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Anchored Session Volume Profile • Heatmap Profiles • Asia/EU/US

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Description

This indicator builds Anchored Session Volume Profiles for Asia, EU, and US sessions on intraday charts and renders them as right-docked line histograms (heatmap or classic style). Each session computes its own POC, VAH, VAL and optional Session High/Low lines. An optional per-price-bin Delta overlay estimates buy/sell pressure inside the profile rows for quick order-flow context.

What’s unique

Three independent session anchors (Asia/EU/US) with custom start/end times, bin size in ticks, and Value Area %.

Right-fixed live rendering or post-close persistence (draw levels only after the session closes).

Adaptive width: profile width scales with elapsed session length (anchor → now/end) within user limits.

Heatmap profile: row tint scales by relative volume; or Classic single-color with optional gradient.

Per-row Delta ticks (outside/inside, configurable direction) derived from bar delta and overlap with each price bin.

Clean POC/VAH/VAL line styling, optional ray extension, and Session High/Low rays per session.

How it works (technical)

Binning: Rows are built with a user-defined bin height in ticks. Arrays expand/shrink as price extends; the base is shifted when new lows appear to keep bins aligned.

Accumulation: For each bar within the active session window, traded volume is distributed to intersecting bins proportionally to the price overlap with that bin.

Value Area: POC is the highest-volume bin. VA is grown symmetrically around the POC until the selected coverage (VA%) is reached.

Delta per bin (optional): A bar-level delta proxy volume * (close − open) / range (clamped) is split into buy/sell and allocated to bins proportionally to the same overlap share, producing a per-row delta magnitude for rendering ticks.

Rendering modes:

Right fixed: refreshes each bar; lines/histogram are docked at the anchor X-position.

Draw Levels after Session Close: on close, only POC/VAH/VAL (and optional Session High/Low) are persisted.

No lookahead: All computations use confirmed bars; levels are deterministic on close.

How to use

Use the Asia/EU/US profiles to read participation hand-offs and session-driven rotations.

Trade off POC/VAH/VAL as acceptance/rejection references; confluence with session High/Low often marks responsive flows.

Employ Delta ticks per row to spot absorption, one-sided stacking, or fading participation inside the profile without leaving TradingView.

Prefer right-fixed during live trading and post-close when you want persistent session levels.

Key settings

General per session: Start/End (hh:mm), Bin size (ticks), Value Area %, toggle POC/VAH/VAL lines.

Rendering: Heatmap vs. Classic, orientation (Left/Right), gradient on/off, row thickness, right offset, adaptive width limits.

Delta (per price bin): global on/off, per-session on/off, tick width, max tick length (bars), outside/inside placement, direction (sign-based / always left / always right), colors.

Levels: POC/VAH/VAL styles (solid/dashed/dotted), widths, colors, extend right (ray).

Session High/Low: per-session on/off, style, width, colors, optional right-ray extension.

Notes & limitations

Designed for intraday data; accuracy depends on the feed’s volume granularity.

Large histories + small bins + delta ticks can be heavy; tune bin size, adaptive width, and delta max length for performance.

Timezone for anchors is set internally to Europe/Berlin.

Educational tool — not a signal generator.

Disclaimer

For educational and informational purposes only. Not financial advice.
版本注释
Anchored Session Volume Profile – Update v1.3

New Features

Session Profile Toggles
Each session (Asia / EU / US) now has its own toggle: “Show profile (bars)”.
You can display or hide the histogram bars for any session independently, while the session lines (POC / VA / High-Low) remain visible at all times.

Performance Mode & Auto Hide
Added “Performance mode” and “Auto: hide previous session’s profile bars”.
When enabled, older sessions automatically hide their histogram bars once a new session begins — keeping the chart lightweight while retaining all key levels.

Custom Heatmap Transparency
A brand-new Heatmap Settings section allows you to fine-tune visual opacity.
You can now control heatmap transparency globally (0–100) for better visibility on light or dark backgrounds.

Improvements

Optimized Conditional Rendering
Profiles are now re-drawn only when their visibility state changes. This reduces unnecessary refreshes and improves chart responsiveness, especially during high-tick-density periods.

Delta Tick Refinement
Default maximum tick length has been reduced from 30 → 15 bars to make Delta markers more compact and visually consistent with dense profiles.

Refined UI & Inputs
All input labels and tooltips have been cleaned up and clarified (e.g. “Classic: gradient (volume → opacity)”).
Heatmap configuration is now centralized under one intuitive menu group for a more polished workflow.

Visual Updates

Neutral High/Low Defaults
The default session High/Low lines are now rendered in subtle grey tones for a cleaner aesthetic.
(Colors remain fully customizable in the input panel.)

免责声明

这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。