Historic Volume/Market Profiles

Historic Volume/Market Profile is a Periodic Volume Profile with all of the improvements known in the original Volume/Market Profile.
VMP is a 2 in 1 Volume and Market Profile Indicator.
HVMP uses the base of VMP to offer a quick and simple view at multiple historic profiles at the same time.
This includes:
  • Cluster Identification for High Volume and Low Volume Areas.
  • Maximizing granularity by utilizing boxes and lines to get up to 1000 rows.

New Inclusions in HVMP vs VMP:

HVMP granularity is determined by the # of profiles on display. By doing this, each profile will get an even amount of allocated rows to use and granularity is scaled per-profile, to fit within the row allowance.
For Example: 1000/(# of profiles) = Maximum # of rows per profile.

HVMP introduces the "Auto-Scale" Option (on by Default), this automatically fits each profile within the defined timeframe period to provide a consistent display when switching timeframes.
Even with "Auto-Scale" enabled, "Display Size" dictates which direction the profile is displayed.

Below is a Negative Display Size (Displays from right to left, starting at the end of the period)
Below is a Positive Display Size (Displays from left to right, starting at the beginning of the period)

HVMP is only for historical data, you can get a live profile with the same Node Identification using VMP (Volume Market/Profile). The indicator that this one is based on.
Find it Here: Volume/Market Profile


Open-source script

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