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Volume Suite: Bubbles + Profile + VWAP/ORB
Here's a full-length description written for futures/NQ traders.
Volume Suite: Bubbles + Profile + VWAP/ORB
An all-in-one volume and market-structure toolkit built for intraday futures traders.
Volume Suite combines three professional-grade volume analysis tools into a single indicator, each with its own master on/off toggle so you can run all three together or isolate exactly the one you need. It was built with index futures like NQ (E-mini Nasdaq-100) and ES in mind, where session timing, volume distribution, and the opening range carry real predictive weight. Instead of cluttering your chart with three separate scripts that each eat into TradingView's indicator limit, this consolidates everything into one efficient package.
Module ① — Volume Bubbles
Volume Bubbles surfaces the bars where real money is moving. Rather than relying on a single fixed volume threshold, it ranks each bar against recent history using percentile analysis across three independent lookback windows (short, medium, and long—20, 50, and 100 bars by default). A bar only gets flagged when it clears your chosen percentile, and you control how strict that confirmation is: require just one window to agree, a majority of two, or all three for the highest-conviction signals.
Detected bars are drawn as circular bubbles whose size reflects the magnitude of the event—Small (top 25%), Medium (top 10%), and Big (top 3%)—so a glance tells you whether you're looking at routine participation or a genuine volume spike. Each bubble is colored by direction: buy, sell, or mixed. You decide how direction is determined, choosing between simple candle direction, volume delta (net buying versus selling pressure pulled from a lower-timeframe scan), or "Both," which only commits to a direction when candle and delta agree, labeling everything else as mixed.
The detection engine itself is flexible. You can trigger on volume only, delta only, both together (strictest), or either one (most inclusive). When delta data isn't available for a symbol, the module automatically falls back to volume-only mode so it never silently breaks. Optional in-bubble text and detailed tooltips display the underlying volume, delta, and volume ratio, along with which lookback windows confirmed the signal—useful when you want to understand why a bar was flagged rather than just that it was. Built-in alert conditions let you get notified on big clusters, medium-or-bigger clusters, or any cluster at all.
Module ② — Volume Profile
The Volume Profile module answers the question that matters most for futures traders: where did the trading actually happen? It distributes traded volume horizontally across price levels over a lookback range you define—either a fixed number of bars or the currently visible range—and uses a smart lower-timeframe engine that dynamically selects the optimal granularity to maximize accuracy within that range.
From this distribution it derives the key reference levels professionals trade around. The Point of Control (POC) marks the single most-traded price, available as a developing line that updates bar by bar or as a static last-value line. The Value Area (68% of volume by default, fully adjustable) is bounded by the Value Area High and Value Area Low, the levels that so often act as intraday support and resistance on NQ. The module also identifies supply and demand zones from low-volume nodes, highlights profile gaps where activity drops sharply between price levels, and overlays a sentiment profile showing the dominant side—bullish or bearish—at each level, classified either by bar polarity or by buying/selling pressure within each bar.
Supporting features round it out: a volume histogram that can sit at the top or bottom of your chart with an optional moving average, volume-weighted bar coloring that tints price bars by how their volume compares to the average (with separate upper and lower thresholds), and a profile stats table summarizing profile high and low, the value area levels, total and average volume, the volume MA, the bar count, and which lower timeframe the data was sourced from. Price-level labels can be aligned directly to the profile rows. The module also fires alerts when price crosses the POC, the Value Area High, or the Value Area Low, when high volume is detected, and when an extreme volume spike suggests possible exhaustion.
Module ③ — NY VWAP + Opening Range
The third module is purpose-built around the New York session, the window where NQ does the bulk of its meaningful work. It plots a session-anchored VWAP that resets at the start of each NY session (9:30–16:00 ET by default, configurable) and can optionally extend its final value past the close so you can see where the session settled. Because it's volume-weighted and session-reset rather than a rolling average, it gives you a clean read on the day's true average traded price—the level institutions and algos lean on.
Alongside the VWAP it tracks the Opening Range (ORB): the high and low established during the first X minutes after the open (15 by default, adjustable up to two hours). Once that window closes, the module draws horizontal lines at the opening range high and low and labels them ORB-H and ORB-L. These lines extend through the rest of the session, giving you a persistent visual frame for one of the most-traded setups in index futures—the opening range breakout and breakdown. The range automatically resets each new trading day, so every session starts clean.
Why use it together
Each module is powerful alone, but they reinforce each other. A Big buy bubble printing right at the Value Area Low, with price reclaiming the opening range high and pushing above session VWAP, is a far stronger signal than any one of those events in isolation. Running all three on one chart gives you volume conviction, structural context, and session timing in a single glance—without burning three indicator slots or forcing you to mentally stitch together separate tools.
Everything is organized under clearly labeled input groups with extensive tooltips, so you can tune the behavior to your symbol, timeframe, and trading style. Toggle off what you don't need, dial in the thresholds that match how NQ trades on your timeframe, and keep your workspace focused.
Volume Suite: Bubbles + Profile + VWAP/ORB
An all-in-one volume and market-structure toolkit built for intraday futures traders.
Volume Suite combines three professional-grade volume analysis tools into a single indicator, each with its own master on/off toggle so you can run all three together or isolate exactly the one you need. It was built with index futures like NQ (E-mini Nasdaq-100) and ES in mind, where session timing, volume distribution, and the opening range carry real predictive weight. Instead of cluttering your chart with three separate scripts that each eat into TradingView's indicator limit, this consolidates everything into one efficient package.
Module ① — Volume Bubbles
Volume Bubbles surfaces the bars where real money is moving. Rather than relying on a single fixed volume threshold, it ranks each bar against recent history using percentile analysis across three independent lookback windows (short, medium, and long—20, 50, and 100 bars by default). A bar only gets flagged when it clears your chosen percentile, and you control how strict that confirmation is: require just one window to agree, a majority of two, or all three for the highest-conviction signals.
Detected bars are drawn as circular bubbles whose size reflects the magnitude of the event—Small (top 25%), Medium (top 10%), and Big (top 3%)—so a glance tells you whether you're looking at routine participation or a genuine volume spike. Each bubble is colored by direction: buy, sell, or mixed. You decide how direction is determined, choosing between simple candle direction, volume delta (net buying versus selling pressure pulled from a lower-timeframe scan), or "Both," which only commits to a direction when candle and delta agree, labeling everything else as mixed.
The detection engine itself is flexible. You can trigger on volume only, delta only, both together (strictest), or either one (most inclusive). When delta data isn't available for a symbol, the module automatically falls back to volume-only mode so it never silently breaks. Optional in-bubble text and detailed tooltips display the underlying volume, delta, and volume ratio, along with which lookback windows confirmed the signal—useful when you want to understand why a bar was flagged rather than just that it was. Built-in alert conditions let you get notified on big clusters, medium-or-bigger clusters, or any cluster at all.
Module ② — Volume Profile
The Volume Profile module answers the question that matters most for futures traders: where did the trading actually happen? It distributes traded volume horizontally across price levels over a lookback range you define—either a fixed number of bars or the currently visible range—and uses a smart lower-timeframe engine that dynamically selects the optimal granularity to maximize accuracy within that range.
From this distribution it derives the key reference levels professionals trade around. The Point of Control (POC) marks the single most-traded price, available as a developing line that updates bar by bar or as a static last-value line. The Value Area (68% of volume by default, fully adjustable) is bounded by the Value Area High and Value Area Low, the levels that so often act as intraday support and resistance on NQ. The module also identifies supply and demand zones from low-volume nodes, highlights profile gaps where activity drops sharply between price levels, and overlays a sentiment profile showing the dominant side—bullish or bearish—at each level, classified either by bar polarity or by buying/selling pressure within each bar.
Supporting features round it out: a volume histogram that can sit at the top or bottom of your chart with an optional moving average, volume-weighted bar coloring that tints price bars by how their volume compares to the average (with separate upper and lower thresholds), and a profile stats table summarizing profile high and low, the value area levels, total and average volume, the volume MA, the bar count, and which lower timeframe the data was sourced from. Price-level labels can be aligned directly to the profile rows. The module also fires alerts when price crosses the POC, the Value Area High, or the Value Area Low, when high volume is detected, and when an extreme volume spike suggests possible exhaustion.
Module ③ — NY VWAP + Opening Range
The third module is purpose-built around the New York session, the window where NQ does the bulk of its meaningful work. It plots a session-anchored VWAP that resets at the start of each NY session (9:30–16:00 ET by default, configurable) and can optionally extend its final value past the close so you can see where the session settled. Because it's volume-weighted and session-reset rather than a rolling average, it gives you a clean read on the day's true average traded price—the level institutions and algos lean on.
Alongside the VWAP it tracks the Opening Range (ORB): the high and low established during the first X minutes after the open (15 by default, adjustable up to two hours). Once that window closes, the module draws horizontal lines at the opening range high and low and labels them ORB-H and ORB-L. These lines extend through the rest of the session, giving you a persistent visual frame for one of the most-traded setups in index futures—the opening range breakout and breakdown. The range automatically resets each new trading day, so every session starts clean.
Why use it together
Each module is powerful alone, but they reinforce each other. A Big buy bubble printing right at the Value Area Low, with price reclaiming the opening range high and pushing above session VWAP, is a far stronger signal than any one of those events in isolation. Running all three on one chart gives you volume conviction, structural context, and session timing in a single glance—without burning three indicator slots or forcing you to mentally stitch together separate tools.
Everything is organized under clearly labeled input groups with extensive tooltips, so you can tune the behavior to your symbol, timeframe, and trading style. Toggle off what you don't need, dial in the thresholds that match how NQ trades on your timeframe, and keep your workspace focused.
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オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
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。