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Обновлено Combined Levels [VP + ORB + FVG + KZ + VWAP]
# Combined Levels [VP + ORB + FVG + KZ + VWAP]
A single-script bundle of the structural levels and intraday session tools I rely on day-to-day. Designed for futures (NQ / MNQ / ES / MES) but works on any symbol.
## What it draws
**1. Volume Profile levels (built from 1-minute intrabar data)**
Three concurrent profiles, each showing **VAH / POC / VAL**:
- **Prev Day RTH** (09:30–15:59 ET) — finalizes after the 16:59 post-market close so the lines don't shift during the trading day
- **Prev Overnight** (18:00–09:29 ET)
- **Prev Week** (Sunday 18:00 – Friday 16:59 ET)
Uses the same integer-ticks-per-row math as TradingView's native Fixed Range Volume Profile and distributes each bar's volume across the rows it overlaps. Set "Number of Rows" to match your FRVP setting (default 1000) and you'll get profiles that line up cleanly with TV's own.
**2. Opening Range (ORB)**
09:30–09:45 high / midpoint / low, with toggleable history of previous ORBs and customizable label text per line (high, mid, low can each be renamed or hidden).
**3. Previous Day & Previous Week High / Low / 50%**
Standard structural levels with adjustable how-many-periods-kept-on-chart, separate line styles for the H/L and the midpoint, and label-rename support.
**4. ICT Killzone Pivots**
Five sessions: **Asia, London, NY AM, NY Lunch, NY PM**. Each killzone draws its session high/low as pivots that extend until mitigated by future price, plus an optional midpoint that stops extending once mitigated. Up to 100 sessions kept per killzone (subject to Pine's 500-line drawing cap). Custom session times and labels per zone.
**5. Opening Prices**
8 configurable opening time slots (4 enabled by default: 9:30, 8:30, 10:00, Midnight; 4 more available: 6:00, 12:00, 14:00, 16:00). Each slot has its own enable toggle, label text, session window, and color.
**6. Fair Value Gaps**
3-bar FVGs detected on chart timeframe, confirmed at candle close.
- Option to delete boxes once filled (price closes through), or keep them visible
- Option to extend boxes to the right edge or use a fixed length
- **Opening-gap filter** (on by default): rejects "FVGs" caused by session boundaries — the overnight open, weekend gap, holiday breaks — by checking whether the 3-bar pattern crosses a non-continuous time interval. So you only see real intra-session FVGs, not artifacts of trading hour breaks.
- Configurable bull/bear colors, max gap count, minimum tick size
**7. Session VWAP with Bands**
Daily-anchored VWAP on hlc3, plus optional ±1σ and ±2σ standard-deviation bands with their own multipliers, colors, and toggle visibility.
## Data Source selector
The whole point of this design: if you trade **MNQ** but want **NQ's** volume profile and previous day/week levels (NQ has the real liquidity), set Source = NQ at the top. The VP and prev D/W H/L will pull from NQ futures while you keep MNQ visible on your chart. Presets cover NQ / MNQ / ES / MES, plus a "Chart" option (use whatever symbol you're viewing) and "Custom" (paste any ticker). The visual modules — ORB, killzones, FVG, VWAP, opening prices — stay tied to the chart symbol since NQ/MNQ price action is essentially identical at the tick level.
## Customization
Every module has its own group in settings. Inside each group you can independently control:
- Show / hide each component
- Line color, width, style (solid / dotted / dashed)
- Label text (rename any label, or set to empty to hide)
- Whether to show the price value next to the label
- Per-group horizontal label offset — useful when lines from different modules sit at the same price; offset each group differently and the labels fan out instead of stacking on top of each other
- Optional custom label color separate from the line color (so e.g., yellow lines can carry white labels for contrast against a busy chart)
## Notes
- Designed for **1m chart** for the best volume profile resolution, but works on any chart timeframe ≥ 1m
- All session times are **America/New_York**
- Settings panel groups things in the order they're drawn — Data Source first, then Global, then each module
- Once you have everything dialed in, use **Settings → Defaults → Save as Default** to lock in your configuration
Built in Pine v6.
A single-script bundle of the structural levels and intraday session tools I rely on day-to-day. Designed for futures (NQ / MNQ / ES / MES) but works on any symbol.
## What it draws
**1. Volume Profile levels (built from 1-minute intrabar data)**
Three concurrent profiles, each showing **VAH / POC / VAL**:
- **Prev Day RTH** (09:30–15:59 ET) — finalizes after the 16:59 post-market close so the lines don't shift during the trading day
- **Prev Overnight** (18:00–09:29 ET)
- **Prev Week** (Sunday 18:00 – Friday 16:59 ET)
Uses the same integer-ticks-per-row math as TradingView's native Fixed Range Volume Profile and distributes each bar's volume across the rows it overlaps. Set "Number of Rows" to match your FRVP setting (default 1000) and you'll get profiles that line up cleanly with TV's own.
**2. Opening Range (ORB)**
09:30–09:45 high / midpoint / low, with toggleable history of previous ORBs and customizable label text per line (high, mid, low can each be renamed or hidden).
**3. Previous Day & Previous Week High / Low / 50%**
Standard structural levels with adjustable how-many-periods-kept-on-chart, separate line styles for the H/L and the midpoint, and label-rename support.
**4. ICT Killzone Pivots**
Five sessions: **Asia, London, NY AM, NY Lunch, NY PM**. Each killzone draws its session high/low as pivots that extend until mitigated by future price, plus an optional midpoint that stops extending once mitigated. Up to 100 sessions kept per killzone (subject to Pine's 500-line drawing cap). Custom session times and labels per zone.
**5. Opening Prices**
8 configurable opening time slots (4 enabled by default: 9:30, 8:30, 10:00, Midnight; 4 more available: 6:00, 12:00, 14:00, 16:00). Each slot has its own enable toggle, label text, session window, and color.
**6. Fair Value Gaps**
3-bar FVGs detected on chart timeframe, confirmed at candle close.
- Option to delete boxes once filled (price closes through), or keep them visible
- Option to extend boxes to the right edge or use a fixed length
- **Opening-gap filter** (on by default): rejects "FVGs" caused by session boundaries — the overnight open, weekend gap, holiday breaks — by checking whether the 3-bar pattern crosses a non-continuous time interval. So you only see real intra-session FVGs, not artifacts of trading hour breaks.
- Configurable bull/bear colors, max gap count, minimum tick size
**7. Session VWAP with Bands**
Daily-anchored VWAP on hlc3, plus optional ±1σ and ±2σ standard-deviation bands with their own multipliers, colors, and toggle visibility.
## Data Source selector
The whole point of this design: if you trade **MNQ** but want **NQ's** volume profile and previous day/week levels (NQ has the real liquidity), set Source = NQ at the top. The VP and prev D/W H/L will pull from NQ futures while you keep MNQ visible on your chart. Presets cover NQ / MNQ / ES / MES, plus a "Chart" option (use whatever symbol you're viewing) and "Custom" (paste any ticker). The visual modules — ORB, killzones, FVG, VWAP, opening prices — stay tied to the chart symbol since NQ/MNQ price action is essentially identical at the tick level.
## Customization
Every module has its own group in settings. Inside each group you can independently control:
- Show / hide each component
- Line color, width, style (solid / dotted / dashed)
- Label text (rename any label, or set to empty to hide)
- Whether to show the price value next to the label
- Per-group horizontal label offset — useful when lines from different modules sit at the same price; offset each group differently and the labels fan out instead of stacking on top of each other
- Optional custom label color separate from the line color (so e.g., yellow lines can carry white labels for contrast against a busy chart)
## Notes
- Designed for **1m chart** for the best volume profile resolution, but works on any chart timeframe ≥ 1m
- All session times are **America/New_York**
- Settings panel groups things in the order they're drawn — Data Source first, then Global, then each module
- Once you have everything dialed in, use **Settings → Defaults → Save as Default** to lock in your configuration
Built in Pine v6.
Информация о релизе
UPDATE — VOLUME PROFILE NOW MATCHES TRADINGVIEW'S NATIVE FRVPThe Volume Profile levels (Prev Day, Overnight, Prev Week) now align with TradingView's built-in Fixed Range Volume Profile. Set "Number of Rows" to match your FRVP's Row Size (default 1000) and the POC, VAH, and VAL will line up.
This required matching how TradingView treats volume internally: the POC is derived from a proportional-overlap profile, while the value-area boundaries (VAH/VAL) come from an even-spread profile. Both are now computed and routed to their correct purpose, so all three levels match across every session.
Session windows (America/New_York):
• Prev Day RTH: 09:30–15:59
• Overnight: 18:00–09:29
• Prev Week: Sunday 18:00 – Friday 16:59
Информация о релизе
• Volume Profile levels now persist — previous PD/ON/PW profiles stay frozen on the chart instead of being overwritten each session. New "Profiles to keep on chart" setting (per group, default 2).• Removed the ORB midpoint line and its label; ORB now shows High/Low only.
Информация о релизе
Update — Volume Profile, VWAP, FVG & session upgradesVolume Profile
Kept VP profiles now carry their own VAH/POC/VAL labels — older profiles freeze in place at the session boundary with their labels intact, not just the most recent one.
New optional VP levels table in the bottom-left corner showing the current PD / ON / PW value-area levels, each row colored to match its group, with a text-size control.
Prev Day and Prev Overnight time ranges are now editable session inputs. The end time is inclusive, so the last minute you enter is actually included (defaults 09:30–15:59 and 18:00–09:29) — type 16:14 and the 16:14 bar is used.
PD levels now finalize right at the session close (16:00 with the default), using data through 15:59 — no more waiting on the post-market.
VWAP
Added two extra anchored VWAPs, each with a selectable anchor: Session, Week (Sunday open), Week (Monday), Month, Quarter, or Year. Defaults are weekly (Sunday) and monthly, each with its own color and width.
Fair Value Gaps
Added 3 extra FVG sets pulled from other timeframes. Each has its own timeframe, extend-to-right toggle, and separate bullish/bearish colors.
Opening Range (ORB)
ORB High/Low labels now have default text and a show/hide toggle that's on by default.
Global
Added a Session timezone selector (defaults to New York) so all sessions calculate correctly even when your chart isn't set to NY time.
Информация о релизе
Added a Previous Month Volume Profile. It builds VAH / POC / VAL for the prior calendar month using the same TV-FRVP-matched method as the existing profiles (proportional-overlap profile for the POC peak, even-spread profile for the value-area sweep, equal-width bins across the raw range). The month is bucketed by each 1-minute bar's own timestamp, so the window is an exact calendar month — midnight of the 1st through the final bar of the month, in your selected session timezone — at any chart timeframe, with no boundary bar leaking across the month line. It's off by default since a full month is a large amount of intrabar data; enable it under "Volume Profile Levels," and for best accuracy run on an intraday chart (the 1-minute intrabar feed is capped on very high timeframes). New PM line color, label texts, and a row in the optional VP levels table are included.Added right-side labels on the higher-timeframe FVGs. Each extra-timeframe gap now shows a small label at its right edge with the timeframe it formed on (15m, 1h, 4h, etc.), color-coded by direction. The label tracks the box — riding the right edge when "Extend" is on, and deleting along with the gap when it fills. Toggle and an optional text suffix live in the "Fair Value Gaps — Extra Timeframes" group. Note these count toward Pine's 500-drawing cap.
Changed the killzone label X-offset default to 0 (was 10), so killzone labels sit flush at the standard label position out of the box.
Информация о релизе
Removed Previous Month VP levels because theyre inaacurate.Информация о релизе
Volume Profile levels now build from native chart bars when you're on a 1-minute (or finer) chart, so PD/ON/PW VAH-POC-VAL show correctly in Bar Replay for historical backtesting (note: in this mode VP follows the chart symbol). Fixed killzone pivots freezing at the next session's open — unmitigated levels now extend until price actually hits them. Added a toggle to the Extra-Timeframe FVG section to choose whether an HTF FVG is hidden on a chart-timeframe close-through or only on a close-through of the FVG's own timeframe.Информация о релизе
Volume Profile now respects the Source selector in Bar Replay — on a 1m chart, VP pulls the selected source symbol (e.g. NQ while charting MNQ) via standard request.security, so source-based levels display correctly during replayNew EMA module — 3 independent EMAs, each with its own length and timeframe; higher-timeframe EMAs resolve on candle close and draw as a smooth connected line. First two ship enabled by default (9-length 1m, 9-length 5m)
New Premarket High/Low module — marks the high and low of a configurable premarket window (default 04:00–09:29, inclusive end so it captures the 09:29 bar and excludes the 09:30 open), extending until the next premarket session, with full customization (colors, line style/width, labels with price toggle and X offset, keep-previous)
Информация о релизе
Added manually measured previous month VP levels.Информация о релизе
VP levels now consistent across all timeframes (1m calculation unchanged)Added option to hide Killzone pivots once swept/mitigated
Swept pivots stay visible for an adjustable window (default 5 min) before hiding
Информация о релизе
Extend previous VP profiles option — new toggle to extend every kept VP profile (not just the most recent) as a ray to current price, so older previous-day/week levels stay visible at the right edge.Dated labels on older profiles — when extend-previous is on, older profiles are tagged with the date they're from (M/d) so stacked levels are easy to tell apart; the most recent profile keeps a plain label.
Killzone distance filter — new option to hide any killzone pivot more than a set number of points from current price (default 300). Dynamic — levels reappear when price comes back within range.
Previous Month VP added to the levels table — the VP table now includes a PM row (VAH/POC/VAL) on NQ/MNQ charts.
Информация о релизе
Optional extension for previous VP profiles — new checkbox to choose whether older profiles extend to current price or stop where the next profile begins. Date tags show either way.Shared style for extended previous levels — one color, opacity, and line-type setting applied to all extended previous VP levels (PD/ON/PW) to de-emphasize them; only active while they're extended to price. The most recent profile keeps its group color.
Previous Month VP on by default — now enabled by default for first-time users (NQ/MNQ only).
Информация о релизе
Author-maintained Previous Month levels — PM VAH/POC/VAL are now maintained and shipped by the author, refreshed monthly via indicator updates so everyone stays current automatically (NQ/MNQ only).Validity date shown in the PM info box — the tooltip now states the exact date/time the current levels are valid until.
Auto-expiry on PM levels — once past the validity time, the levels stop extending into live price (lines freeze at the expiry) so a stale level can't be used by accident until the next update. Anchored to New York time, so the cutoff is correct on any chart timezone.
Optional manual override — a "Use my own PM levels" switch lets you enter your own VAH/POC/VAL if a new month starts before the author posts; while on, it ignores author updates and the expiry.
Информация о релизе
📊 NEW MONTHLY LEVELS ARE IN — updated Previous Month VP for the new month. Fresh VAH / POC / VAL are live and ready to trade.Also in this update:
Previous Month VP: The current month's levels now start right at the month boundary (where the prior month's levels end) instead of stretching across the whole chart. Older months freeze cleanly at that same point.
Prev Day/Week H/L: New "Extend previous day/week levels to price" option — older highs, lows, and 50% levels ray forward to the current bar, each tagged with its date.
Prev Day/Week H/L: Split "Periods to keep" into separate "Previous days to keep" and "Previous weeks to keep" for independent day/week control.
Previous Month / Previous Week VP: Separate extended-previous color, independent from the PD/ON extended color.
Premarket H/L: Default labels renamed to "PreM High" / "PreM Low".
Скрипт с открытым кодом
В истинном духе TradingView, создатель этого скрипта сделал его открытым исходным кодом, чтобы трейдеры могли проверить и убедиться в его функциональности. Браво автору! Вы можете использовать его бесплатно, но помните, что перепубликация кода подчиняется нашим Правилам поведения.
Отказ от ответственности
Информация и публикации не предназначены для предоставления и не являются финансовыми, инвестиционными, торговыми или другими видами советов или рекомендаций, предоставленных или одобренных TradingView. Подробнее читайте в Условиях использования.
Скрипт с открытым кодом
В истинном духе TradingView, создатель этого скрипта сделал его открытым исходным кодом, чтобы трейдеры могли проверить и убедиться в его функциональности. Браво автору! Вы можете использовать его бесплатно, но помните, что перепубликация кода подчиняется нашим Правилам поведения.
Отказ от ответственности
Информация и публикации не предназначены для предоставления и не являются финансовыми, инвестиционными, торговыми или другими видами советов или рекомендаций, предоставленных или одобренных TradingView. Подробнее читайте в Условиях использования.