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