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Adaptive Volume Profile Matrix Pro
Adaptive Volume Profile Matrix Pro
Adaptive Volume Profile Matrix Pro is a full volume profile / market profile engine built from scratch (row-by-row volume distribution, POC, and value area, all computed manually) with several original layers added on top: multi-session profile history, a volatility-adaptive value area, a rotational balance score, a POC momentum trail across sessions, an acceptance heatmap, single-print/liquidity-magnet highlighting, and cross-session POC confluence zones. It's designed for traders who use volume profile as a structural framework and want session-to-session context rather than a single static profile.
How it works
Session Profile Construction — each new period (Session, Week, or Month) resets a fresh profile. Every bar's volume is distributed across price rows in proportion to how much of the bar's range overlaps each row, split into buy/sell volume based on whether the bar closed up or down, and each row's touch count is tracked.
POC & Value Area — the row with the most volume is the Point of Control (POC). The value area expands outward from the POC, row by row toward whichever side has more volume, until it contains the target percentage of total session volume.
Adaptive Value Area % — instead of a fixed value area percentage (traditionally 70%), the target percentage is scaled by a volatility regime measure (ATR relative to the session's range), widening or narrowing the value area based on how volatile the current session is versus its own range.
Rotational Factor — measures how much price revisited the same rows versus visiting new ones. A high score suggests balanced, range-bound rotation; a low score suggests trending, directional movement — shown as a percentage and labeled "Balanced," "Trending," or "Mixed."
Multi-Session Profile History — completed sessions are archived (high/low, POC, VAH/VAL, and full row-level volume) so a configurable number of previous profiles can be drawn alongside the current one, either as full row profiles or as POC/VAH/VAL lines only.
Profile Momentum Trail — connects each session's POC to the next with a dotted line, so you can visually track how the "fair value" price has drifted session over session.
Acceptance Heatmap — colors each row by combining its volume share, touch count, and a sensitivity input into an acceptance score, so rows with sustained, repeated participation stand out from rows that were merely passed through.
Single Prints / Liquidity Magnets — rows with only one touch and low relative volume are flagged separately, marking areas price moved through quickly with little acceptance — often referenced as potential liquidity magnets or areas price may revisit.
Cross-Profile POC Confluence Zones — all historical POCs (plus the current session's) are sorted and clustered; when two or more POCs fall within a configurable tolerance of each other, that price band is highlighted as a high-confluence support/resistance zone, on the idea that a price level acting as fair value across multiple sessions carries added significance.
Reading the indicator
Horizontal profile boxes on the right of the current session show the volume distribution by price row; box color reflects buy/sell delta and, if the heatmap is enabled, acceptance intensity.
Solid yellow line — current session POC. Dashed aqua lines — current VAH/VAL.
Faded profile boxes and dotted POC/VAH/VAL lines to the left — previous sessions' profiles, shown at reduced opacity.
Fuchsia dotted line — the POC momentum trail connecting POCs across sessions.
Orange shaded bands — confluence zones where multiple sessions' POCs cluster near the same price.
Orange-highlighted rows (if enabled) — single-print/low-acceptance rows within the current session.
Info label (top of current session) — shows current POC, VAH, VAL, the adaptive value area %, the rotational factor and its balanced/trending/mixed read, and how many previous profiles are displayed.
Suggested use
This is a structural context tool, best used to:
Identify current fair value (POC) and the range the market has accepted (value area) for the active session, week, or month
Track how fair value is drifting over time via the momentum trail, rather than only looking at one profile in isolation
Spot high-confluence price zones where multiple sessions' POCs have clustered, as candidate support/resistance levels
Gauge whether current conditions look rotational/balanced or trending via the rotational factor, to help decide between range and breakout approaches
Use single-print zones as areas of low acceptance that price moved through quickly and may revisit
As with any profile tool, it works best as structural context alongside your own trade triggers and risk management — it identifies where volume has concentrated and how that's evolving, not when to enter or exit.
Inputs
Profile Settings — anchor period (Session/Week/Month), number of price rows, base value area %, adaptive value area toggle
Novel: Rotational Factor — toggle for showing it in the info label
Novel: Profile Momentum — toggle for the POC momentum trail
Novel: Acceptance Heatmap — toggle and sensitivity for heatmap coloring
Previous Profiles — toggle, number of profiles shown, extra transparency, max width in bars, POC/VA-lines-only mode
Novel: Confluence Zones — toggle and tolerance (as % of session range) for clustering POCs
Visuals — POC/VAH/VAL colors, bullish/bearish volume colors, single-print highlighting, current profile max width in bars
Alerts
Two alert conditions are built in:
High Rotational Balance — rotational factor above 70, suggesting range-bound conditions
Low Rotational Balance (Trend) — rotational factor below 20, suggesting trending conditions
Adaptive Volume Profile Matrix Pro is a full volume profile / market profile engine built from scratch (row-by-row volume distribution, POC, and value area, all computed manually) with several original layers added on top: multi-session profile history, a volatility-adaptive value area, a rotational balance score, a POC momentum trail across sessions, an acceptance heatmap, single-print/liquidity-magnet highlighting, and cross-session POC confluence zones. It's designed for traders who use volume profile as a structural framework and want session-to-session context rather than a single static profile.
How it works
Session Profile Construction — each new period (Session, Week, or Month) resets a fresh profile. Every bar's volume is distributed across price rows in proportion to how much of the bar's range overlaps each row, split into buy/sell volume based on whether the bar closed up or down, and each row's touch count is tracked.
POC & Value Area — the row with the most volume is the Point of Control (POC). The value area expands outward from the POC, row by row toward whichever side has more volume, until it contains the target percentage of total session volume.
Adaptive Value Area % — instead of a fixed value area percentage (traditionally 70%), the target percentage is scaled by a volatility regime measure (ATR relative to the session's range), widening or narrowing the value area based on how volatile the current session is versus its own range.
Rotational Factor — measures how much price revisited the same rows versus visiting new ones. A high score suggests balanced, range-bound rotation; a low score suggests trending, directional movement — shown as a percentage and labeled "Balanced," "Trending," or "Mixed."
Multi-Session Profile History — completed sessions are archived (high/low, POC, VAH/VAL, and full row-level volume) so a configurable number of previous profiles can be drawn alongside the current one, either as full row profiles or as POC/VAH/VAL lines only.
Profile Momentum Trail — connects each session's POC to the next with a dotted line, so you can visually track how the "fair value" price has drifted session over session.
Acceptance Heatmap — colors each row by combining its volume share, touch count, and a sensitivity input into an acceptance score, so rows with sustained, repeated participation stand out from rows that were merely passed through.
Single Prints / Liquidity Magnets — rows with only one touch and low relative volume are flagged separately, marking areas price moved through quickly with little acceptance — often referenced as potential liquidity magnets or areas price may revisit.
Cross-Profile POC Confluence Zones — all historical POCs (plus the current session's) are sorted and clustered; when two or more POCs fall within a configurable tolerance of each other, that price band is highlighted as a high-confluence support/resistance zone, on the idea that a price level acting as fair value across multiple sessions carries added significance.
Reading the indicator
Horizontal profile boxes on the right of the current session show the volume distribution by price row; box color reflects buy/sell delta and, if the heatmap is enabled, acceptance intensity.
Solid yellow line — current session POC. Dashed aqua lines — current VAH/VAL.
Faded profile boxes and dotted POC/VAH/VAL lines to the left — previous sessions' profiles, shown at reduced opacity.
Fuchsia dotted line — the POC momentum trail connecting POCs across sessions.
Orange shaded bands — confluence zones where multiple sessions' POCs cluster near the same price.
Orange-highlighted rows (if enabled) — single-print/low-acceptance rows within the current session.
Info label (top of current session) — shows current POC, VAH, VAL, the adaptive value area %, the rotational factor and its balanced/trending/mixed read, and how many previous profiles are displayed.
Suggested use
This is a structural context tool, best used to:
Identify current fair value (POC) and the range the market has accepted (value area) for the active session, week, or month
Track how fair value is drifting over time via the momentum trail, rather than only looking at one profile in isolation
Spot high-confluence price zones where multiple sessions' POCs have clustered, as candidate support/resistance levels
Gauge whether current conditions look rotational/balanced or trending via the rotational factor, to help decide between range and breakout approaches
Use single-print zones as areas of low acceptance that price moved through quickly and may revisit
As with any profile tool, it works best as structural context alongside your own trade triggers and risk management — it identifies where volume has concentrated and how that's evolving, not when to enter or exit.
Inputs
Profile Settings — anchor period (Session/Week/Month), number of price rows, base value area %, adaptive value area toggle
Novel: Rotational Factor — toggle for showing it in the info label
Novel: Profile Momentum — toggle for the POC momentum trail
Novel: Acceptance Heatmap — toggle and sensitivity for heatmap coloring
Previous Profiles — toggle, number of profiles shown, extra transparency, max width in bars, POC/VA-lines-only mode
Novel: Confluence Zones — toggle and tolerance (as % of session range) for clustering POCs
Visuals — POC/VAH/VAL colors, bullish/bearish volume colors, single-print highlighting, current profile max width in bars
Alerts
Two alert conditions are built in:
High Rotational Balance — rotational factor above 70, suggesting range-bound conditions
Low Rotational Balance (Trend) — rotational factor below 20, suggesting trending conditions
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免責事項
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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。