Higher Timeframe Peak Session Volume [BigBeluga]

Higher Timeframe Peak Session Volume [BigBeluga] is an indicator that overlays up to five recent higher-timeframe volume profiles directly on the price chart. It solves the problem of switching between timeframes to read session volume by drawing each completed HTF period's profile in the right margin — complete with POC lines, volume labels, and a combined total profile outline.

The indicator captures each new higher-timeframe period, accumulates volume inside it, and renders each period as a profile drawn to the right of price:

1 — Period Detection & Tracking

• Timeframe Change: Uses Profile Timeframe to detect the start of each new higher-timeframe period.
• Period Boundaries: Tracks each period's start bar, end bar, high, and low as it develops.
• Profile Count: Keeps up to Number of Profiles (max 5) recent periods displayed at once.

2 — Volume Binning

• ATR-Based Bins: Price rows are calculated as ATR(100) divided by ATR Divisor, so bin height auto-adapts to volatility.
• Volume Accumulation: Each bar's volume is added to the bin matching its close, building the raw profile.
• Gaussian Smoothing: The Profile Smoothing Radius applies a Gaussian kernel to soften the profile shape; set to 0 to disable.

3 — Profile Rendering

• Right-Margin Bars: Each bin is drawn as a horizontal box extending left from the right margin, with width and transparency scaled to volume.
• POC Lines: A horizontal line marks the Point of Control (highest-volume bin) for each period, extending from the period's start bar to the right margin.
• POC Labels: A label at the start shows the timeframe, profile number, and total period volume, with circle markers at both ends of the POC line.
• Right Margin Offset: The Right Margin Offset (Bars) controls how far into the future profiles are drawn.

4 — Total Polyline Profile

• Aggregated Volume: Accumulates volume across all displayed periods into a single global profile.
• Outline Shape: Draws a polyline tracing the combined profile shape along the right margin, scaled to the maximum volume bin.
• Custom Styling: Color, line style, and width are fully adjustable for the total profile outline.

Beyond reading higher-timeframe volume, the indicator can be applied in several ways:

1. Spot Session Value Areas: Use each period's POC line as the key volume-weighted support or resistance for that higher timeframe.
2. Compare Periods: Overlay multiple profiles to see whether POCs are stacking at the same price — a sign of acceptance — or shifting between periods.
3. Read the Total Profile: Use the aggregated polyline to see the combined volume shape across all displayed periods.
4. Tune Bin Resolution: Raise ATR Divisor for finer detail or lower it for a smoother, higher-level view.
5. Control Clutter: Use the visibility toggles to hide profiles, POC lines, labels, or borders as needed.
6. Customize Colors: Assign a distinct color to each of the five profile slots to easily tell periods apart.

Why this implementation is unique:

• Overlays multiple higher-timeframe volume profiles directly on the price chart without needing a separate pane.
• Uses ATR-based binning so resolution self-adapts to the instrument's volatility.
• Applies optional Gaussian smoothing to shape both individual profiles and the aggregated total profile.
• Combines per-period POCs with a combined polyline outline for layered volume context.
• Fully customizable timeframes, profile count, colors, smoothing, and visibility toggles.