OPEN-SOURCE SCRIPT

Session Value Map

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Session Value Map draws a volume-value map anchored to each trading session instead of a rolling window.

It shows:
• Developing value — the live session's POC and value area (VAH/VAL), building in real time
• Prior-session value — the last completed RTH and overnight POC/VAH/VAL, carried forward as reference
• Naked POCs — prior-session points of control that price has not yet returned to; they auto-remove the moment price trades back through them
• Reference levels — prior-day high/low/close and the opening range

Why session-anchored: value that forms inside a defined session (and the untested POCs it leaves behind) tends to act as support/resistance far more cleanly than a rolling profile that blends unrelated periods together.

Settings: set your timezone, regular and overnight session windows, opening-range minutes, value-area %, and bin count to fit any futures or index market.

Open-source — study it, fork it, learn from it.

For education and analysis only. Not financial advice.

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