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Volume Analysis - Heatmap and Volume ProfileHello All! I have a new toy for you! Volume Analysis - Heatmap and Volume Profile . Honestly I started to work to develop Volume Heatmap then I decided to improve it and add more features such Volume profile, volume, difference in Buy/Sell volumes etc. I tried to put my abilities into this script and tried to use some new Pine Language™ features ( method, force_overlay, enum etc features ). I hope the usage of these new features would be an example for Pine Programmers. Lets talk about how it works: - It gets number of Rows/Columns from the user for each candle to create heatmap - It calculates the number of the candles to analyze. Number of the candles may change by number of Rows/columns or if any volume / difference in volumes / volume profile is enabled - It gets Closing/Opening price, Volume and Time info from lower time frame for each candle ( it can be up to 100K for each candle ) - After getting the data it calculates lower time frame to analyze - Then it calculates how closing price moves, how much volume on each move and create boxes by the volume/move in each box - The colors for each box calculated by volume info and closing price movements in the lower time frame - It shows the boxes on Absolute places or Zero Line optionally - it shows Volume, Cumulative volume, Difference between Buy/Sell volume for each column - it changes empty box color by Chart background color, also you can change transparency - At this time it creates Volume Profile with up to 25 rows - As a new Pine Language™ feature, it can show Volume Profile in the indicator window or in Main chart, shows Value Area, Value Area High (VAH), Value Area Low (VAL), and draw it and POC (Point Of Control) in the indicator window and/or in the main chart - Honestly the feature I like is that: For the markets that are not open 24/7, it combines the data from the lower time period without any gaps. For example, if you work for a market that is closed on Saturdays and Sundays, it ensures data integrity by omitting weekends and holidays. so for example if the data is like "ABC---DEF-X---YL-Z" then it makes this data like "ABCDEFXYLZ". In this way, there will be no data breaks in the displayed boxes, there will be no empty colons, and it will appear as if data is coming in at any time. - Finally it shows Info Panel to give info, its background color automatically changes by the Chart background color - Important! You should set your "Plan" accordingly, your plan is "Premium or Higher" or "Lower tier". so the script can understand the minimum time frame it can get data!! I tried to share many screenshots below to explain it much better How it looks? it shows Highest Buy/Sell volumes brighter, move volume -> brighter Volume Profile ( up to 25 row s) ( number of contained candles should be more than 1 ) Volume Profile can be shown in the main chart optionally How the main chart looks: Closing price shown and you can enable it, change colors & line width Can include many candles according to Row&Column number you set Optionally it can show cumulative volume for each candle Closing prices from lower time frame Shows Candle Body by changing background colors It can shows all included candles on Zero line You can change the colors of many things You can set Empty box and border transparency Table, Empty box Colors adjustment done automatically by chart background color Sometimes we can not get data from some historical candles if time frame is high such 2days, 1 week etc, and it looks like: It also checks if Chart time frame and Chart type is suitable Enjoy!
Pine Script® indicator
by LonesomeTheBlue
43
EM Visible Range Volume Profile█ OVERVIEW  ᴇᴍ VRVP (Visible Range Volume Profile) indicator calculates the volume profile within the visible range of prices. Volume Profile is an advanced technical analysis indicator that shows trading activity over a specified period of time at certain price levels. The indicator plots a histogram on the chart that reflects dominant or significant price levels based that are based on volume. VP concept VP Components Open, High, Low, Close: There are different types of volume profile indicators but the majority of them will designate the OHLC. Point of Control: A price level with the most traded volume during one session, also known as POC. High Volume Node (HVN): Area of high volume relative to surrounding price action. Low Volume Node (LVN): Area of low volume relative to surrounding price action. Analysis of price in relation to high and low volume nodes is useful when building context around your trades. █ VOLUME PROFILE STRATEGIES  The distribution of a volume profile can help you determine the strength of a trend and spot potential reversal zones. Let’s take a look at the five different distribution types. Neutral D In order for price to break away from value, either the buyers or the sellers will have to become more aggressive than the other side. When this occurs, it gives us with a vital piece of information. Now we know who were the agressors at this price level: either the buyers or the sellers. That's why this is a good level for a trading setup if the price bounces back. Bearish P and Bullish P Bearish P — reversal. Bullish P — confirmation. Bearish Ь and Bullish Ь Bearish Ь — confirmation. Bullish Ь — reversal. Examples █ INPUTS  Width — amplitude of the VP histogram. Grid — the number of columns of the VP histogram. Delta of volumes — combinatorial determination of the ratios of sellers and buyers. In quoted units — conversion in units of quoted currency. Logarithmic scale — recalculation the grid step to the logarithmic scale of the chart. HTF — (Higher Timeframe) calculation of VP for the period of the selected timeframe. ISO: Isolated computation in HTF period. Palette: Total volume, Volume of buyers, Volume of sellers, HTF bars. Warnings: colour of the «⚠» icon, language of information in the Tooltip. Addition: ᴇᴍ CHN-RMA — a grid of moving averages with periods of centered hexagonal numbers. █ ОБЩИЕ СВЕДЕНИЯ  ᴇᴍ VRVP (Visible Range Volume Profile) рассчитывает профиль объёма в видимом диапазоне цен. Профиль объёма — это продвинутый индикатор технического анализа, который показывает торговую активность за условленный период времени на определённых ценовых уровнях. Индикатор строит на графике гистограмму, отражающую доминирующие или значимые ценовые уровни, основанные на объёме. █ НАСТРОЙКИ  Ширина — амплитуда гистограммы VP. Сетка — количество колонок гистограммы VP. Дельта объёмов — комбинаторное определение соотношений продаж и покупок. В котируемых единицах — пересчёт в единицах котируемой валюты. Логарифмическая шкала — пересчёт шага сетки на логарифмическую шкалу графика. HTF — (Higher Timeframe) расчёт VP за период выбранного таймфрейма. ISO: Изолированное вычисление в HTF-периоде. Палитра: Суммарный объём, Объём покупок, Объём продаж, Бары HTF. Предупреждения: цвет значка «⚠», язык информации в Tooltip. Дополнение: ᴇᴍ CHN-RMA — сетка скользящих средних с периодами центрированных гексагональных чисел.
Pine Script® indicator
by EulerMethod
7
RightFlow Universal Volume Profile - Any Market Any TimeframeSummary in one paragraph RightFlow is a right anchored microstructure volume profile for stocks, futures, FX, and liquid crypto on intraday and daily timeframes. It acts only when several conditions align inside a session window and presents the result as a compact right side profile with value area, POC, a bull bear mix by price bin, and a HUD of profile VWAP and pressure shares. It is original because it distributes each bar’s weight into multiple mid price slices, blends bull bear pressure per bin with a CLV based split, and grows the profile to the right so price action stays readable. Add to a clean chart, read the table, and use the visuals. For conservative workflows read on bar close. Scope and intent • Markets. Major FX pairs, index futures, large cap equities and ETFs, liquid crypto. • Timeframes. One minute to daily. • Default demo used in the publication. SPY on 15 minute. • Purpose. See where participation concentrates, which side dominated by price level, and how far price sits from VA and POC. Originality and usefulness • Unique fusion. Right anchored growth plus per bar slicing and CLV split, with weight modes Raw, Notional, and DeltaProxy. • Failure mode addressed. False reads from single bar direction and coarse binning. • Testability. All parts sit in Inputs and the HUD. • Portable yardstick. Value Area percent and POC are universal across symbols. • Protected scripts. Not applicable. Method and use are fully disclosed. Method overview in plain language Pick a scope Rolling or Today or This Week. Define a window and number of price bins. For each bar, split its range into small slices, assign each slice a weight from the selected mode, and split that weight by CLV or by bar direction. Accumulate totals per bin. Find the bin with the highest total as POC. Expand left and right until the chosen share of total volume is covered to form the value area. Compute profile VWAP for all, buyers, and sellers and show them with pressure shares. Base measures Range basis. High minus low and mid price samples across the bar window. Return basis. Not used. VWAP trio is price weighted by weights. Components • RightFlow Bins. Price histogram that grows to the right. • Bull Bear Split. CLV based 0 to 1 share or pure bar direction. • Weight Mode. Raw volume, notional volume times close, or DeltaProxy focus. • Value Area Engine. POC then outward expansion to target share. • HUD. Profile VWAP, Buy and Sell percent, winner delta, split and weight mode. • Session windows optional. Scope resets on day or week. Fusion rule Color of each bin is the convex blend of bull and bear shares. Value area shading is lighter inside and darker outside. Signal rule This is context, not a trade signal. A strong separation between buy and sell percent with price holding inside VA often confirms balance. Price outside VA with skewed pressure often marks initiative moves. What you will see on the chart • Right side bins with blended colors. • A POC line across the profile width. • Labels for POC, VAH, and VAL. • A compact HUD table in the top right. Table fields and quick reading guide • VWAP. Profile VWAP. • Buy and Sell. Pressure shares in percent. • Delta Winner. Winner side and margin in percent. • Split and Weight. The active modes. Reading tip. When Session scope is Today or This Week and Buy minus Sell is clearly positive or negative, that side often controls the day’s narrative. Inputs with guidance Setup • Profile scope. Rolling or session reset. Rolling uses window bars. • Rolling window bars. Typical 100 to 300. Larger is smoother. Binning • Price bins. Typical 32 to 128. More bins increase detail. • Slices per bar. Typical 3 to 7. Raising it smooths distribution. Weighting • Weight mode. Raw, Notional, DeltaProxy. Notional emphasizes expensive prints. • Bull Bear split. CLV or BarDir. CLV is more nuanced. • Value Area percent. Typical 68 to 75. View • Profile width in bars, color split toggle, value area shading, opacities, POC line, VA labels. Usage recipes Intraday trend focus • Scope Today, bins 64, slices 5, Value Area 70. • Split CLV, Weight Notional. Intraday mean reversion • Scope Today, bins 96, Value Area 75. • Watch fades back to POC after initiative pushes. Swing continuation • Scope Rolling 200 bars, bins 48. • Use Buy Sell skew with price relative to VA. Realism and responsible publication No performance claims. Shapes can move while a bar forms and settle on close. Education only. Honest limitations and failure modes Thin liquidity and data gaps can distort bin weights. Very quiet regimes reduce contrast. Session time is the chart venue time. Open source reuse and credits None. Legal Education and research only. Not investment advice. Test on history and simulation before live use.
Pine Script® indicator
by exlux
Piman2077: Previous Day Volume Profile levelsPrevious Day Volume Profile Indicator Description: Previous Day Volume Profile Indicator plots the previous trading session’s Volume Profile key levels directly on your chart, providing clear reference points for intraday trading. This indicator calculates the Value Area High (VAH), Value Area Low (VAL), and Point of Control (POC) from the prior session and projects them across the current trading day, helping traders identify potential support, resistance, and high-volume zones. Features: Calculates previous day VAH, VAL, and POC based on a user-defined session (default 09:30–16:00). Uses Volume Profile bins for precise distribution calculation. Fully customizable line colors for VAH, VAL, and POC. Lines extend across the current session for easy intraday reference. Works on any timeframe, optimized for 1-minute charts for precision. Optional toggles to show/hide VAH, VAL, and POC individually. Inputs: Session Time: Define the trading session for which the volume profile is calculated. Profile Bins: Number of price intervals used to divide the session range. Value Area %: Percentage of volume to include in the value area (default 68%). Show POC / VAH & VAL: Toggle visibility of each level. Line Colors: Customize VAH, VAL, and POC colors. Use Cases: Identify previous session support and resistance levels for intraday trading. Gauge areas of high liquidity and potential market reaction zones. Combine with other indicators or price action strategies for improved entries and exits. Recommended Timeframe: Works on all timeframes; best used on 1-minute or 5-minute charts for precise intraday analysis.
Pine Script® indicator
by piman2077
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 --- **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.*
Pine Script® indicator
by padavans
1
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!
Pine Script® indicator
by RunRox
6
Dynamic Volume Profile PoC SwiftedgeOverview The Dynamic Volume Profile PoC is a powerful and visually intuitive indicator designed to help traders identify key support and resistance levels using a unique combination of pivot points, volume analysis, and dynamic Point of Control (PoC) levels. This script overlays directly on your chart, providing clear visual cues for potential breakout and rejection zones, making it easier to spot high-probability trading opportunities. What It Does This indicator combines three core components to deliver actionable insights: Pivot Points: Identifies significant swing highs and lows to establish potential support and resistance levels. Volume Oscillator: Measures volume momentum to confirm the strength of price movements, ensuring that breakouts or rejections are backed by significant volume. Dynamic Point of Control (PoC): Calculates the midpoint between consecutive pivot points to create dynamic PoC levels, which act as key areas where price is likely to either break through (breakout) or reverse (rejection). These components work together to highlight critical price levels where the market is likely to react, giving traders a clear framework for decision-making. How It Works Pivot Detection: The script uses pivot highs and lows (based on user-defined Left Bars and Right Bars) to identify significant price levels. These pivots form the foundation for calculating PoC levels. PoC Calculation: Each time a new pivot is detected, the script calculates the midpoint between the current pivot and the previous pivot, creating a dynamic PoC level. These levels are plotted as horizontal lines on the chart, with a maximum of Max PoC Lines to Show (default: 2) visible at any time. Volume Confirmation: A volume oscillator (short EMA of volume minus long EMA of volume) is used to filter breakouts and rejections. Breakouts or rejections are only signaled if the volume oscillator exceeds the Volume Threshold (default: 20), ensuring that price movements are supported by strong volume. Visual Cues: PoC levels are drawn as cyan lines with optional semi-transparent zones (controlled by Show PoC Zones). These zones are colored green for potential breakouts (price above PoC) and red for potential rejections (price below PoC). Labels above and below each PoC level indicate trading opportunities: "Long if breakout"/"Long if rejected" (green) and "Short if breakout"/"Short if rejected" (red), depending on the price's direction relative to the PoC. Break signals ("B") are plotted above or below bars when price crosses a pivot level with sufficient volume, colored red for downward breaks and green for upward breaks. How to Use Add the Indicator: Add the "Dynamic Volume Profile PoC " to your chart in TradingView. Adjust Settings: Left Bars and Right Bars (default: 15): Control the sensitivity of pivot detection. Lower values make the script more sensitive to smaller price swings. Volume Threshold (default: 20): Set the minimum volume oscillator value required to confirm breakouts or rejections. Increase this for stricter confirmation. Max PoC Lines to Show (default: 2): Define how many PoC levels are displayed at once. Show PoC Zones (default: true): Toggle semi-transparent zones around PoC levels for better visualization. Label Spacing Factor (default: 0.5): Adjust the vertical spacing between labels and the PoC box. Increase this value (e.g., to 1.0 or 2.0) for more spacing, or decrease it (e.g., to 0.3) for less. Interpret the Signals: Look for PoC levels (cyan lines) as key areas of interest. Use the labels to identify potential trades: "Long if breakout" indicates a buy opportunity if price breaks above the PoC, while "Short if rejected" suggests a sell if price fails to break through. Watch for "B" signals to confirm breakouts or rejections with volume support. Combine with Your Strategy: Use the PoC levels and break signals as part of your broader trading strategy, such as trend-following or mean-reversion setups. Why This Script is Unique The Dynamic Volume Profile PoC stands out by combining pivot points, volume analysis, and dynamic PoC levels into a single, cohesive tool. Unlike traditional volume profile indicators that require a fixed range, this script dynamically updates PoC levels based on recent price action, making it more responsive to current market conditions. The addition of volume confirmation ensures that signals are backed by market participation, reducing false breakouts. The visually appealing design, with customizable spacing and semi-transparent zones, makes it easy to interpret key levels at a glance, even for traders unfamiliar with Pine Script. Notes This script works best on timeframes where pivot points are meaningful (e.g., 1H, 4H, or daily charts). Adjust the Label Spacing Factor to ensure labels are well-spaced for your chart's zoom level and instrument. For instruments with high volatility, you may need to increase the Volume Threshold to filter out noise.
Pine Script® indicator
by SwiftEdge
4
Linear Regression Volume ProfileLinear Regression Volume Profile plots the volume profile fixated on the linear regression of the lookback period rather than statically across y = 0. This helps identify potential support and resistance inside of the price channel. Settings Linear Regression Linear Regression Source: the price source in which to sample when calculating the linear regression Length: the number of bars to sample when calculating the linear regression Deviation: the number of standard deviations away from the linear regression line to draw the upper and lower bounds Linear Regression Rows: the number of rows to divide the linear regression channel into when calculating the volume profile Show Point of Control: toggle whether or not to plot the level with highest amount of volume Usage Similar to the traditional Linear Regression and Volume Profile this indicator is mainly to determine levels of support and resistance. One may interpret a level with high volume (i.e. point of control) to be a potential reversal point. Details This indicator first calculates the linear regression of the specified lookback period and, subsequently, the upper and lower bound of the linear regression channel. It then divides this channel by the specified number of rows and sums the volume that occurs in each row. The volume profile is scaled to the min and max volume.
Pine Script® indicator
by DeltaSeek
6
[potatoshop] Volume Profile lower timeframeThis script is a volume profile that displays the volume of transactions in price blocks over a recent period of time. For a more detailed representation, OHCLV values on the time frame lower than the time zone on the chart were called and expressed. Low time frames are adjustable. You can adjust the number of blocks and the most recent time period that you want to view. Although it cannot be compared to the volume indicators provided for paid users of Trading-View, it has functioned by displaying transactions that are difficult to find on open source. Displays the amount traded in each block and the percentage of the total over a given period. POC represents the middle value of the block with the highest transaction volume as a line. TPOC represents the block that stayed the longest regardless of the volume of transaction. The reversal line appears when you determine the trading advantage of the rising and falling closing on a block basis and then have a different value from the neighboring blocks. (I didn't mean it much, but I just put it in for fun.) It represents the total volume of transactions traded in each block, and there are also check boxes in the settings window that represent the volume of transactions that closed higher and closed lower. You can specify the color of each block. The highest and lowest values for the set period and the total sum of each block are displayed at the bottom of the box. Because it was made using a lot of arrays, the total transaction volume was marked separately to check the value. When expressing the price block according to the trading volume percentage, it was a pity that the minimum pixel was 1 bar, so it could not be expressed delicately. Although set to bar_time in Box properties xloc, 1 bar was actually the minimum unit of the X-axis value. The logic used to place the transaction volume for each block is as follows. 1. Divide the difference between the high and low values of 1 LTF bar by the transaction volume . 2. Find the percentage of this LTF bar within each block. 3. Multiply the ratio by the transaction volume again. 4. Store the value in each block cell. Below are the codes of the people I referred to this time. 1. ‘Time & volume point of control (TPOC & VPOC)’ by quantifytools 2. ‘Volume Profile ’ by LuxAlgo 3. ‘Volume Profile and Volume Indicator by DGT’ by dgtrd The script is for informational and educational purposes only. 이 스크립트는 최근 일정 기간동안의 거래량을 가격 블록단위로 표시해 주는 볼륨 프로화일입니다. 좀 더 자세한 표현을 위해 차트상의 시간대보다 낮은 시간 프레임상의 OHCLV 값들을 호출하여 표현하였습니다. 낮은 시간 프레임은 조절 가능합니다.. 보고 싶은 최근 일정 기간과 블럭 갯수를 조절할 수 있습니다. 트뷰 유료 사용자들을 위해 제공하는 지표와는 비교할 수는 없지만, 오픈 소스상에서는 찾기 힘든 거래량을 표시해 기능을 넣었습니다. 각 블럭에서 거래되었던 양 과 주어진 기간 동안의 총량 대비 퍼센트를 표시해 줍니다. POC는 거래량이 가장 많았던 블럭의 중간값을 라인으로 표현해 줍니다. TPOC는 거래량에 상관없이 가장 오랜 시간 머물렸던 블럭을 표현해 줍니다. 반전선은 블럭 단위로 상승 마감과 하락 마감의 거래량 우세를 결정한 뒤, 이웃 블럭들하고 다른 값을 가질 때 나타납니다. (어떤 뜻을 갖고 만든 건 아니고 그냥 재미로 넣어 보았습니다.) 각 블럭에서 거래되었던 총거래량을 표현해 주며, 또한 설정창에서 상승 마감한 거래량과 하락 마감한 거래량을 표현하는 체크 박스가 있습니다. 각 블럭의 색깔을 지정하실 수 있습니다. 설정된 기간 동안의 최고값과 최저값, 각 블럭을 합친 총량을 박스 하단에 표시해 두었습니다. 어레이를 많이 사용하여 만들었기 때문에 값의 확인을 위해 전체 거래량을 따로 표시하였습니다. 가격 블럭을 거래량 퍼센트에 따라 표현할 때, 최소 픽셀이 1bar 이어서 섬세하게 표현 할 수 없어 안타까웠습니다. 박스 속성을 xloc.bar_time 로 설정하였지만 실제로는 1 bar가 X축 값의 최소 단위였습니다. 각 블록 별로 거래량을 배치 할 때 쓰인 로직은 다음과 같습니다. 1. 1 LTF bar의 하이 와 로우 값의 차이를 거래량으로 나누어 줍니다. 2. 각 블록 안에서 이 LTF bar가 차지 하는 비율을 구합니다. 3. 그 비율에 다시 거래량을 곱해 줍니다. 4. 그 값을 각 블록 셀에 저장해 줍니다. 밑에 제가 이번에 참고한 분들의 코드들입니다. 1. ‘Time & volume point of control (TPOC & VPOC)’ by quantifytools 2. ‘Volume Profile ’ by LuxAlgo 3. ‘Volume Profile and Volume Indicator by DGT’ by dgtrd
Pine Script® indicator
by potatoshop
10
Aggregated Volume Profile Spot & Futures ⚉ ＯＶＥＲＶＩＥＷ ⚉ Aggregate Volume Profile - Shows the Volume Profile from 9 exchanges. Works on almost all CRYPTO Tickers! You can enter your own desired exchanges, on/off any others, as well as select the sources of SPOT, FUTURES and others. The script also includes several input parameters that allow the user to control which exchanges and currencies are included in the aggregated data. The user can also choose how volume is displayed (in assets, U.S. dollars or euros) and how it is calculated (sum, average, median, or dispersion). WARNING Indicator is for CRYPTO ONLY. ______________________  ⚉ ＳＥＴＴＩＮＧＳ ⚉ ‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾ Data Type — Choose Single or Aggregated data.     • Single — Show only current Volume.     • Aggregated — Show Aggregated Volume. Volume By — You can also select how the volume is displayed.     • COIN — Volume in Actives.     • USD — Volume in United Stated Dollar.     • EUR — Volume in European Union.     • RUB — Volume in Russian Ruble. Calculate By — Choose how Aggregated Volume it is calculated.     • SUM — This displays the total volume from all sources.     • AVG — This displays the average price of the volume from all sources.     • MEDIAN — This displays the median volume from all sources.     • VARIANCE — This displays the variance of the volume from all sources. •   Delta Type — Select the Volume Profile type.     • Bullish — Shows the volume of buyers.     • Bearish — Shows the volume of sellers.     • Both — Shows the total volume of buyers and sellers. Additional features The remaining functions are responsible for the visual part of the Volume Profile and are intuitive and I recommend that you familiarize yourself with them simply by using them. ________________  ⚉ ＮＯＴＥＳ ⚉ ‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾ If you have any ideas what to add to my work to add more sources or make calculations cooler, suggest in DM . Also I recommend exploring and trying out my similar work.
Pine Script® indicator
by HALDRO
20
Intra Bar Volume ProfileThis indicator provides a high-resolution volume profile analysis for every single bar on the chart. It builds this profile by sampling data from a lower intra-bar timeframe, allowing for a granular view of price distribution and buying/selling pressure within the bar. Key Features: Intra-Bar Profile Engine: For each bar on the main chart, the indicator builds a complete volume profile on a lower 'Intra-Bar Timeframe'. It uses: Statistical Models ('Allot model'): Distributes volume across price levels using 'PDF' (Probability Density Function) or 'Classic' (close) methods. Buy/Sell Classifiers ('Volume Estimator'): Splits volume using a 'Dynamic' (trend/wick-based) or 'Classic' (candle color) model. On-Chart Visualization (Overlay): The analysis is rendered directly onto the price bars: Point of Control (POC): A line showing the price level with the most volume for that bar. Value Area (VA): A colored box representing the price range where the specified percentage (e..g., 50%) of volume was traded. VWAP: Displays the volume-weighted average price (VWAP) for the bar as a separate line. Integrated Alerts: Includes 8 alerts that trigger when the main price crosses over or under the key intra-bar levels: POC, VWAP, and the Value Area High/Low. 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 behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed. DISCLAIMM 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. 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. 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. 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. 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.
Pine Script® indicator
by AustrianTradingMachine
Fibo Levels with Volume Profile and Targets [ChartPrime]The Fib Levels With Volume Profile and Targets (FIVP) is a trading tool designed to provide traders with a unique understanding of price movement and trading volume through the lens of Fibonacci levels. This dynamic indicator merges the concepts of Fibonacci retracement levels with trading volume analytics to offer predictive insights into potential price trajectories. Features: 1. Fibonacci Levels: The FPI showcases three prominent Fibonacci levels on both sides of the current price, offering an intricate picture of potential support and resistance levels. 2. Support and Resistance Recognition: Harnessing the power of Fibonacci levels, the FPI provides traders with potential areas of support and resistance, aiding in informed decision-making for entries, exits, and stop placements. 3. Customizable Timeframe Settings: In order to cater to different trading strategies and styles, users can manually select their preferred timeframe for the Fibonacci calculations, ensuring optimal relevance and accuracy for their trading approach. 4. Volume Analytics: One of the standout features of the FIVP is its ability to calculate trading volume for every bar that is sandwiched between the top and lower Fibonacci levels. This ensures traders have a clear vision of where the majority of trading activity is occurring, lending weight to the credibility of the displayed support and resistance zones. 5. Volume-Derived Price Targeting: The Possible Target Arrow function is an innovative feature. By analyzing and comparing the trading volume in the bearish and bullish zones, it provides an arrow indicating the potential direction the market might take. If the bull volume surpasses the bear volume, the market is likely skewing bullish and vice versa. Usage Ideal for both novice and seasoned traders, the FPI offers a rich tapestry of information. It allows for refined technical analysis, more precise entries and exits, and a holistic view of the interplay between price and trading volume. Whether you're scalping, day trading, or swing trading, the Fibonacci Profile Indicator is designed to enhance your trading strategy, providing a comprehensive perspective of the market's potential movements.
Pine Script® indicator
by ChartPrime
43
Prev Day Volume ProfileWhat the script does Calculates yesterday’s Volume Profile from the bars on your chart (not tick data) and derives: POC (Point of Control) VAL (Value Area Low) VAH (Value Area High) Draws three horizontal lines for today: POC in orange VAL and VAH in purple Adds labels on the right edge that show the level name and the exact price (e.g., POC 1.2345). Why it’s bar-based (not tick-based) Pine Script can’t fetch external tick/aggTrades data. The script approximates a volume profile by distributing each bar’s volume across the price bins that the bar’s high–low range covers. For “yesterday”, this produces a stable, TV-native approximation that’s usually sufficient for intraday trading. Key inputs Value Area %: Defaults to 0.70 (70%)—the typical value area range. TZ Offset vs Exchange (hours): Shifts the day boundary to match your desired session (e.g., Europe/Berlin: +1 winter / +2 summer). This ensures “yesterday” means 00:00–24:00 in your target timezone. Row Size: Manual? / Manual Row Size: If enabled, you can set the price bin size yourself. Otherwise, the script chooses a TV-like step from syminfo.mintick. Colors & Line width: POC orange; VAL/VAH purple; configurable width.
Pine Script® indicator
by Bjoernblomquist
Advanced Volume Profile Levels (Working)This indicator is a powerful tool for traders who use volume profile analysis to identify significant price levels. It automatically calculates and plots the three most critical levels derived from volume data—the Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL)—for three different timeframes simultaneously: the previous week, the previous day, and the current, live session. The primary focus of this indicator is unmatched readability. It features dynamic, floating labels that stay clear of price action, combined with a high-contrast design to ensure you can see these crucial levels at a glance without any visual clutter. Key Features Multi-Session Analysis: Gain a complete market perspective by viewing levels from different timeframes on a single chart. Weekly Levels: Identify the long-term areas of value and control from the prior week's trading activity. Daily Levels: Pinpoint the most significant levels from the previous day's Regular Trading Hours (9:30 AM - 4:00 PM ET). Current Session Levels: Track the developing value area and POC in real-time with a dynamic profile that updates with every bar. Advanced Visuals for Clarity: Floating Labels: The labels for the weekly and daily levels intelligently "float" on the right side of your chart, moving with the price to ensure they are never obscured by candles. High-Contrast Design: Labels are designed for maximum readability with solid, opaque backgrounds and an automatic text color (black or white) that provides the best contrast against your chosen level color. Trailing Current Levels: The labels for the current session neatly trail the most recent price action, providing an intuitive view of intra-day developments. Comprehensive Customization: Tailor the indicator's appearance to your exact preferences. Toggle each profile (Weekly, Daily, Current) on or off. Individually set the color, line style (solid, dashed, dotted), and line width for each set of levels. Adjust the text size, background transparency, and horizontal offset for all on-chart labels. Information Hub: On-Chart Price Labels: Each label clearly displays both the level name and its precise price (e.g., "D-POC: 22068.50"). Corner Table: An optional, clean table in the top-right corner provides a quick summary of all active weekly and daily level values. Built-in Alerts: Create alerts directly from the script to be notified whenever the price crosses above or below the weekly or daily Point of Control, helping you stay on top of key market movements. How to Use The levels provided by this indicator serve as powerful reference points for market activity: Point of Control (POC): The price level with the highest traded volume. It acts as a magnet for price and represents the area of "fair value" for that session. Markets often test or revert to the POC. Value Area High (VAH) & Value Area Low (VAL): These levels define the range where approximately 70% of the session's volume occurred. They are critical support and resistance zones. Price acceptance above the VAH may signal a bullish breakout. Price acceptance below the VAL may signal a bearish breakdown. Rejection at the VAH or VAL often leads to price moving back across the value area towards the POC.
Pine Script® indicator
by eurm
2
Intraday Volume Profile [BigBeluga]The Intraday Volume Profile aims to show delta volume on lower timeframes to spot trapped shorts at the bottom or trapped longs at the top, with buyers pushing the price up at the bottom and sellers at the top acting as resistance. 🔶 FEATURES The indicator includes the following features: LTF Delta precision (timeframe) Sensibility color - adjust gradient color sensitivity Source - source of the candle to use as the main delta calculation Color mode - display delta coloring in different ways 🔶 DELTA EXAMPLE In the image above, we can see how delta is created. If delta is positive, we know that buyers have control over sellers, while if delta is negative, we know sellers have control over buyers. Using this data, we can spot interesting trades and identify trapped individuals within the candle. 🔶 HOW TO USE In the image above, we can see how shorts are trapped at the bottom of the wick (red + at the bottom), leading to a pump also called a "short squeeze." Same example as before, but with trapped longs (blue + at the top). This can also work as basic support and resistance, for example, trapped shorts at the bottom with positive delta at the bottom acting as strong support for price. Users can have the option to also display delta data within the corresponding levels, showing Buyers vs Sellers for more precise trading ideas. NOTE: User can only display the most recent data for the last 8 buyers and sellers. It is recommended to use a hollow candle while using this script.
Pine Script® indicator
by BigBeluga
34
Ice Cream Volume Profile [Visible range]While exploring the new Pine Script feature, Polylines, I've created a fun project called the Ice Cream Volume Profile for the visible range. This fun project serves several purposes: It displays the level at which the most trades (volume) occur. It provides Delta volume information. It counts how many times a bar closed within this level. It assists in drawing support and resistance zones. It aids in interpreting volume data. The top part of the ice cream cone changes color as follows: Green: When the bullish volume exceeds 55% of the total volume. Red: When the bearish volume surpasses 55% of the total volume. Yellow: When neither Green nor Red exceeds 55% of the total volume. Polylines are an excellent feature that enables us to create even more intriguing visuals in Pine Script.
Pine Script® indicator
by TZack88
2
Simple Volume Profile with POC (Daily/4H Sessions) [Enhanced]Simple Volume Profile with a Point of Control (POC). The script does the following: Accumulates volume in user-defined “bins” (price buckets) for a session. Resets the volume accumulation each new “session”: On a Daily chart, it considers weekly sessions (resets each Monday). On a 4H chart, it considers daily sessions (resets at the start of each trading day). Finds the Point of Control (the price bin with the highest accumulated volume). Plots the histogram and the POC line on the chart.
Pine Script® indicator
by desaledf
Rotation Factor: Buy/Sell Pressure for Market/Volume ProfileRotation Factor is a simple formula to figure out the buy and sell pressure of the overall day. Rotation Factor is usually combined with Market Profile or Volume Profile analysis. It is designed to be used on the 30min timeframe with a 1D interval reset. It can be used on other timeframes, but results will vary. Some Rotation Factor traders like to use it on a daily with a 1M interval reset for longer term trading. The formula is very clean because it only focuses on price action, highs and lows. The formula is as follows: Current Bar makes Higher High and Higher Low +2 points Current Bar makes Lower High and Lower Low -2 Points Current Bar makes Higher High and Lower Low 0 Points Current Bar makes Lower High and Higher Low 0 Points Current High and Previous High are Equal and Higher Low +1 Points Current Bar makes Higher High but Current and Previous lows are equal +1 Points Current Bar makes Lower High but Current and Previous lows are equal -1 Points Current High and Previous High are Equal and Lower Low -1 Points I hope you enjoy this indicator, if you have any questions let me know in the comments.
Pine Script® indicator
by OasisTrading
10