Range Analysis - By LeviathanThe Interactive Range Analysis script is an essential tool for analyzing price ranges. It automatically draws important range levels, generates a Volume Profile or Open Interest profile and horizontal/vertical heatmaps, plots the anchored VWAP, draws Fibonacci levels, and much more.
How to use the indicator:
1. The script will prompt you to select the "Start Time" and "End Time" using Tradingview's interactive interface. These two points will determine the length of the range.
2. Once you have selected the range, the script will automatically anchor the range highs and lows to the highest and lowest close/wick/hlc3/ohlc4 (whichever you prefer).
3. You can then begin exploring different tools and options such as Quarters, Eighths, Fibonacci, Outer Levels, VWAP, Horizontal Volume/OI Heatmap, Vertical Volume/OI Heatmap, Fixed Range Volume Profile, Open Interest Profile, Value Area, VAH, VAL, and POC.
4. You can adjust the range by dragging the Start Time and End Time anchors or by removing/reapplying the script.
Tool overview
Range Levels
After selecting your preferred time range, the script will identify and draw a range high level and a range low level, which serve as a base for other important levels. “Half” is the level halfway between the range high and range low. “Quarters” will, as the name suggests, split the range into four equal zones (quarters) and “Eighths” will split the range into eight equal zones (eighths).
”Fibonacci” option allows you to display Fibonacci retracement levels (0.786, 0.618, 0.382, 0.236). “VWAP” will plot a Volume Weighted Average Price, anchored to the start of the range. “Direction” input lets you choose whether your range is UP or DOWN trending in order to make sure that the Fibonacci levels and labels are generated and assigned correctly. With “Outer” turned ON, the script will also generate active levels (quarters/eighths/Fibonacci) above and below the selected price range. “Extend Right” will extend all levels to the right indefinitely, while “Extend (+Bars)” lets you choose how far right the levels get extended. “Diagonal Line” is drawn from the bottom left of the range to the top right of the range or from the top left of the range to the bottom right of the range, depending on the “Direction” input.
Volume Profile / Open Interest Profile
After selecting the “Data Type”, Volume Profile or OI Profile can be generated by turning ON the “Volume/OI Profile” option.
“Resolution” input defines the amount of nodes/rows in the range that are used in profile/heatmap generation for distributing the data. While you can increase the “Resolution” to get better, more granular profiles, you should keep in mind that you might need to lower the resolution when generating profiles for larger ranges.
”Node Type” offers you two options when it comes to the representation of data: Up/Down - divides a node in two sections for up volume/OI and down volume/OI, Total - one node for total volume/OI and Delta - net difference in up volume/OI and down volume/OI.
”Profile Position” lets you choose whether the profile is positioned on the left side of the range or on the right side of the range.
“Profile Direction” determines whether the profile nodes are facing right or left.
“Profile Type” enables you to visualize the nodes in a classic way (Type 1) or in a way where down volume/negative OI are positioned on the left side of the y axis and up volume/positive OI on the right side of the y axis.
“Node Size (%)” defines how much space in the range can be taken by the profile’s nodes. Eg. 50% will allow the largest node to extend to the middle of the range (and others scaled accordingly), 100% will allow the largest node to extend the max right point of the range (and others scaled accordingly).
”Value Area (%)” defines the VA zone, which represents the area where the most volume occured (usually 70% or 68%).
”Horizontal Heatmap” will display a heatmap-like overlay, that will help you identify the price levels where most volume/open interest action occurred.
”Vertical Heatmap” will display a heatmap-like overlay, that will help you identify the points in time where most volume/open interest action occurred.
A more detailed description of this indicator is coming in the next few days.
Important:
* If volume or OI profile does not get generated, try lowering the resolution.
* Once in a while, the script will disappear from your chart. Just remove and reapply.
* Open Interest data is only avaiable on Binance Perpetual Futures pairs
To learn more, read the tooltips in the indicator’s settings and stay tuned for upcoming additions (Range Market Structure, Liquidation Levels, Range Statistics,…)
חפש סקריפטים עבור "volume profile"
Consolidation Value Zones (Recio)Consolidation Value Zones introduces an original algorithm to identify consolidation ranges and locate areas of importance within them. This new method "looks" at the chart and draws zones based on price with the goal of producing actionable zones which appear natural, as if they were found through a human analysis.
> Consider the following...
The chart image above displays Bitcoin, at no specific date, for no specific reason. What I have done here is simply glanced at the chart for about 5 seconds, and circled a few areas which stood out as "obvious" consolidation. It does not take a savant to look at a chart and circle ranging price. However, what we have just done defies many common systems for identifying consolidation. We have located ranges of various zone lengths, as small as roughly 25 bars to as large as roughly 100 bars. Regardless of this, we still determined these zones with our eyes and brain in a few seconds, for some it's practically instant. The issue with us humans doing this, is that we are subjective. We did not really use any concrete rules to determine these areas with our eyes. So the problem becomes "How do we identify these zones in a way which seems natural to us with a repeatable system?" Because of this, my approach is simply a logical attempt to reverse engineer our human intuition.
> Consolidation Value Zones
The name of this indicator is generic. To dissect it, we are identifying consolidation ranges, then using a volume profile to determine the value zone within that range. The specific method used to identify these consolidation zones is something I've personally been referring to as the "skewer" method. Another name that may fit better is "Linear Range Alignment/Overlap".
Ultimately, the goal is to locate a single price level or range that overlaps many adjacent bars.
This should, in theory, return areas of visually obvious consolidation.
> The Skewer Method (Identification Method & Bar Gap Allowances)
One consistent concept across the different identification methods for determining consolidation is time. How long do we chop around before calling it consolidation? This is the "Identification Threshold". Once we have located a consolidation zone "this" wide, we will then consider it as consolidation.
In the chart image above, we are considering a six-bar consolidation formation. The figure on the left shows an example of a perfect raw bar overlap, we can see that the six bars all overlap at one price range. This is a perfect example of what we are looking to identify as consolidation. Unfortunately, if this was all we looked at, we would have a very scarce identification method.
For that reason, we have the example on the right, which shows the additional allowances for the identification of these ranges. At most, the example on the right shows a gapless three-bar overlap. However, if we allow the identification to bridge across the gaps, we are able to draw a zone directly through the center and still be within our parameters. This allowance is the "Bar Gap Allowance" and will determine the leniency of the identification.
Between our identification threshold and bar gap allowance, we can start to piece together how the script is "looking" at our chart.
> Detecting Consolidation (Live Detection)
To aid in transparency and user understanding, the live detection calculation can be seen on the chart as a box, skewering the recent historical bars with a number next to it, indicating the number of bars found as potential consolidation.
As we can see in the chart image above, the script, by default, is looking for a 15-bar consolidation, with a 5-bar gap allowance. In the image, the specific gap count is labeled, we can see the script scan backwards as far as it can before counting five gaps in the data. Once that occurs, the detection stops.
Notice how the zone found is a range, consisting of all price levels which meet the parameters. The lower level of the range only had two gaps, but the upper level reached five.
> Consolidation Range and Value Zones (Volume Profiles)
Once the script has identified the consolidation formation, it calculates a volume profile across the identified consolidation range. From this it calculates and draws the Point of Control (POC) and Value Area in addition to the full consolidation range.
Once we have our zones drawn, and understand what they identify, we can go one step further and apply concepts from volume profile trading.
Range High/Low: Displays the current extent of the identified consolidation.
Value High/Low: Shows the specific area within the consolidation where buyers and sellers found the most value.
POC: The single point, where the most volume was transacted during consolidation.
In a balanced market, we would anticipate price to rotate around POC, oscillating from Value High (VAH) to Value Low (VAL). In contrast, a market in motion moves directionally, building volume at new price levels as value, naturally the POC shifts with it.
> Zone Extensions
Unlike many other scripts, there is no mitigation logic at play here, since crossing a zone simply tells us "buyers and sellers are not currently active here", but it does not guarantee that value cannot return or react from previous areas of value.
Obviously the current zone will always be most relevant, but historical zones can retain relevance depending on the context of the market.
Remember: Each area of consolidation is an area where buyers and sellers were once facing off, resulting in price's consolidation. Amidst this, the value zone was the area of greatest agreement between the participants at that time. When moving outside of a range, we would typically look at historical value areas and price's interaction with them for further context.
Due to the ever changing market, there is no fixed extension lookback that will cover every scenario. By default, the Extension Lookback is "1", meaning the script will extend the most recent zone forward until a new zone is detected.
Note: For clarity, zone extensions are colored differently from core zones.
The following chart image shows a few examples of these unique interactions.
As seen in the chart image, looking to previous areas of value as well as POC can provide context in the form of acceptance or rejection at these levels, providing further insight into the auction for us to respond to.
The zones do contain logic to maintain a clean display. By default, the zones extend conditionally when price returns to the previous consolidation range. If desired, the zones can be extended regardless of price action; this can be toggled with the option "Regardless Extension Mode", as seen below.
> Hollow Candles & Zone Merging
When consolidation is identified, a hollow candle is drawn; these can be used to see exactly when each zone is identified. It is important to understand that consolidation zones stemming from the same origin are merged into one zone. This is a frequent occurrence when the consolidation threshold is passed, but the consolidation continues. For this reason you will often see multiple hollow candles in the later areas of the zones.
Similarly, zones from different origin points that overlap are also merged into one consolidation zone. This ensures that no core zones overlap.
Additionally, every time a zone is merged, a new volume profile for the area is calculated.
> Bar Gap Allowance Type (Technical Explanation)
The specific bar gap allowance value can be altered, but so can the type of allowance being used. While some analyses may benefit from counting the total amount of bar gaps within the consolidation, others may benefit from detecting based on consecutive bar gaps.
The chart image above displays the gap counts for each gap allowance type.
The total bar gap allowance type will count until the gap amount is reached, then terminate detection once the allowed number of gaps has been exceeded.
The consecutive bar gap allowance type resets its count once it finds a valid bar within range, by doing so, it only counts the bars that separate each island of in-range bars.
Both methods have merit.
> Implementation
This identification method has proven effective to identify consolidation across market types. As a result, there cannot be one configuration of settings to fit every application. Adapting the detection type and method for each trader's specific market conditions is highly recommended.
When determining parameters, it is helpful to consider time, as it plays a major role in the identification method.
On a 1D chart, the default threshold of 15 corresponds to 15 days, or about 3 weeks depending on the ticker. To identify periods of one-week consolidation, a threshold of 5 would be suitable. To detect perfect gapless weeks, a bar gap allowance of 0 could be used, as seen in the chart image below.
Additional Example:
In the chart image above, we see a 15-second forex chart over the span of a few hours. The detection parameters are set up to detect 15-minute consolidation with a 2-minute max dead zone (consecutive bar gap).
> Detection Source
By default, the script detects consolidation ranges using the full extent of candle wicks. While this is traditional, detection can also be done using only the candle bodies. These identifications are much more nuanced, detecting only from confirmed candle price action; they do not trigger at the same frequency as wick detection.
Optionally, a "Wick/Body Average" can be chosen as the source for detection; as the name implies, this uses the average value between the candle body and its respective wick.
> Additional Settings
The settings mentioned thus far serve as core parameters for identifying consolidation. The following parameters are simply included for the benefit of the advanced user. It is not recommended to adjust these settings under normal circumstances.
- Value Area Percent: Default = 68.26, while traditionally 70 for volume profiles, 68.26 is accurate to the values of a standard bell-curve distribution. The differences are minimal in application.
- VP Rows: Default = 99, Sets the number of rows to be used when calculating the Volume Profiles (VP); note that higher values will lead to a slower calculation. Max value: 999
> Final Notes
If you have made it this far, thank you for reading.
I hope you find value in this new consolidation identification system and understand the logic behind it.
That's it.
סקריפט בתשלום
Market Structure Volume Distribution [LuxAlgo]The Market Structure Volume Distribution tool allows traders to identify the strength behind breaks of market structure at defined price ranges to measure de correlation of forces between bulls and bears visually and easily.
🔶 USAGE
This tool has three main features: market structure highlighting, grid levels, and volume profile. Each feature is covered more in depth below:
🔹 Market Structure
The basic unit of market structure is a swing point, the period of the swing point is user-defined, so traders can identify longer-term market structures. Price breaking a prior swing point will confirm the occurrence of a market structure.
The tool will plot a line after a market structure is confirmed, by default the lines on bullish MS will be green (indicative of an uptrend), and red in case of bearish MS (indicative of a downtrend).
🔹 Grid Levels
The Grid visually divides the price range contained inside the tool execution window, into equal size rows, the number of rows is user-defined so users can divide the full price range up to 100 rows.
The main objective of this feature is to help identify the execution window and the limits of each row in the volume profile so traders can know in a simple look what BoMS belongs to each row.
There is however another use for the grid, by dividing the range into equal-sized parts, this feature provides automatic support and resistance levels as good as any other.
Grid provides a visual help to know what our execution window is and to associate MS with their rows in the profile. It can provide S/R levels too.
🔹 Volume Profile
The volume profile feature shows in a visually easy way the volume behind each MS aggregated by rows and divided into buy and sell volume to spot the differences in a simple look.
This tool allows users to spot the liquidity associated with the event of a market structure in a specific price range, allowing users to know which price areas where associated with the most trading activity during the occurrence of a market structutre.
🔶 SETTINGS
🔹 Data Gathering
Execute on all visible range: Activate this to use all visible bars on the calculations. This disables the use of the next parameter "Execute on the last N bars". Default false.
Execute on the last N bars: Use last N bars on the calculations. To use this parameter "Execute on all visible range" must be disabled. Values from 20 to 5000, default 500.
Pivot Length: How many bars will be used to confirm a pivot. The bigger this parameter is the fewer breaks of structure will detect. Values from 1, default 2
🔹 Profile
Profile Rows: Number of rows in the volume profile. Values from 2 to 100, default 10.
Profile Width: Maximum width of the volume profile. Values from 25 to 500, default 200.
Profile Mode: How the volume will be displayed on each row. "TOTAL VOLUME" will aggregate buy & sell volume per row, "BUY&SELL VOLUME" will separate the buy volume from the sell volume on each row. Default BUY&SELL VOLUME.
🔹 Style
Buy Color: This is the color for the buy volume on the profile when the "BUY&SELL VOLUME" mode is activated. Default green.
Sell Color: This is the color for the sell volume on the profile when the "BUY&SELL VOLUME" mode is activated. Default red.
Show dotted grid levels: Show dotted inner grid levels. Default true.
Fair Value Gap Profiles [AlgoAlpha]🟠 OVERVIEW
This script draws and manages Fair Value Gap (FVG) zones by detecting unfilled gaps in price action and then augmenting them with intra-gap volume profiles from a lower timeframe. It is designed to help traders find potential areas where price may return to fill liquidity voids, and to provide extra detail about volume distribution inside each gap to assess strength and likely mitigation. The script automatically tracks each gap, updates its state over time, and can show which gaps are still unfilled or have been mitigated.
🟠 CONCEPTS
A Fair Value Gap is a zone between candles where no trades occurred, often seen as an inefficiency that price later revisits. The script checks each bar to see if a bullish (low above 2-bars-ago high) or bearish (high below 2-bars-ago low) gap has formed, and measures whether the gap’s size exceeds a threshold defined by a volatility-adjusted multiplier of past gap widths (to only detect significantly large gaps). Once a qualified gap is found, it gets recorded and visualized with a box that can stretch forward in time until filled. To add more context, a mini volume profile is built from a lower timeframe’s price and volume data, showing how volume is distributed inside the gap. The lowest-volume subzone is also highlighted using a sliding window scan method to visualise the true gap (area with least trading activity)
🟠 FEATURES
Visual gap boxes that appear automatically when bullish or bearish fair value gaps are detected on the chart.
Color-coded zones showing bullish gaps in one color and bearish gaps in another so you can easily see which side the gap favors.
Volume profile histograms plotted inside each gap using data from a lower timeframe, helping you see where volume concentrated inside the gap area.
Highlight of the lowest-volume subzone within each gap so you can spot areas price may target when filling the gap.
Dynamic extension of the gap boxes across the chart until price comes back and fills them, marking them as mitigated.
Customizable colors and transparency settings for gap boxes, profiles, and low-volume highlights to match your chart style.
Alerts that notify you when a new gap is created or when price fills an existing gap.
🟠 USAGE
This indicator helps you find and track unfilled price gaps that often act as magnets for price to revisit. You can use it to spot areas where liquidity may rest and plan entries or exits around these zones.
The colored gap boxes show you exactly where a fair value gap starts and ends, so you can anticipate potential pullbacks or continuations when price approaches them.
The intra-gap volume profile lets you gauge whether the gap was created on strong or thin participation, which can help judge how likely it is to be filled. The highlighted lowest-volume subzone shows where price might accelerate once inside the gap.
Traders often look for entries when price returns to a gap, aiming for a reaction or reversal in that area. You can also combine the mitigation alerts with your trade management to track when gaps have been closed and adjust your bias accordingly. Overall, the tool gives a clear visual reference for imbalance zones that can help structure trades around supply and demand dynamics.
TPO[Fixed Range, Anchored, Bars Back]TPO Bars Back, Fixed Range and Anchored
Overview
The TPO Profile (Time Price Opportunity Profile) is a powerful market profile indicator that displays the amount of time price spent at different levels during a specified period. Unlike traditional volume profile indicators that show volume distribution, TPO Profile shows time distribution , providing insights into where price has spent the most time and identifying key support and resistance levels.
Key Advantages Over TradingView's Built-in TPO
Simplified Composite Creation : Automatically creates TPO profiles for any time range without manual split/merge operations
Instant Value Area Calculation : Immediately shows Value Area, POC, VAH, and VAL for your selected period
No Manual Assembly Required : TradingView's native TPO requires you to manually split sessions and merge them to create composites - this indicator does it automatically
Flexible Time Ranges : Create composites for any custom time period (multiple days, weeks, specific events) with a few clicks
Real-time Composite Updates : Anchor mode creates live composites that update as new data arrives
Multiple Composite Analysis : Easily compare different time periods without the tedious manual process
Key Features
Core Functionality
Time-Based Analysis : Shows time spent at each price level rather than volume
Configurable Time Blocks : Use any timeframe for TPO counting (30min, 1H, 4H, etc.)
Multiple Price Levels : Adjustable from 5 to 200 levels for granular analysis
Point of Control (POC) : Automatically identifies the price level with highest time activity
Value Area Calculation : Shows the price range containing 70% (configurable) of time activity
Automatic Composite Generation : Creates multi-session composites without manual intervention
Three Operating Modes
1. Bars Back Mode
Analyzes the last N bars from the current bar
Perfect for recent market activity analysis
Range: 10-500 bars
Use Case : Intraday analysis, recent session review
2. Fixed Range Mode
Analyzes a specific time period between start and end times
Ideal for historical analysis of specific events
Creates perfect composites for multi-day periods
Use Case : Earnings periods, news events, specific trading sessions, weekly/monthly composites
3. Anchor Mode (NEW)
Starts from a specific time and extends to the current bar
Dynamically updates as new bars form
Perfect for building live composites from any starting point
Use Case : Live session monitoring, event-based analysis from a specific point, growing composites
Visual Elements
TPO Bars
Horizontal bars showing time distribution at each price level
Longer bars = more time spent at that level
Color-coded to distinguish Value Area from outlying levels
Point of Control (POC)
Red line marking the price level with highest time activity
Most significant support/resistance level
Configurable line style (Solid/Dashed/Dotted) and width
Value Area High/Low (VAH/VAL)
Green and Orange lines marking the boundaries of the Value Area
Shows the price range containing the specified percentage of time activity
Optional display with customizable line styles
Single Print Detection
Identifies price levels touched by only one time block
Display options: Lines or Boxes
Purple color highlighting these significant levels
Often act as strong support/resistance in future trading
Customization Options
Time Block Configuration
Block Time : Choose timeframe for TPO counting (30min, 1H, 4H, etc.)
Allows analysis at different time granularities
Higher timeframes = broader perspective, Lower timeframes = finer detail
Visual Styling
Line Styles : Solid, Dashed, or Dotted for all line elements
Line Widths : 1-5 pixels for POC, VAH, and VAL lines
Colors : Fully customizable colors for all elements
Transparency : Adjustable transparency for better chart readability
Label Management
Show/Hide Labels : Toggle POC, VAH, VAL labels
Font Sizes : Tiny, Small, Normal, Large, Huge
Label Positioning : 8 different position options relative to lines
Offset Controls : Fine-tune label positioning
Line Extension
Level Offset Right : Controls how far lines extend
Smart extension logic:
Value ≤ 0: Infinite extension (extend.right)
Value ≥ 1: Extends exactly N bars ahead
Trading Applications
Support & Resistance
POC often acts as strong support/resistance
Value Area boundaries provide key levels
Single prints frequently become significant levels
Market Structure Analysis
Identify areas of price acceptance (thick TPO bars)
Spot areas of price rejection (thin TPO bars)
Understand where market participants are comfortable trading
Composite Profile Analysis
Create multi-day, weekly, or monthly composites instantly
Compare different composite periods without manual work
Analyze longer-term price acceptance levels
Build composites around specific events or announcements
Session Analysis
Monitor intraday session development in real-time
Compare different sessions (London, New York, Asia)
Track how profiles change throughout the trading day
Build live composites across multiple sessions
Event Analysis
Use Fixed Range mode for earnings, news events
Use Anchor mode to track price development from specific events
Compare pre/post event price acceptance levels
Create event-based composites automatically
Input Parameters
Mode Selection
Mode : Bars Back | Fixed Range | Anchor
Bars Back : Number of bars to analyze (10-500)
Start Time : Beginning time for Fixed Range and Anchor modes
End Time : Ending time for Fixed Range mode only
Analysis Configuration
Block Time : Timeframe for TPO blocks (e.g., "30" for 30-minute blocks)
TPO Levels : Number of price levels (5-200)
Value Area % : Percentage for Value Area calculation (50-95%)
Display Options
Show POC : Display Point of Control line
Show Value Area : Display Value Area box
Show VAH/VAL Lines : Display Value Area boundary lines
Show Single Prints : Display single print detection
Single Print Style : Lines or Boxes
Styling Controls
Colors : TPO, POC, Value Area, VAH, VAL, Single Print colors
Line Styles : POC, VAH, VAL line styles
Line Widths : POC, VAH, VAL line widths
Labels : Show/hide, font size, position, offset controls
Technical Details
Calculation Method
Divides the price range into equal levels based on TPO Levels setting
For each time block, determines which price levels it crosses
Adds +1 count to each crossed level
Identifies POC as the level with highest count
Calculates Value Area by expanding from POC until target percentage is reached
Performance Considerations
Historical data limited to prevent buffer overflow errors
Smart bounds checking for different timeframes
Optimized cleanup routines to prevent drawing object accumulation
Pine Script Version
Built on Pine Script v6
Uses modern Pine Script best practices
Efficient array handling and drawing object management
Best Practices
Timeframe Selection
Block Time = Chart Timeframe : Traditional TPO approach
Block Time > Chart Timeframe : Smoother, broader perspective
Block Time < Chart Timeframe : More granular, detailed analysis
Level Count Guidelines
Low levels (10-20) : Better for swing trading, major levels
High levels (50-100) : Better for scalping, precise entries
Very high levels (100+) : For very detailed analysis
Mode Selection
Bars Back : Daily analysis, recent activity
Fixed Range : Historical events, specific periods, manual composites
Anchor : Live monitoring, event-based analysis, growing composites
Composite Creation Workflow
Select Fixed Range or Anchor mode
Set your desired start time (and end time for Fixed Range)
Adjust TPO Levels for desired granularity
Enable VAH/VAL lines to see Value Area boundaries
The composite profile generates automatically with all key levels
This indicator eliminates the tedious manual process of creating composite TPO profiles in TradingView. Instead of splitting sessions and manually merging them, you get instant composite analysis with automatic Value Area calculation, POC identification, and single print detection. The combination of time-based analysis, multiple operating modes, and extensive customization options makes it a powerful tool for understanding market structure and price acceptance levels across any time period.
Market Core [BigBeluga]MARKET CORE Toolkit
The BigBeluga Market Core Toolkit is a comprehensive suite of advanced trading indicators designed to provide traders with a holistic view of market dynamics, structure, and potential opportunities.
In an ever-evolving market, relying on a single indicator can leave traders vulnerable to gaps in their analysis. The BigBeluga Market Core Toolkit addresses this challenge by integrating a range of complementary indicators that work synergistically to reveal the full picture. From detecting key support and resistance levels to identifying market structure shifts, volume imbalances, inefficiencies or analysis of money flow, this toolkit covers every aspect of market behavior.
⬤ Order Blocks
BigBeluga Order Blocks revolutionize the way traders visualize potential areas of significant market activity. Unlike traditional order block indicators that often result in cluttered, noisy charts, these Order Blocks are designed for clarity and effectiveness. They simulate and predict where large areas of market orders may rest by analyzing volume and volatility, providing excellent support or resistance areas.
The blocks offer cleaner chart presentation with reasonable distribution, volume ratio visualization within each block, and categorization into Strong, High and Balanced blocks.
Additionally, a third line has been introduced to rank order blocks by volume using a modified percent rank method for more precise ranking.
This ranking system uses percentile ranks, a concept commonly used in standardized tests. In the context of order blocks, the percentile rank of a particular order block's volume is interpreted as the percentage of the order blocks strength. This method provides a more nuanced and statistically robust way of comparing and prioritizing order blocks.
Key features:
Cleaner chart presentation with reasonable distribution of blocks
Volume ratio visualization within each block (bullish vs bearish)
Categorization into High and Balanced blocks for easy identification of significant levels
Relative volume percentage and volume delta display
Advanced ranking system using modified percent rank method for volume comparison
These Order Blocks help traders:
Forecast excellent support or resistance areas
Gain insight into the balance of the market at specific levels
Identify significant market levels at a glance
Visualize market imbalances through volume delta
Prioritize order blocks based on their relative volume importance
Make more informed decisions about potential entry and exit points
⬤ Beluga Profile
The Beluga Profile is a revolutionary market analysis tool that transforms complex market data into a clear, intuitive visual narrative. At its core, it combines a Dual-Profile Analysis, merging Delta Volume Profile with Money Flow Profile to give traders a comprehensive view of market dynamics.
The percentage scale on the left side aren't just numbers; they represent the Levels Strength Percentage, a crucial ranking system that immediately draws your attention to the most significant price zones. Complementing this, a heat map overlay brings these strength levels to life, offering an instant, color-coded representation of where the market's most influential areas lie.
To the right, a detailed breakdown of volume and money flow for each level provides the hard data behind the visual cues. This granular information allows you to dive deep into the market's structure, understanding not just where the significant levels are, but why they matter.
Below the main chart, the Delta Volume Bar serves as a foundation, showing the average delta of the volume profile. This bar is more than just a measure of volume – it's a window into the underlying forces driving price movement. Just above this bar, a macro trend indicator in the form of an arrow offers a quick, clear signal of the overall market direction based on these delta volume calculations.
But the Beluga Profile doesn't just show you what's happening – it helps you understand the 'why' and 'how'. The Adaptive Points of Interest feature allows you to customize your analysis, focusing on the areas that matter most to your trading strategy. You can select from various options including Money Flow, Delta+, Delta-, Volume+, and Level % (Highest), tailoring the display to your specific analytical needs. This flexibility ensures you can focus on the most relevant data for your trading style. Real-time Active Price Tracking ensures you're always in sync with the latest market movements.
All of these elements work in concert, creating a symphony of market information. They empower you to:
Spot key price levels with uncanny precision
Foresee potential market turns before they happen
Grasp the quality and strength of price moves
Adjust your strategy on the fly as market conditions shift
Develop a holistic understanding of market structure and participant behavior
Make informed decisions backed by a clear view of the overall market trend
In essence, the Beluga Profile isn't just a tool – it's your market storyteller, translating the complex language of price, volume, and money flow into a narrative that you can understand and act upon with confidence.
⬤ Smart Money Concepts (SMC)
The Smart Money Concepts component of the toolkit focuses on automatically detecting key market structures crucial in technical analysis. It identifies and visualizes Break of Structure (BOS) and Change of Character (CHOCH) patterns, helping traders spot potential trend reversals and significant market movements. This includes BOS identification when price breaks previous support or resistance and CHOCH detection for potential trend reversals, with automatic detection of both bullish and bearish patterns.
The latest enhancement to this feature adds a new layer of analysis through Delta Volume Calculation. When a BOS or CHOCH is detected, the toolkit calculates the delta volume within the range from the high or low point to the break point. This analysis considers all the candles in this range and determines whether the volume is predominantly bullish, bearish, or neutral.
Bullish Volume: If the delta volume is bullish, a green diamond is plotted at the high or low point, indicating potential upward momentum.
Bearish Volume: If the delta volume is bearish, a red diamond is plotted, suggesting downward pressure.
Neutral Volume: When the volume is neutral, a yellow diamond is displayed, indicating a balance in buying and selling forces.
This visual representation of volume dynamics provides an additional layer of insight, helping traders assess the strength and direction of price movements following a structure break. You can see an example of this on the attached image, where the diamonds clearly indicate the type of volume driving the breakout.
The toolkit also incorporates Fair Value Gap (FVG) Detection. Fair Value Gaps represent inefficiencies in the market, where there is an imbalance between buy and sell orders. These gaps often act as magnets for price, potentially leading to future reversals or continuations when filled. The toolkit identifies and highlights these gaps, allowing traders to recognize areas where the market may seek to rebalance.
Additionally, Double Top and Bottom Pattern Detection has been integrated, identifying potential reversal points at these classic price formations. Double tops signal potential bearish reversals after a price peak, while double bottoms suggest potential bullish reversals after a price dip. These patterns can be crucial indicators for traders looking to capitalize on upcoming trend changes.
Smart Money Concepts help traders:
Identify potential trend reversals early with a clearer view of market structure.
Recognize significant changes in market structure and volume participation.
Differentiate between temporary pullbacks and genuine trend changes using volume insights (color coded diamonds).
Shows Fair Value gaps which helps to identify price momentum and inefficiencies in the market.
This enhancement ensures that traders can not only see structural changes but also understand the volume behind those moves, leading to more informed and confident trading decisions.
⬤ Support and Resistance Levels
This powerful tool is designed to identify key price levels in the market, providing traders with a clear visual representation of potential support and resistance areas. It goes beyond simple level identification by incorporating a sophisticated ranking system and adjustable sensitivity.
The grading system of levels is a unique feature that evaluates the significance of high and low points in the price action. It takes into consideration how many times the price has touched or interacted with specific levels. This means that levels which have been tested multiple times are given higher importance in the ranking. For example, a price level that has acted as support or resistance three times will be ranked higher than a level that has only been touched once.
By leveraging this grading system, traders can focus on the most significant levels that have repeatedly influenced price action, potentially improving the accuracy of their trading decisions and risk management strategies.
This Support and Resistance Levels indicator helps traders:
Identify and prioritize potential reversal points based on their historical significance and frequency of price interaction
Set more accurate entry and exit points aligned with key market levels, focusing on those with higher ranking
Understand the hierarchical structure of market support and resistance, distinguishing between major and minor levels
Plan stop-loss and take-profit levels with greater precision, using the ranking to gauge the strength of each level
Adapt their analysis to varying market strengths and volatilities, with the ability to filter out less significant levels
Recognize recurring price patterns and potential breakout levels based on the ranked historical price interactions
⬤ How to Use the Toolkit
Each of these indicators, while powerful on its own, works synergistically with the others to provide a more complete picture of the market.
The strength of this toolkit lies in its ability to analyze the market from multiple perspectives
Combining these advanced trading indicators into a cohesive toolkit empowers traders with a comprehensive, multi-dimensional view of the market that no single indicator could provide on its own. The market's complexity demands an approach that goes beyond relying on just one aspect, such as price action, volume, or order flow. Integrating these diverse indicators creates a robust analytical framework that captures the market from multiple angles, leading to more accurate insights and better-informed decision-making.
Analyze Order Blocks to identify potential support/resistance and volume imbalances
Use Beluga Profile for comprehensive market structure and trend analysis
Monitor SMC indicators for potential trend reversals and breakouts
Utilize Support and Resistance Levels for precise entry/exit points and risk management
Combine insights from all tools for a multi-dimensional view of market conditions
⬤ Customization
Each component of the toolkit offers various customization options to suit different trading styles and preferences. These inputs allow traders to adjust settings to better fit their analysis needs and strategies:
Order Blocks
- Order Blocks : Set the amount of Order Blocks on the chart.
- Color Selection : Choose the color for highlighting the order blocks on your chart.
Market Structure
- Sensitivity : Adjust the sensitivity for detecting market structure breaks. Higher sensitivity will detect more granular breaks, while lower sensitivity focuses on more significant movements.
- Data : Enable or disable the display of market structure data.
- Zigzag Option : Toggle Zigzag displays from highs and lows.
S/R (Support and Resistance)
- Sensitivity : Control how sensitive the tool is in detecting support and resistance levels. Lower sensitivity will highlight fewer but stronger levels, while higher sensitivity may reveal more levels.
- Width % : Adjust the width of the support and resistance zones to visually emphasize their importance.
- Color Selection : Choose colors for both support and resistance levels for better clarity.
FVG (Fair Value Gap)
- Max : Set the maximum number of fair value gaps to display. Higher values will show more gaps, while lower values will focus on the most prominent ones.
- Color Selection : Customize the color for the fair value gap areas.
Volume Profile
- Length : Define the look-back period for the volume profile analysis. A longer length considers more historical data, while a shorter length focuses on recent data.
- Levs : Choose the number of volume levels to display, allowing for more or fewer volume bars within the profile.
- BG : Enable or disable background shading for the volume profile.
- HeatMap : Activate or deactivate the heat map overlay for volume intensity visualization.
- POC (Point of Control) : Toggle the Point of Control display and choose between different metrics, such as volume+, money flow, Delta+ and Delta-, Level % (Highesr), to base the POC on.
- Color Selection : Customize the color for the Point of Control line.
These customization options provide traders with the flexibility to tailor the toolkit to their specific trading strategies, enhancing their ability to identify key market signals with precision.
Each component of the toolkit offers various customization options to suit different trading styles and preferences.
The BigBeluga Market Core Toolkit synthesizes complex market data into clear, actionable formats, providing traders with professional-level insights. It's a comprehensive market analysis system that can give traders a significant edge in understanding market behavior and identifying high-probability trade setups. While highly effective, it's recommended to use this toolkit in conjunction with fundamental analysis and sound risk management practices for optimal trading results.
סקריפט בתשלום
Supply, Demand and Equilibrium Zones, Interactive by DGTSupply, Demand and Equilibrium Zones, Interactive
The law of supply and demand is a theory that explains the interaction between the sellers of an asset and the buyers for that asset. The theory defines the relationship between the price of a given asset and the willingness of traders to either buy or sell it. Generally, as price increases, traders are willing to supply more and demand less and vice versa when the price falls.
Simply said, the higher the price, the lower the quantity demanded, and from the seller's perspective, the higher the price, the higher the quantity supplied
Equilibrium zones are the price levels where both selling and buying trading activity is high, both sellers and buyres are interested at that price levels. More correctly, there is a great deal of activity on both the buy and sell side and the market stays at that price level for a great deal of time. Supply and demand are balanced or in equilibrium
Supply and Demand Shifts may occur when institutional investors step in, a change in both price and quantity demanded from one point to another
This experimental study attempts to presend Supply, Demand and Equilibrium Zones by measuring traded volume at all price levels on the market over a specified time period. Then the result is plotted as horizontal zones on the finacial isntrumnet's chart that highlights supply, demand and equilibrium zones at specific price levels
It is important for supply, demand and equilibrium zones to understand that time is always a dimension on charts. The quantity demanded or supplied, found along the horizontal axis, is always measured in traded volume of the asset over a given time interval. Longer or shorter time intervals can influence the levels of supply, demand and equilibrium zones
The study is made interactive, which requires the users to select two points on the chart, by simply clicking on the chart. In case the user would like to view different range then just dragging the vertical lines will be enough
By increasing/decreasing values for supply and demand zones or equilibrium zones, you will either get the zones enlarged or detect supply and demand shifts or other equilibrium zones
It is adviced to use this study in conjuction with a Volume Profile study, such as Volume-Profile-and-Volume-Indicator , Volume-Profile-Custom-Range , Anchored-Volume-Profile , and Price-Action-Support-Resistance , where volume profiles presents trading activities at specific price levels and Supply and Demand Zones can be treated as Value Area (they are not exact same but similar) for Volume Profiles
Disclaimer: Trading success is all about following your trading strategy and the indicators should fit within your trading strategy, and not to be traded upon solely
The script is for informational and educational purposes only. Use of the script does not constitutes professional and/or financial advice. You alone the sole responsibility of evaluating the script output and risks associated with the use of the script. In exchange for using the script, you agree not to hold dgtrd TradingView user liable for any possible claim for damages arising from any decision you make based on use of the script
Delta Profile SpaceManBTCDelta Profile SpaceManBTC
Delta Profile SpaceManBTC, provides 2 very useful functions to tradingview traders with increased statistic for their candles in which case they can use to add confluence to their trading style.
Profile Types:
There are 2 main modes as it stands:
Delta Profile: Comes with the ability to show where buyers and sellers are stepping in more aggressively at which points to show a representation of trapped traders easier and aggression in the market.
Volume Profile: Can be used to do the same but in a more pure volume form, as well as allows for an ease in detecting a momentum shift.
Statistic Types: works with all modes
Ask/Bid Ask bid gives you the pure representation of that data showing at which points buyers stepped in and seller stepped in, no additional calculation on top.
Delta Delta shows the difference between, ie delta, for the ask and bid so its easier to view the difference at loss of the exact values used.
Volume Volume, shows the pure volumetric values no explanation of who buyers and sellers are allowing for a clean view of what is happening in the market with no code functionality applied.
The statistics are not isolated to their desired profile type as this provides the ability to use the volume profile type and delta values and vice versa, allowing users to choose which UI representation they want but which data.
This allows users to get both parts of the picture at any one time!
Using the tick data provided i am able to accurately caclulate the information, however this means for historical data there is none until the script is run for a period of time without stopping.
The tool is a method of providing flow data to the tradingview community, it can allow for good confluences at key levels of interaction E.G., key swing points/S/R points is when its accuracy for trading shines and can give you a good understanding of whats
happening at that time in the market.
Highly recommend dialing the ticksize manually. this provides greater consistency, auto ticksize was made for entry level users to quickly get a feel of the indicator but manually tuning to get the data you require without too much noise is very useful.
TO DO:
Sessions: accounting for Asia,Europe and North America
Tick based candles. e.g number of ticks before a new candle is generated.
Quantum Volume Point of Control (VPOC)Many forex traders are familiar with the concepts of volume price analysis as enshrined in Wyckoff’s three laws of effort and result, cause and effect and supply and demand. This is the linear relationship between volume and price. Now with the Volume Point of Control, this relationship is taken to the next level adding the concept of time and inspired by the ideas behind market profile.
The Quantum Volume Point of Control, or VPOC indicator blends ALL THREE of these important aspects of trading into a single powerful and visual indicator.
The Quantum VPOC indicator takes the analysis of volume and price to a higher level, which both complements and expands the VPA relationship. Whilst the Quantum tick volumes indicator considers the relationship between a single volume bar and its associated candle on the price time x-axis or groups of candles and volume bars, the Quantum VPOC indicator analyses the density and intensity of volume over time against price. In other words, the volume price relationship on the y axis. It does this in three distinct ways as follows:
First, the Quantum VPOC indicator constructs the Volume Profile from a set number of bars in history to the most current bar. The Volume Profile is then presented as a vertical histogram shown at the right edge of the chart – a stack of horizontal bars of varying lengths, but of equal height representing the amount of activity at each price level.
Second, the Quantum VPOC analyzes the Volume Profile to find the key price levels where activity is strong and rising, or weak and falling. In other words, the indicator looks for peaks (long bars) of the Volume Profile where price tends to be attracted as these are areas where price was previously accepted. These are called High Volume Nodes (HVN). The indicator also looks for troughs or valleys (short bars) of the Volume Profile where price tends to be repelled as these are areas where price was previously rejected. These are referred to as Low Volume Nodes (LVN). Both types of price level act as precise zones of support and resistance and as such are projected across the chart within the given period.
Third, the Quantum VPOC indicator looks for the Highest Volume Node or the highest peak in the Volume Profile and marks it as the Volume Point of Control – the price level which acts as the fulcrum from which price pivots. The indicator completes its calculations and updates as each new volume bar is delivered.
The result is a chart revealing the overarching influence of volume at price, coupled with time.
The Quantum VPOC indicator displays several key pieces of information on the chart as follows:
- Volume Profile – this appears as a histogram of volume on the vertical price axis on the right-hand side of the chart. The peaks and troughs are clearly displayed highlighting both High and Low Volume nodes.
- High volume node (HVN) – this is where we have a bulge in the volume profile generally because of an extended phase of price congestion. As a result, as the market approaches these regions on the chart price action is likely to become waterlogged with further congestion likely with the node acting as a strong area of support or resistance. As we have seen a strong acceptance of price at this level in the past, this is likely to be repeated with the market swinging in a range. Ultimately the market may reverse off these levels, with any move through then confirming the current sentiment.
- Low volume node (LVN) – this is where we see low volume in the volume profile. In these regions, the market has only paused temporarily – in other words a region where price has been rejected in the past. As such we are likely to see the market move quickly through these regions with little in the way of resistance or support acting to prevent a further advance of decline in price. The current sentiment is likely to continue and build quickly through these levels.
- Support and Resistance Zones – these are drawn at the High and Low Volume nodes to highlight the various HVN and LVN levels on the price axis.
- Volume Point of Control Line – this is drawn as a single line on the highest volume of the High Volume Node in the timeframe and clearly defines the tipping point of sentiment. This moves dynamically and represents the fulcrum of market sentiment where price has reached agreement, before moving on. If it is above the price action, then the current market sentiment is bearish. If it is below the current price action, then the current market sentiment is bullish. The VPOC Line reveals this balance simply, quickly, and clearly allowing you to judge market sentiment with accuracy and confidence.
As with all the Quantum Trading indicators, the VPOC indicator is dynamic, constantly changing and updating to reflect the relentless shift in sentiment as the market moves from bullish to bearish and back again. The indicator works in all timeframes and provides a powerful and much deeper understanding of support and resistance through the prism of volume and the associated High and Low Volume Nodes, with the Point of Control itself, acting as the fulcrum of the market.
Institutional Dominance/Trapped Trader Profile @MaxMaserati 3.0📊 Institutional Dominance & Trapped Trader Delta Profile
@MaxMaserati 3.0
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🎯 OVERVIEW
The IDT Auction Profile is a professional-grade volume order flow analysis tool that reveals where institutional traders hold Positional Advantage and where retail participants are Trapped. Unlike traditional Volume Profile indicators, the IDT Profile integrates Volume Point Delta (VPD) analysis with advanced pattern recognition to identify the exact price levels where profitable institutional positions create support/resistance, and where losing positions are forced to exit.
This indicator answers the critical questions: Who is in profit? Who is trapped? And where will they defend or exit their positions?
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✨ FEATURES
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⚡ Quick Presets - One-click configuration for:
• Scalper (1m-5m): 75 bars, 50 rows, ★3 confluence
• Day Trader (15m-1h): 150 bars, 60 rows, ★3 confluence
• Swing Trader (4h-D): 300 bars, 80 rows, ★4 confluence
🔔 Price Alerts - Get notified when price touches:
• VAH (Value Area High) - Resistance zone
• VAL (Value Area Low) - Support zone
• Adjustable sensitivity (0.05% - 1.0%)
📏 POC Line Extensions - Historical context lines extending left from key institutional levels
👻 Previous Session POCs - Dotted reference lines showing prior period levels (carry-over zones)
📊 Real-Time Statistics Panel:
• Total Volume
• Net Delta
• Buy/Sell Pressure %
🎨 Visual Enhancements:
• Column dividers for clarity
• Transparency controls
• Profile auto-hide when price moves away
• Cached color schemes for 30% performance boost
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🧠 CORE CONCEPT: DOMINANCE VS TRAPPED POSITIONING
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The indicator categorizes all market participants into two strategic positions based on their entry price relative to current market price:
📍 ABOVE CURRENT PRICE (Resistance Zones)
🔴 Aggressive Sellers in Profit - Sold higher, currently winning. Will defend positions or add to winners.
🟥 Trapped Buyers at Loss - Bought higher, currently losing. Must exit at breakeven, creating resistance.
📍 BELOW CURRENT PRICE (Support Zones)
🟢 Aggressive Buyers in Profit - Bought lower, currently winning. Will defend positions or add to winners.
🟩 Trapped Sellers at Loss - Sold lower, currently losing. Must cover at breakeven, creating support.
⚡ MAXIMUM CONFLUENCE ZONES
When Dominant (Profitable) and Trapped (Loss) positions align at the same level, you get the strongest support/resistance zones:
🟧 Orange Boxes (Above Price) = Aggressive Sellers + Trapped Buyers = STRONGEST RESISTANCE
🟨 Yellow Boxes (Below Price) = Aggressive Buyers + Trapped Sellers = STRONGEST SUPPORT
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📊 VOLUME ANALYSIS COLUMNS
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1️⃣ VPD Column (Volume Point Delta)
Net aggressive pressure at each price level (Buying Volume - Selling Volume)
- Bullish Delta (Green): Buyers dominated the auction at this level
- Bearish Delta (Red): Sellers dominated the auction at this level
- Smart Coloring: Automatically highlights institutional patterns
2️⃣ VPS Column (Volume Point of Sell - ASK Volume)
Aggressive buying volume that "lifted the offer" by hitting ask prices
- Represents participants who paid the ask price to enter long
- When price is below this level = These buyers are in profit
- When price is above this level = These sellers who got hit are in profit
- Shows institutional bid volume absorption
3️⃣ VPB Column (Volume Point of Buy - BID Volume)
Aggressive selling volume that "hit the bid" by taking bid prices
- Represents participants who sold at bid price to enter short
- When price is above this level = These sellers are in profit
- When price is below this level = These buyers who got hit are in profit
- Shows institutional ask volume absorption
4️⃣ SVP Column (Optional - Session Volume Profile)
Traditional combined volume profile without bid/ask separation
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🔍 ADVANCED INSTITUTIONAL PATTERNS DETECTION
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The indicator uses statistical analysis (standard deviation, moving averages, hit counting) to identify institutional footprints:
⚡ Failed Auctions - "BUYERS TRAPPED" or "SELLERS TRAPPED" labels
• High volume entered, but price immediately reversed
• Creates extreme concentrations of losing positions
• Trading Implication: High-probability reversal zones where trapped participants must exit
📈 Volume Spikes - Bright green/red bars in VPD column
• Volume exceeds average by 2+ standard deviations
• Represents aggressive institutional entry
• Trading Implication: Potential trend continuation or setup for failed auction
🛡️ Absorption Zones - Yellow/Orange colored bars
• Large passive orders absorbing aggressive volume without price movement
• Indicates accumulation (bullish) or distribution (bearish)
• Trading Implication: Institutional positioning before major moves
🧊 Iceberg Orders - Cyan colored bars with high hit counts
• Same price level shows repeated volume without clearing
• Reveals hidden institutional limit orders split into small pieces
• Trading Implication: Strong liquidity magnets, price often returns here
💜 Volume Exhaustion - Purple colored bars
• Sharp volume drop (50%+) after spike
• Momentum exhausted, participants depleted
• Trading Implication: Potential reversal or consolidation ahead
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🎨 SMART INSTITUTIONAL COLORING
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Colors bars based on detected patterns vs simple red/green:
🟨 Yellow = Bullish battles won (buyers + trapped sellers)
🟧 Orange = Bearish battles won (sellers + trapped buyers)
🔵 Cyan = Iceberg orders (hidden liquidity)
🟣 Purple = Large passive orders
🟢 Bright Green = Buying spikes (institutional aggression)
🔴 Bright Red = Selling spikes (institutional aggression)
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⭐ CONFLUENCE SCORING SYSTEM
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Each price level receives 1-5 stars based on:
★★ Volume spike presence (+2 stars)
★ Absorption pattern (+1 star)
★ Large passive orders (+1 star)
★ Proximity to Value Area (+1 star)
★★ Iceberg detection (+2 stars)
★★ Failed auction (+2 stars)
Minimum Signal Strength filter lets you show only levels with ★3+ confluence for highest-quality signals.
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🎯 VALUE AREA ANALYSIS
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VAH (Value Area High) - Blue Line
- Top of the 70% volume acceptance zone
- Price at VAH often rejects downward (resistance)
- Alert triggers when price approaches
VAL (Value Area Low) - Red Line
- Bottom of the 70% volume acceptance zone
- Price at VAL often bounces upward (support)
- Alert triggers when price approaches
Trading Applications:
- Price outside Value Area → Mean reversion opportunity
- Price breaks VA with volume → Trend continuation
- Price oscillates within VA → Range-bound, fade extremes
- Previous session VA lines show carryover levels
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📋 EXPECTED PRICE BEHAVIOR AT KEY LEVELS
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⚠️ IMPORTANT: These are observed behavioral patterns for educational purposes and backtesting research. Always validate with 250-500+ backtest trades before risking capital.
1️⃣ POC BOX ZONES (Highest Statistical Relevance)
🟨 Yellow Boxes (Below Current Price - SUPPORT)
Expected Behavior:
- Price approaching from above typically encounters buying pressure
- Both profitable institutional buyers and trapped short sellers create demand
- Common reaction: Price slows, consolidates, or bounces
- Failed bounces often lead to rapid breakdown (trapped buyers capitulate)
What Often Happens:
- Initial dip into zone → Weak bounce attempt
- Second test → Stronger bounce (trapped sellers covering + buyers defending)
- Break below → Quick acceleration as both groups exit
🟧 Orange Boxes (Above Current Price - RESISTANCE)
Expected Behavior:
- Price rallying into zone typically encounters selling pressure
- Both profitable institutional sellers and trapped long buyers create supply
- Common reaction: Price stalls, consolidates, or rejects
What Often Happens:
- Initial push into zone → Weak rejection
- Second test → Stronger rejection (trapped buyers exiting + sellers defending)
- Break above → Quick acceleration as resistance becomes support
2️⃣ FAILED AUCTION ZONES
"SELLERS TRAPPED" Labels (Below Price):
- High-volume selling that immediately reversed = maximum trapped shorts
- When price returns, trapped sellers face pressure to cover
- Typical pattern: Price approaches → Initial hesitation → Sharp bounce
"BUYERS TRAPPED" Labels (Above Price):
- High-volume buying that immediately failed = maximum trapped longs
- Price returning forces trapped buyers to exit at breakeven
- Typical pattern: Price approaches → Distribution → Rejection
3️⃣ VALUE AREA DYNAMICS
Price Outside Value Area (VAH/VAL):
- Price beyond 70% volume zone = statistical outlier
- Two outcomes: Mean reversion OR trend continuation
- Key differentiator: Presence of confluence zones
Mean Reversion Pattern (No Strong Confluence):
- Price extends 1-2% beyond VA → Typically reverts toward POC
- Weak volume on extension → Higher probability of reversal
Breakout Pattern (With ★4+ Confluence):
- Price breaks VA with institutional patterns → Often continues
- Strong volume + confluence = New value area forming
4️⃣ ICEBERG ORDER BEHAVIOR
Cyan Bars with High Hit Counts:
- Repeated volume at same level = Large hidden order absorbing
- Price typically "tests" iceberg multiple times before resolution
- Two outcomes: Absorption complete (break) OR rejection (bounce)
5️⃣ VOLUME SPIKE PATTERNS
Bright Green/Red Bars (Institutional Aggression):
- Extreme delta spikes indicate institutional entry
- Trend Continuation Spikes: Spike aligned with trend = Often continues
- Exhaustion Spikes: Spike against trend = Failed auction forming
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⚙️ CONFIGURATION GUIDE
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🎯 QUICK START
1. Select your trading style preset (Scalper/Day/Swing)
2. Enable VAH/VAL alerts in settings
3. Adjust alert sensitivity (0.1% recommended)
4. Add alert condition to TradingView alert system
📊 CORE SETTINGS
- Lookback Period: How many bars to analyze
- Scalping: 50-100 bars
- Day Trading: 100-200 bars
- Swing Trading: 200-500 bars
- Price Row Granularity: How finely to divide price
- 40-50 rows = Fast markets
- 60-80 rows = Balanced (RECOMMENDED)
- 100+ rows = Maximum precision
- Minimum Signal Strength: Filter weak signals
- ★3 = Balanced quality/quantity (RECOMMENDED)
- ★4-5 = Highest quality, fewer opportunities
🎨 VISUAL SETTINGS
- Color Theme: Classic/Institutional/Monochrome/Bold/Minimal/Custom
- Smart Coloring: ON (recommended) - Shows institutional patterns
- Transparency: Adjust profile opacity
- Column Dividers: Visual separators between columns
- POC Extensions: Show historical level significance
📈 ADVANCED FEATURES
- Auto-Hide Distance: Hide profile when price moves X% away
- Statistics Panel: Real-time metrics display
- Previous POCs: Show prior session levels
- Alert Sensitivity: How close price must be to trigger alerts
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💡 BEST PRACTICES
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✅ Start with defaults (200 lookback, 60 rows, ★3 confluence, Smart Coloring ON)
✅ Focus on POC boxes first - These are your highest-probability zones
✅ Combine with price action - Use the profile to explain WHY support/resistance exists
✅ Watch for alignment - Yellow/Orange boxes = strongest levels
✅ Respect failed auctions - "TRAPPED" labels are extreme reversal setups
✅ Use Value Area for context - Price outside VA = mean reversion opportunity
✅ Trust confluence scores - ★4-5 signals are institutional-grade setups
✅ Set up alerts for VAH/VAL touches - Don't miss key levels
✅ Check previous session POCs - Institutions defend same zones across sessions
✅ Monitor statistics panel - Understand market conviction in real-time
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🔧 TECHNICAL SPECIFICATIONS
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Calculation Method: Enhanced delta using OHLC and volume with wick ratio analysis
Update Frequency: Real-time on every bar close
Performance: Optimized with color caching and pre-calculated values (~30% faster)
Max Capacity: Supports up to 1500 bars lookback and 250 price rows
Compatibility: Works on all symbols and timeframes
Memory Usage: Efficient array management with proper initialization
Alert System: Built-in VAH/VAL touch detection with visual markers
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🎯 UNIQUE VALUE PROPOSITION
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Unlike standard Volume Profile indicators that only show where volume occurred, the IDT Auction Profile:
✅ Separates bid vs ask volume to reveal true order flow
✅ Identifies who is profitable vs who is trapped at each level
✅ Detects institutional patterns (icebergs, absorption, failed auctions)
✅ Calculates confluence scores combining multiple factors
✅ Provides clear POC boxes showing exact institutional positioning
✅ Maps positional advantage rather than just volume density
✅ Alerts you to key level touches in real-time
✅ Shows historical context with POC extensions
✅ Displays live statistics for market conviction
This transforms Volume Profile from a historical volume chart into a strategic positioning map showing institutional dominance and trapped participants.
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📖 HOW TO INTEGRATE WITH YOUR STRATEGY
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✅ PROPER USES:
- Entry refinement within your existing setups
- Intelligent stop placement beyond institutional levels
- Objective profit targets at next confluence zones
- Trade filtering (only take setups at ★4+ zones)
- Understanding market positioning before entry
- Alert-based monitoring of key support/resistance levels
❌ WHAT IT CANNOT DO:
- Predict direction with certainty
- Replace risk management
- Account for news/external events
- Guarantee profitability
- Work in all market conditions
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📚 DEVELOPMENT PATH (12-16 Weeks)
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Weeks 1-2: Observation Only
- Watch price behavior at key levels
- Document patterns without trading
- Set up alerts and observe responses
Weeks 3-8: Paper Trading
- Simulate trades, track all metrics
- Minimum 100 paper trades
- Test different confluence thresholds
Weeks 9-16: Small Size Testing
- Minimal capital, real market conditions
- Continue tracking, refine rules
- Adjust alert sensitivity based on results
After Proven Edge you could potentially include it in your set-up
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⚠️ CRITICAL DISCLAIMERS
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⚠️ Past volume ≠ Future price action
⚠️ Institutional positions change rapidly - these are static snapshots
⚠️ No indicator works 100% - risk management is mandatory
⚠️ Market conditions change - adapt your approach
⚠️ Backtest with YOUR style, YOUR timeframe, YOUR risk tolerance
⚠️ Alerts are notifications, not trade signals - you decide the action
The indicator reveals WHERE institutions are positioned and HOW they might behave. YOU decide IF, WHEN, and HOW to trade that information.
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📞 SUPPORT & UPDATES
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For questions, suggestions, or bug reports:
- Comment below the indicator
- Follow for updates and new features
- Check documentation for detailed examples
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Not financial advice. For educational and research purposes only.
Market Structure Volume Time Velocity ProfileThis is the Market Structure Volume Time Velocity Profile (MSVTVP). It combines event-based profiling with advanced metrics like Time and Velocity (Flow Rate). Instead of fixed time periods, profiles are anchored to critical market events (Swings, Structure Breaks, Delta Breaks), giving you a precise view of value development during specific market phases.
## The 3 Dimensions of the Market
Unlike standard tools that only show Volume, MSVTVP allows you
to switch between three critical metrics:
1. **VOLUME Profile (The "Where"):**
* Shows standard acceptance. High volume nodes (HVN)
are magnets for price.
2. **TIME Profile (The "How Long"):**
* Similar to TPO, it measures how long price spent at each
level.
* **High Time:** True acceptance and fair value.
* **Low Time:** Rejection or rapid movement.
3. **VELOCITY Profile (The "How Fast"):**
* Measures the **speed of trading** (Contracts per Second).
This reveals the hidden intent of market participants.
* **High Velocity (Fast Flow):** Aggression. Initiative
buyers/sellers are hitting market orders rapidly. Often
seen at breakouts or in liquidity vacu.
* **Low Velocity (Slow Flow):** Absorption. Massive passive
limit orders are slowing price down despite high volume.
Often seen at major reversals ("hitting a brick wall").
Key Features:
1. **Event-Based Profile Anchoring:** The indicator starts a new
profile based on one of three user-selected events
('Profile Anchor'):
- **Swing:** A new profile begins when the 'impulse baseline'
(derived from intra-bar delta) changes. This baseline
adjusts when a new **price pivot** is confirmed: When a
price **high** forms, the baseline moves to the **lower**
of its previous level or the peak delta (max of
delta O/C) at the pivot. When a price **low** forms, it
moves to the **higher** of its previous level or the
trough delta (min of delta O/C) at the pivot.
- **Structure:** A new profile begins immediately on the bar
that *confirms* a market structure break (e.g., a new HH
or LL, based on a sequence of price pivots).
- **Delta:** A new profile begins immediately on the bar
that *confirms* a break in the *cumulative delta's*
market structure (e.g., a new HH or LL in the delta).
Both 'Swing' and 'Delta' anchors are derived from the same
**continuous (non-resetting) Cumulative Volume Profile Delta (CVPD)**,
which is built from the intra-bar statistical analysis.
2. **Statistical Profile Engine:** For each bar in the anchored
period, the indicator builds a volume profile on a lower
'Intra-Bar Timeframe'. Instead of simple tick counting, it
uses advanced statistical models:
- **Allocation ('Allot model'):** 'PDF' (Probability Density
Function) distributes volume proportionally across the
bar's range based on an assumed statistical model
(e.g., T4-Skew). 'Classic' assigns all volume to
the close.
- **Buy/Sell Split ('Volume Estimator'):** 'Dynamic'
applies a model that analyzes candle wicks and
recent trend to estimate buy/sell pressure. 'Classic'
classifies all volume based on the candle color.
3. **Visualization & Lag:** The indicator plots the final
profile (as a polygon) and the developing statistical
lines (POC, VA, VWAP, StdDev).
- **Note on Lag:** All anchor events require `Pivot Right Bars`
for confirmation.
- In 'Structure' and 'Delta' mode, the developing lines
(POC, VA, etc.) are plotted using a **non-repainting**
method (showing the value from `pivRi` bars ago).
- In 'Swing' mode, the profile is plotted **retroactively**,
starting *from the bar where the pivot occurred*. The
developing lines are also plotted with this full
`pivRi` lag to align with the past data.
4. **Flexible Display Modes:** The finalized profile can be displayed
in three ways: 'Up/Down' (buy vs. sell), 'Total' (combined
volume), and 'Delta' (net difference).
5. **Dynamic Row Sizing:** Includes an option ('Rows per Percent')
to automatically adjust the number of profile rows (buckets)
based on the profile's price range.
6. **Integrated Alerts:** Includes 13 alerts that trigger for:
- A new profile reset ('Profile was resetted').
- Price crossing any of the 6 developing levels (POC,
VA High/Low, VWAP, StdDev High/Low).
- **Alert Lag Assumption:** In 'Swing' mode, alerts are
delayed to match the retroactively plotted lines.
In 'Structure' and 'Delta' modes, alerts fire in
**real-time** based on the *current price* crossing
the *current (repainting)* value of the metric, which
may **differ from the non-repainting plotted line.**
**Caution: Real-Time Data Behavior (Intra-Bar Repainting)**
This indicator uses high-resolution intra-bar data. As a result, the
values on the **current, unclosed bar** (the real-time bar) will
update dynamically as new intra-bar data arrives. This includes
the values used for real-time alerts in 'Structure' and
'Delta' modes.
---
**DISCLAIMER**
1. **For Informational/Educational Use Only:** This indicator is
provided for informational and educational purposes only. It does
not constitute financial, investment, or trading advice, nor is
it a recommendation to buy or sell any asset.
2. **Use at Your Own Risk:** All trading decisions you make based on
the information or signals generated by this indicator are made
solely at your own risk.
3. **No Guarantee of Performance:** Past performance is not an
indicator of future results. The author makes no guarantee
regarding the accuracy of the signals or future profitability.
4. **No Liability:** The author shall not be held liable for any
financial losses or damages incurred directly or indirectly from
the use of this indicator.
5. **Signals Are Not Recommendations:** The alerts and visual signals
(e.g., crossovers) generated by this tool are not direct
recommendations to buy or sell. They are technical observations
for your own analysis and consideration.
Pristine Value Areas & MGIThe Pristine Value Areas indicator enables users to perform comprehensive technical analysis through the lens of the market profile in a fraction of the time! 🏆
A Market Profile is a charting technique devised by J. Peter Steidlmayer, a trader at the Chicago Board of Trade (CBOT), in the 1980's. He created it to gain a deeper understanding of market behavior and to analyze the auction process in financial markets. A market profile is used to analyze an auction using price, volume, and time to create a distribution-based view of trading activity. It organizes market data into a bell-curve-like structure, which reveals areas of value, balance, and imbalance.
💠 How is a Value Area Calculated?
A value area is a distribution of 68%-70% of the trading volume over a specific time interval, which represents one standard deviation above and below the point of control, which is the most highly traded level over that period.
The key reference points are as follows:
Value area low (VAL) - The lower boundary of a value area
Value area high (VAH) - The upper boundary of a value area
Point of Control (POC) - The price level at which the highest amount of a trading period's volume occurred
If we take the probability distribution of trading activity and flip it 90 degrees, the result is our Pristine Value Area!
Market Profile is our preferred method of technical analysis at Pristine Capital because it provides an objective and repeatable assessment of whether an asset is being accumulated or distributed by institutional investors. Market Profile levels work remarkably well for identifying areas of interest, because so many institutional trading algorithms have been programmed to use these levels since the 1980's!
The benefits of using Market Profile include better trade location, improved risk management, and enhanced market context. It helps traders differentiate between trending and consolidating markets, identify high-probability trade setups, and adjust their strategies based on whether the market is in balance (consolidation) or imbalance (trending). Unlike traditional indicators that rely on past price movements, Market Profile provides real-time insights into trader behavior, giving an edge to those who can interpret its nuances effectively.
Virgin Point of Control (VPOC) - A point of control from a previous time period that has not yet been revisited in subsequent periods. VPOCs are great for identifying prior supply or demand zones.
Below is a great example of price reversing lower after taking out an upside VPOC
💠 Are all POCs Created Equal?
If POCs are used to gauge supply & demand zones at key levels, then a POC with higher volume should be viewed as more significant than a POC that traded lower volume, right? We created Golden POCs as a tool to identify high volume POCs on all timeframes.
Golden POC (GPOC) - A POC that traded the highest volume compared to prior POCs (proprietary to Pristine Capital)
We calculate value areas for the following time intervals based on the user selected timeframe:
5 Minute and 15 Minute Timeframes -> Daily Value Area
The daily value area paints the distribution of the PRIOR session's trading activity. The "d" in the label references for VAHd, POCd and VALd is a visual cue that value area shown is daily.
1 Hour Timeframe -> Weekly Value Area
The weekly value area paints the distribution of the PRIOR week's trading activity. The "w" in the label references for VAHw, POCw and VALw is a visual cue that value area shown is weekly.
1 Day Timeframe -> Monthly Value Area
The monthly value area paints the distribution of the PRIOR month's trading activity. The "m" in the label references for VAHm, POCm and VALm is a visual cue that value area shown is monthly.
1 Week Timeframe -> Yearly Value Area
The yearly value area paints the distribution of the PRIOR year's trading activity. The "y" in the label references for VAHy, POCy and VALy is a visual cue that value area shown is yearly.
💠 What is a developing value area?
The developing value area provides insight into the upcoming value area while it is still forming! It appears when 80% of the way through the current value area. As the end of a trading period approaches, it can make sense to start trading off the developing value area. When the time period flips, the developing value area becomes the active value area!
💠 Value Areas Trading Setups
Two popular market profile concepts are the bullish and bearish 80% rules. The concept is that there is an 80% probability that the market will traverse the entire relevant value area.
Bullish 80% Rule - If a security opens a period below the value area low , and subsequently closes above it, the bullish 80% rule triggers, turning the value area green. One can trade for a move to the top of the value area, using a close below the value area low as a potential stop!
In the below example, HOOD triggered the bullish 80% rule after it reclaimed the monthly value area!
HOOD proceeded to rally through the monthly value area and beyond in subsequent trading sessions. Finding the first stocks to trigger the bullish 80% rule after a market correction is key for spotting the next market leaders!
Bearish 80% Rule - If a security opens a period above the value area high , and subsequently closes below it, the bearish 80% rule triggers, turning the value area red. One can trade for a move to the bottom of the value area, using a close above the value area high as a potential stop!
ES proceeded to follow through and test the value area low before trending below the weekly value area
Value Area Breakouts - When a security is inside of value, the auction is in balance. When it breaks out from a value area, it could be entering a period of price discovery. One can trade these breaks out of value with tight risk control by setting a stop inside the value area! These breakouts can be traded on all chart timeframes depending on the timeframe of the individual trader. Combining multiple timeframes can result in even more effective trading setups.
RBLX broke out from the monthly value area on 4/22/25👇
RBLX proceeded to rally +62.78% in 39 trading sessions following the monthly VAH breakout!
💠 Market Generated Information to Improve Your Situational Awareness!
In addition to the value areas, we've also included stat tables with useful market generated information. The stats displayed vary based on the timeframe the user has up on their screen. This incentivizes traders to check the chart on multiple timeframes before taking a trade!
Metrics Grouped By Use Case
Performance
▪ YTD α - YTD Alpha (α) measures the risk-adjusted, excess return of a security over its user defined benchmark, on a year-to-date basis.
▪ MTD α - MTD Alpha (α) measures the risk-adjusted, excess return of a security over its user defined benchmark, on a month-to-date basis.
▪ WTD α - WTD Alpha (α) measures the risk-adjusted, excess return of a security over its user defined benchmark, on a week-to-date basis.
▪ YTD %Δ - Year-to-date percent change in price
▪ MTD %Δ - Month-to-date percent change in price
▪ WTD %Δ - Week-to-date percent change in price
Volatility
▪ ATR % - The Average True Range (ATR) expressed as a percentage of an asset's price.
▪ Beta - Measures the price volatility of a security compared to the S&P 500 over the prior 5 years (since inception if 5 years of data is not available)
Risk Analysis
▪ LODx - Low-of-day extension - ATR % multiple from the low of day (measures how extended a stock is from its low of day)
▪ MAx - Moving average extension - ATR % multiple from the user-defined moving average (measures how extended a security is from its moving average). Default moving average = 50D SMA
Why does MAx matter?
MAx measures the number of ATR % multiples a security is trading away from a key moving average. The default moving average length is 50 days.
MAx can be used to identify mean reversion trades . When a security trends strongly in one direction and moves significantly above or below its moving average, the price often tends to revert back toward the average.
Example, if the ATR % of the security is 5%, and the stock is trading 50% higher than the 50D SMA, the MAx would be 50%/5% = 10. A user might opt to take a countertrend trade when the MAx exceeds a predetermined level.
The MAx can also be useful when trading breakouts above or below the key moving average of your choosing. The lower the MAx, the tighter stop loss one can take if trading against that level.
Identifying an extreme price extension using MAx 👇
Price mean reverted immediately following the high MAx 👇
💠 Trend Analysis
The Trend Analysis section consists of short-term and long-term stage analysis data as well as the value area timeframe and price in relation to the value area.
Stage Analysis
▪ ST ⇅ - Short-term stage analysis indicator
▪ LT ⇅ - Long-term stage analysis indicator
Short-term and long-term stage analysis data is provided in the two rightmost columns of each table. The columns are labeled ST ⇅ and LT ⇅.
Why is Stage Analysis important? Popularized by Stan Weinstein, stage analysis is a trend following system that classifies assets into four stages based on price-trend analysis.
The problem? The interpretation of stage analysis is highly subjective. Based on the methodology provided in Stan Weinstein’s books, five different traders could look at the same chart, and come to different conclusions as to which stage the security is in!
We solved for this by creating our own methodology for classifying stocks into stages using moving averages. This indicator automates that analysis, and produces short-term and long-term trend signals based on user-defined key moving averages. You won’t find this in any textbook or course, because it’s completely unique to the Pristine trading methodology.
Our indicator calculates a short-term trend signal using two moving averages; a fast moving average, and a slow moving average. We default to the 10D EMA as the fast moving average & the 20D SMA as the slow moving average. A trend signal is generated based on where price is currently trading with respect to the fast moving average and the slow moving average. We use the signal to guide shorter-term swing trades.
In general, we want to take long trades in stocks with strengthening trends, and short trades in stocks with weakening trends. The user is free to change the moving averages based on their own short-term timeframe. Every trader is unique!
The same process is applied to calculate the long-term trend signal. We default to the 50D SMA as our fast moving average, and the 200D SMA as the slow moving average for the LT ⇅ signal calculation, but users can change these to fit their own unique trading style.
What is Stage 1?
Stage 1 identifies stocks that transitioned from downtrends, into bottoming bases.
Stage 1A - Bottom Signal: Marks the first day a security shows initial signs of recovery after a downtrend, with early indications of strength emerging.👇
Stage 1B - Bottoming Process: Identifies the ongoing phase where the security continues to stabilize and strengthen, confirming the base-building process after the initial signal.👇
Stage 1R - Failed Uptrend: Detects when a security that had entered an early uptrend loses momentum and slips back into a bottoming phase, signaling a failed breakout.👇
What is Stage 2?
Stage 2 identifies stocks that transitioned from bottoming bases to uptrends.
Stage 2A - Breakout: Marks the first day a security decisively breaks out, signaling the start of a new uptrend.👇
Stage 2B - Uptrend: Identifies when the security continues to trade in an established uptrend following the initial breakout, with momentum building but not yet showing full strength.👇
Stage 2C - Strong Uptrend: Detects when the uptrend strengthens further, with the security displaying clear signs of accelerating strength and buying pressure.👇
Stage 2R - Failed Breakdown: Detects when a security that had recently entered a corrective phase reverses course and reclaims its upward trajectory, moving back into an uptrend.👇
What is Stage 3?
Stage 3 identifies stocks that transitioned from uptrends to topping bases.
Stage 3A - Top Signal: Marks the first day a security shows initial signs of weakness after an uptrend, indicating the start of a potential topping phase.👇
Stage 3B - Topping Process: Identifies the period following the initial signal when the security continues to show signs of distribution and potential trend exhaustion.👇
Stage 3R - Failed Breakdown: Detects when a security that had entered a deeper corrective phase reverses upward, recovering enough strength to re-enter the topping phase.👇
What is Stage 4?
Stage 4 identifies stocks that transitioned from topping bases to downtrends.
Stage 4A - Breakdown: Marks the first day a security decisively breaks below key support levels, signaling the start of a new downward trend.👇
Stage 4B - Downtrend: Identifies when the security continues to trend lower following the initial breakdown, with sustained bearish momentum, though not yet fully entrenched.👇
Stage 4C - Strong Downtrend: Detects when the downtrend intensifies, with the security displaying clear signs of accelerating weakness and selling pressure.👇
Stage 4R - Failed Bottom: Detects when a security that had begun to show early signs of bottoming reverses course and resumes its decline, falling back into a downtrend.👇
Stage N/A - Recent IPO: Applies to stocks that recently IPO’ed and don’t have enough data to calculate all necessary moving averages.
Value Area
In Trend Analysis, the value area information is helpful to gauge price in relation to the value area.
▪ VA(y) - Categorizes the security based on the relation of price to the yearly value area
▪ VA(m) - Categorizes the security based on the relation of price to the monthly value area
▪ VA(w) - Categorizes the security based on the relation of price to the weekly value area
Value area states:
▪ ABOVE = Price above the value area high
▪ BELOW = Price below the value area low
▪ INSIDE = Price inside the value area
▪ Bull 80% = Bullish 80% rule in effect
▪ Bear 80% rule = Bearish 80% rule in effect
For example, in the chart above, VA(m) - ABOVE indicates a monthly value area and price is above the VAH.
💠 What Makes This Indicator Unique
There are many value area indicators, however...
Value Area
▪ Golden POC (GPOC) - This is a proprietary concept.
▪ Unique Label Customization
Pristine value areas often comprehensive and unique label customizations. Styles include options to display any combination of the following on your labels:
• Price levels associated with market profile levels
• % distance of market profile levels from security price
• ATR% extension of market profile levels from security price
Multi-Timeframe Analysis
Based on the chart timeframe, unique market generated information is shown to facilitate multi-timeframe analysis.
▪ Weekly Timeframe
On the weekly timeframe the focus is the bigger picture and the metrics reflect this perspective. Performance data includes YTD Alpha and YTD percent change in price. Volatility is measured using ATR % and the industry standard beta. Trend analysis for this higher timeframe include the 52-week range, which measures where a security is trading in relation to its 52wk high and 52wk low. Also included is the where price is in relation to yearly value area.
▪ Daily Timeframe
As one drills down to the daily timeframe, the performance metrics include MTD alpha and MTD percent change in price.
Risk analysis includes the low-of-day extension (LODx), which is the ATR % multiple from the low of the day, to measures how extended a stock is from its low of day. In addition, the moving average extension (MAx) is the ATR % multiple from the user-defined moving average, measures how extended a security is from its
moving average. The default moving average is the 50D SMA, however this can be customized in Settings.
Trend Analysis on the daily timeframe includes the Pristine Capital methodology for classifying stocks into stages using moving averages. Both short-term and long-term stage analysis data is included. Finally, price in relation to monthly value area is shown.
▪ Hourly Timeframe
An the hourly timeframe, performance metrics include WTD alpha and WTD percent change in price. Trend analysis includes the daily closing range (DCR) and price in relation to weekly value area.
💠 Settings and Preferences
💠 Acknowledgements
We'd like to thank @dgtrd, a TradingView Pine Wizard, for his insight on the finer details when working with volume profiles.
Money Flow Profile [Angel Algo]Money Flow Profile
Overview
This indicator is designed to analyze trading activity and identify key supply and demand zones using volume and money flow data. It is an advanced tool for traders who want to incorporate volume profile analysis into their trading strategy, enhancing their ability to spot potential reversal zones and understand market sentiment.
Features
1. Customizable Lookback Period
Description: Users can specify the number of bars to consider in the volume profile calculation, allowing for flexible analysis over different periods.
Functionality: This setting adjusts the depth of historical data analyzed, enabling traders to tailor the indicator to various trading styles and timeframes.
2. Row Size Configuration
Description: This input determines the number of rows (or price levels) displayed in the volume profile.
Functionality: By adjusting the row size, traders can get a more granular or more generalized view of trading activity at different price levels.
3. Data Source Selection
Options: Volume, Money Flow
Description: Traders can choose between using traditional volume data or money flow for the volume profile calculation.
Functionality: Money flow incorporates both price and volume to give a more comprehensive view of market buying and selling pressure, while volume focuses solely on trading activity.
Volume:
Money Flow:
4. Color Gradient for Volume Intensity
Description: The script allows setting maximum and minimum colors to create a gradient that visually represents the intensity of trading activity.
Functionality: This visual aid helps traders quickly identify areas of high and low trading activity, enhancing the interpretability of the volume profile.
Advanced Analysis: Supply and Demand Zones
1. Sentiment Analysis-Based Zoning
Description: The script analyzes the volume profile bars above and below the current close price to detect zones with significant buying or selling pressure.
Methodology:
Supply Zones: Identified by analyzing bars above the current close and finding the area with the highest selling pressure, indicated by volume delta.
Demand Zones: Identified by analyzing bars below the current close and finding the area with the highest buying pressure.
2. Volume Delta Calculation
Description: Volume delta, the difference between buy and sell volumes, is used to gauge the strength of buying or selling pressure at each price level.
Functionality: This calculation helps pinpoint the most significant supply and demand zones, providing traders with potential entry and exit points based on market sentiment.
Usage Scenario
This indicator is particularly useful for traders who focus on intraday trading, swing trading, or any strategy that benefits from understanding volume dynamics and sentiment at specific price levels. It allows traders to visually assess which levels are likely to act as resistance or support, based on historical trading activity and current market sentiment.
Conclusion
By integrating both traditional and innovative analytical methods, this Indicator offers a powerful tool for market analysis. Its flexibility and depth provide traders with valuable insights into market dynamics.
Pivot Point Profile [LuxAlgo]The Pivot Point Profile indicator groups and displays data accumulated from previous pivot points, providing a comprehensive method for prioritizing and displaying areas of interest directly given by swing highs and lows.
Users have access to common settings present in other profile-type indicators.
🔶 USAGE
The Pivot Point Profile is particularly helpful in identifying highly active reversal zones that have been visited multiple times by price. Because of this, we could generally expect these areas to serve as future points of interest, often acting as support or resistance when re-visited.
The profile displays data associated with both Pivot Highs and Pivot Lows. Each row consists of pivot high and pivot low counts side-by-side, forming the total width of the row.
By analyzing the row as a whole, we can gain a better understanding of WHERE to look for interactions.
By analyzing the pivot counts independently, we can gain a better understanding of WHAT to expect when returning to these areas.
For example:
If a row in the profile contains entirely Pivot Lows, this could be seen as an indication to look for buyers to hold that level for a continuation upwards. A break of this level could be interpreted as a lack of interest from previous buyers at this level, indicating a further move down.
🔹 Concentrated Areas
Each row in the profile displays the current count of high pivots and low pivots within the selected lookback. The largest count for each pivot direction is identified as a "Concentrated Area (CA)", these CAs are highlighted over the chart with a line displaying the average of all pivots within that CA. The CA Average is the average of all pivot points (in the majority direction) within the given row.
These can hold more importance as potential support/resistance areas.
Note: The CA Threshold can be manually adjusted to highlight all rows based on a user-selected value.
🔶 DETAILS
🔹 Calculation
The idea behind the Pivot Point Profile is a new analysis method for pivot points, taking the idea of a volume profile and adapting it to display pivot points instead of volume. By using this data, in theory, we should be able to better prioritize zones to anticipate reversals, as well as identify key levels to watch for buyer & seller interactions to use as confirmations in direction.
The (vertical) width of each row is the product of the script's "Row Size", this is the number of rows that the profile will consist of. With a max of 250, the profile can be decently granular. That being said, A more granular profile will have fewer overlapping pivot points. By decreasing the row size (Using fewer rows in the profile) you will increase the tolerance for grouping pivot points. Potentially leading to a more comprehensive Profile. Inversely, By reducing the tolerance for grouping, you will better visualize only similar highs and lows but may have noisier data to sift through.
The Profile is calculated based on a "Lookback" parameter, using only the lookback amount of previous high and low pivots to calculate the profile. Configuring this parameter alongside "Pivot Length", will allow for great control over the frame of reference of the profile.
Note: This indicator is capable of utilizing the full chart history of pivot points, this can be done by enabling the "Use Full Chart History" setting, this will cause the script will calculate from everything it has access to on your current chart.
🔹 Display
The Pivot Point Profile display can be customized to fit a various range of chart styles and visual needs. The specific settings to adjust these can be located in the "Profile Display" Section of the User Inputs.
Profile Width: Sets the Left to Right Width of the Profile. This is the maximum width that the profile will occupy and will scale to fit within this width.
Profile Offset: Sets the distance of the Profile's Axis from the current chart candle. This moves the entire profile left and right to enable to user to set the distance between the profile and the current candle.
Direction: Changes the display direction of the profile, allowing for "Left", "Right", or "Center" display styles.
🔶 SETTINGS
🔹 Pivot Point Parameters
Pivot Type: Choose between "Fractal Pivots" or "SMC Structure" to use as the basis for pivots.
Length: Sets the length for the pivot calculations.
🔹 Profile Calculations Parameters
Lookback: Sets the number of pivots to calculate within, in increments of high and low pairs. (Setting this to 1 = 1 Pivot High & 1 Pivot Low)
Use Full Chart History: Disregards the set lookback and instead uses all available chart data to calculate from.
Row Size: Sets the total number of rows to calculate the profile with.
🔹 Profile Display
Profile Width: Sets the max left & right width (in bars) that the profile will occupy.
Profile Offset: Sets the distance of the profile axis from the last chart bar.
Direction: Sets the display direction
🔹 Concentrated Areas
Highlight CAs: Extends the rows left from concentrated areas.
CA Threshold: Manually set the threshold for determining concentrated areas, when disabled, only the largest rows will be displayed.
CA Averages: Toggles the concentrated area averages for each pivot direction.
Note: CA Averages can be displayed independently without CA Highlights being displayed, and vice versa.
Price Volume Heatmap [MHA Finverse]Price Volume Heatmap - Advanced Volume Profile Analysis
Unlock the power of institutional-level volume analysis with the Price Volume Heatmap indicator. This sophisticated tool visualizes market structure through volume distribution across price levels, helping you identify key support/resistance zones, high-probability reversal areas, and optimal entry/exit points.
🎯 What Makes This Indicator Unique?
Unlike traditional volume indicators that only show volume over time, this heatmap displays volume distribution across price levels , revealing where the most significant trading activity occurred. The gradient coloring system instantly highlights high-volume nodes (areas of strong interest) and low-volume nodes (potential breakout zones).
📊 Core Features
1. Dynamic Volume Heatmap
- Visualizes volume concentration across 250 customizable price levels
- Gradient color scheme from high volume (white) to low volume (teal/green)
- Adjustable brightness multiplier for enhanced contrast and clarity
- Real-time updates as market conditions evolve
2. Point of Control (POC)
- Automatically identifies the price level with the highest traded volume
- Acts as a magnetic price level where markets often return
- Critical for identifying fair value areas and potential reversal zones
- Customizable line style, width, and color
3. Flexible Lookback Settings
- Lookback Bars: Set any value from 1-5000 bars to control analysis depth
- Visible Range Mode: Analyze only what's currently visible on your chart
- Timeframe-Specific Settings: Different lookback periods for 1m, 5m, 15m, 30m, 1h, Daily, and Weekly charts
- Adapts to your trading style - scalping to position trading
4. Session Separation Analysis
- Tokyo Session: 00:00-09:00 UTC
- London Session: 07:00-16:00 UTC
- New York Session: 13:00-22:00 UTC
- Sydney Session: 21:00-06:00 UTC
- Daily Reset: Analyze each trading day independently
Session separation allows you to understand volume distribution specific to each major trading session, revealing institutional order flow patterns and session-specific support/resistance levels.
5. Profile Width Options
- Dynamic: Profile width adjusts based on lookback period
- Fixed Bars: Set a specific bar count for consistent profile width
- Extend Forward: Project the profile into future bars for planning trades
6. Smart Alerts
- POC crossover/crossunder alerts
- New session start notifications
- Never miss critical price action at high-volume nodes
📈 How to Use This Indicator Professionally
Understanding Market Structure:
High Volume Nodes (HVN):
- Appear as bright/white areas in the heatmap
- Represent price levels where significant trading occurred
- Act as strong support/resistance zones
- Markets often consolidate or bounce from these levels
- Trading Strategy: Look for entries when price tests HVN areas with confluence from other indicators
Low Volume Nodes (LVN):
- Appear as darker/teal areas in the heatmap
- Represent price levels with minimal trading activity
- Price tends to move quickly through these areas
- Often form "gaps" in the volume profile
- Trading Strategy: Expect rapid price movement through LVN zones; avoid placing stop losses here
Point of Control (POC):
- The single most important price level in your analysis window
- Represents the fairest price where maximum volume traded
- Price gravitates toward POC like a magnet
- Trading Strategy:
* When price is above POC: bullish bias, POC acts as support
* When price is below POC: bearish bias, POC acts as resistance
* POC breaks often lead to significant trend changes
Session-Based Analysis:
Use session separation to understand how different market participants trade:
Asian Session (Tokyo/Sydney):
- Typically lower volatility and range-bound
- Volume profiles often show tight, balanced distribution
- Use for identifying overnight ranges and gap fill zones
London Session:
- Highest volume session for forex pairs
- Often shows strong directional bias
- Look for breakouts from Asian ranges during London open
New York Session:
- Maximum participation when overlapping with London
- Institutional order flow most visible
- POC during NY session often becomes key level for following sessions
🎯 Practical Trading Applications
1. Identifying Support & Resistance:
High volume nodes from the heatmap are far more reliable than traditional swing highs/lows. When price approaches an HVN, expect reaction - either a bounce or a significant breakout if breached.
2. Trend Confirmation:
- Healthy uptrend: POC rising over time, HVN forming at higher levels
- Healthy downtrend: POC falling over time, HVN forming at lower levels
- Consolidation: POC relatively flat, volume balanced across range
3. Breakout Trading:
When price breaks through a Low Volume Node with momentum, it often continues to the next High Volume Node. Use LVN areas as measured move targets.
4. Reversal Zones:
Multiple HVN stacking on top of each other creates a "volume shelf" - an extremely strong support/resistance zone where reversals are highly probable.
5. Risk Management:
- Place stops beyond HVN areas (not within LVN zones)
- Size positions based on distance to nearest HVN
- Use POC as trailing stop level in trending markets
⚙️ Recommended Settings
For Day Trading (Scalping/Intraday):
- Lookback: 200-500 bars
- Rows: 200-250
- Enable session separation for your primary trading session
- Profile Width: Dynamic or Fixed Bars (30-50)
For Swing Trading:
- Lookback: 500-1000 bars
- Rows: 250
- Session separation: Daily Reset
- Profile Width: Dynamic
For Position Trading:
- Lookback: 1000-3000 bars
- Rows: 250
- Use timeframe-specific settings
- Profile Width: Extend Forward (20-50 bars)
💡 Pro Tips
1. Combine this indicator with price action analysis - volume confirms what price is telling you
2. Watch for POC convergence with other technical levels (fibonacci, pivot points, moving averages)
3. Volume at extremes (tops/bottoms of heatmap) often indicates exhaustion
4. Session POC from previous sessions often acts as magnet for current session
5. Increase brightness multiplier (1.5-2.5) for clearer visualization on busy charts
6. Use "Number of Sessions to Display" to analyze consistency of volume levels across multiple sessions
🎨 Customization
Fully customizable visual appearance:
- Gradient colors for volume visualization
- POC line thickness, color, and style
- Session line colors and visibility
- All settings organized in intuitive groups
⚠️ Disclaimer
This indicator is a technical analysis tool and should not be used as the sole basis for trading decisions. Always combine volume analysis with proper risk management, fundamental analysis, and other technical indicators. Past performance does not guarantee future results.
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Support & Updates
Regular updates and improvements are made to enhance functionality. For questions, suggestions, or bug reports, please use the comments section below.
Happy Trading! 📊💹
Aggressive VS Passive Orders Depletion @MaxMaserati 3.0Aggressive VS Passive Orders Depletion Indicator
Overview
This institutional-grade order flow analysis tool identifies and tracks limit order accumulation zones where significant buy and sell orders are placed in the market. It combines Highest Volume Candle Profile analysis with Market Structure detection to reveal where institutional traders have positioned their orders, and monitors in real-time whether these orders are being absorbed (depleted) or defended.
Core Concept: Order Block Detection & Depletion
This tool tracks the actual limit orders at key price levels and shows you:
Where institutional orders are placed (Buy Order Blocks vs Sell Order Blocks)
How strong these order zones are (original volume strength as %)
Real-time order flow activity (aggressive buyers vs aggressive sellers)
Depletion status (are the orders being consumed or defended?)
How It Works: Dual-Engine System
Engine 1: Volume Profile Analysis - Point of Control (POC) Detection
Divides price range into 25 horizontal levels (configurable)
Analyzes the last 120 bars (configurable lookback)
Distributes volume across price levels based on where each bar traded
Identifies the Point of Control (POC) - the price level with highest traded volume
Determines market bias: Bullish if price above POC, Bearish if below
Purpose: Shows where the majority of volume has been traded, indicating institutional accumulation zones and fair value areas.
Engine 2: Market Structure Analysis (PHL - Pivot High/Low)
Uses fractal pivot detection (configurable strength)
Identifies swing highs and lows that create market structure
Tracks Break of Structure (BOS) - price breaks recent swing in trend direction
Tracks Market Structure Shift (MSS) - price breaks swing points against trend
Maintains a trailing price at the most recent significant swing point
Purpose: Identifies where smart money is likely defending key structural levels with limit orders.
Key Innovation #1: Dynamic Confluence Zone Detection
When the Volume Profile POC and Market Structure trail price align within a configurable sensitivity threshold (default 1.0%), the indicator creates an Order Block Zone.
The Algorithm:
Monitors both engines continuously
Creates zones ONLY when POC is within X% of the structural swing point
Both engines must agree on the significance of the price level
Optional volume confirmation filter
This dual-confirmation approach filters out weak levels and highlights only the highest-probability zones where institutional orders are likely clustered.
Zone Types:
🟢 Buy Order Blocks (Support) - Created when confluence occurs with price above the zone. Represents accumulated buy limit orders waiting to support price.
🔴 Sell Order Blocks (Resistance) - Created when confluence occurs with price below the zone. Represents accumulated sell limit orders waiting to resist price.
Key Innovation #2: Real-Time Aggressive VS Passive Order Flow Analysis
The indicator performs sophisticated order flow decomposition on each candle that interacts with a zone, separating market activity into distinct categories:
Order Flow Categories:
1. Aggressive Orders - Market orders that consume liquidity
Aggressive Buy Volume: Market buys hitting sell limits (taking offers)
Aggressive Sell Volume: Market sells hitting buy limits (hitting bids)
Marked with (AGG) label when detected
Indicates urgent traders willing to pay the spread
2. Passive Orders - Limit orders adding liquidity
Passive Buy Volume: New buy limits being placed (making bids)
Passive Sell Volume: New sell limits being placed (making offers)
Shows patient traders providing liquidity
3. New Order Flow - Fresh buying/selling pressure
New Buyers: Total new buying activity (aggressive + passive)
New Sellers: Total new selling activity (aggressive + passive)
Net pressure indicator for zone health
Key Innovation #3: Advanced Order Flow Decomposition Algorithm
The indicator uses a proprietary candle analysis formula to separate aggressive from passive orders based on two key metrics:
Key Metrics:
Body Strength = |Close - Open| / (High - Low)
Close Position = (Close - Low) / (High - Low)
Bullish Candle Analysis:
Strong Aggressive Buying (Close Position ≥ 0.8 AND Body Strength ≥ 0.7):
90% aggressive buying, 10% passive selling, 90% new buyers
Moderate Aggressive Buying (Close Position ≥ 0.6 AND Body Strength ≥ 0.5):
70% aggressive buying, 20% passive selling, 80% new buyers, 20% new sellers
Weak Bullish (Close Position ≥ 0.5):
0-30% aggressive buying, 20-30% passive selling, 60% new buyers, 40% new sellers
Very Weak Bullish (Close Position < 0.5):
0% aggressive buying, 40% passive selling, 40% new buyers, 60% new sellers
Bearish Candle Analysis:
Strong Aggressive Selling (Close Position ≤ 0.2 AND Body Strength ≥ 0.7):
90% aggressive selling, 10% passive buying, 90% new sellers
Moderate Aggressive Selling (Close Position ≤ 0.4 AND Body Strength ≥ 0.5):
70% aggressive selling, 20% passive buying, 80% new sellers, 20% new buyers
Weak Bearish (Close Position ≤ 0.5):
0-30% aggressive selling, 20-30% passive buying, 60% new sellers, 40% new buyers
Very Weak Bearish (Close Position > 0.5):
0% aggressive selling, 40% passive buying, 40% new sellers, 60% new buyers
What This Reveals:
High close position + strong body = Aggressive buying overwhelming sellers
Low close position + strong body = Aggressive selling overwhelming buyers
Mid-range close = Battle between buyers and sellers
Small body = Passive orders dominating (limit orders being placed, not filled)
Key Innovation #4: Dynamic Depletion System with Intelligent Thresholds
The indicator adapts depletion thresholds based on zone strength:
High Liquidity Zones (>300% volume strength):
Depletion at 40% consumption - Massive clusters considered broken early because partial depletion indicates institutional withdrawal
Medium Liquidity Zones (150-300% volume strength):
Depletion at 60% consumption - Standard institutional behavior, majority must be consumed
Normal Liquidity Zones (75-150% volume strength):
Depletion at 80% consumption - Retail and smaller institutional zones need near-complete absorption
Low Liquidity Zones (<75% volume strength):
Depletion at 100% consumption - Weak zones must be fully absorbed before marked depleted
Why This Matters:
Strong zones failing early = powerful reversal signal (institutions gave up)
Weak zones holding = hidden strength (more orders being added)
Adaptive logic prevents false signals from fixed thresholds
Depletion Formula:
For Buy Order Zones:
Zone Liquidity % = (Original Buy Volume / Average Volume) × 100
Consumed % = (Sell Volume Absorbed / Average Volume) × 100
If Consumed Volume > Dynamic Threshold → Zone DEPLETED
For Sell Order Zones:
Zone Liquidity % = (Original Sell Volume / Average Volume) × 100
Consumed % = (Buy Volume Absorbed / Average Volume) × 100
If Consumed Volume > Dynamic Threshold → Zone DEPLETED
Key Innovation #5: Absorption Detection & Battle Analysis
The indicator identifies when one side is overwhelming the other using a configurable Absorption Threshold (default 1.5x = 50% more volume).
Battle States for Buy Order Blocks:
New Buyers Dominating (New Buyers > New Sellers × 1.5):
Label: ↑ New Buyers: +X% - Buy orders successfully defended
Sellers Attacking (New Sellers > New Buyers × 1.5):
Label: ↓ Sellers Attack: +X% (AGG) - Sell orders overwhelming the zone
Active Battle (Both active, <1.5x ratio):
Label: Battle: B+X% vs S+Y% - Active two-way order flow
Quiet Zone (Minimal activity):
Label: ↔ Quiet: X% - Zone untested or ignored
Battle States for Sell Order Blocks:
New Sellers Dominating (New Sellers > New Buyers × 1.5):
Label: ↓ New Sellers: +X% - Sell orders successfully defended
Buyers Absorbing (New Buyers > New Sellers × 1.5):
Label: ↑ Buyers Absorb: +X% (AGG) - Buy orders overwhelming the zone
Active Battle (Both active, <1.5x ratio):
Label: Battle: S+X% vs B+Y% - Active two-way order flow
Quiet Zone (Minimal activity):
Label: ↔ Quiet: X% - Zone untested or ignored
The (AGG) Marker:
Appears when aggressive market orders are detected (high body strength + extreme close position). Indicates institutional-sized urgency—someone is willing to pay market price NOW. Often precedes breakouts or strong continuations.
Label System Explained
No Label = Untested Zone
When a zone is first created, you see ONLY the colored box with NO label. This means:
Price has NOT yet reached this order block
The limit orders are still pending/resting
The zone is a future area of interest
Labels only appear after first price contact
Label Format (After First Touch):
Line 1: ● XX% Order Type
Line 2: Flow Analysis
Example Labels:
Buy Order Blocks:
● 150% Buy Orders + ↑ New Buyers: +85%
● 150% Buy Orders + ↑ New Buyers: +120% (AGG)
● 150% Buy Orders + Battle: B+45% vs S+38%
● 150% Buy Orders + ↓ Sellers Attack: +95% (AGG)
● 150% Buy Orders + ↓ Sellers Attack: +95% (AGG)
● 150% Buy Orders
Sell Order Blocks:
● 200% Sell Orders + ↓ New Sellers: +110%
● 200% Sell Orders + ↓ New Sellers: +140% (AGG)
● 200% Sell Orders + Battle: S+62% vs B+41%
● 200% Sell Orders + ↑ Buyers Absorb: +88% (AGG)
● 200% Sell Orders + ↑ Buyers Absorb: +88% (AGG)
● 200% Sell Orders
Status Indicators:
- Price penetrated through the zone
- Orders fully consumed, zone exhausted
Gray color - Zone no longer active
Directional Arrows:
↑ - Upward pressure (buyers stronger)
↓ - Downward pressure (sellers stronger)
↔ - Balanced/quiet (low activity)
↗ / ↘ - Mixed battle with bias
Point of Control (POC) Sub-Level Analysis
Each order block contains advanced volume distribution tracking:
Multi-Level Analysis (default 5 levels): Zones subdivided into horizontal price levels
Volume Distribution: Every candle's volume distributed across sub-levels based on price overlap
Buy/Sell Separation: Each level tracks buy vs sell volume independently
Dynamic POC Line: Marks the price level with highest traded volume within the zone
Real-Time Updates: POC adjusts as new volume enters, showing where "fairest price" is migrating
Style Options: Solid, Dashed, or Dotted lines (configurable width 1-5)
POC Trading Significance:
Represents the most accepted price within the order block
Often the best entry price for limit orders (highest liquidity)
POC migration shows whether zone is being "worked higher" or "worked lower"
Breaking through POC often signals zone failure
Key Settings
Volume Profile:
Lookback Period: 120 bars (historical period for POC)
Price Rows: 25 levels (granularity of volume distribution)
Volume Confirmation: Require structure breaks to align with volume bias
Market Structure:
Pivot Strength: 1 (swing detection sensitivity)
Show Trail: Optional trailing price visualization
Confluence Detection:
Sensitivity: 1.0% (distance threshold for POC/Structure alignment)
Lower = Stricter confluence, fewer zones
Higher = More zones detected
Order Flow Analysis:
Show Real-Time Order Flow: Live buyer/seller activity
Show Aggressive Markers: (AGG) labels for market orders
Show Directional Arrows: Price direction indicators (↑↓↔↗↘)
Absorption Threshold: 1.5x (when one side overwhelms the other)
1.5 = 50% more volume needed
2.0 = 100% more (stricter)
1.2 = 20% more (more sensitive)
Visual Options:
Hide Depleted Zones: Auto-remove exhausted blocks
Smart Bar Coloring: Color candles based on signal alignment
Zone Colors: Customize buy/sell colors
Label Text Size: Tiny, Small, Normal, Large
POC Settings:
Show POC Lines: Toggle Point of Control display
POC Analysis Levels: 3-10 levels
Line Width: 1-5 pixels
Line Style: Solid, Dashed, or Dotted
Trading Applications
1. Institutional Order Detection - Identify where large players positioned limit orders using Volume Profile POC + Market Structure confluence
2. Support/Resistance Validation - Dual confirmation filters weak levels, highlights high-probability reversal areas
3. Order Flow Imbalance Trading - Trade in direction of aggressive flow using (AGG) markers, fade zones showing absorption
4. Breakout/Breakdown Confirmation - and statuses validate moves through key levels
5. Liquidity Hunting - Track stop-loss clusters, anticipate stop runs based on depletion patterns
6. Entry Refinement - Use POC lines for precise limit placement at "fairest price" within zones
Combined Signal System
HVN Volume Profile × Market Structure Signals:
STRONG BUY: Both engines bullish + structure break up + volume confirmation
BUY: Bullish bias with partial confirmation
WEAK BUY: Early bullish signals
STRONG SELL: Both engines bearish + structure break down + volume confirmation
SELL: Bearish bias with partial confirmation
WEAK SELL: Early bearish signals
Alert Conditions:
Strong Buy/Sell signals (with volume confirmation)
Confluence zone activation (new order block created)
Order block depletion (zone exhausted)
What Makes This Indicator Unique
Industry-Standard Foundation:
Volume Profile POC detection + Market Structure analysis (swing pivots, BOS/MSS) + Point of Control tracking
Unique Innovations:
Dynamic Confluence Algorithm + Aggressive vs Passive Order Flow Decomposition + Adaptive Depletion Thresholds + Real-Time Absorption Detection + Battle Analysis with (AGG) markers + Complete Unified Methodology
Technical Excellence:
Resource-optimized (max 50 zones), comprehensive safety checks, multi-tier labeling, flexible customization
Best Practices
Wait for first touch - No label = untested zone
Watch (AGG) markers - Institutional urgency signal
Trust adaptive depletion - Strong zones failing early = major reversal
Use POC for entries - Best price within zone
Combine higher timeframes - Daily/4H zones strongest
Respect zones - Failed support becomes resistance
Follow battle labels - Contested areas show stop clusters
Adjust sensitivity - Tight ranges = lower %, trending = higher %
Performance Notes
Maximum Active Zones: 50 (automatic cleanup)
Maximum Lines: 400 (POC managed dynamically)
Lookback Cap: 1000 bars for optimization
Updates: All calculations on bar close for confirmed signals
Institutional Dominance & Trapped Trader @MaxMaserati 3.0 Institutional Dominance & Trapped Trader Delta Profile @MaxMaserati 3.0
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Overview
The IDT Auction Profile is a professional-grade volume order flow analysis tool that reveals where institutional traders hold Positional Advantage and where retail participants are Trapped. Unlike traditional Volume Profile indicators, the IDT Profile integrates Volume Point Delta (VPD) analysis with advanced pattern recognition to identify the exact price levels where profitable institutional positions create support/resistance, and where losing positions are forced to exit.
This indicator answers the critical questions: Who is in profit? Who is trapped? And where will they defend or exit their positions?
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Core Concept: Dominance vs Trapped Positioning
════════════════════════════════════════════════════════════TThe indicator categorizes all market participants into two strategic positions based on their entry price relative to current market price:
Above Current Price (Resistance Zones)
🔴 Aggressive Sellers in Profit - Sold higher, currently winning. Will defend positions or add to winners.
🟥 Trapped Buyers at Loss - Bought higher, currently losing. Must exit at breakeven, creating resistance.
Below Current Price (Support Zones)
🟢 Aggressive Buyers in Profit - Bought lower, currently winning. Will defend positions or add to winners.
🟩 Trapped Sellers at Loss - Sold lower, currently losing. Must cover at breakeven, creating support.
Maximum Confluence Zones
When Dominant (Profitable) and Trapped (Loss) positions align at the same level, you get the strongest support/resistance zones. These appear as:
🟧 Orange Boxes (Above Price) = Aggressive Sellers + Trapped Buyers = STRONGEST RESISTANCE
🟨 Yellow Boxes (Below Price) = Aggressive Buyers + Trapped Sellers = STRONGEST SUPPORT
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VOLUME ANALYSIS
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1. VPD Column (Volume Point Delta)
Net aggressive pressure at each price level (Buying Volume - Selling Volume).
Bullish Delta (Green): Buyers dominated the auction at this level
Bearish Delta (Red): Sellers dominated the auction at this level
Smart Coloring: Automatically highlights institutional patterns (icebergs, absorption, spikes, failed auctions)
2. VPS Column (Volume Point of Sell - ASK Volume)
Aggressive buying volume that "lifted the offer" by hitting ask prices.
Represents participants who paid the ask price to enter long
When price is below this level = These buyers are in profit
When price is above this level = These sellers who got hit are in profit
3. VPB Column (Volume Point of Buy - BID Volume)
Aggressive selling volume that "hit the bid" by taking bid prices.
Represents participants who sold at bid price to enter short
When price is above this level = These sellers are in profit
When price is below this level = These buyers who got hit are in profit
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🧠 ADVANCED INSTITUTIONAL PATTERNS DETECTION
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The indicator uses statistical analysis (standard deviation, moving averages, hit counting) to identify institutional footprints:
Failed Auctions ⚡
"BUYERS TRAPPED" or "SELLERS TRAPPED" labels
High volume entered, but price immediately reversed
Creates extreme concentrations of losing positions
Trading Implication: High-probability reversal zones where trapped participants must exit
Volume Spikes 📈📉
Bright green/red bars in VPD column
Volume exceeds average by 2+ standard deviations
Represents aggressive institutional entry
Trading Implication: Potential trend continuation or setup for failed auction
Absorption Zones 🛡️
Yellow/Orange colored bars
Large passive orders absorbing aggressive volume without price movement
Indicates accumulation (bullish) or distribution (bearish)
Trading Implication: Institutional positioning before major moves
Iceberg Orders 🧊
Cyan colored bars with high hit counts
Same price level shows repeated volume without clearing
Reveals hidden institutional limit orders split into small pieces
Trading Implication: Strong liquidity magnets, price often returns here
Volume Exhaustion 💜
Purple colored bars
Sharp volume drop (50%+) after spike
Momentum exhausted, participants depleted
Trading Implication: Potential reversal or consolidation ahead
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Colors bars based on detected patterns vs simple red/green
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Yellow = Bullish battles won
Orange = Bearish battles won
Cyan = Iceberg orders
Purple = Large passive orders
Bright Green = Buying spikes
Bright Red = Selling spikes
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Confluence Scoring ⭐
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Each price level receives 1-5 stars based on:
Volume spike presence (+2 stars)
Absorption pattern (+1 star)
Large passive orders (+1 star)
Proximity to Value Area (+1 star)
Iceberg detection (+2 stars)
Failed auction (+2 stars)
Minimum Signal Strength filter lets you show only levels with ★3+ confluence for highest-quality signals.
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📍 Value Area Analysis
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VAH (Value Area High) - Blue Line
Top of the 70% volume acceptance zone. Price at VAH often rejects downward.
VAL (Value Area Low) - Red Line
Bottom of the 70% volume acceptance zone. Price at VAL often bounces upward.
Trading Applications:
Price outside Value Area → Mean reversion opportunity
Price breaks VA with volume → Trend continuation
Price oscillates within VA → Range-bound, fade extremes
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EXPECTED PORICE BEHAVIOR AT KEY LEVELS
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⚠️ IMPORTANT: These are observed behavioral patterns for educational purposes and backtesting research. Always validate with 250-500+ backtest trades before risking capital. Use this indicator to enhance your existing strategy, not as a standalone system.
1. POC Box Zones (Highest Statistical Relevance)
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🟨 Yellow Boxes (Below Current Price)
Expected Behavior:
Price approaching from above typically encounters buying pressure
Both profitable institutional buyers and trapped short sellers create demand
Common reaction: Price slows, consolidates, or bounces
Failed bounces often lead to rapid breakdown (trapped buyers capitulate)
What Often Happens:
Initial dip into zone → Weak bounce attempt
Second test → Stronger bounce (trapped sellers covering + buyers defending)
Break below → Quick acceleration as both groups exit
Backtesting Focus:
Measure bounce success rate at ★3+ vs ★4-5 zones
Track how often price returns after initial rejection
Compare behavior during trending vs ranging markets
🟧 Orange Boxes (Above Current Price)
Expected Behavior:
Price rallying into zone typically encounters selling pressure
Both profitable institutional sellers and trapped long buyers create supply
Common reaction: Price stalls, consolidates, or rejects
What Often Happens:
Initial push into zone → Weak rejection
Second test → Stronger rejection (trapped buyers exiting + sellers defending)
Break above → Quick acceleration as resistance becomes support
Backtesting Focus:
Measure rejection success rate by confluence score
Track false breakouts vs genuine breakouts
Identify market conditions that favor breakouts vs reversals
2. Failed Auction Zones
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"SELLERS TRAPPED" Labels (Below Price)
Expected Behavior:
High-volume selling that immediately reversed = maximum trapped short positions
When price returns to this level, trapped sellers face pressure to cover
Typical pattern: Price approaches → Initial hesitation → Sharp bounce
Common Price Action:
First retest: Quick spike through level then immediate recovery
Subsequent retests: Stronger bounces as fewer trapped sellers remain
Level becomes support after trapped positions cleared
Backtesting Focus:
Success rate of bounces on first vs second retest
Time decay: Does signal strength diminish after X bars?
Volume characteristics during successful bounces
"BUYERS TRAPPED" Labels (Above Price)
Expected Behavior:
High-volume buying that immediately failed = maximum trapped long positions
Price returning forces trapped buyers to exit at breakeven
Typical pattern: Price approaches → Distribution → Rejection
Common Price Action:
First retest: Shallow penetration then swift rejection
Multiple retests: Weaker rallies as trapped positions cleared
Level becomes resistance until breakout occurs
Backtesting Focus:
How many retests before level breaks?
Volume profile changes on each successive test
Correlation with broader market direction
3. Value Area Dynamics
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Price Outside Value Area (VAH/VAL)
Expected Behavior:
Price beyond 70% volume zone = statistical outlier
Two outcomes: Mean reversion OR trend continuation
Key differentiator: Presence of confluence zones
Mean Reversion Pattern (No Strong Confluence):
Price extends 1-2% beyond VA → Typically reverts toward POC
Weak volume on extension → Higher probability of reversal
Price oscillates back into value area over several bars
Breakout Pattern (With ★4+ Confluence):
Price breaks VA with institutional patterns → Often continues
Strong volume + confluence = New value area forming
Old VA becomes reference point for pullbacks
Backtesting Focus:
Success rate of fades based on distance from VA
Confluence requirements for successful breakouts
Time of day / session impact on VA behavior
4. Iceberg Order Behavior
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Cyan Bars with High Hit Counts
Expected Behavior:
Repeated volume at same level = Large hidden order absorbing
Price typically "tests" iceberg multiple times before resolution
Two outcomes: Absorption complete (break) OR rejection (bounce)
Absorption Phase:
Price approaches → Slows near iceberg → Minimal movement
Volume increases but price range contracts
Acts as temporary support/resistance
Resolution Phase:
Iceberg filled → Sudden acceleration through level
Iceberg defended → Sharp rejection away from level
Post-resolution: Level often becomes support/resistance flip
Backtesting Focus:
Average number of tests before resolution
Volume characteristics when iceberg breaks vs holds
Timeframe impact on iceberg effectiveness
5. Volume Spike Patterns
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Bright Green/Red Bars (Institutional Aggression)
Expected Behavior:
Extreme delta spikes indicate institutional entry
Two scenarios: Continuation (spike in trend direction) OR Exhaustion (spike against trend)
Trend Continuation Spikes:
Spike + ★4+ confluence + aligned with trend = Often continues
Price may consolidate briefly then resume direction
These levels become support/resistance on pullbacks
Exhaustion Spikes:
Spike against trend + followed by reversal = Failed auction forming
High probability of "TRAPPED" label appearing
Often marks short-term extremes
Backtesting Focus:
Distinguish continuation vs exhaustion spikes
Success rate based on trend alignment
Time holding before reversal occurs
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💡 Best Practices
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Start with defaults (200 lookback, 60 rows, ★3 confluence, Classic colors, Smart Coloring ON)
Focus on POC boxes first - These are your highest-probability zones
Combine with price action - Use the profile to explain WHY support/resistance exists
Watch for alignment - Yellow/Orange boxes (both participant types) = strongest levels
Respect failed auctions - "TRAPPED" labels are extreme reversal setups
Use Value Area for context - Price outside VA = opportunity for mean reversion
Trust confluence scores - ★4-5 signals are institutional-grade setups
Adjust timeframe settings - Lower lookback for scalping, higher for position trading
🔧 Technical Notes
Calculation: Enhanced delta using OHLC and volume with wick ratio analysis
Updates: Real-time on every bar close
Performance: Optimized for up to 500 bars lookback and 250 price rows
Compatibility: Works on all symbols and timeframes
Indicator Unique Value
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Unlike standard Volume Profile indicators that only show where volume occurred,
the IDT Auction Profile:
✅ Separates bid vs ask volume to reveal true order flow
✅ Identifies who is profitable vs who is trapped at each level
✅ Detects institutional patterns (icebergs, absorption, failed auctions)
✅ Calculates confluence scores combining multiple factors
✅ Provides clear POC boxes showing exact institutional positioning
✅ Maps positional advantage rather than just volume density
This transforms Volume Profile from a historical volume chart into a strategic positioning map showing institutional dominance and trapped participants.
How to Integrate with Your Strategy
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✅ Proper Uses:
Entry refinement within your existing setups
Intelligent stop placement beyond institutional levels
Objective profit targets at next confluence zones
Trade filtering (only take setups at ★4+ zones)
Understanding market positioning before entry
❌ What It Cannot Do:
Predict direction with certainty
Replace risk management
Account for news/external events
Guarantee profitability
Work in all market conditions
Development Path (12-16 Weeks)
Weeks 1-2: Observation Only
Watch price behavior at key levels
Document patterns without trading
Weeks 3-8: Paper Trading
Simulate trades, track all metrics
Minimum 100 paper trades
Weeks 9-16: Small Size Testing
Minimal capital, real market conditions
Continue tracking, refine rules
After Proven Edge: Scale Position Sizing
Critical Disclaimers
⚠️ Past volume ≠ Future price action
⚠️ Institutional positions change rapidly - these are static snapshots
⚠️ No indicator works 100% - risk management is mandatory
⚠️ Market conditions change - adapt your approach
⚠️ Backtest with YOUR style, YOUR timeframe, YOUR risk tolerance
The indicator reveals WHERE institutions are positioned and HOW they might behave. YOU decide IF, WHEN, and HOW to trade that information.
Not financial advice. For educational and research purposes only.
HTF Candle Profile [ChartPrime]⯁ OVERVIEW
The HTF Candle Profile visualizes higher-timeframe candle structure and its internal volume distribution directly on lower-timeframe charts. It automatically detects changes in higher-timeframe periods (daily, weekly, or monthly) and constructs a complete volume profile for each, allowing traders to see how volume is distributed across the range of that higher-timeframe candle. This helps identify whether momentum is supported by real volume strength or trapped price movement.
⯁ LOGIC
When a new higher-timeframe candle begins, the indicator starts collecting data for its open, high, low, close, and volume range.
Once sufficient bars have passed (defined by the Min Period Profile input), it calculates a full profile using adaptive bin sizing derived from the range (High–Low) and ATR for scaling precision.
The resulting bins represent the volume concentration at each price level of that higher-timeframe candle.
A Point of Control (PoC) is highlighted — the level where the most volume occurred.
The indicator then draws the higher-timeframe candle body and wicks at the chart’s right side, giving visual context of bullish or bearish sentiment.
⯁ FEATURES
Automatic HTF Detection: Identifies new Daily, Weekly, or Monthly periods and updates profiles in real time.
Dynamic Bin Calculation: Automatically adjusts bin size based on ATR and candle height for accurate volume granularity.
Volume Profile Rendering: Displays colored volume bars extending from the candle, showing where trading activity was concentrated.
Higher-Timeframe Candle Representation: Plots the full HTF candle (open, close, high, low) on the right side of the chart for visual clarity.
PoC Level & Labels: Marks the point of maximum volume within the candle profile with a line and volume label.
Configurable Levels: Toggle display of Open, Close, High, Low, and PoC for each higher-timeframe segment.
Color-coded Sentiment: Candle and profile colors reflect bullish or bearish momentum.
⯁ CONCLUSION
The HTF Candle Profile bridges lower- and higher-timeframe analysis by embedding high-resolution volume data within each major candle. It enables traders to see where liquidity and trading activity cluster inside higher-timeframe structures — revealing whether trends are volume-backed or hollow. Perfect for combining structural insight with volume confluence when analyzing market sentiment transitions across timeframes.
Volume Range Map [BigBeluga]This volume-based tool identifies the highest and lowest price extremes within a lookback period and constructs two dynamic range zones. Each zone is filled with horizontal volume profiles that visualize the distribution of traded volume across price bins, helping traders pinpoint key areas of accumulation and distribution.
🔵Key Features:
Dynamic High/Low Zones:
➣ Automatically detects the highest and lowest price levels within a custom lookback window.
➣ Draws two shaded zones: one near the high and one near the low, representing potential supply and demand areas.
Volume Profiles per Zone:
➣ Each zone is filled with a volume profile histogram divided into bins.
➣ The length of each horizontal bar represents the relative volume traded at that price level.
➣ Bins collectively account for 100% of the zone’s volume.
POC Highlighting:
➣ The price bin with the highest volume is marked as the Point of Control (POC), along with a label showing its share of total volume in percentage.
➣ A dashed line is drawn at the middle level of the zone.
Customizable Display:
➣ Traders can adjust the number of bins, zone width, and toggle midline visibility to match their strategy needs.
➣ Colors of upper and lower volume zones are fully customizable.
🔵Usage:
Supply/Demand Analysis: Use upper/lower volume zones to find key reversal or continuation areas where market participants were most active.
Volume Confirmation: Confirm breakout or rejection trades by watching how price reacts to high-volume areas inside each zone.
POC Strategy: Treat POC levels as magnet zones — price tends to revisit them due to high liquidity.
Trade Planning: Use volume-weighted levels instead of raw price action to plan entries, stop-losses, and targets.
Volume Range Map offers a clean and powerful way to analyze volume distribution at price extremes. By combining precise volume histograms, POC highlights, and adaptive zone drawing, it brings market structure into sharper focus for range and breakout traders alike.
Depth of Market (DOM) [LuxAlgo]The Depth Of Market (DOM) tool allows traders to look under the hood of any market, taking price and volume analysis to the next level. The following features are included: DOM, Time & Sales, Volume Profile, Depth of Market, Imbalances, Buying Pressure, and up to 24 key intraday levels (it really packs a punch).
As a disclaimer, this tool does not use tick data, it is a DOM reconstruction from the provided real-time time series data (price and volume). So the volume you see is from filled orders only, this tool does not show unfilled limit orders.
Traders can enable or disable any of the features at will to avoid being overwhelmed with too much information and to make the tool perform faster.
The features that have the biggest impact on performance are Historical Data Collection, Key Levels (POC & VWAP), Time & Sales, Profile, and Imbalances. Disable these features to improve the indicator computational performance.
🔶 DOM
This is the simplest form of the tool, a simple DOM or ladder that displays the following columns:
PRICE: Price level
BID: Total number of market sell orders filled or limit buy orders filled.
SELL: Sell market orders
BUY: Buy market orders
ASK: Total number of market buy orders filled or limit sell orders filled.
The DOM only collects historical data from the last 24 hours and real-time data.
Traders can select a reset period for the DOM with two options:
DAILY: Resets at the beginning of each trading day
SESSIONS: Resets twice, as DAILY and 15.5 hours later, to coincide with the start of the RTH session for US tickers.
The DOM has two main modes, it can display price levels as ticks or points. The default is automatic based on the current daily volatility, but traders can manually force one mode or the other if they wish.
For convenience, traders have the option to set the number of lines (price levels), and the size of the text and to display only real-time data.
By default, the top price is set to 0 so that the DOM automatically adjusts the price levels to be displayed, but traders can set the top price manually so that the tool displays only the desired price levels in a fixed manner.
🔹 Volume Profile
As additional features to the basic DOM, traders have access to the volume profile histogram and the total volume per price level.
This helps traders identify at a glance key price areas where volume is accumulating (high volume nodes) or areas where volume is lacking (low volume nodes) - these areas are important to some traders who base their decision-making process on them.
🔹 Imbalances
Other added features are imbalances and buying pressure:
Interlevel Imbalance: volume delta between two different price levels
Intralevel Imbalance: delta between buy and sell volume at the same price level
Buying Pressure Percent: percentage of buy volume compared to total volume
Imbalances can help traders identify areas of interest in the price for possible support or resistance.
🔹 Depth
Depth allows traders to see at a glance how much supply is above the current price level or how much demand is below the current price level.
Above the current price level shows the cumulative ask volume (filled sell limit orders) and below the current price level shows the cumulative bid volume (filled buy limit orders).
🔶 KEY LEVELS
The tool includes up to 24 different key intraday levels of particular relevance:
Previous Week Levels
PWH: Previous week high
PWL: Previous week low
PWM: Previous week middle
PWS: Previous week settlement (close)
Previous Day Levels
PDH: Previous day high
PDL: Previous day low
PDM: Previous day middle
PDS: Previous day settlement (close)
Current Day Levels
OPEN: Open of day (or session)
HOD: High of day (or session)
LOD: Low of day (or session)
MOD: Middle of day (or session)
Opening Range
ORH: Open range high
ORL: Open range low
Initial Balance
IBH: Initial balance high
IBL: Initial balance low
VWAP
+3SD: Volume weighted average price plus 3 standard deviations
+2SD: Volume weighted average price plus 2 standard deviations
+1SD: Volume weighted average price plus 1 standard deviation
VWAP: Volume weighted average price
-1SD: Volume weighted average price minus 1 standard deviation
-2SD: Volume weighted average price minus 2 standard deviations
-3SD: Volume weighted average price minus 3 standard deviations
POC: Point of control
Different traders look at different levels, the key levels shown here are objective and specific areas of interest that traders can act on, providing us with potential areas of support or resistance in the price.
🔶 TIME & SALES
The tool also features a full-time and sales panel with time, price, and size columns, a size filter, and the ability to set the timezone to display time in the trader's local time.
The information shown here is what feeds the DOM and it can be useful in several ways, for example in detecting absorption. If a large number of orders are coming into the market but the price is barely moving, this indicates that there is enough liquidity at these levels to absorb all these orders, so if these orders stop coming into the market, the price may turn around.
🔶 SETTINGS
Period: Select the anchoring period to start data collection, DAILY will anchor at the start of the trading day, and SESSIONS will start as DAILY and 15.5 hours later (RTH for US tickers).
Mode: Select between AUTO and MANUAL modes for displaying TICKS or POINTS, in AUTO mode the tool will automatically select TICKS for tickers with a daily average volatility below 5000 ticks and POINTS for the rest of the tickers.
Rows: Select the number of price levels to display
Text Size: Select the text size
🔹 DOM
DOM: Enable/Disable DOM display
Realtime only: Enable/Disable real-time data only, historical data will be collected if disabled
Top Price: Specify the price to be displayed on the top row, set to 0 to enable dynamic DOM
Max updates: Specify how many times the values on the SELL and BUY columns are accumulated until reset.
Profile/Depth size: Maximum size of the histograms on the PROFILE and DEPTH columns.
Profile: Enable/Disable Profile column. High impact on performance.
Volume: Enable/Disable Volume column. Total volume traded at price level.
Interlevel Imbalance: Enable/Disable Interlevel Imbalance column. Total volume delta between the current price level and the price level above. High impact on performance.
Depth: Enable/Disable Depth, showing the cumulative supply above the current price and the cumulative demand below. Impact on performance.
Intralevel Imbalance: Enable/Disable Intralevel Imbalance column. Delta between total buy volume and total sell volume. High impact on performance.
Buying Pressure Percent: Enable/Disable Buy Percent column. Percentage of total buy volume compared to total volume.
Imbalance Threshold %: Threshold for highlighting imbalances. Set to 90 to highlight the top 10% of interlevel imbalances and the top and bottom 10% of intra-level imbalances.
Crypto volume precision: Specify the number of decimals to display on the volume of crypto assets
🔹 Key Levels
Key Levels: Enable/Disable KEY column. Very high performance impact.
Previous Week: Enable/Disable High, Low, Middle, and Close of the previous trading week.
Previous Day: Enable/Disable High, Low, Middle, and Settlement of the previous trading day.
Current Day/Session: Enable/Disable Open, High, Low and Middle of the current period.
Open Range: Enable/Disable High and Low of the first candle of the period.
Initial Balance: Enable/Disable High and Low of the first hour of the period.
VWAP: Enable/Disable Volume-weighted average price of the period with 1, 2, and 3 standard deviations.
POC: Enable/Disable Point of Control (price level with the highest volume traded) of the period.
🔹 Time & Sales
Time & Sales: Enable/Disable time and sales panel.
Timezone offset (hours): Enter your time zone\'s offset (+ or −), including a decimal fraction if needed.
Order Size: Set order size filter. Orders smaller than the value are not displayed.
🔶 THANKS
Hi, I'm makit0 coder of this tool and proud member of the LuxAlgo Opensource team, it's an honor to be part of the LuxAlgo family doing something I love as it's writing opensource code and sharing it with the world. I'd like to thank all of you who use, comment on, and vote for all of our open-source tools, and all of you who give us your support.
And of course thanks to the PineCoders family for all the work in front of and behind the scenes that makes the PineScript community what it is, simply the best.
Peace, Love & PineScript!
Juice RemedyThis Remedy suite is a remake of the Auto Remedy suite.
We have improved the performance and added a few new features.
Updated:
- Converted some boxes to lines to mitigate the limit of 500.
- Rewrote the code and disabled blocks if features are turned off
New features:
- RSI based candle colors
- Added features to limit historical renders
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RSI Candles tells you the RSI and volatility by coloring the candlesticks. The different stages are: overbought, oversold, neutral and a top and bottom RSI / EMA crossover.
There is also an option to enable the RSI signal on the chart to see when it's entering an overbought or oversold area.
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Volume Profile displays a vertical histogram on the right side of the price chart, representing the volume traded at each price level. The length of each bar corresponds to the total volume traded at that particular price level. Traders can analyze the shape and distribution of the Volume Profile to gain valuable information about the market structure.
Here's how Volume Profile is used and applied in trading:
Identifying Areas of High Volume:
Volume Profile helps traders identify areas of high trading activity. Peaks in the Volume Profile histogram indicate price levels where significant buying or selling pressure was present. These areas can act as support or resistance levels in the future, as they represent levels where traders have previously shown interest.
Understanding Price Acceptance and Rejection:
Volume Profile assists in determining whether the market has accepted or rejected specific price levels. When the volume is higher at a particular price level, it suggests that traders have accepted that price and consider it fair. On the other hand, low volume at a price level indicates rejection, suggesting that traders are not willing to transact at that price.
Identifying Value Areas:
Volume Profile can help identify value areas, which are price regions where the most volume has been traded. These areas are considered significant as they reflect levels where the market has found fair value and attracted substantial trading activity. Traders often pay attention to these value areas as potential support or resistance zones.
Confirming Breakouts and Reversals:
Volume Profile can be used to confirm the validity of breakouts and reversals. If a price breaks out of a range with high volume, it suggests strong conviction and increases the likelihood of a sustained move. Similarly, if a price reverses near a high-volume area, it provides additional confirmation of a potential trend reversal.
Assessing Market Sentiment:
By analyzing the shape and structure of the Volume Profile, traders can gain insights into market sentiment. A balanced Volume Profile with volume evenly distributed across price levels indicates a neutral market. Skewed or asymmetrical Volume Profiles may suggest bullish or bearish sentiment, depending on where the volume is concentrated.
It's important to note that traders often combine Volume Profile with price patterns, trendlines, and momentum indicators to validate signals and develop a comprehensive understanding of the market.
By studying the Volume Profile, traders can gain a clearer picture of where significant trading activity has occurred and identify levels of potential support, resistance, and value. This information can assist in making more informed trading decisions and improving overall market analysis.
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VWAP(Volume Weighted Average Price) is a technical analysis tool that calculates the average price weighted by trading volume over a specified time period. It provides traders with insights into the average price at which a particular asset has traded during a given period, considering the volume traded at each price level.
Here's a general explanation of VWAP and its application in trading:
Calculation of VWAP:
VWAP is calculated by multiplying the price of each trade by its corresponding volume, summing these values over a specific time period, and dividing the total by the cumulative volume. The calculation continuously updates as new trades occur within the specified time frame.
Interpretation of VWAP:
VWAP is primarily used as a reference point to assess whether a current price is relatively high or low compared to the average price weighted by volume. Traders compare the current price to the VWAP to gauge whether the price is trading above or below the average level. If the price is above VWAP, it suggests that the asset is trading at a premium, while a price below VWAP indicates a discount.
VWAP as a Trading Indicator:
Traders use VWAP in various ways to support their trading decisions. Here are a few common applications:
a. Trend Identification: Traders analyze the relationship between the current price and VWAP to identify the prevailing market trend. If the price consistently trades above VWAP, it is often seen as a bullish signal, while prices below the VWAP is considered a bearish signal. This approach helps traders align their trades with the overall market direction.
b. Support and Resistance Levels: VWAP can act as a dynamic support or resistance level. Traders observe how the price reacts when approaching the VWAP. If the price bounces off the VWAP and continues in the direction of the prevailing trend, it may indicate support or resistance. Traders can use the VWAP as a reference for setting stop-loss levels or determining potential entry or exit points.
c. Reversal Signals: In some cases, when the price deviates significantly from VWAP, it may indicate overbought or oversold conditions. Traders watch for price reversals when the price moves away from the VWAP, potentially signaling a short-term market reversal.
d. Volume Analysis: VWAP considers volume along with price, providing insights into the significance of price moves. Traders analyze the relationship between volume and VWAP to evaluate the strength of price movements. Higher volume trading near the VWAP may suggest increased market interest and potential continuation of the trend.
It's worth noting that the VWAP is often used in intra-day trading and is more relevant for short-term analysis. Traders typically adjust the VWAP time frame based on their trading style and the asset being analyzed.
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The Zig Zag works by filtering out price movements below a certain threshold (percentage or points) and only displaying significant price changes. This helps to eliminate minor price fluctuations and focus on the more substantial market movements.
When applying the Zig Zag indicator, traders typically select a percentage or point value as the threshold. For example, if a 5% threshold is chosen, the Zig Zag indicator will only plot a new point when the price has moved up or down by at least 5% from the previous significant high or low.
The indicator plots lines connecting the significant highs and lows on the price chart, creating a zigzag pattern. The lines are drawn in a way that reflects the change in the trend direction. The indicator can be adjusted to suit different timeframes and trading styles.
The primary purpose of the Zig Zag indicator is to identify and highlight trend reversals and price swings. Traders often use it to:
Identify major turning points: The Zig Zag indicator helps traders spot major highs and lows in the price action. These levels can act as potential support or resistance areas for future price movements.
Filter out noise: By filtering out minor price fluctuations, the Zig Zag indicator helps traders focus on the more significant price moves and trends. This can provide a clearer picture of the overall market direction.
Confirm chart patterns: The Zig Zag indicator can be used to confirm the validity of chart patterns, such as trendlines, channels, or chart formations. It can help traders validate breakouts, pullbacks, or continuation patterns.
Set trailing stops: Traders may use the Zig Zag indicator to set trailing stops based on the significant swing highs and lows. This allows them to trail their stop-loss orders behind the price action and potentially lock in profits as the trend develops.
Additionally, it's essential to customize the settings of the Zig Zag indicator according to the specific market being analyzed, as different markets and timeframes may require different threshold values for optimal performance.
Please keep in mind that while the Zig Zag indicator can provide valuable insights, it should be used alongside other analysis tools and not solely relied upon for trading decisions.
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Fibonacci extensions and retracements are both technical analysis tools that traders use to identify potential levels of support and resistance in financial markets. Here's a clear understanding of each concept and how they are used in trading:
1. Fibonacci Retracement:
Fibonacci retracement is based on the idea that after an upward or downward price movement, the price tends to retrace a portion of that move before continuing in the original direction. The key levels used in Fibonacci retracement are based on ratios derived from the Fibonacci sequence, such as 0.382 (38.2%), 0.500 (50%), and 0.618 (61.8%).
To apply Fibonacci retracements, traders typically select two significant points on a price chart: a swing high and a swing low. The retracement levels are then plotted as horizontal lines based on the Fibonacci ratios. These levels act as potential support (in an uptrend) or resistance (in a downtrend) where the price may reverse or consolidate before resuming the overall trend.
Traders often use Fibonacci retracement levels to identify potential entry or exit points, place stop-loss orders, or assess the strength of a trend. The most commonly used retracement levels are 38.2%, 50%, and 61.8%, but other Fibonacci ratios like 23.6% and 78.6% are also sometimes used.
2. Fibonacci Extension:
Fibonacci extension is used to identify potential price targets beyond the initial trend or price move. It helps traders determine where the price may reach once it surpasses the previous swing high or swing low.
Similar to Fibonacci retracement, Fibonacci extension levels are derived from the Fibonacci sequence. The most commonly used extension levels are 138.2%, 161.8%, 261.8%, and 423.6%, although other ratios can also be applied.
To use Fibonacci extension, traders select three points on a price chart: a swing low, a swing high (corresponding to the previous trend), and a subsequent swing low or swing high (from where the extension is projected). The extension levels are then projected beyond the swing high or swing low, acting as potential price targets or areas of interest.
Fibonacci extension levels are often used to determine potential profit targets or to identify areas where a trend may reverse or consolidate. Traders may also use extensions in conjunction with other technical analysis tools to confirm trade signals or assess the overall market structure
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The Pitchfan tool is based on the concept of Andrew's Pitchfork, which is a popular technical analysis tool developed by Dr. Alan H. Andrews. It consists of three parallel trendlines that are drawn to encompass the price action of an asset. The trendlines are typically drawn by connecting three significant points on a price chart - usually a pivot high, a pivot low, and another pivot high.
Once the Pitchfork is plotted, the Pitchfan tool extends the concept by adding additional trendlines that are parallel to the original Pitchfork. These additional trendlines are drawn based on certain mathematical ratios (e.g., Fibonacci ratios) applied to the distance between the original trendlines.
The Pitchfan can be used to identify potential support and resistance levels, as well as potential areas for price reversal or continuation. Traders may look for price reactions near these trendlines, with the expectation that the price may find support or encounter resistance at these levels.
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Higher timeframe opens refer to the opening prices of different sessions or timeframes above the one being currently analyzed. For example, in intra-day trading, higher timeframe opens can refer to the daily session open or the opening prices of other significant market sessions in the forex market.
In addition to higher timeframe opens, traders often utilize daily reference ranges by incorporating indicators such as Average True Range (ATR) and the previous day's range. These tools help traders gauge the potential price volatility for the day and establish reference levels for stop-loss orders, profit targets, overall risk management strategies and market knowledge to develop a comprehensive trading approach.
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Disclaimer : Please note that trading success relies on adhering to your trading strategy, and indicators should be used in accordance with your strategy rather than being the sole basis for trading decisions.
The provided script is intended solely for informational and educational purposes. Its use does not constitute professional or financial advice. It is your sole responsibility to evaluate the script's output and assess the risks associated with its use. By utilizing the script, you agree not to hold "JuiceSignals" TradingView user liable for any potential claims for damages that may arise from decisions made based on the use of the script.
TwV Multi-timeframe Dynamic VRVPMulti-timeframe Dynamic Visible Range Volume Profile
The volume profile is an indicator that displays trading activity over a specified period and plots a histogram on the chart which reveals dominant and significant price levels based on volume and in essence gives a clear indication of Supply or demand at a certain price rather than volume in a certain period.
What makes this VRVP indicator different from other is that it is multi-timeframe and dynamic, meaning that it has the ability to show the POC for a higher timeframe and that it also recalculates the main POC every single time traders adjust the chart.
Most VRVP need to be adjusted to a fixed position for the Main POC, I made an improvement by giving the indicator the ability to identify the bars that are being look at in the screen, this really gives traders the possibility and agility to identify potential support and resistance areas without the need to be changing any settings on the indicator.
Furthermore, giving the ability to the indicator to be multi-timeframe allows traders not only to work with a point of control in one timeframe, but also have a dashed line plotting the Point of Control of a HIGHER timeframe, which could potentially be a strongest support or resistance. The multi-timeframe point of control is fixed only.
This VRVP is completely similar to the official Trading View paid subscription one.
Fundamentals
Point of Control (POC): The price level for the time period with the highest traded volume. The POC is represented by an amber line within the indicator.
Profile High: The highest reached price level during the specified time period
Profile Low: The lowest reached price level during the specified time period.
Value Area (VA): The range of price levels in which a specified percentage of all volume was traded during the time period. Typically, this percentage is set to 70% however it is up to the trader’s discretion.
Value Area High (VAH): The highest price level within the value area.
Value Area Low (VAL): The lowest price level within the value area.
Usage
The Resistance and Support levels can be provided by the Volume profile using a reactive method so they constantly change with price action and give a clearer picture to predict future price movements. The Reactive method relies on past price movements at certain price levels and applies a more significant understanding of price reaction at certain meaningful levels
Support levels will be areas where price will be supported on the way down.
Resistance levels will be areas that resist price on the way up.
A basic understanding of this is that Buyers will enter the market at the bottom of a profile and sellers will enter the market at the top of the profile.
Configuration
By the default the indicator has enabled plotting the charts timeframe Volume Profile.
Multi-timeframe option needs to be enabled and desired timeframe chosen from selector menu.
Bars back value for fixed calculation of the multi-timeframe point of control.
Traders can adjust default settings as follows:
Charts timeframe VRVP
Main POC color – Yellow
Positive Volume – Green
Negative Volume – Red
VRVP Width – 100 (Refers to the plotting width for better suiting on small screens)
Multi timeframe VRVP
Enable or disable calculations
Bars back - Fixed numbers of bars for calculation (Consider that max bars back limit is 5000, but it considers 5000 bars on the current charts timeframe, therefore traders need to take into consideration converting number of bars in higher timeframe to charts timeframe)
e.g.
Charts timeframe 15m – MTF desired 1H
1H = 60 min 15m = 15 min – 100 bars back equivalent to (60 min * 100) / 15 = 400
Lower than 5000 then calculations takes place, otherwise calculations will be disabled.
Multi-timeframe POC color = Light blue DASHED
Timeframe desired – 1H by default
Summary box
Enable or disable box
Box shows information regarding the exact price where Main POC and MTF POC reside
Table Size for better fitting on mobile devices
able Position for adjusting to each trader’s preference or use in combination with other indicators
Kriptano short sniperKriptano short sniper
An indicator for finding SHORT entry points after sharp price movements in the cryptocurrency market.
Features:
Pump Detector: Automatically detects price spikes on 15m, 30m, and 1h intervals with customizable thresholds.
Resistance Levels: Dynamic lines on 7 timeframes (5m-1W) with automatic deletion after a breakout.
Volume Profile: Volume distribution by price levels with a sentiment profile (bullish/bearish zones). Can help identify pump reversal points.
Kriptano short sniper
Индикатор для поиска точек входа в SHORT после резких ценовых движений на криптовалютном рынке.
Возможности:
Детектор пампа: автоматическое выявление скачков цены на интервалах 15m, 30m, 1h с настраиваемыми порогами
Уровни сопротивления: динамические линии с 7 таймфреймов (5m-1W) с автоудалением после пробития
Volume Profile: распределение объема по ценовым уровням с профилем настроений (бычьи/медвежьи зоны). Может помочь в определении точки разворота пампа.
