Volume Profile & Delta Heatmap [KG]
Overview#
Volume Profile & Delta Heatmap [KG] is a multi-feature, all-in-one volume analysis that combines a traditional horizontal Volume Profile, a session-by-session Delta heatmap, a rotated (vertical) Volume Profile, RSI-confirmed auto signals, and a live info panel — all drawn on the price chart.
It is designed for traders who want to read where volume is concentrated, who is in control (buyers vs. sellers), and where price is likely to react — without cluttering the chart with multiple separate tools.
Key Features#
1. Horizontal Volume Profile (VP)
Built from the last N bars (default 150) across a user-defined number of price rows.
Volume from each candle's body and wicks is distributed proportionally across price levels.
Calculates and plots:
POC (Point of Control) — the price with the highest traded volume
VAH / VAL (Value Area High / Low) — the range containing a configurable % of total volume (default 70%).Bars inside the Value Area are drawn brighter; outside bars are faded.
2. Delta Heatmap:
Splits recent sessions (Daily / Weekly / Monthly) into price rows and colors each cell by net delta (buy volume − sell volume).
Green shades = net buying; red shades = net selling; darker shades = stronger imbalance.
Each session's total net delta is printed above the heatmap.
Delta is optionally dampened when RSI is neutral, reducing noise during indecision.
3. Rotated Volume Profile (RV):
A second, independently computed Volume Profile drawn vertically in the middle-right of the chart.Includes its own POC, VAH, and VAL with arrows, brackets, and a volume axis.
Fully customizable: horizontal offset, vertical offset, column width, gap, histogram height, label frequency, and axis ticks.Confining frame, POC arrow, and VA brackets can be toggled on/off.
4. Auto Buy/Sell Signals:
Three signal engines, selectable:
VA Breakout — price closes above VAH (buy) or below VAL (sell)
POC Bounce — price crosses POC with RSI agreement
Both — combines the two
Each signal can be filtered by:
RSI confirmation (bullish > threshold, bearish < threshold)
Delta confirmation (net positive for buys, net negative for sells)
Minimum bars between signals and a total-signal cap to prevent clutter.
5. RSI Filter & Info Panel:
RSI is used both as a signal filter and as a delta weighting factor.
Info panel shows live RSI value + state, plus current POC / VAH / VAL prices.
Full Customization:
The script ships with 12 grouped input sections:
Volume Profile · 2. Delta Heatmap · 3. RSI Filter · 4. Signals · 5. Rotated VP · 6. RV Layout · 7. RV Colors · 8. RV Show · 9. Display · 10. Label Sizes · 11. Colors · 12. Opacity
Nearly every visual element — colors, transparency, label sizes, offsets, and tick counts — is user-adjustable.
How to Use#
Adjust VP: Bars to match your trading timeframe (shorter for intraday, longer for swing).
Tune Value Area % (70% is standard; 80% for tighter zones).
Enable Delta Heatmap to see session-by-session buyer/seller imbalance.
Turn on Auto Signals with RSI + Delta confirmation for higher-quality entries.
Position the Rotated VP using the layout inputs so it sits where it doesn't obscure price action.
Typical reading:
Price rejecting VAH with negative delta → potential short.
Price bouncing off VAL with positive delta → potential long.
POC often acts as a magnet / support-resistance pivot.
Notes & Limitations#
All drawing objects reset and redraw on the last bar, so historical bars do not carry profile boxes — this is intentional to keep the chart clean and within Pine's object limits.
Delta is approximated from candle direction and volume (close vs. open).The heatmap uses the last ~500 bars only.
⚠️ Disclaimer#
This indicator is provided for educational and informational purposes only. It is not financial advice and does not constitute a recommendation to buy or sell any financial instrument. Volume Profile, Delta, and RSI readings are interpretive tools, not predictive certainties. Past performance and historical volume patterns do not guarantee future results. Always perform your own due diligence, use proper risk management, and consult a licensed financial advisor before making trading decisions.Happy trading
Volume Profile & Delta Heatmap [KG] is a multi-feature, all-in-one volume analysis that combines a traditional horizontal Volume Profile, a session-by-session Delta heatmap, a rotated (vertical) Volume Profile, RSI-confirmed auto signals, and a live info panel — all drawn on the price chart.
It is designed for traders who want to read where volume is concentrated, who is in control (buyers vs. sellers), and where price is likely to react — without cluttering the chart with multiple separate tools.
Key Features#
1. Horizontal Volume Profile (VP)
Built from the last N bars (default 150) across a user-defined number of price rows.
Volume from each candle's body and wicks is distributed proportionally across price levels.
Calculates and plots:
POC (Point of Control) — the price with the highest traded volume
VAH / VAL (Value Area High / Low) — the range containing a configurable % of total volume (default 70%).Bars inside the Value Area are drawn brighter; outside bars are faded.
2. Delta Heatmap:
Splits recent sessions (Daily / Weekly / Monthly) into price rows and colors each cell by net delta (buy volume − sell volume).
Green shades = net buying; red shades = net selling; darker shades = stronger imbalance.
Each session's total net delta is printed above the heatmap.
Delta is optionally dampened when RSI is neutral, reducing noise during indecision.
3. Rotated Volume Profile (RV):
A second, independently computed Volume Profile drawn vertically in the middle-right of the chart.Includes its own POC, VAH, and VAL with arrows, brackets, and a volume axis.
Fully customizable: horizontal offset, vertical offset, column width, gap, histogram height, label frequency, and axis ticks.Confining frame, POC arrow, and VA brackets can be toggled on/off.
4. Auto Buy/Sell Signals:
Three signal engines, selectable:
VA Breakout — price closes above VAH (buy) or below VAL (sell)
POC Bounce — price crosses POC with RSI agreement
Both — combines the two
Each signal can be filtered by:
RSI confirmation (bullish > threshold, bearish < threshold)
Delta confirmation (net positive for buys, net negative for sells)
Minimum bars between signals and a total-signal cap to prevent clutter.
5. RSI Filter & Info Panel:
RSI is used both as a signal filter and as a delta weighting factor.
Info panel shows live RSI value + state, plus current POC / VAH / VAL prices.
Full Customization:
The script ships with 12 grouped input sections:
Volume Profile · 2. Delta Heatmap · 3. RSI Filter · 4. Signals · 5. Rotated VP · 6. RV Layout · 7. RV Colors · 8. RV Show · 9. Display · 10. Label Sizes · 11. Colors · 12. Opacity
Nearly every visual element — colors, transparency, label sizes, offsets, and tick counts — is user-adjustable.
How to Use#
Adjust VP: Bars to match your trading timeframe (shorter for intraday, longer for swing).
Tune Value Area % (70% is standard; 80% for tighter zones).
Enable Delta Heatmap to see session-by-session buyer/seller imbalance.
Turn on Auto Signals with RSI + Delta confirmation for higher-quality entries.
Position the Rotated VP using the layout inputs so it sits where it doesn't obscure price action.
Typical reading:
Price rejecting VAH with negative delta → potential short.
Price bouncing off VAL with positive delta → potential long.
POC often acts as a magnet / support-resistance pivot.
Notes & Limitations#
All drawing objects reset and redraw on the last bar, so historical bars do not carry profile boxes — this is intentional to keep the chart clean and within Pine's object limits.
Delta is approximated from candle direction and volume (close vs. open).The heatmap uses the last ~500 bars only.
⚠️ Disclaimer#
This indicator is provided for educational and informational purposes only. It is not financial advice and does not constitute a recommendation to buy or sell any financial instrument. Volume Profile, Delta, and RSI readings are interpretive tools, not predictive certainties. Past performance and historical volume patterns do not guarantee future results. Always perform your own due diligence, use proper risk management, and consult a licensed financial advisor before making trading decisions.Happy trading
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.