Anchored Volume Profile by DGT

The following improvements were implemented directly in response to user requests and real-world usage feedback. Many thanks to everyone who shared observations, suggestions, and edge cases — your input continues to shape and refine this tool.

Earnings-based anchoring has been added to better support stock analysis. Volume Profile and VWAP can now automatically re-anchor on confirmed earnings events, allowing traders to evaluate post-earnings participation, value migration, and acceptance or rejection behavior from a fundamentally meaningful reset point.

This enhancement applies to stocks only and is safely ignored on unsupported markets.

VWAP visualization has been expanded with additional customization controls. Users can now independently adjust VWAP line color, band color, and fill opacity, improving clarity and alignment with individual chart themes and workflows.

Developing-only behavior has been refined and separated for Volume Profile and VWAP. Each component can now display only the active anchored period independently, providing greater flexibility when monitoring real-time value development without unintended coupling.

An issue affecting Value Area High (VAH) and Value Area Low (VAL) consistency under certain anchoring and resolution scenarios has been resolved. Calculations and rendering have been stabilized to ensure precise alignment with computed value-area boundaries.

Tooltips across Volume Profile, VWAP, and Value Area components have been enhanced for clarity and educational value. Each tooltip now provides clearer explanations of functionality, behavior, and practical use cases, reducing ambiguity and improving usability.

Input options have been slightly reorganized to improve clarity and usability. Related settings are now grouped more intuitively, making common controls easier to locate while keeping advanced options neatly structured.

This refinement does not change indicator behavior and was made to improve overall user experience.

VWAP band fill color control has been restored based on user feedback. The setting is now fully functional again, allowing users to adjust VWAP fill visibility to better match their chart preferences.

Small tweak to volume check logic based on user feedback.

Two independent VWAP deviation layers (inner & outer) provide clearer distinction between balance zones and price extension, improving interpretation of acceptance vs overextension.

Adds a directional deviation model alongside the traditional symmetric calculation.
• Upper and lower VWAP deviations are computed independently using volume-weighted variance
• VWAP bands can expand asymmetrically above and below VWAP, reflecting directional pressure

• Symmetric VWAP Deviation → volume-weighted deviation applied equally above and below VWAP (classic statistical model)
• Asymmetric VWAP Deviation → independent upper and lower deviation calculations based on directional, volume-weighted variance

• Reveals directional pressure and absorption
• Highlights skewed participation around value
• Produces more realistic deviation behavior in trending or imbalanced markets

• Inner and outer deviation bands can be toggled independently
• Band fills adapt cleanly when using one or both deviation layers
• Clear separation between VWAP, balance zones, and extension zones

Corrected an issue where the Volume Analysis (VA) was not extending on the latest update.

This update introduces Previous Anchor Close, High, Low, and VWAP reference levels, providing clearer higher-timeframe context directly on the chart. The Previous Anchor Close functions as a market memory level, representing where the prior session or anchor period finished and often acting as a reference for price acceptance or rejection at the open. Together with the prior anchor High, Low, and VWAP, these levels help frame intraday bias, gap behavior, and potential support or resistance zones, where price may pause, react, or accelerate relative to prior value and extremes.

Several new features have been added to improve usability, customization, and alerting capabilities of the Anchored Volume Profile framework.

• Volume Profile Level Alerts - Receive notifications when price crosses key Volume Profile levels. Alerts can be configured for PoC (Point of Control), VAH (Value Area High), and VAL (Value Area Low), allowing you to monitor important market acceptance and rejection zones automatically.
• Profile Statistics Table - An optional statistics panel provides a quick overview of the active profile, displaying important information such as profile range, value area boundaries, Point of Control, and other key metrics without requiring manual inspection of the profile itself.
• Dedicated Developing Profile Resolution - When Show Developing Anchor Only is enabled, a separate Number of Rows setting becomes available. This allows the developing profile to use a different resolution than historical profiles, providing greater control over detail, precision, and performance during real-time analysis.

These enhancements are designed to improve workflow efficiency while providing greater flexibility for both discretionary and systematic traders.