Fixed Range Futures Volume Profile - CFD Charts
CFD charts only show broker tick volume, which does not represent real market
participation. This indicator pulls REAL exchange volume from the matching
futures contract and builds a volume profile on your CFD chart over any range
you choose: two clicks, and you get POC, value area and the histogram for
exactly that stretch.
What makes it original: the built-in fixed-range profile can only use the
chart's own volume, which on a CFD is tick volume. This script maps futures
contract volume into the CFD's price coordinates (price = CFD, weight =
futures), and it does so per intrabar: each 1-minute futures bar is matched by
timestamp to the 1-minute high/low of the chart symbol. The profile therefore
barely changes when you switch the chart timeframe, which a chart-bar profile
cannot offer.
How it works:
- When you add the script, click the first and the last bar of the range.
Both markers can be dragged on the chart afterwards. Optionally the range
extends to the live bar and keeps updating.
- The futures contract is auto-detected from the chart symbol (DAX/GER40 ->
FDAX, NAS100 -> NQ, US30 -> YM, UK100 -> Z, US500 -> ES), or set manually.
On a native futures chart, switch the source to the chart's own volume.
- Intrabar precision: Auto uses 1-min bars up to 15m charts, 5-min up to 1h,
15-min up to 4h, 1h above; or choose it yourself, or turn it off. Each
intrabar's futures volume is spread evenly over the rows its high/low covers.
- Where the intrabar history ends, bars fall back to chart-bar resolution, and
bars where the future did not trade (overnight hours of a 24h CFD)
contribute nothing. Tick volume is never mixed in.
- Rows: a fixed number across the range, or a fixed point height per row.
Value area expands from the POC until the chosen percentage is reached.
- The status label at the range start names the volume source, the intrabar
resolution, the share of matched intrabars and how many bars fell back to
chart resolution, so a thin or missing data feed is visible at a glance.
How to use it: put the range over a move you want to understand, such as a
trend leg, a multi-day balance area or last week's sell-off, and read where
the real participation sat. Acceptance above or below the value area points
to continuation, a rejection back inside favors rotation toward the POC. Thick
zones (HVN) act as magnets and consolidation areas, thin zones (LVN) tend to
be crossed quickly, which makes them useful stop and target references.
How far back 1-minute data reaches depends on your TradingView plan; older
ranges still work at chart-bar resolution, and the status label tells you
which one you are looking at.
participation. This indicator pulls REAL exchange volume from the matching
futures contract and builds a volume profile on your CFD chart over any range
you choose: two clicks, and you get POC, value area and the histogram for
exactly that stretch.
What makes it original: the built-in fixed-range profile can only use the
chart's own volume, which on a CFD is tick volume. This script maps futures
contract volume into the CFD's price coordinates (price = CFD, weight =
futures), and it does so per intrabar: each 1-minute futures bar is matched by
timestamp to the 1-minute high/low of the chart symbol. The profile therefore
barely changes when you switch the chart timeframe, which a chart-bar profile
cannot offer.
How it works:
- When you add the script, click the first and the last bar of the range.
Both markers can be dragged on the chart afterwards. Optionally the range
extends to the live bar and keeps updating.
- The futures contract is auto-detected from the chart symbol (DAX/GER40 ->
FDAX, NAS100 -> NQ, US30 -> YM, UK100 -> Z, US500 -> ES), or set manually.
On a native futures chart, switch the source to the chart's own volume.
- Intrabar precision: Auto uses 1-min bars up to 15m charts, 5-min up to 1h,
15-min up to 4h, 1h above; or choose it yourself, or turn it off. Each
intrabar's futures volume is spread evenly over the rows its high/low covers.
- Where the intrabar history ends, bars fall back to chart-bar resolution, and
bars where the future did not trade (overnight hours of a 24h CFD)
contribute nothing. Tick volume is never mixed in.
- Rows: a fixed number across the range, or a fixed point height per row.
Value area expands from the POC until the chosen percentage is reached.
- The status label at the range start names the volume source, the intrabar
resolution, the share of matched intrabars and how many bars fell back to
chart resolution, so a thin or missing data feed is visible at a glance.
How to use it: put the range over a move you want to understand, such as a
trend leg, a multi-day balance area or last week's sell-off, and read where
the real participation sat. Acceptance above or below the value area points
to continuation, a rejection back inside favors rotation toward the POC. Thick
zones (HVN) act as magnets and consolidation areas, thin zones (LVN) tend to
be crossed quickly, which makes them useful stop and target references.
How far back 1-minute data reaches depends on your TradingView plan; older
ranges still work at chart-bar resolution, and the status label tells you
which one you are looking at.
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。