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Bull & Bear Volume Profile Pro [MarkitTick]

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💡 The dynamic nature of financial markets demands tools that can adapt to changing structural environments in real-time. This sophisticated visual utility bridges the gap between traditional price action and advanced volume analytics by autonomously mapping trading activity to specific price levels based on prevailing market trends. Instead of relying on static, manually drawn boundaries, this indicator intelligently tracks market structure to anchor volume profiles directly to confirmed structural shifts. By differentiating the distribution of volume across bullish and bearish cycles, it provides traders with a profound, structural view of where institutional value is truly concentrated.

✨ Originality and Utility

  • ● Structural Auto-Anchoring
    Traditional volume profiles require the user to manually define the start and end points of a trend. This tool eliminates that subjectivity by employing an autonomous anchoring mechanism. It dynamically detects structural pivots and shifts in trend (Change of Character), resetting and drawing the profile exactly where the new market phase begins.
  • ● Dual-State Profile Tracking
    By isolating volume data into distinctly tracked bullish and bearish phases, the tool allows traders to observe how volume distribution morphs when control shifts from buyers to sellers, offering a dual-perspective on market liquidity.
  • ● Historical Confluence Detection
    A highly original feature is the automatic mapping of overlapping high-volume nodes and Point of Control (POC) levels from previous trend cycles against the current cycle. This automated historical memory highlights areas of deep, persistent liquidity.


🔬 Methodology and Concepts

  • ● Volume at Price Aggregation
    The core engine continuously harvests transaction data from lower timeframes to ensure a high-fidelity mapping of volume across specific price increments. Rather than plotting volume horizontally against time, it is stacked vertically to reveal price acceptance and rejection zones.
  • ● Structural State Recognition
    The algorithm reads market geometry by evaluating sequential swing highs and swing lows. When a structural threshold is breached, the logic reclassifies the market state. This triggers an archival process where the previous profile is saved, and a fresh profile is generated from the exact origin of the new trend.
  • ● Fluid Slot Distribution
    The price range of the current market cycle is segmented into dynamic rows or "slots." The indicator then distributes lower-timeframe volume into these slots, categorizing the relative density of trading activity into distinct visual nodes to separate fair value from transient price spikes.


🎨 Visual Guide
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  • ● Bullish Volume Profiles
    When the market structure is in a confirmed uptrend, the volume profile is rendered using a teal color scheme. The volume bars extend horizontally to indicate trading density, with the boxes utilizing calculated transparencies to represent volume intensity visually.
  • ● Bearish Volume Profiles
    Conversely, when market structure shifts to a downtrend, the profile transforms into a red color scheme. This immediate visual cue alerts the trader to the prevailing structural dominance.
  • ● The Point of Control (POC)
    The single price level with the highest volume concentration is marked by a prominent horizontal line. In an active trend, this line is rendered as dashed, and in archived prior trends, it appears dotted. An explicit "POC" text label further anchors the exact coordinate.
  • ● Slot Grouping and Percentage Labels
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    Significant clusters of volume (Consolidation Zones) are grouped and highlighted with semi-transparent background blocks. Alongside these blocks, text labels display either the exact volume transacted or the percentage of total cycle volume that the specific node represents.
  • ● Confluence Zones
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    When historical heavy volume zones align with current active volume zones, the tool draws specific overlay boxes. A white translucent box indicates a "Group Confluence" (overlapping high-volume nodes), while a yellow translucent box indicates "POC Confluence" (overlapping historical and active POCs). Clear text labels mark these high-probability reaction zones.


📖 How to Use

  • ● Trading the Point of Control
    The POC serves as the gravitational center of the trend. In an established trend, pullbacks to the POC often present high-probability continuation setups as they represent the "fairest" price agreed upon by market participants.
  • ● Navigating High Volume Nodes (HVNs) and Low Volume Nodes (LVNs)
    Price tends to move slowly and chop within the grouped High Volume Nodes, making them excellent targets for take-profits or zones for mean-reversion trading. Conversely, price typically moves rapidly through Low Volume Nodes; these areas can be viewed as breakout launchpads or vacuum zones.
  • ● Leveraging Confluence Blocks
    The most powerful signals are generated when price approaches a Confluence Zone (yellow or white boxes). Because these zones indicate that both past and present market participants found value at these exact coordinates, they act as formidable support and resistance ceilings. Watch for price action confirmations (like pin bars or engulfing candles) upon testing these visual boundaries.
  • ● Trend Reversal Confirmation
    When the profile dramatically shifts from teal to red (or vice versa), it confirms a structural break. Traders can use this initialization of a new profile as a macro directional filter for subsequent lower timeframe entries.


⚙️ Inputs and Settings

  • ● Auto Anchor (Structure)
    Swing Length: Determines the sensitivity of the algorithm in detecting market turning points. A lower number reacts faster to minor pullbacks, while a higher number filters out noise for macro trend profiling.
  • ● Volume Profile Settings
    Use Custom Timeframe & Custom Timeframe: Allows the user to override the automated optimal timeframe engine and force the tool to read a specific granular timeframe for volume distribution.
    Row Size: Controls the resolution of the profile. Higher numbers create more granular, thinner volume bars; lower numbers group price levels into thicker, broader blocks.
    Profile Width (%): Adjusts how far across the chart the longest volume bar will extend visually.
    Show Text & Labels / Show % Values / Show Slot Groups: Toggles the visibility of data labels, allowing traders to clean up their charts or dive deep into the specific volume statistics.
  • ● Volume Profile Colors
    Fully customizable color settings for the Bullish and Bearish profiles, including box colors, POC line colors, and text transparency.
  • ● Confluence Zones
    Toggles for enabling or disabling the visual display of Price Confluence (overlapping groups) and POC Confluence, alongside custom color selections for these critical overlay boxes.


🔍 Deconstruction of the Underlying Scientific and Academic Framework

  • ● Auction Market Theory
    The fundamental premise of this indicator relies on Auction Market Theory, which postulates that financial markets exist solely to facilitate trade between buyers and sellers. The market moves directionally to explore new prices and moves laterally to build value. By categorizing price movements into specific structural phases, the tool visually identifies whether the market is in an exploratory phase (seeking liquidity) or a facilitating phase (building volume).
  • ● Statistical Distribution and the Pareto Principle
    Within any given trend cycle, volume does not distribute evenly. The methodology models trading activity similar to a normal distribution curve. The highest volume node (the Point of Control) represents the mean of the distribution in a perfectly balanced market. The tool's algorithm aggregates data to identify the densest concentration of volume, heavily relying on the Pareto principle (the 80/20 rule), where the majority of trading volume typically takes place within a narrow band of the total price range.
  • ● Fractal Market Hypothesis and Data Aggregation
    Financial markets are fractal, meaning smaller structures build into macro structures. By natively scanning and compiling lower-timeframe data sets, the indicator maintains the integrity of the volume distribution without suffering from the distortion of high-timeframe candle aggregations. It respects the chronological execution of trades, ensuring that the volume mapped to specific price slots represents actual, granular order flow execution rather than smoothed averages.
  • ● Market Memory and Liquidity Voids
    The automated identification of Confluence Zones is grounded in the psychological and institutional concept of "Market Memory." Institutional participants often leave residual limit orders or have defending interests at historical high-volume nodes. The tool's ability to cross-reference archived profiles with the active profile highlights these zones mathematically, presenting them as areas of high friction (liquidity) while identifying the spaces between them as low-friction voids (inefficiencies).


⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Phát hành các Ghi chú
introduces an advanced gap detection algorithm that automatically maps institutional supply, demand, and neutral zones based on volume percentiles. To clearly differentiate these key support and resistance levels, supply (resistance) zones are now highlighted in Neon Flame Orange (#FF5500), while demand (support) zones are rendered in Neon Electric Blue (#00AAFF). A newly added "Micro-Box Style" settings menu allows you to fully customize these gap fill colors, neon borders, and localized text inputs. Furthermore, neutral volume areas are distinctly marked using a Neon Indigo palette to separate them from high-probability trading pivot points. Finally, the update enhances overall chart readability by optimizing the UI architecture and centralizing label placements inside the structure boxes.
Phát hành các Ghi chú
● Overview
The latest update introduces a sophisticated volume dynamics tracking engine that continuously analyzes market behavior within critical price zones.

  • • Dynamic Monitoring
    It automatically monitors support and resistance levels to detect subtle shifts in liquidity and zone strength over time without requiring manual adjustments.
  • • Market Mechanics
    Gap Eroding: By identifying "Support/Resistance Gap Eroding," the system alerts traders to Zone Weakening. This signals that the opposing pressure (Supply at bottoms or Demand at peaks) is exhausting, making a trend reversal or a structural breakthrough highly imminent.
    Gap Expanding: Conversely, the algorithm detects "Support/Resistance Gap Expanding" when market participants are Zone Reinforcing aggressively. This suggests that the level is becoming a fortified barrier, increasing the likelihood of a strong price rejection or bounce.
  • • Visual Intelligence
    These strategic insights are now translated into intuitive, real-time visual alerts on the chart, providing actionable intelligence to enhance trade timing and decision-making.


● Technical Breakdown of Labels

  1. 🪫 Resistance Gap Expanding (Zone Reinforcing ▼)
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    This signal appears when sell-side liquidity is increasing at the peak. It indicates that sellers are reinforcing their positions, making the resistance zone stronger and more likely to reject higher prices.
  2. 🔋Support Gap Eroding (Zone Weakening ▲)
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    This signal appears when selling pressure at the bottom is dissipating. It indicates that "Supply" is exhausted, weakening the bearish barrier and clearing the path for a powerful bullish reversal.


● Conclusion
It is highly recommended that users closely monitor these real-time labels, as they provide critical insights into the internal mechanics of volume shifts and liquidity exhaustion. By tracking these signals with precision, traders can identify high-probability reversal points before they manifest on the price action.

Note: The indicator includes additional specialized signals—not covered in this explanation—that will appear dynamically on the chart to provide further market intelligence.
Phát hành các Ghi chú
● Comprehensive Technical Overview of the New Enhancements
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The latest iteration introduces a sophisticated Volume Profile Merging engine, allowing for the seamless integration of bullish and bearish liquidity cycles into a unified analytical profile. Enhanced structural intelligence is achieved through a dynamic Value Area (VA) calculation and adjustable Imbalance Zone rendering to isolate high-conviction institutional footprints. The visualization suite was overhauled to include an "Only Groups & Gaps" mode and a refined Micro-Box interface designed to decode localized liquidity intent. Technical precision is significantly improved via optimized array range-copying and refined anchor pruning, ensuring memory-efficient data handling during trend transitions. Furthermore, the system now automates Confluence Detection between Volume POCs and Consolidation Groups to verify critical price pivots.
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● Advanced Micro-Box Labeling & Liquidity Deciphering

The New Enhancements utilize a specialized nomenclature to categorize high-interest zones and liquidity voids within the Micro-Box system:

• Slot Group Classifications (Consolidation Zones):
  • POC (Point of Control): Identifies the price level with the highest traded volume within the current wave, acting as the "gravitational center" for price action.
  • HVN (High Volume Node): Marks significant liquidity clusters within the Value Area, representing established institutional support and resistance levels.
  • IMB (Imbalance): Flags significant volume groups residing outside the primary Value Area, signaling a supply/demand imbalance often preceding rapid price expansion.


• Liquidity Gap Classifications (Exhaustion Zones):
  • EXH (Exhaustion High): Located within upper liquidity gaps (Resistance), this label indicates "Buying Exhaustion" where demand fails to penetrate the zone.
  • EXL (Exhaustion Low): Located within lower liquidity gaps (Support), this label signifies "Selling Exhaustion," marking the depletion of selling pressure at discounted levels.
Phát hành các Ghi chú
Optimizing indicator performance and execution speed
Phát hành các Ghi chú
Version Update Summary:

New Feature: Live Performance Dashboard
  • A compact on-chart panel that summarizes the current volume profile at a glance, so you no longer need to read individual price levels off the chart to understand where the market stands.
  • Consolidates trend direction, Point of Control (POC) price and strength, total volume, Value Area boundaries, Value Area width, profile shape, rotation factor, and excess/single-print status into one panel.
  • New elements: a header row identifying the tool, a Trend cell (Bullish, Bearish, or Neutral), a POC Price cell, a POC Volume strength bar, a Total Volume cell, a Value Area Low/High cell, a Value Area Width strength bar, a Shape cell, a Rotation Factor strength bar, and an Excess cell. Position on the chart is user-selectable.


How to Use: Live Performance Dashboard
  • The Trend cell tells you the prevailing directional bias at a glance — treat Bullish/Bearish as the current auction's control, and Neutral as an undecided market.
  • Strength bars (POC Volume, VA Width, Rotation Factor) fill from empty to full and shift color from red through yellow to green as the reading rises — a fuller, greener bar signals a stronger or more developed condition, while a mostly empty, red bar signals a weak or undeveloped one.
  • The Shape cell describes how volume is distributed across the profile: a "Normal" reading reflects a balanced, single-center distribution; "P-Shape" and "b-Shape" indicate the volume is skewed toward one side, hinting at directional conviction; "Double-Distribution" indicates two separate concentrations of volume, often associated with a strong trending move that paused mid-way.
  • The Excess cell flags whether a thin, low-volume tail formed at the top, bottom, both, or neither edge of the profile — excess at an edge suggests that price was rejected quickly at that extreme rather than being accepted there.
  • The VA Low/High cell shows the current Value Area boundaries, giving you the range the market has spent the majority of its activity in.


New Feature: Auction Theory Metrics Label
  • An optional on-chart label that surfaces a deeper read of auction behavior directly next to each profile, for traders who want context without opening the dashboard.
  • Summarizes profile shape, how the current Value Area relates to the prior one, excess/single-print conditions, a rotation reading, and Value Area width — all in one compact annotation anchored to the profile.
  • New on-chart element: a label positioned above each profile showing shape classification, Value Area relationship versus the prior profile, excess status, rotation factor, and Value Area width percentage.


How to Use: Auction Theory Metrics Label
  • The shape line reads the same way as the dashboard's Shape cell — Normal reflects balance, P-Shape/b-Shape reflect directional skew, and Double-Distribution reflects a paused trend day.
  • The Value Area relationship line compares the current profile's accepted range to the prior one: readings like "Higher" or "Lower" suggest the market is migrating to new value, "Overlap" readings suggest partial agreement between the two auctions, "Inside Prior" or "Containing Prior" describe one Value Area nested within the other, and "Identical" suggests the market is repeating the same value zone.
  • The Excess line calls out rejection at the top, bottom, both, or neither edge of the profile — a strong signal of failed attempts to extend price beyond that level.
  • The Rotation line reflects how symmetrically volume built around the POC versus how one-sided the activity was — higher readings suggest two-sided, rotational trade, while lower readings suggest one-directional, trending activity.
  • The VA Width line shows what share of the full profile range the Value Area occupies — a narrow Value Area points to a tightly agreed-upon price, while a wide one points to broad disagreement across a larger range.


New Feature: Profile Smoothing
  • An optional smoothing pass that reduces jagged, single-row noise in the volume profile, particularly useful at higher row-count settings.
  • Produces a cleaner, more readable profile shape so that the Point of Control, high-volume nodes, and low-volume nodes are easier to identify visually without being distorted by isolated spikes or dips in a single row.


Refinement: Percentage Display Default
  • The "Show % Values" option is now enabled by default, so profile labels show relative volume percentages out of the box instead of raw volume figures.


Refinement: Adaptive Row Resolution
  • Row (slot) count now automatically adjusts based on how many profiles and label modes are active at once, preventing on-chart element limits from being reached and ensuring profiles continue to render reliably even in busy, multi-profile scenarios.


Refinement: Input Panel Reorganization
  • Settings have been regrouped into clearer categories (Volume Profile Settings, Profile Smoothing, Auction Theory, Confluence Zones, Dashboard, Alerts, and dedicated color groups for Confluence, Erosion/Absorption, and Dashboard) so related options are easier to locate.


Refinement: Alert Payload Detail
  • Trend-flip alerts now include additional context in the payload — current POC price and Value Area boundaries alongside the trade direction and price — giving downstream automations more market context per signal without extra configuration.
Phát hành các Ghi chú
The conflict resulting from the addition of the previous new features has been resolved.
Phát hành các Ghi chú
Efficiency Update: Refined internal algorithms for more precise signal delivery and reduced latency.
Phát hành các Ghi chú
Point of Control Line Now Drawn on Every Profile
  • Each profile now plots its Point of Control directly on the chart as a horizontal level spanning that profile's time range, colored from the bullish, bearish, or merged palette already available in settings.
  • How to Use: the POC line marks the single price at which the most volume changed hands inside that leg. Price returning to it and stalling signals the market still values that level; price passing cleanly through it signals the auction has moved on and value is relocating.


Seconds-Chart Support
  • Automatic intrabar resolution selection now extends into sub-minute resolutions, so profiles build correctly on second-based charts instead of defaulting to a resolution the chart cannot supply.
  • Intrabar data coverage per profile has been widened, so long trend legs retain more of their underlying detail before hitting platform limits.


Chart-Type and Timeframe Safeguards
  • Non-standard chart types (Heikin Ashi, Renko, Kagi, Point and Figure, Range, Line Break) are now blocked with a clear on-screen explanation. These chart types report synthetic prices that would silently corrupt every profile level and alert price.
  • Selecting a custom timeframe that is not lower than the chart timeframe now returns a clear message instead of producing an empty or misleading profile.
  • Leaving the custom timeframe field blank now falls back to automatic resolution selection rather than breaking the profile build.
  • Charts below the minimum usable resolution are now flagged explicitly instead of silently rendering nothing.


Sharper Auction Read
  • Double-distribution detection has been rebuilt to recognize two genuinely separate volume clusters divided by a real low-activity trough, rather than reacting to a single quiet row near the middle. Trend-day profiles are now identified far more reliably.
  • Excess detection has been rebuilt to read thin tails at both extremes of the profile, so single-print rejection at highs and lows is flagged consistently instead of only in narrow cases.
  • Merged mode now compares its value area against the prior completed profile. Previously it compared against itself and reported no meaningful relationship.
  • The reported POC price now sits at the center of its row rather than its lower edge, aligning the printed level with the drawn line and with confluence detection.
  • Value Area width is now measured from the true edges of the outermost value rows.


More Accurate Volume Distribution
  • Intrabar prints that occur at a single price are now counted into the profile instead of being discarded. Totals and percentages are more accurate on thin, illiquid, or fast-moving instruments.
  • Profile smoothing now preserves total traded volume, so displayed percentages remain correct whether smoothing is on or off.
  • Profile bar lengths now scale along the time axis, keeping row widths proportional across weekend gaps, session breaks, and holidays. Every row carrying volume is guaranteed a visible minimum length.


Cleaner Erosion and Absorption Signals
  • Erosion and absorption counters now advance once per completed bar instead of on every incoming tick, eliminating premature, flickering, and duplicated labels during live bars.
  • Counters now reset on both split and merged profiles at every trend flip, so a new leg always starts from a clean state.


Structure Detection and Anchoring
  • Swing detection now evaluates the complete confirmation window and waits until sufficient history exists, removing false swings that previously appeared at the start of a chart.
  • On load, the first profile now anchors to the most recent genuine structural swing instead of the bar the indicator happened to start on, so the very first profile is meaningful immediately.
  • An anchor guard prevents a new profile from ever anchoring backwards into an already-archived leg.
  • Swing Length now has a defined upper bound to prevent unusable settings.


Confluence Refinement
  • The POC confluence band is now centered symmetrically on each Point of Control, so overlap between the current and prior profile is detected accurately in both directions rather than being biased upward.


Alerts
  • Custom action text is now sanitized before being placed into the alert payload, ensuring webhook messages always remain valid and parseable regardless of what is typed into the action fields.


Display and Performance
  • The dashboard now shows a neutral placeholder for POC and Value Area while a profile has no data yet, instead of displaying misleading zero values.
  • The Rotation Factor metric is now labeled POC Balance on both the dashboard and the auction metrics label, making its meaning immediately clear.
  • Group labels now respect the dedicated Groups text color setting, which previously had no effect.
  • Heavy drawing work is now performed only on the most recent bar, and the merged profile updates incrementally rather than being rebuilt from scratch. Loading is faster and chart scrolling is noticeably smoother.
  • The internal drawing budget has been recalculated so the requested Row Size is honored more often before platform drawing limits force a reduction.

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