Periodic Volume Time Velocity ProfileThis is the Periodic Volume Time Velocity Profile (PVTVP). It is an advanced professional profiling tool that goes beyond standard volume analysis by introducing Time and Velocity (Flow Rate) as profile dimensions.
By analyzing high-resolution intra-bar data, it builds
precise profiles for any custom period (Session, Day, Week, etc.),
helping you understand not just *where* the market traded,
but *how* it traded there.
## The 3 Dimensions of the Market
Unlike standard tools that only show Volume, PVTVP allows you
to switch between three critical metrics:
1. **VOLUME Profile (The "Where"):**
* Shows standard acceptance. High volume nodes (HVN)
are magnets for price.
2. **TIME Profile (The "How Long"):**
* Similar to TPO, it measures how long price spent at each
level.
* **High Time:** True acceptance and fair value.
* **Low Time:** Rejection or rapid movement.
3. **VELOCITY Profile (The "How Fast"):**
* Measures the **speed of trading** (Contracts per Second).
This reveals the hidden intent of market participants.
* **High Velocity (Fast Flow):** Aggression. Initiative
buyers/sellers are hitting market orders rapidly. Often
seen at breakouts or in liquidity vacuums.
* **Low Velocity (Slow Flow):** Absorption. Massive passive
limit orders are slowing price down despite high volume.
Often seen at major reversals ("hitting a brick wall").
## Key Features
1. **Statistical Volume Profile Engine:** For each bar in the selected
period, the indicator builds a complete volume profile on a lower
'Intra-Bar Timeframe'. Instead of simple tick counting, it uses
**statistical models ('PDF' allocation)** to distribute volume
across price levels and **advanced classifiers ('Dynamic' split)**
to determine the buy/sell pressure within that profile.
2. **Flexible Profile Display:** The **finalized profile** (plotted at
the end of each period) can be visualized in three distinct
ways: 'Up/Down' (buy vs. sell), 'Total' (combined volume),
and 'Delta' (net difference).
3. **Developing Key Levels:** The indicator also plots the developing
Point of Control (POC), Value Area (VA), VWAP, and Standard
Deviation bands in real-time as the period unfolds, providing
live insights into the emerging market structure.
4. **Dynamic Row Sizing:** Includes an option ('Rows per Percent')
to automatically adjust the number of profile rows (buckets)
based on the profile's price range, maintaining a consistent
visual density.
5. **Integrated Alerts:** Includes 12 alerts that trigger when the
main price crosses over or under the key developing levels:
POC, VWAP, Value Area High/Low, and the +/- Standard
Deviation bands.
**Caution: Real-Time Data Behavior (Intra-Bar Repainting)**
This indicator uses high-resolution intra-bar data. As a result, the
values on the **current, unclosed bar** (the real-time bar) will
update dynamically as new intra-bar data arrives. This behavior is
normal and necessary for this type of analysis. Signals should only
be considered final **after the main chart bar has closed.**
---
**DISCLAIMER**
1. **For Informational/Educational Use Only:** This indicator is
provided for informational and educational purposes only. It does
not constitute financial, investment, or trading advice, nor is
it a recommendation to buy or sell any asset.
2. **Use at Your Own Risk:** All trading decisions you make based on
the information or signals generated by this indicator are made
solely at your own risk.
3. **No Guarantee of Performance:** Past performance is not an
indicator of future results. The author makes no guarantee
regarding the accuracy of the signals or future profitability.
4. **No Liability:** The author shall not be held liable for any
financial losses or damages incurred directly or indirectly from
the use of this indicator.
5. **Signals Are Not Recommendations:** The alerts and visual signals
(e.g., crossovers) generated by this tool are not direct
recommendations to buy or sell. They are technical observations
for your own analysis and consideration.
在脚本中搜索"volume profile"
Phantom Trend IndicatorOverview
The Phantom Trend Indicator (PTI) is a streamlined tool for identifying trend direction and strength. It blends zigzag-based trend detection with a volume profile to display a histogram showing price distance from the Point of Control (POC). Six distinct colors highlight trend states, with background highlights for extreme price zones. Ideal for stocks, forex, crypto, and futures across any timeframe.
Features:
Trend Detection: Uses zigzag fractals to identify uptrends and downtrends.
Histogram Colors: Six colors for trend strength (low, high, extreme for up/down trends) or neutral (gray).
Dynamic Levels: Plots POC, Value Area Low (VAL), and High (VAH) via volume profile.
Background Colors: Highlights overbought (above VAH) or oversold (below VAL) zones.
Alerts: Signals new trends.
How It Works:
Trends: Zigzag fractals define trend ranges, with price position setting histogram colors (low, high, or extreme).
Histogram: Shows price deviation from POC.
Background: Colors extreme zones outside VAL/VAH.
This indicator builds on traditional trend detectors and volume profiles by integrating them into a single, cohesive tool. Unlike standard momentum indicators that rely on moving averages, PTI uses zigzag fractals for more responsive trend identification, reducing lag in volatile markets. Compared to basic volume profile scripts, it adds trend-based color coding and background alerts for extremes, providing clearer visual cues for overbought/oversold conditions. The six distinct colors indicate trend strength, and customizable thresholds allow fine-tuning for different assets and timeframes, enhancing adaptability. Traders benefit from combined momentum and liquidity insights, helping spot reversals or continuations more reliably—making PTI a valuable, standalone addition for both novice and experienced users.
Settings
Trend Detector: Toggle alerts, adjust zigzag sensitivity, and set thresholds for low-to-high and extreme color transitions.
Dynamic Levels: Configure volume profile period, multiplier, accuracy, value area percent, and ATR-based channel width.
Visuals: Customize POC, VAL, VAH, and area fill colors.
Read Histogram: Uptrend colors show early, strong, or overextended moves; downtrend colors indicate early, weakening, or oversold conditions; gray for consolidation.
Background: Monitor for overbought/oversold color-coded signals.
Tune: Adjust zigzag or period settings for your timeframe/asset.
Tips
Shorten period for intraday, extend for swing trading.
Pair with other indicators for confirmation.
Notes:
Requires sufficient chart data for volume profile.
Test settings for low-volatility assets.
For informational use only, not financial advice. Test thoroughly, and happy trading!
Bollinger Bands Liquidity Cloud [ChartPrime]This indicator overlays a heatmap on the price chart, providing a detailed representation of Bollinger bands' profile. It offers insights into the price's behavior relative to these bands. There are two visualization styles to choose from: the Volume Profile and the Z-Score method.
Features
Volume Profile: This method illustrates how the price interacts with the Bollinger bands based on the traded volume.
Z-Score: In this mode, the indicator samples the real distribution of Z-Scores within a specified window and rescales this distribution to the desired sample size. It then maps the distribution as a heatmap by calculating the corresponding price for each Z-Score sample and representing its weight via color and transparency.
Parameters
Length: The period for the simple moving average that forms the base for the Bollinger bands.
Multiplier: The number of standard deviations from the moving average to plot the upper and lower Bollinger bands.
Main:
Style: Choose between "Volume" and "Z-Score" visual styles.
Sample Size: The size of the bin. Affects the granularity of the heatmap.
Window Size: The lookback window for calculating the heatmap. When set to Z-Score, a value of `0` implies using all available data. It's advisable to either use `0` or the highest practical value when using the Z-Score method.
Lookback: The amount of historical data you want the heatmap to represent on the chart.
Smoothing: Implements sinc smoothing to the distribution. It smoothens out the heatmap to provide a clearer visual representation.
Heat Map Alpha: Controls the transparency of the heatmap. A higher value makes it more opaque, while a lower value makes it more transparent.
Weight Score Overlay: A toggle that, when enabled, displays a letter score (`S`, `A`, `B`, `C`, `D`) inside the heatmap boxes, based on the weight of each data point. The scoring system categorizes each weight into one of these letters using the provided percentile ranks and the median.
Color
Color: Color for high values.
Standard Deviation Color: Color to represent the standard deviation on the Bollinger bands.
Text Color: Determines the color of the letter score inside the heatmap boxes. Adjusting this parameter ensures that the score is visible against the heatmap color.
Usage
Once this indicator is applied to your chart, the heatmap will be overlaid on the price chart, providing a visual representation of the price's behavior in relation to the Bollinger bands. The intensity of the heatmap is directly tied to the price action's intensity, defined by your chosen parameters.
When employing the Volume Profile style, a brighter and more intense area on the heatmap indicates a higher trading volume within that specific price range. On the other hand, if you opt for the Z-Score method, the intensity of the heatmap reflects the Z-Score distribution. Here, a stronger intensity is synonymous with a more frequent occurrence of a specific Z-Score.
For those seeking an added layer of granularity, there's the "Weight Score Overlay" feature. When activated, each box in your heatmap will sport a letter score, ranging from `S` to `D`. This score categorizes the weight of each data point, offering a concise breakdown:
- `S`: Data points with a weight of 1.
- `A`: Weights below 1 but greater than or equal to the 75th percentile rank.
- `B`: Weights under the 75th percentile but at or above the median.
- `C`: Weights beneath the median but surpassing the 25th percentile rank.
- `D`: All that fall below the 25th percentile rank.
This scoring feature augments the heatmap's visual data, facilitating a quicker interpretation of the weight distribution across the dataset.
Further Explanations
Volume Profile
A volume profile is a tool used by traders to visualize the amount of trading volume occurring at specific price levels. This kind of profile provides a deep insight into the market's structure and helps traders identify key areas of support and resistance, based on where the most trading activity took place. The concept behind the volume profile is that the amount of volume at each price level can indicate the potential importance of that price.
In this indicator:
- The volume profile mode creates a visual representation by sampling trading volumes across price levels.
- The representation displays the balance between bullish and bearish volumes at each level, which is further differentiated using a color gradient from `low_color` to `high_color`.
- The volume profile becomes more refined with sinc smoothing, helping to produce a smoother distribution of volumes.
Z-Score and Distribution Resampling
Z-Score, in the context of trading, represents the number of standard deviations a data point (e.g., closing price) is from the mean (average). It’s a measure of how unusual or typical a particular data point is in relation to all the data. In simpler terms, a high Z-Score indicates that the data point is far away from the mean, while a low Z-Score suggests it's close to the mean.
The unique feature of this indicator is that it samples the real distribution of z-scores within a window and then resamples this distribution to fit the desired sample size. This process is termed as "resampling in the context of distribution sampling" . Resampling provides a way to reconstruct and potentially simplify the original distribution of z-scores, making it easier for traders to interpret.
In this indicator:
- Each Z-Score corresponds to a price value on the chart.
- The resampled distribution is then used to display the heatmap, with each Z-Score related price level getting a heatmap box. The weight (or importance) of each box is represented as a combination of color and transparency.
How to Interpret the Z-Score Distribution Visualization:
When interpreting the Z-Score distribution through color and alpha in the visualization, it's vital to understand that you're seeing a representation of how unusual or typical certain data points are without directly viewing the numerical Z-Score values. Here's how you can interpret it:
Intensity of Color: This often corresponds to the distance a particular data point is from the mean.
Lighter shades (closer to `low_color`) typically indicate data points that are more extreme, suggesting overbought or oversold conditions. These could signify potential reversals or significant deviations from the norm.
Darker shades (closer to `high_color`) represent data points closer to the mean, suggesting that the price is relatively typical compared to the historical data within the given window.
Alpha (Transparency): The degree of transparency can indicate the significance or confidence of the observed deviation. More opaque boxes might suggest a stronger or more reliable deviation from the mean, implying that the observed behavior is less likely to be a random occurrence.
More transparent boxes could denote less certainty or a weaker deviation, meaning that the observed price behavior might not be as noteworthy.
- Combining Color and Alpha: By observing both the intensity of color and the level of transparency, you get a richer understanding. For example:
- A light, opaque box could suggest a strong, significant deviation from the mean, potentially signaling an overbought or oversold scenario.
- A dark, transparent box might indicate a weak, insignificant deviation, suggesting the price is behaving typically and is close to its average.
Time Profile [QuantVue]The Time Profile indicator provides traders with a comprehensive view of volume and time-based price activity. The indicator combines two essential components into one indicator: the volume profile and the time profile.
The volume profile represents the distribution of trading volume at different price levels over a specified period and is displayed as a circle on the chart.
It provides a visual representation of where the majority of trading volume occurred and often highlights significant support and resistance levels. The volume profile is calculated as the closing price of the highest volume intraday bar, based on the user selected lower time frame.
On the other hand, the time profile focuses on analyzing the time spent at certain price levels. The indicator divides the current bars range into 10 blocks and counts the number of user selected lower time frame closes within each time block.
The block with the most lower time frame closes in it is deemed the time point of control. Traders can use this information to identify time blocks where price movement was most significant.
The time profile is drawn on the Y axis of the current bar to allow for an easy visualization of where price spent most of its time. Historical time profiles are also noted on previous bars with a dash marking the level.
The Time Profile indicator offers several customization options. Traders can adjust the timeframe for the lower time frame data, decide whether to display the time profile, and customize colors for visual clarity.
Additionally, traders can choose to highlight instances where the Volume POC and Time POC align, indicating a strong concentration of volume and price activity.
Don't hesitate to reach out with any questions or concerns.
We hope you enjoy!
Cheers.
10x Bull Vs. Bear VP Intraday Sessions [Kioseff Trading]Hello!
This script "10x Bull Vs. Bear VP Intraday Sessions" lets the user configure up to 10 session ranges for Bull Vs. Bear volume profiles!
Features
Up To 10 Fixed Ranges!
Volume Profile Anchored to Fixed Range
Delta Ladder Anchored to Range
Bull vs Bear Profiles!
Standard Poc and Value Area Lines, in Addition to Separated POCs and Value Area Lines for Bull Profiles and Bear Profiles
Configurable Value Area Target
Up to 2000 Profile Rows per Visible Range
Stylistic Options for Profiles
This script generates Bull vs. Bear volume profiles for up to 10 fixed ranges!
Up to 2000 volume profile levels (price levels) Can be calculated for each profile, thanks to the new polyline feature, allowing for less aggregation / more precision of volume at price and volume delta.
Bull vs Bear Profiles
The image above shows primary functionality!
Green profiles = buying volume
Red profiles = selling volume
All colors are configurable.
Bullish & bearish POC + value areas for each fixed range are displayable!
That’s about it :D
This indicator is part of a series titled “Bull vs. Bear”.
If you have any suggestions please feel free to share!
Open Interest Profile [Fixed Range] - By LeviathanThis script generates an aggregated Open Interest profile for any user-selected range and provides several other features and tools, such as OI Delta Profile, Positive Delta Levels, OI Heatmap, Range Levels, OIWAP, POC and much more.
The indicator will help you find levels of interest based on where other market participants are opening and closing their positions. This provides a deeper insight into market activity and serves as a foundation for various different trading strategies (trapped traders, supply and demand, support and resistance, liquidity gaps, imbalances,liquidation levels, etc). Additionally, this indicator can be used in conjunction with other tools such as Volume Profile.
Open Interest (OI) is a key metric in derivatives markets that refers to the total number of unsettled or open contracts. A contract is a mutual agreement between two parties to buy or sell an underlying asset at a predetermined price. Each contract consists of a long side and a short side, with one party consenting to buy (long) and the other agreeing to sell (short). The party holding the long position will profit from an increase in the asset's price, while the one holding the short position will profit from the price decline. Every long position opened requires a corresponding short position by another market participant, and vice versa. Although there might be an imbalance in the number of accounts or traders holding long and short contracts, the net value of positions held on each side remains balanced at a 1:1 ratio. For instance, an Open Interest of 100 BTC implies that there are currently 100 BTC worth of longs and 100 BTC worth of shorts open in the market. There might be more traders on one side holding smaller positions, and fewer on the other side with larger positions, but the net value of positions on both sides is equivalent - 100 BTC in longs and 100 BTC in shorts (1:1). Consider a scenario where a trader decides to open a long position for 1 BTC at a price of $30k. For this long order to be executed, a counterparty must take the opposite side of the contract by placing a short order for 1 BTC at the same price of $30k. When both long and short orders are matched and executed, the Open Interest increases by 1 BTC, indicating the introduction of this new contract to the market.
The meaning of fluctuations in Open Interest:
- OI Increase - signifies new positions entering the market (both longs and shorts).
- OI Decrease - indicates positions exiting the market (both longs and shorts).
- OI Flat - represents no change in open positions due to low activity or a large number of contract transfers (contracts changing hands instead of being closed).
Typically, we monitor Open Interest in the form of its running value, either on a chart or through OI Delta histograms that depict the net change in OI for each price bar. This indicator enhances Open Interest analysis by illustrating the distribution of changes in OI on the price axis rather than the time axis (akin to Volume Profiles). While Volume Profile displays the volume that occurred at a given price level, the Open Interest Profile offers insight into where traders were opening and closing their positions.
How to use the indicator?
1. Add the script to your chart
2. A prompt will appear, asking you to select the “Start Time” (start of the range) and the “End Time” (end of the range) by clicking anywhere on your chart.
3. Within a few seconds, a profile will be generated. If you wish to alter the selected range, you can drag the "Start Time" and "End Time" markers accordingly.
4. Enjoy the script and feel free to explore all the settings.
To learn more about each input in indicator settings, please read the provided tooltips. These can be accessed by hovering over or clicking on the ( i ) symbol next to the input.
Open Interest Profile (OI)- By LeviathanThis script implements the concept of Open Interest Profile, which can help you analyze the activity of traders and identify the price levels where they are opening/closing their positions. This data can serve as a confluence for finding the areas of support and resistance , targets and placing stop losses. OI profiles can be viewed in the ranges of days, weeks, months, Tokyo sessions, London sessions and New York sessions.
A short introduction to Open Interest
Open Interest is a metric that measures the total amount of open derivatives contracts in a specific market at a given time. A valid contract is formed by both a buyer who opens a long position and a seller who opens a short position. This means that OI represents the total value of all open longs and all open shorts, divided by two. For example, if Open Interest is showing a value of $1B, it means that there is $1B worth of long and $1B worth of short contracts currently open/unsettled in a given market.
OI increasing = new long and short contracts are entering the market
OI decreasing = long and short contracts are exiting the market
OI unchanged = the net amount of positions remains the same (no new entries/exits or just a transfer of contracts occurring)
About this indicator
*This script is basically a modified version of my previous "Market Sessions and Volume Profile by @LeviathanCapital" indicator but this time, profiles are generated from Tradingview Open Interest data instead of volume (+ some other changes).
The usual representation of OI shows Open Interest value and its change based on time (for a particular day, time frame or each given candle). This indicator takes the data and plots it in a way where you can see the OI activity (change in OI) based on price levels. To put it simply, instead of observing WHEN (time) positions are entering/exiting the market, you can now see WHERE (price) positions are entering/exiting the market. This is the same concept as when it comes to Volume and Volume profile and therefore, similar strategies and ways of understanding the given data can be applied here. You can even combine the two to gain an edge (eg. high OI increase + Volume Profile showing dominant market selling = possible aggressive shorts taking place)
Green nodes = OI increase
Red nodes = OI decrease
A cluster of large green nodes can be used for support and resistance levels (*trapped traders theory) or targets (lots of liquidations and stop losses above/below), OI Profile gaps can present an objective for the price to fill them (liquidity gaps, imbalances, inefficiencies, etc), and more.
Indicator settings
1. Session/Lookback - Choose the range from where the OI Profile will be generated
2. OI Profile Mode - Mode 1 (shows only OI increase), Mode 2 (shows both OI increase and decrease), Mode 3 (shows OI decrease on left side and OI increase on the right side).
3. Show OI Value Area - Shows the area where most OI activity took place (useful as a range or S/R level )
4. Show Session Box - Shows the box around chosen sessions/lookback
5. Show Profile - Show/hide OI Profile
6. Show Current Session - Show/hide the ongoing session
7. Show Session Labels - Show/hide the text labels for each session
8. Resolution - The higher the value, the more refined a profile is, but fewer profiles are shown on the chart
9. OI Value Area % - Choose the percentage of VA (same as in Volume Profile's VA)
10. Smooth OI Data - Useful for assets that have very large spikes in OI over large bars, helps create better profiles
11. OI Increase - Pick the color of OI increase nodes in the profile
12. OI Decrease - Pick the color of OI decrease nodes in the profile
13. Value Area Box - Pick the color of the Value Area Box
14. Session Box Thickness - Pick the thickness of the lines surrounding the chosen sessions
Advice
The indicator calculates the profile based on candles - the more candles you can show, the better profile will be formed. This means that it's best to view most sessions on timeframes like 15min or lower. The only exception is the Monthly profile, where timeframes above 15min should be used. Just take a few minutes and switch between timeframes and sessions and you will figure out the optimal settings.
This is the first version of Open Interest Profile script so please understand that it will be improved in future updates.
Thank you for your support.
** Some profile generation elements are inspired by @LonesomeTheBlue's volume profile script
Orderflow GapThis is the **Orderflow Gap (OG)** analyzer.
It goes beyond standard price gap detection by integrating
**Market Structure (Dow/SMC)** and **Intra-Bar Orderflow**
to classify the quality and intent behind price discontinuities.
Key Features:
1. **Advanced Gap Detection & Lifecycle:**
- **Flexible Definition:** Users can define gaps based on
market psychology:
- **Body (Open-Close):** Focuses on the "True Gap" between
sessions or candles, ignoring wicks.
- **Full (High-Low):** Focuses on total price dislocation
where no trading occurred at all.
- **Lifecycle Tracking:** The indicator persistently tracks
open gaps and visually marks them as **Filled** once price
mitigates the area by a user-defined percentage.
2. **Intra-Bar Orderflow Profiling (Pre & Post Analysis):**
- **Context:** Standard tools treat a gap merely as empty price space.
This indicator analyzes the **Micro-Auction** immediately surrounding
the event to understand the mechanics of the move.
- **Reconstruction:** Using high-resolution lower timeframe data, it
builds detailed Volume Profiles for the **Pre-Gap Candle** (The Origin)
and the **Post-Gap Candle** (The Reaction).
- **Flow Validation:** This allows the user to verify **Orderflow Continuity**:
Does the aggressive buying/selling that caused the gap continue
immediately after, or is the move fading into absorption?
3. **Statistical Volume Profile Engine:** For each bar in the anchored
period, the indicator builds a complete volume profile on a lower
'Intra-Bar Timeframe'. Instead of simple tick counting, it uses
**statistical models ('PDF' allocation)** to distribute volume
across price levels and **advanced classifiers ('Dynamic' split)**
to determine the buy/sell pressure within that profile.
4. **Structural & Volumetric Context:**
- **Vacuum (Density):** Calculates the "Volume Density" per
tick. A low density indicates a **Liquidity Vacuum** (price
slipped due to lack of orders), while high density indicates
aggressive fighting.
- **Commitment:** Compares the volume surrounding the gap
to the historical average to determine if big players
are backing the move.
- **Trend Alignment:** Filters signals based on the underlying
trend using either **Dow Theory** or **Smart Money Concepts**.
5. **Gap Classification Engine:**
The indicator automatically classifies gaps into four
structural types based on the metrics above:
- **Breakaway:** A high-conviction move that breaks structure,
showing **Initiative** (breaking previous Value Area) and
**Commitment** (High Volume).
- **Runaway:** A continuation gap within an established trend,
aligned with the Orderflow Delta.
- **Exhaustion:** A gap that occurs late in a trend, often
characterized by a **Liquidity Vacuum** (low density) despite
high volume, signaling potential reversal.
- **Common:** Standard volatility gaps lacking significant structural
or volumetric backing.
**Volume Fallback:** If no volume data is provided by the
exchange (e.g., certain CFDs or Indices), the classification
logic automatically defaults to **Common** to ensure strict
signal integrity without Orderflow verification.
6. **Visual Orderflow Insight:**
- **Profile Visualization:** Plots the reconstructed volume
profile as a polyline directly adjacent to the gap, allowing
you to see the "Injection" of volume that caused the move.
- **Color Coding:** Gaps are color-coded based on their
classification (Breakaway/Runaway/Exhaustion) and direction
(Bullish/Bearish).
7. **Multi-Metric Profiling (Volume, Time, Velocity):** Unlike standard
tools, this indicator allows you to switch between three critical
dimensions of market activity:
- **VOLUME (The "Where"):** Shows standard acceptance levels.
- **TIME (The "How Long"):** Measures duration at price (similar to TPO),
indicating fair value (High Time) or rejection (Low Time).
- **VELOCITY (The "How Fast"):** Measures the speed of trading (Contracts
per Second) to reveal intent. **High Velocity** suggests aggression
(initiative buying/selling), while **Low Velocity** despite volume
indicates absorption (passive limit orders).
8. **Integrated Alerts:** Includes granular alerts for:
- Detection of specific gap types (e.g., "Bullish Breakaway Gap").
- General gap formation.
**Caution: Real-Time Data Behavior (Intra-Bar Repainting)**
This indicator uses high-resolution intra-bar data. As a result, the
values on the **current, unclosed bar** (the real-time bar) will
update dynamically as new intra-bar data arrives. This includes
the values used for real-time alerts in 'Structure' and
'Delta' modes.
---
**DISCLAIMER**
1. **For Informational/Educational Use Only:** This indicator is
provided for informational and educational purposes only. It does
not constitute financial, investment, or trading advice, nor is
it a recommendation to buy or sell any asset.
2. **Use at Your Own Risk:** All trading decisions you make based on
the information or signals generated by this indicator are made
solely at your own risk.
3. **No Guarantee of Performance:** Past performance is not an
indicator of future results. The author makes no guarantee
regarding the accuracy of the signals or future profitability.
4. **No Liability:** The author shall not be held liable for any
financial losses or damages incurred directly or indirectly from
the use of this indicator.
5. **Signals Are Not Recommendations:** The alerts and visual signals
(e.g., crossovers) generated by this tool are not direct
recommendations to buy or sell. They are technical observations
for your own analysis and consideration.
Advanced Market Profile & S/R Zones (Pro)Advanced Market Profile & S/R Zones
This indicator brings professional Auction Market Theory to your chart using a custom rolling Volume Profile algorithm. Unlike standard profiles that remain fixed, this tool dynamically calculates the "Fair Value" of the asset based on your specific lookback period (e.g., the last 100 bars).
It automatically highlights the Point of Control (POC), Value Area (VA), and suggests statistical Discount (Buy) and Premium (Sell) zones.
Key Features
Volume Splitting Algorithm:
Most basic scripts dump the entire volume of a candle into a single price point (the average). This script splits the volume across the candle's entire High-Low range. This results in a much smoother, higher-resolution bell curve that accurately reflects price action, especially on higher timeframes like Monthly charts.
Auto-generated Zones:
Green Zone (Discount): Prices below the Value Area Low (VAL). Statistically "cheap."
Red Zone (Premium): Prices above the Value Area High (VAH). Statistically "expensive."
Real-Time Dashboard:
A built-in panel displays the exact price levels for the POC, VAH, and VAL for precise limit order placement, along with the current Market Trend.
How to Use
For Intraday (Day Trading):
Settings: Set Lookback to 100 - 300.
Strategy: Watch for price to open outside the Value Area. If price breaks back inside the Value Area, target the POC (Red Line).
For Macro (Monthly/Weekly Charts):
Settings: Set Lookback to 12 (1 Year) or 60 (5 Years).
Strategy: Identify multi-year structural support. When a monthly candle enters the Green Discount Zone of a 5-year profile, it is often a high-probability institutional entry point.
Trend Logic
The Dashboard indicates trend based on price location relative to value:
Strong Bullish: Price is accepted ABOVE the Value Area.
Strong Bearish: Price is accepted BELOW the Value Area.
Neutral / In VA: Price is chopping inside the Value Area.
Disclaimer
This is a "Rolling Profile." It calculates the profile based on the current lookback window relative to the latest bar. As new bars form, the lookback window shifts, and the profile updates to reflect the new dataset.
Precision Market Entropy Heatmap [LuxAlgo]The Precision Market Entropy Heatmap indicator provides a high-resolution visualization of volume distribution and market activity within specific anchor intervals using intrabar data.
By utilizing lower timeframe (LTF) precision, it maps out where the most significant trading activity occurred, allowing traders to identify institutional interest zones and "fair value" areas through a dynamic heat-mapped profile.
🔶 USAGE
The indicator segments the chart into blocks based on the selected Anchor Interval. Within each block, a vertical distribution of volume is calculated using the Intrabar Precision setting to ensure the heatmap accurately reflects market participation at specific price levels.
Heatmap Blocks : Brighter colors represent higher volume concentrations (high entropy). These areas often act as significant support or resistance zones where the market has previously found "fair value" or high liquidity.
Identifying Institutional Interest : High-volume "bright" nodes represent price levels where heavy institutional participation occurred. These nodes act as powerful magnets or barriers for future price action.
Navigating Liquidity Voids : Darker areas indicate low volume nodes (low entropy). Price often "slips" through these gaps quickly. Traders can use these zones to anticipate fast-moving price action or set targets beyond the void.
Trend Direction via POC : Observe the slope and shifts of the Developing POC polyline. An ascending POC confirms bullish value migration, while a descending one suggests bearish value migration.
Mean Reversion : Significant price deviations from the largest high-volume node, when the POC remains static, can signal that the market is overextended and likely to return to "fair value."
Breakout Validation : Use the blocks to identify compression zones. A breakout is more reliable when the POC shifts into the new range, confirming that the move is backed by volume and accepted by the market.
POC Extensions : Dashed lines extend the session's final POC. These are dynamically colored based on their relationship to the current price: Green if the POC is below the current price (potential support) and Red if above (potential resistance).
🔶 DETAILS
Unlike standard Volume Profiles that look at fixed ranges, this script focuses on "Entropy" by visualizing the density of distribution across a user-defined grid.
By requesting security data from lower timeframes, it provides a much more granular view of price action than what is visible on the current chart timeframe alone.
The indicator uses a gradient-based coloring system to distinguish between low-activity areas and high-volume nodes, making it easier to spot "Liquidity Voids" (darker areas) and "High Volume Nodes" (brighter areas).
🔶 SETTINGS
🔹 Heatmap Settings
Anchor Interval : Sets the timeframe that defines each heatmap block (e.g., "D" for Daily blocks).
Intrabar Precision : Determines the lower timeframe used to calculate the volume distribution. Lower values (like "1m") provide higher precision but are limited by available historical data.
Number of Rows : Controls the vertical price resolution of the heatmap grid. Higher values create a more detailed but computationally heavier profile.
🔹 Style Settings
Heatmap Intensity : A three-color gradient selector that defines the color transition from low to high volume areas.
Heatmap Transparency : Adjusts the visibility of the heatmap blocks on the chart.
POC Extension (Bull/Bear) : Sets the colors for the dashed POC lines based on whether they are currently below (Bull) or above (Bear) the market price.
Show Developing POC : Toggles the visibility of the real-time POC polyline.
Auto : When enabled, the developing POC color automatically syncs with your chart theme's foreground color.
🔹 Display Settings
Max Sessions to Show : Limits the number of historical heatmap blocks rendered on the chart to maintain performance.
Extend POCs to Current Bar : When enabled, historical POC lines will extend to the far right of the chart until they are replaced by newer sessions.
Volume Cluster Heatmap [BackQuant]Volume Cluster Heatmap
A visualization tool that maps traded volume across price levels over a chosen lookback period. It highlights where the market builds balance through heavy participation and where it moves efficiently through low-volume zones. By combining a heatmap, volume profile, and high/low volume node detection, this indicator reveals structural areas of support, resistance, and liquidity that drive price behavior.
What Are Volume Clusters?
A volume cluster is a horizontal aggregation of traded volume at specific price levels, showing where market participants concentrated their buying and selling.
High Volume Nodes (HVN) : Price levels with significant trading activity; often act as support or resistance.
Low Volume Nodes (LVN) : Price levels with little trading activity; price moves quickly through these areas, reflecting low liquidity.
Volume clusters help identify key structural zones, reveal potential reversals, and gauge market efficiency by highlighting where the market is balanced versus areas of thin liquidity.
By creating heatmaps, profiles, and highlighting high and low volume nodes (HVNs and LVNs), it allows traders to see where the market builds balance and where it moves efficiently through thin liquidity zones.
Example: Bitcoin breaking away from the high-volume zone near 118k and moving cleanly through the low-volume pocket around 113k–115k, illustrating how markets seek efficiency:
Core Features
Visual Analysis Components:
Heatmap Display : Displays volume intensity as colored boxes, lines, or a combination for a dynamic view of market participation.
Volume Profile Overlay : Shows cumulative volume per price level along the right-hand side of the chart.
HVN & LVN Labels : Marks high and low volume nodes with color-coded lines and labels.
Customizable Colors & Transparency : Adjust high and low volume colors and minimum transparency for clear differentiation.
Session Reset & Timeframe Control : Dynamically resets clusters at the start of new sessions or chosen timeframes (intraday, daily, weekly).
Alerts
HVN / LVN Alerts : Notify when price reaches a significant high or low volume node.
High Volume Zone Alerts : Trigger when price enters the top X% of cumulative volume, signaling key areas of market interest.
How It Works
Each bar’s volume is distributed proportionally across the horizontal price levels it touches. Over the lookback period, this builds a cumulative volume profile, identifying price levels with the most and least trading activity. The highest cumulative volume levels become HVNs, while the lowest are LVNs. A side volume profile shows aggregated volume per level, and a heatmap overlay visually reinforces market structure.
Applications for Traders
Identify strong support and resistance at HVNs.
Detect areas of low liquidity where price may move quickly (LVNs).
Determine market balance zones where price may consolidate.
Filter noise: because volume clusters aggregate activity into levels, minor fluctuations and irrelevant micro-moves are removed, simplifying analysis and improving strategy development.
Combine with other indicators such as VWAP, Supertrend, or CVD for higher-probability entries and exits.
Use volume clusters to anticipate price reactions to breaking points in thin liquidity zones.
Advanced Display Options
Heatmap Styles : Boxes, lines, or both. Boxes provide a traditional heatmap, lines are better for high granularity data.
Line Mode Example : Simplified line visualization for easier reading at high level counts:
Profile Width & Offset : Adjust spacing and placement of the volume profile for clarity alongside price.
Transparency Control : Lower transparency for more opaque visualization of high-volume zones.
Best Practices for Usage
Reduce the number of levels when using line mode to avoid clutter.
Use HVN and LVN markers in conjunction with volume profiles to plan entries and exits.
Apply session resets to monitor intraday vs. multi-day volume accumulation.
Combine with other technical indicators to confirm high-probability trading signals.
Watch price interactions with LVNs for potential rapid movements and with HVNs for possible support/resistance or reversals.
Technical Notes
Each bar contributes volume proportionally to the price levels it spans, creating a dynamic and accurate representation of traded interest.
Volume profiles are scaled and offset for visual clarity alongside live price.
Alerts are fully integrated for HVN/LVN interaction and high-volume zone entries.
Optimized to handle large lookback windows and numerous price levels efficiently without performance degradation.
This indicator is ideal for understanding market structure, detecting key liquidity areas, and filtering out noise to model price more accurately in high-frequency or algorithmic strategies.
Low Volatility Profiles [BigBeluga]🔵 OVERVIEW
Low Volatility Profiles is a market compression and breakout-anticipation tool that identifies phases of low volatility using ADX and then builds a real-time volume profile inside the detected range.
This helps traders spot accumulation/distribution zones and prepare for explosive moves when volatility expands.
When volatility is low ➜ price coils ➜ volume organizes ➜ breakouts become highly actionable.
This tool visualizes that process with dynamic range boxes + volume bins + PoC extension.
🔵 CONCEPTS
Low-Volatility Detection — Uses ADX threshold & cross logic to define volatility contraction regimes.
Range Construction — Draws a price box that expands with highs/lows during the compression phase.
Micro Volume Profile — Builds a volume histogram inside the range using bins (micro volume nodes).
Delta Calculation — Tracks positive vs negative volume to gauge buyer/seller pressure within range.
Point of Control (PoC) — Highlights the price level with max traded volume inside the range.
PoC Extension — Optionally extends PoC into future bars to show potential reaction zone after breakout.
Breakout Validation — Ends the profile zone when price breaks above or below the modeled range.
Noise Removal — Automatically removes invalid or small ranges to prevent chart clutter.
This tool turns consolidation into actionable structure by exposing where smart money accumulates before trending moves.
🔵 FEATURES
ADX-Driven Range Detection — Identify when market transitions into low-volatility compression.
Configurable ADX Threshold — Set sensitivity for contraction zones.
Cross-Type Option — Detect low volatility via cross under / crossover logic.
Dynamic Range Box — Expands live with price as contraction unfolds.
Micro Volume Profile (Bins) — Distributes volume across bins inside range for micro POC mapping.
Volume Delta Visualization — Shows imbalance inside consolidation (accumulation vs distribution).
Real-Time PoC Highlight — Instantly shows most traded price inside the compression.
PoC Extension Mode — Extend PoC forward to project reaction levels post-breakout.
Clean Auto-Reset Logic — Removes boxes if range invalid or breakout occurs too fast.
Optional Filled Boxes — Heatmap-style profile visualization inside range body.
ADX Line + Threshold Plot — Visual assistance for volatility state monitoring.
🔵 HOW TO USE
Identify Accumulation Zones — When price enters low-volatility ADX condition and profile builds.
Watch the PoC — PoC acts as battle zone; move above/below can signal initiator strength.
Breakout Strategy — Trade break above/below the range after compression.
Mean Reversion Inside Range — Fade edges while price remains inside compression box.
Combine With Trend Tools — Use trend confirmation (MA/EMA/Flow indicators) after breakout.
Use Delta Clues — Positive delta tilt suggests accumulation; negative suggests distribution.
Monitor Range Size — Longer build + high PoC volume = stronger potential breakout energy.
🔵 CONCLUSION
Low Volatility Profiles isolates accumulation phases and maps volume concentration before volatility expansion.
By combining ADX compression, micro volume distribution, and PoC tracing, traders gain an edge in anticipating powerful breakout cycles and institutional positioning.
Trade the quiet moment before the storm — where smart money prepares the move, and the real opportunity emerges.
Real-Time HTF Volume Footprint [BigBeluga]Real-time HTF Volume Footprint Profile is designed to provide a comprehensive view of higher timeframe volume profiles on your current chart. It overlays critical volume information from larger timeframes (like daily, weekly, or monthly) onto lower timeframe charts, helping you spot significant levels where volume is concentrated, acting as potential support or resistance.
🔵 Key Features:
HTF High and Low Zones: The indicator highlights the high and low of the chosen higher timeframe with clear zones, marking them with boxes. These zones help you see the broader market structure at a glance.
Volume Profile within HTF Range: Each higher timeframe range displays a volume profile, showing the distribution of volume at each price level. The most-traded price is highlighted in blue, known as the Point of Control (POC), indicating the price level with the highest activity.
Dynamic POC Option: Activate Dynamic POC to observe how the Point of Control shifts over time, giving insight into changing market interests and potential price direction.
Timeframe Flexibility: Select from daily, weekly, and monthly ranges (and more) to overlay their footprint profiles on your lower timeframe chart. This helps you tailor the indicator to the trading horizon that suits your strategy.
Info Table: Table shows a traders which timeframe is selected with last high and low of the selected timeframe
Visual Clarity with Custom Colors: The indicator uses subtle fills and distinct colors to ensure volume profile data integrates seamlessly into your chart without overwhelming other indicators or price data.
🔵 When to Use:
The HTF Volume Footprint Profile is essential for traders who want to bridge the gap between high-timeframe and intraday analysis. By visualizing HTF volume distribution on lower timeframes, this tool helps you:
Spot potential liquidity zones where price might react.
Identify support and resistance levels within HTF ranges.
Monitor PoC shifts that indicate changes in market behavior.
Track how current price aligns with significant volume clusters, providing a clear edge for volume-based strategies.
This indicator empowers traders to analyze lower timeframes with the context of higher timeframe volume profiles, providing a solid basis for identifying critical support and resistance levels shaped by large volume clusters. Whether you’re looking to spot liquidity zones or align your trades with broader market trends, HTF Volume Footprint Profile equips you with a strategic view.
Open Liquidity Heatmap [BigBeluga]Open Liquidity Heatmap is an indicator designed to display accumulated resting liquidity on the chart.
Unlike any other liquidity heatmap, this aims to accumulate liquidity at specific levels that build up over time, showing larger areas of liquidity.
🔶 FEATURES
The indicator includes the following settings:
Lookback : Used to determine the range calculation of the heatmap.
Leverage : Leverage of the liquidation (Counted as % in price, Example: 4.5 will return a distance from price of 4.5%, indicating any possible resting liquidity in this range).
Levels : Amount of levels to display (Each level is counted as liquidity resting on the chart; fewer levels will return a bigger area of liquidity sitting on the chart).
Mode : Apply a color gradient from the minimum liquidation to the maximum liquidity level. Set the maximum color gradient value (Counted as volume).
Offset : Automatically determine the offset range of the Volume Profiles. Manual offset of the Volume Profiles.
🔶 CALCULATION
for i = 0 to step - 1
float plotter = na
switch i
0 =>
plotter := hs
=>
plotter := hs - diff * ( i )
cls.hm.gnL(plotter)
cls.vp.put(plotter, 0)
We calculate levels like a normal volume profile with steps, from the highest point within the lookback to the lowest one. Each level will contain the corresponding amount of volume that the candle has closed in that range.
As we can see in the image above, we add liquidity each time the distance in % from price is between two levels.
Unlike many liquidity indicators that provide a single candle liquidity heatmap, this aims to add up liquidity (volume) in already present levels.
This can be extremely useful to see which levels are likely to be more liquid and tend to get a bigger reaction to the price.
Imagine it like a range of levels that each time price revisits that area, a new position area is added; we add volume in that area each time price visits that zone. Liquidity builds up in those zones, causing a bigger reaction to the price once the price visits it.
This indicator is not the same as a single candle heatmap like many others. What is a single candle heatmap?
A single candle heatmap is when a level is created on every new candle, coloring the level based on the total volume of it.
This indicator, on the contrary, aims to provide a more specific use by adding up liquidity each time price visits it.
🔶 BASIC DEMOSTRATION
This is a basic demonstration of how we can spot high liquidity points overall using confluence:
We see the POC of the liquidation in a low volume area of the normal volume profile adding up as confluence.
Resistance from the POC Volume Profile suggesting price will go lower.
Major long open liquidity down.
As we can see, price takes out all the long liquidity and right after pumping, indicating that all the major liquidity got taken out.
Some key note to take is that a POC in the liquidation heatmap in a low volume area of the normal Volume Profile add confluence of a possible big reaction in that zone.
In the forex market, we suggest to use a low distance from price (Leverage) while in a crypto market you can use the one that fit the best the current timeframe.
🔶 CONCLUSION
This indicator aims to show open resting liquidity that had built up over time, showing the most amount of liquidation in specific areas in an aggregated way unlike many liquidation heatmap indicators that show single-level liquidation.
🔶 RELATED SCRIPT
Smart VWAP FVG SystemSmart VWAP FVG System - Professional Multi-Filter Trading Indicator
📊 OVERVIEW
The Smart VWAP FVG System is an advanced multi-layered trading indicator that combines institutional volume analysis, multi-timeframe VWAP trend confirmation, and Fair Value Gap detection to identify high-probability trade entries. This indicator uses a sophisticated filtering mechanism where signals appear only when multiple independent confirmation criteria align simultaneously.
Recommended Timeframe: 5-minute (M5) or higher. The indicator works best on M5, M15, and M30 charts for intraday trading.
🎯 ORIGINALITY & PURPOSE
This indicator is original because it combines three distinct analytical methods into a unified decision-making system:
Market Profile Volume Analysis - Identifies institutional accumulation/distribution zones
Dual VWAP Filtering - Confirms trend direction using two independent VWAP calculations
Fair Value Gap Detection - Validates institutional interest through price inefficiency zones
The key innovation is the directional filter system: the primary Market Profile generates BUY-ONLY or SELL-ONLY states based on higher timeframe value area reversals, which then controls which signals from the main system are displayed. This creates a multi-timeframe confluence that significantly reduces false signals.
Unlike simple indicator mashups, each component serves a specific purpose:
Market Profile → Direction bias (trend filter)
Primary VWAP (Session) → Short-term trend confirmation
Secondary VWAP (Week) → Medium-term trend confirmation
FVG Detection → Institutional activity validation
🔧 HOW IT WORKS
1. Primary Market Profile Filter (Higher Timeframe)
The indicator calculates Market Profile on a higher timeframe (default: 1 hour) to determine the overall market structure:
Value Area High (VAH): Top 70% of volume distribution
Value Area Low (VAL): Bottom 70% of volume distribution
Point of Control (POC): Price level with highest volume
When price reaches VAH and reverses down → SELL-ONLY mode activated
When price reaches VAL and reverses up → BUY-ONLY mode activated
This higher timeframe filter ensures you're trading in the direction of institutional flow.
2. Dual VWAP System
Two independent VWAP calculations provide multi-timeframe trend confirmation:
Primary VWAP (Session-based): Resets daily, tracks intraday momentum
Secondary VWAP (Week-based): Resets weekly, confirms longer-term trend
Filter Logic:
BUY signals require: Price > Primary VWAP AND Price > Secondary VWAP
SELL signals require: Price < Primary VWAP AND Price < Secondary VWAP
This dual confirmation prevents counter-trend trades during ranging conditions.
3. Fair Value Gap (FVG) Detection
FVG zones identify price inefficiencies where institutional orders were executed rapidly:
Bullish FVG: Gap between candle .high and candle .low (upward imbalance)
Bearish FVG: Gap between candle .high and candle .low (downward imbalance)
The indicator monitors recent FVG formation (lookback: 50 bars) and requires:
Bullish FVG present for BUY signals
Bearish FVG present for SELL signals
FVG zones are displayed as colored boxes and automatically marked as "mitigated" when price fills the gap.
4. Main Trading Signal Logic
The secondary Market Profile (default: 1 hour) generates the actual trading signals:
BUY Signal Conditions:
Price reaches Value Area Low
Reversal pattern confirmed (minimum 1 bar)
Price > Primary VWAP
Price > Secondary VWAP (if filter enabled)
Recent Bullish FVG detected (if filter enabled)
Primary MP Filter = BUY-ONLY or NEUTRAL
SELL Signal Conditions:
Price reaches Value Area High
Reversal pattern confirmed (minimum 1 bar)
Price < Primary VWAP
Price < Secondary VWAP (if filter enabled)
Recent Bearish FVG detected (if filter enabled)
Primary MP Filter = SELL-ONLY or NEUTRAL
All conditions must be TRUE simultaneously for a signal to appear.
📈 VISUAL ELEMENTS
On Chart:
🟢 Green Triangle (▲) = BUY Signal
🔴 Red Triangle (▼) = SELL Signal
🟦 Blue horizontal lines = Value Area zones
🟡 Yellow line = Point of Control (POC)
🟩 Green boxes = Bullish FVG zones
🟥 Red boxes = Bearish FVG zones
🔵 Blue line = Primary VWAP (Session)
⚪ White line = Secondary VWAP (Week)
Info Panel (Top Right):
Real-time status display showing:
Filter Direction (BUY ONLY / SELL ONLY / NEUTRAL)
Active timeframes for both MP filters
FVG filter status and count
VWAP positions (ABOVE/BELOW)
Signal enablement status
Alert status
⚙️ KEY SETTINGS
MP/TPO Filter Settings (Primary Indicator)
MP Filter Time Frame: 60 minutes (controls directional bias)
Filter Value Area %: 70% (standard Market Profile calculation)
Filter Alert Distance: 1 bar
Filter Min Bars for Reversal: 1 bar
Filter Alert Zone Margin: 0.01 (1%)
FVG Filter Settings
Use FVG Filter: Enabled (toggle on/off)
FVG Timeframe: 60 minutes (1 hour)
FVG Filter Mode: Both (require bullish FVG for BUY, bearish for SELL)
FVG Lookback Period: 50 bars (how far back to search)
Show FVG Formation Signals: Optional visual markers
Max FVG on Chart: 50 zones
Show Mitigated FVG: Display filled gaps
Market Profile Settings
Higher Time Frame: 60 minutes (for main signals)
Percent for Value Area: 70%
Show POC Line: Enabled
Keep Old MPs: Enabled (maintain historical profiles)
Primary VWAP Filter
Use Primary VWAP Filter: Enabled
Primary VWAP Anchor Period: Session (resets daily)
Primary VWAP Source: HLC3 (typical price)
Secondary VWAP Filter
Use Secondary VWAP Filter: Enabled
Secondary VWAP Anchor Period: Week (resets weekly)
Secondary VWAP Filter Mode: Both
Secondary VWAP Line Color: White
Trading Signals
Show Trading Signals on Chart: Enabled
Show SELL Signals: Enabled
Show BUY Signals: Enabled
Alert Distance: 1 bar
Min Bars for Reversal: 1 bar
Alert Zone Margin: 0.01 (1%)
Retest Search Period: 20 bars
Min Bars Between Retests: 5 bars
Show Only Retests: Disabled
Alert Settings
Enable Trading Notifications: Enabled
VAH Reversal Alert: Enabled (SELL signals)
VAL Reversal Alert: Enabled (BUY signals)
Time Filter Settings
Filter Alerts By Time: Optional (exclude specific hours)
⚠️ IMPORTANT WARNINGS & LIMITATIONS
1. Repainting Behavior
CRITICAL: This indicator uses lookahead=barmerge.lookahead_on to access higher timeframe data immediately for FVG detection. This is necessary to provide real-time FVG zone visualization but has the following implications:
FVG zones may shift slightly until the higher timeframe candle closes
FVG detection signals are preliminary until HTF bar confirmation
The main trading signals (triangles) appear on confirmed bars and do not repaint
Best Practice: Always wait for the current timeframe bar to close before acting on signals. The filter status and FVG zones are informational but may adjust as new data arrives.
2. Minimum Timeframe
Do NOT use on timeframes below 5 minutes (M5)
Recommended: M5, M15, M30 for intraday trading
Higher timeframes (H1, H4) can also be used but will generate fewer signals
3. Multiple Filters Can Block Signals
By design, this indicator is conservative. When all filters are enabled:
Signals appear ONLY when all conditions align
You may see extended periods with no signals
This is intentional to reduce false positives
If you see no signals:
Check the Info Panel to see which filters are failing
Consider adjusting FVG lookback period
Temporarily disable FVG filter to test
Verify VWAP filters match current market trend
4. Market Profile Limitations
Market Profile requires sufficient volume data
Low-volume instruments may produce unreliable profiles
Value Areas update only on higher timeframe bar close
Works best on liquid markets (major forex pairs, indices, crypto)
📖 HOW TO USE
Step 1: Add to Chart
Apply indicator to M5 or higher timeframe chart
Ensure chart shows volume data
Use standard candles (NOT Heikin Ashi, Renko, etc.)
Step 2: Configure Settings
Primary MP Filter TF: Set to 60 (1 hour) minimum, or 240 (4 hour) for swing trading
Main MP TF: Set to 60 (1 hour) for intraday signals
FVG Timeframe: Match or exceed main MP timeframe
Leave other settings at default initially
Step 3: Understand the Info Panel
Monitor the top-right panel:
FILTER STATUS: Shows current directional bias
NEUTRAL = Both signals allowed
BUY ONLY = Only green triangles will appear
SELL ONLY = Only red triangles will appear
FVG Filter: Shows if bullish/bearish gaps detected recently
VWAP positions: Confirms trend alignment
Step 4: Take Signals
For BUY Signal (Green Triangle ▲):
Wait for green triangle to appear
Check Info Panel shows ✓ for BUY signals
Confirm current bar has closed
Enter long position
Stop loss: Below recent VAL or swing low
Target: Previous Value Area High or 1.5-2× risk
For SELL Signal (Red Triangle ▼):
Wait for red triangle to appear
Check Info Panel shows ✓ for SELL signals
Confirm current bar has closed
Enter short position
Stop loss: Above recent VAH or swing high
Target: Previous Value Area Low or 1.5-2× risk
Step 5: Risk Management
Risk per trade: Maximum 1-2% of account equity
Position sizing: Adjust based on stop loss distance
Avoid trading: During major news events or time filter periods
Multiple confirmations: Look for confluence with price action (support/resistance, trendlines)
🎓 UNDERLYING CONCEPTS
Market Profile Theory
Developed by J. Peter Steidlmayer in the 1980s, Market Profile organizes price and volume data to identify:
Value Areas: Where 70% of trading activity occurred
POC: Price level with highest acceptance (most volume)
Imbalances: When price moves away from value quickly
This indicator uses TPO (Time Price Opportunity) calculation method to build the volume profile distribution.
VWAP (Volume Weighted Average Price)
VWAP represents the average price weighted by volume, showing where institutional traders are positioned:
Price above VWAP = Bullish (institutions accumulated lower)
Price below VWAP = Bearish (institutions distributed higher)
Using dual VWAP (Session + Week) creates multi-timeframe trend alignment.
Fair Value Gaps (FVG)
Also known as "imbalance" or "inefficiency," FVG occurs when:
Price moves so rapidly that a gap forms in the candlestick structure
Indicates institutional order flow (large market orders)
Price often returns to "fill" these gaps (rebalance)
The 3-candle FVG pattern (gap between candle and candle ) is widely used in ICT (Inner Circle Trader) methodology and Smart Money Concepts.
🔍 CREDITS & CODE ATTRIBUTION
This indicator builds upon established technical analysis concepts and combines multiple methodologies:
1. Market Profile / TPO Calculation
Concept Origin: J. Peter Steidlmayer (Chicago Board of Trade, 1980s)
Code Inspiration: TradingView's public domain Market Profile examples
Modifications: Custom filtering logic for directional bias, dual timeframe implementation
2. VWAP Calculation
Concept Origin: Standard financial instrument (widely used since 1980s)
Code Base: TradingView built-in ta.vwap() function (public domain)
Modifications: Dual VWAP system with independent anchor periods, custom filtering modes
3. Fair Value Gap Detection
Concept Origin: Inner Circle Trader (ICT) / Smart Money Concepts methodology
Code Implementation: Original implementation based on 3-candle gap pattern
Features: Multi-timeframe detection, automatic mitigation tracking, visual zone display
4. Pine Script Framework
Language: Pine Script v6 (TradingView)
Built-in Functions Used:
ta.vwap() - Volume weighted average price
request.security() - Higher timeframe data access
ta.change() - Period detection
ta.cum() - Cumulative volume
time() - Timestamp functions
Note: All code is original implementation. While concepts are based on established trading methodologies, the combination, filtering logic, and execution are unique to this indicator.
📊 RECOMMENDED INSTRUMENTS
Best Performance:
Major Forex Pairs (EURUSD, GBPUSD, USDJPY)
Stock Indices (ES, NQ, SPX, DAX)
Major Cryptocurrencies (BTCUSD, ETHUSD)
Liquid Stocks (high daily volume)
Avoid:
Low-volume altcoins
Illiquid stocks
Exotic forex pairs with wide spreads
⚡ PERFORMANCE TIPS
Start Conservative: Enable all filters initially
Reduce Filters Gradually: If too few signals, disable Secondary VWAP filter first
Match Timeframes: Keep MP Filter TF and FVG TF at same value
Backtest First: Review historical performance on your preferred instrument/timeframe
Combine with Price Action: Look for support/resistance confluence
Use Time Filter: Avoid low-liquidity hours (optional setting)
🚫 WHAT THIS INDICATOR DOES NOT DO
Does not guarantee profits - No trading system is 100% accurate
Does not predict the future - Based on historical patterns
Does not replace risk management - Always use stop losses
Does not work on all instruments - Requires volume data and liquidity
Does not provide exact entry/exit prices - Signals are zones, not precise levels
Does not account for fundamentals - Purely technical analysis
📜 DISCLAIMER
This indicator is provided for educational and informational purposes only. It is not financial advice, and past performance does not guarantee future results.
Trading Risk Warning:
All trading involves risk of loss
You can lose more than your initial investment (leverage products)
Only trade with capital you can afford to lose
Always use appropriate position sizing and risk management
Consider seeking advice from a licensed financial advisor
Technical Limitations:
Indicator may repaint FVG zones until HTF bar closes
Signals are based on historical patterns that may not repeat
Market conditions change and no system works in all environments
Volume data quality varies by exchange/broker
By using this indicator, you acknowledge these risks and agree that the author bears no responsibility for trading losses.
📞 SUPPORT & UPDATES
Questions? Comment on this publication
Issues? Describe the problem with chart screenshot
Feature Requests? Suggest improvements in comments
Updates: Will be published as new versions using TradingView's update feature
📝 VERSION HISTORY
Version 1.0 (Current)
Initial public release
Multi-filter system: MP + Dual VWAP + FVG
Directional bias filter
Real-time info panel
Comprehensive alert system
Time-based filtering
Thank you for using Smart VWAP FVG System!
Happy Trading! 📈
LVN/HVN Auto Detection [PhenLabs]📊 PhenLabs - LVN/HVN Auto Detection
Version: PineScript™ v6
📌 Description
The PhenLabs LVN/HVN Auto Detection indicator is an advanced volume profile analysis tool that automatically identifies Low Volume Nodes (LVN) and High Volume Nodes (HVN) across multiple trading sessions. This sophisticated indicator analyzes volume distribution patterns to pinpoint critical support and resistance levels where price is likely to react, providing traders with high-probability zones for entries, exits, and risk management.
Unlike traditional volume indicators that only show current activity, this tool builds comprehensive volume profiles from historical sessions and intelligently filters the most significant levels. It combines real-time volume analysis with dynamic level detection, offering both visual bubbles for immediate volume activity and persistent horizontal lines that act as ongoing support/resistance references.
🚀 Points of Innovation
Multi-Session Volume Profile Analysis - Automatically calculates and analyzes volume profiles across the last 5 trading sessions
Intelligent Level Separation Logic - Prevents overlapping signals by maintaining minimum separation between LVN and HVN levels
Dynamic Timeframe Adaptation - Automatically adjusts session lengths based on chart timeframe for optimal level detection
Real-Time Activity Bubbles - Shows volume activity strength through different bubble sizes at key levels
Persistent Line Management - Creates horizontal lines that extend until price crosses them, providing ongoing reference points
Dual Threshold System - Independent percentage-based thresholds for both LVN and HVN identification
🔧 Core Components
Volume Profile Engine : Builds 20-row volume profiles for each analyzed session, distributing volume across price levels
Level Identification Algorithm : Uses percentage-based thresholds to classify volume distribution patterns
Separation Logic : Ensures minimum distance between conflicting levels, prioritizing HVN when overlap occurs
Line Management System : Tracks active support/resistance lines and removes them when price crosses through
Volume Activity Monitor : Compares current volume to 13-period moving average for activity classification
🔥 Key Features
Customizable Thresholds : LVN threshold (5-35%, default 20%) and HVN threshold (65-95%, default 80%) for precise level filtering
Volume Activity Multiplier : Adjustable volume threshold (0.5+, default 1.5) for bubble and line creation sensitivity
Flexible Display Modes : Choose between Lines only, Bubbles only, or Both for optimal chart clarity
Smart Level Separation : Minimum separation percentage (0.1-2%, default 0.5%) prevents conflicting signals
Color Customization : Independent color controls for LVN (red) and HVN (blue) elements
Performance Optimization : Processes every 15 bars with maximum 500 active lines for smooth operation
🎨 Visualization
Colored Bubbles : Three sizes (large, medium, small) indicate volume activity strength at key levels
Horizontal Lines : Persistent support/resistance lines with width corresponding to volume activity
Dual Color System : Semi-transparent red for LVN areas, semi-transparent blue for HVN zones
Information Tooltip : Optional table showing usage guidelines and optimization tips
📖 Usage Guidelines
Volume Thresholds
LVN Threshold
○ Default: 20.0%
○ Range: 5.0-35.0%
○ Description: Price levels with volume below this percentage are marked as LVNs. Lower values create fewer, more significant levels. Typical range 15-25% works for most instruments.
HVN Threshold
○ Default: 80.0%
○ Range: 65.0-95.0%
○ Description: Price levels with volume above this percentage are marked as HVNs. Higher values create fewer, stronger levels. Range 75-85% is optimal for most trading.
Display Controls
Volume Threshold
○ Default: 1.5
○ Range: 0.5+
○ Description: Multiplier for volume significance (High=2+threshold, Medium=1+threshold, Low=0+threshold). Higher values require more volume for signals.
✅ Best Use Cases
Swing Trading : Identify key levels for position entries and exits over multiple days
Scalping : Use bubbles for immediate volume activity confirmation at critical levels
Risk Management : Place stops beyond LVN levels where price moves quickly
Breakout Trading : Monitor HVN levels for potential breakout or rejection scenarios
Multi-Timeframe Analysis : Combine with higher timeframe levels for confluence
⚠️ Limitations
Timeframe Sensitivity : Lower timeframes may produce too many levels; higher timeframes recommended for cleaner signals
Volume Data Dependency : Accuracy depends on reliable volume data from your data provider
Historical Analysis : Uses past volume data which may not predict future price behavior
Performance Impact : High number of active lines may affect chart performance on slower devices
💡 What Makes This Unique
Automated Session Analysis : No manual drawing required - automatically analyzes multiple sessions
Intelligent Filtering : Advanced separation logic prevents overlapping and conflicting signals
Adaptive Processing : Adjusts to different timeframes automatically for optimal level detection
Dual Visualization System : Combines persistent lines with real-time activity indicators
🔬 How It Works
1. Volume Profile Construction :
Analyzes the last 5 trading sessions with dynamic session length based on timeframe
Divides each session’s price range into 20 equal levels for volume distribution analysis
2. Level Classification :
Calculates volume percentage at each price level relative to session maximum
Identifies LVN levels below threshold and HVN levels above threshold
3. Signal Generation :
Creates bubbles when volume activity exceeds thresholds at identified levels
Draws horizontal lines that persist until price crosses through them
💡 Note : For optimal results, increase your chart timeframe if you see too many levels. The indicator performs best on 15-minute and higher timeframes where volume patterns are more meaningful and less noisy.
Market Structure Volume Distribution [LuxAlgo]The Market Structure Volume Distribution tool allows traders to identify the strength behind breaks of market structure at defined price ranges to measure de correlation of forces between bulls and bears visually and easily.
🔶 USAGE
This tool has three main features: market structure highlighting, grid levels, and volume profile. Each feature is covered more in depth below:
🔹 Market Structure
The basic unit of market structure is a swing point, the period of the swing point is user-defined, so traders can identify longer-term market structures. Price breaking a prior swing point will confirm the occurrence of a market structure.
The tool will plot a line after a market structure is confirmed, by default the lines on bullish MS will be green (indicative of an uptrend), and red in case of bearish MS (indicative of a downtrend).
🔹 Grid Levels
The Grid visually divides the price range contained inside the tool execution window, into equal size rows, the number of rows is user-defined so users can divide the full price range up to 100 rows.
The main objective of this feature is to help identify the execution window and the limits of each row in the volume profile so traders can know in a simple look what BoMS belongs to each row.
There is however another use for the grid, by dividing the range into equal-sized parts, this feature provides automatic support and resistance levels as good as any other.
Grid provides a visual help to know what our execution window is and to associate MS with their rows in the profile. It can provide S/R levels too.
🔹 Volume Profile
The volume profile feature shows in a visually easy way the volume behind each MS aggregated by rows and divided into buy and sell volume to spot the differences in a simple look.
This tool allows users to spot the liquidity associated with the event of a market structure in a specific price range, allowing users to know which price areas where associated with the most trading activity during the occurrence of a market structutre.
🔶 SETTINGS
🔹 Data Gathering
Execute on all visible range: Activate this to use all visible bars on the calculations. This disables the use of the next parameter "Execute on the last N bars". Default false.
Execute on the last N bars: Use last N bars on the calculations. To use this parameter "Execute on all visible range" must be disabled. Values from 20 to 5000, default 500.
Pivot Length: How many bars will be used to confirm a pivot. The bigger this parameter is the fewer breaks of structure will detect. Values from 1, default 2
🔹 Profile
Profile Rows: Number of rows in the volume profile. Values from 2 to 100, default 10.
Profile Width: Maximum width of the volume profile. Values from 25 to 500, default 200.
Profile Mode: How the volume will be displayed on each row. "TOTAL VOLUME" will aggregate buy & sell volume per row, "BUY&SELL VOLUME" will separate the buy volume from the sell volume on each row. Default BUY&SELL VOLUME.
🔹 Style
Buy Color: This is the color for the buy volume on the profile when the "BUY&SELL VOLUME" mode is activated. Default green.
Sell Color: This is the color for the sell volume on the profile when the "BUY&SELL VOLUME" mode is activated. Default red.
Show dotted grid levels: Show dotted inner grid levels. Default true.
OI Visible Range Ladder [Kioseff Trading]Hello!
This Script “OI Visible Range Ladder” calculates open interest profiles for the visible range alongside an OI ladder for the visible period!
Features
OI Profile Anchored to Visible Range
OI Ladder Anchored to Visible Range
Standard POC and Value Area Lines, in Addition to Separated POCs and Value Area Lines for each category of OI x Price
Configurable Value Area Targets
Curved Profiles
Up to 9999 Profile Rows per Visible Range
Stylistic Options for Profiles
Up to 9999 volume profile levels (Price levels) can be calculated for each profile, thanks to the new polyline feature, allowing for less aggregation / more precision of open interest at price.
The image above shows primary functionality!
Green profiles = Up OI / Up Price
Yellow profiles = Down OI / Up Price
Purple profiles = Up OI / Down Price
Red profiles = Down OI / Down Price
The image above shows POCs for each OI x Price category!
Profiles can be anchored on the left side for a more traditional look.
The indicator is robust enough to calculate on “small price periods”, or for a price period spanning your entire chart fully zoomed out!
That’s about it :D
This indicator is Part of a series titled “Bull vs. Bear” - a suite of profile-like indicators.
Thanks for checking this out!
If you have any suggestions please feel free to share!
Range Analysis - By LeviathanThe Interactive Range Analysis script is an essential tool for analyzing price ranges. It automatically draws important range levels, generates a Volume Profile or Open Interest profile and horizontal/vertical heatmaps, plots the anchored VWAP, draws Fibonacci levels, and much more.
How to use the indicator:
1. The script will prompt you to select the "Start Time" and "End Time" using Tradingview's interactive interface. These two points will determine the length of the range.
2. Once you have selected the range, the script will automatically anchor the range highs and lows to the highest and lowest close/wick/hlc3/ohlc4 (whichever you prefer).
3. You can then begin exploring different tools and options such as Quarters, Eighths, Fibonacci, Outer Levels, VWAP, Horizontal Volume/OI Heatmap, Vertical Volume/OI Heatmap, Fixed Range Volume Profile, Open Interest Profile, Value Area, VAH, VAL, and POC.
4. You can adjust the range by dragging the Start Time and End Time anchors or by removing/reapplying the script.
Tool overview
Range Levels
After selecting your preferred time range, the script will identify and draw a range high level and a range low level, which serve as a base for other important levels. “Half” is the level halfway between the range high and range low. “Quarters” will, as the name suggests, split the range into four equal zones (quarters) and “Eighths” will split the range into eight equal zones (eighths).
”Fibonacci” option allows you to display Fibonacci retracement levels (0.786, 0.618, 0.382, 0.236). “VWAP” will plot a Volume Weighted Average Price, anchored to the start of the range. “Direction” input lets you choose whether your range is UP or DOWN trending in order to make sure that the Fibonacci levels and labels are generated and assigned correctly. With “Outer” turned ON, the script will also generate active levels (quarters/eighths/Fibonacci) above and below the selected price range. “Extend Right” will extend all levels to the right indefinitely, while “Extend (+Bars)” lets you choose how far right the levels get extended. “Diagonal Line” is drawn from the bottom left of the range to the top right of the range or from the top left of the range to the bottom right of the range, depending on the “Direction” input.
Volume Profile / Open Interest Profile
After selecting the “Data Type”, Volume Profile or OI Profile can be generated by turning ON the “Volume/OI Profile” option.
“Resolution” input defines the amount of nodes/rows in the range that are used in profile/heatmap generation for distributing the data. While you can increase the “Resolution” to get better, more granular profiles, you should keep in mind that you might need to lower the resolution when generating profiles for larger ranges.
”Node Type” offers you two options when it comes to the representation of data: Up/Down - divides a node in two sections for up volume/OI and down volume/OI, Total - one node for total volume/OI and Delta - net difference in up volume/OI and down volume/OI.
”Profile Position” lets you choose whether the profile is positioned on the left side of the range or on the right side of the range.
“Profile Direction” determines whether the profile nodes are facing right or left.
“Profile Type” enables you to visualize the nodes in a classic way (Type 1) or in a way where down volume/negative OI are positioned on the left side of the y axis and up volume/positive OI on the right side of the y axis.
“Node Size (%)” defines how much space in the range can be taken by the profile’s nodes. Eg. 50% will allow the largest node to extend to the middle of the range (and others scaled accordingly), 100% will allow the largest node to extend the max right point of the range (and others scaled accordingly).
”Value Area (%)” defines the VA zone, which represents the area where the most volume occured (usually 70% or 68%).
”Horizontal Heatmap” will display a heatmap-like overlay, that will help you identify the price levels where most volume/open interest action occurred.
”Vertical Heatmap” will display a heatmap-like overlay, that will help you identify the points in time where most volume/open interest action occurred.
A more detailed description of this indicator is coming in the next few days.
Important:
* If volume or OI profile does not get generated, try lowering the resolution.
* Once in a while, the script will disappear from your chart. Just remove and reapply.
* Open Interest data is only avaiable on Binance Perpetual Futures pairs
To learn more, read the tooltips in the indicator’s settings and stay tuned for upcoming additions (Range Market Structure, Liquidation Levels, Range Statistics,…)
DSMS - DeltaSurge Matrix Station - 1M Scalping [SurgeGuru]DSMS - DeltaSurge Matrix Station
HOW TO READ THE CHART
=====================================
This guide explains every visual element you see on the chart.
DSMS is a volume profile + order flow indicator built for 1-minute Bitcoin scalping.
It shows WHERE institutional money is sitting and WHERE price is likely to react next.
=====================================
1. THE VOLUME PROFILE (left side of chart)
=====================================
The colored horizontal bars extending left from the candles are the volume profile.
Each bar represents a price level (called a "bin") and shows how much volume traded there.
LONGER BAR = more volume at that price.
BAR COLOR tells you who is in control:
- Green/teal bar = buyers dominated that level (bullish delta)
- Red/orange bar = sellers dominated that level (bearish delta)
- The more intense the color, the stronger the imbalance
SPLIT BARS (bull/bear breakdown):
If enabled, each bar splits into two halves showing exact buy vs sell volume.
Top half = sell volume, bottom half = buy volume.
HEATMAP (wide faded bars behind the profile):
The large transparent boxes behind the profile bars are the heatmap.
They show the same delta information but stretched wider for quick visual scanning.
Bright = high conviction. Faded = low conviction.
=====================================
2. KEY PRICE LEVELS ON THE PROFILE
=====================================
POC (Point of Control):
The bin outlined with a bright border is the POC -- the single price level
with the MOST volume. Price tends to gravitate back to the POC.
A small label shows the POC price and context like "EQUILIBRIUM" or "BULL ATK".
POC FLASH LINE:
A short dashed cyan line appears at the POC when a bounce is detected.
Trigger conditions: price is at the POC, the current candle is bullish after
a bearish candle, and volume is at least 1.2x average. This signals that
the POC is acting as active support and price is reacting to it in real time.
VA HIGH / VA LOW (Value Area lines):
Two horizontal lines mark the top and bottom of the Value Area -- the price range
where approximately 70% of volume traded. These act as support and resistance.
- VA High = resistance when price is below, breakout level when price pushes above
- VA Low = support when price is above, breakdown level when price drops below
When a breakout happens, the line turns green (up) or red (down) and gets thicker.
=====================================
3. LABELS ON PROFILE BINS
=====================================
Each profile bin can show a small text label. These describe what is happening
at that specific price level. Here is what each label means:
ABS (with up/down arrow):
"ABS▼ 7b" = Absorption detected. Institutional players are absorbing selling
pressure at this level (likely accumulating). The "7b" means it held for 7 bars.
ABS▼ = absorbing sells (bullish). ABS▲ = absorbing buys (bearish).
FLOW (with arrow):
"FLOW↑" or "FLOW↓" = A flow shift happened here. The delta direction reversed,
meaning buyers took over from sellers or vice versa. This is a momentum change signal.
FAIL (with arrow):
"FAIL↑" or "FAIL↓" = A flow shift was detected but FAILED to confirm.
The reversal started but price did not follow through. Shown in orange.
Often means the opposing side absorbed the move.
INVAL / INVALID:
"INVAL" or "INVALID" = A previously confirmed flow shift was invalidated.
Price reversed back through the shift level, canceling the signal.
Shown in orange. Treat the original shift direction as no longer valid.
BULL EXH / BEAR EXH:
"BULL EXH" or "BEAR EXH" = Exhaustion zone. Extreme delta (above 65%) combined
with FADING volume. The dominant side pushed too hard and is running out of fuel.
Shown in gold. Often precedes a reversal. Higher delta + lower volume = more exhausted.
IMBALANCE RATIO (number:1):
"4:1" = The ratio of buy volume to sell volume (or vice versa) at this bin.
A 4:1 ratio means one side has 4x the volume of the other.
Only shown when the imbalance exceeds the configured threshold.
ICE:
"ICE" = Iceberg order detected in this bin. High volume traded but price barely
moved, suggesting a large hidden order was absorbing all the activity.
CONFL / CONF+ / CONF-:
Confluence detected. Multiple signals (structure + order flow) agree on direction.
CONF+ = bullish confluence. CONF- = bearish confluence.
CONFLICT:
Structure says one thing, order flow says another. Be cautious.
STK (with multiplier):
"STK x3" = Imbalance stack. Three or more consecutive bins all lean the same
direction. Shows institutional pressure building across multiple price levels.
OB (with arrow):
"OB↑" or "OB↓" = This bin overlaps with an active Order Block (see section 6).
FVG (with arrow):
"FVG↑" or "FVG↓" = This bin overlaps with an active Fair Value Gap (see section 7).
"uFVG↑" or "uFVG↓" = Same but for a micro-level FVG (smaller gap detected
within the profile structure rather than on-chart candle gaps).
uSR:
Micro structure level. A price level that has been tested multiple times with
high volume -- acts as local support or resistance.
EQUILIBRIUM / BULL ATK / BEAR DEF / etc:
Context labels that describe the state of the bin:
- EQUILIBRIUM = balanced buyers and sellers
- BULL ATK = buyers attacking with increasing volume
- BULL DEF = buyers holding but volume fading
- BEAR ATK = sellers attacking with increasing volume
- BEAR DEF = sellers holding but volume fading
CONFIDENCE SCORE (number at end of label):
Example: "ABS▼ CONFL "
The number in brackets is a confidence score from 0-100.
Higher = more signals agreeing. Above 70 is strong.
DWELL TIME:
"8d" at the end means price spent 8 bars dwelling at this level.
More time at a level = stronger support/resistance.
=====================================
4. ARROWS ON PROFILE BINS
=====================================
Small arrows may appear to the right of profile bars:
DELTA ARROWS (^^):
Show if buying/selling pressure is accelerating or decelerating.
pointing up = bullish momentum gaining speed
pointing down = bearish momentum gaining speed
VOLUME ARROWS:
Show if volume is increasing or decreasing at each level.
Up arrow = volume building. Down arrow = volume fading.
VELOCITY BANDS:
Small colored boxes to the right of the profile.
Green = volume accelerating. Red = volume decelerating.
Only appears on high-volume bins.
=====================================
5. CVD LINE (curved line inside the profile)
=====================================
The colored line running through the profile area is the CVD
(Cumulative Volume Delta) line.
It tracks the running total of buy volume minus sell volume across the session.
- Line going UP = buyers accumulating over time
- Line going DOWN = sellers accumulating over time
HOW THE LINE COLOR WORKS:
The line color is NOT random. It checks the CVD value against 5 moving averages
(EMA 8, 13, 21, 34, and 55). Each EMA that CVD is ABOVE scores +1. Each EMA
that CVD is BELOW scores -1. The total score (-5 to +5) sets the color:
+5 (above ALL 5 EMAs) = deep forest green -- strong bullish momentum
+3 to +4 = bright green -- solid bullish
+1 to +2 = light green -- lean bullish
0 = gray -- neutral, no clear direction
-1 to -2 = light red -- lean bearish
-3 to -4 = bright red -- solid bearish
-5 (below ALL 5 EMAs) = deep dark red -- strong bearish momentum
In practice: when the line shifts from red to green, it means CVD has crossed
above its moving averages -- buying pressure is accelerating. When green turns
red, selling pressure is taking over. A gray section means CVD is choppy and
sitting between its averages with no conviction.
CVD LABEL (at the right end of the line):
"CVD +1.2K +5"
First number = raw CVD value (+1,200 net buy volume)
Second number = confirmation count (+5 means 5 consecutive bars where the
adaptive reset system confirmed the bullish direction)
The label color uses a separate gradient based on the confirmation count:
Deep green = many consecutive bullish confirmations
Deep red = many consecutive bearish confirmations
Yellow/gray = few or mixed confirmations
=====================================
6. ORDER BLOCKS (OBs) - colored boxes on candles
=====================================
Order Blocks are zones where institutions placed large orders.
They appear as colored boxes around groups of candles.
ACTIVE OBs (not yet tested):
- Green/teal box = bullish OB (expect support when price returns)
- Red box = bearish OB (expect resistance when price returns)
- Solid fill, extends rightward from the origin candles
BROKEN OBs (breakers):
- Same colors but with a transparent fill and border outline only
- A bullish OB becomes a breaker when price closes below its bottom
- A bearish OB becomes a breaker when price closes above its top
- Once broken, the OB flips role: old support becomes resistance and vice versa
- A dotted midline shows the 50% level of the broken OB
- If price then closes through the breaker in the new direction, it is removed entirely
Two detection methods run simultaneously:
- Fast: simple 3-bar pivot swings for reactive OBs near current price
- Deep: ICS-style fractal depth swings for structural OBs from further back
The "Detection Depth" setting controls the fractal depth (Short/Intermediate/Long Term).
=====================================
7. FAIR VALUE GAPS (FVGs) - striped zones on candles
=====================================
FVGs are gaps in the price action where one side (buyers or sellers) was so
dominant that price skipped over a range. Price tends to come back and fill these gaps.
They appear as small striped/hatched boxes at the gap location.
- Purple-ish stripes = the gap zone
- Each individual stripe is deleted when price crosses through its midpoint,
so the gap visually erodes from the inside out as price fills it
- After 21 bars, remaining unfilled stripes fade to show the gap is aging
- Once every stripe is filled, the FVG is fully removed from the chart
- Maximum 30 FVGs tracked at once (oldest removed first if exceeded)
=====================================
8. MULTI-TIMEFRAME BOXES (2m / 5m / 15m)
=====================================
Colored boxes extending behind and slightly ahead of the current candles.
These show FVGs and Order Blocks detected on HIGHER timeframes (2-minute,
5-minute, 15-minute charts) projected onto your 1-minute chart.
HOW TO TELL THEM APART:
Border style:
- Dashed border = FVG (Fair Value Gap)
- Solid border = OB (Order Block)
Thickness and length:
- Thin border, extends 20 bars back = 2-minute timeframe
- Thin border, extends 30 bars back = 5-minute timeframe
- Thick border, extends 50 bars back = 15-minute timeframe
Color:
- Cyan/teal = bullish (expect support)
- Orange = bearish (expect resistance)
When your 1-minute price touches a higher-timeframe structure, it carries
more weight because institutions watch those levels.
=====================================
9. PREDICTIVE CONFLUENCE ZONES (projected boxes)
=====================================
These are the "ZONE S x3" and "ZONE R x2" boxes that project AHEAD of current price
(to the right of the last candle).
They appear when multiple structures from different sources cluster at the
same price area:
- 1m Order Blocks + 1m FVGs + 2m structures + 5m structures + 15m structures
The system scans all unmitigated levels, finds where they overlap, and projects
a high-probability reaction zone.
"ZONE S x3" = Support zone, 3 structures converge here (green box)
"ZONE R x2" = Resistance zone, 2 structures converge here (red box)
Higher count = stronger zone. These are the highest-conviction levels on the chart.
=====================================
10. SIGNAL LABELS ON CANDLES
=====================================
These labels appear directly on or near candles when specific conditions are met:
SWEEP LABELS (cyan/magenta bubbles):
Example: "VA High 8"
A liquidity sweep happened -- price wicked past a key level and reversed.
The name shows which level was swept. The number is a quality score.
Higher score = more reliable sweep. Cyan = bullish sweep. Magenta = bearish.
ICE (cyan/red squares):
Small squares below (bull) or above (bear) candles.
"ICE 2.3x" = Iceberg order detected. Volume was 2.3x average but price
barely moved. A hidden large order was absorbing all activity.
COILED:
"COILED " = Price has been compressing (low volatility) for 4 bars
while sitting near a wall of support/resistance. Like a spring ready to release.
Green = bullish coil (expect breakout up). Red = bearish coil (expect breakdown).
!!SR (with arrow and count):
"!!SR 5x" = A wall of 5 micro-structure levels stacked at this price.
Strong support (arrow down, green) or resistance (arrow up, red).
CVD DIV:
"CVD DIV (up arrow)" = Bullish CVD divergence. Price is making lower lows but CVD
is improving -- hidden buying.
"CVD DIV (down arrow)" = Bearish CVD divergence. Price making higher highs but CVD
declining -- hidden selling.
VA BREAK:
"VA BREAK (up arrow)" or "VA BREAK (down arrow)" = Price just broke out of the Value Area.
A thick green or red line extends forward showing the breakout level.
This is a high-momentum signal.
VOLUME SPIKE:
"x3.2" = Volume on this candle is 3.2x the average. Shows in magenta above the candle.
REJECT:
"REJECT (arrow)" = Price momentum is pushing into a wall of support or resistance.
Warns of a potential rejection/reversal at that wall.
=====================================
11. SEQUENCE PATTERNS (triangles)
=====================================
These track a full institutional flow sequence through 4 stages:
1. ABSORPTION = institution absorbs orders at a level
2. FLOW SHIFT = delta reverses confirming direction
3. SWEEP = liquidity grab confirms intent
4. BREAKOUT = Value Area breakout completes the pattern
PROGRESS LABELS (small, during build-up):
"SEQ:SHIFT" or "SEQ:SWEEP" = Sequence is building, currently at that stage.
COMPLETED SEQUENCE (large triangle + label):
Hot pink triangle (up or down) with "SEQ BULL " or "SEQ BEAR ".
The number is the sequence score. This is the highest-confidence signal in DSMS.
A full 4-stage institutional sequence just completed.
=====================================
12. CANDLE TECH (colored candle borders)
=====================================
Certain candles get a colored border and a small label:
- Green border = bullish pattern detected (hammer, bullish engulfing, etc.)
- Red border = bearish pattern detected (shooting star, bearish engulfing, etc.)
The label shows:
"R 5" = Reversal pattern, score 5
"(up arrow) 3" = Continuation pattern, score 3
Higher score = more confirming factors (CVD alignment, volume surge, trend direction).
Thicker border = stronger pattern.
=====================================
13. LIQUIDITY VOID LINES
=====================================
Yellow dashed horizontal lines extending left from the profile.
These mark price levels with very low volume -- gaps where price moved
through quickly without much trading. When price returns to these levels,
it tends to move through them fast again or react sharply.
=====================================
14. STATE OF THE ARENA TABLE (corner dashboard)
=====================================
The table in the corner of the chart is the real-time scoring dashboard.
It combines all signals into one weighted score from -100 (max bearish) to +100 (max bullish).
HEADER ROW:
Shows the overall market state and final score.
States: BREAKOUT, TRENDING, COMPRESSED, CONTESTED, or NEUTRAL.
COMPONENT ROWS (each scored -100 to +100, weighted into final score):
Delta Flow (10%) -- raw buying vs selling pressure on current bar
CVD Flow (10%) -- cumulative volume delta trend and EMA band position
Flow Shift (9%) -- recent delta direction reversals
Absorption (9%) -- institutional stop hunt detection
Sequence (8%) -- institutional flow sequence progress
Confluence (7%) -- structural + psychological signal agreement
OB/FVG (7%) -- nearest order block or gap bias
Sweep (7%) -- recent liquidity grab signals
MTF (6%) -- multi-timeframe alignment (2m/5m/15m)
Volume (6%) -- spike detection
Walls (6%) -- support/resistance cluster strength
Accel (5%) -- delta acceleration (2nd derivative of momentum)
Iceberg (4%) -- hidden institutional order detection
Candle (3%) -- pattern recognition score
POC Shift (3%) -- value area migration direction
The final score is the weighted sum, clamped to -100 to +100.
70+ or below -70 = STRONG conviction
40-69 = MEDIUM conviction
15-39 = WEAK conviction
Below 15 = no clear direction
Each row shows a text status, numeric score, and a visual bar made of blocks.
Green blocks = bullish. Red blocks = bearish. More blocks = stronger signal.
SIGNAL SECTION (bottom of table):
Shows the single highest-priority actionable signal right now.
"Key" = what the signal is based on
"Action" = suggested stance (BUY / SELL / HOLD / CAUTION)
"Watch" = what to watch for next
=====================================
QUICK REFERENCE - COLOR GUIDE
=====================================
Cyan/Teal ......... Bullish structures, support, buy signals
Red/Orange ........ Bearish structures, resistance, sell signals
Green ............. Bullish momentum, buyers winning
Red ............... Bearish momentum, sellers winning
Yellow ............ Liquidity voids, caution zones
Purple ............ FVG gap zones
Hot Pink .......... Completed sequence patterns
Magenta ........... Volume spikes, sweep highlights
Gold .............. Predictive zone projections
White text ........ All on-chart signal labels
=====================================
ALERTS
=====================================
DSMS has 6 built-in alerts you can set from TradingView's alert menu:
Flow Shift -- delta direction reversed at a price level
Volume Spike -- volume exceeds threshold with bin concentration
VA Breakout -- price broke out of the Value Area
Strong Confluence -- multiple signals align above the confluence threshold
Absorption -- institutional absorption pattern detected
Sequence Complete -- full 4-stage institutional sequence finished
To set an alert: click the alarm clock icon in TradingView, select DSMS as
the condition source, pick the alert type, and choose your notification method.
Each alert can be toggled on/off in the settings panel.
=====================================
SETTINGS OVERVIEW
=====================================
Everything is toggleable. The main groups in settings are:
Core Settings -- lookback period, number of bins, profile width
Display Options -- toggle heatmap, delta flow, volume breakdown, POC
1M Scalping -- CVD line, zoomed-out mode, volume trend arrows
Signal Settings -- enable/disable each signal type
Advanced Tuning -- compression bars, confidence thresholds
OB/FVG Settings -- order block depth, FVG stripe count, max blocks
Candle Tech -- pattern detection and scoring
Liquidity Sweeps -- wick ratio, volume requirement, score display
Tier 3: Flow Intel -- sequence patterns, multi-timeframe (2m/5m/15m), predictive zones
Colors -- customize every major visual element
State of the Arena -- table position, size, and which components to show
Fair Value Gap Profiles [AlgoAlpha]🟠 OVERVIEW
This script draws and manages Fair Value Gap (FVG) zones by detecting unfilled gaps in price action and then augmenting them with intra-gap volume profiles from a lower timeframe. It is designed to help traders find potential areas where price may return to fill liquidity voids, and to provide extra detail about volume distribution inside each gap to assess strength and likely mitigation. The script automatically tracks each gap, updates its state over time, and can show which gaps are still unfilled or have been mitigated.
🟠 CONCEPTS
A Fair Value Gap is a zone between candles where no trades occurred, often seen as an inefficiency that price later revisits. The script checks each bar to see if a bullish (low above 2-bars-ago high) or bearish (high below 2-bars-ago low) gap has formed, and measures whether the gap’s size exceeds a threshold defined by a volatility-adjusted multiplier of past gap widths (to only detect significantly large gaps). Once a qualified gap is found, it gets recorded and visualized with a box that can stretch forward in time until filled. To add more context, a mini volume profile is built from a lower timeframe’s price and volume data, showing how volume is distributed inside the gap. The lowest-volume subzone is also highlighted using a sliding window scan method to visualise the true gap (area with least trading activity)
🟠 FEATURES
Visual gap boxes that appear automatically when bullish or bearish fair value gaps are detected on the chart.
Color-coded zones showing bullish gaps in one color and bearish gaps in another so you can easily see which side the gap favors.
Volume profile histograms plotted inside each gap using data from a lower timeframe, helping you see where volume concentrated inside the gap area.
Highlight of the lowest-volume subzone within each gap so you can spot areas price may target when filling the gap.
Dynamic extension of the gap boxes across the chart until price comes back and fills them, marking them as mitigated.
Customizable colors and transparency settings for gap boxes, profiles, and low-volume highlights to match your chart style.
Alerts that notify you when a new gap is created or when price fills an existing gap.
🟠 USAGE
This indicator helps you find and track unfilled price gaps that often act as magnets for price to revisit. You can use it to spot areas where liquidity may rest and plan entries or exits around these zones.
The colored gap boxes show you exactly where a fair value gap starts and ends, so you can anticipate potential pullbacks or continuations when price approaches them.
The intra-gap volume profile lets you gauge whether the gap was created on strong or thin participation, which can help judge how likely it is to be filled. The highlighted lowest-volume subzone shows where price might accelerate once inside the gap.
Traders often look for entries when price returns to a gap, aiming for a reaction or reversal in that area. You can also combine the mitigation alerts with your trade management to track when gaps have been closed and adjust your bias accordingly. Overall, the tool gives a clear visual reference for imbalance zones that can help structure trades around supply and demand dynamics.
TPO[Fixed Range, Anchored, Bars Back]TPO Bars Back, Fixed Range and Anchored
Overview
The TPO Profile (Time Price Opportunity Profile) is a powerful market profile indicator that displays the amount of time price spent at different levels during a specified period. Unlike traditional volume profile indicators that show volume distribution, TPO Profile shows time distribution , providing insights into where price has spent the most time and identifying key support and resistance levels.
Key Advantages Over TradingView's Built-in TPO
Simplified Composite Creation : Automatically creates TPO profiles for any time range without manual split/merge operations
Instant Value Area Calculation : Immediately shows Value Area, POC, VAH, and VAL for your selected period
No Manual Assembly Required : TradingView's native TPO requires you to manually split sessions and merge them to create composites - this indicator does it automatically
Flexible Time Ranges : Create composites for any custom time period (multiple days, weeks, specific events) with a few clicks
Real-time Composite Updates : Anchor mode creates live composites that update as new data arrives
Multiple Composite Analysis : Easily compare different time periods without the tedious manual process
Key Features
Core Functionality
Time-Based Analysis : Shows time spent at each price level rather than volume
Configurable Time Blocks : Use any timeframe for TPO counting (30min, 1H, 4H, etc.)
Multiple Price Levels : Adjustable from 5 to 200 levels for granular analysis
Point of Control (POC) : Automatically identifies the price level with highest time activity
Value Area Calculation : Shows the price range containing 70% (configurable) of time activity
Automatic Composite Generation : Creates multi-session composites without manual intervention
Three Operating Modes
1. Bars Back Mode
Analyzes the last N bars from the current bar
Perfect for recent market activity analysis
Range: 10-500 bars
Use Case : Intraday analysis, recent session review
2. Fixed Range Mode
Analyzes a specific time period between start and end times
Ideal for historical analysis of specific events
Creates perfect composites for multi-day periods
Use Case : Earnings periods, news events, specific trading sessions, weekly/monthly composites
3. Anchor Mode (NEW)
Starts from a specific time and extends to the current bar
Dynamically updates as new bars form
Perfect for building live composites from any starting point
Use Case : Live session monitoring, event-based analysis from a specific point, growing composites
Visual Elements
TPO Bars
Horizontal bars showing time distribution at each price level
Longer bars = more time spent at that level
Color-coded to distinguish Value Area from outlying levels
Point of Control (POC)
Red line marking the price level with highest time activity
Most significant support/resistance level
Configurable line style (Solid/Dashed/Dotted) and width
Value Area High/Low (VAH/VAL)
Green and Orange lines marking the boundaries of the Value Area
Shows the price range containing the specified percentage of time activity
Optional display with customizable line styles
Single Print Detection
Identifies price levels touched by only one time block
Display options: Lines or Boxes
Purple color highlighting these significant levels
Often act as strong support/resistance in future trading
Customization Options
Time Block Configuration
Block Time : Choose timeframe for TPO counting (30min, 1H, 4H, etc.)
Allows analysis at different time granularities
Higher timeframes = broader perspective, Lower timeframes = finer detail
Visual Styling
Line Styles : Solid, Dashed, or Dotted for all line elements
Line Widths : 1-5 pixels for POC, VAH, and VAL lines
Colors : Fully customizable colors for all elements
Transparency : Adjustable transparency for better chart readability
Label Management
Show/Hide Labels : Toggle POC, VAH, VAL labels
Font Sizes : Tiny, Small, Normal, Large, Huge
Label Positioning : 8 different position options relative to lines
Offset Controls : Fine-tune label positioning
Line Extension
Level Offset Right : Controls how far lines extend
Smart extension logic:
Value ≤ 0: Infinite extension (extend.right)
Value ≥ 1: Extends exactly N bars ahead
Trading Applications
Support & Resistance
POC often acts as strong support/resistance
Value Area boundaries provide key levels
Single prints frequently become significant levels
Market Structure Analysis
Identify areas of price acceptance (thick TPO bars)
Spot areas of price rejection (thin TPO bars)
Understand where market participants are comfortable trading
Composite Profile Analysis
Create multi-day, weekly, or monthly composites instantly
Compare different composite periods without manual work
Analyze longer-term price acceptance levels
Build composites around specific events or announcements
Session Analysis
Monitor intraday session development in real-time
Compare different sessions (London, New York, Asia)
Track how profiles change throughout the trading day
Build live composites across multiple sessions
Event Analysis
Use Fixed Range mode for earnings, news events
Use Anchor mode to track price development from specific events
Compare pre/post event price acceptance levels
Create event-based composites automatically
Input Parameters
Mode Selection
Mode : Bars Back | Fixed Range | Anchor
Bars Back : Number of bars to analyze (10-500)
Start Time : Beginning time for Fixed Range and Anchor modes
End Time : Ending time for Fixed Range mode only
Analysis Configuration
Block Time : Timeframe for TPO blocks (e.g., "30" for 30-minute blocks)
TPO Levels : Number of price levels (5-200)
Value Area % : Percentage for Value Area calculation (50-95%)
Display Options
Show POC : Display Point of Control line
Show Value Area : Display Value Area box
Show VAH/VAL Lines : Display Value Area boundary lines
Show Single Prints : Display single print detection
Single Print Style : Lines or Boxes
Styling Controls
Colors : TPO, POC, Value Area, VAH, VAL, Single Print colors
Line Styles : POC, VAH, VAL line styles
Line Widths : POC, VAH, VAL line widths
Labels : Show/hide, font size, position, offset controls
Technical Details
Calculation Method
Divides the price range into equal levels based on TPO Levels setting
For each time block, determines which price levels it crosses
Adds +1 count to each crossed level
Identifies POC as the level with highest count
Calculates Value Area by expanding from POC until target percentage is reached
Performance Considerations
Historical data limited to prevent buffer overflow errors
Smart bounds checking for different timeframes
Optimized cleanup routines to prevent drawing object accumulation
Pine Script Version
Built on Pine Script v6
Uses modern Pine Script best practices
Efficient array handling and drawing object management
Best Practices
Timeframe Selection
Block Time = Chart Timeframe : Traditional TPO approach
Block Time > Chart Timeframe : Smoother, broader perspective
Block Time < Chart Timeframe : More granular, detailed analysis
Level Count Guidelines
Low levels (10-20) : Better for swing trading, major levels
High levels (50-100) : Better for scalping, precise entries
Very high levels (100+) : For very detailed analysis
Mode Selection
Bars Back : Daily analysis, recent activity
Fixed Range : Historical events, specific periods, manual composites
Anchor : Live monitoring, event-based analysis, growing composites
Composite Creation Workflow
Select Fixed Range or Anchor mode
Set your desired start time (and end time for Fixed Range)
Adjust TPO Levels for desired granularity
Enable VAH/VAL lines to see Value Area boundaries
The composite profile generates automatically with all key levels
This indicator eliminates the tedious manual process of creating composite TPO profiles in TradingView. Instead of splitting sessions and manually merging them, you get instant composite analysis with automatic Value Area calculation, POC identification, and single print detection. The combination of time-based analysis, multiple operating modes, and extensive customization options makes it a powerful tool for understanding market structure and price acceptance levels across any time period.
AMT Orderflow Profile + Imbalance Highlight + DashboardAMT Orderflow Profile + Imbalance Highlight + Dashboard
This indicator is a price-bin-based orderflow profile designed to expose where aggressive participation is concentrated and sustained, not just where volume traded.
Unlike traditional volume profiles that show where activity occurred, this script focuses on how volume behaved inside price, separating buying and selling pressure and highlighting only statistically dominant imbalance.
🔹 Why This Script Is Original
Most volume profiles and orderflow tools suffer from one or more of the following:
Single-bin imbalance noise
Repeating alerts from already-accepted imbalance
Visual imbalance that does not align with alerts
No distinction between fresh initiative vs historical volume
This script solves those issues by combining price-bin profiling, directional volume classification, and strict imbalance persistence rules into one unified model.
The result is a contextual orderflow tool, not a signal spammer.
🔹 How It Works (Concepts)
Price-Based Binning
The script divides the price range of the lookback window into fixed bins.
Directional Volume Separation
Buy volume: candles closing above open
Sell volume: candles closing below open
Bin-Level Imbalance Calculation
A bin is imbalanced only when one side controls a configurable percentage of total volume:
Side Volume ÷ (Buy + Sell Volume) ≥ Threshold
Persistence Requirement (Noise Filter)
Imbalance is only considered valid when it appears across 3 or more consecutive bins, filtering out isolated prints.
Fresh Print Enforcement
Alerts trigger only when imbalance first appears, never while it persists or after it has already been accepted by price.
🔹 Visual Output
Each bin is drawn as a horizontal box
Imbalanced bins display:
Bold borders
Highlighted background
Text label: BUY IMB or SELL IMB
Box width represents relative volume intensity
Alerts are mathematically locked to these visual labels, ensuring perfect alignment between what you see and what you’re alerted on.
🔹 How Traders Use It
This tool is best used for:
Identifying initiative buying or selling
Spotting absorption vs acceptance
Confirming auction direction within a larger framework
Providing orderflow context alongside VWAP, IB, CVD, or market structure
It is not intended as a standalone entry signal, but as a confirmation and context engine.
🔹 Alerts (Non-Repainting)
BUY alert → fresh 3+ bin buy-side imbalance
SELL alert → fresh 3+ bin sell-side imbalance
Alerts do not repeat unless imbalance fully disappears and reappears
⚠️ Notes
Candle-based volume (not tick footprint)
Non-repainting
Designed for futures and liquid markets
Best used with clean charts for clarity
