Unbroke Volume Flow Profile
Unbroke Volume Flow Profile builds a session or visible-range volume profile with POC, VAH and VAL, and tests whether the prior session's levels react better than random levels.
Approximation - please read
Pine scripts do not get true volume-at-price. Each bar's volume is split evenly across the price rows its high-low range covers. You can use a lower timeframe for finer bars (falls back to chart bars when intrabar history is missing). Levels will differ from an exchange tick-based profile.
How it works
The control: random levels
Three seeded random levels per session inside the prior session's range, same touch rule. Hit = 1 ATR(14) in the reaction direction before 1 ATR against within 24 bars.
Honest results
NQ futures, 766 sessions (Dec 2022 to Dec 2025), chart-bar approximation:
The prior session's POC and value area edges were not better reaction levels than random ones in this test.
Original Pine Script v6 code by Unbroke, open-source under MPL 2.0.
Educational, not financial advice. Past results don't predict future results.
Approximation - please read
Pine scripts do not get true volume-at-price. Each bar's volume is split evenly across the price rows its high-low range covers. You can use a lower timeframe for finer bars (falls back to chart bars when intrabar history is missing). Levels will differ from an exchange tick-based profile.
How it works
- Session mode: one profile per trading day. Visible range mode: a profile of the bars on screen (last 5000 bars max).
- 50 rows by default. The value area grows from the POC to 70% of volume, adding the larger neighbouring row each step.
- Prior session POC/VAH/VAL are plotted; a touch is the first time price comes back to a level from one side.
The control: random levels
Three seeded random levels per session inside the prior session's range, same touch rule. Hit = 1 ATR(14) in the reaction direction before 1 ATR against within 24 bars.
Honest results
NQ futures, 766 sessions (Dec 2022 to Dec 2025), chart-bar approximation:
- 5m: random 48.9%. Prior POC 45.8%, VAH 50.0%, VAL 44.0%, all levels 46.7%. All inside noise.
- 15m: random 44.7%. POC 45.0%, VAH 40.1%, VAL 43.8%, all 43.0%. All inside noise.
The prior session's POC and value area edges were not better reaction levels than random ones in this test.
Original Pine Script v6 code by Unbroke, open-source under MPL 2.0.
Educational, not financial advice. Past results don't predict future results.
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.
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.