Индикатор
Auto Session Volume Profile By Shofman Legacy Auto Session Volume Profile — Perfil de Volumen por Sesión (estilo nativo TradingView)
Este indicador dibuja automáticamente un perfil de volumen para cada sesión de trading, replicando visualmente el estilo del Volume Profile nativo de TradingView, pero recalculado en tiempo real barra a barra sin necesidad de dibujarlo manualmente.
¿Qué hace?
Detecta el inicio de cada sesión automáticamente y construye un histograma horizontal de volumen distribuido en filas de precio.
Separa el volumen en alcista (velas de cierre ≥ apertura) y bajista (velas de cierre < apertura), mostrando ambos lados con colores distintos.
Calcula y traza el POC (Point of Control — el nivel de precio con más volumen negociado de la sesión).
Calcula y traza el Value Area (VAH/VAL) según el porcentaje que definas (70% por defecto), es decir, el rango de precio donde se concentró ese porcentaje del volumen total.
Resalta los nodos de mayor volumen (HVN) de cada sesión con un color de acento y un pequeño "brillo" en la punta, para identificar rápido las zonas de mayor interés dentro del perfil.
Mantiene visibles las últimas N sesiones (configurable) y va purgando automáticamente las más antiguas para no saturar el gráfico.
Incluye un panel de fondo semitransparente detrás del histograma, igual al look nativo de TradingView.
Inputs configurables:
Número de filas (resolución del perfil)
Ancho máximo del histograma
% de Value Area
Cantidad de sesiones visibles
Mostrar/ocultar POC y Value Area
Colores y opacidad de: volumen alcista, volumen bajista, POC, VA, panel de fondo y picos de volumen
Cantidad de filas a resaltar como pico y extensión del brillo
¿Para quién es útil?
Para traders que operan basándose en zonas de acumulación/distribución de volumen, subastas de mercado (auction market theory), o que simplemente quieren ver dónde se concentró la actividad real de compra/venta en cada sesión sin tener que dibujar el Volume Profile a mano en cada una.
Nota: este indicador usa volumen tick/reportado por el bróker de tu feed de datos; en instrumentos donde el volumen no es representativo (como algunos CFDs de forex/metales), interpretalo como proxy de actividad, no como volumen real de contratos. Индикатор
Индикатор
Индикатор
Rolling Volume Delta█ OVERVIEW
Rolling Volume Delta (RVD) estimates net buying vs. selling pressure per bar, then weights that pressure by how much price actually moved — so a strong directional bar counts for more than a quiet, indecisive one. The result is summed over a rolling window, smoothed, and normalized against total volume so it reads consistently across different instruments and volume regimes.
█ CONCEPT
Most volume delta tools estimate buy/sell pressure and stop there. RVD adds one more step: it multiplies each bar's estimated delta by the magnitude of that bar's price change. The logic is that a bar where buyers dominate AND price actually moved higher represents more conviction than a bar with the same buy/sell split during a flat, choppy stretch. That weighted delta is then summed over a rolling window and smoothed, so the final line reflects sustained pressure rather than single-bar noise.
█ HOW IT WORKS
1. Buy/sell split: each bar's volume is divided between buy and sell based on where the close landed within that bar's high-low range (close near the high = buy-weighted, close near the low = sell-weighted).
2. Price weighting: that delta is multiplied by the percentage price change over a configurable lookback, so bars with bigger moves are weighted more heavily.
3. Rolling sum: the weighted delta is summed over a configurable lookback window.
4. Smoothing: an EMA is applied to reduce noise.
5. Normalization: the smoothed result is divided by total volume over the same window and expressed as a percentage, keeping the scale comparable across tickers and sessions.
█ HOW IT DIFFERS FROM OTHER VOLUME DELTA SCRIPTS
Other delta oscillators calculate buy/sell pressure and smooth it directly. RVD's price-weighting step means the indicator isn't just "how much delta happened" but "how much delta happened relative to how much the market actually moved" — filtering out high-volume, low-conviction chop from the signal.
█ SETTINGS
- Lookback Length — bars summed together for the rolling delta. Longer = smoother, slower.
- Smoothing — EMA length applied to the rolling sum.
- Momentum Lookback — bars back used to measure price change for weighting. Higher values emphasize sustained moves over single-bar spikes.
As bars carry more information on their own (higher timeframes), less summing and smoothing is needed for a clean read. Within any timeframe, trending conditions benefit from longer/smoother settings that confirm sustained pressure and filter chop, while ranging conditions benefit from shorter/quicker settings that catch reversals near the extremes at the cost of more false flips in the middle of the range.
Suggested starting points:
Timeframe | Condition | Length | Smoothing | Momentum Lookback
5-30 min | Trend / Price Discovery | 14-20 | 3-5 | 1-2
5-30 min | Range / Accumulation | 8-10 | 1-2 | 1
1-4 hour | Trend / Price Discovery | 10-14 | 2-3 | 2-4
1-4 hour | Range / Accumulation | 6-8 | 1-2 | 1-2
Daily+ | Trend / Price Discovery | 8-10 | 2 | 3-5
Daily+ | Range / Accumulation | 5-6 | 1 | 2
These are included in each input's tooltip in the settings popup as well.
█ NOTES
This is a volume-estimation tool based on standard OHLCV data (bar range and close position), not true tick-level buy/sell data — most retail data feeds don't provide that, so this is the same practical tradeoff most public volume delta scripts make. It's intended as a context tool for reading order flow alongside price action, not a standalone signal generator.
This publication is for educational purposes only and does not constitute financial advice. Past performance and visual patterns do not guarantee future results. Индикатор
Индикатор
IQ Session Bayesian Particle Filter [TradingIQ]🔹 OVERVIEW
This indicator runs a genuine Sequential Monte Carlo particle filter; the Bayesian architecture used in robotics and signal tracking... on your chart! Session by session, it learns where trading volume concentrates and paints a forecast of the coming session's entire volume-by-price distribution before that session unfolds: every expected high-volume level at once, not a single line.
It is not a moving average wearing a costume. Each finished session is treated as evidence: hundreds of particles are weighed against what actually traded, resampled, and mutated. Predict → observe → update, honestly Bayesian, every session.
🔹 HOW IT WORKS
Two particle swarms run side by side:
• A shape swarm learns the form of the distribution; one lump or several, wide or tight, and where each volume node sits.
• A drift swarm learns how far from the open the session's center of gravity tends to land.
An empirical-Bayes trust term scales the drift forecast by how much it has actually earned: when its track record is poor, the forecast automatically hugs the open. The prediction you see is the shape swarm's density, re-anchored by the trusted fraction of the drift forecast, rendered through a kernel density estimate whose bandwidth follows Silverman's rule.
🔸 HOW TO READ IT
• Session heatmap — the predicted density painted from the session open to the profile. A two-tone gradient split at the open; the tones swap roles across it, so each side mirrors the other. Bold color = expected business, fade = expected quiet.
• Mirrored profile — the forecast on the left, split bullish/bearish at the session open; the realized session volume on the right in a single neutral color.
• Confidence honesty — the prediction's glow scales with the filter's live confidence. When it has been wrong lately, its side visibly goes quiet. The realized side never fades, because reality doesn't.
• Bias info box — seated between the halves: the share of predicted volume above vs below the open (🢁 / 🢃).
• Expected levels — dashed lines at the probability-weighted average predicted price of each half: the session's expected bull and bear magnets.
• HVN lines + POC — the predicted high-volume levels. The point of control always shows; the HVN Threshold input is your dial between a few safe targets and every level worth watching.
🔹 SELF-TUNING
Every statistical free parameter tunes itself from data: the KDE bandwidth (Silverman's rule for visual convenience), the observation noise, the swarms' search domain (tracks the observed session spread), the mutation rate (genetic adaptation), the scout rate (scales with recent error), and the center trust (regression shrinkage). The inputs you are given are visual preferences plus a compute preset. There is nothing statistical to fiddle with, on purpose.
🔸 INPUTS
• Session Engine — Session Timeframe (the session boundary; must exceed the chart timeframe), Prediction Quality (particles per swarm, Fast 100 → Max 4000), Sessions to Keep.
• Volume Profile — toggles for the profile, bias box and expected levels; width, offset, info-box width, transparency.
• Session Heatmap — toggle, faint/bold density transparencies, Tone A / Tone B.
• High Volume Nodes — toggle, HVN Threshold %, reach, color.
• Colors — Bullish, Bearish, Realized.
🔹 VALIDATION
The filter was tested on real intraday data; 10 large-cap symbols, three session horizons, every prediction one-step-ahead and out-of-sample, against uniform, yesterday's-profile, Gaussian-fit, rolling-average and EWMA baselines, with the test harness itself audited too.
• Against naive prediction (uniform prior, yesterday's profile) it wins every metric tested at every horizon.
• Against the strongest profile-averaging methods it trades wins: they edge the single-lump fit metrics; the filter captures materially more of the session's actual traded volume with its predicted levels, and is the only method that reliably names multiple simultaneous targets .
• On sessions with two or more real volume peaks; roughly 4 in 10 sessions, its targets covered 19–42% more realized volume than the best alternative.
🔸 LIMITATIONS AND HONEST NOTES
• The forecast for a session is set when that session opens and is not repainted ; the realized half updates live as the session trades.
• It estimates a distribution of volume , not a promise of direction. The bias %, expected levels and HVN set are probability-weighted readings of that distribution.
• The filter is stochastic by nature: two chart reloads can differ in fine detail, the way two runs of any Monte Carlo method do. The structure it finds is stable; the pixel-level noise is not.
• Requires volume data from your data feed. Not supported on non-standard chart types.
• The chart timeframe must be lower than the session timeframe.
Индикатор
Previous Day Volume Profile (VAH / POC / VAL)Previous Day Volume Profile — VAH / POC / VAL
Automatically calculates the previous trading day's Volume Profile and projects its three key levels — Value Area High, Point of Control, and Value Area Low — as dotted horizontal lines across the current trading day. Levels roll forward automatically at each new session, so yesterday's value area is always on your chart without manual drawing.
How it works
The trading day is defined by a configurable session and timezone (not midnight), so it works correctly on nearly-24h futures — e.g. 23:00–21:55 UK for CME index futures.
The profile is built from intrabar data (request.security_lower_tf, default 1-minute; seconds timeframes supported on Premium+ plans), giving near-tick resolution regardless of your chart timeframe. Where intrabar history isn't available it falls back to chart bars.
Each intrabar's volume is pro-rated across the price bins its high-low range overlaps (with an even-split option).
Bins are anchored to the absolute price grid, exactly N ticks wide (configurable, default 2 ticks), or alternatively a fixed row count.
POC = the highest-volume bin. The Value Area (default 70% of the day's volume) expands outward from the POC using the classic Market Profile "double" method — comparing the sum of the two bins above the band vs. the two below and adding the fuller pair (a simpler single-bin mode is also available). VAH and VAL are the band's top and bottom edges.
Inputs
Session and timezone defining the trading-day boundary
Row sizing: ticks per row, or fixed number of rows
Value Area percentage and expansion method (double / single)
Volume distribution: pro-rated or even split
Intrabar timeframe (1S–5min) with on/off toggle
Colour and line width per level, label toggle and offset
Notes
Lines are drawn only on the current day, from its first bar to the right edge — the previous day's candles stay clean. Old drawings are removed at each session roll.
Computed values are also exposed in the Data Window for verification.
Pine cannot access true tick data; on plans without seconds timeframes, 1-minute intrabars are the finest available resolution (the same resolution TradingView's built-in profiles use on those plans), so levels may differ from tick-based profiles by a row or so. Индикатор
Индикатор
Индикатор
Rogue Overnight Volume ProfileRogue Overnight Volume Profile
The Rogue Overnight Volume Profile is an institutional-style overnight volume profile designed specifically for futures traders who use overnight auction structure to prepare for the Regular Trading Hours (RTH) session.
Unlike traditional session volume profiles that remain fixed throughout the day, Rogue Overnight Profile automatically builds the overnight distribution, identifies the most important price levels, and projects them into the current trading session for easy decision making.
Features:
Overnight Volume Profile
Automatically builds a complete volume profile during the overnight session.
Adjustable profile resolution with up to 1,000 price rows.
Value Area (default 70%)
Point of Control (POC)
Value Area High (OVAH)
Value Area Low (OVAL)
Customizable profile colors and placement.
Dynamic Overnight Levels
The indicator automatically calculates and plots:
OVAH (Overnight Value Area High)
OPOC (Overnight Point of Control)
OVAL (Overnight Value Area Low)
These levels begin at the start of the completed overnight profile and extend just beyond current price during the New York session, keeping the chart clean while maintaining important reference levels.
Historical overnight levels are retained for previous sessions to assist with market structure analysis.
Developing Overnight Range:
Monitor the overnight auction as it forms with an optional shaded developing range, allowing traders to visualize overnight balance before the market opens.
Weekly VWAP
Includes a built-in Weekly VWAP with customizable color and line width to provide higher-timeframe context and institutional bias.
5-Period Moving Average
A configurable 5-period moving average (EMA or SMA) can be displayed to help identify short-term momentum and trend direction.
First Touch Detection
Automatically identifies the first interaction with overnight profile levels during the New York session.
Supported first-touch signals include:
OVAH First Touch
OPOC First Touch
OVAL First Touch
These areas often act as important decision points where responsive buyers or sellers may enter the market.
Break & Retest Detection
The indicator can also detect break-and-retest setups after price establishes acceptance above or below an overnight level.
Bullish and bearish retest opportunities are labeled automatically, making it easier to identify continuation setups around key profile references.
Fully Customizable
Every major component can be enabled, disabled, or customized, including:
Session times
Profile resolution
Value Area percentage
Historical sessions displayed
Colors
Labels
Weekly VWAP
Moving Average
Touch detection
Retest detection
Designed For
Nasdaq Futures (NQ)
S&P Futures (ES)
Dow Futures (YM)
Russell Futures (RTY)
Crude Oil (CL)
Any market where overnight auction structure influences the regular session.
Best Used For
Identifying overnight support and resistance.
Planning opening scenarios.
Fade and acceptance trades around OVAH, OPOC, and OVAL.
Breakout confirmation.
Break-and-retest continuation setups.
Understanding overnight market positioning before the RTH open.
Disclaimer: This indicator is intended as a decision-support tool and does not provide financial advice. Always incorporate sound risk management and additional market context before entering any trade. Индикатор
Seller Exhaustion DetectorSeller Exhaustion Detector (SED)
Overview
Seller Exhaustion Detector identifies the point where a downtrend's selling pressure is spent and buyers begin absorbing supply — the transition from distribution to accumulation. Instead of reacting to a single pattern, it scores seven independent exhaustion footprints and only confirms a signal when structural gates prove the low is actually holding.
How It Works
The detector scores confluence across a 16-point scale:
Liquidity Sweep + Reclaim (3 pts) — tracks untapped pivot-low liquidity pools; a wick below a pool followed by a close back above it marks a stop run absorbed by passive buyers.
CVD Bullish Divergence (3 pts) — price makes a lower low while session-reset cumulative volume delta makes a higher low: sell orders are no longer moving price.
RSI Bullish Divergence (2 pts) — momentum fails to confirm the new price low.
Sell-Volume Dry-Up (2 pts) — red-candle volume contracts near the lows; motivated sellers are done.
Absorption (2 pts) — elevated volume, compressed range, close in the upper half: supply being eaten without downside progress.
Higher Low (2 pts) — first structural higher pivot after the low.
Selling Climax Watch (1 pt) and Confirmed Wick Rejection (1 pt) — capitulation context and next-bar-confirmed hammer rejections.
A score alone never fires a signal. Three hard gates must also pass: the low must have held for a configurable number of bars (or a fresh sweep-reclaim substitutes as confirmation), price must be above a rising/flat EMA9, and fast volume delta must be positive. This eliminates premature signals printed while price is still making new lows.
Signals
Orange circle — selling climax (capitulation bar; watch window begins)
Gold diamond — liquidity pool swept and reclaimed
EXHAUSTION label — confirmed exhaustion (score + all gates)
ACCUMULATE label — post-exhaustion structure reclaim with positive delta
STOP-OUT label — the exhaustion low broke; the signal is invalid
Dashboard — live score breakdown and gate status, with selectable text size
Recommended Use
Built for 1-minute to 5-minute intraday charts on liquid symbols. Use EXHAUSTION as location, ACCUMULATE as trigger, and the invalidation print as a hard exit reference. Tune Climax Multiplier down (~1.7) and Pivot Left/Right to 3–4 for faster symbols.
Limitations
Volume delta is approximated from candle direction (up-volume minus down-volume), not exchange bid/ask data, so absorption and CVD reads are estimates. All components are derived from OHLCV and confirm after the fact by design — the detector locates high-probability reversal conditions; it does not predict bottoms. Not financial advice. Индикатор
Индикатор
Индикатор
Индикатор
Volume Profile Levels - POC, Value Area, HVP/LVPVolume Profile Levels — POC, Value Area, HVP/LVP
OVERVIEW
This indicator builds a fixed-range volume profile over a user-defined lookback window and extracts its key structural levels as horizontal lines: the Point of Control (POC), the Value Area boundaries (VAH/VAL), and local High/Low Volume Peaks (HVP/LVP). The goal is not the histogram itself but the levels it produces — clean, alertable support/resistance derived from where volume actually traded.
HOW IT WORKS
Volume distribution. For each bar in the lookback window, its volume is distributed evenly across the price bins that the bar's high–low range spans. The full range of the window is divided into a configurable number of rows.
POC and Value Area. The POC is the bin with the highest accumulated volume. The Value Area is expanded outward from the POC, adding the larger neighboring bin at each step, until the target percentage of total volume (70% by default) is covered.
HVP / LVP detection. A bin qualifies as a High Volume Peak when it is a local maximum and exceeds the bin average by a configurable multiplier. A Low Volume Peak is a local minimum below the average by a configurable multiplier. Up to six levels of each type are shown, ranked by volume.
MTF mode. The profile can be calculated on a higher timeframe while displayed on the current chart. In MTF mode the lookback is counted in higher-timeframe bars, and the histogram can be hidden automatically to keep the chart readable while the levels remain.
FEATURES
- Fixed-range volume profile with adjustable lookback, row count, and Value Area percentage
- POC, VAH/VAL, HVP, and LVP levels drawn as lines across the analyzed range
- Optional profile histogram on the right or left side of the chart
- Higher-timeframe profile calculation with automatic histogram hiding
- Three label modes: full text labels, minimal dots, or both
- Diagnostics table showing the profile's range, bin size, total volume, and level counts
ALERTS
All alerts use the generic alert() function: create one alert on the indicator with "Any alert() function call" and enable the events you want in the settings.
- POC / VAH / VAL cross (close crossing the level)
- HVP / LVP level cross (optional; can be noisy)
- SR Flip: after a level is broken, the alert fires if price retests the level with a wick within a configurable bar window while the close holds the breakout direction
- Value Area entry / exit
NOTES
- The profile is an approximation: volume is split evenly across each bar's range, as tick-level data is not available in Pine. Results depend on the chart timeframe and the lookback setting.
- Levels are recalculated on every bar, so they shift as the window rolls forward. This is a rolling analysis tool, not a fixed anchored profile.
- Works on any symbol that provides volume data. Индикатор
Intrabar Profile [Kioseff Trading]Hello Traders!
🔹 Intrabar Profile
Intrabar Profile is a lower-timeframe profile tool designed to draw a volume profile or delta profile on each individual candle .
Instead of only looking at where a candle opened, closed, wicked, or changed color, this indicator attempts to show:
Where did volume actually trade inside the bar?
It focuses on answering a deeper question:
What happened inside the candle that normal candlesticks do not show?
volume profile on every visible bar
delta profile on every visible bar
lower-timeframe volume distribution
POC detection per candle
value area visualization
buy-side vs sell-side imbalance display
optional volume-at-level labels
adaptive scaling as the chart zooms in or out
🔹 What the indicator shows
🔸 Intrabar Volume Profile
The indicator reconstructs a mini volume profile for each candle using lower timeframe data.
This allows you to see:
where volume was concentrated inside each bar
which price level had the highest volume
how volume was distributed across the candle range
whether volume was balanced or concentrated near specific levels
This shifts your perspective from:
“this candle closed bullish or bearish”
to:
“where did participation actually take place inside this candle?”
🔸 POC Per Candle
Each intrabar profile includes a Point of Control , or POC.
The POC marks the price level inside the candle where the highest amount of volume was detected.
This helps identify:
where the most trading activity occurred inside the bar
whether volume was concentrated near the high, low, or middle of the candle
potential areas of intrabar acceptance or rejection
where participation clustered before price moved away
🔸 Value Area Per Candle
The indicator can also display a value area for each profile.
The value area is calculated from total volume and highlights the region where the majority of volume occurred inside the bar.
This helps separate:
high-participation areas
lower-participation areas
balanced candles
thin or inefficient areas of the candle
Together, the POC and value area help show the internal structure of each candle instead of only the candle body and wick.
🔸 Intrabar Delta Profile
Intrabar Profile can also switch from standard volume profile mode to delta profile mode .
Delta mode estimates buy-side and sell-side pressure using lower timeframe price movement and volume.
This allows you to see:
where positive delta appeared inside the candle
where negative delta appeared inside the candle
whether aggressive activity was concentrated at the top, middle, or bottom of the bar
when total volume and directional pressure tell different stories
This can help answer:
Was volume only present, or was it meaningfully skewed toward buyers or sellers?
🔸 Volume Profile vs Delta Profile
The indicator includes two profile modes:
VP - displays total volume distribution inside each candle
Delta - displays directional volume imbalance inside each candle
Volume profile mode focuses on:
where participation occurred
where volume was concentrated
where the candle’s POC and value area formed
Delta profile mode focuses on:
which side had more pressure
where buy-side or sell-side imbalance appeared
whether pressure was distributed evenly or concentrated at specific levels
🔸 Adaptive Mini Profiles
The profiles are drawn directly on top of the chart candles and are designed to stay proportional as the chart is adjusted.
This means the visual structure adapts as you:
zoom in
zoom out
stretch the chart
compress the chart
The goal is to keep the profile readable without turning the chart into visual clutter.
🔹 Granularity Options
The indicator uses lower timeframe data to build each intrabar profile.
Available granularity options include:
5-minute
1-minute
1-second
1-tick
Lower granularity can provide a more detailed reconstruction of intrabar activity, depending on the symbol and data available from TradingView.
Important Note
Some lower timeframe data options may require specific TradingView data access or plan availability. If a selected granularity is not available on your chart or account, the indicator can only work with the data TradingView provides.
🔹 How to read it
Each candle can be read as its own mini profile.
larger profile rows show more volume or stronger absolute delta
the POC marks the highest-volume level inside the candle
the value area highlights the primary participation zone
gray areas show volume outside the selected value area
positive delta shows stronger buy-side pressure
negative delta shows stronger sell-side pressure
This helps you compare:
where the candle closed
where the most volume traded
where delta was strongest
whether the candle’s appearance matches its internal activity
🔹 Example interpretations
bullish candle + volume concentrated near the high → possible acceptance higher
bullish candle + heavy volume near the low → possible absorption or delayed response
bearish candle + negative delta near the low → aggressive selling into the bottom of the bar
large candle + thin profile → fast movement with less balanced participation
small candle + heavy profile → high activity with limited price movement
strong delta but weak candle movement → potential absorption or opposition
🔹 Why this indicator is useful
Intrabar Profile gives you a way to look beyond standard candles.
It helps you see:
where volume formed inside each candle
where the candle’s POC developed
whether participation was concentrated or spread out
whether buyers or sellers dominated specific levels
how volume and delta behaved inside the bar
whether the candle’s structure supports or contradicts the price action
Instead of only asking:
“Did this candle close green or red?”
you can ask:
“Where did the trading actually happen inside this candle?”
🔹 Best use cases
studying intrabar volume structure
analyzing candle quality
identifying high-volume zones inside individual bars
spotting possible absorption or imbalance
comparing price action against internal volume distribution
enhancing volume profile, order flow, or liquidity-based analysis
🔹 Inputs you can customize
profile type: VP or Delta
granularity: 5-minute, 1-minute, 1-second, or 1-tick
number of profile rows
buy-side and sell-side colors
POC color
mini profile transparency
value area visibility
volume-at-level labels
🔹 Important note
This script uses lower timeframe data to approximate intrabar volume and delta structure.
This means:
accuracy depends on available lower timeframe data
different symbols may behave differently
1-second or tick data may not be available for every user or market
delta is estimated from lower timeframe price movement and volume
this is an analytical visualization tool, not a predictive engine
Closing Notes
Intrabar Profile is built to show the internal volume structure of each candle .
It helps turn a normal candlestick chart into a more detailed profile-based view of participation, imbalance, and intrabar activity.
As always, thank you TradingView! Индикатор
Индикатор
Footprint Master Pane [ZynAlgo]Overview
ZynAlgo Footprint Master Pane is an order-flow and footprint-style volume analysis indicator designed to help traders study micro-liquidity behavior inside each candlestick.
The tool displays intrabar volume-side activity as a matrix-style Footprint Profile in a separate pane. Instead of only observing open, high, low, and close movement, traders can study where buying and selling pressure appears across different price levels inside recent candles.
This can help users evaluate:
Intrabar volume concentration
Buy-side and sell-side pressure
Delta behavior inside each candle
Point of Control placement
Liquidity concentration at candle highs and lows
Potential absorption or exhaustion behavior
Chart example:
How to Read the Footprint Matrix
Each data block on the chart is displayed in this format:
Bid | Ask
Price Level
The price level represented by that row of the footprint matrix.
Bid - Left Number
Represents sell-side volume activity classified by the script for that price level.
Ask - Right Number
Represents buy-side volume activity classified by the script for that price level.
Background Color - Heatmap
The higher the volume at a price level, the stronger the heatmap intensity.
Default color logic:
Cyan: buy-side activity is dominant at that price level.
Pink: sell-side activity is dominant at that price level.
Gray: low or inactive liquidity area.
Key Highlights
POC - Point of Control
The Point of Control is the price level with the highest total trading volume within the selected candlestick.
It is displayed as the gold zone and represents the main volume concentration area for that candle.
Footer Metrics
The bottom of each footprint column displays summary data for the candle.
Delta
Delta represents the net difference between buy-side and sell-side volume activity.
A positive delta indicates that buy-side pressure is dominant. A negative delta indicates that sell-side pressure is dominant.
Total Volume
Total volume represents the combined volume activity for the entire candlestick.
Configuration Settings
1. Order Flow Engine
Intrabar Timeframe
Defines the lower timeframe used by the tool to extract intrabar volume information.
Lower intrabar timeframes can provide more detailed footprint construction, while higher intrabar timeframes may produce a smoother and lighter display.
Stack Levels - Height
Controls how many price levels each candlestick is divided into.
Higher values:
Show more footprint detail
Create a finer price-level breakdown
May increase chart processing load
Lower values:
Create a simpler footprint view
Reduce visual density
May run more smoothly on slower charts
Auto Detect Asset - Smart Grid
When enabled, the system attempts to measure the current asset's volatility and calculate an appropriate grid size automatically.
This is useful when switching between markets such as gold, crypto, forex, indices, or stocks.
Manual Tick Size
When Auto Detect Asset is disabled, users can manually define the tick or grid size.
This can be useful when a symbol requires a custom footprint scale.
2. Pane Visuals
Recent Bars to Render
Controls how many recent candles are displayed in detailed footprint form.
Limiting the number of rendered candles can help keep the chart responsive on TradingView.
Color Customization
Users can customize the colors for:
Buy-side activity
Sell-side activity
Point of Control zone
Heatmap display
This allows the footprint pane to match different chart themes and visual preferences.
Basic Analytical Applications
1. Absorption Observation
When price approaches a key support or resistance area, footprint data can help traders study whether one side of the market is being absorbed.
For example, if a bearish candle shows positive delta and large volume near the lower part of the candle, it may suggest that sell pressure is being absorbed by buy-side participation.
2. POC Migration
Point of Control migration can help traders evaluate where value is shifting across consecutive candles.
In an uptrend, POC zones that continue to migrate higher may suggest that market participation is accepting higher prices.
3. Liquidity at Highs and Lows
Traders can inspect volume activity near candle highs and lows to study exhaustion behavior.
For example, if price reaches a new high but the top levels show very low participation, that may indicate weaker continuation pressure.
How to Use
Add the indicator to the chart.
Choose an intrabar timeframe suitable for the chart timeframe and market.
Adjust stack levels to control footprint detail.
Use the heatmap to identify price levels with stronger participation.
Monitor the POC to study where volume concentration forms inside each candle.
Compare delta and total volume to evaluate buy-side or sell-side pressure.
Combine footprint observations with market structure, support and resistance, liquidity zones, and risk planning.
Best Use Cases
This indicator may be useful for:
Order-flow style analysis
Footprint chart reading
Intrabar volume analysis
Delta observation
Point of Control tracking
Absorption study
Exhaustion analysis
Liquidity-zone confirmation
Limitations
Footprint values depend on the intrabar data available from TradingView for the selected symbol and timeframe.
The Bid and Ask display is based on the script's volume-side classification logic and should be interpreted as analytical volume-side data.
Lower intrabar timeframes may provide more detail but can increase processing load.
A footprint imbalance does not guarantee price continuation or reversal.
The indicator does not provide automatic trade entries, exits, or position management.
Past order-flow or footprint behavior does not guarantee future results.
Important Note
This indicator is an analysis tool only. It does not provide financial advice, investment advice, or guaranteed trading results. Users are responsible for their own trading decisions and risk management.
Индикатор
Swiftedge Auction Volume ProfileSwing-Anchored Auction Volume Profile
This indicator automatically builds a separate volume profile for each market swing, instead of using one fixed range or session. It is based on auction market theory: a market alternates between balance (acceptance) and imbalance (a directional swing). By anchoring a fresh profile to every significant swing leg, you can read where value was built during each individual move — and how those value areas line up as support and resistance.
What it does
Detects significant swings using an ATR- or point-based zigzag, so only moves above a size you choose are treated as new swings.
At every confirmed swing pivot (high or low), it freezes the previous leg's profile and starts a new one, running from one pivot to the next.
For each leg it calculates and plots three levels:
POC (Point of Control) – the most-traded price of that swing (the magnet / fair value).
VAH (Value Area High) and VAL (Value Area Low) – the upper and lower bounds of the area containing the chosen percentage of volume (70% by default).
It also draws two optional zones per profile: a strong box for the value area, and a faint box for the full swing range (high to low), so you can see both the 70% core and the extremes that were rejected on low volume.
Triangles mark each detected swing high and low.
How it works
Each bar's volume is distributed across the price levels it spans (low to high), accumulated into price bins for the current swing leg. The Point of Control is the bin with the most volume; the value area is then expanded outward from the POC, adding the higher-volume neighbouring level at each step until the target volume percentage is reached. When price closes beyond the swing extreme by more than the chosen swing size, a reversal is confirmed: the leg's profile is locked in place from pivot to pivot, and a new profile is anchored from the actual extreme.
Settings
Min. swing size (points) – the most important input. The smallest move (in price) that counts as a new swing. Larger values produce fewer, larger profiles; set to 0 to use the ATR-based alternative instead.
Swing size (× ATR) – used only when the point value is 0.
Bin size – the price resolution of the profile (smaller = finer).
Value Area % – the share of volume that defines the value area (default 70%).
Number of profiles shown – how many completed profiles remain on the chart.
Display toggles for the value-area box, full-range box, level labels and swing markers.
How to use it
Treat the POC of each completed swing as a fair-value reference; price often returns to and reacts at prior POCs.
Use VAH/VAL as the edges of accepted value: acceptance above a prior VAH or below a prior VAL signals a shift, while rejection at these levels can mark a turn.
Compare the current swing's value area against earlier ones to judge whether the market is building value higher, lower, or overlapping.
Notes and limitations
Pine cannot access true tick-by-tick traded volume at price, so each bar's volume is approximated across its high-low range. The profile shape is therefore an estimate, not exchange-level data, and the Point of Control may differ slightly from a native volume-profile tool. Use a lower chart timeframe for a finer approximation. On symbols without volume, time is used as a fallback so the tool still works.
Swing detection is rule-based; the Min. swing size input should be tuned to the instrument and timeframe so the marked swings match the structure you trade.
This script is provided for chart analysis and educational purposes only. It is not financial advice and does not predict future prices. Always do your own research and manage your own risk. Индикатор
ORDER BOOKorder book vp
order book vp is a visual trading tool designed to read volume, buy pressure, sell pressure, and important price zones directly on the chart.
it combines a visual order book panel, a volume profile, an intrabar buy / sell engine, delta tracking, poc, value area, hvn / lvn zones, quantity labels on candles, and a compact dashboard.
the goal is simple: help the trader see where volume is building, where price is reacting, where buyers dominate, where sellers dominate, and which price zones can become important decision areas.
important: pine script does not have access to real level 2 order book data or resting limit orders. this tool does not display real exchange depth. it builds an order book style view from traded volume, volume-at-price, and intrabar analysis.
this gives a clean reading of traded flow, not a promise of real exchange order book depth.
---
main features
order book panel
shows a price ladder with levels around the current price. levels above price represent ask / sell pressure. levels below price represent bid / buy pressure.
fast order book effect
adds a fast reactive effect to the panel. the panel reacts to current buy / sell pressure, volume, candle body, and close position inside the candle.
volume profile
displays traded volume by price level. this helps identify where the market has exchanged the most volume.
poc
the point of control shows the price level with the highest volume inside the selected lookback window. it is often an equilibrium, reaction, or decision zone.
vah and val
vah is the upper boundary of the value area.
val is the lower boundary of the value area.
these levels help define the main area where the market built volume.
hvn and lvn
hvn means high volume node.
lvn means low volume node.
hvn zones can act as acceptance areas. lvn zones can act as rejection areas, acceleration zones, or liquidity gaps.
quantity labels
shows traded quantity on recent candles, with delta if enabled. green labels show buy dominance. red labels show sell dominance.
delta candle coloring
colors candles based on buy / sell delta dominance.
dashboard
summarizes important data: poc, vah, val, current candle buy / sell, delta, cvd, pressure, and intrabar source.
---
inputs guide
intrabar timeframe
lower timeframe used to estimate buy and sell volume. the lower the timeframe, the more detailed the reading. for example, on a 15 minute chart, using 1 minute gives a finer intrabar view.
lookback
number of candles used to build the volume profile. a higher value gives a broader view. a lower value makes the profile more reactive.
price levels
number of rows used in the volume profile. more rows give more precision, but also use more resources.
show order book panel
turns the order book panel on or off.
visible levels
number of price levels displayed inside the order book panel.
depth bar length
visual length of the depth bars inside the order book panel.
panel position
sets the position of the order book panel on the chart.
detect walls
enables detection of large volume levels.
wall multiplier
defines when a level is considered a wall compared to average level volume.
fast order book effect
turns on the fast reactive order book effect.
fast effect power
makes the order book effect more or less aggressive. higher values make the panel react faster.
fast level decay
controls how far the fast pressure effect spreads around the current price.
flash active levels
highlights active levels when buy or sell pressure is strong.
show volume profile
turns the volume profile on or off.
split buy / sell
splits the profile into buy volume and sell volume.
profile width
sets the visual width of the volume profile.
profile offset
sets the visual offset used for profile elements.
show poc
shows the point of control.
show value area
shows vah and val.
value area percent
sets the percentage used to calculate the value area.
mark hvn / lvn
shows high volume nodes and low volume nodes.
hvn multiplier
sets the threshold for high volume nodes.
lvn multiplier
sets the threshold for low volume nodes.
vp buy opacity
controls the opacity of the buy side of the volume profile.
vp sell opacity
controls the opacity of the sell side of the volume profile.
show quantity labels
turns quantity labels on or off.
on last n candles
defines how many recent candles display quantity labels.
show delta
shows buy minus sell delta inside the quantity labels.
quantity label spacing
increases or decreases the distance between candle labels and candles.
color candles by delta
colors candles based on delta dominance.
show dashboard
turns the small information panel on or off.
dashboard position
sets the position of the dashboard.
strong bar ratio
sets the threshold used for strong buy or strong sell alerts.
bid / buy
sets the buy side color.
ask / sell
sets the sell side color.
poc / accent
sets the poc and main accent color.
neutral
sets the neutral color.
---
how to use order book vp
start by choosing the asset and timeframe that match your trading style.
for scalping, use 1 minute, 3 minutes, 5 minutes, or 15 minutes.
for intraday trading, use 15 minutes, 30 minutes, or 1 hour.
for swing trading, use 4 hours or daily.
turn on the volume profile and watch the poc.
when price stays around the poc, the market is often balanced.
when price moves far away from the poc, the market may be in a displacement phase.
watch vah and val.
between vah and val, price is inside the main value area.
above vah, the market may be in bullish expansion or excess.
below val, the market may be in bearish expansion or excess.
watch hvn zones.
an hvn is a zone where a lot of volume was traded. price can return to this area because it represents acceptance.
watch lvn zones.
an lvn is a zone where little volume was traded. price can move quickly through these areas because there is less acceptance.
watch the order book panel.
if buy levels become stronger below price, it can show buying pressure.
if sell levels become stronger above price, it can show selling pressure.
watch the candle quantity labels.
positive delta means more buy volume.
negative delta means more sell volume.
if price rises with positive delta, buyers are supporting the move.
if price rises while delta turns negative, it can show weakness or absorption.
watch cvd inside the dashboard.
rising cvd shows cumulative buy pressure.
falling cvd shows cumulative sell pressure.
---
simple beginner workflow
1. find the poc.
2. find vah and val.
3. check if price is inside or outside the value area.
4. check if the order book panel shows more buy pressure or sell pressure.
5. confirm with the quantity labels on candles.
6. look for reactions around poc, vah, val, hvn, or lvn.
7. always use a stop loss and risk management.
---
scalping example
on a lower timeframe, order book vp can help identify fast reaction zones.
example:
price comes into val.
the order book panel shows buy pressure.
candle labels show positive delta.
price rejects val.
this can become a long scalp observation zone if market structure confirms.
another example:
price comes into vah.
the order book panel shows sell pressure.
candle labels turn red.
price rejects vah.
this can become a short scalp observation zone if market structure confirms.
---
intraday example
on a medium timeframe, the tool helps identify important volume zones.
if price returns to the poc, it may react because this level is the center of traded volume.
if price breaks above vah with buy pressure, continuation can become possible.
if price breaks below val with sell pressure, bearish continuation can become possible.
---
swing trading example
on higher timeframes, the volume profile helps identify major acceptance and rejection zones.
hvn zones can act as return zones.
lvn zones can act as acceleration zones.
the poc can act as a major equilibrium level.
---
beginner settings
intrabar timeframe: 1
lookback: 300
price levels: 80
visible levels: 16
show order book panel: on
fast order book effect: on
show volume profile: on
split buy / sell: on
show poc: on
show value area: on
mark hvn / lvn: on
vp buy opacity: 25
vp sell opacity: 25
show quantity labels: on
show delta: on
color candles by delta: off
show dashboard: on
this setup keeps the chart complete while staying readable.
---
important notes
do not take a trade only because the panel turns green or red.
use the panel as pressure confirmation, not as a standalone signal.
the most important levels to watch are usually poc, vah, val, hvn, and lvn.
a clean reaction on a level with matching delta is more useful than an isolated signal.
the larger the volume window, the more important the level can become.
order book vp is built to give a clear view of traded flow, volume by price, and buy / sell pressure, so the chart becomes a decision map instead of a random price display.
Индикатор
AlphaSpark Levels v6AlphaSpark Levels v6
Complete trading levels indicator with Volume Profile, VWAPs, Liquidity Swings, Previous Session H/L, and Gamma Exposure (GEX) Levels.
Features:
• Volume Profile (periodic + developing)
• VWAPs (Daily/Weekly/Monthly) with naked levels
• Liquidity Swings (15m, 4h, Daily, Weekly)
• Previous Session H/L (Daily, Weekly, Monthly) with labels
• GEX Levels (Gamma Flip, Call Wall, Put Wall, Highest OI, 0DTE Magnet)
• Dashboard widget with level summary
• Alerts for level crosses
How to use GEX Levels:
1. Join Discord for live GEX updates (link in comments)
2. Copy values from Discord posts
3. Paste into indicator inputs
4. Levels appear on chart automatically
Based on market maker hedging mechanics. Free for community members. Индикатор
Volume Profile Supertrend [HexaTrades]Volume Profile Supertrend re-imagines the classic Supertrend. Instead of trailing bands built from pure volatility (ATR), it builds them around the levels where real volume has traded the Point of Control and Value Area.
The philosophy is simple: a normal Supertrend follows volatility; this one follows where the market accepts value. Price tends to gravitate to, and trend away from, the zones where the most business gets done. By anchoring the trend engine to value migration, the indicator aims to stay on the right side of the move while filtering out a portion of low-quality volatility noise.
Everything is computed internally in Pine; no built-in Volume Profile tool is used, so it works on any symbol and timeframe that has volume.
💡How it works
1. Rolling Volume Profile:
It looks back over the last Profile Lookback bars, finds the high–low range, and divides it into Number of Rows price buckets. Every historical bar's volume is distributed across the buckets its range spans, producing a fresh volume distribution on every candle.
2. POC, VAH & VAL:
POC (Point of Control) : the price bucket with the highest traded volume (the "fairest price").
Value Area: the script expands outward from the POC until it captures the chosen Value Area % (default 70%) of total volume.
VAH / VAL: the upper and lower edges of that Value Area.
3. Smoothing & Supertrend bands:
POC, VAH, and VAL are smoothed with EMAs to remove jitter. Two trailing bands are then built, exactly like a Supertrend:
Lower band = smoothed VAL − (ATR × buffer) → support used while bullish.
Upper band = smoothed VAH + (ATR × buffer) → resistance used while bearish.
The bands only trail in the trend-following direction, so they lock in as the price advances.
4. Trend flip:
The trend is bullish while price holds above the lower band, and flips bearish when price closes below it (and vice-versa). The flip is evaluated against the previous bar's confirmed bands, so closed candles never change.
💡How to read it
🔶Bullish:A green line sits below the price. The market is accepting a higher value; treat pullbacks toward the line as the trend "breathing." A flip to red is your warning.
🔶Bearish: A red line sits above the price. Value is migrating lower; rallies into the line are where sellers tend to re-engage. A flip to green signals a potential turn.
🔶Choppy Markets: When price is inside the value area and trend strength is low, the market may be sideways.
In these conditions, signals can be weaker. It may be better to wait for a clear value breakout or stronger trend strength.
🔺Signals
- BUY label prints when the trend flips from bearish to bullish.
- SELL label prints when the trend flips from bullish to bearish.
- A flip dot marks the exact bar of the change on the trend line.
- Trend Strength Filter: Set Minimum Trend Strength above 0 to filter out weak trend flips and display only higher-conviction signals. (Available in the indicator settings.)
┼ Dashboard
-Trend: Current direction Bullish or Bearish.
-Strength: 0–100% conviction score blending distance from POC, POC slope, and whether price has broken outside the Value Area.
-Price Position: Above / Inside / Below Value Area.
-Last Signal: The most recent BUY or SELL that fired.
Alerts
The indicator includes alerts for important events:
-Buy Signal / Sell Signal
-Bullish Trend / Bearish Trend (flip)
-Price Above Value Area / Price Below Value Area
-Price Crossing POC EMA
Suggested Settings
For Intraday Trading
Use lower lookback and medium rows for faster signals.
Example:
-Profile Lookback: 50–100
-Rows: 30–50
-EMA Smoothing: 8–14
-ATR Buffer: 0.5–1.0
For Swing trading
Use higher lookback and smoother settings for cleaner signals.
Example:
-Profile Lookback: 100–250
-Rows: 40–70
-EMA Smoothing: 10–21
-ATR Buffer: 0.8–1.5
For Cleaner Signals
-Increase EMA Smoothing Length
-AIncrease TR Buffer
-Increase Minimum Trend Strength
Volume Profile Supertrend combines the proven structure of a Supertrend with the market's true area of value derived from a rolling Volume Profile. Instead of relying solely on price volatility, it follows the migration of value through the Point of Control (POC) and Value Area (VAH/VAL) to identify higher-quality trend changes.
Whether you're a day trader or swing trader, this indicator helps you visualize trend direction, identify dynamic support and resistance, filter weak reversals, and stay aligned with the prevailing market structure. Use it as a standalone trend-following tool or alongside your existing trading strategy for additional confirmation.
We would love to hear your suggestions. If you have ideas for new features, indicators, analytics, or improvements, please share your feedback. Your input helps guide future updates and improve the indicator for all traders.
This indicator is for educational and analytical purposes only. It is not financial advice. Trading involves risk. Always use proper risk management and combine this indicator with your own analysis before taking any trade.
Индикатор
