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Pure Matrix Profile [TPO & Link]Pure Matrix Profile Description: This indicator is a highly visual, ASCII-based environment recognition tool designed to map market structure, liquidity, and momentum within specific sessions. It is NOT a standalone entry signal generator. Rather, it provides a deep situational awareness of "price wall thickness" (Volume) and "market heat" (RSI) to help traders build robust defensive and offensive strategies. 1. Pine Script Limitations & Memory Management In Pine Script, there is an absolute limit of 500 historical objects (Boxes, Labels, Lines) per script to prevent system overload, regardless of your account tier (Basic, Pro, Premium). • Remaining Quota: 0 (This script maximizes the 500 limit for detailed rendering). • How it works: To bypass this limitation and maintain a beautiful UI without crashing, the script uses a professional garbage collection technique (barstate.islast). It deletes all previous objects and recalculates/redraws the entire matrix exclusively on the most recent bar, ensuring optimal performance within the limits. 2. Core Calculations & Output Values The visual beauty of this tool is driven by strict mathematical logic. A. Price Bin Resolution (vp_step) vp_step = (top_y - bot_y) / row_count • Why: To divide the session's high-low range into equal tiers to distribute volume accurately. • Output: A float value representing the price width of a single text row. B. Binning (Data Assignment) bin_idx = Math.floor( (c_price - bot_y) / vp_step ) • Why: To determine exactly which vertical "box" (row) the volume belongs to. C. Volume-Weighted RSI (Heat) Avg_RSI = Sum(Current_RSI * Volume) / Sum(Volume) • Why: This reveals the true momentum only where significant institutional money was traded. D. Histogram Normalization (Bottom-Up Heights) val = (chunk_vol / max_chunk_vol) * hist_height • Why: To normalize raw volume into a fixed visual height constraint for the bottom ASCII histogram. E. ASCII Texture Logic (Wall Hardness) The "density" of the ASCII character changes dynamically based on the Avg_RSI: • Overheated (Avg_RSI >= 60): Renders "█" (Full Block). Represents a "Hard Wall" with strong momentum. • Neutral (Avg_RSI 40.1 - 59.9): Renders "▒" (Medium Shade). Represents stable consolidation. • Freezing (Avg_RSI <= 40): Renders "░" (Light Shade). Represents a "Soft Wall" with weak momentum. 3. Pros (Merits) • Visualizing "Hardness": By combining volume depth and RSI texture, you can intuitively differentiate between strong support/resistance zones (Hard Walls) and fragile ones (Soft Walls). • Risk Management: Helps prevent trading directly into "Hard Walls" or getting trapped in low-liquidity vacuums. 4. Cons (Limitations) • Not an Entry Strategy: Provides zero edge as a standalone trigger. • Lagging Nature: Session profiles form after the price has moved. • Visual Clutter: High row counts on small screens may cause text overlap. Japanese Description このインジケーターは、特定のセッション内における市場構造、流動性、モメンタムをマッピングするための、ASCIIベースの視覚的な環境認識ツールです。これは単体でエントリーシグナルを生成するものではありません。トレーダーが堅牢な戦略を構築できるよう、「価格の壁の分厚さ（出来高）」と「相場の熱（RSI）」の状況認識を提供します。 1. 描画制限とメモリ管理について Pine Scriptには、システム負荷を防ぐため、アカウントランクに関わらず1スクリプトにつき描写オブジェクトの最大上限が「500個」に厳格に設定されています。 ・ 現在の残量: 0個（精密な描画のため、この500個の枠を最大限使い切る設定にしています）。 ・ 動作の仕組み: 高度なメモリ管理（barstate.islast）を行っています。最新のローソク足でのみ過去のオブジェクトを全削除し、必要な分だけを一気に再計算して描き直すことで、制限枠内で安定稼働させています。 2. コアとなる計算式と出力値の解剖 A. 価格帯をスライスする計算 (VP Step) vp_step = (top_y - bot_y) / row_count ・ なぜこの計算なのか: セッションの高安値を指定した行数で均等に分割し、1行あたりの価格幅を決定するため。 B. ローソク足の格納先判定 (Binning) bin_idx = Math.floor( (c_price - bot_y) / vp_step ) ・ なぜこの計算なのか: 出来高を正しい価格帯（行）に割り当てるため。 C. 出来高加重RSI（熱量の算出） Avg_RSI = Sum(Current_RSI * Volume) / Sum(Volume) ・ なぜこの計算なのか: 大口の取引（出来高）が集中した価格帯のモメンタムだけを抽出するため。 D. ボトムヒストグラムの高さ計算 (Normalization) val = (chunk_vol / max_chunk_vol) * hist_height ・ なぜこの計算なのか: 出来高を、指定した最大の高さ（行数）に正規化して当てはめるため。 E. ASCIIテクスチャ・ロジック（壁の硬度） Avg_RSIの値に基づいて、描画される文字の密度（硬さ）が3段階で変化します。 ・ 加熱帯 (RSI 60以上): 「█」（フルブロック）を描画。モメンタムを伴う「硬い壁」を意味します。 ・ 中立帯 (RSI 40.1 - 59.9): 「▒」（ミディアムシェード）を描画。安定した攻防が行われているゾーンです。 ・ 冷却帯 (RSI 40以下): 「░」（ライトシェード）を描画。モメンタムが弱まっている「柔らかい壁」を意味します。 3. メリット（優位性） ・ 壁の硬度の視覚化: 出来高の厚みとRSIのテクスチャを組み合わせることで、突破困難な「硬い壁」と、崩れやすい「柔らかい壁」を直感的に判別できます。 ・ 無駄な被弾の回避: 強力な壁への無謀な突撃を防ぐための強力な環境認識根拠となります。 4. デメリット（限界と注意点） ・ エントリー戦略にはならない: 本ツール単体ではエントリーの優位性は一切ありません。 ・ 遅行指標の性質: プロファイルは価格が動いた「後」に形成されます。 ・ 視覚的なノイズ: 低解像度の環境で行数を大きく設定しすぎるとテキストが重なります。
אינדיקטור Pine Script®
מאת ‎ALT_analyst‎
Quant Synthesis Strategy [JOAT]Quant Synthesis Strategy Introduction QSS Quant Synthesis Strategy is an open-source TradingView strategy that integrates regime detection, higher-timeframe bias, confirmed structure, session opening-range context, volume participation, trend energy, ATR exits, cooldowns, and session risk controls. The strategy is designed as a realistic research baseline, not an optimized profit promise. Its purpose is to demonstrate how the JOAT indicator concepts can be combined into a non-repainting strategy framework with explicit risk management. Core Concepts 1. Market Regime Detection The regime model uses EMA spread, ADX from DMI, and ATR percentage context to classify Trend, Expansion, Balance, or Transition. 2. Higher-Timeframe Bias The strategy requests higher-timeframe EMAs with lookahead disabled. Long bias requires the HTF fast EMA above the slow EMA with positive slope; short bias is mirrored. 3. Confirmed Structure Pivot-based structure checks whether recent highs and lows form bullish or bearish structure. Pivot confirmation is delayed by design to avoid repainting. 4. Session Opening Range The strategy tracks a configurable trading session and opening range. Entries can require session context so trades are not taken randomly outside the selected window. 5. Risk and Exits Position size is estimated from a percentage of equity and ATR stop distance. Exits include ATR stop, ATR target, maximum bars in trade, regime/bias exit, cooldown, and session flattening. Features Regime engine: Trend, Expansion, Balance, and Transition classification HTF bias filter: Uses non-lookahead request.security() higher-timeframe EMAs Confirmed structure filter: Pivot-based bullish/bearish structure state Session opening range: Optional session context for entries Volume participation filter: Uses volume z-score and directional volume Confluence score: Separate long and short scores gate entries ATR exits: Stop loss and take profit scale with volatility Risk controls: Risk percent, cooldown, max entries per session, max bars in trade, and session flattening Visuals: EMA cloud, opening-range lines, stop/target plots, and top-right dashboard Default Strategy Properties Initial capital: 100000 Commission: 0.01 percent Slippage: 1 tick Pyramiding: 0 Order processing: process orders on close Position sizing: fixed quantity calculated internally from risk settings How to Use Step 1: Select a market and timeframe with enough historical data. Step 2: Review the dashboard regime and HTF bias before interpreting trades. Step 3: Adjust risk percent, ATR stop, ATR target, cooldown, and session settings conservatively. Step 4: Evaluate results across multiple symbols and timeframes. Avoid optimizing only one market segment. Limitations Backtest results are historical simulations and do not guarantee future performance More trades can increase sample size but can also increase noise and transaction costs Pivot confirmation creates intentional signal delay Strategy results depend on symbol liquidity, timeframe, session settings, slippage, and commission assumptions The strategy is a research framework, not a recommendation to trade Originality Statement QSS is an original JOAT strategy framework that integrates regime detection, HTF bias, structure, session context, volume participation, and ATR risk management into one non-repainting Pine Script v6 strategy. Disclaimer This strategy is for educational and informational purposes only. It is not financial advice and does not guarantee profitability. Trading involves substantial risk of loss. Historical backtests can be inaccurate or misleading if assumptions do not match live execution. Made with passion by jackofalltrades
אסטרטגיית Pine Script®
מאת ‎officialjackofalltrades‎
Market StructureThis indicator identifies market structure shifts by tracking confirmed swing highs and swing lows using pivot-based price action. A BUY signal is generated when price closes above the most recent confirmed swing high, while a SELL signal is generated when price closes below the most recent confirmed swing low. The script also maintains directional bias, highlights bullish or bearish conditions with optional background coloring, and plots the active swing reference levels directly on the chart. “Bars Left” controls how many candles are used to validate a swing high or swing low, while “Bars Right” determines how many candles must confirm the pivot before it becomes valid. Higher values create stronger but slower structure levels, while lower values react faster but may produce more noise. “Show BUY / SELL Labels” enables or hides signal labels on the chart. “Show Background Bias” colors the chart background based on the current bullish or bearish structure bias. “Show Swing Reference Levels” displays the active prior swing high and swing low levels used for structure break confirmation. “Non-Repaint Mode” waits for candle confirmation before signals are allowed, helping reduce repaint behavior during live market conditions. This tool is designed for structure-based trend confirmation and breakout continuation analysis. Conservative traders typically use higher pivot settings to focus on major market structure, while aggressive traders may reduce pivot settings for faster directional shifts and earlier entries.
אינדיקטור Pine Script®
מאת ‎tgregg75‎
1
Nexus Sentiment & Risk Matrix [Pineify]Nexus Sentiment and Chandelier Risk Matrix Nexus Sentiment and Chandelier Risk Matrix blends a three-oscillator momentum score with a Chandelier-style ATR risk state. RSI, smoothed Stochastic, and normalized CCI form one 0-100 sentiment line; BUY/SELL markers appear only when that line agrees with a fresh risk flip. Key Features Composite sentiment from RSI, Stochastic, and CCI. Chandelier risk direction used as a signal filter. Gradient fills around the 50 equilibrium level. Alerts for bullish and bearish alignment events. How It Works The script calculates RSI , 3-bar smoothed Stochastic , and CCI with one oscillator length. CCI is clipped around +100/-100 and remapped to 0-100 so it can be averaged with the other oscillators. The average becomes the sentiment line. Above 50 suggests bullish pressure; below 50 suggests bearish pressure. The risk layer uses ATR and recent extremes to maintain a persistent direction. A BUY needs an upward risk flip above 50. A SELL needs a downward flip below 50. How the Components Work Together The oscillator stack gives context but does not trigger trades alone. RSI tracks relative strength, Stochastic checks close location inside the recent range, and CCI adds a deviation-from-mean view. The Chandelier layer adds volatility-aware confirmation. Instead of reacting to every move through 50, the script waits for an ATR threshold break. This may filter weak bounces, but it can enter late on sharp reversals. Trading Ideas and Insights A BUY after a pullback may indicate risk shifting back up above 50. A SELL below 50 can warn that bearish pressure and ATR risk are aligned. If price makes a new high while sentiment fades, consider waiting for stronger follow-through. Unique Aspects Three different momentum tools are normalized into one readable sentiment line. Signals are event-based, so markers do not repeat while the same condition remains active. How to Use Add the indicator and watch the line around 50. Read green zones as bullish pressure and red zones as bearish pressure. Treat markers as confluence events, then confirm with structure, volume, or higher timeframe. Use the built-in alert conditions for notifications. Customization Oscillator Length (default: 14) - Higher values smooth the line; lower values react faster. ATR Length (default: 22) - Sets the volatility lookback. ATR Multiplier (default: 3.0) - Larger values reduce flips but add lag; smaller values can whipsaw. Conclusion This is a compact sentiment-and-risk panel for traders who want oscillator context filtered through ATR direction. Signals may help identify regime changes, but they still need price-action and risk checks.
אינדיקטור Pine Script®
מאת ‎Pineify‎
Dual Volume Profile Dual Volume Profile overlays two independent volume profiles on your chart simultaneously: a session profile built from intraday trading hours, and a composite range profile built from a configurable lookback period. Comparing the two reveals whether short-term auction activity is confirming or diverging from the broader volume structure. Inspired by TradingView's built-in VRVP and SVP HD indicators, the Dual VP combines both concepts into a single overlay — pairing the structural range view of VRVP with the per-session granularity of SVP HD — and adds a signal layer that detects when the two profiles agree or diverge. Session profile Builds a volume-at-price histogram for each trading session using your selected hours — CME RTH, NYSE RTH, Full Globex, or a custom window. Up to 5 historical sessions are displayed alongside the current developing session. Each session shows its own POC, VAH, and VAL. Range profile Builds a composite volume-at-price histogram across a configurable lookback (default 200 bars). This acts as a multi-session structural view similar to TradingView's built-in VRVP, positioned in the right margin of the chart. POC, VAH, and VAL are drawn across the full range. Signals The indicator generates three optional signals based on the relationship between the session and range profiles: POC Alignment — fires when the session POC and range POC converge within a user-defined threshold, indicating agreement on fair value between the short-term and structural auctions. Dual VA Breakout — fires when price trades above both value area highs or below both value area lows simultaneously, suggesting a directional move accepted by both timeframes. VA Divergence — fires when the session's value area midpoint shifts significantly away from the range's value area midpoint, indicating the developing session is repricing relative to the composite structure. How to use it Add the indicator and select the session type matching your instrument. The session profiles draw inline over price history; the range profile anchors to the right margin. Use the info table (top-right by default) to monitor both sets of levels and active signals at a glance. Session transparency is adjustable so the histograms don't obscure candles. Settings overview Session Type, Sessions to Show, Session Bar Thickness, Session Transparency, Lookback Bars, Right Margin Offset, Price Rows (session and range independently), Value Area %, Up/Down volume colors, POC/VA line visibility, and signal thresholds for alignment, breakout, and divergence.
אינדיקטור Pine Script®
מאת ‎yundore‎
Structural Effort Targeting (MTF)Structural Effort Targeting is a volume-driven target zone indicator designed to identify price levels that may continue to attract price due to prior high-effort market interaction. Rather than plotting conventional support and resistance or generating entry signals, the script maps structurally significant target zones derived from historical price–volume behavior. Core Concept The framework is based on a simple idea: Price often revisits zones where previous movement required unusually high relative effort. Such zones may represent: • unfinished target areas • liquidity attraction zones • structural price objectives Methodology Relative Volume Effort Detection The script identifies price interactions associated with elevated relative volume using configurable effort thresholds. Target Zone Construction Important levels are represented as zones rather than single lines, helping reflect real market interaction rather than overly precise levels. Zone Clustering and Merge Logic Nearby levels can be merged into higher-confluence target zones using configurable merge tolerances. Nearest-Zone Selection Logic Optional nearest-zone filtering can prioritize the most relevant structural targets around current price. Multi-Timeframe Context Target calculations may be sourced from higher timeframes while applied to lower execution charts. Intended Use This indicator is designed to support discretionary traders in: • mapping potential price objectives • identifying structural confluence • planning targets using volume and liquidity context • complementing market structure analysis This indicator represents targets, not trade signals. This script may also be used alongside companion regime-filter tools for broader market-structure context.
אינדיקטור Pine Script®
מאת ‎danilita247‎
Quantum Liquidity Map - VP, VWAP & CVD Confluence [NikaQuant]Info: An overlay that combines three institutional order-flow methods — visible-range Volume Profile, session-anchored VWAP with standard-deviation bands, and Cumulative Volume Delta with divergence detection — into one coordinated tool for reading liquidity and order-flow conviction. ## Why This Combination Exists Each of the three methods answers a different question about price, and none of them can answer the others alone. Volume Profile answers "where has the market actually traded?" — it locates the price levels participants have defended with size. Anchored VWAP answers "how far is the current price from the session's true volume-weighted average?" — it measures stretch from fair value. CVD divergence answers "is this move real?" — it exposes when a new price high or low is being printed on weakening order-flow pressure. Used in isolation, each method produces false signals. A Value Area edge can be tagged without any participation. A VWAP band touch can continue for hours without mean-reverting. A CVD divergence can fire in a vacuum away from any structural level. The coordination is the entire point of this script: a Value Area edge touched while price is already two standard deviations stretched from VWAP, with a confirmed CVD divergence printing at the same bar — three independent systems agreeing — is a structurally different event than any one of them firing alone. The script exists to make that specific confluence visible in a single overlay without chart clutter or flipping between tools. ## How It Works Volume Profile — The visible range is split into horizontal price buckets. Each completed bar's volume is distributed into the bucket containing its midpoint. The highest-volume bucket becomes the Point of Control (POC). From the POC outward, buckets are added alternately above and below (whichever neighbour carries more volume) until a configurable percentage of total volume is captured — 70% by default, following the CBOT value-area method. The upper and lower boundaries of that expansion become Value Area High (VAH) and Value Area Low (VAL). A previous-session POC that current price has not yet revisited is drawn as a "naked POC" — an untested volume cluster that tends to act as a magnet. Anchored VWAP — The volume-weighted average price is calculated from scratch each time the anchor period resets (thirteen anchor options from one hour through yearly). Two standard-deviation bands are derived from the running variance of the weighted price distribution, with multipliers adjustable for both the inner and outer bands. Bands are deliberately suppressed for the first five bars of every new anchor period, because variance is mathematically unstable immediately after a reset and early spikes would be misleading. CVD Divergence — Cumulative Volume Delta is estimated per bar using the close-location-within-range method: a bar that closes near its high is interpreted as predominantly buy-driven, one that closes near its low as sell-driven, and the net difference is summed across the session. Structural swing highs and lows are detected with equal left and right confirmation windows, which prevents repainting because a pivot is only recognised once both sides are closed. A divergence is flagged only when three conditions are met: (1) price prints a new swing extreme relative to the previous one, (2) the CVD value at that swing fails to confirm the new extreme, and (3) the swing itself exceeds 1.5 times the 14-bar Average True Range. The ATR gate is the key noise filter — it throws out minor pivots that would otherwise generate meaningless divergences during tight consolidations. ## How To Use It - Start with the profile: locate POC, VAH, and VAL. These are the decision levels. - Check the VWAP band zone (shown live in the dashboard). Inside ±1 standard deviation of VWAP, price is near fair value. Beyond ±2 standard deviations, it is statistically stretched and mean-reversion odds improve. - Look for confluence at profile levels. A rejection candle at VAH while price is also outside the +2 standard deviation band on VWAP and a bearish CVD divergence has just fired is the highest-probability setup the indicator produces. The inverse applies at VAL. - A naked POC tag accompanied by CVD trending in the same direction as the test is more likely to hold than one where CVD disagrees. - Recommended timeframes: 5-minute through 4-hour for intraday; 1-hour through daily for swing. The VWAP anchor period should match the trading horizon — Session for intraday, Weekly or Monthly for swing. - Recommended markets: liquid futures, major FX pairs, large-cap equities, and liquid crypto perpetuals — any market where per-bar volume is meaningful enough for the close-location-within-range buy/sell estimate to be informative. - Avoid using on illiquid symbols where volume is sparse or spiky, and on non-standard chart types (Heikin Ashi, Renko, Kagi, Point & Figure, Range) — they distort both the profile inputs and the CVD calculation. ## Settings - Profile Rows (default 60): number of horizontal buckets. Higher values give finer resolution at the cost of more noise per bucket. - Value Area % (default 0.70): volume percentage that defines the value area, following the CBOT convention. - Lookback Bars (default 48): how many completed bars of history feed the profile. - Show Naked POC (default on): draws previous-session POCs that current price has not yet revisited. - Profile Width (default 0.30): horizontal footprint of the heatmap as a fraction of the lookback window. - CVD Pivot Lookback (default 5): bars required on each side to confirm a swing. Higher values produce fewer but stronger divergence signals. - VWAP Period (default Session): anchor period from one hour through yearly. - Inner SD Multiplier (default 1.0) and Outer SD Multiplier (default 2.0): standard-deviation band widths. - Dashboard position, size, and dark-mode toggle: cosmetic only. ## Alerts Four alert conditions are included, each with a JSON payload suitable for webhook routing: - Price touches POC (within half an ATR) - Price enters the VAH zone - Price enters the VAL zone - CVD divergence detected (bullish or bearish) ## Notes - Non-repainting. Divergence signals fire only on confirmed (closed) bars and require both-sided pivot confirmation. The profile, VWAP and CVD values use historical bar data only, with no lookahead. - The CVD estimate is range-based (close-location-within-range), not tick-based. On very short timeframes, where a single bar can contain many aggressive sweeps, this is an approximation of true order flow — it correlates well with tick CVD on liquid instruments but is not a substitute for it on sub-minute scalping. - Overlay indicator, pinned to the right scale. Pine Script v6. ───────────────────────────────────────── ════════════════════════
אינדיקטור Pine Script®
מאת ‎NikaQuant‎
1
FX24HR Market Volume ProfileFX24HR Market Volume Profile The FX24HR Market Volume Profile is a high-resolution analysis tool designed specifically for intraday traders who need to visualize the distribution of price and time across the three major global trading sessions: Asia, Europe, and America. Unlike standard Volume Profiles that aggregate data into a single block, this indicator color-codes the market's "footprint" by session, allowing you to identify which time-of-day holds the most significant structural levels (Value Areas and High-Volume Nodes). Key Features 3-Session Color Coding: Instantly distinguish between Asian (Cyan), European (Gold), and American (Purple) market activity. Perfect Axis Alignment: This indicator solves the "stair-step" issue found in many profile scripts. All sessions within a 24-hour day are anchored to the same vertical starting line (the daily open), creating a clean, professional "wall" for easier visual comparison. Ultra-Resolution Polylines: Built using Pine Script V6’s optimized polyline architecture, providing smooth, high-fidelity histograms without lagging your chart. Customizable Resolution: Adjust the Row Resolution to fine-tune the granularity of the profile—from broad structural blocks to razor-sharp price levels. Historical Backlook: Display up to 10 days of session history to identify recurring institutional levels. How to Use Identify Strength: If the American session profile (Purple) is significantly wider than the European session, it indicates higher participation and stronger validation of those price levels. Session Overlaps: Watch how the European profile interacts with the Asian range. An expansion outside the Asian "wall" often signals the trend for the remainder of the day. Point of Control (Visual): The widest part of each colored segment represents the "Point of Control" for that specific session. Use these as magnets for price in future sessions. Settings Days to Display: How many previous days of profiles to render. Histogram Width Multiplier: Adjust the horizontal scale of the profiles to fit your screen. Vertical Resolution: Higher values create smoother profiles but require more processing. Session Times: Fully adjustable to match your specific broker’s timezone or preferred exchange hours. Technical Details Version: Pine Script v6
אינדיקטור Pine Script®
מאת ‎forex24hr‎
Weekly & Monthly HLThis indicator automatically plots the current weekly and monthly high and low levels as clean horizontal lines on the chart. These levels are widely used by traders to identify key areas of interest where price may react, reverse, or consolidate. The script is designed with a minimal and distraction-free layout. Labels are positioned on the right side of the chart, keeping the view clean while clearly marking each level. Weekly levels are shown in blue and monthly levels in red, making it easy to distinguish between short-term and higher timeframe zones. This tool can be helpful for understanding market structure, planning entries, and managing risk across different timeframes.
אינדיקטור Pine Script®
מאת ‎gradsgold‎
Weekly Initial BalanceThis indicator marks the Weekly Initial Balance — the price range established during the first two trading days of the week — and projects extension levels for the remainder of the week. The idea behind it Monday sets the opening range for the week. Tuesday may extend that range — it could produce a false break, a range extension, a reversal, or an inside day. In a large majority of weeks, by the time Monday and Tuesday have traded, the high and low extremes are already in place for the rest of the week. One of these extremes will tend to hold, while the other may get broken. The default window (Sunday 18:00 – Tuesday 16:00 New York time) captures exactly this: the full Monday session plus Tuesday's contribution. Once the IB window closes, the remaining days of the week tend to trade in relation to these established levels. What makes this different Most Initial Balance indicators focus on the first 30 or 60 minutes of a single session. This indicator applies the IB concept to the weekly timeframe — capturing the Mon-Tue range that statistically defines the week's extremes. The configurable window, range extension multipliers, and clean label handling (current week only) make it a practical tool rather than a theoretical overlay. How it works - A shaded box marks the IB range (high and low) as it forms during the configured window - After the window closes, the IB high, low, and 50% midpoint extend as horizontal reference levels - Configurable range extensions (default 0.5x and 1.0x of the IB range) project above and below as potential targets - Price labels display the exact level at each line (current week only — historical weeks show clean lines without clutter) How to use it - **Which side holds?** After the IB window closes, one extreme tends to hold for the week while the other gets broken — watch for which side price tests and rejects first - **Range extensions as targets:** When the IB high or low breaks, the 0.5x and 1.0x extensions provide measured-move targets - **Inside weeks:** If price stays within the IB range through Friday, the 50% midpoint often acts as a magnet - **Volatility read:** A wide Monday–Tuesday range suggests the week's extremes may already be set; a narrow range suggests expansion is still ahead - **Alerts:** Built-in alerts fire when price breaks the IB high or low after the window closes Settings - Fully configurable start/end day, hour, and minute (New York time) - Adjustable number of historical weeks to display - Configurable extension multipliers (not limited to 0.5x and 1.0x) - Toggle individual levels, labels, and extensions on/off - Works on any instrument with sufficient intraweek data (futures, forex, crypto) Recommended timeframes: 30min and 1H charts for best visual clarity. Intraday only — the indicator requires sufficient chart history to display the configured number of weeks.
אינדיקטור Pine Script®
מאת ‎const‎
1
TPO ProfileThis indicator provides a high-performance Time Price Opportunity (TPO) profile, commonly known as Market Profile. It visualizes the distribution of price over time, identifying the "fair value" areas where the market spent the most time during a specific session. Core Features Time-at-Price Visualization: Uses letters (A-Z, a-z) to represent 30-minute time blocks, creating a visual distribution of market activity. Heatmap Gradient: Profiles are colored using a gradient from the session open to the session close, allowing you to track the chronological progression of price action at a glance. Point of Control (POC): Automatically identifies and highlights the price level with the highest TPO count (the longest row) with a distinct color and extended line. Smart Scaling: Includes an "Auto Row Height" mode that uses the 10-day ATR to dynamically calculate the optimal tick multiplier, ensuring the profile fits your screen perfectly regardless of volatility. Hybrid Rendering Engine: * Recent Days: Rendered with full letter detail using boxes. Historical Days: Automatically converted into efficient Polyline Outlines to bypass TradingView's 500-box limit, allowing for up to 50 days of historical context. Session Filtering: Built-in support for RTH (Regular Trading Hours) filtering and custom timezone offsets (e.g., America/Chicago). How to Use Session Settings: Define your trading hours (default 0830-1500) and timezone. Granularity: Adjust "Target Rows Per Day" to control the vertical detail. More rows provide finer price resolution but consume more drawing resources. History: Control how many days display full letter detail versus simplified polyline outlines to optimize chart performance.
אינדיקטור Pine Script®
מאת ‎TatankaTrading‎
Range Finder & Profile [UAlgo]Range Finder & Profile is a structured market range detection tool that combines pivot based range discovery with an embedded volume profile. Its purpose is to identify areas where price begins to rotate inside a defined boundary, track whether that balance remains intact, and then summarize how volume was distributed inside the completed range once price finally exits it. The script starts by using pivot highs and pivot lows to define potential horizontal boundaries. When a valid upper and lower reference exist, and price is trading inside those bounds without already breaking them, the script opens a candidate range. From that point onward, it keeps monitoring the structure bar by bar, checking whether the range survives long enough to become confirmed and whether price remains accepted inside it. What makes this indicator especially useful is that it does not stop at simply drawing a box around consolidation. Once a range becomes confirmed, it also builds a row based internal profile of all activity inside that zone. When the range eventually breaks, the script calculates Point of Control, Value Area High, and Value Area Low, then draws a compact profile directly inside the range. This transforms a simple horizontal box into a more informative market acceptance map. The result is a tool that can help traders study balance, distribution, and eventual expansion. It is useful for identifying clean consolidation structures, understanding where the heaviest participation occurred inside a range, and interpreting whether the breakout happened after meaningful internal acceptance or after a less developed structure. 🔹 Features 🔸 Pivot Based Range Discovery The script uses pivot highs and pivot lows to establish potential range boundaries. This creates a structure that reacts to meaningful swing points rather than arbitrary rolling highs and lows. As a result, the detected ranges tend to reflect actual market rotation more naturally. 🔸 Clean Range Validation A new range is only created when price is already trading inside the proposed top and bottom boundaries and when no bar in the candidate history has already closed outside those levels. This helps prevent invalid or already broken ranges from being accepted. 🔸 Overlap Protection The script tracks where the last completed range ended and avoids creating a new one that starts inside an already closed structure. This reduces repeated overlap and keeps the chart cleaner. 🔸 Minimum Range Confirmation Not every detected range is immediately treated as valid. The structure must survive for a minimum number of bars before it becomes confirmed. This helps filter out weak or short lived consolidations. 🔸 Embedded Volume Profile Each confirmed range contains its own internal volume profile. The vertical height of the range is divided into configurable rows, and every bar contributes volume into the relevant price segments. This creates a compact distribution map inside the actual range boundaries. 🔸 Proportional Volume Allocation The script does not simply drop full bar volume into a single row unless the bar has no height. Instead, when a candle spans multiple rows, its volume is distributed proportionally across the overlapped sections. This produces a more realistic representation of participation across the range. 🔸 Point of Control Detection After the range is complete, the script finds the profile row with the highest accumulated volume. This row becomes the Point of Control, giving the user a quick view of the price area with the strongest concentration of activity. 🔸 Value Area Calculation The script expands outward from the Point of Control and accumulates neighboring rows until the selected percentage of total range volume is reached. This produces Value Area High and Value Area Low, which highlight the area where most participation occurred. 🔸 Gradient Range Background The active and completed range is drawn with a multi slice background gradient between the upper and lower colors. This improves readability and gives the zone a more polished visual structure. 🔸 Histogram Inside the Range When a range is confirmed and completed, the script draws horizontal histogram bars inside the zone. Rows inside the value area use a dedicated color, while rows outside the value area use a separate profile color. This makes internal acceptance easy to read visually. 🔸 Live Active Range Updates While the range is still active and not yet broken, the background extends forward in time with every new bar. Once the range becomes confirmed, profile and value area calculations are refreshed continuously until the breakout occurs. 🔸 Practical Market Structure Use This makes the indicator useful for consolidation analysis, acceptance and rejection studies, and breakout context. A trader can see not only where price paused, but also how volume built inside that pause before expansion occurred. 🔹 Calculations 1) Pivot Detection for Range Anchors float ph = ta.pivothigh(high, lengthInput, lengthInput) float pl = ta.pivotlow(low, lengthInput, lengthInput) if not na(ph) recentPH := ph recentPHIndex := bar_index if not na(pl) recentPL := pl recentPLIndex := bar_index This is the starting point of the whole script. The code asks TradingView to detect a pivot high and a pivot low using the selected swing length. A pivot high appears only after enough bars have formed on both sides of the swing, and the same logic applies to a pivot low. Because of that, pivots are confirmed reference points rather than instant highs or lows. When a valid pivot high is found, the script stores two things. The pivot price itself in recentPH The bar index where that pivot actually occurred in recentPHIndex The same is done for pivot lows through recentPL and recentPLIndex . This means the script always keeps track of the latest confirmed upper swing and the latest confirmed lower swing. Those two swing references become the raw ingredients for a possible trading range. 2) Candidate Range Creation Logic bool canCreateRange = na(activeRange) and not na(recentPH) and not na(recentPL) if canCreateRange float top = math.max(recentPH, recentPL) float bot = math.min(recentPH, recentPL) if top > bot and close <= top and close >= bot int sIndex = math.min(recentPHIndex, recentPLIndex) int barsBack = bar_index - sIndex This block decides whether the script is even allowed to start a new range. First, canCreateRange requires three conditions: there must be no currently active range, there must be a recent pivot high, and there must be a recent pivot low. If those conditions are met, the script builds a provisional upper bound and lower bound using the greater and smaller of the two pivot prices. Then it checks whether current price is actually inside that proposed range. This is important because it prevents the script from creating a range that price has already escaped. The code also finds sIndex , which is the earlier of the two pivot bar indices. That earlier point becomes the true starting location of the range. Then barsBack measures how many bars ago the range began. So at this stage, the script has a full candidate structure: an upper price, a lower price, and a starting point in time. 3) Overlap Prevention and Broken History Check bool isOverlapping = false if sIndex <= lastClosedRangeEndIndex isOverlapping := true if not isOverlapping bool broken = false if barsBack > 0 for i = 0 to barsBack if close > top or close < bot broken := true break This section filters out bad candidates before a range is created. First, the script checks whether the proposed start index falls inside or before the end of the last completed range. If it does, the new candidate is marked as overlapping and rejected. This keeps the indicator from repeatedly generating new boxes on top of old structures. Next, even if there is no overlap, the script scans every bar from the proposed start point up to the present. It checks whether any close moved above the top boundary or below the bottom boundary. If that happened, the candidate is marked as broken. This is a very important quality filter. It means the script does not simply connect two pivots and call that a range. It also verifies that price actually stayed accepted inside those boundaries over the full candidate history. 4) Initializing the Range Object activeRange := RangeData.new( startIndex = sIndex, startTime = time , endIndex = bar_index, endTime = time, topPrice = top, bottomPrice = bot, isActive = true, isConfirmed = false, totalVolume = 0.0, pocPrice = na, pocVolume = 0.0, pocIndex = -1, vah = na, val = na, bgBoxes = na, histBoxes = na, pocLine = na, vahLine = na, valLine = na, pocLabel = na, vahLabel = na, valLabel = na ) activeRange.initProfile(profileRows) Once the script is satisfied that the candidate is valid, it creates a new RangeData object. This object stores all important information about the range: where it starts, where it currently ends, its top price, its bottom price, whether it is still active, whether it is confirmed, and all profile related values such as total volume, Point of Control, Value Area High, and Value Area Low. Immediately after creating the object, the script calls initProfile(profileRows) . That method prepares the internal volume profile rows that will later hold the distribution data. So this is the moment where the script moves from pure detection into active tracking. 5) Building the Internal Profile Rows method initProfile(RangeData this, int rowsCount) => float step = (this.topPrice - this.bottomPrice) / rowsCount this.profile := array.new() for i = 0 to rowsCount - 1 float pBottom = this.bottomPrice + (i * step) float pTop = pBottom + step this.profile.push(ProfileRow.new(pTop, pBottom, 0.0)) This method divides the height of the range into a fixed number of rows. First, it calculates step , which is the height of one profile row. That is simply the total range height divided by the selected number of profile rows. Then it creates an empty profile array and fills it row by row. Each row stores: its upper price, its lower price, and the total volume accumulated in that row. At this moment, every row starts with zero volume. The profile is just an empty framework waiting to receive bar by bar contributions. This design is important because the script is not using a prebuilt TradingView volume profile function. It is constructing the profile manually, row by row, inside the exact range boundaries. 6) Adding Volume Into the Profile method addVolume(RangeData this, float bHigh, float bLow, float bVol) => float overlapHigh = math.min(bHigh, this.topPrice) float overlapLow = math.max(bLow, this.bottomPrice) if bHigh == bLow and bHigh <= this.topPrice and bHigh >= this.bottomPrice for i = 0 to this.profile.size() - 1 ProfileRow row = this.profile.get(i) if bHigh >= row.priceBottom and bHigh <= row.priceTop row.volumeTotal += bVol this.totalVolume += bVol break else if overlapHigh > overlapLow float overlapHeight = overlapHigh - overlapLow float totalHeight = bHigh - bLow float effectiveVol = totalHeight > 0 ? bVol * (overlapHeight / totalHeight) : bVol for i = 0 to this.profile.size() - 1 ProfileRow row = this.profile.get(i) float rowOverlapHigh = math.min(overlapHigh, row.priceTop) float rowOverlapLow = math.max(overlapLow, row.priceBottom) if rowOverlapHigh > rowOverlapLow float rowOverlapHeight = rowOverlapHigh - rowOverlapLow float rowRatio = rowOverlapHeight / overlapHeight float addedVol = effectiveVol * rowRatio row.volumeTotal += addedVol this.totalVolume += addedVol This is one of the most important calculations in the whole script. The goal here is to take a candle and distribute its volume into the profile rows that the candle actually overlaps. First, the script limits the candle to the range boundaries using overlapHigh and overlapLow . This ensures that only the part of the candle inside the range contributes to the profile. Then two cases are handled. If the candle has no height, meaning bHigh == bLow , the full volume is assigned to the single row that contains that exact price. If the candle does have height, the script calculates how much of the candle actually overlaps the range. That overlapping height becomes the valid section for profile allocation. Then, for each profile row, the script measures how much of that valid section overlaps the row. Volume is distributed proportionally according to that overlap share. This is much more accurate than placing the full candle volume into a single row. It means tall candles contribute volume across the price levels they truly passed through, which creates a more realistic internal distribution. 7) Filling the New Range With Historical Volume if barsBack >= 0 for i = 0 to barsBack float bVol = na(volume ) ? 1.0 : volume activeRange.addVolume(high , low , bVol) Right after a new range is created, the script goes back through all bars that belong to that range from its start until the current bar. For each of those bars, it reads the volume and sends the bar high, bar low, and volume into addVolume . This step is essential because it backfills the profile immediately. Without it, the range would start with an empty volume profile and would only accumulate data from future bars. Instead, the script reconstructs the whole internal history of the range as soon as the range is created. Also notice the fallback 1.0 when volume data is missing. That ensures the script can still function on symbols where actual volume may not be available. 8) Range Confirmation and Break Detection bool isBroken = close > activeRange.topPrice or close < activeRange.bottomPrice if (bar_index - activeRange.startIndex) >= minRangeLen activeRange.isConfirmed := true Once a range is active, the script keeps evaluating two key questions on every bar. The first question is whether the range is broken. If the current close moves above the top or below the bottom, the range is considered finished. The second question is whether the range has lasted long enough to be trusted. If the number of bars since the range started is at least the user selected minimum, isConfirmed becomes true. This creates a useful distinction between a candidate range and a confirmed range. A short structure can exist visually for a while, but it only becomes analytically meaningful after it survives long enough. 9) Live Updating While the Range Is Active if not justCreated float barVol = na(volume) ? 1.0 : volume activeRange.addVolume(high, low, barVol) if activeRange.isConfirmed activeRange.calcValueArea(valAreaPct) activeRange.drawProfile(colorBgTop, colorBgBot, colorProfile, colorProfileVA, colorPOC, colorVA) else activeRange.updateBgRight(time, colorBgTop, colorBgBot, colorBorder) This block explains how the range evolves in real time. If the current bar is not the same bar where the range was created, the script adds the latest candle volume into the profile. That keeps the internal distribution up to date bar by bar. Then the script behaves differently depending on confirmation state. If the range is already confirmed, it recalculates the value area and redraws the full profile. This means Point of Control, Value Area High, Value Area Low, and the histogram are all updated continuously as long as price remains inside the range. If the range is not yet confirmed, the script only extends the background box to the current time. In other words, the market structure is still being monitored, but the full profile is not drawn until the range has proven itself. 10) Point of Control Discovery float maxVol = -1.0 int pIndex = -1 for i = 0 to this.profile.size() - 1 ProfileRow row = this.profile.get(i) if row.volumeTotal > maxVol maxVol := row.volumeTotal pIndex := i this.pocIndex := pIndex this.pocVolume := maxVol ProfileRow pocRow = this.profile.get(pIndex) this.pocPrice := (pocRow.priceTop + pocRow.priceBottom) / 2.0 This is the first phase inside the value area calculation. The script scans every profile row and looks for the one with the largest accumulated volume. That row becomes the Point of Control row. Once that row is found, the script stores: the row index in pocIndex , the largest row volume in pocVolume , and the row midpoint price in pocPrice . So the Point of Control is not guessed from the center of the range or from price action alone. It is derived directly from the heaviest profile row. 11) Expanding to Build the Value Area float targetVol = this.totalVolume * (pct / 100.0) float currentVol = maxVol int upIndex = pIndex + 1 int downIndex = pIndex - 1 while currentVol < targetVol and (upIndex < this.profile.size() or downIndex >= 0) float upVol = upIndex < this.profile.size() ? this.profile.get(upIndex).volumeTotal : -1.0 float downVol = downIndex >= 0 ? this.profile.get(downIndex).volumeTotal : -1.0 if upVol == -1.0 and downVol == -1.0 break Here the script begins with the Point of Control row and tries to accumulate enough neighboring volume to reach the selected percentage of total range volume. First, it calculates targetVol , which is the amount of total volume required for the value area. For example, if the input is 70 percent, the target is 70 percent of the full profile volume. The process then starts from the Point of Control row. currentVol begins at the Point of Control volume itself. From there, the script looks one row up and one row down and keeps expanding until the target is reached or no more rows remain. This is the classic logic of building a value area around the highest participation zone. 12) Choosing Whether to Expand Up or Down bool addUp = false if upVol > downVol addUp := true else if downVol > upVol addUp := false else int distUp = upIndex - pIndex int distDown = pIndex - downIndex if distUp < distDown addUp := true else if distDown < distUp addUp := false else addUp := true This section decides which side should be added next to the value area. If the row above the current zone has more volume than the row below, the script expands upward. If the row below has more volume, it expands downward. If both sides have the same volume, the script breaks the tie by comparing distance from the Point of Control. If distance is also equal, it defaults upward. This matters because value area construction should not be arbitrary. It should expand toward the heaviest nearby participation first. That keeps the final value area centered around the most meaningful volume concentration. 13) Final VAH and VAL Calculation int finalUp = math.min(upIndex - 1, this.profile.size() - 1) int finalDown = math.max(downIndex + 1, 0) this.vah := this.profile.get(finalUp).priceTop this.val := this.profile.get(finalDown).priceBottom After expansion is complete, the script converts the final upper and lower included rows into actual price boundaries. vah becomes the top of the highest included row. val becomes the bottom of the lowest included row. These two values form the value area envelope, showing the price zone that contains the selected percentage of all volume traded inside the range. So the final value area is not a fixed distance from Point of Control. It adapts to the actual row by row distribution. 14) Drawing the Gradient Range Background method drawBg(RangeData this, color cBgTop, color cBgBot, color cBorder, int rTime) => if not na(this.bgBoxes) for b in this.bgBoxes b.delete() this.bgBoxes := array.new() int bgSlices = 10 float sliceStep = (this.topPrice - this.bottomPrice) / bgSlices for i = 0 to bgSlices - 1 float bBot = this.bottomPrice + (i * sliceStep) float bTop = bBot + sliceStep this.bgBoxes.push(box.new(this.startTime, bTop, rTime, bBot, border_color=na, bgcolor=sliceCol, xloc=xloc.bar_time)) This method handles the visual background of the range. Before drawing anything new, the script deletes previously drawn background boxes. Then it splits the range vertically into ten slices. Each slice receives an interpolated color between the selected bottom background color and top background color. Finally, each slice is drawn as a time based box from the range start to the chosen right edge time. The result is a smooth vertical color transition across the range body, which makes the zone easier to read and visually separates upper and lower sections. 15) Drawing the Histogram, POC, VAH, and VAL if this.isConfirmed float maxVol = this.pocVolume if maxVol > 0 int rangeTimeWidth = math.max(rightTime - this.startTime, 1000) int maxTimeWidth = math.round(rangeTimeWidth * 0.35) for i = 0 to this.profile.size() - 1 ProfileRow row = this.profile.get(i) if row.volumeTotal > 0 float widthRatio = row.volumeTotal / maxVol int boxTimeWidth = math.round(maxTimeWidth * widthRatio) int boxLeftTime = rightTime - boxTimeWidth bool inVA = (row.priceTop <= this.vah and row.priceBottom >= this.val) color finalHistCol = inVA ? histVaCol : histCol this.histBoxes.push(box.new(boxLeftTime, t, rightTime, b, border_color=na, bgcolor=finalHistCol, xloc=xloc.bar_time)) this.pocLine := line.new(this.startTime, this.pocPrice, rightTime, this.pocPrice, color=pocCol, style=line.style_solid, width=2, xloc=xloc.bar_time) this.vahLine := line.new(this.startTime, this.vah, rightTime, this.vah, color=vaCol, style=line.style_dashed, width=1, xloc=xloc.bar_time) this.valLine := line.new(this.startTime, this.val, rightTime, this.val, color=vaCol, style=line.style_dashed, width=1, xloc=xloc.bar_time) This is the drawing engine for the completed profile. For each row with volume, the script calculates a width ratio relative to the Point of Control volume. Rows with more volume receive wider histogram boxes. Rows with less volume receive narrower boxes. That width is converted into time space, so the histogram grows leftward from the right edge of the range. This creates a compact in range horizontal profile. The script also checks whether each row lies inside the value area. If it does, the row uses the value area histogram color. If it does not, it uses the normal profile color. This makes the high participation area visually distinct. Finally, the script draws three key lines across the full width of the range: Point of Control, Value Area High, and Value Area Low. These lines convert the internal profile data into easy to read structure references on the chart. 16) What Happens When the Range Breaks if isBroken activeRange.isActive := false activeRange.endIndex := bar_index activeRange.endTime := time if not activeRange.isConfirmed if not na(activeRange.bgBoxes) for b in activeRange.bgBoxes b.delete() else activeRange.calcValueArea(valAreaPct) activeRange.drawProfile(colorBgTop, colorBgBot, colorProfile, colorProfileVA, colorPOC, colorVA) lastClosedRangeEndIndex := bar_index activeRange := na This block defines the final lifecycle of a range. When price closes outside the range boundaries, the active structure is terminated. The script records the ending bar and ending time, then checks whether the range had ever become confirmed. If the range was never confirmed, its background is deleted and the structure is discarded. This prevents weak or short lived ranges from leaving unnecessary clutter. If the range was confirmed, the script performs a final value area calculation and profile draw on the completed structure. It also stores the ending index so future ranges do not overlap with this one. Then the active range is cleared from memory, which allows the script to start searching for the next valid structure.
אינדיקטור Pine Script®
מאת ‎UAlgo‎
Delta Flow Volume Profile [UAlgo]Delta Flow Volume Profile is a price based profile indicator that builds a rolling volume distribution and separates that distribution into bullish and bearish participation at each price zone. Instead of showing only how much total volume traded in an area, the script splits each profile row into buyer dominated and seller dominated segments, then renders those segments side by side on the chart. This creates a more informative profile that helps reveal not only where activity concentrated, but also which side was dominant inside each level. The indicator runs directly on price ( overlay=true ) and analyzes a user defined lookback window. It divides the recent price range into fixed bins, distributes each candle’s volume across the bins it overlaps, and classifies that allocated volume as bullish or bearish based on candle direction. The final result is drawn to the right of the chart as a horizontal stacked profile where: The left segment of each row represents bullish volume The right segment represents bearish volume The widest total row identifies the Point of Control (POC) Each significant row can display buyer and seller percentage labels This makes the script useful for traders who want a profile style map of participation with directional context, especially when identifying areas where buyers were dominant, sellers were dominant, or both sides were highly active. Important note: The bullish and bearish split in this script is an approximation based on candle direction ( close >= open versus close < open ). It is not true bid ask or tick level order flow delta. 🔹 Features 🔸 1) Delta Style Volume Profile by Price Level The core idea of the script is to turn a standard horizontal volume profile into a directional participation profile. Each row tracks both bullish and bearish volume, so the user can see whether a price zone was primarily buyer controlled, seller controlled, or relatively balanced. 🔸 2) Rolling Lookback Profile The profile is built from the most recent user selected number of bars. This means the profile continuously adapts to current market structure instead of being locked to a session boundary. This makes it useful for intraday structure analysis, local range mapping, and recent participation studies. 🔸 3) Fixed Bin Price Segmentation The script divides the recent highest to lowest range into a configurable number of bins. Lower bin counts create thicker and smoother rows. Higher bin counts create more detailed and granular distribution. This lets the user control the balance between clarity and resolution. 🔸 4) Proportional Volume Allocation Across Overlapping Bins When a candle spans multiple bins, the script does not place the full candle volume into a single row. Instead, it allocates volume proportionally according to the overlap between the candle range and each bin. This produces a more realistic distribution than a single point assignment, especially for larger candles. 🔸 5) Bullish and Bearish Segment Rendering Each row is drawn as a stacked two part structure: The bullish segment starts from the left base of the profile The bearish segment continues immediately after the bullish segment This gives an intuitive visual read of which side dominated and how much each side contributed inside the same price zone. 🔸 6) Point of Control Highlighting The script automatically finds the row with the highest total volume and marks it as the Point of Control. The POC row is highlighted with a full width background band, which makes the most active zone immediately obvious. This is useful for identifying the strongest recent area of price acceptance. 🔸 7) Percentage Labels for Strong Rows For profile rows with meaningful participation, the script prints a right side label showing: Bullish percentage Bearish percentage For the POC row, the label is prefixed with POC . This gives a quick summary of directional balance at the most important nodes. 🔸 8) Dynamic Label Coloring by Dominance The percentage labels change color based on row context: POC labels use the dedicated POC color Rows dominated by bullish volume use the bullish color Rows dominated by bearish volume use the bearish color This improves readability and speeds up visual interpretation. 🔸 9) Adjustable Profile Width and Offset The profile is drawn to the right of the current bar with configurable: Profile width as a percentage of lookback Horizontal offset in bars This makes it easy to place the profile in a clean position without obstructing live price action. 🔸 10) Smooth Clean Presentation The script uses borderless boxes and compact right side labels, which gives the profile a clean and uncluttered look. This makes it suitable for traders who want visual structure without excessive chart noise. 🔸 11) Built for Practical Delta Style Context While it does not use true order flow data, the indicator still provides a highly usable approximation of directional participation. This can help identify: Buyer heavy zones Seller heavy zones Balanced zones High activity acceptance areas 🔹 Calculations 1) Price Range Detection The script first determines the highest high and lowest low over the selected lookback: float hh_global = ta.highest(high, lookback) float ll_global = ta.lowest(low, lookback) This defines the full vertical range of the profile. 2) Bin Construction That range is divided into the selected number of bins: float binSize = (hh - ll) / numBins Each bin stores: Top price Bottom price Bullish allocated volume Bearish allocated volume The bins are built from top to bottom so the profile rows map naturally across the recent range. 3) Candle by Candle Volume Processing For every bar in the lookback window, the script reads: High Low Open Close Volume Then it checks each bin to see whether the candle overlaps that bin. 4) Proportional Overlap Allocation For each overlapping bin, the script calculates: float overlapTop = math.min(bHigh, b.top) float overlapBottom = math.max(bLow, b.bottom) If there is overlap, it allocates volume proportionally: allocatedVol := bVol * ((overlapTop - overlapBottom) / rangeSize) Interpretation: If a candle covers multiple price rows, each row receives only the fraction of volume corresponding to its share of the candle’s total range. This is a more realistic approximation than assigning all volume to one bin. 5) Zero Range Candle Handling If a candle has zero range, the script assigns the full volume to the bin that contains the candle price: if rangeSize > 0 ... else if bHigh <= b.top and (bHigh > b.bottom or (j == numBins - 1 and bHigh >= b.bottom)) allocatedVol := bVol This prevents divide by zero issues and still keeps the data usable. 6) Bullish vs Bearish Classification Once the script calculates allocated volume for a bin, it classifies that volume by candle direction: if bClose >= bOpen b.bullVol += allocatedVol else b.bearVol += allocatedVol Interpretation: Bullish volume means the candle closed at or above its open. Bearish volume means the candle closed below its open. Important note: This is a directional approximation. It is not true tape based aggressive buy or aggressive sell volume. 7) Total Volume, Delta, and Percent Methods Each bin includes helper methods: totalVol() returns bullVol + bearVol deltaVol() returns bullVol - bearVol bullPct() returns bullish percentage of total bearPct() returns bearish percentage of total The script actively uses total volume and percentages in rendering. The deltaVol() method is defined for convenience, but this version does not directly plot or label the raw delta value. 8) Point of Control Detection After all bins are populated, the script finds the row with the largest total volume: if bTotVol > maxVol maxVol := bTotVol pocIdx := i This row becomes the Point of Control and acts as the strongest recent participation zone. 9) Width Normalization The total maximum row volume is used as the width normalization anchor. For each row: float bullRatio = b.bullVol / maxVol float bearRatio = b.bearVol / maxVol Then the segment widths are scaled into bars: int bullWidthBars = math.round(bullRatio * maxBoxWidthBars) int bearWidthBars = math.round(bearRatio * maxBoxWidthBars) Because both bullish and bearish widths are normalized against the same maxVol , their combined width reflects the row’s total participation relative to the profile maximum. 10) Minimum Visible Width Safeguard If a row has non zero bullish or bearish volume but the calculated width rounds to zero, the script forces a minimum width of one bar: if b.bullVol > 0 and bullWidthBars == 0 bullWidthBars := 1 This ensures small but meaningful contributions remain visible. 11) Right Side Time Based Layout The profile is rendered using xloc.bar_time , so all horizontal distances are based on time, not bar index. The script calculates: A base left time for the profile A maximum right time A per bar time width Key logic: int leftBaseTime = lastBarTime + (profileOffset * barTimeDiff) int maxRightTime = leftBaseTime + (maxBoxWidthBars * barTimeDiff) This makes the profile appear a fixed number of bar widths to the right of the latest candle. 12) POC Background Highlight Before drawing the bullish and bearish segments for the POC row, the script paints a full width background band: box.new(left=leftBaseTime, top=drawTop, right=maxRightTime, bottom=drawBottom, ...) This gives the POC a distinct highlighted backdrop behind the actual stacked volume bars. 13) Visual Gap Inside Each Bin The script trims the top and bottom of each drawn row slightly: float boxGap = (b.top - b.bottom) * 0.1 float drawTop = b.top - boxGap float drawBottom = b.bottom + boxGap This creates small vertical spacing between rows, which improves readability and avoids a fully merged block appearance. 14) Percentage Label Threshold Labels are not printed for every row. They appear only when the row’s total volume is greater than 15 percent of the maximum row volume: if bTotVol > (maxVol * 0.15) This reduces clutter and focuses attention on more relevant nodes. 15) Label Text Construction For significant rows, the script computes: Bullish percentage Bearish percentage Then formats them as: string labelText = bullStr + " | " + bearStr For the POC row: labelText := "POC: " + labelText
אינדיקטור Pine Script®
מאת ‎UAlgo‎
1
3D Volume Profile [UAlgo]3D Volume Profile is a chart based volume profile indicator that takes a classic horizontal profile concept and presents it as a pseudo 3D structure directly on price. Instead of drawing flat histogram bars only, the script renders each profile row as a shaded 3D block with a front face, a side face, and a top face, which creates a stronger visual sense of depth and distribution. The indicator runs on price ( overlay=true ) and builds a rolling volume profile over a user defined lookback window. It divides the recent price range into fixed bins, distributes candle volume across those bins, identifies the Point of Control and the Value Area, and then draws the result on the right side of the chart. Each row is color coded by dominant flow direction, which means the profile can show whether a bin was more buy dominated or sell dominated in addition to showing how much total volume accumulated there. This makes the tool useful for traders who want more than a basic profile display. It combines: A rolling horizontal volume profile Buy versus sell dominance shading Point of Control and Value Area detection A forward projected 3D style histogram Clear POC, VAH, and VAL reference lines on the chart The final result is a visually rich profile tool designed for fast structural reading, especially when identifying acceptance zones, thin areas, and dominant participation regions. 🔹 Features 🔸 1) Rolling Volume Profile Over a Recent Window The script builds a rolling profile from the most recent user selected number of bars. This means the profile continuously adapts as new bars come in, making it more useful for current market structure analysis than a fixed session only approach. 🔸 2) 3D Style Histogram Rendering Each volume row is drawn as a pseudo 3D block rather than a flat rectangle. The script creates: A front face A side face A top face The side and top faces are shaded versions of the main color, which gives the profile a depth effect and makes the structure easier to read visually. 🔸 3) Customizable 3D Depth in X and Y The 3D effect is controlled with two settings: 3D Depth X , which controls how far the rear face is shifted horizontally in bars 3D Depth Y , which controls how far the rear face is shifted vertically as a percentage of row height This allows the user to make the profile look flatter or more pronounced depending on preference. 🔸 4) Buy and Sell Volume Dominance Coloring Each bin tracks both buy volume and sell volume. If buy volume is greater than or equal to sell volume, the row uses the bullish color. If sell volume dominates, the row uses the bearish color. This means the profile is not only a measure of total activity. It also adds directional context to each price zone. 🔸 5) Point of Control Detection The script identifies the row with the highest total volume and marks it as the Point of Control. The POC is highlighted with its own dedicated color and is visually distinct from the rest of the profile. This gives traders an immediate reference for the most active price zone in the rolling range. 🔸 6) Value Area Calculation The indicator calculates a Value Area around the Point of Control based on the user selected percentage. Bins inside the Value Area are marked and recolored with the Value Area color, which makes the high participation region easy to identify. 🔸 7) Forward Projected Profile Layout The profile is drawn to the right of current price using a configurable offset. This keeps the active candle area readable while still placing the profile in a clear and accessible location. 🔸 8) Adjustable Resolution and Width Users can control: The lookback length The number of profile rows The maximum width of the histogram The right side offset This makes the indicator suitable for both coarse structural analysis and more detailed profile inspection. 🔸 9) POC, VAH, and VAL Reference Lines After the profile is built, the script calculates the POC, Value Area High, and Value Area Low, then projects horizontal reference lines across the chart. Labels are placed to the right so the key levels are clearly marked. 🔸 10) Row by Row Dominance and Acceptance Reading Because each row stores total volume, buy volume, sell volume, Value Area membership, and POC status, the indicator gives a layered view of the market: Where the most activity occurred Which zones were accepted Which zones were dominated by buyers Which zones were dominated by sellers 🔸 11) Premium Visual Presentation The script uses shaded faces, dedicated POC highlighting, Value Area recoloring, and clean right side labels. This makes it more presentation focused than a basic flat profile and improves chart readability for manual analysis. 🔹 Calculations 1) Profile Range Detection The script first finds the highest high and lowest low inside the active lookback window. This defines the full vertical range of the volume profile. Only the most recent bars inside that window are used for profile construction. 2) Bin Initialization Once the recent range is known, the script divides that price range into the chosen number of bins. Each bin stores: Top boundary Bottom boundary Total volume Buy volume Sell volume Flags for Value Area and POC The bin size is calculated by dividing the total price range by the number of rows. 3) Volume Distribution Across Price Bins For each candle, the script determines which bins the candle spans. It then spreads that candle’s volume evenly across all touched bins. This is important because the script does not place the full candle volume into a single price level. Instead, it allocates the candle volume across the portion of the profile that candle covers. Important implementation note: This script uses equal distribution across the spanned bins, not proportional overlap weighting. That means each touched row receives the same share of the candle’s volume. 4) Buy Versus Sell Volume Classification The script classifies each candle as buy dominated or sell dominated using candle direction: If close is greater than or equal to open, the candle is treated as buy volume If close is below open, the candle is treated as sell volume That candle’s allocated volume is then added to either volBuy or volSell inside each touched bin. This is a practical directional approximation, not true bid ask tape volume. 5) Total Volume and POC Detection After all candles are processed, the script scans every bin and calculates: The total volume across the profile The maximum single bin volume The POC index The POC is the bin with the highest total volume. That bin is marked as both isPOC and isVA before Value Area expansion begins. 6) Value Area Expansion Logic The Value Area is built around the POC by expanding upward and downward until the selected percentage of total profile volume is included. The script compares the next bin above and the next bin below the current Value Area. It adds whichever side has greater volume first. This continues until cumulative included volume reaches the target Value Area percentage. This creates a standard profile style Value Area centered on the highest participation region. 7) Histogram Width Normalization Each row’s width is scaled relative to the maximum volume row: The row with the most volume becomes the widest Smaller rows are scaled proportionally This means width directly communicates relative participation at each price zone. 8) Color Selection Logic For each bin, the script first determines whether buy volume or sell volume dominates: If buy volume is greater than or equal to sell volume, it uses the bullish color Otherwise it uses the bearish color Then the script overrides that base direction color if needed: If the row is the POC, it uses the POC color If the row is inside the Value Area, it uses the Value Area color This gives the profile a clear visual hierarchy: POC first Value Area second Directional dominance otherwise 9) 3D Face Construction Each row is rendered as a pseudo 3D object using: A front rectangle A shifted back edge using the X and Y depth settings A side face when horizontal depth is visible A top or bottom face depending on vertical depth direction The script shades the side face darker and the top face brighter than the base color to create a depth illusion. This is a visual projection technique, not a true 3D engine, but it produces a convincing 3D profile effect on the chart. 10) Rendering Order Logic The script changes draw order depending on the sign of the Y depth: If vertical depth is positive, rows are drawn from bottom to top If vertical depth is negative, rows are drawn from top to bottom This helps the 3D faces stack more cleanly and reduces visual overlap issues. 11) POC, VAH, and VAL Price Calculation After the profile is complete: The POC price is the midpoint of the POC bin VAH is the highest top boundary among all Value Area bins VAL is the lowest bottom boundary among all Value Area bins These levels are then drawn as horizontal lines extending from the left side of the lookback window toward the right side label area. 12) Label Placement The labels for POC, VAH, and VAL are placed slightly to the right of the profile. This keeps them readable and avoids overlap with the 3D bars themselves.
אינדיקטור Pine Script®
מאת ‎UAlgo‎
Harmonic Periodicity Matrix [Pineify]Harmonic Periodicity Matrix — Multi-Cycle Stochastic Oscillator with Momentum Ribbon & Adaptive Signals The Harmonic Periodicity Matrix is an advanced cycle-detection oscillator that identifies market rhythm, momentum shifts, and high-probability reversal zones by harmonically combining three stochastic waves at different periodicities. Rather than relying on a single fixed lookback window — which inevitably misses cycles of differing durations — this indicator synthesizes a short-cycle , a primary-cycle , and a long-cycle stochastic into a single composite wave. The result is a smoother, more robust picture of where the market currently sits within its natural oscillation pattern. Key Features Three harmonically spaced stochastic cycles fused into one composite wave Weighted Moving Average (WMA) smoothing to reduce noise without excessive lag EMA-based signal line that generates precise momentum-crossover triggers Dynamic gradient coloring that visually encodes cycle strength and direction Momentum Ribbon fill between the cycle wave and signal line for at-a-glance bias confirmation Overbought / Oversold reference zones with subtle background shading Filtered Buy and Sell signals that fire only when reversals originate from extreme cycle territory How It Works At its core, the indicator computes three stochastic oscillators (%K) across three harmonically related lengths derived from a user-defined Primary Cycle Length : Short cycle — half the primary length ( cycleLen / 2 ), capturing fast intraday or shorter-term oscillations. Primary cycle — the user-defined length ( cycleLen ), representing the dominant market rhythm. Long cycle — 1.5× the primary length ( cycleLen × 1.5 ), anchoring the broader trend context. These three stochastic readings are averaged into a single composite cycle and then smoothed with a Weighted Moving Average (WMA) over the user-defined Smoothing Factor . Subtracting 50 centers the result around zero (range: −50 to +50), making overbought and oversold conditions immediately intuitive. A Signal Line — an EMA calculated over twice the smoothing period — acts as a lagging reference. Crossovers between the composite wave and the signal line mark momentum inflection points. Trading Ideas and Insights Zero-line crosses — When the composite wave crosses above 0, market momentum is transitioning bullish; below 0 signals bearish transition. Overbought / Oversold extremes — Readings above +25 indicate potential exhaustion; readings below −25 indicate potential recovery opportunity. Signal crossovers from extremes — The highest-conviction signals occur when the wave crosses the signal line while already in oversold (< −15, Buy) or overbought (> +15, Sell) territory. Momentum Ribbon color — A green ribbon confirms bullish momentum continuation; a red ribbon warns of bearish pressure even if price is still rising. How Multiple Indicators Work Together The power of the Harmonic Periodicity Matrix comes from the deliberate combination of three stochastic oscillators and two moving average types: The three stochastics represent different frequency bands of market activity — fast, medium, and slow. Averaging them suppresses random noise that would appear in any single stochastic while preserving genuine cyclical structure that repeats across all three timeframes simultaneously. The WMA smoothing is applied to the averaged cycle rather than to each individual stochastic. WMA front-weights recent data, keeping the smoothed line more responsive than a Simple Moving Average while avoiding the excessive lag of longer EMAs — the ideal balance for a cycle oscillator. The EMA signal line is computed over a longer period (2× the smoothing factor), intentionally lagging behind the main wave. This lag creates meaningful crossover events: when the faster composite wave crosses the slower signal line, it indicates a genuine shift in momentum rather than a transient fluctuation. The gradient coloring system encodes amplitude into color, providing an instant visual read of cycle intensity that raw numbers cannot convey. The background zone shading reinforces awareness of extreme readings without cluttering the visual space. Together, these components form a self-contained cycle analysis system: the three stochastics define the oscillation, the WMA refines it, the EMA signal line contextualizes momentum, and the visual layer communicates everything instantly. Unique Aspects Harmonic period spacing — Using 0.5×, 1×, and 1.5× ratios is inspired by harmonic analysis principles, where related frequencies reinforce true cyclical signals and cancel spurious noise. Amplitude-coded gradient — Color intensity scales with distance from zero (0→40 bullish, −40→0 bearish), making it easy to distinguish a mild rebound from a powerful trend. Filtered signals — Buy signals require the crossover to occur below −15; Sell signals require it above +15. This prevents signal generation in neutral mid-range territory where momentum reversals are statistically less reliable. Zero-centered display — Centering around 0 (rather than displaying 0–100) aligns naturally with how traders think about bullish vs. bearish bias. How to Use Add the indicator to any chart and timeframe. It plots in a separate panel below the price chart. Watch for green circles (Buy signals) — these appear when the cycle wave crosses up through the signal line from oversold territory (below −15). Watch for red circles (Sell signals) — these appear when the cycle wave crosses down through the signal line from overbought territory (above +15). Use the Momentum Ribbon fill color to confirm trend direction before entering trades. Pay attention to the overbought (+25) and oversold (−25) zones — readings beyond these thresholds suggest cycle exhaustion and potential reversal. Combine with price action or volume analysis for additional confirmation before executing trades. Customization Primary Cycle Length (default: 20) — Increase for longer-term swing cycle detection; decrease for faster, shorter-term cycle tracking. Smoothing Factor (default: 6) — Higher values produce a smoother wave with more lag; lower values are more reactive but noisier. Bullish Wave color — Default green (#089981); customizable. Bearish Wave color — Default red (#F23645); customizable. Equilibrium color — Default gray (#787b86); customizable. Conclusion The Harmonic Periodicity Matrix offers a methodologically grounded approach to market cycle analysis by combining multi-frequency stochastic decomposition, adaptive smoothing, and momentum-crossover detection into a single, visually intuitive oscillator. It is designed for traders who want more than a standard stochastic — those who seek to understand the rhythm of the market across multiple cycle lengths simultaneously. Whether you are swing trading, trend following, or timing entries within a larger move, this indicator provides a structured, repeatable framework for identifying when momentum is genuinely shifting versus when the market is simply oscillating in neutral territory.
אינדיקטור Pine Script®
מאת ‎Pineify‎
Aura Sentiment & Risk Flow [Pineify]Aura Sentiment & Risk Flow - Advanced Market Sentiment & Volatility Analyzer A powerful dual-panel oscillator combining market sentiment analysis with volatility-based risk assessment for enhanced trading decisions. The Aura Sentiment & Risk Flow indicator provides traders with a comprehensive view of market momentum and risk conditions by combining two proven technical concepts: RSI-based sentiment analysis and Chandelier Exit volatility measurements. This unique combination helps traders identify potential trend reversals, momentum shifts, and high-risk market conditions in real-time. Sentiment Aura Histogram with dynamic gradient coloring Chandelier Exit-based Risk Oscillator Real-time Buy/Sell signal generation Extreme risk zone detection Customizable color schemes and parameters Built-in TradingView alerts The Aura Sentiment & Risk Flow indicator represents an innovative approach to market analysis by merging two distinct but complementary technical concepts. This script is designed for traders who want to understand not just market direction, but also the underlying risk environment that accompanies price movements. How It Works The indicator operates on two parallel calculation paths that work together to provide comprehensive market analysis: Sentiment Calculation (RSI-Based Momentum) The script calculates market sentiment using a modified RSI (Relative Strength Index) approach: - Raw RSI is computed using the standard 14-period setting (customizable) - RSI values are normalized to a -50 to +50 scale for better visual centering around the zero line - Additional smoothing is applied using Simple Moving Average to reduce noise and false signals - Positive values indicate bullish sentiment; negative values indicate bearish sentiment Risk Calculation (Chandelier Exit Logic) Risk assessment is derived from the Chandelier Exit concept: - ATR (Average True Range) measures current market volatility - Highest High and Lowest Low over the lookback period define the trading range - Chandelier Long and Short levels are calculated using ATR multiplier - Risk oscillator normalizes current price position relative to these Chandelier levels - This creates a dynamic risk measurement that expands and contracts with volatility Trading Ideas and Insights Trend Confirmation : When sentiment histogram is consistently above zero and rising, it confirms bullish momentum. Conversely, sustained negative values confirm bearish trends. Momentum Divergence : Watch for situations where price makes new highs but sentiment histogram fails to confirm - this could signal weakening momentum and potential reversal. Risk Awareness : The background color change when sentiment reaches extreme levels (above 40 or below -40) serves as a warning that the market may be overbought or oversold, potentially leading to a correction. Signal Trading : The Buy (BUY) and Sell (SELL) labels appear when the sentiment oscillator crosses the zero line, providing clear entry and exit points. How Multiple Indicators Work Together This script combines RSI and Chandelier Exit concepts in a synergistic manner: RSI Component : Provides the foundation for sentiment analysis by measuring the magnitude and speed of price changes. The normalization to -50/+50 scale makes it intuitive for traders to identify bullish vs bearish territory. Chandelier Exit Component : Adds a risk dimension by incorporating volatility. The ATR-based calculation ensures that risk levels automatically adjust to current market conditions - expanding during volatile periods and contracting during calm markets. Visual Integration : The dynamic gradient coloring uses the sentiment values to create an "aura" effect, making it easy to visually assess market conditions at a glance. White fading indicates momentum weakening, while full colors show strong momentum. Unique Aspects Dual-Panel Philosophy : Unlike simple momentum oscillators, this indicator provides both directional sentiment AND risk assessment in a single view. Dynamic Risk Awareness : The extreme zone detection automatically highlights when sentiment reaches potentially unsustainable levels, helping traders avoid buying at tops or selling at bottoms. Noise Filtering : The smoothing parameters help reduce whipsaw signals while maintaining responsiveness to genuine trend changes. Professional Visual Design : The gradient histogram and signal line create a professional, easy-to-read display suitable for any chart timeframe. How to Use Timeframe Flexibility : Works on any timeframe from 1-minute to monthly charts. Higher timeframes generally produce more reliable signals. Best Practices : - Use in conjunction with price action analysis - Confirm signals with support/resistance levels - Consider the overall market context (bull vs bear market) - Combine with volume analysis for additional confirmation Signal Interpretation : - BUY signal : Sentiment crosses above zero = bullish momentum emerging - SELL signal : Sentiment crosses below zero = bearish momentum emerging - Extreme zones : Sentiment exceeds ±40 = potential reversal risk Customization Options Sentiment Length (RSI Period) : Default is 14. Lower values make the indicator more sensitive; higher values provide smoother, more reliable signals. Smoothing Factor : Default is 3. Controls the amount of smoothing applied to reduce noise. Risk Lookback (ATR Period) : Default is 22. Defines the period for calculating highest high and lowest low. Risk Multiplier : Default is 3.0. Adjusts the Chandelier Exit sensitivity. Higher values create wider risk bands. Color Customization : Choose custom bullish, bearish, and neutral colors to match your trading platform theme. Conclusion The Aura Sentiment & Risk Flow indicator offers traders a sophisticated yet intuitive tool for market analysis. By combining proven RSI momentum concepts with Chandelier Exit volatility measurements, it provides actionable insights into both market direction and risk conditions. Whether you are a day trader looking for quick entries or a swing trader seeking trend confirmation, this indicator adapts to your trading style through its customizable parameters. Remember: No indicator guarantees profits. Always use proper risk management and combine multiple analytical methods for best results.
אינדיקטור Pine Script®
מאת ‎Pineify‎
2
Volume Flow Analysis [UAlgo]Volume Flow Analysis is a market profile style volume study that builds a session anchored volume distribution, extracts key reference levels from the previous profile, and generates institutional style context signals based on Auction Market Theory concepts. The script combines several workflows in one tool: previous session volume profile levels (POC, VAH, VAL), liquidity void detection through LVN valleys, acceptance versus rejection logic around value, and Initial Balance with open type classification. The indicator runs on price ( overlay=true ) and is designed for intraday or swing traders who want a structured read of where value formed in the prior profile and how the current session is interacting with it. Instead of only plotting static lines, the script actively interprets behavior when price moves outside the previous value area. It checks whether the move is rejected quickly (failed auction) or sustained with time and volume (acceptance), which helps distinguish responsive activity from initiative activity. Another major component is the profile shape and liquidity void framework. The script identifies previous profile shape as P, b, or D based on POC location within the profile range, and it scans for LVN valleys that can act as low participation zones where price may travel quickly. This gives the user both structural context and event based signals from the same indicator. The result is a comprehensive volume flow dashboard that merges profile levels, session behavior, and AMT inspired signal logic into a single chart layer. 🔹 Features 🔸 1) Anchored Session Volume Profile (Daily, Weekly, Monthly or Custom Anchor) The script builds a volume profile for each anchor period selected by the user through the Profile Period (Anchor) input. Common choices include Daily, Weekly, and Monthly anchors. When a new anchor session begins, the current session profile is finalized and promoted to the previous profile, then a new profile begins. This allows the indicator to continuously reference the fully calculated previous profile while the current session is developing. 🔸 2) Price Range Binning with User Defined Resolution Each session profile is divided into a configurable number of rows (bins). The script maps price activity into these bins and distributes volume proportionally based on the overlap between each candle range and each volume bin. This creates a more realistic histogram than assigning all candle volume to a single price level, especially for wide range candles. 🔸 3) Previous Profile Core Levels (POC, VAH, VAL) Once a session completes, the script calculates and stores the key profile levels: POC (Point of Control), the price bin with the highest volume VAH (Value Area High) VAL (Value Area Low) Value Area is computed by expanding outward from the POC until the chosen percentage of total profile volume is covered. These levels are then plotted on the chart as dynamic reference lines for the next session. 🔸 4) Acceptance vs Rejection Logic Around Previous Value Area The indicator monitors current session behavior relative to the previous VAH and VAL and classifies behavior as either rejection (failed auction) or acceptance (initiative drive). Failed Auction (Rejection): Price trades outside the previous value area but returns back inside before meeting acceptance criteria. This is treated as a failed attempt to establish new value. Acceptance (Initiative Drive): Price stays outside the previous value area for a user defined number of bars and accumulates enough volume relative to average volume. This suggests successful acceptance of higher or lower value. This framework is useful for separating temporary probes from meaningful value migration. 🔸 5) Institutional Style Signal Labels The script can display signal labels for: Failed Auction Bullish and Bearish Acceptance Bullish and Bearish LVN Traversal Bullish and Bearish These labels appear directly on price and use user defined bullish and bearish colors for quick interpretation. 🔸 6) LVN Traversal (Liquidity Void / Vacuum) Detection The script detects low volume nodes as true local valleys in the previous profile histogram. A bin qualifies as an LVN when surrounding bins on both sides have higher volume for a chosen valley depth. If current price enters one of these prior LVN zones from above or below, the script marks a potential traversal event. This can help identify zones where price may move faster due to lower prior participation. 🔸 7) Previous Profile Shape Classification (P, b, D) The script classifies the previous profile shape based on where the POC sits within the full profile range: P shape if POC is near the upper portion of the profile b shape if POC is near the lower portion D shape if POC is near the middle This gives quick context about the prior session structure, which can support directional bias interpretation and session planning. 🔸 8) Initial Balance (IB) Tracking The indicator tracks the Initial Balance range using a user defined duration in minutes. During the IB window, it records session high and low. After the IB period ends, it can draw an IB box on the chart for visual reference. This is useful for intraday frameworks where the IB range is used as a key reference for breakout, reversal, and auction development. 🔸 9) Open Type Classification and Daily Bias At the start of each new anchor session, the script compares the new open to the previous value area and assigns a basic daily bias such as initiative bullish, initiative bearish, or responsive inside. After the IB period completes, it classifies the open type using rule based conditions, including: Open Drive Bullish / Bearish Open Rejection Reverse Bullish / Bearish Open Test Drive Bullish / Bearish This adds a session narrative layer on top of the profile levels. 🔸 10) Previous Profile Histogram Visualization on Last Bar On the last bar, the script can render the previous profile histogram as a horizontal bar style distribution using boxes. Bins inside the previous value area can be colored differently from bins outside value. This provides an at a glance visual summary of where prior volume concentrated, without needing a separate profile tool. 🔸 11) Extensive Visual Customization Users can configure colors for: Previous POC Previous VA levels Histogram bins Value area histogram bins Bullish signals Bearish signals This makes it easy to integrate the indicator into existing chart themes and workflows. 🔸 12) Structured Object Based Design The script uses custom types ( VolumeBin and SessionProfile ) to store profile state, bins, levels, shape, and LVN zones. This object based approach keeps the logic modular and easier to maintain as features are added. 🔹 Calculations 1) Session Detection and Profile Lifecycle A new profile session is detected with: bool isNewSession = timeframe.change(i_anchor) When a new session begins: The current profile is finalized (end bar, profile calculations) The current profile becomes the previous profile A fresh session profile starts from the current bar This design ensures that current session logic can reference a fully completed previous profile with stable POC, VAH, VAL, shape, and LVN data. 2) Volume Profile Bin Initialization Each session profile is divided into i_rows equal price bins between session low and session high: float step = (this.highestPrice - this.lowestPrice) / rows for i = 0 to rows - 1 float bottom = this.lowestPrice + (i * step) float top = bottom + step this.bins.push(VolumeBin.new(top, bottom, 0.0)) As the current session high or low changes, the script rebuilds the current profile bins and repopulates volume from session start to the current bar. This keeps the current profile geometry aligned with the latest session range. 3) Proportional Volume Distribution Across Bins For each candle, the script distributes volume across all bins according to candle range overlap: float overlapTop = math.min(h, bin.priceTop) float overlapBottom = math.max(l, bin.priceBottom) if overlapTop > overlapBottom float overlapRatio = (overlapTop - overlapBottom) / barRange float volToAdd = v * overlapRatio bin.volumeTotal += volToAdd this.totalVolume += volToAdd Interpretation: Volume is allocated proportionally to the fraction of the candle range overlapping each price bin. This is a practical approximation of intrabar volume distribution across price. Special handling exists for zero range candles, where volume is assigned to the bin containing the candle price. 4) POC Detection and Profile Max Volume After session completion, the script scans all bins to find the highest volume bin: for i = 0 to this.bins.size() - 1 VolumeBin bin = this.bins.get(i) if bin.volumeTotal > maxVol maxVol := bin.volumeTotal pocIndex := i The POC price is set to the midpoint of that bin: this.pocPrice := (pocBin.priceTop + pocBin.priceBottom) / 2 The script also stores maxVolume , which is later used to scale histogram width display on the chart. 5) Value Area Calculation (VAH / VAL) The Value Area is built by expanding outward from the POC until the target percentage of session volume is reached: float targetVol = this.totalVolume * (vaPct / 100.0) float currentVol = pocBin.volumeTotal int upperIndex = pocIndex int lowerIndex = pocIndex At each step, the script compares the next upper and lower bin volumes and expands toward the larger volume side first. This continues until the cumulative value area volume reaches the target percentage. Final levels: this.vahPrice := this.bins.get(upperIndex).priceTop this.valPrice := this.bins.get(lowerIndex).priceBottom This is a standard volume profile style value area expansion method centered on POC. 6) Previous Profile Shape Classification (P, b, D) The profile shape is inferred from the POC position inside the profile range: float profileRange = this.highestPrice - this.lowestPrice float pocPosPct = (this.pocPrice - this.lowestPrice) / profileRange Classification logic: P shape if POC is at or above 70 percent of the range b shape if POC is at or below 30 percent D shape otherwise This is a simplified but practical shape proxy based on volume concentration location. 7) LVN (Liquidity Void) Valley Detection The script identifies LVNs as local volume minima among profile bins, using a user defined valley depth i_lvnDepth . A bin is treated as an LVN if the bins on both sides for the specified depth all have greater volume: for j = 1 to lvnDepth if this.bins.get(i - j).volumeTotal <= currentBin.volumeTotal or this.bins.get(i + j).volumeTotal <= currentBin.volumeTotal isValley := false break Only non zero volume bins are considered. Detected LVNs are stored in this.lvnZones for use in later traversal signals. 8) Initial Balance (IB) Calculation At the start of a new session, the script resets IB state and starts tracking the session open, session start time, and current IB high and low. While the market is still inside the IB duration: ibHigh := math.max(ibHigh, high) ibLow := math.min(ibLow, low) IB tracking ends once the elapsed time exceeds the configured duration in minutes: if (time - sessionStartTime) >= i_ibMins * 60000 inIb := false This produces the opening range used for later visualization and open type classification. 9) Daily Bias and Open Type Classification At each new session open, the script sets a basic bias by comparing the session open to the previous value area: Open above previous VAH suggests initiative bullish Open below previous VAL suggests initiative bearish Open inside previous value suggests responsive / inside After the IB period ends, the script classifies the open type using rule based comparisons among: Open location relative to previous VAH / VAL Close relative to IB highs and lows Intraday test and rejection behavior around prior value Examples from the code include: "Open-Drive Bullish" "Open-Rejection-Reverse Bearish" "Open-Test-Drive Bullish" This gives a structured session narrative that aligns with many profile and AMT workflows. 10) Acceptance vs Failed Auction Logic (Above VAH) The script tracks consecutive bars and cumulative volume when price closes above the previous VAH: if close > prevVah barsAboveVah += 1 volAboveVah += volume If price returns inside value before acceptance is confirmed, it prints a failed auction bearish signal (fade breakout logic): if barsAboveVah > 0 and not acceptedAbove and i_sigFailedAuc isFailedAucBear := true Acceptance bullish is confirmed only if both time and volume thresholds are satisfied: if barsAboveVah >= i_accBars and volAboveVah >= (avgVol * i_accVolMult) and not acceptedAbove and i_sigAccept acceptedAbove := true isAcceptBull := true This is a practical combination of time and participation filters, which reduces false acceptance signals from brief low volume excursions. 11) Acceptance vs Failed Auction Logic (Below VAL) The same framework is applied below the previous VAL: Tracking closes below VAL: if close < prevVal barsBelowVal += 1 volBelowVal += volume Failed auction bullish if price returns inside before acceptance: if barsBelowVal > 0 and not acceptedBelow and i_sigFailedAuc isFailedAucBull := true Acceptance bearish if time and volume thresholds are met: if barsBelowVal >= i_accBars and volBelowVal >= (avgVol * i_accVolMult) and not acceptedBelow and i_sigAccept acceptedBelow := true isAcceptBear := true This creates a symmetric AMT style signal model for both sides of value. 12) LVN Traversal Signal Logic If LVN traversal signaling is enabled, the script checks whether price enters a previous LVN zone from outside: Bullish traversal candidate when price enters the LVN from below Bearish traversal candidate when price enters the LVN from above Code logic example: if close > lvn.priceBottom and close < lvn.priceTop and close < lvn.priceBottom isLvnTravBull := true This flags the moment price enters a potential liquidity void zone where faster movement may occur. 13) Previous Profile Histogram Rendering on Last Bar On the last chart bar, the script draws the previous session histogram using boxes. Width is normalized by each bin volume relative to the profile max volume: float widthRatio = bin.volumeTotal / previousProfile.maxVolume int boxRight = bar_index + math.round((rightBar - bar_index) * widthRatio) Bins inside VAH and VAL are colored using the value area histogram color, while other bins use the general histogram color. This gives a compact visual profile snapshot without external tools. 14) Dynamic Plots for Previous POC, VAH, and VAL The previous profile reference levels are continuously plotted as line break style plots: plot(plotPoc, "Prev POC", color=i_colPoc, linewidth=2, style=plot.style_linebr) plot(plotVah, "Prev VAH", color=i_colVa, linewidth=1, style=plot.style_linebr) plot(plotVal, "Prev VAL", color=i_colVa, linewidth=1, style=plot.style_linebr) These lines provide stable reference levels throughout the current session and form the basis for the acceptance, rejection, and open type logic.
אינדיקטור Pine Script®
מאת ‎UAlgo‎
Volume Heat Map by Green SquadThe Volume Heat Map measures relative participation intensity by normalizing current volume against its moving average. Instead of displaying raw volume, the indicator evaluates how active the market is relative to its recent baseline, allowing volume to adapt across timeframes, instruments, and changing volatility regimes. Core Logic At its foundation: Relative Volume = Volume / SMA(Volume, Length) 1.0 → Above-average participation < 1.0 → Below-average participation This relative ratio is classified into participation regimes: Cold → Weak activity Normal → Baseline conditions Warm → Expanding interest Hot → Strong engagement Very Hot → Aggressive order flow This transforms volume from a raw histogram into a structured participation state model. Bullish vs Bearish Classification Relative volume is paired with candle direction: Green spectrum → Bullish participation expansion Red spectrum → Bearish participation expansion This allows instant assessment of: Who is initiating pressure Whether momentum is supported by liquidity Whether a move is commitment-driven or thin The indicator does not measure delta, but it approximates initiative bias through price acceptance within the bar. Volume-Weighted Breakouts Breakouts are only highlighted when: Price exceeds a defined structural range Relative volume exceeds a minimum threshold This filters low-liquidity fakeouts and emphasizes breakouts supported by real participation. The logic reflects a fundamental auction principle: Structural expansion requires participation to sustain. Practical Application This indicator is diagnostic, not predictive. It is best used to: Confirm breakout strength Validate continuation setups Filter weak signals Detect early participation expansion before volatility expansion Volume expansion often precedes structural shifts. This tool isolates that transition in real time. Stay tuner for more trading tools.
אינדיקטור Pine Script®
מאת ‎Green_Squad‎
NQ Hourly Connected Flat BlocksThis indicator is designed for NQ (Nasdaq-100) and high-volatility futures traders who need a clean, distraction-free view of Hourly Market Structure. Unlike standard scripts that "staircase" every time a new high is hit, this script utilizes dynamic line-object management to keep hourly levels perfectly flat and connected. Key Features Static In-Period Ranges: The High and Low lines for the current hour remain perfectly horizontal. If a new high is hit, the entire line for that hour shifts up, maintaining a "Block" visual rather than a jagged staircase. Vertical Connectivity: Hours are bridged by vertical connectors at the period transitions, allowing you to visualize "Liquidity Steps" as the market expands or contracts. Midpoint (Equilibrium) Line: Includes a dashed 50% retracement level for every hour, essential for determining if price is in a "Premium" or "Discount" zone relative to the current hour's range. Zero Offset: Levels are pinned directly to the candles that created them, providing real-time feedback on range expansion. How to Trade It Liquidity Sweeps: Watch for price to wick above the Green High line and immediately reclaim the previous level. This often signals a "Stop Run" before a reversal. The "Ladder" Trend: In strong trending environments, you will see the "Blocks" create a staircase pattern. Use the Midpoint as a trailing support/resistance level. Volatility Contraction: When the distance between the Green and Red lines is narrow compared to previous hours, anticipate an explosive breakout.
אינדיקטור Pine Script®
מאת ‎bansheecapital‎
Volume Profile with HVN / LVN Detection (Low-TF Safe)Session-based volume profile with VPOC, HVN, and LVN detection, optimized for fast charts and runtime-safe lower-timeframe execution. Volume Profile with HVN / LVN Detection (Low-TF Safe) This indicator plots a session-based Volume Profile , highlights the Volume Point of Control (VPOC) , and automatically detects High Volume Nodes (HVNs) and Low Volume Nodes (LVNs) from the completed profile. It is a performance-focused refactor of the original Volume Profile With HVN/LVN Detector , redesigned to work reliably on fast timeframes (including 5-second charts) without runtime errors. Features Session-based volume profile with adjustable row resolution VPOC with optional extension and date labeling Automatic HVN and LVN detection from the prior session HVNs and LVNs displayed as levels or areas Configurable strength, colors, and line/area styles Runtime-safe lower-timeframe handling using request.security_lower_tf Optimized to reduce execution overhead on high-frequency charts Designed for traders who use volume structure to identify acceptance, rejection, and potential support/resistance zones across all chart timeframes. --- What’s new in this version Refactored lower-timeframe logic to prevent runtime errors on fast charts Automatic, runtime-safe fallback when selected lower TF exceeds chart TF Stable execution on very low timeframes (e.g. 5s, 10s) Preserved original profile, VPOC, HVN, and LVN behavior No repainting of completed session profiles This update prioritizes stability, correctness, and cross-timeframe compatibility . --- Credits & Attribution This script is based on the original “Volume Profile With HVN/LVN Detector” by tradeforopp (revised by Madpuppy88 ). The current version refactors the original implementation to improve: Runtime safety on low timeframes Performance on high-frequency charts Robust multi-timeframe handling Original concept and core logic credit remain with the original authors. --- How to Use VPOC highlights the price level of highest traded volume for the session and often acts as a magnet or balance point. HVNs represent areas of acceptance where price previously traded heavily and may act as support/resistance or consolidation zones. LVNs mark areas of rejection where price moved quickly and may act as inflection or breakout levels. Use HVNs and LVNs from the prior session to frame intraday bias, targets, and risk zones. On very fast charts, the script automatically falls back to chart-timeframe data to maintain stability.
אינדיקטור Pine Script®
מאת ‎FullHeartJay‎
Smart Money Structure | GainzAlgo📊 OVERVIEW: ================ Smart Money Structure Analysis is a professional-grade market structure and order-flow system designed to identify institutional trading behavior through volatility-adaptive logic, multi-timeframe trend alignment, and volume-based confirmation. This indicator implements original mathematical models to detect Change of Character (CHoCH), Break of Structure (BOS), cumulative volume dynamics, and trend convergence across seven timeframes — delivering high-probability trade signals with significantly reduced noise. Unlike basic indicator combinations, this system functions as a unified trading framework, where volatility adaptation, structure analysis, and volume confirmation continuously reinforce each other to provide precise, context-aware signals. ⭐ WHY THIS SYSTEM IS UNIQUE AND WORTHY OF PUBLICATION: ===================================================== This is not a collection of common indicators placed together. Smart Money Structure Analysis represents a cohesive institutional methodology, engineered so that: - Volatility adjusts signal sensitivity in real time - Multi-timeframe trends define directional bias - Market structure determines timing - Volume confirms institutional participation - Advanced filters eliminate low-quality setups Each component is mathematically linked to the others, creating a workflow that cannot be replicated by stacking separate indicators. 🔗 SYNERGISTIC INTEGRATION – HOW THE SYSTEM WORKS TOGETHER: ========================================================== 🧠 1. CONTEXT-AWARE VOLATILITY ADAPTATION ATR-based volatility logic dynamically adjusts all momentum thresholds: - Higher volatility → stronger confirmation required - Lower volatility → sensitivity increases to capture valid moves This prevents over-signaling in choppy markets and under-signaling during expansion phases — a core flaw in static indicators. 📐 2. MULTI-TIMEFRAME TREND CONVERGENCE ENGINE Seven timeframes are analyzed simultaneously: 1M • 5M • 15M • 30M • 1H • 4H • 1D Each timeframe is scored using EMA + VWAP alignment, producing a composite Trend Strength Score from -100 to +100. The stronger the alignment across timeframes, the higher the probability of continuation — instantly visible through the real-time dashboard. 🏗️ 3. INSTITUTIONAL MARKET STRUCTURE (CHoCH & BOS) The system automatically identifies the two core smart money concepts: - CHoCH (Change of Character): Signals potential trend exhaustion or reversal zones - BOS (Break of Structure): Confirms trend continuation and institutional commitment Structure zones are visualized with persistent, color-coded levels and clouds, providing precise contextual timing rather than lagging signals. 📊 4. CUMULATIVE VOLUME DELTA (CVD) CONFIRMATION CVD tracks the cumulative difference between buying and selling pressure: - Rising CVD → accumulation - Falling CVD → distribution - Divergence vs price → early reversal warning Volume participation is categorized into Low / Medium / High, adding depth beyond simple volume bars. 🛡️ 5. SIX-LAYER PROFESSIONAL SIGNAL FILTERING Every signal must pass through up to six independent confirmation layers: 1. Volatility-adjusted momentum 2. Higher timeframe trend alignment 3. Lower timeframe conflict prevention 4. Institutional volume confirmation 5. Structural breakout validation 6. Repeated-signal restriction This dramatically reduces false positives while preserving only high-quality institutional setups. 🧮 DETAILED CORE SYSTEMS: ======================== 📏 ADAPTIVE MOMENTUM FORMULA - Momentum Threshold = Base × (1 + (ATR ÷ Price) × 2) - Pre-Momentum Factor = Base × (1 − (ATR ÷ Price) × 0.5) 📊 TREND STRENGTH CALCULATION - Trend Strength = (Sum of 7 timeframe scores ÷ 7) × 100 📦 CVD LOGIC - Close > Previous Close → Buy volume added - Close < Previous Close → Sell volume subtracted - Cumulative sum reveals institutional intent 🧠 STRUCTURE DETECTION - Pivot-based swing logic - Candle confirmation - Configurable lookback periods - Non-repainting visualization 🧩 ADVANCED ANALYSIS TOOLS: ========================== 🧲 LIQUIDITY ZONE DETECTION Identifies probable retail stop-loss clusters where institutions often initiate stop hunts before true directional moves. 📦 MARKET PROFILE & ORDER FLOW IMBALANCE Detects buy/sell dominance using volume ratios, highlighting accumulation and distribution zones before large price moves. 🔄 RSI DIVERGENCE SCANNER Identifies bullish and bearish divergences that frequently precede structure shifts and trend reversals. 🎨 VISUAL SYSTEM & DASHBOARD: ============================ 📊 SMART MONEY MATRIX - Composite trend strength - System confidence % - CVD value - Directional grid for all timeframes 📈 TREND PREDICTION MATRIX (Optional) Forecasts short-term directional bias using trend, momentum, and volatility data. 🏷️ SIGNAL LABELS - BUY / SELL → Fully confirmed entries - READY → Momentum building - BOS / CHoCH → Structure events - FLOW / LIQ / BULL / BEAR → Advanced confirmations ⚙️ CORE FEATURES: ================ 1. Multi-Timeframe Trend Convergence 2. Smart Money Structure Detection (CHoCH & BOS) 3. Adaptive Volatility-Based Momentum 4. Cumulative Volume Delta (CVD) 5. Six-Layer Signal Filtering 6. Liquidity Zone Detection 7. Order Flow & Market Profile Analysis 8. Divergence Scanner 9. Dynamic Trendlines 10. Institutional-Grade Dashboard 📘 WHO THIS INDICATOR IS FOR: ============================ - Scalpers: Noise-filtered precision on lower timeframes - Day Traders: High-probability continuation setups - Swing Traders: Multi-timeframe alignment & structure zones - Reversal Traders: Divergence + CHoCH confirmation ⚠️ IMPORTANT DISCLAIMER: ======================== This indicator is a technical analysis and educational tool only. It does not provide financial advice or trade recommendations. Trading involves substantial risk, and losses are a natural part of trading. Past performance does not guarantee future results. All trading decisions remain the sole responsibility of the user.
אינדיקטור Pine Script®
מאת ‎GainzAlgo‎
302
Volume Cluster Profile [VCP] (Zeiierman)█ Overview Volume Cluster Profile (Zeiierman) is a volume profile tool that builds cluster-enhanced volume-by-price maps for both the current market window and prior swing segments. Instead of treating the profile as a raw histogram only, VCP detects the dominant volume peaks (clusters) inside the profile, then uses a Gaussian spread model to “radiate” those peaks into surrounding price bins. This produces a smoother, more context-aware profile that highlights where volume is most meaningfully concentrated, not just where it happened to print. On top of the live profile, VCP automatically records historical swing profiles between pivots, wraps each segment for clarity, and can project the most recent segment’s High/Low Value extensions (VA/LV) forward to the current bar to keep key structure visible as price evolves. █ How It Works ⚪ 1) Profile Construction (Volume-by-Price) VCP builds a volume profile histogram over a chosen window (current lookback, or a swing segment): Range Scan The script finds the full min → max price range inside the window. Bin the Range That range is divided into a user-defined number of Price Bins (rows). More bins = finer detail, but heavier computation. Accumulate Volume into Bins For each bar inside the window, the script takes the bar’s close price, determines which price bin it belongs to, and adds the bar’s volume to that bin. float step = (maxPrice - minPrice) / binsCount for i = 0 to barsToUse - 1 int b = f_clamp(int(math.floor((close - minPrice) / step)), 0, binsCount - 1) volBins += volume Result: volBins becomes a standard volume-by-price histogram (close-based binning). ⚪ 2) Cluster Detection (Finding Dominant Peaks) Once the raw histogram is built, VCP identifies cluster centers as the most meaningful volume “hills”: Local Peak Test A bin becomes a cluster candidate if its volume is greater than or equal to its immediate neighbors (left/right). Filter Weak Peaks Peaks must also be above a basic activity threshold (relative to the average bin volume) to avoid noise. bool isPeak = v >= left and v >= right if isPeak and v > avgVol array.push(clusterIdxs, b) Keep the Best Peaks Only If too many peaks exist, the script keeps only the strongest ones, capped by: Max Cluster Centers Result: clusterIdxs = the set of dominant profile peaks (cluster centers). ⚪ 3) Cluster Enhancement (Gaussian Spread Model) This is what makes VCP different from a raw profile. Instead of using volBins directly, the script builds an enhanced profile where each cluster center influences nearby price bins using a Gaussian curve: Distance from each bin to each cluster center is computed in “bin units” A Gaussian weight is applied so that bins near the center receive stronger influence, while bins farther away decay smoothly. Cluster Spread (sigma) controls how wide this influence reaches: low sigma produces tight, sharp clusters, while high sigma results in wider, smoother structure zones. enhanced += centerV * math.exp(-(dist*dist) / (2.0 * clusterSigma * clusterSigma)) volBinsAI := enhanced / szClFinal Result: volBinsAI = the cluster-enhanced volume value for each bin. In practice, VCP turns the profile into a structure map of dominant volume concentrations, rather than a simple “where volume printed” histogram. ⚪ 4) POC from the Enhanced Profile After enhancement: The bin with the highest volBinsAI becomes the POC (Point of Control) POC is plotted at the midpoint price of that bin if volBinsAI > maxVol maxVol := volBinsAI , pocBin := b So the POC reflects the cluster-enhanced profile rather than the raw histogram. █ How to Use ⚪ Read Cluster Structure (Default = 2 Clusters) By default, the Volume Cluster Profile (VCP) is configured to detect up to 2 dominant volume clusters within the profile. These clusters represent price zones where the market accepted trading activity, not just where volume printed randomly. ⚪ When TWO Clusters Appear When VCP detects two distinct clusters, it usually indicates: Two competing areas of value Ongoing auction between higher and lower acceptance zones Treat each cluster as an acceptance zone Expect slower price action and rotation inside clusters Expect faster movement in the low-volume space between clusters Use cluster-to-cluster movement as: rotation targets range boundaries acceptance vs rejection tests Typical behavior: Price enters a cluster → stalls, consolidates, rotates Price rejects at cluster edge → moves toward the opposite cluster ⚪ When ONLY ONE Cluster Appears If VCP detects only one cluster, or if two clusters visually merge into one: Volume is no longer split The market has formed a single dominant value area Price consensus is strong Treat the cluster as the primary value anchor Expect pullbacks and reactions around this zone Bias becomes directional: Above the cluster → bullish context Below the cluster → bearish context Inside the cluster → balance/chop This structure often appears during clean trends or stable equilibria. ⚪ VA/LV Extensions VCP projects two zones from the end of the most recent swing segment: VA extension = the segment’s highest enhanced-volume bin (dominant zone) LV extension = the segment’s lowest enhanced-volume bin (thin/weak zone) A breakout of the VA extension signals acceptance and potential continuation. A retest of the VA or LV extension is used to confirm acceptance or rejection, while rejection from either zone often leads to rotation back toward value. █ Settings Cluster Volume Profile Lookback Bars – how many recent bars build the current profile Price Bins – profile resolution (more bins = more detail, heavier CPU) Cluster Spread – Gaussian sigma; higher values widen/smooth cluster influence Max Cluster Centers – cap on detected peaks used in enhancement Historical Swing Cluster Volume Profile Pivot Length – swing sensitivity (larger = fewer, broader segments) Max Profiles – how many historical segments to retain Profile Width – thickness of each historical profile High & Low Value Area Profile VA/LV – extend the last segment’s top-bin and low-bin zones forward ----------------- 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.
אינדיקטור Pine Script®
מאת ‎Zeiierman‎
22