Volume Profile + Pivot Levels [ChartPrime]⯁ OVERVIEW
Volume Profile + Pivot Levels combines a rolling volume profile with price pivots to surface the most meaningful levels in your selected lookback window. It builds a left-side profile from traded volume, highlights the session’s Point of Control (PoC) , and then filters pivot highs/lows so only those aligned with significant profile volume are promoted to chart levels. Each promoted level extends forward until price retests it—so your chart stays focused on levels that actually matter.
⯁ KEY FEATURES
Rolling Volume Profile (Period & Resolution)
Calculates a profile over the last Period bars (default 200). The profile is discretized into Volume Profile Resolution bins (default 50) between the highest high and lowest low inside the window. Each bin accumulates traded volume and is drawn as a smooth left-side polyline for compact, lightweight rendering.
HL = array.new()
// collect highs/lows over 'start' bars to define profile range
for i = 0 to start - 1
HL.push(high ), HL.push(low )
H = HL.max(), L = HL.min()
bin_size = (H - L) / bins
// accumulate per-bin volume
for i = 0 to bins - 1
for j = 0 to start - 1
if close >= (L + bin_sizei) - bin_size and close < (L + bin_size*(i+1)) + bin_size
Bins += volume
Delta-Aware Coloring
The script tracks up-minus-down volume across all period to compute a net Delta . The profile, PoC line, and PoC label adopt a teal tone when net positive, and maroon when net negative—an immediate read on buyer/seller dominance inside the window.
Point of Control (PoC) + Volume Label
Automatically marks the highest-volume bin as the PoC . A horizontal PoC line extends to the last bar, and a label shows the absolute volume at the PoC. Toggle visibility via PoC input.
Pivot Detection with Volume Filter
Identifies raw pivots using Length (default 10) on both sides of the bar. Each candidate pivot is then validated against the profile: only pivots that land within their bin and meet or exceed the Filter % threshold (percentage of PoC volume) are promoted to chart levels. This removes weak, low-participation pivots.
// pivot promotion when volume% >= pivotFilter
if abs(mid - p.value) <= bin_size and volPercent >= pivotFilter
// draw labeled pivot level
line.new(p.index - pivotLength, p.value, p.index + pivotLength, p.value, width = 2)
Forward-Extending, Self-Stopping Levels
Promoted pivot levels extend forward as dotted rays. As soon as price intersects a level (high/low straddles it), that level stops extending—so your chart doesn’t clutter with stale zones.
Concise Level Labels (Volume + %)
Each promoted pivot prints a compact label at the pivot bar with its bin’s absolute volume and percentage of PoC volume (ordering flips for highs vs. lows for quick read).
Lightweight Visuals
The volume profile is rendered as a smooth polyline rather than dozens of boxes, keeping charts responsive even at higher resolutions.
⯁ SETTINGS
Volume Profile → Period : Lookback window used to compute the profile (max 500).
Volume Profile → Resolution : Number of bins; higher = finer structure.
Volume Profile → PoC : Toggle PoC line and volume label.
Pivots → Display : Show/hide volume-validated pivot levels.
Pivots → Length : Pivot detection left/right bars.
Pivots → Filter % 0–100 : Minimum bin strength (as % of PoC) required to promote a pivot level.
⯁ USAGE
Read PoC direction/color for a quick net-flow bias within your window.
Prioritize promoted pivot levels —they’re backed by meaningful participation.
Watch for first retests of promoted levels; the line will stop extending once tested.
Adjust Period / Resolution to match your timeframe (scalps → higher resolution, shorter period; swings → lower resolution, longer period).
Tighten or loosen Filter % to control how selective the level promotion is.
⯁ WHY IT’S UNIQUE
Instead of plotting every pivot or every profile bar, this tool cross-checks pivots against the profile’s internal volume weighting . You only see levels where price structure and liquidity overlap—clean, data-driven levels that self-retire after interaction, so you can focus on what the market actually defends.
Buscar en scripts para "point of control"
VPOC Harmonics - Liquidity-Weighted Price / Time RatiosVPOC Harmonics - Liquidity-Weighted Price / Time Ratios
Summary
This indicator transforms a swing’s price range, duration, and liquidity profile into a structured set of price-per-bar ratios. By anchoring two points and manually entering the swing’s VPOC (highest-volume price), it generates candidate compression values that unify price, time, and liquidity structure. These values can be applied to chart scaling, harmonic testing, and liquidity-aware market geometry.
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Overview
Most swing analysis tools only consider price (ΔP) and time (N bars). This script goes further by incorporating the VPOC (Point of Control) — the price with the highest traded volume — directly into swing geometry.
• Anchors define the swing’s Low (L), High (H), and bar count (N).
• The user manually enters the VPOC (highest-volume price).
• The indicator then computes a suite of ratios that integrate range, duration, and liquidity placement.
The output is a table of liquidity-weighted price-per-bar candidates, designed for compression testing and harmonic analysis across swings and instruments.
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How to Use
1. Select a Swing
- Place Anchor A and Anchor B to define the swing’s Low, High, and bar count.
2. Find the VPOC
- Apply TradingView’s Fixed Range Volume Profile tool over the same swing.
- Identify the Point of Control (POC) — the price level with the highest traded volume.
3. Enter the VPOC
- Manually input the POC into the indicator settings.
4. Review Outputs
- The table will display candidate ratios expressed mainly as price-per-bar values.
5. Apply in Practice
- Use the ratios as chart compression inputs or as benchmarks for testing harmonic alignments across swings.
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Outputs
Swing & Inputs
• Bars (N): total bar count of the swing.
• Low (L): swing low price.
• High (H): swing high price.
• ΔP = H − L: price range.
• Mid = (L + H) ÷ 2: midpoint price.
• VPOC (V): user-entered highest-volume price.
• Base slope s0 = ΔP ÷ N: average change per bar.
• π-adjusted slope sπ = (π × ΔP) ÷ (2 × N): slope adjusted for half-cycle arc geometry.
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VPOC Harmony Ratios (L, H, V, N)
• λ = (V − L) ÷ ΔP: normalized VPOC position within the range.
• R = (V − L) ÷ (H − V): symmetry ratio comparing lower vs. upper segment.
• s1 = (V − L) ÷ N: slope from Low → VPOC.
• s2 = (H − V) ÷ N: slope from VPOC → High.
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Blended Means (s1, s2)
These combine the two segment slopes in different ways:
• HM(s1,s2) = 2 ÷ (1/s1 + 1/s2): Harmonic mean, emphasizes the smaller slope.
• GM(s1,s2) = sqrt(s1 × s2): Geometric mean, balances both slopes proportionally.
• RMS(s1,s2) = sqrt((s1² + s2²) ÷ 2): Root-mean-square, emphasizes the larger slope.
• L2 = sqrt(s1² + s2²): Euclidean norm, the vector length of both slopes combined.
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Slope Blends
• Quadratic weighting: s_quad = s0 × ((V−L)² + (H−V)²) ÷ (ΔP²)
• Tilted slope: s_tilt = s0 × (0.5 + λ)
• Entropy-scaled slope: s_ent = s0 × H2(λ), with H2(λ) = −
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Curvature & Liquidity Extensions
• π-arc × λ: s_arc = sπ × λ
• Liquidity-π: s_piV = sπ × (V ÷ Mid)
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Scale-Normalized Families
With k = sqrt(H ÷ L):
• k (scale factor) = sqrt(H ÷ L)
• s_comp = s0 ÷ k: compressed slope candidate
• s_exp = s0 × k: expanded slope candidate
• Exponentiated blends:
- s_kλ = s0 × k^(2λ−1)
- s_φλ = s0 × φ^(2λ−1), with φ = golden ratio ≈ 1.618
- s_√2λ = s0 × (√2)^(2λ−1)
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Practical Application
All formulas generate liquidity-weighted price-per-bar ratios that integrate range, time, and VPOC placement.
These values are designed for:
• Chart compression settings
• Testing harmonic alignments across swings
• Liquidity-aware scaling experiments
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Volume Profile Grid [Alpha Extract]A sophisticated volume distribution analysis system that transforms market activity into institutional-grade visual profiles, revealing hidden support/resistance zones and market participant behavior. Utilizing advanced price level segmentation, bullish/bearish volume separation, and dynamic range analysis, the Volume Profile Grid delivers comprehensive market structure insights with Point of Control (POC) identification, Value Area boundaries, and volume delta analysis. The system features intelligent visualization modes, real-time sentiment analysis, and flexible range selection to provide traders with clear, actionable volume-based market context.
🔶 Dynamic Range Analysis Engine
Implements dual-mode range selection with visible chart analysis and fixed period lookback, automatically adjusting to current market view or analyzing specified historical periods. The system intelligently calculates optimal bar counts while maintaining performance through configurable maximum limits, ensuring responsive profile generation across all timeframes with institutional-grade precision.
// Dynamic period calculation with intelligent caching
get_analysis_period() =>
if i_use_visible_range
chart_start_time = chart.left_visible_bar_time
current_time = last_bar_time
time_span = current_time - chart_start_time
tf_seconds = timeframe.in_seconds()
estimated_bars = time_span / (tf_seconds * 1000)
range_bars = math.floor(estimated_bars)
final_bars = math.min(range_bars, i_max_visible_bars)
math.max(final_bars, 50) // Minimum threshold
else
math.max(i_periods, 50)
🔶 Advanced Bull/Bear Volume Separation
Employs sophisticated candle classification algorithms to separate bullish and bearish volume at each price level, with weighted distribution based on bar intersection ratios. The system analyzes open/close relationships to determine volume direction, applying proportional allocation for doji patterns and ensuring accurate representation of buying versus selling pressure across the entire price spectrum.
🔶 Multi-Mode Volume Visualization
Features three distinct display modes for bull/bear volume representation: Split mode creates mirrored profiles from a central axis, Side by Side mode displays sequential bull/bear segments, and Stacked mode separates volumes vertically. Each mode offers unique insights into market participant behavior with customizable width, thickness, and color parameters for optimal visual clarity.
// Bull/Bear volume calculation with weighted distribution
for bar_offset = 0 to actual_periods - 1
bar_high = high
bar_low = low
bar_volume = volume
// Calculate intersection weight
weight = math.min(bar_high, next_level) - math.max(bar_low, current_level)
weight := weight / (bar_high - bar_low)
weighted_volume = bar_volume * weight
// Classify volume direction
if bar_close > bar_open
level_bull_volume += weighted_volume
else if bar_close < bar_open
level_bear_volume += weighted_volume
else // Doji handling
level_bull_volume += weighted_volume * 0.5
level_bear_volume += weighted_volume * 0.5
🔶 Point of Control & Value Area Detection
Implements institutional-standard POC identification by locating the price level with maximum volume accumulation, providing critical support/resistance zones. The Value Area calculation uses sophisticated sorting algorithms to identify the price range containing 70% of trading volume, revealing the market's accepted value zone where institutional participants concentrate their activity.
🔶 Volume Delta Analysis System
Incorporates real-time volume delta calculation with configurable dominance thresholds to identify significant bull/bear imbalances. The system visually highlights price levels where buying or selling pressure exceeds threshold percentages, providing immediate insight into directional volume flow and potential reversal zones through color-coded delta indicators.
// Value Area calculation using 70% volume accumulation
total_volume_sum = array.sum(total_volumes)
target_volume = total_volume_sum * 0.70
// Sort volumes to find highest activity zones
for i = 0 to array.size(sorted_volumes) - 2
for j = i + 1 to array.size(sorted_volumes) - 1
if array.get(sorted_volumes, j) > array.get(sorted_volumes, i)
// Swap and track indices for value area boundaries
// Accumulate until 70% threshold reached
for i = 0 to array.size(sorted_indices) - 1
accumulated_volume += vol
array.push(va_levels, array.get(volume_levels, idx))
if accumulated_volume >= target_volume
break
❓How It Works
🔶 Weighted Volume Distribution
Implements proportional volume allocation based on the percentage of each bar that intersects with price levels. When a bar spans multiple levels, volume is distributed proportionally based on the intersection ratio, ensuring precise representation of trading activity across the entire price spectrum without double-counting or volume loss.
🔶 Real-Time Profile Generation
Profiles regenerate on each bar close when in visible range mode, automatically adapting to chart zoom and scroll actions. The system maintains optimal performance through intelligent caching mechanisms and selective line updates, ensuring smooth operation even with maximum resolution settings and extended analysis periods.
🔶 Market Sentiment Analysis
Features comprehensive volume analysis table displaying total volume metrics, bullish/bearish percentages, and overall market sentiment classification. The system calculates volume dominance ratios in real-time, providing immediate insight into whether buyers or sellers control the current price structure with percentage-based sentiment thresholds.
🔶 Visual Profile Mapping
Provides multi-layered visual feedback through colored volume bars, POC line highlighting, Value Area boundaries, and optional delta indicators. The system supports profile mirroring for alternative perspectives, line extension for future reference, and customizable label positioning with detailed price information at critical levels.
Why Choose Volume Profile Grid
The Volume Profile Grid represents the evolution of volume analysis tools, combining traditional volume profile concepts with modern visualization techniques and intelligent analysis algorithms. By integrating dynamic range selection, sophisticated bull/bear separation, and multi-mode visualization with POC/Value Area detection, it provides traders with institutional-quality market structure analysis that adapts to any trading style. The comprehensive delta analysis and sentiment monitoring system eliminates guesswork while the flexible visualization options ensure optimal clarity across all market conditions, making it an essential tool for traders seeking to understand true market dynamics through volume-based price discovery.
Dynamic Support and Resistance V2 | AnonycryptousThe Dynamic Support and Resistance V2 indicator, an easy tool to identify key support, resistance, trendline levels, pivot points and volume data.
Pivot Points.
Calculates support, resistance and trendline levels using pivot points, which are derived from the high, low, and close prices of previous trading periods.
Customize the pivot calculation by using Close' or 'High/Low' and adjusting the lookback periods for both the left and right sides of the pivot calculation.
Pivot points are crucial for forecasting potential market turning points, so it allows traders to adapt the indicator to different market conditions and timeframes.
By using pivot points, traders can spot reversal and consolidation levels or trendlines early on, allowing them to react to them in time.
Volume Levels.
This option focuses on identifying support and resistance levels based on volume data, specifically the Point of Control.
The POC is the highest traded volume price level during a time period.
This POC calculation, allow traders to areas of significant trading levels as support or resistance zones.
Volume-based levels gives insights into market sentiment and showes strong support and resistance based on trading volume.
Traders can choose between pivot-based and volume-based levels or use both simultaneously, depending on their analysis.
The indicator offers custom colors, so the trader can customize their visual analysis to their own style.
It calculates the importance of each level based on the number of touches and the duration it holds.
This indicator is intended for educational and informational purposes only and should not be considered financial advice.
Trading involves significant risk, and you should consult with a financial advisor before making any trading decisions.
The performance of this indicator is not guaranteed, and past results do not predict future performance.
Use at your own risk.
VP-Period with Previous Day Levels & Historical POC# Volume Profile with Previous Day Levels & Historical POCs
## Description
Comprehensive indicator combining Volume Profile analysis, previous day levels, and historical POC (Point of Control) levels for advanced technical analysis.
## Key Features
### Volume Profile
- **Customizable period**: 3 to 500 days
- **Calculation resolution**: 400 to 700 points
- **Current VPOC**: Point of Control line for current period
- **Volume bars**: graphical display of volume profile distribution
### Historical POCs
- **POC history**: up to 20 previous days
- **Time labels**: shows how many days ago for each POC
- **Dashed lines**: easy identification of historical levels
### Previous Day Levels (last 5 days)
- **High/Low**: daily highs and lows
- **Midpoint**: 50% level (High+Low)/2
- **Open/Close**: opening and closing prices
- **Progressive thickness**: day 1 thicker, decreasing for previous days
## Customization
- Fully configurable colors for each element
- Toggle on/off switches for every component
- Different line styles (solid, dashed, dotted)
## Usage
Perfect for traders using volume analysis and support/resistance based on previous daily levels. Ideal for identifying key zones and significant breakout points.
Volume Profile (Simple)Simple Volume Profile (Simple)
Master the Market's Structure with a Clear View of Volume
by mercaderoaurum
The Simple Volume Profile (Simple) indicator removes the guesswork by showing you exactly where the most significant trading activity has occurred. By visualizing the Point of Control (POC) and Value Area (VA) for today and yesterday, you can instantly identify the price levels that matter most, giving you a critical edge in your intraday trading.
This tool is specifically optimized for day trading SPY on a 1-minute chart, but it's fully customizable for any symbol or timeframe.
Key Features
Multi-Day Analysis: Automatically plots the volume profiles for the current and previous trading sessions, allowing you to see how today's market is reacting to yesterday's key levels.
Automatic Key Level Plotting: Instantly see the most important levels from each session:
Point of Control (POC): The single price level with the highest traded volume, acting as a powerful magnet for price.
Value Area High (VAH): The upper boundary of the area where 50% of the volume was traded. It often acts as resistance.
Value Area Low (VAL): The lower boundary of the 50% value area, often acting as support.
Extended Levels: The POC, VAH, and VAL from previous sessions are automatically extended into the current day, providing a clear map of potential support and resistance zones.
Customizable Sessions: While optimized for the US stock market, you can define any session time and time zone, making it a versatile tool for forex, crypto, and futures traders.
Core Trading Strategies
The Simple Volume Profile helps you understand market context. Instead of trading blind, you can now make decisions based on where the market has shown the most interest.
1. Identifying Support and Resistance
This is the most direct way to use the indicator. The extended lines from the previous day are your roadmap for the current session.
Previous Day's POC (pPOC): This is the most significant level. Watch for price to react strongly here. It can act as powerful support if approached from above or strong resistance if approached from below.
Previous Day's VAH (pVAH): Expect this level to act as initial resistance. A clean break above pVAH can signal a strong bullish trend.
Previous Day's VAL (pVAL): Expect this level to act as initial support. A firm break below pVAL can indicate a strong bearish trend.
Example Strategy: If SPY opens and rallies up to the previous day's VAH and stalls, this is a high-probability area to look for a short entry, with a stop loss just above the level.
2. The "Open-Drive" Rejection
How the market opens in relation to the previous day's value area is a powerful tell.
Open Above Yesterday's Value Area: If the market opens above the pVAH, it signals strength. The first pullback to test the pVAH is often a key long entry point. The level is expected to flip from resistance to support.
Open Below Yesterday's Value Area: If the market opens below the pVAL, it signals weakness. The first rally to test the pVAL is a potential short entry, as the level is likely to act as new resistance.
3. Fading the Extremes
When price pushes far outside the previous day's value area, it can become overextended.
Reversal at Highs: If price rallies significantly above the pVAH and then starts to lose momentum (e.g., forming bearish divergence on RSI or a topping pattern), it could be an opportunity to short the market, targeting a move back toward the pVAH or pPOC.
Reversal at Lows: Conversely, if price drops far below the pVAL and shows signs of bottoming, it can be a good opportunity to look for a long entry, targeting a reversion back to the value area.
Recommended Settings (SPY Intraday)
These settings are the default and are optimized for scalping or day trading SPY on a 1-minute chart.
Value Area (%): 50%. This creates a tighter, more sensitive value area, perfect for identifying the most critical intraday zones.
Number of Rows: 1000. This high resolution is essential for a low-volatility instrument like SPY, ensuring that the profile is detailed and the levels are precise.
Session Time: 0400-1800 in America/New_York. This captures the full pre-market and core session, which is crucial for understanding the day's complete volume story.
Ready to trade with an edge? Add the Simple Volume Profile (Multi-Day) to your chart now and see the market in a new light!
VP + Game Theory Integrated Strategy9s için DüşünceVP + Game Theory Integrated Strategy Indicator: Explanation and Working Logic
Hello! You can upload the provided Pine Script code to TradingView. This is compatible with Pine Script Editor (v6 version) – simply copy-paste it directly. The indicator's name is "VP + Game Theory Integrated Strategy," and since overlay=true, it will display on top of the price chart (over the candlesticks). Maximum boxes, lines, and labels are set to 500, so it handles dense charts without performance issues.
Below, I'll provide a detailed explanation of the indicator, its working logic, main components, and usage tips step by step. This indicator integrates Volume Profile (VP), Game Theory, and Wick (Candle Wick) Patterns to generate buy/sell signals. It aims to detect high-probability reversal points by analyzing market liquidity, herd behavior, and institutional movements. It's suitable for crypto, forex, or stock markets, but always backtest before using in live trading.
1. General Description
Purpose: This indicator combines volume-based analysis (Volume Profile), game theory elements (herd behavior, Nash equilibrium, contrarian strategies), and candle wick patterns. It identifies strong resistance/support levels (POC, VAH/VAL, liquidity zones) and generates "Power" signals based on them. Signals are shown with labels, lines, and alerts for buy (green) or sell (red).
Key Features:
Volume Profile (VP): Calculates high-volume areas (POC: Point of Control, the highest volume level; VAH/VAL: Value Area High/Low) and displays them on the chart.
Game Theory (GT): Models the market as "players" (retail herd, institutions). Detects herd buying/selling panics and generates contrarian signals.
Wick-Based Signals: Captures reversals with large wicks. Applies strict criteria for "Power" and "Ultra Power" levels.
Market Maker (MM) Elements: Monitors liquidity traps and institutional volume spikes.
Visualization: Nash bands, liquidity boxes, info table (top-right), background colors, and alerts.
Signal Types: Normal, Power, Ultra Power, GT-confirmed. Signals are limited (max 1-5 per zone) with a minimum wait time (40 bars).
Input Parameters: Grouped into 3 sections (GT, Wick, VP, MM). Default values are balanced, but customizable (e.g., strictMode=true makes it more selective).
Warning: This is an indicator, not a full strategy. It includes alerts, but add stop-loss/take-profit for risk management. Use TradingView's Strategy Tester for backtesting.
2. Working Logic (Step by Step)
The indicator processes each bar (candle) as follows:
a. Basic Calculations
ATR (Average True Range): Measures volatility (20 periods). Candle size (high-low) must be at least ATR x 2.5 for signals to be valid.
Candle Components: Calculates candle body (close-open), upper/lower wick.
Volume Analysis: Average volume (SMA 20), detects spikes (based on threshold).
Trend Filter: EMAs (20/50/200) determine up/downtrend. In strict mode, it's stricter (strong uptrend: EMA20 > EMA50 > EMA200 and close > EMA20).
b. Game Theory (GT) Component
Herd Behavior: RSI (14) overbought/oversold (70/30) + volume spike + momentum detects it. Herd buying: Overbuying frenzy (red background). Herd selling: Selling panic (green background).
Institutional Flow: Volume > average x 2.5 + Accumulation/Distribution (AD) indicator. Accumulation: Institutions buying (strengthens buy signals). Distribution: Selling (strengthens sell).
Liquidity Traps: In the last 50 bars, if a new high/low is broken but close pulls back + volume spike = Trap (up/down).
Smart Money: Intra-candle movement (close-open)/(high-low) x volume. Positive = Smart money inflow.
Nash Equilibrium: Price mean (SMA 100) ± deviation (stdev x 0.02). In equilibrium: Normal. Above: Sell potential. Below: Buy. Bands are optionally shown.
GT Signals:
Contrarian: Herd selling + accumulation = Buy.
Momentum: Below Nash + positive smart money = Buy (opposite for sell).
Nash Reversion: Below Nash + rising close + volume = Buy.
Power Signal: At least 3 GT signals (min_signals_for_power=3) + volume confirmation = Power GT buy/sell. Can show only GT-confirmed signals (show_gt_only_signals=true).
c. Volume Profile (VP) Component
Calculation: For the last 100 bars (vpPeriod), divides the price range (high-low) into vpRows (24) rows. Distributes volume across rows.
POC (Point of Control): Highest volume level (orange line). Threshold 80% (pocThreshold).
Value Area (VA): 70% of total volume (valueAreaPercent). VAH (upper bound, blue dotted), VAL (lower bound).
High-Volume Area: Price near POC or volume > POC x 80% = Strong zone.
Visualization: Histogram boxes on the right (blue/orange). POC/VAH/VAL lines and labels.
d. Wick (Candle Wick) and Power Signals
Main Wick Criteria: Large candle (ATR x 2.5), small body (<8%), wick 8x body length (anaFitilCarpan) and 80% of candle (anaFitilYuzde). High volume + trend filter (downtrend for upper wick).
Signal Wick: More flexible for triggers (5x length, 70%).
Power/Ultra Power:
Power Sell: Main upper wick + near POC/VAH + MM volume (2.5x) + GT contrarian/momentum.
Power Buy: Similar for lower wick.
Super Wick: Power + institutional volume + strong momentum.
Ultra Power: Super + GT power (3/3) + distribution/accumulation + Nash deviation + liquidity trap. Rarest and strongest (fuchsia/lime color).
Signal Management: Detected wick level (high/low) is saved. Wait min 40 bars, max 1-5 signals per zone. When trigger candle arrives (price reaches level + long wick + close in opposite direction) = BUY/SELL plotshape.
e. Market Maker (MM) and Liquidity
MM Volume: Average x 2.5 + wick bonus (1.3x).
Liquidity Zones: Saves last 20 high-volume highs/lows. Shown as boxes on chart (red/green, lasting 200 bars).
Traps: Integrated with GT, strengthens power signals.
f. Visualization and Alerts
Background: Ultra Power (fuchsia/lime), Power GT (red/green), Herd (red/green).
Lines: Active resistance/support (dashed, colored).
Table (Top-Right): Resistance/support levels, remaining signals, POC/VAH/VAL, GT status (herd, institutional, Nash, signal strength), volume/liquidity.
Alerts: For Ultra Power, GT Power, Super Wick, normal signals. Messages include level/price.
g. Filters and Options
Strict Mode: Stricter (higher volume 1.5x, strong trend, RSI filter).
Require Volume Confirmation: Mandatory volume check.
Only Show Power Signals: Display only power/ultra.
Require Ultra Power: Strictest, only ultra.
3. Usage Tips
Chart Timeframe: H1-D1 for medium-long term. Shorter frames (M1-M5) may produce too many signals.
Settings:
StrictMode=true: Fewer but higher-quality signals.
Use_game_theory=false: Use only VP + Wicks.
ShowVP=false: Hide histogram to reduce clutter.
Strategy Integration: Filter BUY/SELL with EMAs. Stop-loss: ATR x 1-2, Take-profit: POC/VAH levels.
Backtesting: Convert to strategy in TradingView (use alertconditions). Test on historical data.
Risk: Designed for market manipulation (MM traps), but no indicator is 100% accurate. Apply capital management.
Troubleshooting: If errors (e.g., vpInitialized=false), increase period or refresh chart.
This indicator is complex but powerful – blending VP for volume zones with GT for psychology. If you have questions or need setting changes, let me know!
Yuri Garcia Smart Money Strategy FULL (COMPLIANT)Yuri Garcia Smart Money Strategy FULL (Slope Divergence)
This script is not a mashup of random indicators. It is an original, coherent strategy that blends multiple institutional-grade tools to form a unified Smart Money trading system. Each component contributes to precise trade filtering, context, and confirmation — no element is decorative or redundant.
🔍 Strategy Logic: How It Works
This strategy integrates the following tools, each with a clearly defined role:
1. Volume Cluster Zones (Orange bands)
Identifies strong buy/sell areas using the highest volume nodes over a rolling window. These act as dynamic points of control where Smart Money is likely active.
2. HTF Zones (4H) (Purple band)
Defines institutional zones by using the 20-bar high/low on the 4-hour chart. These set the outer bounds for valid entries, ensuring alignment with larger market structure.
3. Wick Pullback Filter (Orange circle 🔶)
Detects exhaustion or absorption near zones. Used to confirm genuine rejection after liquidity sweeps or traps.
4. Cumulative Delta Confirmation (Red square 🟥)
Analyzes whether buyers or sellers are dominant using delta volume. Trades only trigger when volume confirms the intended direction.
5. Slope-Based Delta Divergence (Optional)
Detects hidden reversals between price and delta. This prevents late entries and provides early insight into potential trap reversals.
6. Liquidity Grab Detection (Blue diamond 🔷)
Marks smart money stop hunts — temporary price breaks beyond highs/lows, followed by reversal. Used as a confluence tool.
7. ATR-Based Dynamic Risk Control
The strategy uses ATR to calculate SL/TP dynamically. This allows position sizing to adjust to volatility, reducing overexposure in high-momentum conditions.
🎯 Entry Criteria
All the following conditions must be met:
✅ Price is inside a Volume Cluster Zone
✅ Price is within the HTF Institutional Zone
✅ Wick Pullback confirms reaction
✅ Delta confirms strength of buyers/sellers
✅ (Optional) Slope-based divergence signals hidden shift
✅ (Optional) Liquidity grab occurs
Only then will the strategy trigger an entry.
📈 Visual Legend (Symbols on Chart)
Symbol Description
🟣 Purple Zone HTF Support/Resistance zone (4H context)
🟠 Orange Zone Volume cluster from top 3 volume nodes
🔶 Orange Circle Wick Pullback confirmation
🟥 Red Square Delta Confirmation
🔷 Blue Diamond Liquidity Grab indicator
🔵 Blue X Price is inside HTF Zone
🔻 Red Triangle SHORT entry signal
🔺 Green Triangle LONG entry signal
These visuals make it easier to read the chart intuitively while understanding each condition’s role.
⚙️ Strategy Settings Justification
Default Qty: 2% of equity (sustainable risk)
RRR: 2.0 (adaptive to volatility)
ATR Multiplier: 2.0 for SL/TP
Commission: 0.1% used
Slippage: 2 points for realism
Minimum Trades for Testing: Designed to generate over 100 trades under normal backtest conditions
Dataset: Supports BTC, GOLD, Forex, Indices with realistic volatility and volume
These settings reflect a realistic use case for average retail traders and avoid overfitting or unrealistic returns.
📌 How to Use
Apply on 15-minute or 1-hour timeframe.
Wait for full alignment of all entry conditions.
Confirm visually or use included alerts for manual or bot execution.
SL and TP are automatically handled.
🚫 Important Notes
This script is original, not a remix or mashup of unrelated indicators.
Each component was designed to work in harmony, enhancing trade quality and confidence.
No external scripts are required to function.
Alert messages are pre-formatted for both manual and webhook use.
Candle Volume Profile Marker# 📊 Candle Volume Profile Marker (CVPM)
**Transform your chart analysis with precision volume profile levels on every candle!**
The Candle Volume Profile Marker displays key volume profile levels (POC, VAH, VAL) for individual candles, giving you granular insights into price acceptance and rejection zones at the micro level.
## 🎯 **Key Features**
### **Core Levels**
- **POC (Point of Control)** - The price level with highest volume concentration
- **VAH (Value Area High)** - Upper boundary of the value area
- **VAL (Value Area Low)** - Lower boundary of the value area
- **Customizable Value Area** - Adjust percentage from 50% to 90%
### **Flexible Display Options**
- **Current Candle Only** or **Historical Lookback** (1-50 candles)
- **Multiple Visual Styles** - Lines, dots, crosses, triangles, squares, diamonds
- **Smart Line Extensions** - Right only, both sides, or left only
- **4 Line Length Modes** - Normal, Short, Ultra Short, Micro (for ultra-clean charts)
- **Full Color Customization** - Colors, opacity, line width
- **Adjustable Marker Sizes** - Tiny to Large
### **Advanced Calculation Methods**
Choose your POC calculation:
- **Weighted** - Smart estimation based on volume distribution (default)
- **Close** - Uses closing price
- **Middle** - High-Low midpoint
- **VWAP** - Volume weighted average price
### **Professional Tools**
- **Real-time Info Table** - Current levels display
- **Smart Alerts** - POC crosses and Value Area breakouts
- **Highlight Current Candle** - Extended dotted lines for current levels
- **Developing Levels** - Real-time updates for active candle
## 🚀 **Why Use CVPM?**
### **Precision Trading**
- Identify exact support/resistance on each candle
- Spot volume acceptance/rejection zones
- Plan entries and exits with micro-level precision
### **Clean & Customizable**
- Lines extend only right (eliminates confusion)
- Ultra-short line options for minimal chart clutter
- Professional appearance with full customization
### **Multiple Timeframes**
- Works on any timeframe from 1-minute to monthly
- Historical analysis with adjustable lookback
- Real-time developing levels
## 📈 **Perfect For**
- **Day Traders** - Micro-level entry/exit points
- **Swing Traders** - Key levels for position management
- **Volume Analysis** - Understanding price acceptance zones
- **Support/Resistance Trading** - Precise level identification
- **Breakout Trading** - Value area breakout alerts
## ⚙️ **Easy Setup**
1. Add indicator to your chart
2. Choose your preferred visual style (lines/dots)
3. Select line extension (right-only recommended)
4. Adjust line length (try "Ultra Short" for clean charts)
5. Customize colors and enable alerts
## 🎨 **Customization Groups**
- **Display Options** - What to show and how many candles
- **Calculation** - POC method and value area percentage
- **POC Visual** - Style, color, width, length for Point of Control
- **Value Area Visual** - Style, color, width, length for VAH/VAL
- **Line Settings** - Extension direction and length modes
- **Size** - Marker sizes and opacity
## 🔔 **Built-in Alerts**
- Price crosses above/below POC
- Value Area breakouts (up/down)
- Fully customizable alert messages
## 💡 **Pro Tips**
- Use "Right Only" extension to avoid confusion about which candle owns the levels
- Try "Ultra Short" or "Micro" line modes for cleaner charts
- Enable "Highlight Current Candle" for extended reference lines
- Combine with volume indicators for enhanced analysis
- Use different colors for easy POC/VAH/VAL identification
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**Transform your volume analysis today with the most flexible and customizable candle-level volume profile indicator available!**
*Perfect for traders who demand precision and clean, professional charts.*
TrueTrend MaxRThe TrueTrend MaxR indicator is designed to identify the most consistent exponential price trend over extended periods. It uses statistical analysis on log-transformed prices to find the trendline that best fits historical price action, and highlights the most frequently tested or traded level within that trend channel.
For optimal results, especially on high timeframes such as weekly or monthly, it is recommended to use this indicator on charts set to logarithmic scale. This ensures proper visual alignment with the exponential nature of long-term price movements.
How it works
The indicator tests 50 different lookback periods, ranging from 300 to 1280 bars. For each period, it:
- Applies a linear regression on the natural logarithm of the price
- Computes the slope and intercept of the trendline
- Calculates the unbiased standard deviation from the regression line
- Measures the correlation strength using Pearson's R coefficient
The period with the highest Pearson R value is selected, meaning the trendline drawn corresponds to the log-scale trend with the best statistical fit.
Trendline and deviation bands
Once the optimal period is identified, the indicator plots:
- A main log-scale trendline
- Upper and lower bands, based on a user-defined multiple of the standard deviation
These bands help visualize how far price deviates from its core trend, and define the range of typical fluctuations.
Point of Control (POC)
Inside the trend channel, the space between upper and lower bands is divided into 15 logarithmic levels. The script evaluates how often price has interacted with each level, using one of two selectable methods:
- Touches: Counts the number of candles crossing each level
- Volume: Weighs each touch by the traded volume at that candle
The level with the highest cumulative interaction is considered the dynamic Point of Control (POC), and is plotted as a line.
Annualized performance and confidence display
When used on daily or weekly timeframes, the script also calculates the annualized return (CAGR) based on the detected trend, and displays:
- A performance estimate in percentage terms
- A textual label describing the confidence level based on the Pearson R value
Why this indicator is useful
- Automatically detects the most statistically consistent exponential trendline
- Designed for log-scale analysis, suited to long-term investment charts
- Highlights key price levels frequently visited or traded within the trend
- Provides objective, data-based trend and volatility insights
- Displays annualized growth rate and correlation strength for quick evaluation
Notes
- All calculations are performed only on the last bar
- No future data is used, and the script does not repaint
- Works on any instrument or timeframe, with optimal use on higher timeframes and logarithmic scaling
Delta Volume Profile [BigBeluga]🔵Delta Volume Profile
A dynamic volume analysis tool that builds two separate horizontal profiles: one for bullish candles and one for bearish candles. This indicator helps traders identify the true balance of buying vs. selling volume across price levels, highlighting points of control (POCs), delta dominance, and hidden volume clusters with remarkable precision.
🔵 KEY FEATURES
Split Volume Profiles (Bull vs. Bear):
The indicator separates volume based on candle direction:
If close > open , the candle’s volume is added to the bullish profile (positive volume).
If close < open , it contributes to the bearish profile (negative volume).
ATR-Based Binning:
The price range over the selected lookback is split into bins using ATR(200) as the bin height.
Each bin accumulates both bull and bear volumes to form the dual-sided profile.
Bull and Bear Volume Bars:
Bullish volumes are shown as right-facing bars on the right side, colored with a bullish gradient.
Bearish volumes appear as left-facing bars on the left side, shaded with a bearish gradient.
Each bar includes a volume label (e.g., +12.45K or -9.33K) to show exact volume at that price level.
Points of Control (POC) Highlighting:
The bin with the highest bullish volume is marked with a border in POC+ color (default: blue).
The bin with the highest bearish volume is marked with a POC− color (default: orange).
Total Volume Density Map:
A neutral gray background box is plotted behind candles showing the total volume (bull + bear) per bin.
This reveals high-interest price zones regardless of direction.
Delta and Total Volume Summary:
A Delta label appears at the top, showing net % difference between bull and bear volume.
A Total label at the bottom shows total accumulated volume across all bins.
🔵 HOW IT WORKS
The indicator captures all candles within the lookback period .
It calculates the price range and splits it into bins using ATR for adaptive resolution.
For each candle:
If price intersects a bin and close > open , volume is added to the positive profile .
If close < open , volume is added to the negative profile .
The result is two side-by-side histograms at each price level—one for buyers, one for sellers.
The bin with the highest value on each side is visually emphasized using POC highlight colors.
At the end, the script calculates:
Delta: Total % difference between bull and bear volumes.
Total: Sum of all volumes in the lookback window.
🔵 USAGE
Volume Imbalance Zones: Identify price levels where buyers or sellers were clearly dominant.
Fade or Follow Volume Clusters: Use POC+ or POC− levels for reaction trades or breakouts.
Delta Strength Filtering: Strong delta values (> ±20%) suggest momentum or exhaustion setups.
Volume-Based Anchoring: Use profile levels to mark hidden support/resistance and execution zones.
🔵 CONCLUSION
Delta Volume Profile offers a unique advantage in market reading by separating buyer and seller activity into two visual layers. This allows traders to not only spot where volume was high, but also who was more aggressive. Whether you’re analyzing trend continuations, reversals, or absorption levels, this indicator gives you the transparency needed to trade with confidence.
Forex Session + Volume Profile [RunRox]📊 Forex Session + Volume Profile is built especially for traders who work with intra-session liquidity concepts or any strategy that needs a clear visual of trading sessions and the liquidity inside them.
Our team created this indicator to give you better session visibility, flexible session styling, and extra tools that help you navigate the market more easily.
📌 Features:
6 fully customizable sessions
Kill Zone (the high-impact trading window)
Volume Profile for each session
POC / VAL / VAH / LVN levels (Point of Control, Value Area Low, Value Area High, Low Volume Node)
PDH / PDL levels (Previous Day High / Low)
PWH / PWL levels (Previous Week High / Low)
NYM level (New York Market level)
Active sessions table
5 style options for each session
All of this gives you the flexibility to set up exactly the layout you need for your trading. Below, you’ll find a more detailed look at each feature.
🗓️ 6 CUSTOMIZABLE SESSION
The indicator includes six sessions that you can fully customize to fit your needs—everything from naming each session and choosing line colors to adjusting opacity, showing the volume profile, or even turning off a session entirely if you don’t need it.
Plus, you can pick different display styles for each session. As shown in the screenshot below, there are five style options you can apply individually to every session.
5 Style Options for Sessions
BOX
AREA
ZONES
LINES
CURVED
These styles can be customized for each session individually to help you highlight the sessions you care about on your chart. Example below
📢 VOLUME PROFILE
We’ve also integrated a Volume Profile into the indicator to pinpoint important levels on the chart. On top of that, we’ve added extra volume-based levels. Below, you’ll find the settings and a visual demo of how it appears on your chart.
To identify optimal entry points, you can use the following key reference levels:
POC (Point of Control)
VAL (Value Area Low)
VAH (Value Area High)
LVN (Low Volume Node)
You can also customize colors and line styles, or hide any levels you don’t need on your chart.
📐 ADDITIONAL LEVELS
You can display the following levels on your chart:
NYM (New York Market)
PDH (Previous Day High)
PDL (Previous Day Low)
PWH (Previous Week High)
PWL (Previous Week Low)
All of these are fully customizable with color selection and the option to extend lines into the next period.
💹 ACTIVE SESSION TABLE
The active sessions table helps you quickly identify the trading times for the sessions you care about. It’s fully customizable, with options to choose border and background colors for the table itself.
🟠 USAGE
This indicator is highly versatile: use it to simply mark trading sessions on your chart, set up the Kill Zone at your chosen time, or identify the context of the previous session by its most traded range levels. All of this makes the indicator an invaluable tool for any trader!
TeddyOverview
"Teddy" is an indicator that overlays up to five customizable Volume Profiles on the chart, each displaying Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL). Designed for traders, it anchors profiles to user-defined time ranges, helping align traders with the ever changing auction so they are on the right side of trends, avoid choppy price action, and stay clear of overbought/oversold conditions.
Originality and Usefulness
Unlike standard Volume Profile tools, "Teddy" offers five independent profiles with flexible anchored or fixed time ranges, customizable labels, and distinct colors. This multi-profile approach reveals key price levels across different periods, enabling traders to navigate trends and avoid low-opportunity zones effectively, ideal for equities, futures, or indices.
What It Does
Plots up to five Volume Profiles, each with POC, VAH, and VAL lines.
Labels levels with customizable prefixes and price displays.
Supports anchored (start-to-present) or fixed (start-to-stop) time ranges, adjustable via inputs or chart dragging.
How It Works
Data Sources: Uses lower timeframe data (e.g., 1-minute on a 5-minute chart) to build volume distributions.
Calculations:
POC: Identifies the price with the highest traded volume in the selected range.
VAH/VAL: Defines the value area (default: 70% of volume(recommended)) around POC.
Time Ranges: Each profile starts at a user-set time, extending to the present or a stop time if fixed.
Visualization: Draws lines and labels for POC, VAH, and VAL, with customizable colors, offsets, and leftward extensions.
How It Helps Traders
"Teddy" aligns traders with the auction to help avoids pitfalls:
Staying with the Trend: Price above POC Indicates buyers are in control of the profile being studied which allows the auction to move towards VAH next. Price below POC Indicates sellers are in control of the profile being studied which allows the auction to move towards VAL next. guiding trend-following entries. Breakouts above VAH can signal an expansion opportunity for price and breakdowns below VAL can signal an expansion opportunity for price.
Avoiding Choppy Conditions: POC acts as a price anchor(magnet almost) that draws price towards it due to the high volume around this pivot— Price oscillating around POC often indicates consolidation(almost a battle between buyers and sellers); Its wise to let the battle finish to understand the true direction. Teddy also helps traders identify consolidation between ranges as buyers and sellers fight for acceptance above below in inside of one or multiple ranges. This type of structure between ranges often brings chop with it as well.
Steering Clear of Overbought/Oversold: Extreme price moves far from POC or VAH/VAL, especially in recent profiles, suggest price at premium or price at discount. This can help traders avoid chasing an extended move to the upside or the downside.
Multiple profiles provide temporal context, ensuring trades align with multiple auctions to define price at a value, at a discount or at a premium and not just fleeting noise.
How to Use It
Apply to any chart (e.g., ES 1H for futures).
Customize via inputs:
"Profile Settings": Enable/disable, set start/stop times, toggle fixed range.
"Profile Appearance": Adjust horizontal offset for labels.
"Profile Colors": Set POC, VAH, VAL colors (e.g., yellow, blue).
"Profile POC & Value Area": Adjust value area percentage (default: 70%), toggle POC/VAH/VAL display, extend lines left.
"Profile Label Customization": Set label prefixes, show prices, and text colors.
Underlying Concepts
Volume Profile: POC and VAH/VAL highlight high-volume acceptance zones, anchoring trend analysis.
Temporal Analysis: Multiple profiles reveal evolving market structure over user-defined periods.
Limitations
May require a Premium Trading view plan due to data being pulled on lower time frames such as the 1 minute. Check to ensure your plan meets these requirements.
Profiles looking back multiple months (e.g., 9 or 12 months) on lower timeframes (e.g., 1-minute) may cause memory errors or fail to load due to data limits.
Hourly or higher timeframes are best for accurate data on extended lookbacks, especially in futures markets.
Accuracy depends on lower timeframe data availability.
Levels are contextual, not guaranteed signals.
RSI VWAP POC [Uncle Sam Trading]Category: Oscillators, Volume, Market Profile
Timeframe: Suitable for all timeframes
Markets: Crypto, Forex, Stocks, Commodities
Overview
The RSI VWAP POC indicator is a powerful and innovative oscillator that combines the Relative Strength Index (RSI), Volume-Weighted Average Price (VWAP), and Point of Control (POC) from market profile analysis. Designed to provide traders with clear, high-probability trading signals, this indicator helps you identify key market levels, spot overbought/oversold conditions, and time your entries and exits with precision. Whether you’re a day trader, swing trader, or scalper, this free tool adds significant value to your trading strategy by offering a unique blend of momentum, volume, and market profile insights.
How It Works
This indicator integrates three core components to deliver actionable insights:
RSI (Relative Strength Index): Measures momentum to identify overbought (above 70) and oversold (below 30) conditions, helping you anticipate potential reversals.
VWAP (Volume-Weighted Average Price): Calculates a volume-weighted price benchmark, which is used to compute a more accurate, volume-sensitive RSI. This ensures the indicator reflects true market dynamics.
POC (Point of Control): Derived from market profile analysis, the POC represents the price level with the highest traded volume in a session, acting as a critical support or resistance level.
The indicator plots a smoothed RSI based on VWAP, overlaid with market profile data on a user-defined higher timeframe (default: 4H). The POC is displayed as a red line, with aqua bars indicating the value area where the majority of trading volume occurred. When the RSI crosses the POC, the indicator generates clear buy and sell signals:
Strong Buy (SBU): RSI crosses above the POC in an oversold zone.
Strong Sell (SBD): RSI crosses below the POC in an overbought zone.
Additional features include:
Background colors to highlight bullish (green) or bearish (red) trends.
Shaded zones for overbought (70/60) and oversold (30/40) levels.
Customizable settings to fit your trading style and timeframe.
How This Indicator Adds Value
The RSI VWAP POC indicator offers several key benefits that enhance your trading performance:
High-Probability Signals: By combining RSI, VWAP, and POC, this indicator identifies trades at key market levels where price is likely to react, increasing your win rate.
Improved Timing: Clear buy and sell signals, such as ‘SBU’ and ‘SBD’, help you enter and exit trades at optimal points, maximizing profitability.
Risk Management: Overbought/oversold zones and trend confirmation via background colors help you avoid false signals, protecting your capital.
Versatility: Suitable for all markets (crypto, forex, stocks) and timeframes, making it a valuable tool for traders of all experience levels.
Time Efficiency: The indicator does the heavy lifting by analyzing momentum, volume, and market profile data, allowing you to focus on executing trades.
Real-World Performance Example: On a 1-hour Bitcoin chart with a 4-hour higher timeframe, this indicator identified a strong sell signal on April 6th at 12:00 ($82,000), leading to a 9% drop to $74,600. A subsequent strong buy signal on April 7th at 04:00 ($76,200) captured a 6% rise to $81,200 – a potential 25% profit with 5x leverage if exited at 5%.
How to Use
Add the Indicator: Search for “RSI VWAP POC ” in TradingView’s indicator library and add it to your chart.
Set Your Timeframe: The indicator works on any timeframe but is optimized for a 1-hour chart with a 4-hour higher timeframe (set in the settings).
Interpret Signals:
Look for ‘SBU’ (strong buy) labels when the RSI crosses above the POC in an oversold zone, indicating a potential buying opportunity.
Look for ‘SBD’ (strong sell) labels when the RSI crosses below the POC in an overbought zone, signaling a potential selling opportunity.
Use the background colors (green for bullish, red for bearish) to confirm the trend.
Combine with Your Strategy: Use the indicator alongside your existing analysis (e.g., support/resistance, candlestick patterns) for best results.
Settings and Customization
The indicator is highly customizable to suit your trading needs:
RSI Length (Default: 14): Adjust the sensitivity of the RSI. Use a shorter length (e.g., 10) for scalping, or a longer length (e.g., 20) for smoother signals.
EMA Smoothing Length (Default: 3): Smooths the RSI line. Increase to 5 or 7 for less choppy signals in volatile markets.
Higher Timeframe (Default: 240 minutes): Set to 240 (4 hours) for a 1-hour chart. Adjust based on your chart’s timeframe (e.g., 60 minutes for a 15-minute chart).
Value Area Percentage (Default: 100%): Defines the size of the value area around the POC. Lower to 70% for a tighter focus on key levels.
Overbought/Oversold Thresholds (Defaults: 70/30): Adjust these levels to match market conditions (e.g., 80/20 for trending markets).
Show POC Line (Default: True): Toggle the red POC line on or off.
Show Buy/Sell Signals: Enable ‘Show Strong Breakup Signals’ and ‘Show Strong Breakdown Signals’ to focus on high-probability trades.
Why Choose This Indicator?
The RSI VWAP POC indicator stands out by offering a unique combination of momentum, volume, and market profile analysis in a single, easy-to-use tool. It’s designed to help traders of all levels make informed decisions, reduce risk, and increase profitability. Whether you’re trading Bitcoin, forex pairs, or stocks, this indicator provides the clarity and precision you need to succeed.
volume profile ranking indicator📌 Introduction
This script implements a volume profile ranking indicato for TradingView. It is designed to visualize the distribution of traded volume over price levels within a defined historical window. Unlike TradingView’s built-in Volume Profile, this script gives full customization of the profile drawing logic, binning, color gradient, and the ability to anchor the profile to a specific date.
⚙️ How It Works (Logic)
1. Inputs
➤POC Lookback Days (lookback): Defines how many bars (days) to look back from a selected point to calculate the volume distribution.
➤Bin Count (bin_count): Determines how many price bins (horizontal levels) the price range will be divided into.
➤Use Custom Lookback Date (useCustomDate): Enables/disables manually selecting a backtest start date.
➤Custom Lookback Date (customDate): When enabled, the profile will calculate volume based on this date instead of the most recent bar.
2. Target Bar Determination
➤If a custom date is selected, the script searches for the bar closest to that date within 1000 bars.
➤If not, it defaults to the latest bar (bar_index).
➤The profile is drawn only when the current bar is close to the target bar (within ±2 bars), to avoid unnecessary recalculations and performance issues.
3. Volume Binning
➤The price range over the lookback window is divided into bin_count segments.
➤For each bar within the lookback window, its volume is added to the appropriate bin based on price.
➤If the price falls outside the expected range, it is clamped to the first or last bin.
4. Ranking and Sorting
➤A bubble sort ranks each bin by total volume.
➤The most active bin (POC, or Point of Control) is highlighted with a thicker bar.
5. Rendering
➤Horizontal bars (line.new) represent volume intensity in each price bin.
➤Each bar is color-coded by volume heat: more volume = more intense color.
➤Labels (label.new) show:
➤Total volume
➤Rank
➤Percentage of total volume
➤Price range of the bin
🧑💻 How to Use
1. Add the Script to Your Chart
➤Copy the code into TradingView’s Pine Script editor and add it to your chart.
2. Set Lookback Period
➤Default is 252 bars (about one year for daily charts), but can be changed via the input.
3. (Optional) Use Custom Date
●Toggle "Use Custom Lookback Date" to true.
➤Pick a date in the "Custom Lookback Date" input to anchor the profile.
4. Analyze the Volume Distribution
➤The longest (thickest) red/orange bar represents the Point of Control (POC) — the price with the most volume traded.
➤Other bars show volume distribution across price.
➤Labels display useful metrics to evaluate areas of high/low interest.
✅ Features
🔶 Customizable anchor point (custom date).
🔶Adjustable bin count and lookback length.
🔶 Clear visualization with heatmap coloring.
🔶 Lightweight and performance-optimized (especially with the shouldDrawProfile filter)
Market Pulse"Market Pulse" is a comprehensive technical analysis indicator designed to provide traders with insights into market dynamics by combining several analytical modules:
Turning Points & Forecasts: Identifies potential market turning points by analyzing pivot highs and lows over a specified period. It calculates forecast levels (A, B, C) based on the averages and standard deviations of these pivots, offering potential support and resistance zones.
TPO (Time Price Opportunity) Profile: Analyzes the distribution of prices over a set number of bars to determine key levels such as Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL). These levels help traders understand where the majority of trading activity has occurred, indicating potential support and resistance areas.
High Volume Highlight: Detects bars with significantly higher volume compared to a moving average benchmark, highlighting potential areas of increased market activity and interest.
Open Interest Analysis: Monitors open interest data for both USD and USDT pairs, comparing current values to their moving averages. This analysis helps gauge market sentiment and potential future price movements based on the commitment of traders.
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"Market Pulse" — это комплексный индикатор технического анализа, предназначенный для предоставления трейдерам глубокого понимания динамики рынка посредством объединения нескольких аналитических модулей:
Разворотные точки и прогнозы: Определяет потенциальные разворотные точки рынка, анализируя экстремумы (максимумы и минимумы) за заданный период. Рассчитывает прогнозные уровни (A, B, C) на основе средних значений и стандартных отклонений этих экстремумов, предлагая потенциальные зоны поддержки и сопротивления.
Профиль TPO (Time Price Opportunity): Анализирует распределение цен за определённое количество баров для определения ключевых уровней, таких как Point of Control (POC), Value Area High (VAH) и Value Area Low (VAL). Эти уровни помогают трейдерам понять, где происходила основная торговая активность, указывая на потенциальные области поддержки и сопротивления.
Выделение высокого объёма: Обнаруживает бары с значительно более высоким объёмом по сравнению с движущейся средней, выделяя потенциальные области повышенной рыночной активности и интереса.
Анализ открытого интереса: Отслеживает данные об открытом интересе для пар в USD и USDT, сравнивая текущие значения с их скользящими средними. Этот анализ помогает оценить рыночные настроения и потенциальные будущие ценовые движения на основе вовлечённости трейдеров.
Casa_VolumeProfileSessionLibrary "Casa_VolumeProfileSession"
Analyzes price and volume during regular trading hours to provide a session volume profile,
including Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL).
Calculates and displays these levels historically and for the developing session.
Offers customizable visualization options for the Value Area, POC, histogram, and labels.
Uses lower timeframe data for increased accuracy and supports futures sessions.
The number of rows used for the volume profile can be fixed or dynamically calculated based on the session's price range and the instrument's minimum tick increment, providing optimal resolution.
calculateEffectiveRows(configuredRows, dayHigh, dayLow)
Determines the optimal number of rows for the volume profile, either using the configured value or calculating dynamically based on price range and tick size
Parameters:
configuredRows (int) : User-specified number of rows (0 means auto-calculate)
dayHigh (float) : Highest price of the session
dayLow (float) : Lowest price of the session
Returns: The number of rows to use for the volume profile
debug(vp, position)
Helper function to write some information about the supplied SVP object to the screen in a table.
Parameters:
vp (Object) : The SVP object to debug
position (string) : The position.* to place the table. Defaults to position.bottom_center
getLowerTimeframe()
Depending on the timeframe of the chart, determines a lower timeframe to grab volume data from for the analysis
Returns: The timeframe string to fetch volume for
get(volumeProfile, lowerTimeframeHigh, lowerTimeframeLow, lowerTimeframeVolume, lowerTimeframeTime, lowerTimeframeSessionIsMarket)
Populated the provided SessionVolumeProfile object with vp data on the session.
Parameters:
volumeProfile (Object) : The SessionVolumeProfile object to populate
lowerTimeframeHigh (array) : The lower timeframe high values
lowerTimeframeLow (array) : The lower timeframe low values
lowerTimeframeVolume (array) : The lower timeframe volume values
lowerTimeframeTime (array) : The lower timeframe time values
lowerTimeframeSessionIsMarket (array) : The lower timeframe session.ismarket values (that are futures-friendly)
drawPriorValueAreas(todaySessionVolumeProfile, extendYesterdayOverToday, showLabels, labelSize, pocColor, pocStyle, pocWidth, vahlColor, vahlStyle, vahlWidth, vaColor)
Given a SessionVolumeProfile Object, will render the historical value areas for that object.
Parameters:
todaySessionVolumeProfile (Object) : The SessionVolumeProfile Object to draw
extendYesterdayOverToday (bool) : Defaults to true
showLabels (bool) : Defaults to true
labelSize (string) : Defaults to size.small
pocColor (color) : Defaults to #e500a4
pocStyle (string) : Defaults to line.style_solid
pocWidth (int) : Defaults to 1
vahlColor (color) : The color of the value area high/low lines. Defaults to #1592e6
vahlStyle (string) : The style of the value area high/low lines. Defaults to line.style_solid
vahlWidth (int) : The width of the value area high/low lines. Defaults to 1
vaColor (color) : The color of the value area background. Defaults to #00bbf911)
drawHistogram(volumeProfile, bgColor, showVolumeOnHistogram)
Given a SessionVolumeProfile object, will render the histogram for that object.
Parameters:
volumeProfile (Object) : The SessionVolumeProfile object to draw
bgColor (color) : The baseline color to use for the histogram. Defaults to #00bbf9
showVolumeOnHistogram (bool) : Show the volume amount on the histogram bars. Defaults to false.
Object
Object Contains all settings and calculated values for a Volume Profile Session analysis
Fields:
numberOfRows (series int) : Number of price levels to divide the range into. If set to 0, auto-calculates based on price range and tick size
valueAreaCoverage (series int) : Percentage of total volume to include in the Value Area (default 70%)
trackDevelopingVa (series bool) : Whether to calculate and display the Value Area as it develops during the session
valueAreaHigh (series float) : Upper boundary of the Value Area - price level containing specified % of volume
pointOfControl (series float) : Price level with the highest volume concentration
valueAreaLow (series float) : Lower boundary of the Value Area
startTime (series int) : Session start time in Unix timestamp format
endTime (series int) : Session end time in Unix timestamp format
dayHigh (series float) : Highest price of the session
dayLow (series float) : Lowest price of the session
step (series float) : Size of each price row (calculated as price range divided by number of rows)
pointOfControlLevel (series int) : Index of the row containing the Point of Control
valueAreaHighLevel (series int) : Index of the row containing the Value Area High
valueAreaLowLevel (series int) : Index of the row containing the Value Area Low
lastTime (series int) : Tracks the most recent timestamp processed
volumeRows (map) : Stores volume data for each price level row (key=row number, value=volume)
ltfSessionHighs (array) : Stores high prices from lower timeframe data
ltfSessionLows (array) : Stores low prices from lower timeframe data
ltfSessionVols (array) : Stores volume data from lower timeframe data
TPO IQ [TradingIQ]Hello Traders!
Introducing "TPO IQ"!
TPO IQ offers a Time Price Opportunity profile with several customization options that packs several related features to help traders navigate the generated profiles!
Features
TPO Profiles
Single Print identification
Initial Balance Identification
Can be anchored to timeframe change
Can be anchored to fixed time interval
Last profile detailed visuals
Customizable value area percentage
POC identification
Mid-point identification
TPO Profiles
A TPO profile is a market profile visualization that details how much time was spent at each price level throughout the time interval.
The image above further explains what a TPO Profile is!
Each letter corresponds to a candlestick. With this information, traders are able to visualize how much time was spent at each price area.
With customizable gradient colors, specifically in this example, blocks colored red are the earliest times in the profile, blocks colored green are in the beginning half of the time midpoint of the profile. Blue blocks represent the first half of the end of the time period, and purple blocks correspond to the end of the time period.
Please note that this form of TPO profile generation will only occur when the most recent profile uses less than 500 alphabet characters! If more than 500 characters are preset, TPO IQ will revert to using labels!
Initial Balance
TPO IQ also identifies the initial balance range and all alphabet characters that form within it!
The image above exemplifies this feature. The initial balance range is denoted by a a neon-blue line, with a blue circle showing the opening price. All characters within the initial balance range are highlighted blue, which is a feature that can be disabled with customizable colors.
POC
TPO IQ also identifies the point of control (POC) of the TPO Profile.
The point of control for the profile is labeled yellow by default, and shows where price spent the most time throughout the time period.
The image above shows the POC for the time period being identified by TPO IQ.
Value Area
TPO IQ also identifies the value area of the profile. A customizable percentage that is 70% by default, the value area of a TPO profile shows where price traded the majority of the time.
The image above further explains this feature. For this example, with the value area percentage being set to 70%, the value area high and value area low show the price zone that prices traded at 70% of the time throughout the profile.
TPO Midpoint
In addition to the POC, the TPO profile midpoint is also identified by TPO IQ.
The TPO midpoint simply corresponds to the middle price between the session's high and low!
Fixed Interval Mode
By default, TPO IQ recalculates every day, but this can also be changed to a customizable session time, such as 4 hours. If 4 hours is selected, then a new TPO profile will be generated every 4 hours.
However, in Fixed Interval mode, a TPO profile will be generated through a user-defined time range, such as 1300-1700.
In the image above, Fixed Interval mode is applied with a time range of 1300-1700 and, consequently, TPO IQ generates a new profile throughout every 1300-1700 time range!
This feature allows traders to specify time ranges of interest to generate TPO profiles for!
TPO Overview Label
The TPO overview label shows key statistics for the TPO profile generated throughout the trading session!
The "TPO Count" statistic shows how many alphabetical letters were generated for the profile, which is an adequate method to determine the session's volatility and price range.
The "Tick Levels" statistic shows how many tick levels were used to create the profile - another method to determine the volatility and price range of the session.
The "Top Letter" statistic shows which letter appears most throughout the profile. In this example, the top letter was "f", which means throughout creation of the profile, the letter "f" appeared the most!
And that's all for now!
If you have any feedback or new feature ideas for TPO IQ please feel free to share them with us!
Thank you traders!
Volume Footprint POC for Every CandleCalculating and plotting the Point of Control (POC) for every candle on a volume footprint chart can provide valuable insights for traders. Here are some interpretations and uses of this information:
1. Identify Key Price Levels
Highest Traded Volume: The POC represents the price level with the highest traded volume for each candle. This level often acts as a significant support or resistance level.
Confluence Zones: When multiple POCs align at similar price levels over several candles, it indicates strong support or resistance zones.
2. Gauge Market Sentiment
Buyer and Seller Activity: High volume at certain price levels can indicate where buyers and sellers are most active. A rising POC suggests stronger buying activity, while a falling POC suggests stronger selling activity.
Volume Profile: Analyzing the volume profile helps in understanding the distribution of traded volume across different price levels, providing insights into market sentiment and potential reversals.
3. Spot Trends and Reversals
Trend Continuation: Consistent upward or downward shifts in POC levels can indicate a trend continuation. Traders can use this information to stay in trending positions.
Reversal Signals: A sudden change in the POC direction may signal a potential reversal. This can be used to take profits or enter new positions.
4. Intraday Trading Strategies
Short-Term Trading: Intraday traders can use the POC to make informed decisions on entry and exit points. For example, buying near the POC during an uptrend or selling near the POC during a downtrend.
Scalping Opportunities: High-frequency traders can use shifts in the POC to scalp small profits from price movements around these key levels.
5. Volume-Based Indicators
Confirmation of Other Indicators: The POC can be used in conjunction with other technical indicators (e.g., moving averages, RSI) to confirm signals and improve trading accuracy.
Support and Resistance: Combining the POC with traditional support and resistance levels can provide a more comprehensive view of the market dynamics.
In summary, the Point of Control (POC) is a valuable tool for traders to understand market behavior, identify key levels, and make more informed trading decisions. If you have specific questions or need further details on how to use this information in your trading strategy, feel free to ask! 😊
Real-Time HTF Volume Footprint [BigBeluga]Real-time HTF Volume Footprint Profile is designed to provide a comprehensive view of higher timeframe volume profiles on your current chart. It overlays critical volume information from larger timeframes (like daily, weekly, or monthly) onto lower timeframe charts, helping you spot significant levels where volume is concentrated, acting as potential support or resistance.
🔵 Key Features:
HTF High and Low Zones: The indicator highlights the high and low of the chosen higher timeframe with clear zones, marking them with boxes. These zones help you see the broader market structure at a glance.
Volume Profile within HTF Range: Each higher timeframe range displays a volume profile, showing the distribution of volume at each price level. The most-traded price is highlighted in blue, known as the Point of Control (POC), indicating the price level with the highest activity.
Dynamic POC Option: Activate Dynamic POC to observe how the Point of Control shifts over time, giving insight into changing market interests and potential price direction.
Timeframe Flexibility: Select from daily, weekly, and monthly ranges (and more) to overlay their footprint profiles on your lower timeframe chart. This helps you tailor the indicator to the trading horizon that suits your strategy.
Info Table: Table shows a traders which timeframe is selected with last high and low of the selected timeframe
Visual Clarity with Custom Colors: The indicator uses subtle fills and distinct colors to ensure volume profile data integrates seamlessly into your chart without overwhelming other indicators or price data.
🔵 When to Use:
The HTF Volume Footprint Profile is essential for traders who want to bridge the gap between high-timeframe and intraday analysis. By visualizing HTF volume distribution on lower timeframes, this tool helps you:
Spot potential liquidity zones where price might react.
Identify support and resistance levels within HTF ranges.
Monitor PoC shifts that indicate changes in market behavior.
Track how current price aligns with significant volume clusters, providing a clear edge for volume-based strategies.
This indicator empowers traders to analyze lower timeframes with the context of higher timeframe volume profiles, providing a solid basis for identifying critical support and resistance levels shaped by large volume clusters. Whether you’re looking to spot liquidity zones or align your trades with broader market trends, HTF Volume Footprint Profile equips you with a strategic view.
Quantitative TF POCThe "Quantitative TF POC" indicator is a technical analysis tool used in trading to identify the Point of Control (POC) within a specified timeframe. The POC represents the price level with the highest trading activity during a specific period and can be used by traders to make informed decisions about entry and exit points. Here’s a breakdown of its main features and functionalities:
Key Features:
Flexible Timeframe Sampling:
Allows users to define the lower timeframe for analysis. This can be adjusted to capture more granular price movements.
Customizable Sample Bins:
Users can set the number of bins (or price ranges) to analyze the distribution of price data. More bins provide a detailed view of price action.
Different POC Calculation Types:
Users can choose to calculate the POC based on either "Time" (frequency of trades at each price level) or "Volume" (actual trading volume at each price level), depending on their trading strategy.
Display Options:
The indicator offers the ability to hide "hit" POCs (those that have been traded against) or display them based on user preferences.
Customization options for line color, width, and style enhance visual clarity.
Intrabar POC:
The indicator plots the intrabar POC as a point on the chart, providing real-time insights into where price is currently accumulating the most volume or time.
Highest Volume Naked POC:
An optional feature that highlights the highest volume naked POC over a user-defined lookback period. A naked POC is one that hasn’t been revisited by price, which can signal future trading opportunities.
Dynamic Line Management:
Automatically manages the plotting of POC lines, ensuring that only a maximum of 500 lines are displayed at any time for optimal performance.
Usage:
Traders can use this indicator to identify significant price levels that may act as support or resistance. By understanding where the most trading occurs, they can make strategic decisions when entering or exiting positions. The visual representation allows for quick assessment of market conditions, making it easier to spot potential trading opportunities.
In summary, the "Quantitative TF POC" indicator provides a comprehensive and customizable approach to analyzing price action through the lens of the Point of Control, offering traders valuable insights into market dynamics.
Volume Profile [projeadam]Volume Profile Indicator
OVERVIEW
The "Volume Profile " indicator is designed to analyze and visualize the volume distribution within a specified number of past bars on the TradingView platform. This tool helps traders to identify key levels of volume activity, which can indicate significant support and resistance zones.
USER GUIDE
The primary purpose of this indicator is to provide a detailed volume profile over a specified range of bars. It highlights areas of high and low trading activity, enabling traders to make more informed decisions based on historical volume data.
SETTINGS PANEL
🌟 Indicator Settings 🌟
1. Back Bars Value :
o Description: Sets the number of past bars to be considered for volume profile calculation.
o Default Value: 43
o Range: 1 to 500
2. Value Area Volume %:
o Description: Specifies the percentage of total volume to be included in the value area.
o Default Value: 50%
o Range: 1% to 100%
🪐 Histogram Settings 🪐
1. Show Histogram:
o Description: Toggles the display of the volume histogram on the chart.
o Default: Enabled
2. Right Or Left Side Histogram:
o Description: Allows the user to choose the position of the histogram on the chart (right or left side).
o Default: Left Side
3. Number of Histogram Branches:
o Description: Sets the number of segments or branches in the histogram.
o Default Value: 50
4. Value Area BUY Color:
o Description: Sets the color for the histogram bars indicating buying volume areas.
o Default: Green (#73ff21 with 15% opacity)
5. Value Area SELL Color:
o Description: Sets the color for the histogram bars indicating selling volume areas.
o Default: Red (#ff2828 with 15% opacity)
🎯 Lines Settings 🎯
1. Show Lines:
o Description: Toggles the display of horizontal lines representing key volume levels.
o Default: Enabled
2. Show Labels:
o Description: Toggles the display of labels for the horizontal lines.
o Default: Enabled
3. High Level Line:
o Show Line: Enables the high volume level line.
o Line Style: Options for solid, dotted, or dashed lines.
o Line Width: Adjustable from 1 to 5.
o Line Color: Customizable color for the high level line.
4. Middle Level Line (POC Line):
o Show Line: Enables the Point of Control (POC) line.
o Line Style: Options for solid, dotted, or dashed lines.
o Line Width: Adjustable from 1 to 5.
o Line Color: Customizable color for the POC line.
5. Low Level Line:
o Show Line: Enables the low volume level line.
o Line Style: Options for solid, dotted, or dashed lines.
o Line Width: Adjustable from 1 to 5.
o Line Color: Customizable color for the low level line.
Visualization
- Histogram Positioning: The histogram can be displayed on either the right or left side of the chart, providing flexibility based on user preference.
- Line and Label Customization: Users can customize the style, width, and color of the lines and labels to match their trading style and charting preferences.
ALARMS
This indicator can trigger alarms based on significant price movements relative to the identified volume levels:
- Break High Level: An alarm is triggered when the price crosses above the high volume level.
- Break Low Level: An alarm is triggered when the price crosses below the low volume level.
ALGORITHM
The indicator calculates the highest and lowest prices within the specified number of past bars and divides the price range into segments. It then allocates the volume within each segment, distinguishing between buying and selling volumes. The key volume levels (Point of Control, High Volume Node, and Low Volume Node) are identified and highlighted on the chart.
Example
In the example below, the histogram is displayed on the left side, showing higher buying volumes in green and selling volumes in red. The key volume levels are marked with horizontal lines and labels, providing clear visual cues for significant support and resistance zones.
BENEFITS
- Enhanced Market Insight: Provides a detailed view of volume distribution, highlighting key trading levels.
- Customizable Visualization: Flexible settings allow traders to customize the indicator to their needs.
- Alert Mechanism: Automated alarms keep traders informed of significant market movements in real-time.
ADDITIONAL FEATURES
If you have suggestions for additional features or improvements, please feel free to reach out.
First In, First Out Moving AverageThis script is a tool designed to calculate a First In, First Out (FIFO) Moving Average (MA) using traded prices and volumes. Additionally, it computes the Point of Control (PoC) from, which identifies the price levels (developing POC) with the maximum volume. The script is built to provide traders with a comprehensive analysis of price movements and volume dynamics, enhancing their understanding of market trends and potential entry/exit points.
Understanding the Mechanics:
The script maintains arrays for prices and volumes, where hypothetical trades are added.
For long trades (identified by red candles/bars), traded prices and volumes are appended to the respective arrays.
Short trades (identified by green candles/bars) trigger the removal of volumes from the arrays following the FIFO principle.
This process ensures the adjustment of partial or complete removal of oldest entries based on traded volume.
Analyzing Profit and Loss (PnL):
The script also tracks a hypothetical Profit and Loss (PnL) to understand whether the outcome is in red (negative) or green (positive) - color of the FIFO MA.
Interpreting the Results:
Once the script is applied to the chart, traders can observe the FIFO Moving Average (MA) and Point of Control (PoC) lines plotted.
By analyzing these lines and the associated colors (indicating positive or negative PnL), traders can make informed decisions regarding market trends, support/resistance levels and potential trading opportunities.
