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Volume Footprint LevelsVolume Footprint Levels 🐾
What it is
A support/resistance plotter that uses TradingView's request.footprint() volume-at-price data to identify levels where aggressive volume actively defended or rejected price. Instead of drawing lines from raw highs/lows, it only marks zones where one side ( buyers or sellers ) absorbed the other and price was pushed away — the kind of levels that tend to matter on retest.
How defense is detected
For each bar, the script walks the footprint rows and looks for one-sided imbalance concentrated at the bar's wick zones:
Buy defense (support) — heavy aggressive buying at the bottom X% of the bar's range, where buy volume exceeds sell volume by the imbalance ratio, and the close has moved a configurable distance away from the lows.
Sell defense (resistance) — heavy aggressive selling at the top X% of the bar's range, where sell volume exceeds buy volume by the ratio, and the close has moved away from the highs.
Qualifying rows are aggregated into a volume-weighted average price for the level, and the level only fires if the total defending volume clears a minimum threshold. Individual rows must also clear a minimum delta to count, which filters out thin-tape noise.
Level lifecycle
Each detected level becomes a horizontal line projecting forward from the bar that created it:
Merge / replace — a new level within mergePoints of an existing one is suppressed, unless the new one has higher defending volume, in which case it replaces the weaker one in place.
Touch tracking — every bar whose wick reaches within touchTol of the level increments either the bullish (▲) or bearish (▼) touch counter depending on which side of the level the bar closed on. Counts render in the level's label.
Break confirmation — a level is only removed once price closes beyond it (plus a buffer) for breakBars consecutive bars. If price moves back inside before the count completes, the break counter resets. This stops single-wick fakeouts from killing valid levels.
Cap — total active levels are pruned oldest-first to stay under maxLevels .
Exports
The four nearest supports and four nearest resistances (sorted by proximity to close) are plotted to the price scale and data window as Sup 1–4 / Res 1–4 . When Enable JSON Alerts is on, each confirmed bar emits a structured JSON alert containing timestamp, ticker, timeframe, close, all eight ranked levels, active level count, and any new support/resistance created on that bar — designed for ingestion by an external webhook pipeline.
What you see on the chart
Green lines for support, red for resistance, each tagged with a label showing defending volume and the running ▲/▼ touch counts. Hovering a label exposes a tooltip with the level type, exact price, volume, imbalance ratio at creation, and full touch breakdown. Line style, width, colors, and label size are all configurable.
Intended use
A footprint-driven structure tool — the levels flag prices where aggressive flow has already been absorbed once, making them candidates for retest entries, target zones, or invalidation references. Best on instruments where TradingView's footprint data is dense ( liquid futures, major FX, large-cap equities ); on thinner instruments or deep history the footprint resolution degrades, which is why maxLookback is capped. Gösterge
Structural Leg Profiler [LuxAlgo]The Structural Leg Profiler indicator is a comprehensive structural analysis tool that dynamically maps lower-timeframe volume distributions onto major market swings to reveal where the most significant trading activity occurs within a trend.
🔶 USAGE
The tool is designed to bridge the gap between traditional price action swings and order flow analysis. By using an ATR-based swing detection mechanism, the indicator automatically identifies structural "legs" (upward or downward price movements) and generates a detailed volume distribution profile for each one.
Users can leverage this tool to identify high-interest zones (Point of Control) and determine whether a move is supported by aggressive buying or selling volume through the Delta coloring mode.
🔹 Interpreting the Profiles
Each structural leg displays a volume profile across its duration, constructed from lower-timeframe data to ensure precision.
Volume Gradient Mode: Highlights nodes based on total activity. The colors transition from low-volume areas to high-volume nodes, with the Point of Control (POC) being the most prominent. Delta Mode: Colors the profile blocks based on the net difference between buying and selling volume. Bright green indicates heavy aggressive buying, while bright red indicates heavy aggressive selling. Summary Labels: Each leg includes a summary label showing the Total Leg Volume, the Net Delta, and the exact POC price.
🔹 Volume Anomalies
The script automatically detects and highlights candles with unusual volume spikes using dynamic "bubbles." This helps in identifying potential exhaustion points or strong breakout momentum.
Standard Bubbles: Indicate volume that is significantly above the 20-period average. Large Bubbles with Values: Indicate extreme volume spikes, with the exact volume printed inside the bubble for immediate context.
🔶 DETAILS
🔹 Untested POC Extensions
A core feature of this script is the "Naked POC" logic. When a structural leg is completed, its Point of Control is projected forward as a dashed line. These levels often act as high-probability support or resistance zones. The line continues to extend until price eventually "tests" or crosses it, at which point it automatically terminates to keep the chart clean.
🔹 Lower Timeframe Precision
Unlike standard profiles that use only chart-resolution data, this script utilizes
request.security_lower_tf
to pull granular data. This provides a much more accurate view of how volume was distributed within each leg compared to simple OHLC-based approximations.
🔶 SETTINGS
🔹 Swing Detection
ATR Period: The lookback period used to calculate volatility for swing detection. Swing Multiplier (ATR): Controls the sensitivity of the legs. Higher values capture major trends; lower values capture micro-swings.
🔹 Profile Settings
Max Profile Boxes: Defines the vertical resolution and maximum number of rows in the profiles. Profile Alignment: Determines where the volume bars are anchored (Left, Right, or Center) within the leg area. Show Volume Value: Toggles the visibility of numeric volume values inside the profile boxes. Extend Untested POCs: Enables the forward projection of POC lines until they are mitigated by price.
🔹 Volume Anomalies
Show Volume Bubbles: Toggles the volume anomaly visualization. Spike Threshold: The multiplier relative to the 20-period average volume that triggers an anomaly bubble.
🔹 Style & Colors
Box Color Mode: Choose between "Volume Gradient" (Total Volume focus) or "Delta" (Buy vs. Sell focus). Up/Down Leg Colors: Customizable color gradients for both bullish and bearish structural legs. Gösterge
AMT Market Phase [TradingIQ + Ethan]Hello Traders!
🔹 AMT Market Phase
AMT Market Phase is a market structure tool designed to identify when price is trading inside a balanced range versus when it has moved out of balance.
Instead of only marking highs and lows, this tool uses a TPO-style value area model to study where price has spent time, where value is forming, and when price breaks away from that accepted area.
Think of it as a way to visualize balance, imbalance, and developing market phase shifts across multiple timeframes .
detects balanced and out-of-balance market phases
builds TPO-style value areas from price activity
marks VAH, VAL, and POC levels
uses ATR buffering to filter minor value-area breaks
supports multiple timeframe phase tracking
optional value area, POC, and profile displays
🔹 What the tool shows
🔸 Balance vs out of balance
The script classifies the market into two core states:
Balance
Out of Balance
Balance means price is still trading within its accepted value area.
Out of Balance means price has moved beyond the buffered value area, suggesting that price may be leaving the prior area of acceptance.
This helps you quickly see whether the market is rotating inside a range or attempting to expand away from it.
🔸 TPO-based value area
The tool builds a TPO-style profile from the active market range and calculates key levels:
VAH, or Value Area High
VAL, or Value Area Low
POC, or Point of Control
These levels represent where price has spent meaningful time during the current balance structure.
Instead of using a fixed lookback range, the profile expands and updates based on the active phase of the market.
🔸 Buffered value area breaks
AMT Market Phase includes an ATR-based buffer around the value area.
This helps reduce noise by requiring price to move a meaningful distance beyond value before being classified as out of balance.
This helps separate:
minor value-area probes
weak fakeouts
stronger attempts to leave balance
🔸 Multi-timeframe phase tracking
The indicator can track market phase across multiple timeframes.
This allows you to compare lower-timeframe and higher-timeframe structure directly on the chart.
You can use it to see:
whether the current timeframe is balanced
whether higher timeframes are out of balance
whether multiple timeframes agree or conflict
where larger value areas may be influencing price
🔸 Visual value zones
The script can draw the active balance area directly on the chart.
Depending on your settings, it can display:
value area zones
POC lines
VAH and VAL levels
profile-style visuals
recent balance ranges only
This gives a clean visual map of where value has formed and where price is attempting to break away from that value.
🔸 Phase table
The built-in table summarizes the current phase across key timeframes.
It shows whether each tracked timeframe is in:
BALANCE
OUT OF BALANCE
When price is out of balance, the table can also show directional context using arrows.
🔹 How to read it
Each component gives a different layer of market context:
Balance zone → where price has been accepted
VAH → upper edge of value
VAL → lower edge of value
POC → most active price area
Buffered VA → filtered balance boundary
Out of Balance → price attempting to leave value
Phase table → multi-timeframe market state
🔹 Why this tool is useful
It gives you:
a structured way to identify balance and imbalance
objective value-area levels based on price activity
multi-timeframe context for market phase
a cleaner alternative to manually drawing ranges
visual reference points for where price is accepted or rejected
🔹 Best use cases
identifying balanced market conditions
tracking when price leaves value
studying range expansion and acceptance
comparing market phase across timeframes
building context around VAH, VAL, and POC
understanding whether price is rotating or expanding
🔹 Important note
This tool is based on TPO-style value-area analysis and historical price structure.
That means:
balance does not guarantee price will remain inside the range
out of balance does not guarantee trend continuation
value areas are context zones, not automatic trade signals
market conditions can change quickly
outputs should be used as context, not certainty
🔹 Inputs you can customize
The script includes flexible controls such as:
custom timeframe selection
timeframe colors
POC display toggles
value area display toggles
profile display toggles
recent range only mode
value area percentage
ATR multiplier for balance filtering
minimum profile bars
table position
Closing Notes
AMT Market Phase is built to shift the focus from simply asking where price is moving to understanding whether price is accepted or rejected around value .
It helps traders visualize when the market is balanced, when it is leaving balance, and how that behavior lines up across multiple timeframes.
Thank you for checking it out!
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Volume Profile With Smart Level DetectionValue Area Pro — Volume Profile with Smart Level Detection
This indicator builds a full Volume Profile directly on your chart and automatically identifies the key levels that institutions and smart money use to make decisions.
What it shows:
Volume Profile — a horizontal bar chart built from real traded volume at each price level. Green bars where buyers dominated, red bars where sellers dominated, yellow bar at the Point of Control — the single price with the most volume traded during the session.
POC (Point of Control) — the brightest yellow line extending across the chart. This is the price magnet. The market gravitates back to this level throughout the session because it represents the fairest price agreed upon by both buyers and sellers.
VAH / VAL (Value Area High and Low) — the two dashed lines forming the boundary of the Value Area. 70% of all volume was traded between these two lines. Everything inside is considered fair value. Everything outside is considered extreme.
HVN (High Volume Node) — dotted lines marking zones where a large amount of volume concentrated. Price tends to slow down, rotate, and build structure at these levels. These are walls — price gets stuck here.
LVN (Low Volume Node) — dashed lines marking zones where volume was thin and price moved through quickly. These are fast lanes — price accelerates through them with little resistance. When price approaches an LVN it tends to either reject sharply or blow straight through.
How to use it:
The core idea is simple — 70% of all trades happen inside the Value Area. The market is balanced and boring inside this zone. The edges are where the opportunities are.
At the VAL — price is at a statistical discount. Smart money tends to buy here in a balanced market.
At the VAH — price is at a statistical premium. Smart money tends to sell here in a balanced market.
At an LVN — price is in a fast lane. Expect acceleration, not consolidation. Use these as targets when price is trending, and as warning zones when price is ranging.
At an HVN — price is in a wall. Expect slowdown, consolidation, and possible reversal. These are the strongest support and resistance levels because real volume was traded there.
Settings:
Mode — Session resets the profile each trading day. Lookback uses a fixed number of bars
Value Area % — standard is 70. Raise to 80 for a wider zone, lower to 60 for a tighter one
HVN Threshold % — bins above this percentage of max volume are marked as High Volume Nodes
Max LVN Lines — maximum number of Low Volume Node lines shown, always the closest to current price
Label Position — move labels Left, Center, or Right along the line
Show Background — optional subtle color when price is outside the Value Area Gösterge
Session Volume Profile by AUMBaumgartner# Session Volume Profile – VPOC | TPOC | VAH | VAL
This indicator calculates the volume profile of a complete trading session and displays the key statistical price levels directly on the chart — based on the Market Profile principles developed by J. Peter Steidlmayer.
The volume of each session is distributed evenly across the High-Low range of each bar and accumulated into price buckets. This produces the following levels:
**VPOC – Volume Point of Control**
The price with the highest traded volume of the session. This is the fairest price, as the most trading activity occurred here.
**TPOC – Time Point of Control**
The price touched by the most bars during the session. The time-based variant of the POC.
**VAH – Value Area High**
The upper boundary of the Value Area. Above this level, price is statistically overvalued.
**VAL – Value Area Low**
The lower boundary of the Value Area. Below this level, price is statistically undervalued.
**Value Area (VA)**
The price range in which 70% of session volume was traded. Within the Value Area, price is fairly valued. The Value Area is calculated according to Steidlmayer's original method: starting from the VPOC, the next two price levels above and below are compared. The side with the higher volume is added to the Value Area. In case of a tie, the upper side is preferred. This process repeats until 70% of total volume is captured.
The horizontal histogram displays the volume distribution across all price levels of the session. The VPOC bar is highlighted and the Value Area is shown in a distinct colour.
**How to use**
Buy when price is below VAL, sell when price is above VAH — as long as the market is in balance. If price remains outside the Value Area for 30 minutes or more, a new price level is likely developing.
**Settings**
Session start and end (HHMM), Value Area percentage, Tick Multiplier for bucket granularity, volume distribution over Range or Close, histogram left or right of the session, and all colours individually customisable.
Optimised for EUREX futures (DAX, Euro Stoxx), but works on all markets and timeframes.
Based on the Market Profile theory of J. Peter Steidlmayer. Gösterge
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Temporal Volume Profile 3D [LuxAlgo]The Temporal Volume Profile 3D indicator is a spatial visualization tool that transforms historical volume data into a three-dimensional landscape, adding a time-depth dimension to traditional volume analysis.
By projecting volume across price (X), time (Y), and magnitude (Z), it allows traders to observe the evolution and migration of liquidity over time rather than viewing it as a static, aggregate value.
🔶 USAGE
The primary advantage of this script is its ability to reveal the "lifecycle" of volume nodes. While a standard Volume Profile (VP) squashes all historical data into a single 2D histogram, this tool slices the lookback period into distinct segments, creating a "terrain" where the most recent volume is in the foreground and older volume resides in the background.
🔹 Identifying Volume Migration
By observing the peaks of the volume mountains, you can see if the Point of Control (POC) is migrating. A POC shifting from the background (older) to the foreground (newer) indicates a trending consensus of fair value, whereas a consistent peak across all time slices suggests a long-term, stable support or resistance zone.
🔹 Price Proximity & Liquidity Interaction
The indicator includes a real-time price tracker that moves across the 3D terrain. If the current price enters a significant historical volume mountain, the tracker triggers a "Peak Warning," signaling that the price is entering a high-liquidity zone likely to cause consolidation or reversal.
🔹 The Paths of Least Resistance
Valleys in the 3D landscape represent Low Volume Nodes (LVNs). When price moves into a valley that has remained empty across multiple time slices, it indicates a lack of historical interest at those levels, often resulting in fast, "slippery" price action through those zones.
🔶 DETAILS
Standard Volume Profiles lose the "when" of volume accumulation. For example, a 2D profile might show a large volume peak at $100, but it cannot tell you if that volume was traded 200 bars ago or 5 bars ago. The Temporal Volume Profile 3D solves this by using a Painter's Algorithm to render slices of volume data along a depth axis.
🔹 3D Engine & Projection
The script uses a custom trigonometric projection engine allowing users to adjust the Yaw (rotation) and Pitch (tilt) of the landscape. This allows for a bird's-eye view to see the "map" of volume or a side-profile view to emphasize the height of the volume peaks.
🔹 POC Ridge Line
This feature connects the highest volume node of every time slice. This creates a continuous path through the mountains, providing a visual history of how the most significant price levels have changed over the selected lookback period.
🔶 SETTINGS
🔹 Volume Profile & Matrix
Lookback Bars: The total historical window used for the calculation.
Price Bins (Width): Determines the horizontal resolution (X-axis). Higher values provide more detailed price levels.
Time Slices (Depth): Determines how many segments the volume is divided into (Y-axis).
Terrain Smoothing: Blends adjacent volume nodes to create a more organic, mountain-like appearance.
🔹 Camera Projection
Yaw/Pitch: Controls the angle of the 3D projection.
Scale X/Y/Z: Adjusts the width, depth, and height of the volume mountains.
Offset X/Y: Moves the 3D object on the chart to prevent it from overlapping with current candles.
🔹 Style & Colors
Show Ridge Lines: Toggles the colored outlines for each time slice.
Mountain Fills: Enables the use of the background color to occlude lines, creating a solid 3D effect.
Show POC Ridge Line: Toggles the yellow line tracking the peak volume through time.
Peak Proximity Warning: Toggles the color change on the price tracker when entering high-volume zones.
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Footprint: Cluster by Exchanges v2 [AlexKo]Footprint: Cluster by Exchanges v2
What the Indicator Does
Detects buy and sell clusters from footprint data (POC level + delta) and draws a **stacked set of colored boxes** at each cluster — one box per connected exchange. Box height is proportional to that exchange's volume relative to its own average, so you can instantly see **which exchanges participated in forming the cluster**.
How It Works
1. Cluster Detection
A cluster is confirmed on bar close when all of the following conditions pass:
| Condition | Buy Cluster | Sell Cluster |
|-----------|-------------|--------------|
| POC position | ≤ N% from candle bottom | ≥ (100−N)% from bottom |
| Delta (optional) | > 0 | < 0 |
| Min delta % | ≥ threshold | ≥ threshold |
| Min candle volume | ≥ threshold | ≥ threshold |
| Min range (ATR %) | ≥ threshold | ≥ threshold |
2. Fetching Exchange Volumes
Once a cluster is detected, volume is pulled from each enabled exchange via `request.security()`, automatically substituting the current chart ticker.
3. Visualization — Stacked Boxes
```
▲ ← label (hover → tooltip with full details)
┌──────────┐
│ OKX │ ← h = ATR × scale × (vol_okx / avg_okx)
├──────────┤
│ Bybit │ ← height reflects relative volume
├──────────┤
│ Binance │ ← bottom box = Exchange 1 in settings
● ← POC level of the cluster candle
```
Buy cluster** → stack grows **upward** from POC
Sell cluster** → stack grows **downward** from POC
- Each box is labeled with the exchange name
- Hovering the ▲/▼ marker shows the full tooltip
---
Tooltip (example)
```
▲ BUY CLUSTER
─────────────────────────
POC: 65 420.00 (18% from bottom)
Delta: +12 450 (+8.3%)
Buy: 54.2% │ Sell: 45.8%
─────────────────────────
Exchange Volume ×avg
─────────────────────────
Binance 1.2M ×2.3
Bybit 890K ×1.8
OKX 450K ×0.9
─────────────────────────
∑ Total: 2.5M
```
---
Parameters
Footprint Parameters
| Parameter | Default | Description |
|-----------|---------|-------------|
| Ticks per Row | 100 | Footprint row size in ticks |
| Value Area (%) | 70 | Value area percentage for POC calculation |
Clusters
| Parameter | Default | Description |
|-----------|---------|-------------|
| Cluster Zone (%) | 35 | POC in bottom/top N% of range = cluster. Recommended: 30–40% |
| Show Buy / Sell Clusters | true / true | Toggle each cluster type on/off |
| Accent Color: Buys / Sells | orange / blue | Color for the ▲/▼ label and frame |
Filters
| Parameter | Default | Description |
|-----------|---------|-------------|
| Confirm with Delta | true | Main filter. Buy cluster only when delta > 0 |
| Min Delta (% of Volume) | 0 | Minimum delta strength as % of volume. 0 = disabled |
| Min Candle Volume | 0 | Ignore low-activity bars. 0 = disabled |
| Min Candle Range (ATR %) | 0 | Doji filter. 0 = disabled |
Exchanges 1–5
| Parameter | Description |
|-----------|-------------|
| Enable | Toggle this exchange on/off |
| Prefix | TradingView exchange prefix: `BINANCE`, `BYBIT`, `OKX`, `BITGET`, `KRAKEN`, `COINBASE`, `BITMEX`, etc. |
| Ticker | Empty = current chart ticker. Fill manually if the exchange uses a different format (e.g. `XBTUSD` for Kraken) |
| Name | Text shown on boxes and in the tooltip |
| Color | Box fill and border color |
Bar Visualization
| Parameter | Default | Description |
|-----------|---------|-------------|
| Normalization Mode | % of Average | How bar heights are calculated (see below) |
| SMA Period (bars) | 20 | Moving average period for normalization. Volume / SMA = relative size |
| Height Scale (× ATR) | 0.08 | Base height when volume equals average. Increase if bars look too small |
| Max Multiplier | 5.0 | Growth cap. Volume > 5×average does not increase height further |
| Fill Transparency | 25 | 0 = fully opaque, 95 = nearly invisible |
| Info Label (exchanges + volumes) | true | Show per-exchange volume label outside the candle |
| Label Text Size | small | Text size for the label: tiny / small / normal |
| Label Offset (× ATR) | 0.5 | Distance from candle high/low in ATR units. 0 = flush with candle |
Normalization Modes
| Mode | Description |
|------|-------------|
| **% of Average** | Each exchange bar is scaled against its own SMA. Height = base when volume = average; capped at Max Multiplier × base |
| **% of Total** | Bar width represents the exchange's share of combined volume across all active exchanges on that bar |
| **Absolute** | All exchanges normalized against the combined average of all active exchanges |
Limitations
Object limit:** `max_boxes_count = 500`. With 3 active exchanges you can see ~165 cluster bars; with 5 exchanges ~100. Older objects are removed automatically.
Footprint data:** requires a TradingView subscription that includes Order Flow / Footprint access.
Box labels:** may not be visible if a box is very thin (small ATR or low scale). The hover tooltip always works.
Cluster detection** is based on the current chart's exchange only. Exchanges 1–5 provide volume breakdowns but do not affect whether a cluster is detected.
Alerts
| Alert Name | Trigger |
|------------|---------|
| Buy Cluster | Buy cluster detected on bar close |
| Sell Cluster | Sell cluster detected on bar close |
Alert message format: `{{ticker}} {{interval}} | Buy/Sell cluster by exchanges` Gösterge
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Prime Volume Profile + Liquidity HeatmapThis indicator is designed to provide a clear, institutional-style view of market structure and liquidity distribution, combining a fully customizable Volume Profile with a dynamic Liquidity Heatmap.
It operates on a daily basis, automatically resetting at the start of each new trading day to ensure that all calculations reflect fresh, relevant market data.
🔍 Core Features
• Customizable Volume Profile (Daily)
The indicator builds a high-resolution Volume Profile for the current trading day, allowing traders to visualize where trading activity has been most concentrated.
It highlights three key levels:
POC (Point of Control) – the price level with the highest traded volume during the day. This represents the area where the market has found the strongest agreement between buyers and sellers.
VAH (Value Area High) – the upper boundary of the value area, where approximately 70% of the day’s total volume has been traded.
VAL (Value Area Low) – the lower boundary of the value area, completing the range in which most trading activity has occurred.
These levels are recalculated in real time and reset daily, making them highly relevant for intraday and scalping strategies.
• Liquidity Heatmap
In addition to the volume profile, the indicator provides a visual heatmap of recent liquidity.
Areas with higher intensity represent zones where a significant amount of volume has been transacted.
More transparent zones indicate low participation or “empty” areas in the market.
This allows traders to quickly identify:
Where liquidity is concentrated
Where price is more likely to react
Where inefficiencies or low-interest zones exist
🧠 Understanding Liquidity
In trading, liquidity refers to the amount of buy and sell orders available at specific price levels.
High liquidity zones:
Attract price like a magnet
Often act as support/resistance
Are commonly revisited by the market
Low liquidity zones:
Allow price to move quickly
Often result in sharp, impulsive moves
Understanding liquidity helps traders interpret why price moves, not just where it moves.
⚙️ How to Use This Indicator
This tool is best used as a confirmation layer within a broader trading strategy.
Common use cases:
POC as a magnet
Price often gravitates toward the Point of Control. Traders monitor reactions around this level for mean reversion or continuation setups.
VAH / VAL as reaction zones
These levels can act as dynamic support and resistance.
Breakouts or rejections around these zones can signal potential trade opportunities.
Heatmap for execution timing
Use the liquidity heatmap to identify:
High-interest zones for entries or exits
Low-liquidity areas where price may move quickly
⚠️ Important Disclaimer
This indicator is not financial advice and does not provide direct buy or sell signals.
It is intended to be used as a decision-support tool, ideally in combination with:
Price action analysis
Market structure
Other indicators or trading strategies
🎯 Summary
This indicator gives you a real-time map of market participation, helping you understand:
Where volume is concentrated
Where liquidity is sitting
Where price is likely to react
Used correctly, it provides a significant informational edge, especially for intraday and short-term traders. Gösterge
Footprint (KenshinC) - Optimized + Range Volume ProfileFootprint (KenshinC)
Professional Order Flow Footprint + Range Volume ProfileTake your order flow analysis to the next level.Footprint (KenshinC) is a powerful, clean, and highly optimized Footprint Chart designed specifically for serious crypto traders who want to see real market intent — not just price action.
Key Features:
Precise Footprint Visualization — View buy and sell volume distribution at every price level with clear imbalance detection
Smart Imbalance Detection — Configurable imbalance ratio + stacked imbalance lines to spot aggressive buying/selling pressure
Value Area (VAH, VAL, POC) — Automatically calculates and displays the Value Area with customizable POC highlighting
Range Volume Profile — Cumulative horizontal volume profile across your selected time range — perfect for identifying high-volume nodes, support & resistance zones
Auto & Manual Ticks Per Row — Flexible row sizing with intelligent auto-calculation
Native Footprint Support (v6) — Option to use TradingView’s native footprint engine for maximum accuracy (Premium+)
Clean Alerts System — Get notified on new imbalances, imbalance lines, and breaks
Whether you're scalping on low timeframes or analyzing institutional footprints on higher timeframes, this indicator gives you X-ray vision into the order book flow.Built with performance in mind — optimized request handling, minimal lag, and clean visuals even on volatile crypto pairs like BTC, ETH, SOL, or altcoins.Perfect for:Order Flow Traders
Smart Money Concept (SMC) traders
Volume Profile enthusiasts
ICT & Wyckoff method users
Stop guessing where the real liquidity is.
See it. Trade it.
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Institutional Volume Flow [BigBeluga]🔵 OVERVIEW
Institutional Volume Flow is a higher-timeframe segmented developing volume profile tool designed to reveal where institutional participation is building inside active price ranges.
Instead of plotting static session profiles, this indicator dynamically tracks the developing High, Low, Midpoint, and Point of Control (POC) for each selected higher-timeframe segment (Daily, Weekly, or Monthly).
It allows traders to visualize where volume is accumulating in real time - and where dominant positioning is forming before the segment closes.
The result is a structural + volume hybrid framework that exposes institutional footprints inside expanding ranges.
🔵 CORE CONCEPT
HTF Segmentation - The chart is divided into higher-timeframe segments (D/W/M). Each new segment starts a fresh developing volume profile.
Developing Range Logic - High and Low levels continuously update during the segment, defining the active institutional range.
Volume Distribution Mapping - All traded volume inside the segment is distributed across price bins to build a live volume profile.
Rolling Point of Control - The price level with the highest accumulated volume is recalculated every bar.
Institutional Bias Detection - Background coloring adapts depending on whether price is trading above or below the segment midpoint.
🔵 HOW IT WORKS
1️⃣ Segment Detection
A new segment begins whenever the selected higher timeframe changes.
All volume and price calculations reset at the start of a new segment.
Previous segments are frozen and preserved on the chart for historical reference.
2️⃣ Developing High / Low Structure
The highest high and lowest low inside the current segment update dynamically.
A midpoint (average of High and Low) is calculated to represent internal balance.
These levels extend forward visually for clarity.
3️⃣ Volume Profile Construction
The price range is divided into user-defined bins (Volume Profile Bins).
Each bar’s volume is assigned to the corresponding price bin.
Volume accumulates throughout the segment.
Box width represents relative volume intensity at that level.
The strongest node becomes the Point of Control (POC) .
Rolling Point of Control - The price level with the highest accumulated volume is recalculated every bar during Segment developing.
4️⃣ Developing vs Frozen Profiles
The active segment shows a developing profile that updates in real time.
When a new segment begins, the completed profile is frozen.
This allows comparison between current positioning and previous institutional distributions.
5️⃣ Volume Spike Detection (Z-Score)
A 50-bar rolling mean and standard deviation are used.
When volume significantly exceeds normal distribution, the range fill intensifies.
This highlights abnormal participation inside the active range.
🔵 KEY FEATURES
Higher-timeframe segmentation (Daily / Weekly / Monthly).
Developing High, Low, and Midpoint levels.
Bias-based profile coloring : green above midpoint, blue below midpoint.
Real-time rolling Point of Control.
Customizable number of volume bins for precision.
Adjustable profile width for clear visualization.
Frozen historical profiles for structural context (with preserved bias color).
Z-score volume spike detection.
Institutional range bias shading at segment start/end.
🔵 HOW TO USE
Watch where price interacts with the developing POC — this often signals value acceptance or rejection.
Use the segment midpoint to gauge balance vs imbalance.
Treat green profiles as bullish-leaning segments (close above mid) and blue profiles as bearish-leaning segments (close below mid).
Observe whether volume builds near highs or lows — this can indicate accumulation or distribution.
Monitor frozen prior segments to identify high-volume memory zones.
Use volume spikes to detect aggressive participation inside developing ranges.
Combine with liquidity tools or order blocks for confirmation.
🔵 INTERPRETING INSTITUTIONAL FLOW
Expanding range + rising POC → value shifting.
Contracting range + stable POC → consolidation.
Heavy volume near extremes → potential absorption.
POC migration during trend → institutional repositioning.
🔵 CONCLUSION
Institutional Volume Flow transforms higher-timeframe segmentation into a live institutional positioning map.
By combining structural range development with rolling volume profiling and abnormal volume detection, it provides traders with a powerful way to understand where participation is building - not just where price is moving.
It is especially effective for identifying accumulation, distribution, and value shifts before a higher-timeframe candle closes. Gösterge
Volume-Weighted Price Drift📊 Volume-Weighted Price Drift — Accumulation / Distribution Detector
Ever noticed a stock quietly drifting 3–5% over a few days… on almost no volume? That's not random. Someone is patiently building (or exiting) a position, bar by bar, hoping nobody notices. This indicator measures exactly that.
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🔍 WHAT IT DETECTS
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The indicator tracks two things simultaneously:
📈 Price drift — How much has price moved directionally over the last N bars?
📦 Volume ratio — How does actual volume compare to its rolling average?
It then calculates a Drift Score:
Drift Score = |price change %| ÷ average volume ratio
A high score means price moved a lot while volume stayed suspiciously low. This is the footprint of patient accumulation (buying quietly) or distribution (selling quietly).
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🧠 WHY IT WORKS
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On markets with lower liquidity (like many stocks on GPW / Warsaw Stock Exchange), large players can't buy or sell openly without moving the price against themselves. Instead, they:
• Accumulate slowly over days/weeks using small orders
• Shake out weak hands with fake drops on thin volume
• Only let price run once they've built their position
This indicator catches the "quiet drift" phase — the part most people miss because it looks boring on the chart.
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📐 HOW IT WORKS
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The indicator runs on your current timeframe and shows:
🟩 Green drift score line — accumulation detected (price drifting UP on low volume)
🟥 Red drift score line — distribution detected (price drifting DOWN on low volume)
⚪ Grey drift score line — no signal (normal conditions)
🔵 Blue step-line — average volume ratio over the drift period (below 1.0 = below-normal volume)
Threshold lines:
🔴 Red dashed — strong signal threshold (default: 3.0)
🟠 Orange dotted — moderate signal threshold (default: 1.5)
🔵 Blue dotted — volume ceiling (default: 0.7 = 70% of normal)
⚪ White solid — baseline (1.0 = normal)
When conditions are met, alert labels appear with:
⚠️ Direction (ACCUM or DISTR)
📊 Exact drift %, volume ratio, and drift score
Background shading highlights active signal zones.
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⚙️ SETTINGS
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Core parameters:
• Drift lookback (bars) — how many bars to measure drift over. Default: 10.
• Volume MA length — rolling average for "normal" volume. Default: 20.
• Drift score smoothing — EMA smoothing. 1 = raw. Default: 3.
Thresholds:
• Max volume ratio for signal — signal only fires when avg volume is BELOW this. Default: 0.7 (70% of normal).
• Min price drift (%) — minimum absolute price change to count. Default: 1.0%.
• Strong signal threshold — drift score above this = strong signal. Default: 3.0.
• Moderate signal threshold — drift score above this = moderate signal. Default: 1.5.
Direction filter:
• Show accumulation — toggle UP-drift signals on/off.
• Show distribution — toggle DOWN-drift signals on/off.
Visual:
• Full color customization for all elements.
• Toggle labels and background shading independently.
• Adjustable background transparency.
Date range:
• Optional date filter to limit detection to a specific period.
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✅ RECOMMENDED SETTINGS
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For 1h chart (swing trading):
Drift lookback: 10
Volume MA: 20
Max volume ratio: 0.6–0.7
Min drift: 1.0%
Strong threshold: 3.0
Moderate threshold: 1.5
For daily chart (position trading):
Drift lookback: 5–10
Volume MA: 20
Max volume ratio: 0.7
Min drift: 1.5–2.0%
Strong threshold: 3.0
Moderate threshold: 1.5
For 5min chart (intraday):
Drift lookback: 20–30
Volume MA: 50
Max volume ratio: 0.6
Min drift: 0.3%
Strong threshold: 2.0
Moderate threshold: 1.0
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💡 PRO TIPS
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• Watch for clusters of DISTR followed by ACCUM — this often signals a shakeout-then-accumulate pattern where a large player pushes price down to scare retail, then quietly buys the dip.
• The strongest signals are NOT the ones with the highest drift — they're the ones with the lowest volume ratio. A 2% drift on 0.4x volume is more suspicious than a 5% drift on 0.9x volume.
• Combine with the AutomatOff indicator (ATR + Volume Collapse) — if automats go quiet AND drift score spikes, something is likely brewing.
• On illiquid GPW stocks, lower the volume ratio threshold to 0.5–0.6 for cleaner signals.
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⚠️ DISCLAIMER
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This indicator is a pattern detection tool, not a trading signal. Low-volume drift can happen for many reasons — always combine with your own analysis and risk management.
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🛠️ BUILT WITH PINE SCRIPT v6
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Open source. Part of the GPW Anomaly Detection toolkit alongside:
• AutomatOff (ATR + Volume Collapse + Still Price)
• Fixing Volume Visualization
Suggestions and bug reports welcome in the comments. Gösterge
Session Hunter v1.3**Session Hunter**
A session-aware opening range breakout indicator with built-in Fixed Range Volume Profile, hourly open confluence detection, and reload zone entry signals.
**What it does**
Session Hunter identifies the Initial Balance (IB) at the start of a trading session, computes a volume profile over that range using 1-minute lower timeframe data, and tracks breakout direction with reload zone pullback entries. It adds hourly open confluence detection to flag higher-conviction reload setups where FRVP levels align with institutional settlement prices.
**The Initial Balance concept**
The Initial Balance is the price range established in the opening phase of a session. It represents the first agreement between buyers and sellers after the session opens. The high of this range is the A-line, the low is the B-line. When price breaks above A, buyers have taken control. When it breaks below B, sellers dominate. The IB range size itself is informative: a narrow range suggests a directional move is building, while a wide range suggests the session's volatility may already be spent.
This indicator automatically detects the session open based on configurable presets and builds the IB over a configurable duration (default 30 minutes).
**Volume Profile (FRVP) calculation**
After the opening range closes, the indicator computes a Fixed Range Volume Profile across the IB range. It uses `request.security_lower_tf` to pull 1-minute OHLCV data for accuracy rather than relying on the chart timeframe's bars. Each 1-minute bar's volume is distributed across price bins using a triangular weighting based on candle body position within the bin.
From the volume distribution, three levels are derived: POC (Point of Control, the price with highest volume), VAH (Value Area High), and VAL (Value Area Low). The Value Area represents the configurable percentage (default 70%) of total volume, expanding outward from the POC.
A visual histogram is drawn from the ORB start bar with bar width proportional to volume. Bins inside the Value Area are colored separately from bins outside it.
**Reload zone logic**
After a breakout above A (or below B), price often pulls back into the Value Area before continuing. This pullback into the POC-VAL zone is the reload zone. The indicator tracks the direction of approach (from above or below the Value Area) and signals an entry when price re-enters the Value Area from the breakout side with a confirming candle (bullish close for longs, bearish close for shorts).
Reload entries fire once per re-entry into the zone. They reset when price exits and re-enters.
**Hourly open confluence**
The indicator plots the current hour's open price as a reference level. This price represents where the prior hourly auction settled. When institutional participants re-enter the market, they often do so around this settlement level.
Two confluence signals are derived from the hourly open:
HC (High Conviction): A reload entry fires AND the POC, VAH, or VAL is within a configurable proximity of the hourly open. This means two independent references (volume profile and hourly auction) agree on the same price. The proximity auto-adjusts via an instrument preset dropdown (5 points for Gold, 80 for JP225, 50 for BTC, etc.) or can be set manually.
SR (Strong Reload): Price retests the hourly open with volume exceeding the 20-bar WMA while inside the Value Area after a breakout. This detects institutional activity at the settlement level. SR fires once per session to avoid redundant signals.
When both HC and SR fire on the same bar, it represents the highest-quality reload setup: levels aligned, volume confirms, and price is inside the value area.
**Entry gate**
A configurable delay after the ORB closes before entries are allowed. This prevents premature breakout signals during the volatile transition period. The Tokyo XAU preset (01:05 UTC, 15-minute ORB) auto-sets a 60-minute gate based on observed behavior in the Asian gold session.
**A/B line extension**
The IVB High (A) and Low (B) lines extend into the future as dotted projections (default 120 minutes, configurable 0-480). This keeps the IB range visible as a reference even as price moves away from it.
**Session presets**
Eight presets cover major session opens: London 08:00 UTC (Gold, European indices), New York 13:30 UTC (US indices), CME 14:30 UTC (futures), Frankfurt 07:00 UTC, Tokyo 01:05 UTC for JP225 (30-minute ORB), Tokyo XAU 01:05 UTC (15-minute ORB with 60-minute gate), Sydney 22:00 UTC, and a fully custom option.
**Trade management levels**
After breakout, the indicator calculates TP1 (default 1.5x IB range), TP2 (default 3x range), and a stop level at VAL (for longs) or VAH (for shorts). The R:R ratio is displayed in the info table.
**Alerts**
IVB Breakout Up/Down, Reload Zone entered (long/short), Reload Entry (long/short), HC Reload (long/short), Strong Reload (long/short), ORB Complete.
**Info table**
Displays session time, status, FRVP source, A/B levels, range size, VAH/POC/VAL, TP1/TP2, stop level, R:R ratio, gate status, hourly open price, and confluence status (STRONG/ALIGNED/---).
**Settings overview**
Session: preset selector, custom UTC time, ORB duration, entry gate. Volume Profile: bin resolution, Value Area %, 1-minute LTF toggle, FRVP show/hide, histogram show/hide and width. Hourly Confluence: instrument proximity preset, volume WMA length. Take Profits: TP1/TP2 multipliers. Display: EMA 200, reload zone, labels, signals, A/B extension, colors.
**What is original**
The IVB/ORB concept is a known session-trading methodology. The original contributions are: automatic FRVP computation from 1-minute LTF data over the opening range (not available in TradingView's native tools for arbitrary ranges), hourly open confluence detection with instrument-aware proximity scaling, strong reload detection combining volume analysis with hourly settlement level retests, the entry gate system for delayed-open sessions, and the integrated info table with R:R calculation.
Gösterge
NBSG_DayTrading_DashboardOverview
The NSBG Multi-Ticker Dashboard is a comprehensive, at-a-glance HUD designed for active day traders, specifically tailored for index futures (ES, NQ, YM). It aggregates critical volume and price-action data across multiple assets into a single, clean table, allowing traders to instantly gauge market context without flipping between charts.
Inspiration & Credit
This script was heavily inspired by the excellent "Volume Trading Concepts" indicator conceptualized by ASFX - Austin Silver. While his tool is incredibly useful, it is proprietary and kept behind a paywall for which users must pay monthly. We believe these core volume and VWAP concepts are foundational to modern day trading and should be freely accessible to the community. Besides with today's technology, it's not that hard to recreate any concept that you can verbalize.
Note for transparency: We did not have access to, nor did we use, any of the original ASFX source code. This indicator was engineered 100% from scratch to replicate the core philosophy while introducing our own unique logic, optimizations, design, and custom features.
Core Features & What Makes It Unique
We expanded on the original concept by adding specific levels and features that we find critical for evaluating intraday price action:
Dual View Modes (Multi vs. Single): * Multi-Ticker Mode: Tracks 3 separate assets simultaneously using request.security(). It displays price relation to the NY VWAP, Overnight VWAP, Prior Day NY VWAP, Previous Session Close, Opening Range, and overall Trend.
Single-Ticker Mode: Isolates the asset currently on your chart (or a manually selected symbol). Because calculating complex volume profiles across multiple tickers simultaneously breaks TradingView's execution limits, Single-Ticker mode unlocks the Session Volume Point of Control (POC).
The Previous Session Close (PSC): We integrated the PSC into the dashboard. Markets frequently respect the prior day's closing price as a magnet or pivot area, making it a crucial hidden level to track alongside VWAPs.
Intelligent Opening Range: The dashboard tracks the 08:30 - 08:45 Opening Range. To prevent false signals, the dashboard actively reads "Waiting..." or "Forming..." until the 15-minute range is officially locked in, after which it alerts you if the price is Inside, Outside ▲, or Outside ▼.
Custom Stacked-EMA Trend Calculation
Rather than simply basing the trend on VWAP positioning, we built a dedicated, traditional trend-evaluator using a Fibonacci EMA stack.
The script calculates the 5, 8, 13, 21, 34, 55, and 89-period EMAs, anchored by the 200-period SMA.
Very Bullish / Very Bearish: Triggers when the entire EMA stack is perfectly aligned in order above/below the 200 SMA.
Standard Bullish / Bearish: Triggers on a simplified base criteria (e.g., 21 EMA > 55 EMA > 200 SMA).
Timeframe Independence: You can set the trend calculation to look at a higher timeframe (e.g., 5-minute) while trading on a lower timeframe (e.g., 1-minute chart).
How to Use It
Add the indicator to your chart and open the settings.
Select your 3 preferred tickers for the Multi-Ticker view (defaults to Continuous Micro Futures: MES1!, MNQ1!, MYM1!).
Use the visual dots (🟢 Above / 🔴 Below) to quickly read where the current price is trading relative to major liquidity levels.
Switch to "Single-Ticker" mode in the settings when you want to track the exact Session POC for your active chart.
If any part of this code is valuable to you in building out your own idea or concept, please don't hesitate use it! Gösterge
NBSG_DayTradingSuiteAn all-in-one day trading overlay designed by a futures trader for futures traders. It consolidates the key levels, anchored VWAPs, session volume profiles, and structural references that intraday traders typically spread across 3-5 separate indicators into a single, configurable script.
Built and defaulted for CME futures (ES, MES, NQ, MNQ, and similar instruments), but the session times are fully adjustable in settings. Traders on equities, crypto, or forex can adapt the indicator to their instrument by configuring the session windows to match their market's electronic trading hours.
The default session times are set for a trader operating in US Central Time (Chicago time). If you trade in a different timezone, adjust the session inputs accordingly.
This indicator is not a signal generator. It plots structure so you can make your own decisions.
FEATURES
Multiple Anchored VWAPs
The indicator plots two independent session-anchored VWAPs, each with optional standard deviation bands:
Overnight VWAP (VWAP 1) anchors at 17:00 CT (CME session open) and accumulates across the entire futures trading day through 16:00 CT. It resets cleanly each session. Optional 1SD and 2SD bands with fill show the statistical envelope around the developing VWAP.
NY Session VWAP (VWAP 2) anchors at 08:30 CT (Regular Trading Hours open) and accumulates through 16:00 CT. It includes a leapfrog mechanic: when the new RTH session begins, the prior session's VWAP is preserved and continues to plot as "Prev NY VWAP," giving you a reference for how price relates to yesterday's value during overnight trading.
Prev NY VWAP: This is the previous day's NY Session VWAP, which continues accumulating through the overnight session after the NY VWAP resets at 08:30. It provides a critical structural reference, particularly during the premarket and early RTH, showing where the prior session's volume-weighted equilibrium sits relative to current price. Many traders use the relationship between current price, the active NY VWAP, and the Prev NY VWAP to gauge directional bias.
All VWAPs use separate source, color, and line size settings.
Higher Timeframe VWAPs
Optional Weekly and Monthly VWAP overlays provide broader context without cluttering the chart. Disabled by default.
Session Volume Profiles (SVP)
Volume is distributed across the bar's high-low range using a configurable tick-based bin size (default: 2 ticks). The script calculates and plots:
Current Session SVP: POC and Value Area (VAH/VAL) for the active session, updating in real time.
Prior Day SVP: POC and Value Area from the previous completed session. These levels carry forward as horizontal references.
Last Week SVP: POC and Value Area from the prior completed week.
Each profile can be displayed as POC Only or POC + VA. The Value Area percentage is configurable (default: 70%).
Static Reference Levels
Prior Day High/Low (PDH/PDL): Previous day's range boundaries.
Last Week High/Low (LWH/LWL): Previous week's range boundaries.
Previous Session Close (PSC): The prior day's closing price.
Premarket High/Low (PMH/PML): Dynamically tracked during the 18:00-08:30 premarket session.
Opening Range (ORH/ORL): The first 15 minutes of RTH (08:30-08:45), with optional fill.
All static levels are individually togglable with independent color and size controls.
Deadzone
A configurable time window (default: 11:00-13:00 CT) highlighted with a background fill and border lines. This marks the midday period where volume and follow-through typically thin out on equity index futures. The time window is adjustable in settings.
Bar Coloring
Optional bar coloring based on the close's relationship to the three primary VWAPs (Overnight, NY, Prev NY). Bars are colored bullish when above 2 of 3, bearish when below 2 of 3, and neutral otherwise. Disabled by default.
Display Modes
A master display mode toggle lets you switch between:
Advanced All-Level: Shows everything you have enabled, the full suite.
Simplified VWAP: Strips the chart down to just the Overnight VWAP, NY VWAP, Prev NY VWAP, and Opening Range. All volume profiles, static levels, and the deadzone are automatically hidden. Useful for cleaner charts or when you want to focus purely on VWAP structure.
Labels
Every plotted level gets a text label with optional price display, offset to the right of the current bar for readability. Labels can be globally toggled on/off.
HOW TO USE
1. Add the indicator to your chart on an intraday timeframe (1m-30m recommended). It is defaulted for CME futures but can be adapted to any instrument by adjusting the session time inputs.
2. The default session times are built for US Central Time (Chicago). If your chart uses a different timezone, adjust the session inputs in the settings to match your market's session boundaries.
3. The default configuration shows most levels. Start by reviewing what each level represents, then toggle off anything that creates noise for your specific approach.
4. For cleaner charts, switch to "Simplified VWAP" mode, which isolates the core VWAP structure and Opening Range only.
CONFIGURATION
All session times, colors, line sizes, and visibility toggles are individually configurable. The settings are organized into numbered groups for clarity:
1. Master Display Mode
2. Session Times
3. NY VWAP Settings
4. Overnight VWAP Settings
5. Opening Range
6. Volume Profiles (SVP)
7. Static Levels
8. Higher Timeframe VWAPs
9. Deadzone
10. Bar Coloring
11. Labels
LIMITATIONS
The default session times are configured for CME futures with the standard 17:00-16:00 CT (close enough) session structure. If you are using this on equities, crypto, forex, or other instruments, you will need to adjust the session time inputs to match your market's electronic trading hours. The indicator will work on any instrument, but the session boundaries must be set correctly for accurate VWAP anchoring and level calculation.
This is a feature-rich script with multiple VWAPs, volume profiles, and level calculations running simultaneously. Tradingview handles it well the vast majority of the time, but on occasion the script may load slowly or display incompletely. If levels appear missing or the indicator looks off, a simple page refresh will typically resolve it.
The session volume profile uses a simplified volume distribution method (volume is evenly distributed across the bar's high-low range in tick-based bins). This is an approximation, not a tick-level volume profile. Accuracy improves on lower timeframes where bars have smaller ranges.
The Overnight VWAP session detection uses an hour-based reset (detecting when the bar's hour enters 17:00 in exchange time) rather than PineScript's built-in session boundary detection. This is intentional: on CME futures, the VWAP session (1700-1600) matches the instrument's native session, which prevents the standard session boundary method from firing correctly.
The deadzone time window relies on your chart's timezone setting. The default of 1100-1300 assumes US Central. Adjust if your chart uses a different timezone.
NOTES
This script is original work, but it stands on the shoulders of giants. The concepts and ideas behind it draw from numerous traders, educators, and open-source contributors who have freely shared their knowledge with the trading community. VWAP, volume profile, session levels, and opening range are not new ideas. What this script attempts to do is bring them together in a thoughtful, configurable way that reflects how an active futures day trader actually uses these tools in practice.
I built this for my own trading first. I am sharing it as open source because the open-source community on Tradingview gave me the foundation to learn, and this is my way of giving back what I have been given.
This is a structural tool, not a trading system. It does not generate buy/sell signals, alerts, or backtest results. Use it as a framework for building your own context around price action.
It's all risky, so you may as well make the bet.
Gösterge
FX24HR Market Volume ProfileFX24HR Market Volume Profile
The FX24HR Market Volume Profile is a high-resolution analysis tool designed specifically for intraday traders who need to visualize the distribution of price and time across the three major global trading sessions: Asia, Europe, and America.
Unlike standard Volume Profiles that aggregate data into a single block, this indicator color-codes the market's "footprint" by session, allowing you to identify which time-of-day holds the most significant structural levels (Value Areas and High-Volume Nodes).
Key Features
3-Session Color Coding: Instantly distinguish between Asian (Cyan), European (Gold), and American (Purple) market activity.
Perfect Axis Alignment: This indicator solves the "stair-step" issue found in many profile scripts. All sessions within a 24-hour day are anchored to the same vertical starting line (the daily open), creating a clean, professional "wall" for easier visual comparison.
Ultra-Resolution Polylines: Built using Pine Script V6’s optimized polyline architecture, providing smooth, high-fidelity histograms without lagging your chart.
Customizable Resolution: Adjust the Row Resolution to fine-tune the granularity of the profile—from broad structural blocks to razor-sharp price levels.
Historical Backlook: Display up to 10 days of session history to identify recurring institutional levels.
How to Use
Identify Strength: If the American session profile (Purple) is significantly wider than the European session, it indicates higher participation and stronger validation of those price levels.
Session Overlaps: Watch how the European profile interacts with the Asian range. An expansion outside the Asian "wall" often signals the trend for the remainder of the day.
Point of Control (Visual): The widest part of each colored segment represents the "Point of Control" for that specific session. Use these as magnets for price in future sessions.
Settings
Days to Display: How many previous days of profiles to render.
Histogram Width Multiplier: Adjust the horizontal scale of the profiles to fit your screen.
Vertical Resolution: Higher values create smoother profiles but require more processing.
Session Times: Fully adjustable to match your specific broker’s timezone or preferred exchange hours.
Technical Details
Version: Pine Script v6
Gösterge
Gösterge
Live HTF Volume POC - ChartDNAThis indicator displays a real-time volume profile with a dynamic Point of Control (PoC) line on any higher timeframe, from 15-minute sessions up to 3-month periods.
HOW IT WORKS
The script divides the selected timeframe's price range into configurable bins and accumulates normalized volume at each level. The bin with the highest volume is highlighted as the PoC. A stepping PoC line tracks how the highest-volume level shifts as the session develops in real time.
When a new HTF session begins, the previous session's profile is frozen on the chart, building a visual history of volume distribution across sessions.
FEATURES
- Flexible timeframe selector supporting intraday (15m, 30m, 1h, 2h, 4h, 8h, 12h) through higher timeframes (Daily, Weekly, Monthly)
- Dynamic PoC plotted as a stepline showing real-time PoC migration
- 8 profile color styles: Default, Monochrome, Blue, Cyan, Green, Red, Orange, Purple (all gradient-based)
- Adjustable bin count and PoC line width
- Clean overlay with minimal chart clutter
HOW TO USE
- Use on lower timeframes (e.g., 5m or 15m chart) with a higher session timeframe (e.g., 1D or 1W) to see where volume is concentrating
- The PoC level often acts as a magnet for price, useful for identifying support/resistance and mean-reversion zones
- Combine with your existing price action or order flow analysis
LIMITATIONS
- Volume data quality depends on your broker/exchange feed
- On very low-liquidity instruments, the profile may appear sparse
- The indicator uses request.security() with a offset and lookahead to detect HTF boundaries; this does not introduce future data
CREDITS
Based on "Real-Time HTF Volume Footprint" by BigBeluga (open-source, CC BY-NC-SA 4.0). Modified with added timeframe flexibility, multiple gradient color styles, PoC line customization, and UI cleanup.
Gösterge
