RS: Market Profile

A Market Profile (time price opportunity) implementation with an option to mark a point of control (POC) based on volume.

Config: Hide default candles. Select a session time using exchange timezone. Experiment with tick multiplier value to achieve desired level of detail. Choose the symbols of your choice, e.g. squares or A-Z chars. For multiple sessions you will have to add additional instances of this script with a different time configuration.

Limitations: TradingView has a hard limit for the number of characters (500), if it's reached, label rendering stops. Try increasing tick multiplier value to reduce the number of labels rendered or reduce the window size.

Features:

• Use symbols or A-Z chars for TPOs
  
• Mark POC
  
• Calculate Value Area (volume or time based)
  
• Highlight single prints (SP)
  
• Highlight VWAP
  
• Show daily bar
  
• Highlight Open and Close
  
• Highlight current price row (during live market)
  
• Highlight initial balance (IB)
  

版本注释:

Removed unused text size options.

版本注释:

Remove unused attribute.

版本注释:

Cleanup unused code.

版本注释:

Touchup

版本注释:

Update chart

版本注释:

Make sure the script works on free accounts.

版本注释:

• Extend VAH/VAL and POC lines (disabled by default)
  
• Mark period opening price, either use case swap or '0' character (disabled by default)
  

版本注释:

Fix house rules violation

版本注释:

Update the chart

版本注释:

Bugfix: terminate extension lines even for 24h sessions

版本注释:

• Introduce weekly and monthly profiles
  
• Add value area percentage input
  

版本注释:

• Add option to split the profile (available only if A-Za-z rendering is selected)
  

版本注释:

Introduce a "Fixed" range timeframe (arbitrary start/end date profile)

E.g.

版本注释:

Add option to show volume numbers in "Fixed" market profile mode

版本注释:

Add background for fixed range

版本注释:

Improve closing price marking in A-Za-z profiles

版本注释:

• Add high/low extension lines (hidden by default)
  
• Simplify lower TF logic (volume)
  

版本注释:

Use all or nothing for VP

版本注释:

Allow to show midpoint extension line (hidden by default).

Midpoint calculation algorithm can be either:

• High/Low based (midpoint)
  
• TPOs count based (similar count on both sides)
  

版本注释:

Add an option to choose the time settings in a specific timezone (defaults to exchange timezone).

版本注释:

Add possibility to render intraday profiles.
To use this feature, select Timeframe -> Intraday. Set desired Profile length in minutes value, the default is 60 (1 hour).