised by J. Peter Steidlmayer, a trader at the Chicago Board of Trade (CBOT), in the 1980's. He created it to gain a deeper understanding of market behavior and to analyze the auction process in financial markets. A market profile is used to analyze an auction using price, volume, and time to create a distribution-based view of trading activity. It organizes market data into a bell-curve-like structure, which reveals areas of value, balance, and imbalance.
๐ How is a Value Area Calculated?
A value area is a distribution of 68%-70% of the trading volume over a specific time interval, which represents one standard deviation above and below the point of control, which is the most highly traded level over that period.
The key reference points are as follows:
Value area low (VAL) - The lower boundary of a value area
Value area high (VAH) - The upper boundary of a value area
Point of Control (POC) - The price level at which the highest amount of a trading period's volume occurred
If we take the probability distribution of trading activity and flip it 90 degrees, the result is our Pristine Value Area!
Market Profile is our preferred method of technical analysis at Pristine Capital because it provides an objective and repeatable assessment of whether an asset is being accumulated or distributed by institutional investors. Market Profile levels work remarkably well for identifying areas of interest, because so many institutional trading algorithms have been programmed to use these levels since the 1980's!
The benefits of using Market Profile include better trade location, improved risk management, and enhanced market context. It helps traders differentiate between trending and consolidating markets, identify high-probability trade setups, and adjust their strategies based on whether the market is in balance (consolidation) or imbalance (trending). Unlike traditional indicators that rely on past price movements, Market Profile provides real-time insights into trader behavior, giving an edge to those who can interpret its nuances effectively.
Virgin Point of Control (VPOC) - A point of control from a previous time period that has not yet been revisited in subsequent periods. VPOCs are great for identifying prior supply or demand zones.
Below is a great example of price reversing lower after taking out an upside VPOC
๐ Are all POCs Created Equal?
If POCs are used to gauge supply & demand zones at key levels, then a POC with higher volume should be viewed as more significant than a POC that traded lower volume, right? We created Golden POCs as a tool to identify high volume POCs on all timeframes.
Golden POC (GPOC) - A POC that traded the highest volume compared to prior POCs (proprietary to Pristine Capital)
We calculate value areas for the following time intervals based on the user selected timeframe:
5 Minute and 15 Minute Timeframes -> Daily Value Area
The daily value area paints the distribution of the PRIOR session's trading activity. The "d" in the label references for VAHd, POCd and VALd is a visual cue that value area shown is daily.
1 Hour Timeframe -> Weekly Value Area
The weekly value area paints the distribution of the PRIOR week's trading activity. The "w" in the label references for VAHw, POCw and VALw is a visual cue that value area shown is weekly.
1 Day Timeframe -> Monthly Value Area
The monthly value area paints the distribution of the PRIOR month's trading activity. The "m" in the label references for VAHm, POCm and VALm is a visual cue that value area shown is monthly.
1 Week Timeframe -> Yearly Value Area
The yearly value area paints the distribution of the PRIOR year's trading activity. The "y" in the label references for VAHy, POCy and VALy is a visual cue that value area shown is yearly.
๐ What is a developing value area?
The developing value area provides insight into the upcoming value area while it is still forming! It appears when 80% of the way through the current value area. As the end of a trading period approaches, it can make sense to start trading off the developing value area. When the time period flips, the developing value area becomes the active value area!
๐ Value Areas Trading Setups
Two popular market profile concepts are the bullish and bearish 80% rules. The concept is that there is an 80% probability that the market will traverse the entire relevant value area.
Bullish 80% Rule - If a security opens a period below the value area low , and subsequently closes above it, the bullish 80% rule triggers, turning the value area green. One can trade for a move to the top of the value area, using a close below the value area low as a potential stop!
In the below example, HOOD triggered the bullish 80% rule after it reclaimed the monthly value area!
HOOD proceeded to rally through the monthly value area and beyond in subsequent trading sessions. Finding the first stocks to trigger the bullish 80% rule after a market correction is key for spotting the next market leaders!
Bearish 80% Rule - If a security opens a period above the value area high , and subsequently closes below it, the bearish 80% rule triggers, turning the value area red. One can trade for a move to the bottom of the value area, using a close above the value area high as a potential stop!
ES proceeded to follow through and test the value area low before trending below the weekly value area
Value Area Breakouts - When a security is inside of value, the auction is in balance. When it breaks out from a value area, it could be entering a period of price discovery. One can trade these breaks out of value with tight risk control by setting a stop inside the value area! These breakouts can be traded on all chart timeframes depending on the timeframe of the individual trader. Combining multiple timeframes can result in even more effective trading setups.
RBLX broke out from the monthly value area on 4/22/25๐
RBLX proceeded to rally +62.78% in 39 trading sessions following the monthly VAH breakout!
๐ Market Generated Information to Improve Your Situational Awareness!
In addition to the value areas, we've also included stat tables with useful market generated information. The stats displayed vary based on the timeframe the user has up on their screen. This incentivizes traders to check the chart on multiple timeframes before taking a trade!
Metrics Grouped By Use Case
Performance
โช YTD ฮฑ - YTD Alpha (ฮฑ) measures the risk-adjusted, excess return of a security over its user defined benchmark, on a year-to-date basis.
โช MTD ฮฑ - MTD Alpha (ฮฑ) measures the risk-adjusted, excess return of a security over its user defined benchmark, on a month-to-date basis.
โช WTD ฮฑ - WTD Alpha (ฮฑ) measures the risk-adjusted, excess return of a security over its user defined benchmark, on a week-to-date basis.
โช YTD %ฮ - Year-to-date percent change in price
โช MTD %ฮ - Month-to-date percent change in price
โช WTD %ฮ - Week-to-date percent change in price
Volatility
โช ATR % - The Average True Range (ATR) expressed as a percentage of an asset's price.
โช Beta - Measures the price volatility of a security compared to the S&P 500 over the prior 5 years (since inception if 5 years of data is not available)
Risk Analysis
โช LODx - Low-of-day extension - ATR % multiple from the low of day (measures how extended a stock is from its low of day)
โช MAx - Moving average extension - ATR % multiple from the user-defined moving average (measures how extended a security is from its moving average). Default moving average = 50D SMA
Why does MAx matter?
MAx measures the number of ATR % multiples a security is trading away from a key moving average. The default moving average length is 50 days.
MAx can be used to identify mean reversion trades . When a security trends strongly in one direction and moves significantly above or below its moving average, the price often tends to revert back toward the average.
Example, if the ATR % of the security is 5%, and the stock is trading 50% higher than the 50D SMA, the MAx would be 50%/5% = 10. A user might opt to take a countertrend trade when the MAx exceeds a predetermined level.
The MAx can also be useful when trading breakouts above or below the key moving average of your choosing. The lower the MAx, the tighter stop loss one can take if trading against that level.
Identifying an extreme price extension using MAx ๐
Price mean reverted immediately following the high MAx ๐
๐ Trend Analysis
The Trend Analysis section consists of short-term and long-term stage analysis data as well as the value area timeframe and price in relation to the value area.
Stage Analysis
โช ST โ
- Short-term stage analysis indicator
โช LT โ
- Long-term stage analysis indicator
Short-term and long-term stage analysis data is provided in the two rightmost columns of each table. The columns are labeled ST โ
and LT โ
.
Why is Stage Analysis important? Popularized by Stan Weinstein, stage analysis is a trend following system that classifies assets into four stages based on price-trend analysis.
The problem? The interpretation of stage analysis is highly subjective. Based on the methodology provided in Stan Weinsteinโs books, five different traders could look at the same chart, and come to different conclusions as to which stage the security is in!
We solved for this by creating our own methodology for classifying stocks into stages using moving averages. This indicator automates that analysis, and produces short-term and long-term trend signals based on user-defined key moving averages. You wonโt find this in any textbook or course, because itโs completely unique to the Pristine trading methodology.
Our indicator calculates a short-term trend signal using two moving averages; a fast moving average, and a slow moving average. We default to the 10D EMA as the fast moving average & the 20D SMA as the slow moving average. A trend signal is generated based on where price is currently trading with respect to the fast moving average and the slow moving average. We use the signal to guide shorter-term swing trades.
In general, we want to take long trades in stocks with strengthening trends, and short trades in stocks with weakening trends. The user is free to change the moving averages based on their own short-term timeframe. Every trader is unique!
The same process is applied to calculate the long-term trend signal. We default to the 50D SMA as our fast moving average, and the 200D SMA as the slow moving average for the LT โ
signal calculation, but users can change these to fit their own unique trading style.
What is Stage 1?
Stage 1 identifies stocks that transitioned from downtrends, into bottoming bases.
Stage 1A - Bottom Signal: Marks the first day a security shows initial signs of recovery after a downtrend, with early indications of strength emerging.๐
Stage 1B - Bottoming Process: Identifies the ongoing phase where the security continues to stabilize and strengthen, confirming the base-building process after the initial signal.๐
Stage 1R - Failed Uptrend: Detects when a security that had entered an early uptrend loses momentum and slips back into a bottoming phase, signaling a failed breakout.๐
What is Stage 2?
Stage 2 identifies stocks that transitioned from bottoming bases to uptrends.
Stage 2A - Breakout: Marks the first day a security decisively breaks out, signaling the start of a new uptrend.๐
Stage 2B - Uptrend: Identifies when the security continues to trade in an established uptrend following the initial breakout, with momentum building but not yet showing full strength.๐
Stage 2C - Strong Uptrend: Detects when the uptrend strengthens further, with the security displaying clear signs of accelerating strength and buying pressure.๐
Stage 2R - Failed Breakdown: Detects when a security that had recently entered a corrective phase reverses course and reclaims its upward trajectory, moving back into an uptrend.๐
What is Stage 3?
Stage 3 identifies stocks that transitioned from uptrends to topping bases.
Stage 3A - Top Signal: Marks the first day a security shows initial signs of weakness after an uptrend, indicating the start of a potential topping phase.๐
Stage 3B - Topping Process: Identifies the period following the initial signal when the security continues to show signs of distribution and potential trend exhaustion.๐
Stage 3R - Failed Breakdown: Detects when a security that had entered a deeper corrective phase reverses upward, recovering enough strength to re-enter the topping phase.๐
What is Stage 4?
Stage 4 identifies stocks that transitioned from topping bases to downtrends.
Stage 4A - Breakdown: Marks the first day a security decisively breaks below key support levels, signaling the start of a new downward trend.๐
Stage 4B - Downtrend: Identifies when the security continues to trend lower following the initial breakdown, with sustained bearish momentum, though not yet fully entrenched.๐
Stage 4C - Strong Downtrend: Detects when the downtrend intensifies, with the security displaying clear signs of accelerating weakness and selling pressure.๐
Stage 4R - Failed Bottom: Detects when a security that had begun to show early signs of bottoming reverses course and resumes its decline, falling back into a downtrend.๐
Stage N/A - Recent IPO: Applies to stocks that recently IPOโed and donโt have enough data to calculate all necessary moving averages.
Value Area
In Trend Analysis, the value area information is helpful to gauge price in relation to the value area.
โช VA(y) - Categorizes the security based on the relation of price to the yearly value area
โช VA(m) - Categorizes the security based on the relation of price to the monthly value area
โช VA(w) - Categorizes the security based on the relation of price to the weekly value area
Value area states:
โช ABOVE = Price above the value area high
โช BELOW = Price below the value area low
โช INSIDE = Price inside the value area
โช Bull 80% = Bullish 80% rule in effect
โช Bear 80% rule = Bearish 80% rule in effect
For example, in the chart above, VA(m) - ABOVE indicates a monthly value area and price is above the VAH.
๐ What Makes This Indicator Unique
There are many value area indicators, however...
Value Area
โช Golden POC (GPOC) - This is a proprietary concept.
โช Unique Label Customization
Pristine value areas often comprehensive and unique label customizations. Styles include options to display any combination of the following on your labels:
โข Price levels associated with market profile levels
โข % distance of market profile levels from security price
โข ATR% extension of market profile levels from security price
Multi-Timeframe Analysis
Based on the chart timeframe, unique market generated information is shown to facilitate multi-timeframe analysis.
โช Weekly Timeframe
On the weekly timeframe the focus is the bigger picture and the metrics reflect this perspective. Performance data includes YTD Alpha and YTD percent change in price. Volatility is measured using ATR % and the industry standard beta. Trend analysis for this higher timeframe include the 52-week range, which measures where a security is trading in relation to its 52wk high and 52wk low. Also included is the where price is in relation to yearly value area.
โช Daily Timeframe
As one drills down to the daily timeframe, the performance metrics include MTD alpha and MTD percent change in price.
Risk analysis includes the low-of-day extension (LODx), which is the ATR % multiple from the low of the day, to measures how extended a stock is from its low of day. In addition, the moving average extension (MAx) is the ATR % multiple from the user-defined moving average, measures how extended a security is from its
moving average. The default moving average is the 50D SMA, however this can be customized in Settings.
Trend Analysis on the daily timeframe includes the Pristine Capital methodology for classifying stocks into stages using moving averages. Both short-term and long-term stage analysis data is included. Finally, price in relation to monthly value area is shown.
โช Hourly Timeframe
An the hourly timeframe, performance metrics include WTD alpha and WTD percent change in price. Trend analysis includes the daily closing range (DCR) and price in relation to weekly value area.
๐ Settings and Preferences
๐ Acknowledgements
We'd like to thank @dgtrd, a TradingView Pine Wizard, for his insight on the finer details when working with volume profiles.
Volume Profile [ActiveQuants]The Volume Profile indicator visualizes the distribution of trading volume across price levels over a user-defined historical period. It identifies key liquidity zones, including the Point of Control (POC) (price level with the highest volume) and the Value Area (price range containing a specified percentage of total volume). This tool is ideal for traders analyzing support/resistance levels, market sentiment , and potential price reversals .
โ CORE METHODOLOGY
Vertical Price Rows: Divides the price range of the selected lookback period into equal-height rows.
Volume Aggregation: Accumulates bullish/bearish or total volume within each price row.
POC: The row with the highest total volume.
Value Area: Expands from the POC until cumulative volume meets the user-defined threshold (e.g., 70%).
Dynamic Visualization: Rows are plotted as horizontal boxes with widths proportional to their volume.
โ KEY FEATURES
- Customizable Lookback & Resolution
Adjust the historical period ( Lookback ) and granularity ( Number of Rows ) for precise analysis.
- Configurable Profile Width & Horizontal Offset
Control the relative horizontal length of the profile rows, and set the distance from the current bar to the POC rowโs anchor.
Important: Do not set the horizontal offset too high. Indicators cannot be plotted more than 500 bars into the future.
- Value Area & POC Highlighting
Set the percentage of total volume required to form the Value Area , ensuring that key volume levels are clearly identified.
Value Area rows are colored distinctly, while the POC is marked with a bold line.
- Flexible Display Options
Show bullish/bearish volume splits or total volume.
Place the profile on the right or left of the chart.
- Gradient Coloring
Rows fade in color intensity based on their relative volume strength .
- Real-Time Adjustments
Modify horizontal offset, profile width, and appearance without reloading.
โ USAGE EXAMPLES
Example 1: Basic Volume Profile with Value Area
Settings:
Lookback: 500 bars
Number of Rows: 100
Value Area: 70%
Display Type: Up/Down
Placement: Right
Image Context:
The profile appears on the right side of the chart. The POC (orange line) marks the highest volume row. Value Area rows (green/red) extend above/below the POC, containing 70% of total volume.
Example 2: Total Volume with Gradient Colors
Settings:
Lookback: 800 bars
Number of Rows: 100
Profile Width: 60
Horizontal Offset: 20
Display Type: Total
Gradient Colors: Enabled
Image Context:
Rows display total volume in a single color with gradient transparency. Darker rows indicate higher volume concentration.
Example 3: Left-Aligned Profile with Narrow Value Area
Settings:
Lookback: 600 bars
Number of Rows: 100
Profile Width: 45
Horizontal Offset: 500
Value Area: 50%
Profile Placement: Left
Image Context:
The profile shifts to the left, with a tighter Value Area (50%).
โ USER INPUTS
Calculation Settings
Lookback: Historical bars analyzed (default: 500).
Number of Rows: Vertical resolution of the profile (default: 100).
Profile Width: Horizontal length of rows (default: 50).
Horizontal Offset: Distance from the current bar to the POC (default: 50).
Value Area (%): Cumulative volume threshold for the Value Area (default: 70%).
Volume Display: Toggle between Up/Down (bullish/bearish) or Total volume.
Profile Placement: Align profile to the Right or Left of the chart.
Appearance
Rows Border: Customize border width/color.
Gradient Colors: Enable fading color effects.
Value Area Colors: Set distinct colors for bullish and bearish Value Area rows.
POC Line: Adjust color, width, and visibility.
โ CONCLUSION
The Volume Profile indicator provides a dynamic, customizable view of market liquidity. By highlighting the POC and Value Area, traders can identify high-probability reversal zones, gauge market sentiment, and align entries/exits with key volume levels.
โ IMPORTANT NOTES
โ Lookback Period: Shorter lookbacks prioritize recent activity but may omit critical levels.
โ Horizontal Offset Limitation: Avoid excessively high offsets (e.g., close to ยฑ300). TradingView restricts plotting indicators more than 500 bars into the future, which may truncate or hide the profile.
โ Risk Management: While the indicator highlights areas of concentrated volume, always use it in combination with other technical analysis tools and proper risk management techniques.
โ RISK DISCLAIMER
Trading involves substantial risk. The Volume Profile highlights historical liquidity but does not predict future price movements. Always use stop-loss orders and confirm signals with additional analysis. Past performance is not indicative of future results.
๐ Happy trading! ๐
Realtime FootprintThe purpose of this script is to gain a better understanding of the order flow by the footprint. To that end, i have added unusual features in addition to the standard features.
I use "Real Time 5D Profile by LucF" main engine to create basic footprint(profile type) and added some popular features and my favorites.
This script can only be used in realtime, because tradingview doesn't provide historical Bid/Ask date.
Bid/Ask date used this script are up/down ticks.
This script can only be used by time based chart (1m, 5m , 60m and daily etc)
This script use many labels and these are limited max 500, so you can't display many bars.
If you want to display foot print bars longer, turn off the unused sub-display function.
Default setting is footprint is 25 labels, IB count is 1, COT high and Ratio high is 1, COT low and Ratio low is 1 and Delta Box Ratio Volume is 1 , total 29.
plus UA , IB stripes , ladder fading mark use several labels.
///////// General Setting ///////////
Resets on Volume / Range bar
: If you want to use simple time based Resets on, please set Total Volume is 0.
Your timeframe is always the first condition. So if you set Total Volume is 1000, both conditions(Volume >= 1000 and your timeframe start next bar) must be met. (that is, new footprint bar doesn't start at when total volume = exactly 1000).
Ticks per row and Maximum row of Bar
: 1 is minimum size(tick). "Maximum row of Bar" decide the number of rows used in one footprint. 1 row is created from 1 label, so you need to reduce this number to display many footprints (Max label is 500).
Volume Filter and For Calculation and Display
: "Volume Filter" decide minimum size of using volume for this script.
"For Calculation and Display" is used to convert volume to an integer.
This script only use integer to make profile look better (I contained Bid number and Ask number in one row( one label) to saving labels. This require to make no difference in width by the number of digits and this script corresponds integers from 0 to 3 digits).
ex) Symbol average volume size is from 0.0001 to 0.001. You decide only use Volume >= 0.0005 by "Volume Filter".
Next, you convert volume to integer, by setting "For Calculation and Display" is 1000 (0.0005 * 1000 = 5).
If 0.00052 โ 5.2 โ 5, 0.00058 โ 5.8 โ 6 (Decimal numbers are rounded off)
This integer is used to all calculation in this script.
//////// Main Display ///////
Footprint, Total, Row Delta, Diagonal Delta and Profile
: "Footprint" display Ask and Bid per row. "Total" display Ask + Bid per row.
"Row Delta" display Ask - Bid per row. "Diagonal Delta" display Ask(row N) - Bid(row N -1) per row.
Profile display Total Volume(Ask + Bid) per row by using Block. Profile Block coloring are decided by Row Delta value(default: positive Row Delta (Ask > Bid) is greenish colors and negative Row Delta (Ask < Bid) is reddish colors.)
Volume per Profile Block, Row Imbalance Ratio and Delta Bull/Bear/Neutral Colors
: "Volume per Profile Block" decide one block contain how many total volume.
ex) When you set 20, Total volume 70 display 3 block.
The maximum number of blocks that can be used per low is 20.
So if you set 20, Total volume 400 is 20 blocks. total volume 800 is 20 blocks too.
"Row Imbalance Ratio" decide block coloring. The row imbalance is that the difference between Ask and Bid (row delta) is large.
default is x3, x2 and x1. The larger the difference, the brighter the color.
ex) Ask 30 Bid 10 is light green. Ask 20 Bid 10 is green. Ask 11 Bid 10 is dark green.
Ask 0 Bid 1 is light red. Ask 1 Bid 2 is red. ask 30 Bid 59 is dark green.
Ask 10 Bid 10 is neutral color(gray)
profile coloring is reflected same row's other elements(Ask, Bid, Total and Delta) too.
It's because one label can only use one text color.
/////// Sub Display ///////
Delta, total and Commitment of Traders
: "Delta" is total Ask - total Bid in one footprint bar. Total is total Ask + total Bid in one footprint bar.
"Commitment of traders" is variation of "Delta". COT High is reset to 0 when current highest is touched. COT Low is opposite.
Basic concept of Delta is to compare price with Delta. Ordinary, when price move up, delta is positive. Price move down is negative delta.
This is because market orders move price and market orders are counted by Delta (although this description is not exactly correct).
But, sometimes prices do not move even though many market orders are putting pressure on price , or conversely, price move strongly without many market orders.
This is key point. Big player absorb market orders by iceberg order(Subdivide large orders and pretend to be small limit orders.
Small limit orders look weak in the order book, but they are added each time you fill, so they are more powerful than they look.), so price don't move.
On the other hand, when the price is moving easily, smart players may be aiming to attract and counterattack to a better price for them.
It's more of a sport than science, and there's always no right response. Pay attention to the relationship between price, volume and delta.
ex) If COT Low is large negative value, it means many sell market orders is coming, but iceberg order is absorbing their attack at limit order.
you should not do buy entry, only this clue. but this is one of the hints.
"Delta, Box Ratio and Total texts is contained same label and its color are "Delta" coloring. Positive Delta is Delta Bull color(green),Negative Delta is Delta Bear Color
and Delta = 0 is Neutral Color(gray). When Delta direction and price direction are opposite is Delta Divergence Color(yellow).
I didn't add the cumulative volume delta because I prefer to display the CVD line on the price chart rather than the number.
Box Ratio , Box Ratio Divisor and Heavy Box Ratio Ratio
: This is not ordinary footprint features, but I like this concept so I added.
Box Ratio by Richard W. Arms is simple but useful tool. calculation is "total volume (one bar) divided by Bar range (highest - lowest)."
When Bull and bear are fighting fiercely this number become large, and then important price move happen.
I made average BR from something like 5 SMA and if current BR exceeds average BR x (Heavy Box Ratio Ratio), BR box mark will be filled.
Box Ratio Divisor is used to good looking display(BR multiplied by Box Ratio Divisor is rounded off and displayed as an integer)
Diagonal Imbalance Count , D IB Mark and D IB Stripes
: Diagonal Imbalance is defined by "Diagonal Imbalance Ratio".
ex) You set 2. When Ask(row N) 30 Bid(row N -1)10, it's 30 > 10*2, so positive Diagonal Imbalance.
When Ask(row N) 4 Bid(row N -1)9, it's 4*2 < 9, so negative Diagonal Imbalance.
This calculation does not use equals to avoid Ask(row N) 0 Bid(row N -1)0 became Diagonal Imbalance.
Ask(row N) 0 Bid(row N -1)0, it's 0 = 0*2, not Diagonal Imbalance. Ask(row N) 10 Bid(row N -1)5, it's 10 = 5*2, not Diagonal Imbalance.
"D IB Mark" emphasize Ask or Bid number which is dominant side(Winner of Diagonal Imbalance calculation), by under line.
"Diagonal Imbalance Count" compare Ask side D IB Mark to Bid side D IB Mark in one footprint.
Coloring depend on which is more aggressive side (it has many IB Mark) and When Aggressive direction and price direction are opposite is Delta Divergence Color(yellow).
"D IB Stripes" is a function that further emphasizes with an arrow Mark, when a DIB mark is added on the same side for three consecutive row. Three consecutive arrow is added at third row.
Unfinished Auction, Ratio Bounds and Ladder fading Mark
: "Unfinished Auction" emphasize highest or lowest row which has both Ask and Bid, by Delta Divergence Color(yellow) XXXXXX mark.
Unfinished Auction sometimes has magnet effect, price may touch and breakout at UA side in the future.
This concept is famous as profit taking target than entry decision.
But, I'm interested in the case that Big player make fake breakout at UA side and trapped retail traders, and then do reversal with retail traders stop-loss hunt.
Anyway, it's not stand alone signal.
"Ratio Bounds" gauge decrease of pressure at extreme price. Ratio Bounds High is number which second highest ask is divided by highest ask.
Ratio Bounds Low is number which second lowest bid is divided by lowest bid. The larger the number, the less momentum the price has.
ex)first footprint bar has Ratio Bounds Low 2, second footprint bar has RBL 4, third footprint bar has RBL 20.
This indicates that the bear's power is gradually diminishing.
"Ladder fading mark" emphasizes the decrease of the value in 3 consecutive row at extreme price. I added two type Marks.
Ask/Bid type(triangle Mark) is Ask/Bid values are decreasing of three consecutive row at extreme price.
Row Imbalance type(Diamond Mark) are row Imbalance values are decreasing of three consecutive row at extreme price.
ex)Third lowest Bid 40, second lowest Bid 10 and lowest Bid 5 have triangle up Mark. That is bear's power is gradually diminishing.
(This Mark only check Bid value at lowest price and Ask value at highest price).
Third highest row delta + 60, second highest row delta + 5, highest delta - 20 have diamond Mark. That is Bull's power is gradually diminishing.
Sub display use Delta colors at bottom of Sub display section.
////// Candle & POC /////////
candle and POC
: Ordinary, "POC" Point of Control is row of largest total volume, but this script'POC is volume weighted average.
This is because the regular POC was visually displayed by the profile ,and I was influenced LucF's ideas.
POC coloring is decided in relation to the previous POC. When current POC is higher than previous POC, color is UP Bar Color(green).
In the opposite case, Down Bar color is used.
POC Divergence Color is used when Current POC is up but current bar close is lower than open (Down price Bar),or in the opposite case.
POC coloring has option also highlight background by Delta Divergence Color(yellow). but bg color is displayed at your time frame current price bar not current footprint bar.
The basic explanation is over.
I add some image to promote understanding basic ideas.
Institutional Dominance/Trapped Trader Profile @MaxMaserati 3.0๐ Institutional Dominance & Trapped Trader Delta Profile
@MaxMaserati 3.0
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ฏ OVERVIEW
The IDT Auction Profile is a professional-grade volume order flow analysis tool that reveals where institutional traders hold Positional Advantage and where retail participants are Trapped. Unlike traditional Volume Profile indicators, the IDT Profile integrates Volume Point Delta (VPD) analysis with advanced pattern recognition to identify the exact price levels where profitable institutional positions create support/resistance, and where losing positions are forced to exit.
This indicator answers the critical questions: Who is in profit? Who is trapped? And where will they defend or exit their positions?
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
โจ FEATURES
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
โก Quick Presets - One-click configuration for:
โข Scalper (1m-5m): 75 bars, 50 rows, โ
3 confluence
โข Day Trader (15m-1h): 150 bars, 60 rows, โ
3 confluence
โข Swing Trader (4h-D): 300 bars, 80 rows, โ
4 confluence
๐ Price Alerts - Get notified when price touches:
โข VAH (Value Area High) - Resistance zone
โข VAL (Value Area Low) - Support zone
โข Adjustable sensitivity (0.05% - 1.0%)
๐ POC Line Extensions - Historical context lines extending left from key institutional levels
๐ป Previous Session POCs - Dotted reference lines showing prior period levels (carry-over zones)
๐ Real-Time Statistics Panel:
โข Total Volume
โข Net Delta
โข Buy/Sell Pressure %
๐จ Visual Enhancements:
โข Column dividers for clarity
โข Transparency controls
โข Profile auto-hide when price moves away
โข Cached color schemes for 30% performance boost
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ง CORE CONCEPT: DOMINANCE VS TRAPPED POSITIONING
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
The indicator categorizes all market participants into two strategic positions based on their entry price relative to current market price:
๐ ABOVE CURRENT PRICE (Resistance Zones)
๐ด Aggressive Sellers in Profit - Sold higher, currently winning. Will defend positions or add to winners.
๐ฅ Trapped Buyers at Loss - Bought higher, currently losing. Must exit at breakeven, creating resistance.
๐ BELOW CURRENT PRICE (Support Zones)
๐ข Aggressive Buyers in Profit - Bought lower, currently winning. Will defend positions or add to winners.
๐ฉ Trapped Sellers at Loss - Sold lower, currently losing. Must cover at breakeven, creating support.
โก MAXIMUM CONFLUENCE ZONES
When Dominant (Profitable) and Trapped (Loss) positions align at the same level, you get the strongest support/resistance zones:
๐ง Orange Boxes (Above Price) = Aggressive Sellers + Trapped Buyers = STRONGEST RESISTANCE
๐จ Yellow Boxes (Below Price) = Aggressive Buyers + Trapped Sellers = STRONGEST SUPPORT
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ VOLUME ANALYSIS COLUMNS
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
1๏ธโฃ VPD Column (Volume Point Delta)
Net aggressive pressure at each price level (Buying Volume - Selling Volume)
- Bullish Delta (Green): Buyers dominated the auction at this level
- Bearish Delta (Red): Sellers dominated the auction at this level
- Smart Coloring: Automatically highlights institutional patterns
2๏ธโฃ VPS Column (Volume Point of Sell - ASK Volume)
Aggressive buying volume that "lifted the offer" by hitting ask prices
- Represents participants who paid the ask price to enter long
- When price is below this level = These buyers are in profit
- When price is above this level = These sellers who got hit are in profit
- Shows institutional bid volume absorption
3๏ธโฃ VPB Column (Volume Point of Buy - BID Volume)
Aggressive selling volume that "hit the bid" by taking bid prices
- Represents participants who sold at bid price to enter short
- When price is above this level = These sellers are in profit
- When price is below this level = These buyers who got hit are in profit
- Shows institutional ask volume absorption
4๏ธโฃ SVP Column (Optional - Session Volume Profile)
Traditional combined volume profile without bid/ask separation
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ ADVANCED INSTITUTIONAL PATTERNS DETECTION
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
The indicator uses statistical analysis (standard deviation, moving averages, hit counting) to identify institutional footprints:
โก Failed Auctions - "BUYERS TRAPPED" or "SELLERS TRAPPED" labels
โข High volume entered, but price immediately reversed
โข Creates extreme concentrations of losing positions
โข Trading Implication: High-probability reversal zones where trapped participants must exit
๐ Volume Spikes - Bright green/red bars in VPD column
โข Volume exceeds average by 2+ standard deviations
โข Represents aggressive institutional entry
โข Trading Implication: Potential trend continuation or setup for failed auction
๐ก๏ธ Absorption Zones - Yellow/Orange colored bars
โข Large passive orders absorbing aggressive volume without price movement
โข Indicates accumulation (bullish) or distribution (bearish)
โข Trading Implication: Institutional positioning before major moves
๐ง Iceberg Orders - Cyan colored bars with high hit counts
โข Same price level shows repeated volume without clearing
โข Reveals hidden institutional limit orders split into small pieces
โข Trading Implication: Strong liquidity magnets, price often returns here
๐ Volume Exhaustion - Purple colored bars
โข Sharp volume drop (50%+) after spike
โข Momentum exhausted, participants depleted
โข Trading Implication: Potential reversal or consolidation ahead
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐จ SMART INSTITUTIONAL COLORING
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
Colors bars based on detected patterns vs simple red/green:
๐จ Yellow = Bullish battles won (buyers + trapped sellers)
๐ง Orange = Bearish battles won (sellers + trapped buyers)
๐ต Cyan = Iceberg orders (hidden liquidity)
๐ฃ Purple = Large passive orders
๐ข Bright Green = Buying spikes (institutional aggression)
๐ด Bright Red = Selling spikes (institutional aggression)
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
โญ CONFLUENCE SCORING SYSTEM
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
Each price level receives 1-5 stars based on:
โ
โ
Volume spike presence (+2 stars)
โ
Absorption pattern (+1 star)
โ
Large passive orders (+1 star)
โ
Proximity to Value Area (+1 star)
โ
โ
Iceberg detection (+2 stars)
โ
โ
Failed auction (+2 stars)
Minimum Signal Strength filter lets you show only levels with โ
3+ confluence for highest-quality signals.
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ฏ VALUE AREA ANALYSIS
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
VAH (Value Area High) - Blue Line
- Top of the 70% volume acceptance zone
- Price at VAH often rejects downward (resistance)
- Alert triggers when price approaches
VAL (Value Area Low) - Red Line
- Bottom of the 70% volume acceptance zone
- Price at VAL often bounces upward (support)
- Alert triggers when price approaches
Trading Applications:
- Price outside Value Area โ Mean reversion opportunity
- Price breaks VA with volume โ Trend continuation
- Price oscillates within VA โ Range-bound, fade extremes
- Previous session VA lines show carryover levels
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ EXPECTED PRICE BEHAVIOR AT KEY LEVELS
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
โ ๏ธ IMPORTANT: These are observed behavioral patterns for educational purposes and backtesting research. Always validate with 250-500+ backtest trades before risking capital.
1๏ธโฃ POC BOX ZONES (Highest Statistical Relevance)
๐จ Yellow Boxes (Below Current Price - SUPPORT)
Expected Behavior:
- Price approaching from above typically encounters buying pressure
- Both profitable institutional buyers and trapped short sellers create demand
- Common reaction: Price slows, consolidates, or bounces
- Failed bounces often lead to rapid breakdown (trapped buyers capitulate)
What Often Happens:
- Initial dip into zone โ Weak bounce attempt
- Second test โ Stronger bounce (trapped sellers covering + buyers defending)
- Break below โ Quick acceleration as both groups exit
๐ง Orange Boxes (Above Current Price - RESISTANCE)
Expected Behavior:
- Price rallying into zone typically encounters selling pressure
- Both profitable institutional sellers and trapped long buyers create supply
- Common reaction: Price stalls, consolidates, or rejects
What Often Happens:
- Initial push into zone โ Weak rejection
- Second test โ Stronger rejection (trapped buyers exiting + sellers defending)
- Break above โ Quick acceleration as resistance becomes support
2๏ธโฃ FAILED AUCTION ZONES
"SELLERS TRAPPED" Labels (Below Price):
- High-volume selling that immediately reversed = maximum trapped shorts
- When price returns, trapped sellers face pressure to cover
- Typical pattern: Price approaches โ Initial hesitation โ Sharp bounce
"BUYERS TRAPPED" Labels (Above Price):
- High-volume buying that immediately failed = maximum trapped longs
- Price returning forces trapped buyers to exit at breakeven
- Typical pattern: Price approaches โ Distribution โ Rejection
3๏ธโฃ VALUE AREA DYNAMICS
Price Outside Value Area (VAH/VAL):
- Price beyond 70% volume zone = statistical outlier
- Two outcomes: Mean reversion OR trend continuation
- Key differentiator: Presence of confluence zones
Mean Reversion Pattern (No Strong Confluence):
- Price extends 1-2% beyond VA โ Typically reverts toward POC
- Weak volume on extension โ Higher probability of reversal
Breakout Pattern (With โ
4+ Confluence):
- Price breaks VA with institutional patterns โ Often continues
- Strong volume + confluence = New value area forming
4๏ธโฃ ICEBERG ORDER BEHAVIOR
Cyan Bars with High Hit Counts:
- Repeated volume at same level = Large hidden order absorbing
- Price typically "tests" iceberg multiple times before resolution
- Two outcomes: Absorption complete (break) OR rejection (bounce)
5๏ธโฃ VOLUME SPIKE PATTERNS
Bright Green/Red Bars (Institutional Aggression):
- Extreme delta spikes indicate institutional entry
- Trend Continuation Spikes: Spike aligned with trend = Often continues
- Exhaustion Spikes: Spike against trend = Failed auction forming
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
โ๏ธ CONFIGURATION GUIDE
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ฏ QUICK START
1. Select your trading style preset (Scalper/Day/Swing)
2. Enable VAH/VAL alerts in settings
3. Adjust alert sensitivity (0.1% recommended)
4. Add alert condition to TradingView alert system
๐ CORE SETTINGS
- Lookback Period: How many bars to analyze
- Scalping: 50-100 bars
- Day Trading: 100-200 bars
- Swing Trading: 200-500 bars
- Price Row Granularity: How finely to divide price
- 40-50 rows = Fast markets
- 60-80 rows = Balanced (RECOMMENDED)
- 100+ rows = Maximum precision
- Minimum Signal Strength: Filter weak signals
- โ
3 = Balanced quality/quantity (RECOMMENDED)
- โ
4-5 = Highest quality, fewer opportunities
๐จ VISUAL SETTINGS
- Color Theme: Classic/Institutional/Monochrome/Bold/Minimal/Custom
- Smart Coloring: ON (recommended) - Shows institutional patterns
- Transparency: Adjust profile opacity
- Column Dividers: Visual separators between columns
- POC Extensions: Show historical level significance
๐ ADVANCED FEATURES
- Auto-Hide Distance: Hide profile when price moves X% away
- Statistics Panel: Real-time metrics display
- Previous POCs: Show prior session levels
- Alert Sensitivity: How close price must be to trigger alerts
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ก BEST PRACTICES
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
โ
Start with defaults (200 lookback, 60 rows, โ
3 confluence, Smart Coloring ON)
โ
Focus on POC boxes first - These are your highest-probability zones
โ
Combine with price action - Use the profile to explain WHY support/resistance exists
โ
Watch for alignment - Yellow/Orange boxes = strongest levels
โ
Respect failed auctions - "TRAPPED" labels are extreme reversal setups
โ
Use Value Area for context - Price outside VA = mean reversion opportunity
โ
Trust confluence scores - โ
4-5 signals are institutional-grade setups
โ
Set up alerts for VAH/VAL touches - Don't miss key levels
โ
Check previous session POCs - Institutions defend same zones across sessions
โ
Monitor statistics panel - Understand market conviction in real-time
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ง TECHNICAL SPECIFICATIONS
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
Calculation Method: Enhanced delta using OHLC and volume with wick ratio analysis
Update Frequency: Real-time on every bar close
Performance: Optimized with color caching and pre-calculated values (~30% faster)
Max Capacity: Supports up to 1500 bars lookback and 250 price rows
Compatibility: Works on all symbols and timeframes
Memory Usage: Efficient array management with proper initialization
Alert System: Built-in VAH/VAL touch detection with visual markers
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ฏ UNIQUE VALUE PROPOSITION
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
Unlike standard Volume Profile indicators that only show where volume occurred, the IDT Auction Profile:
โ
Separates bid vs ask volume to reveal true order flow
โ
Identifies who is profitable vs who is trapped at each level
โ
Detects institutional patterns (icebergs, absorption, failed auctions)
โ
Calculates confluence scores combining multiple factors
โ
Provides clear POC boxes showing exact institutional positioning
โ
Maps positional advantage rather than just volume density
โ
Alerts you to key level touches in real-time
โ
Shows historical context with POC extensions
โ
Displays live statistics for market conviction
This transforms Volume Profile from a historical volume chart into a strategic positioning map showing institutional dominance and trapped participants.
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ HOW TO INTEGRATE WITH YOUR STRATEGY
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
โ
PROPER USES:
- Entry refinement within your existing setups
- Intelligent stop placement beyond institutional levels
- Objective profit targets at next confluence zones
- Trade filtering (only take setups at โ
4+ zones)
- Understanding market positioning before entry
- Alert-based monitoring of key support/resistance levels
โ WHAT IT CANNOT DO:
- Predict direction with certainty
- Replace risk management
- Account for news/external events
- Guarantee profitability
- Work in all market conditions
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๐ DEVELOPMENT PATH (12-16 Weeks)
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
Weeks 1-2: Observation Only
- Watch price behavior at key levels
- Document patterns without trading
- Set up alerts and observe responses
Weeks 3-8: Paper Trading
- Simulate trades, track all metrics
- Minimum 100 paper trades
- Test different confluence thresholds
Weeks 9-16: Small Size Testing
- Minimal capital, real market conditions
- Continue tracking, refine rules
- Adjust alert sensitivity based on results
After Proven Edge you could potentially include it in your set-up
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โ ๏ธ CRITICAL DISCLAIMERS
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
โ ๏ธ Past volume โ Future price action
โ ๏ธ Institutional positions change rapidly - these are static snapshots
โ ๏ธ No indicator works 100% - risk management is mandatory
โ ๏ธ Market conditions change - adapt your approach
โ ๏ธ Backtest with YOUR style, YOUR timeframe, YOUR risk tolerance
โ ๏ธ Alerts are notifications, not trade signals - you decide the action
The indicator reveals WHERE institutions are positioned and HOW they might behave. YOU decide IF, WHEN, and HOW to trade that information.
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๐ SUPPORT & UPDATES
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
For questions, suggestions, or bug reports:
- Comment below the indicator
- Follow for updates and new features
- Check documentation for detailed examples
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Not financial advice. For educational and research purposes only.
DeltaFlow Volume Profile [BigBeluga]๐ต OVERVIEW
The DeltaFlow Volume Profile builds a compact volume profile next to price and enriches every bin with flow context : bullish vs. bearish participation (%), a per-bin Delta % , an optional Delta Heat Map , and a PoC band with the binโs absolute volume. This lets you see not just where volume clustered, but who (buyers or sellers) dominated inside each price slice.
๐ต CONCEPTS
Binned Volume Profile : Price range over a user-defined LookBack is split into Bins ; each bin aggregates traded volume.
Bull/Bear Split : Within every bin, volume is separated by candle direction into Bull Volume and Bear Volume , then normalized to % of the binโs displayed size.
Delta % : The difference between Bull % and Bear % for the bin. Positive = buyer dominance; negative = seller dominance.
Delta Heat Map : Bin background shading that scales with both total volume strength and delta bias.
PoC (Point of Control) : The most significant bin gets a PoC band and a label with its absolute volume.
๐ต FEATURES
Profile with Flow : A clean horizontal volume bar per bin plus stacked Bull % and Bear % .
Per-Bin Delta Label : A readable โฮ xx%โ tag at the start of each bin shows dominance at a glance.
Delta Heat Map : Optional gradient that intensifies with higher volume and stronger delta.
PoC Highlight : Optional PoC band colored separately, labeled with absolute volume (e.g., โ1.23Mโ).
Configurable Inputs : LookBack, number of Bins (10โ100), toggles for Delta, Heat Map, Volume Bars, and PoC color.
Readable Colors : Separate inputs for bullish (volume +) and bearish (volume โ) hues.
๐ต HOW TO USE
Set the window : Choose LookBack and Bins to balance detail vs. performance (more bins = finer resolution).
Enable โVolume Barsโ to display the bull/bear split as two stacked percent bars inside each bin.
High Bull % near support โ constructive demand.
High Bear % near resistance โ active supply.
Use ฮ labels (toggle โDeltaโ) to quickly spot bins with clear buyer/seller control; combine with price position for confluence.
Turn on Delta Heat Map to prioritize areas with both large volume and strong imbalance.
Watch the PoC : The PoC band marks the most traded (and often magnet) level; its label shows absolute size for context.
Trade ideas :
Breakout continuation when ฮ stays positive across consecutive upper bins.
Reversion risk when price enters a large bearish-ฮ cluster below.
Manage risk around the PoC; reactions there can be sharp.
๐ต CONCLUSION
DeltaFlow Volume Profile upgrades a classic profile with flow intelligence. The bull/bear split, explicit ฮ %, heat-weighted backdrop, and PoC volume label make dominant participation and key price shelves obvious. Use it to filter levels, time entries with imbalance, and validate breakouts or fades with objective volume-flow evidence.
