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Volume Profile Analysis
Volume Profile Analysis 📊
Advanced horizontal volume profile with order size analysis, buy/sell split, POC, and Value Area — all calculated from real tick-level volume delta.
Core Features:
🔹 Bidirectional Volume Profile Horizontal histogram showing volume distribution across price levels. Buy volume extends RIGHT, sell volume extends LEFT from candles. Delta is proportionally distributed across each bar's price range — no inflation.
🔹 Order Size Analysis Automatically categorizes volume into Large (>1.5× SMA) and Small orders using real volume data. Color-coded so you can see institutional vs retail activity at each price level.
🔹 Point of Control (POC) Yellow line marking the price level with the highest volume — the "fair value" where most trading occurred.
🔹 Value Area (VA) Gray zone containing 68% of total volume around the POC. Price tends to revert to this zone. Trading above/below VA indicates imbalance.
🔹 Buy/Sell Split Each profile level shows separate bars for buying and selling pressure. Labels display exact volumes (e.g., "4.5K | 3.2K").
🔹 Large Order Detection Highlights price levels where >75% of volume comes from large orders — potential institutional accumulation/distribution zones.
🔹 Real-Time Dashboard POC, VA High/Low, distance from POC in ATR units, position (Above/Inside/Below VA), current delta, and profile range.
How to Use:
Signal Meaning
Price at POC Fair value — range-bound market
Price above VA Bullish imbalance — may mean-revert down
Price below VA Bearish imbalance — may mean-revert up
High large order % Institutional activity — watch for reversals
Buy >> Sell at level Buyers absorbed selling at that price
Sell >> Buy at level Sellers absorbed buying at that price
Recommended Settings:
Timeframe: 1S (most precise delta)
Price Levels: 30 (good balance of detail)
Lookback: 100 bars (captures recent session)
Order Size: Enabled (see institutional activity)
Best For: Order flow traders, volume profile traders, identifying support/resistance, detecting institutional activity, understanding where value is established.
Advanced horizontal volume profile with order size analysis, buy/sell split, POC, and Value Area — all calculated from real tick-level volume delta.
Core Features:
🔹 Bidirectional Volume Profile Horizontal histogram showing volume distribution across price levels. Buy volume extends RIGHT, sell volume extends LEFT from candles. Delta is proportionally distributed across each bar's price range — no inflation.
🔹 Order Size Analysis Automatically categorizes volume into Large (>1.5× SMA) and Small orders using real volume data. Color-coded so you can see institutional vs retail activity at each price level.
🔹 Point of Control (POC) Yellow line marking the price level with the highest volume — the "fair value" where most trading occurred.
🔹 Value Area (VA) Gray zone containing 68% of total volume around the POC. Price tends to revert to this zone. Trading above/below VA indicates imbalance.
🔹 Buy/Sell Split Each profile level shows separate bars for buying and selling pressure. Labels display exact volumes (e.g., "4.5K | 3.2K").
🔹 Large Order Detection Highlights price levels where >75% of volume comes from large orders — potential institutional accumulation/distribution zones.
🔹 Real-Time Dashboard POC, VA High/Low, distance from POC in ATR units, position (Above/Inside/Below VA), current delta, and profile range.
How to Use:
Signal Meaning
Price at POC Fair value — range-bound market
Price above VA Bullish imbalance — may mean-revert down
Price below VA Bearish imbalance — may mean-revert up
High large order % Institutional activity — watch for reversals
Buy >> Sell at level Buyers absorbed selling at that price
Sell >> Buy at level Sellers absorbed buying at that price
Recommended Settings:
Timeframe: 1S (most precise delta)
Price Levels: 30 (good balance of detail)
Lookback: 100 bars (captures recent session)
Order Size: Enabled (see institutional activity)
Best For: Order flow traders, volume profile traders, identifying support/resistance, detecting institutional activity, understanding where value is established.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.