SVP + candle + Max volume [midst]
SVP + DALY CANDLE + MAX VOLUME
A comprehensive trading indicator that combines Session Volume Profile (SVP), Higher Timeframe (HTF) Candles, and Intrabar Max Volume Price Detection into one powerful tool. Perfect for traders who want to understand price action, volume distribution, and key levels all in one place.
KEY FEATURES
Session Volume Profile
• Real-time volume distribution across price levels for the current session
• Point of Control (POC) - identifies the price with the highest traded volume
• Value Area High (VAH) & Low (VAL) - shows where 70% of the volume occurred (customizable percentage)
• Color-coded volume bars - distinguish between up volume (bullish) and down volume (bearish)
• Value area highlighting - clearly see the most important price zones
Higher Timeframe Candle Display
• Visual daily (or custom timeframe) candle overlaid on your current chart
• OHLC labels - see Open, High, Low, and Close prices clearly marked
• Fully customizable colors - separate colors for bullish/bearish bodies, borders, and wicks
• Adjustable positioning - move the candle and labels to your preferred location
Max Volume Price Detection
• Identifies the exact price level with maximum volume within each bar
• Uses Lower Timeframe (LTF) data for precise volume analysis (Premium+ required)
• Simple mode fallback - works on all TradingView plans
• Previous max volume marker - displays previous bar's max volume as a reference dot
• Real-time calculation - updates as each bar forms
ATR Table
• Dynamic ATR-based stop levels - automatically calculates potential stop-loss levels
• Multiple smoothing methods - RMA, SMA, EMA, WMA
• Customizable multiplier - adjust for your risk tolerance
• Clean table display - shows ATR value, high stop, and low stop
PERFECT FOR
Day traders analyzing intrabar volume distribution
Swing traders wanting HTF context on lower timeframes
Volume profile traders looking for key support/resistance levels
Price action traders seeking high-probability entry zones
HOW TO USE
Volume Profile Analysis
POC often acts as a magnet for price. VAH/VAL are key support/resistance levels. High volume nodes indicate strong price acceptance, while low volume nodes suggest potential breakout zones.
HTF Candle Context
See daily range while trading on 5m-1h charts. Daily open often acts as pivot point. Daily high/low are key levels to watch.
Max Volume Price
Black line shows where most volume traded in each bar. Previous max volume (dot) helps identify institutional activity. Clusters of max volume create strong support/resistance. Can possibly indicate a Wick bounce
ATR Stops
Use ATR-based levels for logical stop placement. Adjust multiplier based on market volatility.
SETTINGS & CUSTOMIZATION
Positioning
Control the global offset to move both candle and profile together. Fine-tune with individual offsets for candle and profile spacing.
Volume Profile
Adjustable number of rows (50-500) for granular or simplified view. Customizable width and placement (left/right). Value Area percentage control. Full color customization for all volume components.
HTF Candle
Any timeframe selection (default: Daily). Full color customization for bull/bear candles. Adjustable candle width. Toggle OHLC labels on/off. Control label distance and line widths.
Max Volume Price
Choose between Simple (all plans) or LTF mode (Premium+). Auto or manual LTF resolution. Custom color and line width. Toggle current and previous markers independently.
TECHNICAL NOTES
Maximum 5000 bars lookback for volume calculations
Works on all timeframes
LTF max volume requires TradingView Premium or higher
Optimized for performance with efficient array operations
For best results, use on liquid instruments with reliable volume data
Most effective on intraday charts (5min-1hour) for day trading and scalping strategies
For Entertainment and information only
Created by midst อินดิเคเตอร์
อินดิเคเตอร์
Multi-Distribution Volume Profile (Zeiierman)█ Overview
Multi-Distribution Volume Profile (Zeiierman) is a flexible, structure-first volume profile tool that lets you reshape how volume is distributed across price, from classic uniform profiles to advanced statistical curves like Gaussian, Lognormal, Student-t, and more.
Instead of forcing every market into a single "one-size-fits-all" profile, this tool lets you model how volume is likely concentrated inside each bar (body vs wicks, midpoint, tails, center bias, right-skew, heavy tails, etc.) and then stacks that behavior across a whole lookback window to build a rich, multi-distribution map of traded activity.
On top of that, it overlays a dynamic Center Band (value area) and a fade/gradient model that can color each price row by volume, hits, recency, volatility, reversals, or even liquidity voids, turning a plain profile into a multi-dimensional context map.
Highlights
Choose from multiple Profile Build Modes , including uniform, body-only, wick-only, midpoint/close/open, center-weighted, and a suite of probability-style distributions (Gaussian, Lognormal, Weibull, Student-t, etc.)
Flexible anchor layout: draw the profile on Right/Left (horizontal) or Bottom/Top (vertical) to fit any chart layout
Value Area / Center Band computed from volume quantiles around the POC.
Gradient-based Fade Metrics: volume, price hits, freshness (time decay), volatility impact, dwell time, reversal density, compression, and liquidity voids
Separate bullish vs bearish volume at each price row for directional structure insights
█ How It Works
⚪ Profile Construction
The script scans a user-defined Bars Included window and finds the full high–low span of that zone. It then divides this range into a user-controlled number of Price Levels (rows).
For each historical bar within the window:
It measures the candle’s price range, body, and wicks.
It assigns volume to rows according to the selected Profile Build Mode, for example:
* Range Uniform – volume spread evenly across the full high–low range.
* Range Body Only / Range Wick Only – concentrate volume inside the body or wicks only.
* Midpoint / Close / Open Only – allocate volume entirely into one price row (pinpoint modeling).
HL2 / Body Center Weighted – center weights around the middle of the range/body.
Recent-Weighted Volume – amplify newer bars using exponential time decay.
Volume Squared (Hard) – aggressively boost bars with large volume.
Up Bars Only / Down Bars Only – filter volume to only bullish or bearish bars.
For more advanced shapes, the script uses continuous distributions across the bar’s span:
Linear, Triangular, Exponential to High
Cosine Centered, PERT
Gaussian, Lognormal, Cauchy, Laplace
Pareto, Weibull, Logistic, Gumbel
Gamma, Beta, Chi-Square, Student-t, F-Shape
Each distribution produces a weight for each row within the bar’s range, normalized so the total volume remains consistent, but the shape of where that volume lands changes.
⚪ POC & Center Band (Value Area)
Once all rows are accumulated:
The row with the highest total volume becomes the Point of Control (POC)
The script computes cumulative volume and finds the band that wraps a user-defined Center of Profile % (e.g., 68%) around the center of distribution.
This range is displayed as a central band, often treated like a value area where price has spent the most “effort” trading.
⚪ Gradient Fade Engine
Each row also gets a fade metric, chosen in Fade Metric:
Volume – opacity based on relative volume.
Price Hits – how frequently that row was touched.
Blended (Vol+Hits) – average of volume & hits.
Freshness – emphasizes recent activity, controlled by Decay.
Volatility Impact – rows that saw larger ranges contribute more.
Dwell Time – where price “camped” the longest.
Reversal Density – where direction changes cluster.
Compression – tight-range compression zones.
Liquidity Void – inverse of volume (thin liquidity zones).
When Apply Gradient is enabled, the row’s bullish/bearish colors are tinted from faint to strong based on this chosen metric, effectively turning the profile into a heatmap of your chosen structural property.
█ How to Use
⚪ Explore Different Distribution Assumptions
Switch between multiple Profile Build Modes to see how your assumptions about intrabar volume affect structure:
Use Range Uniform for classical profile reading.
Deploy Gaussian, Logistic, or Cosine shapes to emphasize central clustering.
Try Pareto, Lognormal, or F-Shape to focus on tail / extremal activity.
Use Recent-Weighted Volume to prioritize the most recent structural behavior.
This is especially useful for traders who want to test how different modeling assumptions change perceived value areas and levels of interest.
⚪ Identify Value, Acceptance & Rejection Zones
Use the POC and Center of Profile (%) band to distinguish:
High-acceptance zones – wide central band, thick rows, strong gradient → fair value areas
Rejection zones & tails – thin extremes, low dwell time, high volatility or reversal density
These regions can be used as:
Targets and origin zones for mean reversion
Context for breakout validation (leaving value)
Bias reference for intraday rotations or swing rotations
⚪ Read Directional Structure Within the Profile
Because each row is split into bullish vs bearish contributions, you can visually read:
Where buyers dominated a price region (large bullish slice)
Where sellers absorbed or defended (large bearish slice)
Combining this with Fade Metrics like Reversal Density, Dwell Time, or Freshness turns the profile into a structural order-flow map, without needing raw tick-by-tick volume data.
⚪ Use Fade Metrics for Contextual Heatmaps
Each Fade Metric can be used for a different analytical lens:
Volume / Blended – emphasize where volume and activity are concentrated.
Freshness – highlight the most recently active zones that still matter.
Volatility Impact & Compression – spot areas of explosive moves vs coiled ranges.
Reversal Density – locate micro turning points and battle zones.
Liquidity Void – visually pop out thin regions that may act as speedways or magnets.
█ Settings
Profile Build Mode – Selects how each bar’s volume is distributed across its price range (uniform, body/wick, midpoint/close/open, center-weighted, or statistical distribution families).
Bars Included – Number of bars used to build the profile from the current bar backward.
Price Levels – Vertical resolution of the profile: more levels = smoother but heavier.
Anchor Side – Where the profile is drawn on the chart: Right, Left, Bottom, or Top.
Offset (bars) – Horizontal offset from the last bar to the profile when using Right/Left modes.
Apply Gradient – Toggles the fade/heatmap coloring based on the selected metric.
Fade Metric – Chooses the property driving row opacity (Volume, Hits, Freshness, Volatility Impact, Dwell Time, Reversal Density, Compression, Liquidity Void).
Decay – Time-decay factor for Freshness (values close to 1 keep older activity relevant for longer).
Profile Thickness – Relative thickness of the profile along the time axis, as a % of the lookback window.
Center of Profile (%) – Volume percentage used to define the central band (value area) around the POC.
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Disclaimer
The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
อินดิเคเตอร์
Volume Profile VisionVolume Profile Vision - Complete Description
Overview
Volume Profile Vision (VPV) is an advanced volume profile indicator that visualizes where trading activity has occurred at different price levels over a specified time period. Unlike traditional volume indicators that show volume over time, this indicator displays volume distribution across price levels, helping traders identify key support/resistance zones, fair value areas, and potential reversal points.
What Makes This Indicator Original
Volume Profile Vision introduces several unique features not found in standard volume profile tools:
Dual-Direction Histogram Display:
Unlike conventional volume profiles that only show bars extending in one direction, VPV displays volume bars extending both left (into historical candles) and right (as a traditional histogram). This bi-directional approach allows traders to see exactly where historical price action intersected with high-volume nodes.
Real-Time Candle Highlighting: The indicator dynamically highlights volume bars that intersect with the current candle's price range, making it immediately obvious which volume levels are currently in play.
Four Professional Color Schemes: Each color scheme uses distinct gradient algorithms and visual encoding systems:
Traffic Light: Uses red (POC), green (VA boundaries), yellow (HVN), with grayscale gradients outside the value area
Aurora Glass: Modern cyan-to-magenta gradient with hot magenta POC highlighting
Obsidian Precision: Professional dark theme with white POC and electric cyan accents
Black Ice: Monochromatic cyan family with graduated intensity
Adaptive Transparency System: Automatically adjusts bar transparency based on position relative to value area, with special handling for each color scheme to maintain visual clarity.
Core Concepts & Calculations
Volume Distribution Analysis
The indicator divides the visible price range into user-defined price levels (default: 80 levels) and calculates the total volume traded at each level by:
Scanning back through the specified lookback period (customizable or visible range)
For each historical bar, determining which price levels the bar's high/low range intersects
Accumulating volume for each intersected price level
Optionally filtering by bullish/bearish volume only
Point of Control (POC)
The POC is the price level with the highest traded volume during the analyzed period. This represents the "fairest" price where most traders agreed on value. The indicator marks this with distinct coloring (red in Traffic Light, magenta in Aurora Glass, white in Obsidian Precision, cyan in Black Ice).
Trading Significance: POC acts as a strong magnet for price - markets tend to return to fair value. When price is away from POC, traders watch for:
Mean reversion opportunities when price is far from POC
Rejection signals when price tests POC from above/below
Breakout confirmation when price breaks through and holds beyond POC
Value Area (VA)
The Value Area encompasses the price range where a specified percentage (default: 68%) of all volume traded. This represents the range of "accepted value" by market participants.
Calculation Method:
Start at the POC (highest volume level)
Expand upward and downward, adding adjacent price levels
Always add the level with higher volume next
Continue until accumulated volume reaches the VA percentage threshold
Value Area High (VAH): Upper boundary of accepted value - acts as resistance
Value Area Low (VAL): Lower boundary of accepted value - acts as support
Trading Significance:
Price spending time inside VA indicates market equilibrium
Breakouts above VAH suggest bullish momentum shift
Breakdowns below VAL suggest bearish momentum shift
Returns to VA boundaries often provide high-probability entry zones
High Volume Nodes (HVN)
Price levels with volume exceeding a threshold percentage (default: 80%) of POC volume. These represent areas of strong agreement and consolidation.
Trading Significance:
HVNs act as strong support/resistance zones
Price tends to consolidate at HVNs before making directional moves
Breaking through an HVN often signals strong momentum
Low Volume Nodes (LVN)
Price levels within the Value Area with volume ≤30% of POC volume. These are zones price moved through quickly with minimal consolidation.
Trading Significance:
LVNs represent areas of rejection - price finds little acceptance
Price tends to move rapidly through LVN zones
Useful for setting stop-losses (below LVN for longs, above for shorts)
Can identify potential gaps or "air pockets" in the market structure
Grayscale POC Detection
A secondary POC detection system identifies the highest volume level outside the Value Area (with a 2-level buffer to avoid confusion). This helps identify significant volume accumulation zones that exist beyond the main value area.
How to Use This Indicator
Setup
Choose Lookback Period:
Enable "Use Visible Range" to analyze only what's on your chart
Or set "Fixed Range Lookback Depth" (default: 200 bars) for consistent analysis
Adjust Profile Resolution:
"Number of Price Levels" (default: 80) - higher = more granular analysis, lower = broader zones
Select Color Scheme:
Traffic Light: Best for clear POC/VA/HVN identification
Aurora Glass: Modern aesthetic for dark charts
Obsidian Precision: Professional trader preference
Black Ice: Minimalist single-color family
Visual Customization
Left Extension: How far back the left-side histogram extends into historical candles (default: 490 bars)
Right Extension: Width of the traditional histogram bars on the right (default: 50 bars)
Right Margin: Space between current price bar and histogram (default: 0 for flush alignment)
Left Profile Gap: Space between left-side histogram and candles (default: 0)
Trading Strategies
Strategy 1: Value Area Mean Reversion
Wait for price to move outside the Value Area (above VAH or below VAL)
Look for rejection signals (wicks, bearish/bullish candles)
Enter trades toward the POC
Take profits as price returns to POC or opposite VA boundary
Strategy 2: Breakout Confirmation
Identify when price is consolidating within the Value Area
Wait for a strong close above VAH (bullish) or below VAL (bearish)
Enter on the breakout or on first pullback to the VA boundary
Target previous HVNs or swing highs/lows outside the VA
Strategy 3: POC Support/Resistance
Watch for price approaching the POC level
If approaching from below, look for bullish reversal patterns at POC (support)
If approaching from above, look for bearish reversal patterns at POC (resistance)
Trade in the direction of the bounce with stops beyond the POC
Strategy 4: LVN Fast Movement Zones
Identify LVN zones within the Value Area (marked with "LVN" label)
When price enters an LVN, expect rapid movement through the zone
Avoid entering trades within LVNs
Use LVNs as confirmation of directional momentum
Alert System
The indicator includes 7 customizable alert conditions:
POC Touch: Alerts when price comes within 0.5 ATR of POC
VAH/VAL Touch: Alerts at Value Area boundaries
VA Breakout: Alerts on breakouts above VAH or below VAL
HVN Touch: Alerts when price contacts High Volume Nodes
LVN Entry: Alerts when entering Low Volume zones
POC Shift: Alerts when POC moves to a new price level
Reading the Profile
Price Labels (shown on the right side):
POC: Point of Control - highest volume price level
VAH: Value Area High - upper boundary of accepted value
VAL: Value Area Low - lower boundary of accepted value
LVN: Low Volume Node - expect fast movement through this zone
Color Intensity Interpretation:
Brighter colors = higher volume concentration
Dimmer colors = lower volume
Abrupt color changes = transition between volume zones
Gaps in the histogram = price levels with no trading activity
Technical Details
Volume Accumulation Logic:
For each bar in lookback period:
For each price level:
If bar's high/low range intersects price level:
Add bar's volume to that price level's total
Gradient Algorithm:
Traffic Light: Dual-range piecewise gradient (0-50% and 50-100% volume intensity)
Aurora Glass: Linear cyan-to-magenta interpolation
Obsidian Precision: Dark blue gradient with cyan highlights
Black Ice: Three-stage cyan intensity progression
Real-Time Updates:
The profile recalculates on every bar, including real-time tick data, ensuring the volume distribution always reflects current market structure.
Best Practices
Timeframe Selection: Use higher timeframes (4H, Daily) for swing trading, lower timeframes (5min, 15min) for day trading
Combine with Price Action: Volume profile shows WHERE, price action shows WHEN
Multiple Timeframe Analysis: Check daily VP for major levels, then drill down to intraday for entries
Volume Type Selection: Use "Bullish" volume in uptrends, "Bearish" in downtrends, or "Both" for complete picture
Adjust VA Percentage: 68% (default) captures one standard deviation; try 70% for tighter or 60% for broader value areas
Performance Notes
Maximum bars back: 5000 (handles deep historical analysis)
Maximum boxes: 500 (handles complex profiles)
Optimized calculation: Only recalculates on last bar for efficiency
Real-time capable: Updates as new ticks arrive อินดิเคเตอร์
อินดิเคเตอร์
Price Volume Heatmap [MHA Finverse]Price Volume Heatmap - Advanced Volume Profile Analysis
Unlock the power of institutional-level volume analysis with the Price Volume Heatmap indicator. This sophisticated tool visualizes market structure through volume distribution across price levels, helping you identify key support/resistance zones, high-probability reversal areas, and optimal entry/exit points.
🎯 What Makes This Indicator Unique?
Unlike traditional volume indicators that only show volume over time, this heatmap displays volume distribution across price levels , revealing where the most significant trading activity occurred. The gradient coloring system instantly highlights high-volume nodes (areas of strong interest) and low-volume nodes (potential breakout zones).
📊 Core Features
1. Dynamic Volume Heatmap
- Visualizes volume concentration across 250 customizable price levels
- Gradient color scheme from high volume (white) to low volume (teal/green)
- Adjustable brightness multiplier for enhanced contrast and clarity
- Real-time updates as market conditions evolve
2. Point of Control (POC)
- Automatically identifies the price level with the highest traded volume
- Acts as a magnetic price level where markets often return
- Critical for identifying fair value areas and potential reversal zones
- Customizable line style, width, and color
3. Flexible Lookback Settings
- Lookback Bars: Set any value from 1-5000 bars to control analysis depth
- Visible Range Mode: Analyze only what's currently visible on your chart
- Timeframe-Specific Settings: Different lookback periods for 1m, 5m, 15m, 30m, 1h, Daily, and Weekly charts
- Adapts to your trading style - scalping to position trading
4. Session Separation Analysis
- Tokyo Session: 00:00-09:00 UTC
- London Session: 07:00-16:00 UTC
- New York Session: 13:00-22:00 UTC
- Sydney Session: 21:00-06:00 UTC
- Daily Reset: Analyze each trading day independently
Session separation allows you to understand volume distribution specific to each major trading session, revealing institutional order flow patterns and session-specific support/resistance levels.
5. Profile Width Options
- Dynamic: Profile width adjusts based on lookback period
- Fixed Bars: Set a specific bar count for consistent profile width
- Extend Forward: Project the profile into future bars for planning trades
6. Smart Alerts
- POC crossover/crossunder alerts
- New session start notifications
- Never miss critical price action at high-volume nodes
📈 How to Use This Indicator Professionally
Understanding Market Structure:
High Volume Nodes (HVN):
- Appear as bright/white areas in the heatmap
- Represent price levels where significant trading occurred
- Act as strong support/resistance zones
- Markets often consolidate or bounce from these levels
- Trading Strategy: Look for entries when price tests HVN areas with confluence from other indicators
Low Volume Nodes (LVN):
- Appear as darker/teal areas in the heatmap
- Represent price levels with minimal trading activity
- Price tends to move quickly through these areas
- Often form "gaps" in the volume profile
- Trading Strategy: Expect rapid price movement through LVN zones; avoid placing stop losses here
Point of Control (POC):
- The single most important price level in your analysis window
- Represents the fairest price where maximum volume traded
- Price gravitates toward POC like a magnet
- Trading Strategy:
* When price is above POC: bullish bias, POC acts as support
* When price is below POC: bearish bias, POC acts as resistance
* POC breaks often lead to significant trend changes
Session-Based Analysis:
Use session separation to understand how different market participants trade:
Asian Session (Tokyo/Sydney):
- Typically lower volatility and range-bound
- Volume profiles often show tight, balanced distribution
- Use for identifying overnight ranges and gap fill zones
London Session:
- Highest volume session for forex pairs
- Often shows strong directional bias
- Look for breakouts from Asian ranges during London open
New York Session:
- Maximum participation when overlapping with London
- Institutional order flow most visible
- POC during NY session often becomes key level for following sessions
🎯 Practical Trading Applications
1. Identifying Support & Resistance:
High volume nodes from the heatmap are far more reliable than traditional swing highs/lows. When price approaches an HVN, expect reaction - either a bounce or a significant breakout if breached.
2. Trend Confirmation:
- Healthy uptrend: POC rising over time, HVN forming at higher levels
- Healthy downtrend: POC falling over time, HVN forming at lower levels
- Consolidation: POC relatively flat, volume balanced across range
3. Breakout Trading:
When price breaks through a Low Volume Node with momentum, it often continues to the next High Volume Node. Use LVN areas as measured move targets.
4. Reversal Zones:
Multiple HVN stacking on top of each other creates a "volume shelf" - an extremely strong support/resistance zone where reversals are highly probable.
5. Risk Management:
- Place stops beyond HVN areas (not within LVN zones)
- Size positions based on distance to nearest HVN
- Use POC as trailing stop level in trending markets
⚙️ Recommended Settings
For Day Trading (Scalping/Intraday):
- Lookback: 200-500 bars
- Rows: 200-250
- Enable session separation for your primary trading session
- Profile Width: Dynamic or Fixed Bars (30-50)
For Swing Trading:
- Lookback: 500-1000 bars
- Rows: 250
- Session separation: Daily Reset
- Profile Width: Dynamic
For Position Trading:
- Lookback: 1000-3000 bars
- Rows: 250
- Use timeframe-specific settings
- Profile Width: Extend Forward (20-50 bars)
💡 Pro Tips
1. Combine this indicator with price action analysis - volume confirms what price is telling you
2. Watch for POC convergence with other technical levels (fibonacci, pivot points, moving averages)
3. Volume at extremes (tops/bottoms of heatmap) often indicates exhaustion
4. Session POC from previous sessions often acts as magnet for current session
5. Increase brightness multiplier (1.5-2.5) for clearer visualization on busy charts
6. Use "Number of Sessions to Display" to analyze consistency of volume levels across multiple sessions
🎨 Customization
Fully customizable visual appearance:
- Gradient colors for volume visualization
- POC line thickness, color, and style
- Session line colors and visibility
- All settings organized in intuitive groups
⚠️ Disclaimer
This indicator is a technical analysis tool and should not be used as the sole basis for trading decisions. Always combine volume analysis with proper risk management, fundamental analysis, and other technical indicators. Past performance does not guarantee future results.
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Support & Updates
Regular updates and improvements are made to enhance functionality. For questions, suggestions, or bug reports, please use the comments section below.
Happy Trading! 📊💹 อินดิเคเตอร์
MACD Momentum Structure & Volume Profile Sniper [MTF]**Description and Methodology**
This script offers a unique approach to Market Structure by moving away from traditional fractal-based highs and lows (which can be noisy). Instead, it utilizes **MACD Momentum Swings** to identify significant structural points, combined with an automated Fixed Range Volume Profile to pinpoint high-probability entry zones.
**1. Why MACD Structure? (The Core Concept)**
Traditional "ZigZag" or Fractal indicators rely solely on price action, often leading to fake-outs during low-volume consolidation.
* This script defines a "Swing High" only when the MACD Histogram crosses below zero (Momentum shifts Bearish).
* This script defines a "Swing Low" only when MACD crosses above zero (Momentum shifts Bullish).
By linking structure to momentum, we filter out weak price movements and focus on the true "heartbeat" of the trend.
**2. The "Mashup" Synergy: Structure + Volume + Logic**
This is not a random combination of indicators. Each component serves a specific step in the trading execution sequence:
* **Step 1 (Structure):** The script identifies a Change of Character (CHoCH) based on the MACD peaks described above.
* **Step 2 (Liquidity/Value):** When a CHoCH occurs, the script *automatically* draws a **Fixed Range Volume Profile (FRVP)** specifically covering the impulse leg that caused the break. This reveals the "Point of Control" (POC)—the hidden price level where the most volume occurred during the move.
* **Step 3 (The Sniper Entry):** The script creates a "Zone" around that POC. It then waits for Price to retrace into this zone.
* **Step 4 (Confirmation):** Once the zone is touched, the script monitors a lower timeframe (User selectable, default M1) for a fresh MACD crossover to trigger the final entry signal.
**Features**
* **Multi-Timeframe Dashboard:** Monitor the MACD Trend direction across 4 different timeframes simultaneously.
* **Dynamic Trendlines:** Automatically connects confirmed MACD peaks to visualize trend integrity.
* **Fibo Time Zones:** Projects potential future pivot points based on the duration of the previous swing.
* **Alert System:** Integrated alerts for Zone Touches and "Sniper" entries (Zone Touch + LTF Momentum Confirmation).
**How to Use**
1. **Identify Trend:** Look for the CHoCH labels. Green indicates a shift to Bullish, Red to Bearish.
2. **Wait for Pullback:** Do not chase the break. Wait for price to return to the Yellow POC Zone generated by the Volume Profile.
3. **Entry Trigger:** Watch for the "BUY" or "SELL" marks. These appear only when price hits the zone AND the lower-timeframe momentum aligns with the trade direction.
**Settings & Inputs**
* **Global MACD:** Adjust the sensitivity of the swing detection (Default 12, 26, 9).
* **Sniper Entry:** Select the timeframe used for the final confirmation (e.g., use M1 confirmation for an H1 chart structure).
* **VP Settings:** Customize how the Volume Profile looks on the chart.
*Disclaimer: This script is intended for educational purposes and market analysis. It does not provide financial advice.*
อินดิเคเตอร์
กลยุทธ์
Volume Gaps & Imbalances (Zeiierman)█ Overview
Volume Gaps & Imbalances (Zeiierman) is an advanced market-structure and order-flow visualizer that maps where the market traded, where it did not, and how buyer-vs-seller pressure accumulated across the entire price range.
The core of the indicator is a price-by-price volume profile built from Bullish and Bearish volume assignments. The script highlights:
True zero-volume voids (regions of no traded volume)
Bull/Bear imbalance rows (horizontal volume slices)
A multi-section Delta Panel, showing aggregated Buy–Sell pressure per vertical sector
A clean separation between profile structure, volume efficiency, and delta flows
Together, these components reveal market inefficiencies, displacement zones, and fair-value regions that price tends to revisit — making it an exceptional tool for structural trading, order-flow analysis, and contextual confluence.
Highlights
Identifies true volume voids (untraded price regions), more precisely than standard FVG tools
Plots Bull vs Bear volume at each price row for fine-grained imbalance reading
Includes a sector-based Delta Grid that aggregates Buy–Sell dominance
█ How It Works
⚪ Profile Construction
The indicator scans a user-defined Lookback window and divides the full high–low range into Rows. Each bar's volume is allocated into the correct price bucket:
Bullish volume when close > open
Bearish volume when close <= open
This produces three values per price level:
Bull Volume
Bear Volume
Total Volume & Imbalance Profile
Rows where no volume at all occurred are marked as volume gaps — signaling true untraded zones, often produced by impulsive imbalanced moves.
⚪ Zero-Volume Gaps (True Voids)
Unlike candle-based Fair Value Gaps (FVGs), volume gaps identify the deeper, structural inefficiency: Price moved so fast through a region that no trades occurred at those prices. These areas often attract revisits because liquidity never exchanged hands there.
⚪ Bull/Bear Volume Imbalance
Every price row is drawn using two colored horizontal segments:
Bull segment proportional to bullish volume
Bear segment proportional to bearish volume
This reveals where buyers or sellers dominated individual price levels.
⚪ Delta Panel
The full volume profile is cut into Summary Sections. For each block, the script computes: Δ = (Bull Volume − Bear Volume) ÷ Total Volume × 100%
█ How to Use
⚪ Spot True Voids & Inefficiencies
Zero-volume zones highlight where the price moved without trading. These areas often behave like:
Refill zones during retracements
Targets during displacement
Thin regions price slices through quickly
Ideal for both SMC-style trading and structural mapping.
⚪ Identify Bull/Bear Control at Each Price Level
Broad bullish segments show zones of buyer absorption, while wide bearish slices reveal seller control.
This helps you interpret:
Where buyers supported the price
Where sellers defended a level
Which price levels matter for continuation or reversal
⚪ Use Delta Sectors for Contextual Direction
The delta panel shows where market pressure is accumulating, revealing whether the profile is dominated by:
Bullish flow (positive delta)
Bearish flow (negative delta)
Neutral flow (balanced or minimal delta)
█ Settings
Lookback – Number of bars scanned to build the profile.
Rows – Vertical resolution of price bins.
Source – Price source used to assign volume into rows.
Summary Sections – Number of vertical delta sectors.
Summary Width – Horizontal size of the delta bar panel.
Gap From Profile – Distance between profile and delta grid.
Show Delta Text – Toggle Δ% labels.
-----------------
Disclaimer
The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
อินดิเคเตอร์
Accumulation And Distribution Zones (Zeiierman)█ Overview
Accumulation And Distribution Zones (Zeiierman) is a structural zone indicator that highlights where the market has recently been absorbing sell pressure (Accumulation) or releasing buy pressure (Distribution).
The indicator tracks a refined sequence of swing highs and lows and measures how these swings tighten, expand, or step directionally. When they form staircase-style structures such as higher lows with compressing highs for Accumulation or lower highs with compressing lows for Distribution, the script marks these areas as shifts in market control.
Once the full pattern completes, the indicator converts it into an Accumulation or Distribution zone. Each zone is based on a confirmed structural sequence rather than a single point, making it more reliable and reflective of actual market behavior.
The indicator can also display a mini-volume profile within each zone and extend POC levels forward, showing where trading activity clustered most. Combined, these features reveal areas where price has recently shown acceptance, absorption, or rejection, helping you understand whether current price action is reacting to, breaking from, or retesting these important structural regions.
█ How It Works
⚪ Swing Structure
The indicator builds its foundation by detecting swing highs and lows using a configurable Swing Detection Window. Each confirmed swing is stored with its price, time, bar index, and direction. If two consecutive swings share the same direction, only the more extreme one is kept. This produces a clean structural sequence that removes noise and keeps only meaningful turning points.
⚪ Accumulation vs Distribution Pattern Logic
Using the refined swing sequence, the script looks for staircase-style formations that signal shifts in control:
Accumulation (bottoming): higher lows combined with compressing highs.
Distribution (topping): lower highs combined with compressing lows.
Two detection modes are available:
Quick for compact 4-swing formations
Slow for broader 6-swing structures
When a full structural pattern completes, the indicator marks the zone and resets the swing buffer for the next formation.
⚪ Volume Profile Construction
The price range between the zone’s upper and lower boundary is divided into several Rows. For every bar within the zone’s swing range, the bar’s volume is added to the appropriate price row.
Volume is classified as:
Bullish volume when close > open
Bearish volume when close < open
Each row is drawn as two horizontal segments (bull and bear), colored with smooth gradients based on your bull/bear color settings. This creates a compact profile that reveals where trading activity is concentrated inside the zone and whether buyers or sellers dominate those price levels.
█ How to Use
The indicator is designed to provide context and confluence, not raw buy/sell signals.
⚪ Spot Fresh Accumulation & Distribution
Use newly printed zones as a map of where the market has recently:
Absorbed selling and formed a floor (Accumulation below price).
Absorbed buying and formed a cap (Distribution above price).
In a trending environment, fresh accumulation zones below price are often areas to watch for pullbacks, while distribution zones above price can act as sell zones or targets.
⚪ Volume Profile
Longer horizontal bars show where the market traded the most volume inside the zone.
Bull-leaning rows inside an accumulation zone often signal strong buying interest during the formation.
Bear-leaning rows inside a distribution zone highlight concentrated selling pressure.
By combining this volume distribution with the zone label and the broader trend context, you can judge whether the structure is more likely to hold, break, or retest as the price approaches it again.
⚪ POC (Point of Control) Trading
Extended POC zones (Regular or Faded) can be treated as dynamic support/resistance rails:
When price revisits a prior accumulation POC and rejects it from above, the level may act as support. When price retests a distribution POC from below and fails to break through, it can act as resistance.
⚪ Combine with Your Own Strategy
The script does not decide direction for you. You get the most value by combining it with:
Your own trend filters (moving averages, higher timeframe structure, volatility measures).
Your preferred entry models (reversal candles, momentum breaks, liquidity grabs, etc.).
Higher-timeframe mapping.
Think of this tool as a map of where the market did meaningful business. You decide how to trade around those areas.
█ Settings
Acc/Dist Ranges – Master switch for drawing all Accumulation and Distribution zones. Turn this off to temporarily hide boxes while leaving supporting logic active.
Pattern – Shows or hides the swing-based pattern outline that formed each zone. Good for structural debugging and education.
Pattern Sensitivity
Quick – more responsive, detects smaller compact structures.
Slow – stricter, focuses on wider and more established zones.
Swing Detection Window – Pivot width used to confirm swing highs and lows. Larger values filter noise and produce bigger zones; smaller values pick up more minor structures.
Volume Profile – Enables the embedded volume profile inside each zone.
Rows – Number of price slices used to aggregate volume in the zone. Higher values give more detail but increase visual density.
Switch Order – Flips the horizontal order of bull vs bear volume segments within each row.
Extend Zones – Behaviour of POC and zone extension:
None – No forward extension.
Faded Zones – Store and draw up to four past POC zones as faded horizontal levels.
Regular Zones – Extend POC boxes forward until price breaks out.
-----------------
Disclaimer
The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
อินดิเคเตอร์
อินดิเคเตอร์
กลยุทธ์
Candle Volume CoreIA VolCore — Candle Volume Core
Indicator Overview
IA VolCore is an intra‑candle volume analysis tool that shows where the core traded volume is concentrated inside each candle.
It visualizes how buyers and sellers interacted within the bar and highlights key levels and zones where the highest activity takes place.
How Calculations Work
The indicator uses the lowest available timeframe data to calculate volume distribution inside each candle.
If you have a Premium or higher subscription, VolCore uses second‑based data for the most accurate results. Older candles (where second‑data is no longer available due to platform limits) are calculated using minute data. The indicator can therefore be used on any timeframe from 1 minute and higher.
If you do not have Premium, the indicator uses minute‑based data only, so it is recommended to use it from the daily timeframe and above.
Example of Calculation
If the chart timeframe is 1 hour and the lowest available timeframe is 1‑second data, the indicator loads 3600 1‑second candles. Each 1‑second candle has a known volume, which is evenly distributed across its own price range.
The 1‑hour candle is then divided into a number of price ranges based on the Candle Volume Resolution parameter. The volumes of all 3600 1-second candles are then aggregated into the corresponding price ranges of the hourly candle.
The final result is a detailed intra‑candle volume map for the entire hour — calculated using the most precise data available.
Custom Timeframe Parameter
If Use Custom Timeframe is enabled and a timeframe is selected, all calculations will be performed strictly using this specified timeframe.
For example: if the chart is on 1D, the user has 1‑second data available, but Custom TF is set to 1 minute, then the volume distribution inside each daily candle will be calculated using 1‑minute candles.
Key Features
Candle Volume Resolution — defines how many price ranges each candle is divided into (3–50,000). All calculations in the indicator are based on this resolution.
Max Volume Level — displays the price level inside the candle where the maximum volume occurred.
% of Volume (1, 2, 3) — defines percentages of the candle's total volume (e.g., 33%, 66%, 50%). For each percentage, VolCore finds the minimum price range containing that share of volume. You can view the corresponding volume values for these shares in histogram form via the Show: Vol % 1–3 parameters. The actual intra-candle zones are displayed using the Show area option.
Volume % for Density — sets the volume percentage used to calculate Vol Density, which reflects how concentrated the volume is inside the selected price range.
Display Parameters (Show)
Show: Vol % 1–3 — shows histograms of volume share zones based on the selected "% of Volume" parameters (with color logic applied).
Show: Max Volume Value — displays the maximum internal volume value for each candle as a histogram (with color logic applied).
Show: Volume — displays the candle's total volume (with color logic applied).
Show: Vol Density — shows the density of volume distribution inside the candle for the selected volume percentage (with color logic applied).
Example Use Cases (not a complete list)
IA VolCore shows where liquidity forms inside each candle, how volume is distributed, and how concentrated trading activity is.
Detecting False Breakouts
If a breakout candle shows increased volume, and after the breakout the core volume forms beyond the level, but the price moves back — VolCore provides a strong signal of a false breakout.
Examples:
Identifying Support & Resistance Zones
If Max Volume Level repeatedly forms in the same internal range over multiple candles, this indicates a hidden support or resistance level.
Example:
Who This Indicator Is For
For traders using volume‑based and contextual market analysis, and for IA (Initiative Analysis) ecosystem users who want a deeper understanding of intra‑candle structure.
Histogram Color Logic
IA VolCore uses three color shades to highlight volume behavior relative to previous candles:
light shade — normal volume, no significant change,
medium shade — volume exceeds both previous candles,
dark shade — volume exceeds the sum of the previous two candles.
This helps quickly spot growing activity and potential shifts in market pressure.
Style Settings
Line styles, histogram styles, and colors can be customized in the indicator’s Style tab.
อินดิเคเตอร์
Market Structure Volume Time Velocity ProfileThis is the Market Structure Volume Time Velocity Profile (MSVTVP). It combines event-based profiling with advanced metrics like Time and Velocity (Flow Rate). Instead of fixed time periods, profiles are anchored to critical market events (Swings, Structure Breaks, Delta Breaks), giving you a precise view of value development during specific market phases.
## The 3 Dimensions of the Market
Unlike standard tools that only show Volume, MSVTVP allows you
to switch between three critical metrics:
1. **VOLUME Profile (The "Where"):**
* Shows standard acceptance. High volume nodes (HVN)
are magnets for price.
2. **TIME Profile (The "How Long"):**
* Similar to TPO, it measures how long price spent at each
level.
* **High Time:** True acceptance and fair value.
* **Low Time:** Rejection or rapid movement.
3. **VELOCITY Profile (The "How Fast"):**
* Measures the **speed of trading** (Contracts per Second).
This reveals the hidden intent of market participants.
* **High Velocity (Fast Flow):** Aggression. Initiative
buyers/sellers are hitting market orders rapidly. Often
seen at breakouts or in liquidity vacu.
* **Low Velocity (Slow Flow):** Absorption. Massive passive
limit orders are slowing price down despite high volume.
Often seen at major reversals ("hitting a brick wall").
Key Features:
1. **Event-Based Profile Anchoring:** The indicator starts a new
profile based on one of three user-selected events
('Profile Anchor'):
- **Swing:** A new profile begins when the 'impulse baseline'
(derived from intra-bar delta) changes. This baseline
adjusts when a new **price pivot** is confirmed: When a
price **high** forms, the baseline moves to the **lower**
of its previous level or the peak delta (max of
delta O/C) at the pivot. When a price **low** forms, it
moves to the **higher** of its previous level or the
trough delta (min of delta O/C) at the pivot.
- **Structure:** A new profile begins immediately on the bar
that *confirms* a market structure break (e.g., a new HH
or LL, based on a sequence of price pivots).
- **Delta:** A new profile begins immediately on the bar
that *confirms* a break in the *cumulative delta's*
market structure (e.g., a new HH or LL in the delta).
Both 'Swing' and 'Delta' anchors are derived from the same
**continuous (non-resetting) Cumulative Volume Profile Delta (CVPD)**,
which is built from the intra-bar statistical analysis.
2. **Statistical Profile Engine:** For each bar in the anchored
period, the indicator builds a volume profile on a lower
'Intra-Bar Timeframe'. Instead of simple tick counting, it
uses advanced statistical models:
- **Allocation ('Allot model'):** 'PDF' (Probability Density
Function) distributes volume proportionally across the
bar's range based on an assumed statistical model
(e.g., T4-Skew). 'Classic' assigns all volume to
the close.
- **Buy/Sell Split ('Volume Estimator'):** 'Dynamic'
applies a model that analyzes candle wicks and
recent trend to estimate buy/sell pressure. 'Classic'
classifies all volume based on the candle color.
3. **Visualization & Lag:** The indicator plots the final
profile (as a polygon) and the developing statistical
lines (POC, VA, VWAP, StdDev).
- **Note on Lag:** All anchor events require `Pivot Right Bars`
for confirmation.
- In 'Structure' and 'Delta' mode, the developing lines
(POC, VA, etc.) are plotted using a **non-repainting**
method (showing the value from `pivRi` bars ago).
- In 'Swing' mode, the profile is plotted **retroactively**,
starting *from the bar where the pivot occurred*. The
developing lines are also plotted with this full
`pivRi` lag to align with the past data.
4. **Flexible Display Modes:** The finalized profile can be displayed
in three ways: 'Up/Down' (buy vs. sell), 'Total' (combined
volume), and 'Delta' (net difference).
5. **Dynamic Row Sizing:** Includes an option ('Rows per Percent')
to automatically adjust the number of profile rows (buckets)
based on the profile's price range.
6. **Integrated Alerts:** Includes 13 alerts that trigger for:
- A new profile reset ('Profile was resetted').
- Price crossing any of the 6 developing levels (POC,
VA High/Low, VWAP, StdDev High/Low).
- **Alert Lag Assumption:** In 'Swing' mode, alerts are
delayed to match the retroactively plotted lines.
In 'Structure' and 'Delta' modes, alerts fire in
**real-time** based on the *current price* crossing
the *current (repainting)* value of the metric, which
may **differ from the non-repainting plotted line.**
**Caution: Real-Time Data Behavior (Intra-Bar Repainting)**
This indicator uses high-resolution intra-bar data. As a result, the
values on the **current, unclosed bar** (the real-time bar) will
update dynamically as new intra-bar data arrives. This includes
the values used for real-time alerts in 'Structure' and
'Delta' modes.
---
**DISCLAIMER**
1. **For Informational/Educational Use Only:** This indicator is
provided for informational and educational purposes only. It does
not constitute financial, investment, or trading advice, nor is
it a recommendation to buy or sell any asset.
2. **Use at Your Own Risk:** All trading decisions you make based on
the information or signals generated by this indicator are made
solely at your own risk.
3. **No Guarantee of Performance:** Past performance is not an
indicator of future results. The author makes no guarantee
regarding the accuracy of the signals or future profitability.
4. **No Liability:** The author shall not be held liable for any
financial losses or damages incurred directly or indirectly from
the use of this indicator.
5. **Signals Are Not Recommendations:** The alerts and visual signals
(e.g., crossovers) generated by this tool are not direct
recommendations to buy or sell. They are technical observations
for your own analysis and consideration. อินดิเคเตอร์
Periodic Volume Time Velocity ProfileThis is the Periodic Volume Time Velocity Profile (PVTVP). It is an advanced professional profiling tool that goes beyond standard volume analysis by introducing Time and Velocity (Flow Rate) as profile dimensions.
By analyzing high-resolution intra-bar data, it builds
precise profiles for any custom period (Session, Day, Week, etc.),
helping you understand not just *where* the market traded,
but *how* it traded there.
## The 3 Dimensions of the Market
Unlike standard tools that only show Volume, PVTVP allows you
to switch between three critical metrics:
1. **VOLUME Profile (The "Where"):**
* Shows standard acceptance. High volume nodes (HVN)
are magnets for price.
2. **TIME Profile (The "How Long"):**
* Similar to TPO, it measures how long price spent at each
level.
* **High Time:** True acceptance and fair value.
* **Low Time:** Rejection or rapid movement.
3. **VELOCITY Profile (The "How Fast"):**
* Measures the **speed of trading** (Contracts per Second).
This reveals the hidden intent of market participants.
* **High Velocity (Fast Flow):** Aggression. Initiative
buyers/sellers are hitting market orders rapidly. Often
seen at breakouts or in liquidity vacuums.
* **Low Velocity (Slow Flow):** Absorption. Massive passive
limit orders are slowing price down despite high volume.
Often seen at major reversals ("hitting a brick wall").
## Key Features
1. **Statistical Volume Profile Engine:** For each bar in the selected
period, the indicator builds a complete volume profile on a lower
'Intra-Bar Timeframe'. Instead of simple tick counting, it uses
**statistical models ('PDF' allocation)** to distribute volume
across price levels and **advanced classifiers ('Dynamic' split)**
to determine the buy/sell pressure within that profile.
2. **Flexible Profile Display:** The **finalized profile** (plotted at
the end of each period) can be visualized in three distinct
ways: 'Up/Down' (buy vs. sell), 'Total' (combined volume),
and 'Delta' (net difference).
3. **Developing Key Levels:** The indicator also plots the developing
Point of Control (POC), Value Area (VA), VWAP, and Standard
Deviation bands in real-time as the period unfolds, providing
live insights into the emerging market structure.
4. **Dynamic Row Sizing:** Includes an option ('Rows per Percent')
to automatically adjust the number of profile rows (buckets)
based on the profile's price range, maintaining a consistent
visual density.
5. **Integrated Alerts:** Includes 12 alerts that trigger when the
main price crosses over or under the key developing levels:
POC, VWAP, Value Area High/Low, and the +/- Standard
Deviation bands.
**Caution: Real-Time Data Behavior (Intra-Bar Repainting)**
This indicator uses high-resolution intra-bar data. As a result, the
values on the **current, unclosed bar** (the real-time bar) will
update dynamically as new intra-bar data arrives. This behavior is
normal and necessary for this type of analysis. Signals should only
be considered final **after the main chart bar has closed.**
---
**DISCLAIMER**
1. **For Informational/Educational Use Only:** This indicator is
provided for informational and educational purposes only. It does
not constitute financial, investment, or trading advice, nor is
it a recommendation to buy or sell any asset.
2. **Use at Your Own Risk:** All trading decisions you make based on
the information or signals generated by this indicator are made
solely at your own risk.
3. **No Guarantee of Performance:** Past performance is not an
indicator of future results. The author makes no guarantee
regarding the accuracy of the signals or future profitability.
4. **No Liability:** The author shall not be held liable for any
financial losses or damages incurred directly or indirectly from
the use of this indicator.
5. **Signals Are Not Recommendations:** The alerts and visual signals
(e.g., crossovers) generated by this tool are not direct
recommendations to buy or sell. They are technical observations
for your own analysis and consideration. อินดิเคเตอร์
Smart VWAP FVG SystemSmart VWAP FVG System - Professional Multi-Filter Trading Indicator
📊 OVERVIEW
The Smart VWAP FVG System is an advanced multi-layered trading indicator that combines institutional volume analysis, multi-timeframe VWAP trend confirmation, and Fair Value Gap detection to identify high-probability trade entries. This indicator uses a sophisticated filtering mechanism where signals appear only when multiple independent confirmation criteria align simultaneously.
Recommended Timeframe: 5-minute (M5) or higher. The indicator works best on M5, M15, and M30 charts for intraday trading.
🎯 ORIGINALITY & PURPOSE
This indicator is original because it combines three distinct analytical methods into a unified decision-making system:
Market Profile Volume Analysis - Identifies institutional accumulation/distribution zones
Dual VWAP Filtering - Confirms trend direction using two independent VWAP calculations
Fair Value Gap Detection - Validates institutional interest through price inefficiency zones
The key innovation is the directional filter system: the primary Market Profile generates BUY-ONLY or SELL-ONLY states based on higher timeframe value area reversals, which then controls which signals from the main system are displayed. This creates a multi-timeframe confluence that significantly reduces false signals.
Unlike simple indicator mashups, each component serves a specific purpose:
Market Profile → Direction bias (trend filter)
Primary VWAP (Session) → Short-term trend confirmation
Secondary VWAP (Week) → Medium-term trend confirmation
FVG Detection → Institutional activity validation
🔧 HOW IT WORKS
1. Primary Market Profile Filter (Higher Timeframe)
The indicator calculates Market Profile on a higher timeframe (default: 1 hour) to determine the overall market structure:
Value Area High (VAH): Top 70% of volume distribution
Value Area Low (VAL): Bottom 70% of volume distribution
Point of Control (POC): Price level with highest volume
When price reaches VAH and reverses down → SELL-ONLY mode activated
When price reaches VAL and reverses up → BUY-ONLY mode activated
This higher timeframe filter ensures you're trading in the direction of institutional flow.
2. Dual VWAP System
Two independent VWAP calculations provide multi-timeframe trend confirmation:
Primary VWAP (Session-based): Resets daily, tracks intraday momentum
Secondary VWAP (Week-based): Resets weekly, confirms longer-term trend
Filter Logic:
BUY signals require: Price > Primary VWAP AND Price > Secondary VWAP
SELL signals require: Price < Primary VWAP AND Price < Secondary VWAP
This dual confirmation prevents counter-trend trades during ranging conditions.
3. Fair Value Gap (FVG) Detection
FVG zones identify price inefficiencies where institutional orders were executed rapidly:
Bullish FVG: Gap between candle .high and candle .low (upward imbalance)
Bearish FVG: Gap between candle .high and candle .low (downward imbalance)
The indicator monitors recent FVG formation (lookback: 50 bars) and requires:
Bullish FVG present for BUY signals
Bearish FVG present for SELL signals
FVG zones are displayed as colored boxes and automatically marked as "mitigated" when price fills the gap.
4. Main Trading Signal Logic
The secondary Market Profile (default: 1 hour) generates the actual trading signals:
BUY Signal Conditions:
Price reaches Value Area Low
Reversal pattern confirmed (minimum 1 bar)
Price > Primary VWAP
Price > Secondary VWAP (if filter enabled)
Recent Bullish FVG detected (if filter enabled)
Primary MP Filter = BUY-ONLY or NEUTRAL
SELL Signal Conditions:
Price reaches Value Area High
Reversal pattern confirmed (minimum 1 bar)
Price < Primary VWAP
Price < Secondary VWAP (if filter enabled)
Recent Bearish FVG detected (if filter enabled)
Primary MP Filter = SELL-ONLY or NEUTRAL
All conditions must be TRUE simultaneously for a signal to appear.
📈 VISUAL ELEMENTS
On Chart:
🟢 Green Triangle (▲) = BUY Signal
🔴 Red Triangle (▼) = SELL Signal
🟦 Blue horizontal lines = Value Area zones
🟡 Yellow line = Point of Control (POC)
🟩 Green boxes = Bullish FVG zones
🟥 Red boxes = Bearish FVG zones
🔵 Blue line = Primary VWAP (Session)
⚪ White line = Secondary VWAP (Week)
Info Panel (Top Right):
Real-time status display showing:
Filter Direction (BUY ONLY / SELL ONLY / NEUTRAL)
Active timeframes for both MP filters
FVG filter status and count
VWAP positions (ABOVE/BELOW)
Signal enablement status
Alert status
⚙️ KEY SETTINGS
MP/TPO Filter Settings (Primary Indicator)
MP Filter Time Frame: 60 minutes (controls directional bias)
Filter Value Area %: 70% (standard Market Profile calculation)
Filter Alert Distance: 1 bar
Filter Min Bars for Reversal: 1 bar
Filter Alert Zone Margin: 0.01 (1%)
FVG Filter Settings
Use FVG Filter: Enabled (toggle on/off)
FVG Timeframe: 60 minutes (1 hour)
FVG Filter Mode: Both (require bullish FVG for BUY, bearish for SELL)
FVG Lookback Period: 50 bars (how far back to search)
Show FVG Formation Signals: Optional visual markers
Max FVG on Chart: 50 zones
Show Mitigated FVG: Display filled gaps
Market Profile Settings
Higher Time Frame: 60 minutes (for main signals)
Percent for Value Area: 70%
Show POC Line: Enabled
Keep Old MPs: Enabled (maintain historical profiles)
Primary VWAP Filter
Use Primary VWAP Filter: Enabled
Primary VWAP Anchor Period: Session (resets daily)
Primary VWAP Source: HLC3 (typical price)
Secondary VWAP Filter
Use Secondary VWAP Filter: Enabled
Secondary VWAP Anchor Period: Week (resets weekly)
Secondary VWAP Filter Mode: Both
Secondary VWAP Line Color: White
Trading Signals
Show Trading Signals on Chart: Enabled
Show SELL Signals: Enabled
Show BUY Signals: Enabled
Alert Distance: 1 bar
Min Bars for Reversal: 1 bar
Alert Zone Margin: 0.01 (1%)
Retest Search Period: 20 bars
Min Bars Between Retests: 5 bars
Show Only Retests: Disabled
Alert Settings
Enable Trading Notifications: Enabled
VAH Reversal Alert: Enabled (SELL signals)
VAL Reversal Alert: Enabled (BUY signals)
Time Filter Settings
Filter Alerts By Time: Optional (exclude specific hours)
⚠️ IMPORTANT WARNINGS & LIMITATIONS
1. Repainting Behavior
CRITICAL: This indicator uses lookahead=barmerge.lookahead_on to access higher timeframe data immediately for FVG detection. This is necessary to provide real-time FVG zone visualization but has the following implications:
FVG zones may shift slightly until the higher timeframe candle closes
FVG detection signals are preliminary until HTF bar confirmation
The main trading signals (triangles) appear on confirmed bars and do not repaint
Best Practice: Always wait for the current timeframe bar to close before acting on signals. The filter status and FVG zones are informational but may adjust as new data arrives.
2. Minimum Timeframe
Do NOT use on timeframes below 5 minutes (M5)
Recommended: M5, M15, M30 for intraday trading
Higher timeframes (H1, H4) can also be used but will generate fewer signals
3. Multiple Filters Can Block Signals
By design, this indicator is conservative. When all filters are enabled:
Signals appear ONLY when all conditions align
You may see extended periods with no signals
This is intentional to reduce false positives
If you see no signals:
Check the Info Panel to see which filters are failing
Consider adjusting FVG lookback period
Temporarily disable FVG filter to test
Verify VWAP filters match current market trend
4. Market Profile Limitations
Market Profile requires sufficient volume data
Low-volume instruments may produce unreliable profiles
Value Areas update only on higher timeframe bar close
Works best on liquid markets (major forex pairs, indices, crypto)
📖 HOW TO USE
Step 1: Add to Chart
Apply indicator to M5 or higher timeframe chart
Ensure chart shows volume data
Use standard candles (NOT Heikin Ashi, Renko, etc.)
Step 2: Configure Settings
Primary MP Filter TF: Set to 60 (1 hour) minimum, or 240 (4 hour) for swing trading
Main MP TF: Set to 60 (1 hour) for intraday signals
FVG Timeframe: Match or exceed main MP timeframe
Leave other settings at default initially
Step 3: Understand the Info Panel
Monitor the top-right panel:
FILTER STATUS: Shows current directional bias
NEUTRAL = Both signals allowed
BUY ONLY = Only green triangles will appear
SELL ONLY = Only red triangles will appear
FVG Filter: Shows if bullish/bearish gaps detected recently
VWAP positions: Confirms trend alignment
Step 4: Take Signals
For BUY Signal (Green Triangle ▲):
Wait for green triangle to appear
Check Info Panel shows ✓ for BUY signals
Confirm current bar has closed
Enter long position
Stop loss: Below recent VAL or swing low
Target: Previous Value Area High or 1.5-2× risk
For SELL Signal (Red Triangle ▼):
Wait for red triangle to appear
Check Info Panel shows ✓ for SELL signals
Confirm current bar has closed
Enter short position
Stop loss: Above recent VAH or swing high
Target: Previous Value Area Low or 1.5-2× risk
Step 5: Risk Management
Risk per trade: Maximum 1-2% of account equity
Position sizing: Adjust based on stop loss distance
Avoid trading: During major news events or time filter periods
Multiple confirmations: Look for confluence with price action (support/resistance, trendlines)
🎓 UNDERLYING CONCEPTS
Market Profile Theory
Developed by J. Peter Steidlmayer in the 1980s, Market Profile organizes price and volume data to identify:
Value Areas: Where 70% of trading activity occurred
POC: Price level with highest acceptance (most volume)
Imbalances: When price moves away from value quickly
This indicator uses TPO (Time Price Opportunity) calculation method to build the volume profile distribution.
VWAP (Volume Weighted Average Price)
VWAP represents the average price weighted by volume, showing where institutional traders are positioned:
Price above VWAP = Bullish (institutions accumulated lower)
Price below VWAP = Bearish (institutions distributed higher)
Using dual VWAP (Session + Week) creates multi-timeframe trend alignment.
Fair Value Gaps (FVG)
Also known as "imbalance" or "inefficiency," FVG occurs when:
Price moves so rapidly that a gap forms in the candlestick structure
Indicates institutional order flow (large market orders)
Price often returns to "fill" these gaps (rebalance)
The 3-candle FVG pattern (gap between candle and candle ) is widely used in ICT (Inner Circle Trader) methodology and Smart Money Concepts.
🔍 CREDITS & CODE ATTRIBUTION
This indicator builds upon established technical analysis concepts and combines multiple methodologies:
1. Market Profile / TPO Calculation
Concept Origin: J. Peter Steidlmayer (Chicago Board of Trade, 1980s)
Code Inspiration: TradingView's public domain Market Profile examples
Modifications: Custom filtering logic for directional bias, dual timeframe implementation
2. VWAP Calculation
Concept Origin: Standard financial instrument (widely used since 1980s)
Code Base: TradingView built-in ta.vwap() function (public domain)
Modifications: Dual VWAP system with independent anchor periods, custom filtering modes
3. Fair Value Gap Detection
Concept Origin: Inner Circle Trader (ICT) / Smart Money Concepts methodology
Code Implementation: Original implementation based on 3-candle gap pattern
Features: Multi-timeframe detection, automatic mitigation tracking, visual zone display
4. Pine Script Framework
Language: Pine Script v6 (TradingView)
Built-in Functions Used:
ta.vwap() - Volume weighted average price
request.security() - Higher timeframe data access
ta.change() - Period detection
ta.cum() - Cumulative volume
time() - Timestamp functions
Note: All code is original implementation. While concepts are based on established trading methodologies, the combination, filtering logic, and execution are unique to this indicator.
📊 RECOMMENDED INSTRUMENTS
Best Performance:
Major Forex Pairs (EURUSD, GBPUSD, USDJPY)
Stock Indices (ES, NQ, SPX, DAX)
Major Cryptocurrencies (BTCUSD, ETHUSD)
Liquid Stocks (high daily volume)
Avoid:
Low-volume altcoins
Illiquid stocks
Exotic forex pairs with wide spreads
⚡ PERFORMANCE TIPS
Start Conservative: Enable all filters initially
Reduce Filters Gradually: If too few signals, disable Secondary VWAP filter first
Match Timeframes: Keep MP Filter TF and FVG TF at same value
Backtest First: Review historical performance on your preferred instrument/timeframe
Combine with Price Action: Look for support/resistance confluence
Use Time Filter: Avoid low-liquidity hours (optional setting)
🚫 WHAT THIS INDICATOR DOES NOT DO
Does not guarantee profits - No trading system is 100% accurate
Does not predict the future - Based on historical patterns
Does not replace risk management - Always use stop losses
Does not work on all instruments - Requires volume data and liquidity
Does not provide exact entry/exit prices - Signals are zones, not precise levels
Does not account for fundamentals - Purely technical analysis
📜 DISCLAIMER
This indicator is provided for educational and informational purposes only. It is not financial advice, and past performance does not guarantee future results.
Trading Risk Warning:
All trading involves risk of loss
You can lose more than your initial investment (leverage products)
Only trade with capital you can afford to lose
Always use appropriate position sizing and risk management
Consider seeking advice from a licensed financial advisor
Technical Limitations:
Indicator may repaint FVG zones until HTF bar closes
Signals are based on historical patterns that may not repeat
Market conditions change and no system works in all environments
Volume data quality varies by exchange/broker
By using this indicator, you acknowledge these risks and agree that the author bears no responsibility for trading losses.
📞 SUPPORT & UPDATES
Questions? Comment on this publication
Issues? Describe the problem with chart screenshot
Feature Requests? Suggest improvements in comments
Updates: Will be published as new versions using TradingView's update feature
📝 VERSION HISTORY
Version 1.0 (Current)
Initial public release
Multi-filter system: MP + Dual VWAP + FVG
Directional bias filter
Real-time info panel
Comprehensive alert system
Time-based filtering
Thank you for using Smart VWAP FVG System!
Happy Trading! 📈 อินดิเคเตอร์
อินดิเคเตอร์
Quantura - Average Intraday Candle VolumeIntroduction
“Quantura – Average Intraday Candle Volume” is a quantitative visualization tool that calculates and displays the average traded volume for each intraday time position based on a user-defined historical lookback period. It allows traders to analyze recurring intraday volume patterns, identify high-activity sessions, and detect liquidity shifts throughout the trading day.
Originality & Value
This indicator goes beyond standard volume averages by normalizing and aligning volume data according to the time of day. Instead of simply smoothing recent bars, it builds an intraday volume profile based on historical daily averages, enabling users to understand when during the day volume typically peaks or drops.
Its originality and usefulness come from:
Converting standard volume data into time-aligned intraday averages.
Visualization of historical intraday liquidity behavior, not just total daily volume.
Dynamic scaling using normalization and transparency to emphasize active and quiet periods.
Optional day-separator lines for precise intraday structure recognition.
Gradient-based coloring for better visual interpretation of volume intensity.
Functionality & Core Logic
The indicator divides each day into discrete intraday time positions (based on chart timeframe).
For each position, it stores and updates historical volume values across the selected number of days.
It calculates an average volume per time position by aggregating all stored values and dividing them by the number of valid days.
The result is plotted as a continuous histogram showing typical intraday volume distribution.
The bar colors and transparency dynamically reflect the relative intensity of volume at each point in the day.
Parameters & Customization
Number of Days for Averaging: Defines how many past days are included in the volume average calculation (default: 365).
UTC Offset: Allows synchronization of intraday cycles with local or exchange time zones.
Base Color: Sets the main color for plotted volume columns.
Color Mode: Choose between “Gradient” (transparency dynamically adjusts by intensity) or “Normal” (fixed opacity).
Day Line: Toggles dashed vertical lines marking the start of each trading day.
Visualization & Display
Volume is plotted as a series of histogram bars, each representing the average volume for a specific intraday time position.
A gradient color mode enhances readability by fading lower-intensity areas and highlighting high-volume regions.
Optional day-separator lines visually segment historical sessions for easy reference.
Works seamlessly across all chart timeframes that divide the 24-hour day into regular bar intervals.
Use Cases
Identify when trading activity typically peaks (e.g., session opens, news windows, or overlapping markets).
Compare current intraday volume to historical averages for early anomaly detection.
Enhance algorithmic or discretionary strategies that depend on volume-timing alignment.
Combine with volatility or price structure indicators to confirm market activity zones.
Evaluate session consistency across different time zones using the UTC offset parameter.
Limitations & Recommendations
The indicator requires intraday data (below 1D resolution) to function properly.
Volume behavior may vary across brokers and assets; adjust averaging period accordingly.
Does not predict price movement — it provides volume-based context for analysis.
Works best when combined with structure or momentum-based indicators.
Markets & Timeframes
Compatible with all intraday markets — including crypto, Forex, equities, and futures — and all intraday timeframes (from 1 minute to 4 hours). It is particularly valuable for analyzing assets with continuous 24-hour trading activity.
Author & Access
Developed 100% by Quantura. Published as a Open-source script indicator. Access is free.
Important
This description complies with TradingView’s Script Publishing and House Rules. It provides a clear explanation of the indicator’s originality, logic, and purpose, without any unrealistic performance or predictive claims. อินดิเคเตอร์
อินดิเคเตอร์
Dynamic Liquidity HeatMap Profile [BigBeluga]🔵 OVERVIEW
The Dynamic Liquidity HeatMap Profile is a smart-flow liquidity tracker that maps where stop-loss clusters and resting limit orders are likely positioned.
Instead of traditional volume profiles based only on executed transactions, this tool projects probable liquidity pools — areas where traders are trapped or positioned and where smart money may hunt stops or fill orders.
It dynamically scans recent price swings, builds liquidity zones above and below price, and visualizes them as a heat map + histogram — highlighting areas with the greatest liquidity attraction.
Orange highlights the highest-concentration liquidity (POC), making potential sweep targets obvious.
🔵 CONCEPTS
Liquidity pools form above swing highs (buy stops) and below swing lows (sell stops).
Market makers & large players often push price into these zones to trigger stops and capture liquidity.
The indicator uses recent volatility + volume expansion to estimate where these pools exist.
Horizontal heat bars show depth and intensity of probable liquidity.
Profile side histogram displays buy-side vs sell-side liquidity distribution.
🔵 FEATURES
Dynamic Liquidity Detection — finds potential stop-loss clusters from recent swing behavior.
Dual-Side Heatmap — split liquidity view above (short stops) and below (long stops) current price.
Volume-Weighted Levels — higher volatility & volume = deeper liquidity expectation.
Real-Time Heat Coloring
• Lime = liquidity below price (potential buy-side fuel)
• Blue = liquidity above price (potential sell-side fuel)
• Orange = peak liquidity (POC)
Liquidity Profile Histogram — plotted at right side, layered by strength.
Auto-Cleaning Engine — removes invalidated liquidity after breaks.
Adjustable lookback window and bin resolution .
🔵 HOW TO USE
Look for price moving toward dense liquidity zones — high probability of wick raids or sweeps.
Orange POC often acts as magnet — strong target zone for smart money.
Combine with SFP / BOS logic to time reversals after liquidity hunts.
In trend, price repeatedly sweeps opposite-side liquidity before continuation.
Use liquidity walls as bias filters — heavy liquidity above often precedes downward move, and vice-versa.
Great for scalping sessions, indices, FX, BTC, ETH.
🔵 CONCLUSION
The Dynamic Liquidity HeatMap Profile gives traders a tactical edge by revealing where the market’s hidden liquidity resides.
It highlights where shorts and longs are positioned, identifies likely sweep zones, and marks the most attractive liquidity magnet (POC).
Use it to anticipate stop hunts, avoid getting trapped, and align with smart-money flow instead of fighting it.
อินดิเคเตอร์
Intra Bar Volume ProfileThis indicator provides a high-resolution volume profile analysis for every single bar on the chart. It builds this profile by sampling data from a lower intra-bar timeframe, allowing for a granular view of price distribution and buying/selling pressure within the bar.
Key Features:
Intra-Bar Profile Engine: For each bar on the main chart, the indicator builds a complete volume profile on a lower 'Intra-Bar Timeframe'. It uses:
Statistical Models ('Allot model'): Distributes volume across price levels using 'PDF' (Probability Density Function) or 'Classic' (close) methods.
Buy/Sell Classifiers ('Volume Estimator'): Splits volume using a 'Dynamic' (trend/wick-based) or 'Classic' (candle color) model.
On-Chart Visualization (Overlay): The analysis is rendered directly onto the price bars:
Point of Control (POC): A line showing the price level with the most volume for that bar.
Value Area (VA): A colored box representing the price range where the specified percentage (e..g., 50%) of volume was traded.
VWAP: Displays the volume-weighted average price (VWAP) for the bar as a separate line.
Integrated Alerts: Includes 8 alerts that trigger when the main price crosses over or under the key intra-bar levels: POC, VWAP, and the Value Area High/Low.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMM
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration. อินดิเคเตอร์
Market Structure Volume ProfileThis indicator visualizes volume profiles that are dynamically anchored to market structure events, rather than fixed time intervals. It builds these profiles using high-resolution intra-bar data to provide a precise view of where value is established during critical market phases.
Key Features:
Event-Based Profile Anchoring: The indicator starts a new profile based on one of three user-selected events ('Profile Anchor'):
Swing: A new profile begins when the 'impulse baseline' (derived from intra-bar delta) changes. This baseline adjusts when a new price pivot is confirmed: When a price high forms, the baseline moves to the lower of its previous level or the peak delta (max of delta O/C) at the pivot. When a price low forms, it moves to the higher of its previous level or the trough delta (min of delta O/C) at the pivot.
Structure: A new profile begins immediately on the bar that confirms a market structure break (e.g., a new HH or LL, based on a sequence of price pivots).
Delta: A new profile begins immediately on the bar that confirms a break in the cumulative delta's market structure (e.g., a new HH or LL in the delta). Both 'Swing' and 'Delta' anchors are derived from the same continuous (non-resetting) Cumulative Volume Profile Delta (CVPD), which is built from the intra-bar statistical analysis.
Statistical Profile Engine: For each bar in the anchored period, the indicator builds a volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses advanced statistical models:
Allocation ('Allot model'): 'PDF' (Probability Density Function) distributes volume proportionally across the bar's range based on an assumed statistical model (e.g., T4-Skew). 'Classic' assigns all volume to the close.
Buy/Sell Split ('Volume Estimator'): 'Dynamic' applies a model that analyzes candle wicks and recent trend to estimate buy/sell pressure. 'Classic' classifies all volume based on the candle color.
Visualization & Lag: The indicator plots the final profile (as a polygon) and the developing statistical lines (POC, VA, VWAP, StdDev).
Note on Lag: All anchor events require Pivot Right Bars for confirmation.
In 'Structure' and 'Delta' mode, the developing lines (POC, VA, etc.) are plotted using a non-repainting method (showing the value from pivRi bars ago).
In 'Swing' mode, the profile is plotted retroactively, starting from the bar where the pivot occurred. The developing lines are also plotted with this full pivRi lag to align with the past data.
Flexible Display Modes: The finalized profile can be displayed in three ways: 'Up/Down' (buy vs. sell), 'Total' (combined volume), and 'Delta' (net difference).
Dynamic Row Sizing: Includes an option ('Rows per Percent') to automatically adjust the number of profile rows (buckets) based on the profile's price range.
Integrated Alerts: Includes 13 alerts that trigger for:
A new profile reset ('Profile was resetted').
Price crossing any of the 6 developing levels (POC, VA High/Low, VWAP, StdDev High/Low).
Alert Lag Assumption: In 'Swing' mode, alerts are delayed to match the retroactively plotted lines. In 'Structure' and 'Delta' modes, alerts fire in real-time based on the current price crossing the current (repainting) value of the metric, which may differ from the non-repainting plotted line.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This includes the values used for real-time alerts in 'Structure' and 'Delta' modes.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration. อินดิเคเตอร์
Periodic Volume ProfileThis indicator visualizes volume profiles that are dynamically anchored to market structure events, rather than fixed time intervals. It builds these profiles using high-resolution intra-bar data to provide a precise view of where value is established during critical market phases.
Key Features:
Event-Based Profile Anchoring: The indicator starts a new profile based on one of three user-selected events ('Profile Anchor'):
Swing: A new profile begins when the 'impulse baseline' (derived from delta) changes. This baseline adjusts when a new price pivot is confirmed: When a price high forms, the baseline moves to the lower of its previous level or the peak delta (max of delta O/C) at the pivot. When a price low forms, it moves to the higher of its previous level or the trough delta (min of delta O/C).
Structure: A new profile begins immediately on the bar that confirms a market structure break (e.g., a new HH or LL, based on a sequence of price pivots).
Delta: A new profile begins immediately on the bar that confirms a break in the cumulative delta's market structure (e.g., a new HH or LL in the delta).
Statistical Profile Engine: For each bar in the anchored period, the indicator builds a volume profile on a lower 'Intra-Bar Timeframe'. It uses:
Statistical Models ('Allot model'): Distributes volume across price levels using 'PDF' (Probability Density Function) or 'Classic' (close) methods.
Buy/Sell Classifiers ('Volume Estimator'): Splits volume using a 'Dynamic' (trend/wick-based) or 'Classic' (candle color) model.
Note on Anchor Lag: The different anchor types have different delays. 'Structure' and 'Delta' profiles begin in real-time on the confirmation bar. The 'Swing' profile calculation is plotted retroactively to the pivot's origin, as the pivot is only confirmed Pivot Right Bars after it occurs.
Flexible Visualization Modes: The finalized profile (plotted at the end of each period) can be displayed in three ways: 'Up/Down' (buy vs. sell), 'Total' (combined volume), and 'Delta' (net difference).
Developing Real-Time Metrics: The indicator plots the developing Point of Control (POC), Value Area (VA), VWAP, and Standard Deviation bands in real-time as the new profile forms.
Dynamic Row Sizing: Includes an option ('Rows per Percent') to automatically adjust the number of profile rows (buckets) based on the profile's price range, maintaining a consistent visual density.
Integrated Alerts: Includes 13 alerts that trigger for:
A new profile reset ('Profile was resetted').
Price crossing any of the 6 developing levels (POC, VA High/Low, VWAP, StdDev High/Low).
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration. อินดิเคเตอร์
