3D Market Profile [BOSWaves]3D Market Profile - TPO Time Price Distribution with Polyline 3D Extrusion, Value Area Construction, and Initial Balance Mapping
Overview
3D Market Profile is a Time Price Opportunity profile system that constructs a TPO distribution from recent chart history and renders it as a three-dimensional extruded structure using polyline geometry, where row width reflects the number of TPO period prints at each price level, density-based gradient coloring communicates participation concentration, and perspective faces on the top and side edges of each row provide spatial depth that standard two-dimensional profiles cannot convey.
Instead of displaying a flat histogram alongside price, this system aggregates chart bars into complete TPO periods at the configured timeframe, assigns sequential alphabet letters to each period, and accumulates per-row letter counts across the full profile window. The resulting distribution drives a full market profile analytical framework including Point of Control identification, Value Area expansion from the POC outward, and Initial Balance range derivation from the opening TPO periods. All structural levels are rendered as extending reference lines and labeled price readouts that project beyond the profile face.
This creates a market profile visualization that combines the structural depth of conventional TPO analysis with a three-dimensional rendering system that makes profile shape and density immediately readable across varying chart zoom levels. The extruded top and side faces follow the profile contour row by row, the rear glass plane frames the distribution within a perspective bounding box, and the complete wireframe connects front and rear geometry with depth-offset corner lines that reinforce the spatial orientation of the profile structure.
Price is therefore evaluated against a fully formed TPO distribution anchored to recent chart history, with POC, Value Area, and Initial Balance levels providing the standard market profile reference framework in a spatially rich visual presentation.
Conceptual Framework
3D Market Profile is founded on the principle that TPO market profile analysis becomes significantly more visually accessible when the distribution is rendered with three-dimensional spatial depth, allowing traders to read profile shape, density concentration, and structural levels at a glance without the visual ambiguity that flat two-dimensional histogram representations produce at different zoom levels and screen resolutions.
Traditional market profile implementations render uniform flat row boxes where the only visual differentiation between high and low density rows is bar width, which becomes difficult to assess comparatively when profiles contain many rows or are viewed on smaller screens. This framework adds spatial depth through extruded top and side faces that follow the profile contour, creating a volumetric bar chart where density is communicated through both width and three-dimensional geometry simultaneously, and gradient coloring that progresses from the configured low-density to high-density colors adds a third visual dimension that reinforces the density reading.
Three core principles guide the design:
TPO distribution should be constructed from complete timeframe periods rather than individual bars, ensuring each period contributes exactly one letter print to each price row it trades through regardless of how many chart bars compose that period.
The three-dimensional extrusion should follow the profile contour row by row rather than applying a uniform rectangular extrusion, preserving the profile's structural shape in the depth geometry and maintaining the analytical significance of the distribution's outline.
Standard market profile reference levels including POC, Value Area High, Value Area Low, and Initial Balance should be derived from the TPO distribution using conventional methodology and rendered as structural references that extend beyond the profile face for ongoing price interaction monitoring.
This shifts market profile visualization from flat histogram reading into a spatially rich three-dimensional distribution analysis where density, shape, and structural levels are simultaneously communicated through geometry, color, and depth.
Theoretical Foundation
The indicator combines chart bar aggregation into complete TPO periods at the configured timeframe, sequential alphabetical letter assignment per period, per-row letter count accumulation across the full profile window, density-normalized gradient coloring with power transformation, POC identification through maximum count with proximity tiebreaking, outward value area expansion from POC with alternating upper and lower priority, Initial Balance derivation from the opening period count, and polyline-based 3D geometry construction using depth-offset coordinates for top faces, side end caps, and rear glass plane.
Period aggregation groups chart bars by their TPO clock value, merging consecutive bars sharing the same period timestamp into a single period high-low range. Each completed period receives the next sequential alphabet letter from A through Z then a through z, repeating modularly for profiles with more periods than the alphabet. Row assignment maps each period's full high-low range to the corresponding row bins, contributing one print to every row from the period low bin to the period high bin inclusive. The POC selection resolves ties between equal-count rows by choosing the one closest to the mid-range price. Value area expansion adds rows alternately from the high and low sides of the POC based on which adjacent row has the greater count, continuing until the accumulated count reaches the target percentage of total prints.
Four internal systems operate in tandem:
Period Aggregation Engine : Groups chart bars by TPO clock timestamp into complete periods, accumulating per-period high-low ranges and assigning sequential letter identifiers that are used for both letter rendering and Initial Balance period counting.
TPO Distribution Builder : Accumulates per-row letter strings and print counts from the period high-low ranges, producing the row width and text data that drives all subsequent profile rendering and level calculations.
3D Geometry Engine : Constructs polyline polygon arrays for the extruded top faces following each row's width contour, side end cap faces at the outer edge of each row, and the rear glass plane bounding box, using configurable depth bar and depth row offsets to establish perspective coordinates.
Level and Label System : Derives POC, VAH, VAL, and IB level prices from the distribution, renders dual glow and core lines extending across the profile and beyond with configurable tail length, and places price readout labels at the right edge of the level lines.
This design ensures the 3D geometry follows the actual distribution contour while all standard market profile reference levels are derived from the same underlying TPO count data that drives the visual rendering.
How It Works
3D Market Profile evaluates price through a sequence of aggregation and profile-building processes:
Profile Range Calculation : The highest high and lowest low across the configured bar count establish the full profile range, which is divided into the configured number of rows to produce the uniform row height used for all price-to-row mapping.
TPO Period Aggregation : Chart bars are grouped by their TPO timeframe clock value. Consecutive bars sharing the same period timestamp are merged into a single period with the accumulated high and low. Each completed period boundary triggers storage of the completed period data.
Letter Assignment and Row Filling : Each period is assigned the next sequential alphabet letter. For each period, the low and high row bins are calculated and the period letter is appended to the row text string for every row from low to high inclusive, with the row print count incremented accordingly.
Initial Balance Derivation : The first N periods as configured by the IB Periods setting contribute their highs and lows to the Initial Balance range, producing the IBH and IBL reference levels that mark the range established during the opening portion of the profile window.
POC Identification : The row with the maximum print count is identified as the POC. When multiple rows share the maximum count the row closest to the profile mid-range price is selected, providing a consistent tie-breaking rule that favors centrally located levels.
Value Area Construction : Starting from the POC row, adjacent rows are added one at a time by selecting the higher-count neighbor on each iteration until the accumulated count reaches the VA percentage target of total prints.
Profile Geometry Calculation : The profile start position is determined by the placement setting, with Right of Price positioning the profile in forward chart space at the configured right offset and On Range anchoring it to the beginning of the analyzed window. Row widths are calculated as print count multiplied by cell width.
3D Top Face Construction : For each occupied row, a quadrilateral polyline polygon is constructed connecting the row's front top-left, front top-right, depth-offset rear top-right, and depth-offset rear top-left coordinates, producing the extruded top surface that follows the profile contour.
3D Side Cap Construction : For each occupied row, a quadrilateral polyline polygon connects the front right edge top, front right edge bottom, depth-offset rear right bottom, and depth-offset rear right top, producing the side end cap that closes the extruded row geometry.
Front Profile Rendering : Box objects are created for each occupied row with density-gradient fill coloring, POC and single print override coloring, and border styling that distinguishes the POC row, single print rows, Value Area rows, and standard rows.
TPO Letter Rendering : Individual label objects are placed at the center x and mid-price y position of each letter's cell within the profile, with color distinguishing POC, single print, and standard rows.
Level and Label Rendering : POC lines are rendered as dual glow and core polylines. VAH and VAL render as dotted lines. IBH and IBL render as dashed lines. All extend from the configured tail length left of the profile to the right edge of the depth geometry. Price labels are placed at the right extent of each line.
Together, these elements form a complete three-dimensional market profile rendering where the TPO distribution drives both the analytical reference framework and the spatial geometry of the extruded visualization.
Interpretation
3D Market Profile should be interpreted as a conventional TPO market profile with three-dimensional spatial depth encoding applied to the distribution geometry:
Profile Width : The horizontal extent of each row reflects its total TPO print count relative to the maximum, with wider rows indicating more time spent at that price level and narrower rows indicating less acceptance.
Density Gradient Coloring : Row fill progresses from the configured low-density color at minimum print count to the high-density color at maximum print count, with a power-transformed gradient that spreads color differentiation across the density range.
Point of Control Row (POC) : The widest row rendered in the POC color identifies the price level with the greatest time-at-price concentration across the profile window, representing the most accepted price during the analyzed period.
Value Area : Rows between VAH and VAL rendered with full opacity represent the price range containing the configured percentage of total TPO prints, identifying the zone of concentrated acceptance around the POC.
Non-Value Area Rows : Rows outside the Value Area are rendered with additional transparency and darkened coloring, visually receding from the Value Area rows to communicate their reduced relative acceptance.
Single Print Rows : Rows with exactly one TPO period print are highlighted in the high-density color with a distinct border, marking price levels visited by only one period that price may return to complete the auction.
TPO Letters : Sequential alphabet letters within each row identify which periods traded through that price level, with the letter sequence providing a chronological audit trail of price movement across the profile window.
3D Top Faces : Extruded top surfaces following the profile contour row by row provide depth cues that make the profile shape readable as a three-dimensional structure, with the contour step pattern revealing the distribution's outline in spatial form.
3D Side Caps : End cap faces at the outer edge of each row close the extruded geometry and reinforce the row width differences through the depth dimension, with darker coloring distinguishing the side geometry from the front profile.
3D Frame : The rear glass plane and wireframe perspective box orient the profile within three-dimensional chart space, connecting front and rear geometry with corner depth lines that establish the spatial extent of the distribution structure.
POC Level : Dual glow and core lines extending from the profile mark the POC price for ongoing reference, with the glow providing visual prominence that makes the POC immediately identifiable against background price action.
VAH and VAL Lines : Dotted lines at the Value Area boundaries mark the upper and lower edges of the high-acceptance zone for ongoing price interaction monitoring.
IBH and IBL Lines : Dashed lines at the Initial Balance high and low mark the range established during the opening TPO periods, providing the conventional IB reference framework for range extension and balance monitoring.
Profile shape, POC location, Value Area extent, single print density, and IB range collectively provide more structural context than any element in isolation.
Signal Logic & Visual Cues
3D Market Profile does not generate discrete entry or exit signals but provides continuous structural reference through the standard market profile analytical framework:
POC Magnetic Reference : The POC level identifies the price where the greatest time-based acceptance occurred within the window, frequently acting as a mean reversion magnet when price extends to the Value Area boundaries.
Value Area Boundary Interaction : Price moving outside the Value Area enters statistically less accepted price territory, providing context for potential reversion trades back toward the Value Area or range extension trades when acceptance establishes beyond the boundary.
Initial Balance range interactions provide the conventional IB framework where price accepting above IBH or below IBL signals potential range extension, while price remaining within the IB range suggests balanced auction conditions.
Strategy Integration
3D Market Profile fits within conventional market profile and auction theory-based analytical approaches:
POC Reversion Framework : Use the POC line as a dynamic mean reversion reference when price has extended to or beyond the Value Area boundaries, with the POC representing the price where the distribution's greatest acceptance occurred and where reversion activity frequently concentrates.
Value Area Boundary Trading : Monitor price behavior at VAH and VAL for acceptance or rejection signals. Price accepting above VAH or below VAL by closing multiple bars beyond the boundary suggests genuine range extension. Price rejecting at the boundaries and returning inside the Value Area suggests reversion continuation.
Initial Balance Range Extension : Use IBH and IBL as directional range extension references. Price establishing acceptance above IBH with sustained closes indicates potential bullish range extension. Price accepting below IBL indicates potential bearish extension.
Single Print Targeting : Treat single print rows as potential return targets for incomplete auction areas, monitoring for price to revisit and fill these levels with additional TPO participation in subsequent sessions.
Profile Placement Selection : Use Right of Price placement to keep the profile in forward chart space as a live reference for current and upcoming price interaction. Use On Range placement to anchor the profile to the historical window for post-session analysis and retrospective structural assessment.
Timeframe and Length Calibration : Match the TPO timeframe to the trading session type being analyzed. Thirty-minute TPOs with standard length produce a conventional daily profile. Shorter timeframes produce intraday micro-profiles. Longer timeframes produce multi-day macro profiles that reveal larger structural distribution patterns.
Technical Implementation Details
Period Aggregation : TPO clock-based grouping of chart bars into complete periods with high-low range accumulation and sequential letter assignment
Distribution Builder : Per-row letter string accumulation and print count tracking across the full period set
POC Selection : Maximum count identification with mid-range proximity tiebreaking for consistent level placement
Value Area Engine : Outward expansion from POC with alternating upper and lower priority based on adjacent row count comparison
3D Geometry : Polyline quadrilateral construction for top faces and side caps using depth bar and depth row offset coordinates
Front Profile : Box objects with density gradient fill, POC override, single print override, and Value Area transparency differentiation
Level System : Dual glow and core POC lines, dotted VA lines, dashed IB lines, and price readout labels at configurable tail length
Performance Profile : Full object cleanup and rebuild on last bar with label count cap enforcement and configurable profile length maximum
Optimal Application Parameters
Timeframe Guidance:
1 - 5 min : Intraday micro-profile analysis with shorter length and faster TPO timeframe for session-level distribution tracking within a single trading day
15 - 60 min : Session profile construction with standard thirty-minute TPO timeframe and balanced row count for conventional daily market profile analysis
4H - Daily : Multi-session macro-profile analysis with longer length and higher TPO timeframe for structural distribution patterns spanning multiple sessions
Suggested Baseline Configuration:
Length : 180
Rows : 24
Value Area % : 70
Placement : Right of Price
TPO Timeframe : 30
Show TPO Letters : Enabled
Initial Balance Periods : 2
3D Depth (Bars) : 6
3D Height (Rows) : 0.42
Show 3D Frame : Enabled
Show POC / VA : Enabled
Show Initial Balance : Enabled
Show Level Labels : Enabled
These suggested parameters should be used as a baseline; their effectiveness depends on the instrument's session structure, typical daily range, and preferred profile granularity, so fine-tuning is expected for optimal performance.
Parameter Calibration Notes
Use the following adjustments to refine behavior without altering the core logic:
Too few or too many rows : Adjust Rows to increase or decrease vertical price resolution, calibrating row height to the instrument's typical daily range so rows represent meaningful price increments rather than noise-level or excessively large bands.
Letters too cramped or too sparse : Adjust TPO Cell Width to control the horizontal space allocated to each letter, increasing for wider, more readable letter display or decreasing to fit more prints within the same profile width.
Profile too narrow or too wide : The profile width scales automatically with the maximum row print count multiplied by cell width. Adjust Length to include more or fewer bars in the profile window, and adjust Cell Width to scale the resulting profile width.
3D extrusion too deep or shallow : Adjust 3D Depth (Bars) to control horizontal perspective extent and 3D Height (Rows) to control vertical depth, calibrating the spatial effect to the chart's aspect ratio and current zoom level.
Profile overlapping price action : Use Right of Price placement with a larger Right Offset value to push the profile further from current price, or switch to On Range placement to anchor it to the beginning of the analyzed window instead.
Initial Balance range too narrow or wide : Adjust Initial Balance Periods to include more or fewer opening TPO periods in the IB calculation. Two periods represents the conventional first trading hour using thirty-minute TPOs; increase for a wider opening range definition.
TPO timeframe mismatch : Match the TPO Timeframe to the session type being analyzed. Using a thirty-minute timeframe on a daily chart produces very few periods and minimal distribution differentiation; use a timeframe appropriate to the chart timeframe and session length.
Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions.
Performance Characteristics
High Effectiveness:
Session-structured markets where a defined trading window produces a clear distribution with identifiable POC and Value Area that serve as reliable structural references across subsequent sessions
Instruments with consistent daily range where row height calibrates to meaningful price increments and the distribution produces a recognizable bell-curve or skewed profile shape
Market profile-based trading approaches where POC, Value Area, and Initial Balance provide the primary structural reference framework for directional bias and level interaction analysis
Three-dimensional visualization workflows where the extruded profile geometry provides immediate spatial readability that improves structural assessment speed relative to flat two-dimensional profiles
Reduced Effectiveness:
Markets with highly variable daily ranges where a fixed row count produces inconsistent row heights across different sessions, reducing the comparability of distribution shapes between profile windows
Instruments without clear session structure where the TPO period aggregation produces few complete periods within the profile length, resulting in sparse distributions with limited analytical differentiation
Very short profile lengths where insufficient bars produce too few TPO periods to create a statistically meaningful distribution with identifiable POC and Value Area levels
Extremely compressed consolidation environments where price trades within a narrow range and all rows receive similar print counts, producing a flat distribution without the structural differentiation that makes POC and Value Area meaningful
Markets with frequent large gaps where the profile range is dominated by gap space rather than traded price, producing distributions with many empty rows that reduce the analytical value of the concentration levels
Integration Guidelines
Confluence : Combine with BOSWaves structural tools, order flow analysis, or momentum indicators to validate POC and Value Area interactions with broader analytical context before acting on market profile reference levels
POC Migration Tracking : Monitor whether successive profile POC levels are migrating higher, lower, or remaining stable as a secondary directional bias indicator. Consistently rising POC levels across multiple sessions suggest sustained upward value migration.
Value Area Overlap Assessment : Compare Value Area ranges across successive profiles to assess whether price is finding acceptance in overlapping value zones, indicating market balance, or developing non-overlapping value areas, indicating directional value migration.
Single Print Completion Monitoring : Track single print rows as potential return targets in subsequent sessions. The market profile principle that incomplete auctions tend to be revisited makes single prints valuable anticipatory reference levels for future price behavior.
IB Range Context : Use the Initial Balance range as a daily bias anchor. Strong directional moves that establish acceptance well outside the IB range early in the session carry greater continuation probability than marginal IB extensions that quickly revert inside.
Disclaimer
3D Market Profile is a professional-grade TPO market profile visualization and auction theory analysis tool. It uses timeframe-based period aggregation with standard market profile methodology but does not predict future price movements. Results depend on market conditions, instrument session structure, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates order flow context, structural analysis, and comprehensive risk management. Индикатор
Structural Liquidity & POC Matrix [BigBeluga]🔵 OVERVIEW
The Structural Liquidity & POC Matrix is a clean, automated price action terminal built to track institutional key levels. It isolates important market highs and lows over a set lookback period and instantly projects them onto your chart as trailing liquidity lines.
Additionally, the script calculates a dynamic volume profile between those major high and low structural markers. Instead of scattering lines everywhere, it neatly draws this volume breakdown on the right side of your workspace to reveal exactly where the heaviest trading occurred and highlights the Point of Control (POC).
🔵 FEATURES
The toolkit maps out key market interaction zones using a streamlined structural tracking framework:
1 — Dynamic Liquidity Range Tracking
Automated Sweep Highs & Lows: The engine scans your chart using a set lookback period ( Liquidity Length ) to find key historical highs and lows, drawing sharp levels right at those turning points.
Smart Fading Level Lines: Once a liquidity line is plotted, it trails forward until it hits a customizable timer limit ( Fade Liquidity ). The line smoothly fades out and resets over time, ensuring your chart stays perfectly clean.
Visual Breakout Diamond Markers: The exact moment price action breaks or shifts out of a previously established liquidity level, the script prints a sharp diamond symbol (◆) to flag the market sweep.
2 — Adaptive Sidebar Volume Profile & Matrix
Right-Side Profile Alignment: To keep your workspace completely clear of clutter, the script shifts the historical volume breakdown out of the way, plotting it onto the right margin of your screen ( Profile Offset ).
Structural Volume Distribution: The engine tallies up all volume traded between the active major high and low blocks. It dynamically projects the results as a clean structural polyline matrix block, colored to match the dominant market flow.
Point of Control (POC) Target Line: The system automatically scans your volume data to pinpoint the absolute heaviest volume node ( Point of Control (POC) ). It stretches a bright line ( POC Color ) from the start of the structure all the way through the profile to reveal major institutional fair value anchors.
// Volume Profile Array Bins & POC Target Index Lookup
volBins = array.new(size, 0.0)
for i = start to bar_index
price = close
binIdx = math.floor((price - profBot) / atr)
if binIdx >= 0 and binIdx < size
array.set(volBins, binIdx, array.get(volBins, binIdx) + volume )
maxVol = array.max(volBins)
pocBinIdx = volBins.indexof(maxVol) // Find the exact index of the POC
🔵 HOW TO USE
Integrating these structural matrix lines into an everyday trading plan follows a clear, step-by-step strategy structure:
Isolate the Active Range Boundaries: Monitor the top orange and bottom blue tracking lines to instantly map the current structural playing field. These trailing boundaries reveal exactly where short-term stops and market liquidity pool rest.
Locate the Institutional Fair Value Anchor: Look for the bright yellow Point of Control line stretching across the chart. This level shows you where the largest amount of volume has changed hands, identifying a strong support or resistance anchor for future retests.
Execute Trades Off Range Sweeps: Watch the chart closely when price sweeps past an outer liquidity line and prints a diamond indicator. If price snaps back inside the range, look to ride the reversal momentum straight across the matrix toward the yellow POC target line.
🔵 NOTES
Why this implementation is unique:
It acts as a compact, self-cleaning support and resistance tool by automatically fading out old level lines before they can crowd your screen.
Rather than forcing you to look at a fixed, unmoving session volume profile, it anchors its volume calculation directly between the active high and low price pivots.
The smart polyline rendering engine keeps your trading window uncluttered by cleanly shifting detailed volume histograms entirely over to the right margin space.
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Liquidity Trend Heatmap [BigBeluga]🔵 OVERVIEW
The Liquidity Trend Heatmap is a professional-grade volume analysis tool that maps market liquidity directly onto your price chart. By combining a trend-following baseline with a high-resolution volume-at-price heatmap, it helps traders instantly visualize where the market's "heavy" trading zones are located relative to the current trend.
🔵 FEATURES
The indicator utilizes a sophisticated volume-distribution engine to provide actionable market intelligence:
1 — Dynamic Liquidity Heatmap
Multi-Node Distribution: The indicator divides the recent price range into a 26-level grid, calculating the cumulative volume traded at each level over your defined Lookback Period .
Visual Heatmap Nodes: Liquidity is displayed as shapes (Squares, Circles, etc.) that shift color and intensity based on the volume processed at that price.
Normalized Intensity: Nodes appear more vivid based on their volume relative to the Point of Control (POC), ensuring you only focus on the most significant liquidity zones.
2 — Institutional Point of Control (POC) Tracker
Automated POC Detection: The system identifies the specific price level with the highest volume accumulation, marking it as the market’s primary liquidity magnet.
Real-Time Metrics: A dedicated POC label on the far right of your chart provides the exact price and volume traded at the POC, keeping your focus on the most critical level.
3 — Trend-Following Dashboard
Trend Baseline: Includes a customizable moving average ( Trend Length ) that acts as a structural midline. This midline automatically updates color to indicate whether the current environment is Bullish or Bearish.
Information Dashboard: A clean, configurable table at the top-right provides instant updates on the current trend status, POC price, and total POC volume without cluttering your workspace.
🔵 HOW TO USE
This tool is designed to identify "smart money" zones and potential mean-reversion levels:
Identify Liquidity Magnets: Use the POC level as a primary target or support/resistance level. High-volume nodes often act as magnets for price action.
Confirm Trend: Use the Trend Line and dashboard status to ensure your liquidity-based trades are aligned with the prevailing market trend.
Filter Weak Levels: Adjust the Heatmap Threshold % to hide low-volume levels. This cleans up your chart and leaves only the most relevant, high-conviction liquidity zones visible.
🔵 NOTES
Why this implementation is unique:
It combines complex volume-profile math with a lightweight, user-friendly visual interface, making it suitable for both scalpers and swing traders.
The "future-extending" heatmap nodes visualize expected liquidity distribution into the immediate future, helping you anticipate price behavior before it happens.
The system is highly customizable, allowing you to toggle the trend line, adjust shape types, and change heatmap thresholds to suit your specific trading style.
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Trade Wzrd - Tide [Rampage Series]✨ TRADE WZRD - TIDE ✨
Every price level has an owner. Not a metaphor - a measurement.
Tide splits the range's volume row by row into buy mass and sell mass , finds the levels one side owns outright, and draws them as living lines on the chart - with a graveyard of the levels that came before.
⚡ THE RAMPAGE SERIES ⚡
Tide is a release in the Rampage Series - a growing family of volume-and-levels tools built by Trade Wzrd. Every Rampage script ships with the same built-in automation layer: signals don't just paint, they speak. One alert, one webhook, and every entry, exit and fill fires a plain-text order string.
⚡ THE OWNERSHIP ZONES (THE HERO) ✨
Every bar's volume is divided by who won the close - bars that closed high are buyers' mass, bars that closed low are sellers' mass - then spread across the price rows it touched. When one side owns 65%+ of everything traded at a row (your threshold), that row is a SHELF. Tide paints the two that matter right now as ownership ZONES : the highest buyer shelf below price as a soft cyan field, the lowest seller shelf above it in red - the exact band one side owns, a glow bed under a bright edge, and the ownership printed right inside the zone: "78% OWNED BY BUYERS" . A tag at the right edge carries the price and the percentage; hover it for who owns it, since when, and exactly where it dies. A zone stays alive until price closes clean through it - then it dies where it fell, no ghost, because a failed level is just a line.
⚡ THE FOSSILS (THE HISTORY) ✨
When a shelf is replaced - not broken, just handed off to the next level - it fades into a fossil: a dotted ghost in its owner's color, frozen at the bar it was born. Fossils stay on the chart until the market mitigates them: price trades through a ghost and it's erased. What's left is the archaeology of the setup - every level that used to matter, still standing where it stood, until the market itself takes it down. Cap the graveyard or turn it off in the Fossils group.
⚡ THE POOLS (THE LIQUIDITY) ✨
Equal highs and equal lows are not coincidences - they're where the stops rest. Tide clusters swings within a tolerance you set into liquidity POOLS, and draws them as gold levels: the exact price, the touch count that built them (×3 = three equal highs worth of stops), dashed while the liquidity rests. Then the raid comes: a wick through the pool that closes back = the sweep. The chart stamps it in gold, the pool marks itself TAKEN in dots, and it dies honestly when price consumes it or time forgets it. And here's the fusion: a fresh sweep near a shelf fuels the defense - conviction rises, and the chip's hover tells you exactly why: "the sell stops are already taken." The dashboard's POOLS row names the nearest pool each side with its touches and distance in ATR.
⚡ THE CROWN & THE CENTER ✨
The dashed white line is the Point of Control - the row where the most mass traded in the range, price tagged at its end. The optional volume-center line is the 50/50 magnet every defense aims for. The full ownership numbers - undertow, POC, shelf count, balance - live on the dashboard, one glance away.
⚡ THE DEFENSE (THE SIGNAL) ✨
Price returns to a shelf and the owners defend it: a dip into a buyer shelf that closes back above = BUY · DEF. A poke into a seller shelf that closes back below = SELL · DEF. One defense per shelf per touch - a fired shelf releases only when price escapes it cleanly, so fresh touches can defend again but wick-spam cannot. Stops frame the shelf's far edge: if price trades through the shelf, the defense failed, honestly. Targets default to the VOLUME CENTER - the 50/50 magnet of the range's mass - capped at 3R with an R-multiple fallback.
⚡ THE UNDERTOW ✨
Beneath the rows, one number: the range's net delta. BULL +18% means the mass leans long; BEAR -12% means it leans short; BALANCED means the tide is slack. It's the dashboard's top row because it's the context every defense swims in.
⚡ CONVICTION & THE DATABASE ✨
Every defense carries one compact number - CONVICTION. Underneath: this chart's own live database, defenses bucketed by the shelf's dominance (owned / dominated / ruled) . That tier win rate is the base - then the score bends with the scenario: how owned the shelf is, balance alignment (defending from the side of value), kinetic fuel, absorption. Fused into one grade from 5 to 95. Hover any chip: the shelf's exact price band, who owns it and by how much, the tier's win rate and sample depth, balance, undertow, fuel. Nothing hidden.
⚡ THE SCHEDULE ✨
Every closed trade is filed by session - Asia, London, New York, off hours - and the dashboard learns which hours the defenses hold on this chart, with this logic. When the schedule has enough receipts, BEST SESSION names the shift.
⚡ BUILT-IN AUTOMATION ⚡
One alert ("Any alert() function call") + your webhook URL, and Tide speaks Trade Wzrd order strings:
⚡ Entries with SL/TP prices attached
⚡ Optional opposite-signal close prepended to new entries
⚡ TP/SL-hit close alerts that mirror the on-chart trade box
The same readable comma syntax drives automation across 7+ platforms - percent-risk or fixed-volume sizing, magic numbers, order comments. No lock-in: plain text, any endpoint.
✨ HOW TO READ IT ✨
⚡ Cyan zone below price = the band buyers own, defending longs - ownership % printed inside, price + % on the edge tag
⚡ Red zone above price = the band sellers own, defending shorts - same receipts
⚡ A zone that vanishes without a ghost = it broke: price closed clean through it. Failed levels leave no fossils
⚡ Dotted colored ghosts = fossils: shelves that handed the job off, standing until the market mitigates them
⚡ Gold dashed levels = liquidity pools: equal highs/lows where stops rest - tag shows price × touches
⚡ Gold POOL ×3 stamps = the raid: stops swept and rejected; the pool goes dotted TAKEN until it dies
⚡ A defense firing right after a sweep = the strongest setup Tide knows - conviction gets the fuel, hover says why
⚡ Dashed white line = the Point of Control, price tagged - where the most mass traded in the range
⚡ BUY · DEF 68 / SELL · DEF 71 chips = a shelf defended itself - the number is conviction
⚡ Gold diamonds = absorption: climax volume, no progress - someone ate the book right there
⚡ Dashboard: undertow, POC, shelf count, who's defending, database, best session, record, fuel
⚡ HOW TO USE ⚡
⚡ Drop it on any liquid symbol with volume, 15m to 4H - ownership maps everywhere
⚡ Let it run. The database and the session schedule start empty - they grow teeth from this chart's own history
⚡ Watch the tiers: if ruled shelves (90%+ ownership) earn more than owned ones, raise Shelf Dominance and let the weak ones go
⚡ Set Min Win Probability once the tiers have samples - cold tiers filter themselves out
⚡ Turn on Balance Alignment to defend only from the side of value
⚡ Wire one alert when you're ready to automate
✨ LIMITATIONS ✨
⚡ Buy/sell mass is estimated from where each bar closed inside its range - a proven approximation, not exchange order-flow. On symbols without volume, the profile, undertow and conviction stand down
⚡ Conviction starts from this chart's own history , tiered - a sample, not a promise. Small samples lie confidently; the hover tells you when a tier is young
⚡ The database resets when you change symbols, timeframes, or core settings - every context earns its own track record
⚡ Shelves defend best in rotation; in runaway breakouts price doesn't come back to defend anything - that's what the trade box's stop is for
Rift maps WHERE the volume traded. Tide knows WHO OWNS EVERY PRICE - and watches them defend it. Null Range knows WHERE THE VOLUME NETS TO NOTHING.
Educational shell. Not financial advice. Not a signal service.
Индикатор
Trade Wzrd - Null Range [Rampage Series]✨ TRADE WZRD - NULL RANGE
Every range has two middles. The one price draws - the midpoint - and the one VOLUME draws: the exact price where everything traded inside the range nets to nothing. Half the participation above, half below. The balance point where the tug-of-war reads null .
Null Range plots that line, builds a channel out of volume's own deviation, and fades the pokes that venture beyond it - out where participation thins to nothing. Not a promise - a receipt.
⚡ THE RAMPAGE SERIES ⚡
Null Range is a release in the Rampage Series - a growing family of volume-and-levels tools built by Trade Wzrd. Every Rampage script ships with the same built-in automation layer: signals don't just paint, they speak. One alert, one webhook, and every entry, exit and fill fires a plain-text order string.
✨ THE NULL RANGE ✨
The dealing range's volume is distributed across a hundred invisible bins, and the 50/50 split becomes a single glowing line. Not a midpoint. Not an average. The price where the crowd's money actually nets to zero. And the line itself is the regime read: it runs CYAN when volume's center of mass sits in the cheap half, RED when it sits in the expensive half. Its right-edge tag carries VOL CENTER - the exact percentage. Hover it for the full story.
⚡ THE VOLUME CHANNEL ⚡
The same bins yield volume's standard deviation - so Null Range draws the channel where participation actually lives: two glowing sigma walls around the line with graded fills, and nothing else. ~95% of traded volume lives inside. Price beyond the wall is price out where volume goes null - extended, exhausted, and ripe for the trap.
✨ KINETIC FUEL ✨
Under the structure, a fuel strip burns: volume times speed, candle by candle, normalized against recent history. Bull fuel hangs off the discount wall in cyan, bear fuel off the premium wall in red - spike squares mark the bars that moved real mass, and WALL SLAM diamonds stamp the bars where that mass physically hit a wall. When a trap springs off a slam, the whole crowd pushed - and still failed.
⚡ THE MARGIN PROFILE ⚡
In the right margin, the range's own bins draw themselves quietly - spanning exactly wall to wall, because that's where the volume that matters lives. Every row is tinted by who owned that price: cyan where buyers dominated, red where sellers did. The Point of Control is ringed in gold. Width, offset, delta coloring - all yours. It's the same engine as the line, laid on its side.
✨ FLOW HEAT ✨
No labels. No lines. Just heat. When price sinks while buy pressure quietly rises, the tape washes faint cyan - someone is loading into weakness. When price rises while sell pressure builds, it washes faint red - someone is unloading into strength. The disagreement between pressure and price, painted as weather. The dashboard's FLOW HEAT row names the shift when it's live.
✨ THE FILTERS ✨
Trade only what the database believes in. Min Win Probability skips signals from cold buckets (once they have enough samples to judge - TRACKING signals always pass). Max Extension skips blow-off pokes. Balance Alignment demands volume's center be on your side. Every active filter shows on the dashboard's FILTERS row, so you always know what the engine is allowed to take.
✨ THE TRAP ✨
The signal: price pokes beyond the two-sigma wall - out into the null - and closes back inside within the trap window. The fakeout. Fade it back toward the line - the default target IS the null range itself, because mean-reversion trades deserve mean-reversion targets. Premium traps short from above, discount traps long from below. EQ Reclaim mode (decisive crosses back through the line, 0.2 ATR minimum, no whipsaw) is there for continuation players.
⚡ THE CONVICTION SCORE ⚡
Here is where Null Range stops asking for trust. Every signal carries one compact number - CONVICTION - that no single ingredient could give you. Underneath it sits this chart's own live database: traps bucketed by how deep the extension ran (0–0.25, 0.25–0.5, 0.5–1.0, 1.0+ ATR beyond the wall), reclaims bucketed by whether volume's center was on their side. That historical win rate is the base - then the score bends with the scenario: volume's center on your side or against you, a tidy poke or a blow-off, a spike bar or thin air. History + balance + depth + fuel, fused into one grade from 5 to 95. Early on, before the buckets earn their samples, the score runs on structure alone - and says so.
And the hover is REACTIVE . Point at any signal and the verdict breaks the score into its parts: the conviction line, thin-sample warnings when a bucket is young, hot/cold bucket verdicts, depth-risk notes on blow-off extensions, balance alignment with the crowd's cost basis, and a fuel read on the participation behind the poke. Same model, different situation, different answer.
✨ THE RECEIPTS ✨
Signals stay on the chart as compact conviction chips - ▲ T 72, ▼ R 64 - one glance, one grade. Every closed trade stamps ✓ TP HIT or ✗ SL HIT exactly where it died. The dashboard tracks the VOL CENTER and PRICE POS gauges, the regime word, EQ/POC/channel width, the last signal with its conviction, the FLOW HEAT state, the database total, and a 10-dot streak row. The trade box carries entry, dashed stop, solid target with live R:R - and the conviction rides inside the entry tag.
⚡ YOURS TO SHAPE ⚡
Every visible piece answers to you: walls on or off, the line gradient or solid, EQ and POC tags toggleable, POC width, profile width and offset, delta colors or one solid tone, fuel strip, slam markers, flow heat, channel fills. The defaults are the house look - the knobs are all yours.
⚡ BUILT-IN AUTOMATION ⚡
One alert ("Any alert() function call") + your webhook URL, and Null Range speaks TradeWzrd order strings:
⚡ Entries with SL/TP prices attached
⚡ Optional opposite-signal close prepended to new entries
⚡ TP/SL-hit close alerts that mirror the on-chart trade box
The same readable comma syntax drives automation across 7+ platforms - percent-risk or fixed-volume sizing, magic numbers, order comments. No lock-in: plain text, any endpoint.
✨ HOW TO READ IT ✨
⚡ One glowing line = where the range's volume nets to null. Cyan = volume built low, red = volume built high
⚡ The graded channel = where ~95% of the volume lives. Price outside the wall = out in the null, extended
⚡ Fuel candles below/above the walls = kinetic energy per bar; squares = spike bars; diamonds = wall slams, mass meeting structure
⚡ Faint cyan/red wash behind the tape = flow heat: pressure and price disagreeing
⚡ The quiet profile in the margin, wall to wall = who owns each price: cyan rows buyers, red rows sellers, gold ring POC
⚡ ▲ T / ▼ T chips = the trap just failed - the number is conviction: this chart's track record bent by balance, depth and fuel. Hover for the breakdown
⚡ ▲ R / ▼ R chips = decisive reclaims of the line, same conviction engine
⚡ Dashboard: gauges, regime, FILTERS row, FLOW HEAT row, DATABASE row (trap and reclaim rates separately), streak dots
⚡ HOW TO USE ⚡
⚡ Drop it on any liquid symbol, 5m to 4H - tuned defaults for XAUUSD 15m
⚡ Let it run. The database is empty at first - conviction runs on structure alone until the buckets earn their samples
⚡ Compare buckets: if shallow traps earn 70% and deep ones earn 40%, you know exactly which pokes to take
⚡ Wire one alert when you're ready to automate
✨ LIMITATIONS ✨
⚡ Conviction starts from this chart's own history, bucketed - a sample, not a promise. Small samples lie confidently; the hover tells you when a bucket is young
⚡ The database resets when you change symbols, timeframes, or core settings - every context earns its own track record
⚡ Traps fade extensions - in a runaway trend, the outer wall keeps getting hit and the trap window is the honest filter
⚡ On symbols without volume data, the line falls back to midpoint and sigma to range/4
✨ CREDITS ✨
Kinetic fuel concept inspired by "Kinetic Momentum Vectors" by BigBeluga (CC BY-NC-SA 4.0). Concept only and Null Range's fuel is re-engineered from zero: volume times speed, burning off our own volume-channel walls. No code or geometry shared with the original.
Rift maps WHERE the volume traded. Null Range knows WHERE THE VOLUME NETS TO NOTHING - and what fading the void has been worth.
Educational shell. Not financial advice. Not a signal service. Индикатор
NW Volume Profile - Kernel-Smoothed [Dots3Red]📊 NW VOLUME PROFILE - KERNEL-SMOOTHED
A volume profile answers a different question than a normal chart. Instead of "how much traded today," it asks "how much traded at each price." This version applies Nadaraya-Watson kernel smoothing to that profile before reading any level off it — turning a jagged, noisy histogram into the actual underlying distribution of where volume concentrated.
🎯 WHY THIS MATTERS
A raw volume profile is built from independent price bins — each one only knows its own volume, nothing about its neighbors. That makes it noisy: a single oversized candle can create a spike that looks like an important level but is really just where one bar happened to land. Reading real structure off a raw histogram means squinting past that noise.
This script smooths the profile before drawing anything. Every bin's displayed value becomes a weighted average of its neighborhood — nearby bins count heavily, distant bins barely at all, following a Gaussian curve. The lumps from individual candles melt away, and what's left is the true shape of the distribution that was underneath the noise the whole time. All the levels described below — POC, Value Area, HVN, LVN — are read from that smoothed curve, not the raw one.
🧮 HOW THE SMOOTHING WORKS
Each price bin's raw volume gets replaced by:
smoothed(i) = Σⱼ w(i,j) · raw / Σⱼ w(i,j)
where w(i,j) is a Gaussian weight based on how many bins apart i and j are, controlled by the Bandwidth setting. A small bandwidth stays close to the raw histogram; a large one produces one broad, simplified hump. This is genuine kernel regression applied across the price axis, not a moving average or a visual blur — it's the same mathematical technique used in the smoothed lines several Dots3Red scripts already use for slope/trend estimation, applied here to a distribution instead of a time series.
Toggle "Show Raw Histogram Behind" to see the original jagged bars faintly displayed underneath the smoothed profile — a direct before/after comparison on your own chart.
📏 WHAT EACH LEVEL MEANS
🟡 POC (Point of Control) — the single price with the highest smoothed volume. The market's center of gravity for the current window; price tends to be pulled back toward it.
🔵 Value Area — the price region around the POC containing a configurable share of total volume (default 70%). Price trading inside it is trading at a level the market recently agreed was fair — chop and rotation are common here. Price breaking out of it is the market rejecting that agreement, which is often when moves extend rather than stall.
🟢 HVN (High Volume Node) — a secondary local peak in the smoothed distribution. Acts like a sticky zone; price tends to slow down or pause when revisiting one.
🔴 LVN (Low Volume Node) — a local trough where very little volume ever traded. Acts like a thin spot; price tends to move through it quickly rather than lingering, since few positions were ever opened there.
HVN and LVN are drawn as full-width dotted lines across the chart (not just labels at the profile edge), specifically so they stay visible and trackable even after price has moved well away from where the profile itself was drawn.
🧭 HOW TO USE
👀 Start with where price sits relative to the Value Area. Inside it: expect rotation and two-way trade. Outside it: the move has already broken from recent consensus, which historically has more follow-through than reversion.
🧲 Treat POC as a magnet, not a wall. It is the level most likely to be revisited, not a guaranteed reversal point. How price behaves when it gets there — accepted or rejected — is the actual signal, not the level itself.
🐌 Expect hesitation at HVNs. A move approaching an HVN from your prior window is approaching a zone where the market has previously done a lot of business — some slowing or consolidation there is common.
⚡ Expect speed through LVNs. A thin zone with very little historical volume tends to get crossed quickly rather than acting as support or resistance. If price is moving toward one, a fast move through it before finding real support/resistance at the next node is a reasonable expectation.
🔧 Adjust Bandwidth to match what you're looking for. A tighter bandwidth reveals more granular structure (closer to raw); a wider one collapses the profile into its dominant, unmistakable levels. There's no universally correct setting — it depends on whether you want detail or clarity.
💡 EXAMPLE
Say the profile shows POC at 61,200, a Value Area from 60,400 to 62,100, and an LVN line sitting at 59,800. Price later drops to 60,450 — right at the edge of the Value Area. Two distinct scenarios are now readable from the profile: if price holds and turns back up, the 61,200 POC above is the natural target the market has repeatedly gravitated toward. If instead price breaks below 60,400, the empty LVN at 59,800 offers little historical volume to slow the decline — a fast move through that zone before finding the next real level is the more likely path. Same chart, two different expectations, both read directly off the same profile without any additional indicator.
⚙️ SETTINGS
📊 Profile
• Lookback (bars) — size of the rolling window the profile is built from
• Price Bins — vertical resolution of the profile
• Body Volume Only — distribute volume across the candle body instead of the full high-low range
🧮 Kernel Smoothing
• Bandwidth — width of the Gaussian kernel in bin units; controls detail vs. simplification
📏 Levels
• Value Area % — share of total volume the Value Area is expanded to contain
• Node Detection Leg — how many neighboring bins define a local peak/trough
• LVN Max Ratio of POC — how thin a trough must be, relative to POC, to count as an LVN
🎨 Visualization
• Show Raw Histogram Behind, POC Line, Value Area, HVN/LVN Marks — each independently toggleable
• Profile Width — how far the profile extends horizontally
🖥️ Dashboard
• Show/hide, position — displays current POC, Value Area bounds, node counts, and the active window/bandwidth settings
📝 NOTES
This profile is a rolling window — its levels update as the window slides forward with each new bar, which is expected behavior for a volume profile rather than a repainting signal (nothing appears and then vanishes; the underlying window is simply moving). Thin-volume symbols will produce a ragged profile regardless of smoothing settings — this tool is most informative on liquid instruments with consistent volume.
⚠️ DISCLAIMER
This is an analytical and visualization tool. It does not generate trade signals and does not constitute financial advice. Historical volume concentration at a given level does not guarantee how price will behave there in the future. Индикатор
Navyraid FVANavyraid FVA (Fair Value Area)
Description:
Overview
The Navyraid Fair Value Area (FVA) is a specialized analytical tool built upon the principles of Auction Market Theory (AMT). According to AMT, financial markets exist to facilitate trade, constantly moving between states of balance and imbalance. The market tends to travel from one established Value Area to another.
This indicator maps out these crucial areas by analyzing where the market spends the most time and how frequently specific price levels are visited throughout the trading day. By identifying these zones of high historical acceptance, the indicator projects key levels from previous sessions that act as strong magnets and significant support/resistance zones for current and future market action.
How It Works (Core Logic)
The indicator evaluates price action by breaking down the high-to-low range of each candle into specific discrete price bins (ticks). It then tallies how often the price trades through each bin over a defined period (daily basis).
Value Area Calculation: It accumulates these price interactions to find the area where a specified percentage of trading activity occurred (default is 68%, representing one standard deviation of the mean).
Key Level Extraction: It isolates the single price levels with the highest concentration of activity for both the Mayor and Minor FVA.
Main Features
Mayor FVA: This represents the Point of Control (POC) or the price level with the highest time accumulation strictly within the 68% Value Area. This zone acts as the primary focal point of market balance and a high-probability price magnet.
Minor FVA: This marks the most significant high-time node located strictly outside the established Value Area. These peripheral nodes frequently serve as crucial turning points, rejection zones, or targets when the market breaks out of its primary balance.
Smart Mitigation (Freeze Logic): To keep the chart clean and relevant, FVA zones are projected forward as boxes. By default, once the current price touches or "mitigates" an extended box, the box stops extending (freezes).
Force Extend: A toggle that overrides the mitigation logic, forcing the FVA boxes to continuously project forward regardless of price interaction, useful for long-term level tracking.
Auto Tick Size: The script automatically scales the bin sizes based on the asset's specific price range and minimum tick, making it universally applicable across Forex, Indices, Crypto, and Equities without manual adjustment.
How to Use in Trading
Traders can utilize the Navyraid FVA to understand the broader market context based on AMT.
Targets: If the price is moving directionally, previous Mayor FVAs serve as logical take-profit zones, as the market seeks historical balance.
Reactions: Minor FVAs can be observed for potential pullbacks or continuation setups when the market tests extreme areas outside of the previous day's accepted value.
Disclaimer: This indicator is designed for educational and analytical purposes to visualize Auction Market Theory concepts. It does not constitute financial advice. Индикатор
EVA Ai + POC, Liquidity & Smart Money 1.4.1 EN💎 EVA Ai + POC, Liquidity & Smart Money 1.4.1 PRO EN — SEE WHERE THE MARKET ACCEPTED PRICE
Volume bars below a chart tell you when activity happened. EVA Volume Profile PRO shows where it happened.
The indicator maps traded volume across price, calculates POC and the Value Area, detects HVN/LVN structure, tracks directional volume and builds confirmed BSL/SSL liquidity pools. The result is a clean auction map for traders who use Volume Profile, Smart Money concepts, market structure and liquidity analysis — without flooding the candles with heavy color.
Use it for stocks, crypto and Forex, from scalping and intraday trading to swing analysis. AUTOPILOT adapts the lower timeframe, row density, node thresholds and liquidity-quality filters to the active chart.
This is a market-reading tool, not a LONG/SHORT signal generator. Its job is to show where value sits, where price may accelerate and where confirmed liquidity remains active before you build a trade plan.
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⚡ CORE MARKET MAP
• Volume Profile — horizontal volume distribution by price.
• POC — the price row with the highest calculated volume.
• Value Area — the price range containing the selected share of total volume; 70% is the standard target.
• VAH / VAL — upper and lower Value Area boundaries.
• HVN — high-volume acceptance nodes where price may slow, balance or retest.
• LVN — low-volume rejection corridors where price can travel quickly.
• Up / Down Volume — directional volume context classified from lower-timeframe candles.
• Delta — the difference between classified Up Volume and Down Volume across the profile.
• BSL / SSL — confirmed buy-side and sell-side liquidity pools around equal swing highs and lows.
• Liquidity Quality Q — a quality score using relative volume, rejection wick and spacing between confirmations.
• Nearest Targets — closest BSL, SSL, HVN and LVN with ATR distance and live state.
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🗺 HOW TO READ THE CHART
START WITH VALUE
Price between VAL and VAH is trading inside accepted value. This is usually a two-sided auction: POC attracts price, HVNs can hold rotation and the center of the profile often produces more noise than its edges.
Holding above VAH signals price discovery above value. Holding below VAL signals price discovery below value. A single breakout is not enough on its own — watch whether the boundary survives a retest and whether directional volume supports the move.
READ THE POC
The bright magenta POC marks the highest-volume price in the selected range. It acts as the profile’s center of gravity.
Price close to POC is usually balanced. Price far from POC may be building a new area of value or preparing a rotation back toward the old one. Context decides which path is active.
READ THE PROFILE SHAPE
Long horizontal rows represent heavier participation. Short rows show low acceptance.
The main histogram uses a restrained neutral palette. A thin neon rail at the profile anchor shows row-level direction: teal for Up Volume dominance, pink for Down Volume dominance. Stronger imbalance produces a brighter rail without recoloring the entire histogram.
HVN — ACCEPTANCE
Blue HVN zones mark local volume peaks. These are areas where the market previously agreed on price. Expect slower movement, consolidation, support/resistance behavior or repeated tests.
An HVN does not disappear after a touch. It represents completed volume structure, not uncollected stops.
LVN — REJECTION AND FAST TRAVEL
Amber LVN zones mark local volume valleys. Price spent less time there, so movement may accelerate through the corridor until it reaches the next HVN, Value Area boundary or active liquidity pool.
LVNs remain part of the calculated profile and update when the selected range changes.
BSL / SSL — CONFIRMED LIQUIDITY
BSL appears above confirmed equal swing highs, where short stops and breakout liquidity can cluster. SSL appears below confirmed equal swing lows, where long stops and sell-side liquidity may sit.
A pool requires at least two comparable confirmed pivots and must pass the adaptive Q filter. The script does not print every high and low as “liquidity.”
Liquidity states:
• FRESH — confirmed and not yet tested.
• TESTED — price entered the zone without completing the full sweep; the zone fades.
• OFF — still calculated but outside the active ATR work radius, so it is hidden from the chart.
• SWEPT — price cleared the far boundary; every drawing for that pool is deleted.
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📊 THE CALCULATED DASHBOARD
AUTOPILOT
Shows whether adaptive mode is active and which lower timeframe is selected.
AUCTION
Reports whether price is inside Value Area, above VAH or below VAL.
RANGE / SOURCE
Displays Visible Range, Session HD or Fixed Range and confirms whether calculations use chart candles or lower-timeframe data.
ROWS × STEP
Shows the actual number of profile rows and price increment. You always know the resolution behind the map.
UP / DOWN AND DELTA
Displays directional volume shares and the net profile imbalance.
POC / DIST
Shows POC and the current price distance from it.
NEAREST BSL / SSL
Shows pool price, distance in ATR, Q score and FRESH, TESTED or OFF state.
NEAREST HVN / LVN
Locates the closest acceptance node and fast-travel corridor.
STRUCTURE
Classifies the profile as upper concentration, lower concentration or balanced.
STATUS
Confirms developing mode, closed-bar mode or a safe data fallback.
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⚙️ THREE VOLUME PROFILE MODES
VISIBLE RANGE
Calculates only the candles currently visible on the screen. Zoom or scroll and the profile rebuilds around the market structure you are actually studying.
SESSION HD
Creates a separate profile for each selected trading session. Useful for intraday POC, daily Value Area, opening rotations and session-based support/resistance.
FIXED RANGE
Measures one specific impulse, consolidation, breakout leg or accumulation range between two adjustable time markers.
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🎯 PRACTICAL READING SCENARIOS
BALANCED AUCTION
Price is inside Value Area and close to POC or an HVN. The market is accepting price. Chasing the middle of the profile offers less structural clarity than waiting for a reaction at VAH, VAL or a nearby liquidity zone.
BULLISH PRICE DISCOVERY
Price holds above VAH, directional volume remains constructive and BSL is active overhead. The bullish auction remains valid while price accepts above value; a return below VAH weakens that read.
BEARISH PRICE DISCOVERY
Price holds below VAL, Down Volume expands and an SSL pool remains below. The bearish auction stays active until price regains the Value Area.
LVN TRAVEL
Price enters an LVN without opposing participation. The low-volume corridor may provide a faster route toward the next HVN, POC, VA boundary or liquidity target.
LIQUIDITY SWEEP
Price clears the far edge of BSL or SSL and the pool disappears. The next question is acceptance or rejection: check candle response, volume, Delta and location relative to VAH/VAL. A sweep alone does not guarantee reversal.
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🧠 AUTOPILOT, LOWER TIMEFRAME DATA AND INTEGRITY
AUTOPILOT adjusts lower-timeframe selection, row density, HVN/LVN thresholds, pivot sensitivity, pool width, minimum Q and the visible ATR radius. The developing profile updates as new confirmed microbars arrive.
Lower-timeframe OHLCV improves price allocation inside each chart candle. If the requested intrabar history is unavailable or incomplete, EVA falls back to the complete chart-candle sample rather than silently using a truncated profile.
The script uses the volume supplied by the active symbol’s data feed. On some markets, especially Forex, that may be tick volume. Pine Script cannot access a historical exchange order book or full bid/ask footprint, so EVA does not fabricate either one. The directional rail is an order-flow-style approximation derived from lower-timeframe candle direction.
Confirmed BSL/SSL pools are created from closed pivot events and are not backfilled onto earlier bars. Visible Range and developing profiles recalculate when the viewport or incoming data changes — expected behavior for a dynamic Volume Profile, not a historical trading signal being rewritten.
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⚠️ RISK NOTICE
EVA Volume Profile PRO is an analytical TradingView indicator. It does not execute orders and is not financial advice. Markets involve risk. Every setup requires independent validation, position sizing and risk management.
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🔥 READY TO TURN THE LIQUIDITY MAP INTO A COMPLETE TRADE SCENARIO?
EVA AI Plus combines confirmed LONG/SHORT signals, Market Structure, Liquidity Sweeps, Smart Money context, Support/Resistance, Supply/Demand, Fair Value Gaps, Whale Volume, signal-quality filters, AI Advisor explanations, TP/SL, Trail, TP+ and internal statistics in one premium TradingView workspace.
Open EVA AI Plus, add it to your favorites and request access to the 7-day test drive:
Индикатор
EVA Ai + POC, Liquidity & Smart Money 1.4.1 RU💎 EVA Ai + POC, Liquidity & Smart Money 1.4.1 RU — РЫНОК, РАЗЛОЖЕННЫЙ ПО ЦЕНАМ
Обычный объём под графиком отвечает на вопрос «сколько проторговали за свечу». EVA Volume Profile PRO показывает другое: на каких ценах проходил основной объём, где рынок принимал стоимость, где оставались пустоты и к каким зонам цена может вернуться за ликвидностью.
На одном графике собраны Volume Profile, POC, Value Area, VAH, VAL, HVN, LVN, направленный объём и подтверждённые пулы BSL/SSL. Без сплошной заливки экрана. Профиль остаётся читаемым даже рядом со свечами, а AUTOPILOT подстраивает детализацию под таймфрейм и доступный объём данных.
Это инструмент для анализа аукциона и ликвидности. Он не рисует готовые LONG/SHORT-входы и не подменяет риск-менеджмент. Его задача — показать структуру рынка до принятия решения.
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⚡ ЧТО РАССЧИТЫВАЕТ ИНДИКАТОР
• Volume Profile — горизонтальное распределение объёма по ценам.
• POC — цена с максимальным проторгованным объёмом.
• Value Area — диапазон, где сосредоточена выбранная доля объёма; стандартная цель — 70%.
• VAH и VAL — верхняя и нижняя границы зоны стоимости.
• HVN — узлы высокого объёма, где рынок принимал цену и часто переходил в баланс.
• LVN — узлы низкого объёма, через которые цена обычно проходит быстрее либо резко отказывается от уровня.
• Up/Down Volume — направленный контекст объёма по свечам младшего таймфрейма.
• BSL/SSL — подтверждённые buy-side и sell-side liquidity pools около равных swing high / swing low.
• Delta — разница между классифицированным Up Volume и Down Volume внутри выбранного диапазона.
• Nearest Liquidity — ближайшие BSL/SSL, расстояние до них в ATR, качество Q и текущее состояние.
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🧭 КАК ЧИТАТЬ ПРОФИЛЬ НА ГРАФИКЕ
1. Начните с положения цены относительно Value Area
Цена между VAL и VAH находится в зоне принятой стоимости. Здесь рынок чаще вращается вокруг POC, тестирует HVN и возвращается к балансу.
Закрепление выше VAH показывает выход из справедливой стоимости вверх. Закрепление ниже VAL — выход вниз. Сам пробой ещё не является входом: смотрите, удерживается ли граница после ретеста и подтверждает ли движение объём.
2. Найдите POC
Яркая розовая линия POC отмечает цену максимальной концентрации объёма. Это главный центр текущего профиля и сильный рыночный магнит.
Если цена находится далеко от POC, рынок может продолжить поиск новой стоимости или вернуться к прежнему балансу. Если цена торгуется около POC, преимущество сторон обычно слабее — здесь чаще появляется шум и двусторонняя торговля.
3. Прочитайте форму гистограммы
Чем длиннее горизонтальная строка, тем больше объёма прошло на этой цене. Короткая строка означает низкое принятие цены.
Основной профиль выполнен в спокойной нейтральной палитре. Тонкая neon-рейка у якоря показывает доминирующую сторону каждой строки: бирюзовый цвет — преимущество Up Volume, розовый — Down Volume. Яркость растёт вместе с дисбалансом.
4. Используйте HVN как зоны принятия
Синие HVN-зоны отмечают локальные пики объёма. Здесь цена может замедляться, формировать консолидацию, повторно тестировать уровень или использовать его как поддержку/сопротивление.
HVN не исчезает после касания. Это уже проторгованная структура рынка, а не ожидающий стоп-пул.
5. Используйте LVN как коридоры непринятия
Янтарные LVN-зоны показывают провалы объёма. Внутри таких участков рынок провёл мало времени, поэтому движение может ускоряться. На границе LVN также возможен резкий отказ, если цена не получает нового объёмного подтверждения.
LVN тоже не удаляется после первого теста: он остаётся частью рассчитанного профиля и перестраивается вместе с выбранным диапазоном.
6. Проверьте BSL и SSL
BSL формируется над подтверждёнными равными swing high — там часто концентрируются стопы продавцов и ликвидность покупателей. SSL строится под равными swing low, где может находиться ликвидность продавцов.
Зона появляется только после подтверждения минимум двух сопоставимых экстремумов и прохождения фильтра качества. В Q учитываются относительный объём, rejection wick и расстояние между подтверждениями.
Состояния зон:
• FRESH — подтверждённая зона ещё не тестировалась.
• TESTED — цена вошла в диапазон, но не прошла его полностью; зона становится визуально слабее.
• OFF — пул остаётся в расчёте, но находится за рабочим ATR-радиусом и временно скрыт с графика.
• SWEPT — дальняя граница пройдена; зона считается собранной и полностью удаляется.
7. Сверьтесь с Delta
Положительная Delta означает, что внутри всего выбранного профиля больше объёма классифицировано как Up Volume. Отрицательная — преимущество Down Volume.
Delta относится ко всему диапазону, а не к последней свече. Поэтому текущая красная свеча может находиться внутри положительного профиля — противоречия здесь нет.
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📊 ЧТО ПОКАЗЫВАЕТ ПАНЕЛЬ EVA LIQUIDITY
• Autopilot — активна ли автоматическая адаптация.
• Auction — цена внутри Value Area, выше VAH или ниже VAL.
• Range — Visible Range, Session HD или Fixed Range.
• Source — свечи графика либо выбранный Lower Timeframe.
• Rows × Step — количество строк и фактический ценовой шаг.
• Up / Down — доли направленного объёма.
• Delta — суммарный дисбаланс диапазона.
• POC / dist — POC и расстояние текущей цены до него.
• VAL — VAH — границы справедливой стоимости.
• Nearest BSL / SSL — ближайший пул, расстояние в ATR, Q и статус.
• Nearest HVN / LVN — ближайшие объёмные узлы.
• Structure — верхняя, нижняя или сбалансированная концентрация профиля.
• Status — developing-профиль, закрытые свечи либо безопасный fallback источника данных.
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⚙️ ТРИ РЕЖИМА VOLUME PROFILE
VISIBLE RANGE
Профиль рассчитывается только по свечам, видимым на экране. Изменили масштаб или прокрутили график — расчёт автоматически обновился. Это основной режим для быстрого анализа текущей рыночной структуры.
SESSION HD
Строит отдельный профиль торговой сессии. Подходит для intraday, day trading и поиска дневных POC, VAH/VAL, HVN/LVN.
FIXED RANGE
Позволяет исследовать конкретный импульс, накопление, боковик или участок от пробоя до текущей цены. Начало и конец задаются временными маркерами.
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🚀 БЫСТРЫЕ СЦЕНАРИИ ЧТЕНИЯ
БАЛАНС
Цена внутри Value Area и рядом с POC/HVN. Рынок принимает стоимость. В таком режиме логичнее ждать реакции от границ VA, а не преследовать движение в центре профиля.
ПОИСК ЦЕНЫ ВВЕРХ
Цена удерживается выше VAH, профиль расширяется вверх, Delta поддерживает покупателей, а впереди находится BSL. Контекст бычий, пока возврат под VAH не отменил выход из стоимости.
ПОИСК ЦЕНЫ ВНИЗ
Цена закрепляется ниже VAL, Down Volume усиливается, а ближайшая SSL расположена ниже. Медвежий контекст сохраняется, пока цена не вернулась внутрь Value Area.
БЫСТРОЕ ПРОХОЖДЕНИЕ
Цена входит в LVN без встречного объёма. Внутри низкообъёмного коридора движение может ускориться до следующего HVN, границы VA или активного liquidity pool.
СБОР ЛИКВИДНОСТИ
Цена проходит дальнюю границу BSL/SSL, пул удаляется, затем рынок показывает принятие либо отказ. Оценивайте реакцию свечей, объём и положение относительно VAH/VAL — сам sweep не гарантирует разворот.
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🧠 AUTOPILOT И ТОЧНОСТЬ РАСЧЁТА
AUTOPILOT автоматически выбирает младший таймфрейм, плотность строк, пороги HVN/LVN, параметры pivot и минимальное качество liquidity pools. Developing-профиль обновляется по мере поступления новых данных.
Для более точного распределения объёма индикатор может использовать Lower Timeframe OHLCV. Если младшие данные недоступны или неполны, система переключается на полный набор свечей текущего графика без скрытой обрезки диапазона.
EVA использует объём, который предоставляет источник данных выбранного инструмента. Для Forex это часто tick volume. Pine Script не даёт исторический биржевой стакан и полноценный bid/ask footprint, поэтому индикатор не выдумывает такие данные: направленный объём рассчитывается по движению свечей младшего таймфрейма.
Подтверждённые BSL/SSL создаются по закрытым pivot-событиям и не дорисовываются задним числом на более ранних барах. Visible Range и developing-профиль закономерно пересчитываются при изменении диапазона или поступлении новой свечи — это нормальная работа динамического Volume Profile.
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⚠️ РИСК
EVA Volume Profile PRO — аналитический инструмент для TradingView. Он не исполняет сделки и не является индивидуальной инвестиционной рекомендацией. Любой рынок связан с риском; окончательное решение, размер позиции и проверка сценария остаются за трейдером.
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🔥 ХОТИТЕ ПЕРЕЙТИ ОТ КАРТЫ ЛИКВИДНОСТИ К ГОТОВОМУ ТОРГОВОМУ СЦЕНАРИЮ?
EVA AI Plus объединяет подтверждённые LONG/SHORT-сигналы, Market Structure, Liquidity Sweep, Smart Money, Support/Resistance, Supply/Demand, Fair Value Gaps, Whale Volume, фильтры качества, AI Advisor, TP/SL, Trail, TP+ и внутреннюю статистику в одном рабочем пространстве TradingView.
Откройте премиальный EVA AI Plus, добавьте его в избранное и запросите доступ к 7-дневному тест-драйву:
⚠️🔥Картинка является ссылкой. КЛИКНИТЕ по картинке для открытия индикатора!!!
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💎 EVA VOLUME PROFILE PRO — SEE WHERE THE MARKET ACCEPTED PRICE
Volume bars below a chart tell you when activity happened. EVA Volume Profile PRO shows where it happened.
The indicator maps traded volume across price, calculates POC and the Value Area, detects HVN/LVN structure, tracks directional volume and builds confirmed BSL/SSL liquidity pools. The result is a clean auction map for traders who use Volume Profile, Smart Money concepts, market structure and liquidity analysis — without flooding the candles with heavy color.
Use it for stocks, crypto and Forex, from scalping and intraday trading to swing analysis. AUTOPILOT adapts the lower timeframe, row density, node thresholds and liquidity-quality filters to the active chart.
This is a market-reading tool, not a LONG/SHORT signal generator. Its job is to show where value sits, where price may accelerate and where confirmed liquidity remains active before you build a trade plan.
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⚡ CORE MARKET MAP
• Volume Profile — horizontal volume distribution by price.
• POC — the price row with the highest calculated volume.
• Value Area — the price range containing the selected share of total volume; 70% is the standard target.
• VAH / VAL — upper and lower Value Area boundaries.
• HVN — high-volume acceptance nodes where price may slow, balance or retest.
• LVN — low-volume rejection corridors where price can travel quickly.
• Up / Down Volume — directional volume context classified from lower-timeframe candles.
• Delta — the difference between classified Up Volume and Down Volume across the profile.
• BSL / SSL — confirmed buy-side and sell-side liquidity pools around equal swing highs and lows.
• Liquidity Quality Q — a quality score using relative volume, rejection wick and spacing between confirmations.
• Nearest Targets — closest BSL, SSL, HVN and LVN with ATR distance and live state.
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🗺 HOW TO READ THE CHART
START WITH VALUE
Price between VAL and VAH is trading inside accepted value. This is usually a two-sided auction: POC attracts price, HVNs can hold rotation and the center of the profile often produces more noise than its edges.
Holding above VAH signals price discovery above value. Holding below VAL signals price discovery below value. A single breakout is not enough on its own — watch whether the boundary survives a retest and whether directional volume supports the move.
READ THE POC
The bright magenta POC marks the highest-volume price in the selected range. It acts as the profile’s center of gravity.
Price close to POC is usually balanced. Price far from POC may be building a new area of value or preparing a rotation back toward the old one. Context decides which path is active.
READ THE PROFILE SHAPE
Long horizontal rows represent heavier participation. Short rows show low acceptance.
The main histogram uses a restrained neutral palette. A thin neon rail at the profile anchor shows row-level direction: teal for Up Volume dominance, pink for Down Volume dominance. Stronger imbalance produces a brighter rail without recoloring the entire histogram.
HVN — ACCEPTANCE
Blue HVN zones mark local volume peaks. These are areas where the market previously agreed on price. Expect slower movement, consolidation, support/resistance behavior or repeated tests.
An HVN does not disappear after a touch. It represents completed volume structure, not uncollected stops.
LVN — REJECTION AND FAST TRAVEL
Amber LVN zones mark local volume valleys. Price spent less time there, so movement may accelerate through the corridor until it reaches the next HVN, Value Area boundary or active liquidity pool.
LVNs remain part of the calculated profile and update when the selected range changes.
BSL / SSL — CONFIRMED LIQUIDITY
BSL appears above confirmed equal swing highs, where short stops and breakout liquidity can cluster. SSL appears below confirmed equal swing lows, where long stops and sell-side liquidity may sit.
A pool requires at least two comparable confirmed pivots and must pass the adaptive Q filter. The script does not print every high and low as “liquidity.”
Liquidity states:
• FRESH — confirmed and not yet tested.
• TESTED — price entered the zone without completing the full sweep; the zone fades.
• OFF — still calculated but outside the active ATR work radius, so it is hidden from the chart.
• SWEPT — price cleared the far boundary; every drawing for that pool is deleted.
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📊 THE CALCULATED DASHBOARD
AUTOPILOT
Shows whether adaptive mode is active and which lower timeframe is selected.
AUCTION
Reports whether price is inside Value Area, above VAH or below VAL.
RANGE / SOURCE
Displays Visible Range, Session HD or Fixed Range and confirms whether calculations use chart candles or lower-timeframe data.
ROWS × STEP
Shows the actual number of profile rows and price increment. You always know the resolution behind the map.
UP / DOWN AND DELTA
Displays directional volume shares and the net profile imbalance.
POC / DIST
Shows POC and the current price distance from it.
NEAREST BSL / SSL
Shows pool price, distance in ATR, Q score and FRESH, TESTED or OFF state.
NEAREST HVN / LVN
Locates the closest acceptance node and fast-travel corridor.
STRUCTURE
Classifies the profile as upper concentration, lower concentration or balanced.
STATUS
Confirms developing mode, closed-bar mode or a safe data fallback.
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⚙️ THREE VOLUME PROFILE MODES
VISIBLE RANGE
Calculates only the candles currently visible on the screen. Zoom or scroll and the profile rebuilds around the market structure you are actually studying.
SESSION HD
Creates a separate profile for each selected trading session. Useful for intraday POC, daily Value Area, opening rotations and session-based support/resistance.
FIXED RANGE
Measures one specific impulse, consolidation, breakout leg or accumulation range between two adjustable time markers.
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🎯 PRACTICAL READING SCENARIOS
BALANCED AUCTION
Price is inside Value Area and close to POC or an HVN. The market is accepting price. Chasing the middle of the profile offers less structural clarity than waiting for a reaction at VAH, VAL or a nearby liquidity zone.
BULLISH PRICE DISCOVERY
Price holds above VAH, directional volume remains constructive and BSL is active overhead. The bullish auction remains valid while price accepts above value; a return below VAH weakens that read.
BEARISH PRICE DISCOVERY
Price holds below VAL, Down Volume expands and an SSL pool remains below. The bearish auction stays active until price regains the Value Area.
LVN TRAVEL
Price enters an LVN without opposing participation. The low-volume corridor may provide a faster route toward the next HVN, POC, VA boundary or liquidity target.
LIQUIDITY SWEEP
Price clears the far edge of BSL or SSL and the pool disappears. The next question is acceptance or rejection: check candle response, volume, Delta and location relative to VAH/VAL. A sweep alone does not guarantee reversal.
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🧠 AUTOPILOT, LOWER TIMEFRAME DATA AND INTEGRITY
AUTOPILOT adjusts lower-timeframe selection, row density, HVN/LVN thresholds, pivot sensitivity, pool width, minimum Q and the visible ATR radius. The developing profile updates as new confirmed microbars arrive.
Lower-timeframe OHLCV improves price allocation inside each chart candle. If the requested intrabar history is unavailable or incomplete, EVA falls back to the complete chart-candle sample rather than silently using a truncated profile.
The script uses the volume supplied by the active symbol’s data feed. On some markets, especially Forex, that may be tick volume. Pine Script cannot access a historical exchange order book or full bid/ask footprint, so EVA does not fabricate either one. The directional rail is an order-flow-style approximation derived from lower-timeframe candle direction.
Confirmed BSL/SSL pools are created from closed pivot events and are not backfilled onto earlier bars. Visible Range and developing profiles recalculate when the viewport or incoming data changes — expected behavior for a dynamic Volume Profile, not a historical trading signal being rewritten.
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⚠️ RISK NOTICE
EVA Volume Profile PRO is an analytical TradingView indicator. It does not execute orders and is not financial advice. Markets involve risk. Every setup requires independent validation, position sizing and risk management.
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🔥 READY TO TURN THE LIQUIDITY MAP INTO A COMPLETE TRADE SCENARIO?
EVA AI Plus combines confirmed LONG/SHORT signals, Market Structure, Liquidity Sweeps, Smart Money context, Support/Resistance, Supply/Demand, Fair Value Gaps, Whale Volume, signal-quality filters, AI Advisor explanations, TP/SL, Trail, TP+ and internal statistics in one premium TradingView workspace.
Open EVA AI Plus, add it to your favorites and request access to the 7-day test drive:
Индикатор
Liquidity Heatmap 3D - Volume Density POC CVDLIQUIDITY HEATMAP 3D — the order-flow heatmap look, rebuilt for TradingView.
This indicator brings the volume-density heatmap visual to any TradingView chart, with a twist no other heatmap here has: a real 3D relief shader. Instead of flat colour tiles, every cell is lit by a virtual light source (emboss lighting computed in the colour math), and the strongest liquidity walls extrude as 3D blocks with shaded side faces and lit top caps.
━━━ HOW IT WORKS ━━━
TradingView provides no order book and no historical tick data, so this is an honest volume-density heatmap: each bar's volume is distributed across the price zones its range covered. Dense zones are the liquidity walls where the market actually spent volume. The engine normalises against the 85th percentile of the column maxima, so one hot spike never blanks out the rest of the map.
━━━ WHAT IS ON THE CHART ━━━
· Heatmap grid up to 22 x 28 zones, rebuilt live on every bar
· 3D RELIEF SHADER — emboss lighting, specular glints on the wall tops, adjustable strength
· 3D WALL EXTRUSION — the strongest cells pop out as shaded blocks (toggle)
· 7 PALETTES — GOLD 3D (default), TWILIGHT, FIRE & ICE (buy/sell split), OCEAN, INFERNO, EMERALD, MONO
· POC LINE — the highest-volume price of the window, with its volume readout
· WALL DETECTION — the two strongest active liquidity walls, labelled with their strength in percent
· VOLUME PROFILE — profile bars on the right, POC highlighted in gold
· TRADE BUBBLES — volume-spike bubbles sized by their ratio against the average, buy blue / sell magenta
· CVD STRIP — cumulative volume delta (bar proxy) along the bottom, mint and red
· COCKPIT PANEL — engine checklist, POC box and a BUY / SELL flow signal line
· Optional dark chart theme: navy background with mint / red bars
━━━ HOW TO USE IT ━━━
1. Watch the golden walls: price often reacts at dense volume zones — support and resistance built by traded volume rather than by drawn lines.
2. The POC is the fairest price of the window and acts as a mean-reversion magnet in ranges.
3. CVD rising while price holds a wall below it is an absorption long idea; CVD falling at a wall above is a distribution short idea.
4. Bubbles mark the bars where outsized volume hit. Combine them with wall touches for confluence.
━━━ SETTINGS ━━━
Grid size, bars per column, cutoff, gamma, tile transparency, relief strength, wall threshold and bubble threshold are all adjustable. Works on every symbol and timeframe; if a symbol carries no volume the engine falls back to time-at-price density and says so in the panel.
━━━ HONEST LIMITS ━━━
This is not level-2 order book data — TradingView does not provide it. The map shows where volume actually traded, not resting limit orders. The 3D effect is a rendering technique, not extra data.
━━━ NOTE ON LOADING ━━━
Right after adding the indicator, or after changing a setting, give it a few seconds: the engine creates its object pools and runs the first build. A brief flicker during that warm-up is normal and stops once the first refresh is done. After that the persistent engine updates in place with no flicker.
Open source — read it, change it, learn from it. This indicator is a study tool, not financial advice.
WHY THESE PARTS BELONG TOGETHER
The heatmap, the point of control and the cumulative delta strip are three views of one question:
where is volume sitting, which price is defending it, and who is doing the trading. The heatmap
shows the distribution, the point of control marks its centre of gravity, and the delta strip says
whether that distribution is being built by buyers or sellers. Read on their own each of the three
is ambiguous; read together they describe one order-flow picture.
Индикатор
Volume Profile P b D Shapes - Day PlaybookVOLUME PROFILE P b D SHAPES reads the market's body language: every trading day the volume profile prints a LETTER — P, b or D — and that letter tells you who is in control and exactly how to trade the next session. This indicator automates the complete PbD method: it builds every day's volume profile, classifies the shape, draws the levels, prints the playbook on your chart and fires webhook-ready JSON signals.
■ THE THREE LETTERS
P-SHAPE (bullish continuation) — fast impulse UP, then balance ON TOP. The thin tail below is single prints: nobody did business there. Buyers feel like winners, dips are for buying.
b-SHAPE (bearish continuation) — fast impulse DOWN, then balance AT THE BOTTOM. The thin tail above marks the drop. Sellers are in control, rallies are for selling.
D-SHAPE (balance day) — a symmetric bell curve with a fat POC in the middle. Buyers AND sellers are happy, fair price has been found. The next day usually stays range-bound: fade the edges.
■ THE AUTOMATED PLAYBOOK (7 SETUPS)
P behind you:
- PLAN A — CONTINUATION: price dips into yesterday's value area, the dip HOLDS (no low break), a reclaim candle closes back at/above the POC -> BUY. Targets: previous high, then a measured balance move.
- PLAN B — FAILURE = FULL TRAVERSE: 2+ candle CLOSES below the VAL (a wick is NOT enough) plus a volume spike = acceptance below balance. The shape has failed and price tends to walk the WHOLE way back to the impulse origin -> SELL.
b behind you: the exact mirror — sell failed rallies into value (Plan A), or buy the failure traverse when 2+ closes above VAH with volume appear (Plan B).
D behind you + today opens INSIDE the D:
- Range rules. Short the Value Area High rejection, long the Value Area Low rejection, target the POC first and the opposite edge second. The FIRST touch gives the best response — the fade counter limits how often each edge may be traded.
■ WHAT YOU SEE ON THE CHART
- A volume histogram for every completed day, colored by its letter (mint P / red b / gold D), POC row highlighted
- A big P / b / D letter above each day — hover it for the full lesson behind the shape
- Yesterday's VAH / VAL / POC projected into today as live rails with explanatory tooltips
- A bias note at every day open: which letter is behind you, where today opened, and both plans
- Two-line BUY/SELL pills that explain WHY the signal fired (hover for the complete reasoning + Entry/SL/TP1/TP2)
- Entry / SL / TP1 / TP2 lines, TP1 -> break-even management, TP2 runner
■ AUTOMATION / WEBHOOK
Create one alert with condition "Any alert() function call" and paste your webhook URL. Every BUY/SELL/TP1/TP2/SL/BE event sends ready-to-use JSON: id, symbol, action, setup, shape, entry, sl, tp1, tp2, timeframe, time. There is also an optional end-of-day SHAPE alert so your bot can pick tomorrow's playbook automatically.
■ HOW TO USE
1) Apply to an intraday chart (5m - 1h; crypto, indices, FX, stocks). 2) Let at least one full day close so the first letter prints. 3) Read the panel: previous-day letter -> today's bias -> checklist. 4) Take the pills or automate them via webhook. The first day on the chart only collects data — letters start from day two.
Educational note: shapes give a BIAS, not a guarantee — that is exactly why every setup ships with both Plan A and Plan B. Not financial advice.
WHY THESE PARTS BELONG TOGETHER
The volume profile and the shape classification are inseparable here. The profile alone tells you
where volume accumulated; the classification into P, b and D shapes is what turns that distribution
into a statement about who is trapped and where the day is likely to go. A P shape and a b shape can
contain identical volume and mean the opposite thing - which is only visible once the profile is
read as a letter rather than as a histogram.
Индикатор
Liquidity HeatmapLiquidity Heatmap – POC and Value Area.
A rolling volume-density profile rendered directly onto the price chart. Over a configurable lookback window the indicator distributes each historical bar's volume across every price bin its high-low range covered, then draws the resulting distribution as color-graded horizontal lines at each bin's midpoint. Point of Control and Value Area (70 % of total volume) are computed automatically, and a compact right-side histogram mirrors the profile in the future-offset zone. Built for intraday and swing traders who want a live, minimal read of where the market actually did business — the real liquidity anchors, not manual pivots.
How it works:
The indicator recalculates every N bars (default 5). On each recalc it finds the highest and lowest price of the lookback window, splits that range into a configurable number of bins (default 40), and iterates through every bar in the window. For each bar its volume — or a unit weight if volume weighting is disabled — is added to every bin whose price range the bar crossed. The result is a density array: the more time price stayed inside a bin and the higher the volume of those bars, the larger its density value. Bins are drawn as thin horizontal lines at their midpoints, with color and transparency scaled by the ratio of bin density to peak density.
The Point of Control is the bin with the largest total. Value Area is grown outward from POC, alternately taking whichever adjacent side holds more volume, until 70 % of the entire distribution is covered — VAH becomes the upper boundary of that region and VAL the lower. A right-side density histogram in the chart's offset zone re-renders the same profile in bar-chart form, and the level labels (POC / VAH / VAL) sit past the histogram so they never overlap the main heatmap. The information panel in the top-right corner shows the numeric price of each level and its signed percentage delta to the current close, color-coded green when the level sits above price, red when below, gray at parity.
What it calculates:
- Volume density per price bin over the lookback window
- POC — Point of Control, the bin with peak accumulated volume
- VAH — Value Area High, upper boundary of the 70 % volume region
- VAL — Value Area Low, lower boundary of the 70 % volume region
- Signed delta from current close to POC / VAH / VAL, in percent
Key features:
- Rolling recalculation every N bars for tunable CPU / responsiveness balance
- Volume weighting (default) or touch-count mode as a per-price frequency map — useful when volume data is unreliable
- Four-stop plasma color gradient (deep navy → violet → magenta → amber), every stop user-overridable via input.color
- Constant 1-pixel line width across all bins; visual weight is carried entirely by color intensity and transparency
- POC solid line and label placed past the offset histogram for readability
- VAH / VAL dashed lines extended all the way to their labels so the eye follows the level continuously
- Compact right-side density histogram in the future-offset area, mirroring the main profile in bar-chart form
- Top-right information panel with POC / VAH / VAL price and signed percentage delta to the current close, colored by side (green above / red below / gray at parity)
- Independent visibility toggles for POC and Value Area
- Adaptive bin geometry — resolution scales automatically with the price range of the lookback window
- Runs on any timeframe and any instrument; no external data sources required
Who it's for:
Intraday scalpers, swing traders, order-flow and Market Profile practitioners who need to see the true volume anchors of the current regime instead of hand-drawn horizontals. The color-graded strips make dominant liquidity walls, thin gaps and Value Area boundaries visually obvious at a glance, so attention goes to execution rather than to marking up the chart. Индикатор
Futures Volume Profile - CFD ChartsCFD charts only show broker tick volume, which does not represent real market
participation. This indicator pulls REAL exchange volume from the matching
futures contract and builds a volume profile directly on your CFD chart.
What makes it original: standard volume-profile tools weight by the chart's
own (tick) volume. This one maps futures contract volume into CFD price
coordinates (price = CFD, weight = futures), accumulates the profile
incrementally so month anchors work without lookback limits, and can anchor
the session to the futures trading day instead of CFD broker midnight.
How it works:
- The futures contract is auto-detected from the chart symbol (DAX/GER40 ->
FDAX, NAS100 -> NQ, US30 -> YM, UK100 -> Z, US500 -> ES), or set manually.
- Each chart bar's price range is split into zones; the futures volume of that
bar is distributed across the zones it covers (price = CFD coordinates,
weight = futures volume — so the basis offset between CFD and futures is
handled naturally).
- The profile accumulates incrementally per anchor period (session/week/month)
and resets at the period change. POC (red), VAH/VAL (blue, dashed) and the
histogram update live.
- Optional "Daily anchor = futures trading day": the session reset fires at
the futures day change instead of the CFD broker midnight, so the profile is
anchored identically whether you chart the CFD or the future itself.
- Bars without futures data (e.g. overnight hours of a 24h CFD) contribute
nothing — mixing tick volume with contract volume would distort the profile.
The source label warns you when no futures data is available.
How to use it: treat POC/VAH/VAL as the real participation levels behind your
CFD chart — acceptance above the value area supports continuation, a rejection
back inside favors rotation toward the POC. Thick zones (HVN) act as magnets
and consolidation areas, thin zones (LVN) tend to be traversed quickly, which
makes them useful stop and target references. Zone width is ATR-derived by
default or fixed in points.
Индикатор
Liquidity Trail Matrix [WillyAlgoTrader]📊 Liquidity Trail Matrix (LTM) is an overlay trend-following system that combines a four-band proportional ATR trailing stack, a 5-factor retest quality score (0–100), a non-repainting higher-timeframe bias filter, a range-distributed volume profile of the current trend segment (POC / Value Area / HVN / LVN), and a full trade engine with wick-anchored stops, three R-multiple targets, break-even automation and honest session statistics — all in one indicator.
The core insight: a single trailing stop line gives you a binary answer — "in trend" or "flipped". But price interacts with the liquidity zone around the trail in layers: shallow pullbacks, deep sweeps, and full reversals all look different. LTM replaces the single line with a graded four-band matrix, scores every pullback-and-reclaim by depth, candle quality, volume, higher-timeframe alignment and trend maturity, and overlays where volume actually accumulated during the current trend leg — so you can see whether a retest is landing on real acceptance (HVN / POC) or falling into a volume vacuum (LVN).
Works on all markets (crypto, forex, stocks, indices, commodities) and all timeframes. On zero-volume symbols the profile automatically switches to a range-weighted proxy.
🧩 WHY THESE COMPONENTS WORK TOGETHER
A trailing stop alone tells you the trend direction but nothing about entry quality — every touch of the line looks the same. A volume profile alone shows you where volume traded but has no concept of trend regime or entry timing. A retest signal alone fires on any bounce, whether it happens in a mature trend with higher-timeframe support or in the dying bars of an exhausted move. Used separately, these tools leave you guessing.
LTM chains them into one pipeline:
ATR band stack → trend flip detection → pullback depth measurement → 5-factor quality scoring → HTF bias confirmation → trade engine (entry / SL / TP / BE) → segment volume profile context → session outcome tracking
The band stack defines the trend and, critically, grades how deep each pullback penetrates (Band 1 = shallow, Band 4 = extreme). That depth becomes the largest single component of the retest score. The score is then adjusted by the reclaim candle's close location, relative volume, trend age, and the higher-timeframe EMA-50 bias — five independent dimensions that a plain trailing stop cannot see. Every confirmed signal is handed to the trade engine, which places a structure-aware stop, three risk-multiple targets and manages break-even. Meanwhile the volume profile is rebuilt from the exact flip bar of the current trend, so POC, Value Area and LVN levels always describe this leg — telling you whether your entry sits on volume acceptance or in a vacuum. Finally, every closed trade feeds the on-chart statistics, so the dashboard shows how this exact configuration has behaved on this exact chart.
Remove any link and the chain breaks: without band depth there is no meaningful score; without the score every bounce is a signal; without the segment-anchored profile the volume context is stale; without the trade engine the signals have no defined risk; without stats you never learn whether the settings fit the instrument.
🔍 WHAT MAKES IT ORIGINAL
1️⃣ Proportional four-band trail geometry — spacing that scales with width.
Most multi-line trails use fixed offsets (base, base+1, base+2 ATR). LTM computes every band as a proportion of the base multiplier:
Band K distance = base × (1 + K_offset × step), giving four multipliers:
— m1 = base
— m2 = base × (1 + step)
— m3 = base × (1 + 2 × step)
— m4 = base × (1 + 3 × step)
With the default Balanced preset (base 4.0, step 0.25) that yields 4.0 / 5.0 / 6.0 / 7.0 ATR. Because spacing is proportional, the geometry of the stack stays visually and behaviorally consistent whether you run tight Scalping bands (2.5 × ATR, step 0.20) or wide Deep Trend bands (6.0 × ATR, step 0.30). Each band ratchets independently (max-lock in uptrends, min-lock in downtrends) and never loosens.
Why this matters: fixed +1/+2/+3 offsets make the stack proportionally "fat" at small base values and "thin" at large ones — proportional spacing keeps pullback depth grading meaningful at any width.
2️⃣ Selectable flip depth — you choose which band defines a reversal.
The trend flips only when price closes beyond a user-chosen band from the previous bar: Fast (Band 2), Balanced (Band 3, default) or Deep (Band 4). Comparing against the previous bar's band value prevents same-bar feedback between the flip and the band update. A warm-up guard (max(3 × ATR length, 60) bars) suppresses all signals until the ATR stack is statistically stable.
Why this matters: flip sensitivity becomes an explicit, single-purpose setting instead of an accidental side effect of band width.
3️⃣ 5-factor retest quality score (0–100) — every signal explains itself.
When price touches any band and then reclaims Band 1 with a directional candle inside the retest window (default 8 bars), LTM computes:
— 📐 Pullback depth (max 25) : Band 2 touch = 25, Band 3 = 18, Band 1 = 15, Band 4 = 10. The maximum touched depth during the pending window is used. Note the deliberate non-linearity: Band 2 scores highest — deep enough to reset liquidity, not deep enough to threaten the trend. Band 4 sweeps score lowest because they often precede full reversals.
— 🕯️ Reclaim candle (max 20) : close location value CLV = (close − low) / (high − low) for longs (mirrored for shorts). CLV > 0.7 → 20 points, > 0.5 → 12, else 5. A reclaim that closes near its extreme shows commitment.
— 📊 Volume (max 20) : current volume vs. the previous bar's 20-period SMA — the spike must not dampen itself by inflating its own average. Volume > 1.2 × baseline → 20, > 1.0 × → 12, else 5. Symbols without volume data receive a neutral 12.
— 🧭 HTF bias (max 20) : aligned with the higher-timeframe EMA-50 direction → 20, no HTF data → 10, against bias → 0.
— ⏳ Trend age (max 15) : 10–150 bars into the trend → 15 (mature, established), under 10 bars → 8 (unproven), over 150 → 5 (aging).
Signals print only when the total meets the Min Retest Score (default 80) and the shared anti-whipsaw cooldown (default 5 bars, deliberately shared across both directions) has elapsed. Every diamond label shows the score, and its tooltip breaks down all five components — no black-box signals.
4️⃣ Non-repainting higher-timeframe bias.
HTF bias compares the higher timeframe's previous closed bar close against its EMA-50, requested with confirmed-bar indexing so the value never changes retroactively. Bias is a soft score component (0/10/20 points), not a hard filter — counter-bias signals can still print if the other four factors are strong enough.
5️⃣ Segment volume profile — range-distributed, anchored to the live trend leg.
The profile is rebuilt on the last bar from the exact flip bar of the current trend (capped by Max Profile Bars, default 500) — no arbitrary lookback padding. Accumulation is range-distributed: each bar's volume is split across every price bin its high–low range overlaps, weighted by overlap fraction:
bin_volume += bar_volume × overlap(bin, bar_range) / (bar_high − bar_low)
This shows where volume actually traded, not where bars happened to close. From the histogram LTM derives:
— 🟡 POC — the highest-volume bin of the segment, drawn with price and volume label. The strongest magnet / defense level of this leg.
— 📦 Value Area (70%) — expanded symmetrically from POC by always adding the larger neighboring bin until 70% of segment volume is enclosed. VAH / VAL edges act as dynamic S/R.
— 📈 HVN — local volume peaks ≥ 0.55 × POC volume (configurable): acceptance shelves where price tends to stall.
— 🕳️ LVN — local troughs ≤ 0.30 × POC volume inside the Value Area (configurable): volume vacuums that price tends to travel through quickly. Each LVN is labeled and feeds a dedicated break alert.
On symbols with no volume feed (forex, some CFDs) the engine substitutes a true-range proxy per bar, so the profile stays structurally meaningful instead of failing.
6️⃣ Trade engine with strict signal-trade parity.
Every confirmed signal (scored retest or trend flip) acts, with unambiguous rules:
— flat → open a position in the signal direction
— opposite position → reverse (close and enter the new direction on the same bar)
— same-direction position → ignored (no pyramiding, no stop tampering)
There are exactly four closure paths: SL hit, break-even stop-out, TP3 touch, or reversal by an opposite signal. Hit detection uses three safety guards: an entry-bar guard (SL/TP are never evaluated on the entry bar itself), a pessimistic same-bar rule (if a bar touches both SL and a TP, the SL wins — statistics never get the benefit of the doubt), and a break-even latency rule (a stop moved to break-even mid-bar cannot trigger on that same bar — the engine checks against the bar-start stop value).
7️⃣ Wick-anchored stop-loss mode.
Two SL modes at entry:
— Wick-Anchored (default) : SL = signal bar's wick extreme ± 0.25 × ATR buffer, with a minimum distance of 0.5 × ATR enforced. The stop hides behind the structure that produced the signal instead of floating at an arbitrary distance.
— ATR : classic fixed SL Multiplier × ATR from entry.
TP1 / TP2 / TP3 are pure risk multiples of the actual SL distance (defaults 1R / 2R / 3R), so the reward structure automatically adapts to how much room the stop needed. Four risk presets (Conservative 2.5 × ATR SL, TP 1/2/4R; Balanced 1.5, TP 1/2/3R; Aggressive 1.0, TP 1.5/2.5/4R; Scalping 0.8, TP 0.8/1.5/2R) plus full Custom control. Optional break-even moves the stop to entry after TP1.
8️⃣ Honest session statistics with a fixed win definition.
A closed trade counts as a win only if TP1 was touched before closure — including break-even stop-outs after TP1 (you banked at least 1R or protected the position). Everything else is a loss, including reversals that never reached TP1. The dashboard shows closed trades, W/L, win rate with a ▰▱ gauge, and a "Form" strip of the last 10 outcomes. Stats are session-scoped and reset on chart reload — this is transparent live tracking of the current settings on the current chart, not a backtest report.
9️⃣ Trend P&L tracker and theme-aware visual system.
An optional floating label follows price in real time and shows the directional % move since the current trend flip (a falling bear trend shows positive %), anchored by a dotted baseline at the trend start price. The label turns red when the trend is under water. The entire visual layer — band transparencies, heatmap fills, dashboard, profile, SL/TP palette — has separate Dark and Light calibrations (Auto-detected from the chart background), because bright hues that look right on dark charts wash out on white ones. TP lines recolor to solid teal with a ✓ when touched; the SL line dims and the entry label annotates "→ SL (BE)" when break-even activates. SL/TP lines persist after the trade closes as a visual record until the next entry replaces them.
⚙️ HOW IT WORKS — CALCULATION FLOW
Step 1 — Band geometry: The preset (or Custom inputs) resolves the base multiplier and proportional step; four multipliers m1–m4 are derived and multiplied by ATR (default length 13).
Step 2 — Ratcheting trail: In an uptrend each band only rises (max-lock); in a downtrend only falls (min-lock). On a flip the whole stack re-seeds on the opposite side of price.
Step 3 — Flip detection: A close beyond the previous bar's value of the chosen flip band (2/3/4) reverses the trend state. Flip labels print on confirmed bars after the warm-up period.
Step 4 — Pullback tracking: Any touch of Band 1–4 against the trend arms a pending retest with its maximum depth, valid for the retest window; pendings decay each bar and are voided on a flip.
Step 5 — Reclaim and scoring: A directional close back beyond Band 1 triggers scoring: depth (25) + candle (20) + volume (20) + HTF bias (20) + trend age (15). Score ≥ threshold and cooldown elapsed → confirmed signal on bar close.
Step 6 — Trade engine: The signal opens or reverses a position; SL is placed (wick-anchored or ATR), TP1–TP3 are projected as risk multiples; break-even, TP recolors and the four closure paths are managed bar by bar with pessimistic resolution.
Step 7 — Segment profile: On the last bar the profile is rebuilt from the flip bar: range-distributed accumulation → POC → 70% Value Area expansion → HVN/LVN detection → drawing.
Step 8 — Reporting: The dashboard updates trend state, signal state, profile levels, live trade card and session statistics; alerts fire on bar close in within-bar chronological order (management → closures → reversal → entries → info).
📖 HOW TO USE
🎯 Quick start:
1. Add the indicator to your chart and pick a Band Width Preset: Scalping for 1–15M, Balanced for most timeframes, Deep Trend for D–W position trading.
2. Set the Higher Timeframe Bias one or two steps above your chart (e.g. 1H while trading 15M).
3. Choose a Risk Preset that matches your style, or leave Balanced.
4. Watch the dashboard: Trend + HTF Bias aligned means you only consider signals in that direction with full conviction; the retest diamonds do the timing.
5. After 15–20 closed trades, read the Stats section and tune Min Retest Score up (fewer, cleaner signals) or down (more signals) for your instrument.
👁️ Reading the chart:
— 🟢 / 🔴 Band stack + heatmap = the liquidity trail zone; the deeper the fill, the closer price is to a trend flip.
— ◆ diamond with a number = confirmed scored retest entry (the number is the 0–100 quality score; hover the tooltip for the full component breakdown).
— ▲ / ▼ FLIP = confirmed trend reversal through the chosen flip band.
— Long ▲ / Short ▼ = trade entry taken by the engine on a flip (printed when there is no retest diamond on the same bar, so every entry is visibly marked).
— ENTRY / SL / TP1–TP3 lines = the live trade card; TP lines turn solid teal with ✓ when touched; a dimmed SL with "→ SL (BE)" on the entry label means the stop sits at break-even.
— 🟡 POC line = highest-volume price of the current trend leg; dashed VAH/VAL = Value Area edges; LVN labels = volume vacuums inside the Value Area.
— ▲ +X.XX% floating label (optional) = real-time directional P&L of the current trend since the flip.
📊 Dashboard fields:
— Trend / Age : direction of the band stack and bars since the last flip.
— HTF Bias : higher-timeframe EMA-50 direction (soft score component).
— Signal : current engine position — LONG, SHORT or Wait.
— Last signal : most recent event, its score, and bars elapsed.
— POC / VA High / VA Low : live segment profile levels.
— Entry / SL / TP1–TP3 / R:R / SL Dist % : the open trade card ("BE @" marks a break-even stop; ✓ marks touched targets); collapses to one row when flat.
— Trades / W-L / Win rate / Form : session statistics; ▰ = win, ▱ = loss, newest on the right.
🔧 Tuning guide:
— Too many weak signals: raise Min Retest Score toward 85–90, or increase Signal Cooldown.
— Too few signals: lower Min Retest Score toward 55–65, or widen the Retest Window to 10.
— Whipsaw flips on a choppy symbol: switch Flip Band to Deep (Band 4) or move to the Deep Trend preset.
— Flips lag too far behind on fast moves: Flip Band → Fast (Band 2) or the Scalping preset.
— Stops feel too tight / too wide: switch SL Mode between Wick-Anchored and ATR, or change the Risk Preset; on volatile symbols prefer Conservative.
— Profile looks coarse on long trends: raise Profile Rows to 50+ and Max Profile Bars toward 800.
— Counter-trend retests keep printing: set an explicit Higher Timeframe Bias — counter-bias signals lose 20 points and rarely clear a high threshold.
⚙️ KEY SETTINGS
⚙️ Trend Engine:
— Band Width Preset (default Balanced): Scalping 2.5 × ATR / step 0.20, Balanced 4.0 / 0.25, Deep Trend 6.0 / 0.30, or Custom.
— Base Multiplier (default 5.0) and Band Spacing (default 0.25): manual geometry, active in Custom preset only.
— ATR Length (default 13): lookback for band-width ATR.
— Source (default close): price series for trailing and flips.
— Flip Band (default Balanced / Band 3): which band a close must breach to flip the trend.
— Higher Timeframe Bias (default empty = chart TF): HTF for EMA-50 bias scoring.
🎯 Signals:
— Min Retest Score (default 80): 0–100 quality threshold for retest diamonds.
— Retest Window (default 8 bars): how long a band touch stays armed for a reclaim.
— Signal Cooldown (default 5 bars): minimum spacing between signals, shared across directions.
📦 Volume Profile:
— Show Segment Volume Profile (on), Profile Rows (30), Profile Width (34 bars), Max Profile Bars (500).
— Show POC (on), Show Value Area 70% (on), Show HVN / LVN Levels (on), Profile Label Size (Small).
🛡️ Risk Management:
— Risk Preset (default Balanced): Conservative / Balanced / Aggressive / Scalping / Custom.
— SL Mode (default Wick-Anchored): structure-aware wick stop vs. fixed ATR distance.
— ATR Length (Risk) (14), SL Multiplier (1.5), TP1 / TP2 / TP3 Multipliers (1.0 / 2.0 / 3.0 × risk) — Custom preset.
— Break-Even After TP1 (on): stop moves to entry once TP1 is touched.
— Show SL/TP Lines / Labels / % Distance and per-line style controls (Entry dotted, SL solid, TP dashed by default).
🎨 Visual:
— Theme (Auto / Dark / Light), Show Trail Bands , Show Band Heatmap Fill , Show Retest Signals , Show Flip Labels , Show Trend P&L Tracker (off by default), label size controls, watermark toggle, Bull / Bear color pickers.
📊 Dashboard:
— Show Dashboard (on), position (5 anchors), font size, and independent toggles for the Market, Profile, Trade and Stats sections.
🔧 Advanced:
— HVN Threshold (default 0.55 × POC volume): minimum relative volume for an acceptance node.
— LVN Threshold (default 0.30 × POC volume): maximum relative volume for a vacuum node.
🔔 ALERTS
— 🟢 LONG ENTRY / 🔴 SHORT ENTRY — ticker, timeframe, price, signal score, SL, TP1–TP3, R:R. Plain text or JSON webhook format ({"action":"buy"...}) for bot integrations.
— 🎯 TP1 / TP2 / TP3 HIT — target touches with prices (optional).
— 🛡️ BREAK-EVEN — stop moved to entry after TP1 (optional).
— 🛑 SL HIT / BE STOP-OUT — stop-loss trigger with direction, entry and stop prices; a distinct BE variant when the stop was at break-even.
— 🔄 REVERSAL — position reversed by an opposite signal, with the closed trade's outcome (after / before TP1).
— ▲ / ▼ TREND FLIP — informational flips that did not open or reverse a trade.
— ⚡ LVN BREAK — a close crossing a Low Volume Node of the live segment profile (price entering a volume vacuum often accelerates).
All alerts fire once per bar close. Alerts are ordered by within-bar chronology: trade management → closures → reversal → new entries → informational.
⚠️ IMPORTANT NOTES
— 🚫 No repainting. All signals, entries and alerts are confirmed on bar close (barstate.isconfirmed). The trend flip compares against the previous bar's band value. The HTF bias uses the higher timeframe's previous closed bar, so its value never changes retroactively. A warm-up guard suppresses signals for the first max(3 × ATR length, 60) bars.
— 📐 The segment volume profile is a live construct. It is redrawn on the last bar for the current trend leg and evolves as the leg grows — this is by design (it describes the present segment), and historical profile states are not preserved.
— 📊 Session statistics reset on chart reload. They are transparent live tracking of the current settings on the current symbol and timeframe — not a backtest, and past performance does not guarantee future results.
— ⚖️ Same-bar ambiguity is resolved pessimistically. If one bar touches both a stop and a target, the stop wins in the statistics. Intrabar sequence cannot be known from OHLC data, so the engine never gives itself the benefit of the doubt.
— 🕳️ Zero-volume symbols use a range-weighted proxy for the profile, and the volume score component defaults to a neutral value — profile shapes on such symbols reflect price dwell time, not traded volume.
— 🛠️ This is an analysis and trade-planning tool, not an automated trading bot. It detects trend state, scores retests, projects stops and targets, and tracks outcomes — trade decisions remain yours.
— 🌐 Works on all markets and timeframes. Индикатор
Footprint Master Pane [ZynAlgo]Overview
ZynAlgo Footprint Master Pane is an order-flow and footprint-style volume analysis indicator designed to help traders study micro-liquidity behavior inside each candlestick.
The tool displays intrabar volume-side activity as a matrix-style Footprint Profile in a separate pane. Instead of only observing open, high, low, and close movement, traders can study where buying and selling pressure appears across different price levels inside recent candles.
This can help users evaluate:
Intrabar volume concentration
Buy-side and sell-side pressure
Delta behavior inside each candle
Point of Control placement
Liquidity concentration at candle highs and lows
Potential absorption or exhaustion behavior
Chart example:
How to Read the Footprint Matrix
Each data block on the chart is displayed in this format:
Bid | Ask
Price Level
The price level represented by that row of the footprint matrix.
Bid - Left Number
Represents sell-side volume activity classified by the script for that price level.
Ask - Right Number
Represents buy-side volume activity classified by the script for that price level.
Background Color - Heatmap
The higher the volume at a price level, the stronger the heatmap intensity.
Default color logic:
Cyan: buy-side activity is dominant at that price level.
Pink: sell-side activity is dominant at that price level.
Gray: low or inactive liquidity area.
Key Highlights
POC - Point of Control
The Point of Control is the price level with the highest total trading volume within the selected candlestick.
It is displayed as the gold zone and represents the main volume concentration area for that candle.
Footer Metrics
The bottom of each footprint column displays summary data for the candle.
Delta
Delta represents the net difference between buy-side and sell-side volume activity.
A positive delta indicates that buy-side pressure is dominant. A negative delta indicates that sell-side pressure is dominant.
Total Volume
Total volume represents the combined volume activity for the entire candlestick.
Configuration Settings
1. Order Flow Engine
Intrabar Timeframe
Defines the lower timeframe used by the tool to extract intrabar volume information.
Lower intrabar timeframes can provide more detailed footprint construction, while higher intrabar timeframes may produce a smoother and lighter display.
Stack Levels - Height
Controls how many price levels each candlestick is divided into.
Higher values:
Show more footprint detail
Create a finer price-level breakdown
May increase chart processing load
Lower values:
Create a simpler footprint view
Reduce visual density
May run more smoothly on slower charts
Auto Detect Asset - Smart Grid
When enabled, the system attempts to measure the current asset's volatility and calculate an appropriate grid size automatically.
This is useful when switching between markets such as gold, crypto, forex, indices, or stocks.
Manual Tick Size
When Auto Detect Asset is disabled, users can manually define the tick or grid size.
This can be useful when a symbol requires a custom footprint scale.
2. Pane Visuals
Recent Bars to Render
Controls how many recent candles are displayed in detailed footprint form.
Limiting the number of rendered candles can help keep the chart responsive on TradingView.
Color Customization
Users can customize the colors for:
Buy-side activity
Sell-side activity
Point of Control zone
Heatmap display
This allows the footprint pane to match different chart themes and visual preferences.
Basic Analytical Applications
1. Absorption Observation
When price approaches a key support or resistance area, footprint data can help traders study whether one side of the market is being absorbed.
For example, if a bearish candle shows positive delta and large volume near the lower part of the candle, it may suggest that sell pressure is being absorbed by buy-side participation.
2. POC Migration
Point of Control migration can help traders evaluate where value is shifting across consecutive candles.
In an uptrend, POC zones that continue to migrate higher may suggest that market participation is accepting higher prices.
3. Liquidity at Highs and Lows
Traders can inspect volume activity near candle highs and lows to study exhaustion behavior.
For example, if price reaches a new high but the top levels show very low participation, that may indicate weaker continuation pressure.
How to Use
Add the indicator to the chart.
Choose an intrabar timeframe suitable for the chart timeframe and market.
Adjust stack levels to control footprint detail.
Use the heatmap to identify price levels with stronger participation.
Monitor the POC to study where volume concentration forms inside each candle.
Compare delta and total volume to evaluate buy-side or sell-side pressure.
Combine footprint observations with market structure, support and resistance, liquidity zones, and risk planning.
Best Use Cases
This indicator may be useful for:
Order-flow style analysis
Footprint chart reading
Intrabar volume analysis
Delta observation
Point of Control tracking
Absorption study
Exhaustion analysis
Liquidity-zone confirmation
Limitations
Footprint values depend on the intrabar data available from TradingView for the selected symbol and timeframe.
The Bid and Ask display is based on the script's volume-side classification logic and should be interpreted as analytical volume-side data.
Lower intrabar timeframes may provide more detail but can increase processing load.
A footprint imbalance does not guarantee price continuation or reversal.
The indicator does not provide automatic trade entries, exits, or position management.
Past order-flow or footprint behavior does not guarantee future results.
Important Note
This indicator is an analysis tool only. It does not provide financial advice, investment advice, or guaranteed trading results. Users are responsible for their own trading decisions and risk management.
Индикатор
Auction & Liquidity Command Center Volume Profile, MeasuredAuction & Liquidity Command Center — Volume Profile, Measured
The levels traders already use — prior POC, value area, naked POCs, prior day high/low, session AVWAP, HVN/LVN — each scored by its measured reaction on this chart: how often price rejects vs breaks, and what the fade has been worth in R. Levels with evidence, not levels with vibes. Never a buy or sell.
What it does
Every structure tool draws levels. None of them measures what happens when price gets there. This tool builds the session-anchored auction map with profile-grade accuracy, detects qualified touches of every level, resolves each touch through a triple-barrier outcome, and pools the results by level TYPE into a live scoreboard: pPOC +0.01R · rej 50% · n156. You see not just where the levels are, but which kinds of levels have actually meant something on this chart — and which are coin flips.
The components, and why they are combined
This is a deliberate synthesis of four parts, each covering the previous one's weakness:
A profile-grade level engine (Market Profile — J. P. Steidlmayer). Nine level types from the session volume-at-price profile and session extremes: prior POC, prior VAH/VAL (classical two-row 70% expansion), naked POCs (prior POCs never revisited), prior day high/low, the session's anchored VWAP, and HVN/LVN volume nodes (prominence-filtered local extremes). Accuracy choices: each bar's volume is distributed range-proportionally across the rows it overlaps (not binned at one point); POC ties break toward the session center. Weakness left open: a drawn level says nothing about whether it matters.
A qualified-touch detector. A level must be ARMED — price fully away from it by at least k×ATR — before a touch of it can count, and it disarms after every touch. Chop sitting on a line cannot enter the record. Approach direction is stored with every event. Weakness left open: a touch is not an outcome.
Triple-barrier outcome resolution (outcome labelling — M. López de Prado). From each touch: REJECT if price moves m×ATR back the way it came first, BREAK if it moves m×ATR through first, TIMEOUT after T bars. Purity rules: barriers are fixed at the ATR of the touch moment; evaluation starts the bar after the touch; a bar hitting both barriers is a timeout, never a guess. Weakness left open: one level's history is n = 1.
Per-TYPE pooling with honesty gates. Statistics pool by level type, never by individual line — a type is a real sample. A type shows no score until a minimum number of its touches have resolved (default 20); until then it reads BUILDING with its count. Timeouts are reported in n but excluded from the reject/break ratio. Fade expectancy = (rejects − breaks) / (rejects + breaks), in R.
How to read it
Rails are colored and styled by type (solid profile levels, dashed day levels, dotted volume nodes, violet naked POCs); each label carries its type's live score or its BUILDING count.
Evidence on the chart: a gray • at every qualified touch, then ○ (teal) where the touch rejected and ✕ (amber) where it broke. Every number on the scoreboard can be audited against the chart.
Dashboard: nearest level and its score, with a plain-language verdict (tends to hold / coin flip / tends to break) so the read needs no statistics background; per-type scoreboard (fade R · reject % · n) for all nine types; touch counts; the exact engine settings in the NOTE row.
Honest expectations: most types on most charts score near zero — that is the truthful baseline, and seeing it protects you from folklore. The value is in the exceptions this chart's own history reveals (for example, day extremes often carry a modest positive fade expectancy while POC retests are a coin flip), and in knowing the difference.
How to use it
Use the scoreboard to weight your own playbook: give more respect to touches of types that have measured well here, less to types that grade as noise — and size accordingly. The "Touch of a MEASURED level" alert fires only when price reaches a type with a real sample behind it. This is context about where price reactions have had structure — never a direction, never an entry signal.
Non-repaint & universality
Profiles, POC/VA/nodes and day levels commit only at session close on confirmed bars; touches and outcomes resolve on confirmed bars; the AVWAP is cumulative within its session. Nothing repaints. The script requests no external data of any kind — no lower timeframes, no security calls — so it runs identically on every plan and every symbol with volume.
Use on any market
Volume source, profile rows, value-area %, node thresholds, arm distance, barriers and sample gates are all inputs. Defaults suit liquid intraday index futures; intraday timeframes give the engine the most touches to learn from.
Originality & credits
The synthesis — a range-proportional session profile, qualified-touch detection, touch-time-ATR triple-barrier outcomes, and per-type pooled reaction statistics displayed as a live scoreboard — is original work for this publication. Concept credits: Market Profile / point of control / value area — J. Peter Steidlmayer; naked (virgin) POC — market-profile literature; anchored VWAP — as popularised in modern trading literature; triple-barrier outcome labelling — M. López de Prado. Implementation and charting design are the author's own.
Disclaimer
Research and education only. NOT financial advice, NOT a signal service, NOT a guarantee of future results. Reaction statistics are empirical frequencies from this chart's limited history, pooled per level type; they change with regime and sample, and a positive expectancy is not a promise. Validate independently and manage your own risk. Индикатор
Naked POC Magnetism Fill Probability & Median WaitNaked POC Magnetism — Fill Probability & Median Wait
What it is
A naked POC is the highest-volume price of a past session that price has not revisited since. Traders treat them as magnets — but "it usually gets filled" is folklore until it's measured. This tool measures it. Every historical naked level on your chart becomes a data point (how many sessions it survived before being touched, or whether it never was), and a survival model (discrete-hazard life table) turns that history into, for each live naked level: the probability it fills within the next N sessions and the median wait. Levels are drawn with their measured magnetism, not just their location.
How the statistics work — and their honest limits
Each session's volume-at-price profile is built from that session's bars; at session close the peak-volume price (POC) becomes a naked level.
A level is filled the first time a later bar's range touches it; its age in sessions at that moment is one observation. Levels removed unfilled (history cap) are censored at their age — counted as "survived this long," never as fills. This is the standard treatment of incomplete observations from survival analysis (Kaplan–Meier 1958; classical life tables).
Hazard at age j = fills at age j ÷ levels at risk at age j. Survival multiplies (1 − hazard) across ages; fill-probability within a horizon and the median wait follow directly.
Reliability gates, enforced not footnoted: no probability is displayed until a minimum number of levels have resolved (input, default 20) — until then the tool says BUILDING and shows only counts. And hazard estimates at ages with fewer than 5 at-risk observations are truncated rather than trusted, per standard life-table convention.
Probabilities are empirical frequencies from this symbol and timeframe's own history — they change with regime and sample, and a 70% is not a promise.
Seeing the evidence
Every historical fill prints a small ◈ marker where a naked level was touched — the resolved observations the probabilities are measured from, visible on the chart rather than hidden in a table.
The dashboard shows both the NEAREST level and the STRONGEST magnet (highest fill probability) — they are often not the same level, and the strongest one is the better answer to "where is price most drawn".
An honest design note: this tool deliberately has NO multi-timeframe stack and NO state-debounce, unlike its siblings in this suite — sessions are the model's clock regardless of chart timeframe (a higher-timeframe copy would measure the same sessions with coarser bins), and nothing here chatters (levels are born at session close and resolve on touch). Features are added where they inform, not everywhere.
How to use it
Add to a liquid intraday chart; 5m–15m gives the model the most sessions to learn from. Let it run until the dashboard reads MEASURED.
Each rail is labelled like "NPOC 24512 · 68% /5s · med 3s" — the measured chance it fills within the horizon and the median sessions historically needed. Warm, saturated rails = strong magnets; faded = weak or unrated.
The dashboard shows the nearest level's read and — deliberately — the sample size behind every number.
Use magnetism as context about where price is drawn (targets, fade zones, expectations management), never as an entry signal by itself.
What makes it original
Naked-POC indicators draw lines. This one attaches a measured fill-probability and expected wait to each line, estimated with a proper survival model that handles censoring and refuses to show numbers it can't support. Turning a folklore level into a level with a live, honest statistic is the contribution.
Concept credits
Market Profile / point of control — J. Peter Steidlmayer. Naked (virgin) POC — market-profile trading literature. Survival estimation from incomplete observations — E. L. Kaplan & P. Meier (1958); classical life-table method. Implementation and charting design are the author's own.
Important disclaimer
Research and education only. Not financial advice, not a signal service, not a guarantee of future results. Fill probabilities are empirical frequencies measured on this chart's limited history. Validate independently and manage your own risk. Индикатор
Volume Profile Supertrend [HexaTrades]Volume Profile Supertrend re-imagines the classic Supertrend. Instead of trailing bands built from pure volatility (ATR), it builds them around the levels where real volume has traded the Point of Control and Value Area.
The philosophy is simple: a normal Supertrend follows volatility; this one follows where the market accepts value. Price tends to gravitate to, and trend away from, the zones where the most business gets done. By anchoring the trend engine to value migration, the indicator aims to stay on the right side of the move while filtering out a portion of low-quality volatility noise.
Everything is computed internally in Pine; no built-in Volume Profile tool is used, so it works on any symbol and timeframe that has volume.
💡How it works
1. Rolling Volume Profile:
It looks back over the last Profile Lookback bars, finds the high–low range, and divides it into Number of Rows price buckets. Every historical bar's volume is distributed across the buckets its range spans, producing a fresh volume distribution on every candle.
2. POC, VAH & VAL:
POC (Point of Control) : the price bucket with the highest traded volume (the "fairest price").
Value Area: the script expands outward from the POC until it captures the chosen Value Area % (default 70%) of total volume.
VAH / VAL: the upper and lower edges of that Value Area.
3. Smoothing & Supertrend bands:
POC, VAH, and VAL are smoothed with EMAs to remove jitter. Two trailing bands are then built, exactly like a Supertrend:
Lower band = smoothed VAL − (ATR × buffer) → support used while bullish.
Upper band = smoothed VAH + (ATR × buffer) → resistance used while bearish.
The bands only trail in the trend-following direction, so they lock in as the price advances.
4. Trend flip:
The trend is bullish while price holds above the lower band, and flips bearish when price closes below it (and vice-versa). The flip is evaluated against the previous bar's confirmed bands, so closed candles never change.
💡How to read it
🔶Bullish:A green line sits below the price. The market is accepting a higher value; treat pullbacks toward the line as the trend "breathing." A flip to red is your warning.
🔶Bearish: A red line sits above the price. Value is migrating lower; rallies into the line are where sellers tend to re-engage. A flip to green signals a potential turn.
🔶Choppy Markets: When price is inside the value area and trend strength is low, the market may be sideways.
In these conditions, signals can be weaker. It may be better to wait for a clear value breakout or stronger trend strength.
🔺Signals
- BUY label prints when the trend flips from bearish to bullish.
- SELL label prints when the trend flips from bullish to bearish.
- A flip dot marks the exact bar of the change on the trend line.
- Trend Strength Filter: Set Minimum Trend Strength above 0 to filter out weak trend flips and display only higher-conviction signals. (Available in the indicator settings.)
┼ Dashboard
-Trend: Current direction Bullish or Bearish.
-Strength: 0–100% conviction score blending distance from POC, POC slope, and whether price has broken outside the Value Area.
-Price Position: Above / Inside / Below Value Area.
-Last Signal: The most recent BUY or SELL that fired.
Alerts
The indicator includes alerts for important events:
-Buy Signal / Sell Signal
-Bullish Trend / Bearish Trend (flip)
-Price Above Value Area / Price Below Value Area
-Price Crossing POC EMA
Suggested Settings
For Intraday Trading
Use lower lookback and medium rows for faster signals.
Example:
-Profile Lookback: 50–100
-Rows: 30–50
-EMA Smoothing: 8–14
-ATR Buffer: 0.5–1.0
For Swing trading
Use higher lookback and smoother settings for cleaner signals.
Example:
-Profile Lookback: 100–250
-Rows: 40–70
-EMA Smoothing: 10–21
-ATR Buffer: 0.8–1.5
For Cleaner Signals
-Increase EMA Smoothing Length
-AIncrease TR Buffer
-Increase Minimum Trend Strength
Volume Profile Supertrend combines the proven structure of a Supertrend with the market's true area of value derived from a rolling Volume Profile. Instead of relying solely on price volatility, it follows the migration of value through the Point of Control (POC) and Value Area (VAH/VAL) to identify higher-quality trend changes.
Whether you're a day trader or swing trader, this indicator helps you visualize trend direction, identify dynamic support and resistance, filter weak reversals, and stay aligned with the prevailing market structure. Use it as a standalone trend-following tool or alongside your existing trading strategy for additional confirmation.
We would love to hear your suggestions. If you have ideas for new features, indicators, analytics, or improvements, please share your feedback. Your input helps guide future updates and improve the indicator for all traders.
This indicator is for educational and analytical purposes only. It is not financial advice. Trading involves risk. Always use proper risk management and combine this indicator with your own analysis before taking any trade.
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Liquidity & Structure Toolkit [erdensedat] The Liquidity & Structure Toolkit is a comprehensive, all-in-one indicator designed for Smart Money Concepts (SMC), Volume Profile analysis, and overall market structure tracking. It aims to provide traders with a clear visual representation of liquidity zones, structural breaks, session balances, and high-volume nodes without cluttering the chart.
Below is a detailed breakdown of all the features, the math and logic behind the setups, the signal engine, and the alert systems included in this script.
1. Major Targets (Liquidity Pools - BSL/SSL)
The script identifies major structural high and low points that act as liquidity magnets (Buy Side Liquidity - BSL and Sell Side Liquidity - SSL).
Formula & Logic: It uses the ta.pivothigh() and ta.pivotlow() functions. A "Major Target" is confirmed only when the price forms a peak/valley with a user-defined Pivot Sensitivity (default is 10 bars on the left and right).
Visualization: When a major pivot is formed, a horizontal line and a label ("MAJOR BSL" or "MAJOR SSL") are drawn.
Sweep Mechanics: If the price crosses this level later, the level is considered "swept." The solid line turns into a dashed line with lower opacity, indicating that the liquidity has been taken. Swept levels are automatically removed after 24 hours to keep the chart clean.
2. Market Structure Breaks (BOS / CHoCH)
This module tracks internal and external structural shifts based on fractal highs and lows.
Logic: It calculates short-term pivots using a fractal length (default 5). When the price breaks above a recent pivot high, it's considered an upward break. When it breaks below a pivot low, it's a downward break.
BOS vs. CHoCH: The script intelligently labels the breaks based on the previous trend state. If the trend continues (e.g., up break followed by another up break), it labels it as BOS (Break of Structure). If the direction shifts (e.g., down break followed by an up break), it labels it as CHoCH (Change of Character).
Settings: You can choose whether a break requires a candle close beyond the level (Break = Close Beyond Level) or just a wick.
3. Initial Balance (IB) Box
The Initial Balance represents the price range established during the first specified minutes of a new trading session.
Setup: You define the Session Timeframe (e.g., Daily) and the IB Duration (e.g., the first 60 minutes).
Logic: The script tracks the highest high (IBH) and lowest low (IBL) during that initial window. Once the time window closes, the box extends to the right, serving as a dynamic support/resistance zone for the rest of the session.
Visualization: Highlights the IB High, IB Low, and IB Equilibrium (Midpoint) with clean labels and a customizable background box.
4. Volume Profile & POC Box (Point of Control)
A custom Volume Profile engine that calculates the highest volume node (POC) dynamically using lower timeframe data.
Lower Timeframe (LTF) Data: The script automatically fetches lower timeframe volume data (1m, 5m, 15m, or 60m depending on your chart's timeframe) to build an accurate profile inside a custom array matrix.
Rows/Bins: The session range is divided into horizontal bins (default 60). Volume is distributed among these bins based on where the LTF candles traded.
POC Engine Models:
Model 1 (Active POC): Displays the active, evolving POC of the current session as well as historical POCs from previous sessions. Uses a Hysteresis percentage (default 15%) to prevent the POC line from flickering rapidly; the new volume node must exceed the old POC by X% to shift the level.
Model 2 (Previous POC Focus): Instead of showing the actively changing current POC, it projects the finalized POC from the previous session starting from its original birth point, extending it across the current session as a heavy structural magnet.
Delta Lines: Inside the POC box, it plots the highest volume node and its immediate neighboring nodes (top, mid, bot) to show the thickness of the volume cluster.
5. Price Action & MSB Signal Engine
The script includes an automated signal engine that identifies highly probable reversal setups around the liquidity zones.
Price Action (PA) Signals: Triggered when the price "touches" or sweeps a Major BSL or SSL level, and subsequently prints a valid directional candle (e.g., sweeping SSL and printing a solid green candle that is not a Doji).
MSB (Market Structure Break) Signals: Triggered when the price sweeps a major liquidity level (BSL/SSL) and then creates a confirmed structural break (BOS/CHoCH) in the opposite direction.
Visualization: Triangle shapes are plotted above/below the signal candles (Green for Buy, Red for Sell).
6. Moving Averages & VWAP
For trend filtering and dynamic support/resistance, the toolkit includes optional traditional indicators:
VWAP: Session-based Volume Weighted Average Price.
Customizable MAs: Up to 5 moving averages can be toggled on/off. Supported types include SMA, EMA, WMA, HMA, and VWMA. Each can have its own length and color settings.
7. Alerts System
The indicator features a built-in alert system for the signal engine.
PA Signal Alert: Fires whenever a valid Price Action bounce occurs at a BSL/SSL level.
MSB Signal Alert: Fires whenever a structural reversal is confirmed after a liquidity sweep.
How to use: Create an alert in TradingView, select this indicator, and choose "Any alert() function call".
Disclaimer
This indicator is for educational and analytical purposes only. It does not constitute financial advice or a recommendation to buy or sell any asset. Past performance is not indicative of future results. Trading cryptocurrencies, forex, and stocks carries a high level of risk. Always perform your own backtesting, use proper risk management, and consult with a certified financial advisor before making any trading decisions. Индикатор
Whale Absorption Profile [JOAT]WHALE ABSORPTION PROFILE
The flagship orderflow visual in the JOAT suite. A complete institutional-grade footprint dashboard — heatmap candle strips, horizontal volume profile, delta ladder, side histogram, POC/VAH/VAL lines, and whale / absorption / imbalance glyphs — all driven by the same underlying lower-timeframe-reconstructed intrabar data and rendered in a curated asthetics. Built to give you the entire auction picture in one indicator, on chart, without a dedicated orderflow platform.
Six visual layers, one engine
Every layer reads from the same intrabar data pipeline. The pipeline uses request.security_lower_tf at a configurable LTF (1m / 3m / 5m / 15m / 30m) to sample sub-bar prints, classifies each via the standard tick rule, then buckets the classified volume into a price-binned profile (configurable rows, default 50). Every layer below reads from those bins.
Heatmap candle strips — the body of each recent chart candle is overlaid with horizontal heat slices coloured along an absorption-intensity ramp (deep blue → indigo → violet → magenta → gold). At a glance you can see where, inside each bar, the auction happened.
Horizontal volume profile — a classic side profile of total volume per bin, rendered with split buy/sell colour so you can read which side dominated each price.
Delta ladder column — a vertical ladder of per-bin delta (buy − sell), positionable to any of nine corners on the chart. Drawn as a horizontal-going-left-to-right cell array so it never collides with the dashboard.
Side volume histogram — a compact buy/sell volume histogram aligned to the profile bins, for traders who want a second view of side-share that is not contaminated by total volume.
POC / VAH / VAL lines — the Point of Control, Value Area High, and Value Area Low computed from the profile and rendered as horizontal lines that extend right of the latest bar.
Whale / Absorption / Imbalance glyphs — three separate detection layers (described below) each render a distinct on-chart glyph at the bin where their condition fires.
A Lite Mode toggle disables the heaviest layers (heatmap strips + side histogram) for low-end machines or multi-indicator stacking.
Three orthogonal detection layers
Whale Print — a bin qualifies as a whale row when total bin volume is above a configurable percentile (default 95th of the bin distribution) and is above the whale-delta threshold (default 70%). Both gates: large and one-sided.
Absorption Zone — score = min(buy, sell) / (priceMovement + ε) . High when both sides traded heavily but price did not move — the classic limit-order-absorption signature. A bin qualifies when its absorption score exceeds the configurable percentile (default 90th).
Imbalance Spike — a bin qualifies when one side's volume is at least N× the other (default 3.0×). The standard footprint imbalance ratio.
These three are deliberately separate — a single price can be a whale row, an absorption zone, and an imbalance spike at once, in which case all three glyphs fire and you have a textbook stacked-signature read.
POC shift alert
The Point of Control's bar-to-bar bin-distance is tracked. When the POC jumps more than the configurable POC Shift: Bin Distance Trigger (default 2 bins) between consecutive bars, the POC Shift alert fires — the auction's value has rotated price levels, which is the most actionable single regime-change signal a profile produces.
Visual aesthetic
A locked institutional palette: cyan-teal bull (#5CF0D7), magenta bear (#FF4D75), and a signature absorption ramp — deep void → ultramarine → indigo → violet → magenta → gold — designed to read like a heat-mapped orderbook on a deep-space background (#02011A). The four multi-stop gradients drive heatmap, absorption, delta, and whale layers independently, so the chart never looks visually flat.
Dashboard
Monospaced table, positionable to any of nine corners, with row-fade gradient. Surfaces:
Current POC price + bin distance from previous POC.
VAH / VAL price levels.
Cumulative bar delta.
Whale print count, absorption zone count, imbalance spike count in the lookback.
Current row classifications for the active price (Whale / Absorption / Imbalance).
LTF in use and bin count.
Alerts
Four alert conditions, each independently controllable:
Whale Print
Absorption Zone
Imbalance Spike
POC Shift (bin distance > threshold)
How to read it
Three reads, in order of conviction:
Stacked detection at the same bin — when a bin fires Whale + Absorption + Imbalance simultaneously, the auction has experienced a complete event: large size, both sides traded heavily, and the side imbalance was extreme. These are the rarest and strongest reads the script produces.
POC Shift through a previous structural level — value migration. The auction's centre of gravity has just moved through your S/R; the rest of the session usually follows.
Heatmap candle strip + delta ladder agreement — when the heatmap concentration sits at the same price the delta ladder shows one-sided imbalance, the bar is institutionally meaningful regardless of the candle shape.
Suggested settings
Defaults (1m LTF, 50 bins, 40-bar lookback, 95th percentile gates) are tuned for 5m–15m on liquid futures and crypto. For 1m scalping, drop bins to 30 and lookback to 20 to keep the script responsive. For 1H+ HTF, raise lookback to 100 and bins to 60. Lite Mode is recommended when stacking with other heavy indicators.
Originality
The implementation — the unified intrabar pipeline that feeds six independent visual layers, the percentile-gated whale detector, the min(buy,sell) / priceMovement absorption score, the diagonal-imbalance row detector, the multi-stop absorption gradient (six-stop signature ramp), the configurable delta ladder with nine-corner positioning, the POC bin-distance shift detector, and the grade composite palette — is JOAT-original. No third-party code reused. The footprint vocabulary (POC, VAH/VAL, imbalance, absorption, whale) is public-domain auction-theory language; this implementation is purpose-built for Pine v6 with bar data only.
Limitations
Reconstructed intrabar data is an approximation — the tick rule is the accepted public-market inference but it is not a direct read of bid/ask. Sub-minute LTFs require a TradingView Premium or Ultimate plan. The script renders many polylines, boxes, and labels — Pine's max_polylines_count / max_boxes_count / max_labels_count caps apply. Lite Mode exists specifically for low-spec / multi-indicator scenarios. POC, VAH, VAL, and detection layers are computed from confirmed intrabar data so they update on bar-by-bar close (non-repainting beyond the current developing bar).
—
-made with passion by jackofalltrades
Индикатор
Median Point of ControlMedian Point of Control calculates and displays the median OHLC4 price for customizable time periods, along with percentage-based upper and lower bands. It provides a statistical reference framework for identifying potential support, resistance, and mean-reversion zones.
What It Does
This indicator computes the median of all OHLC4 values within a defined period and plots three horizontal levels:
Median Line — The statistical middle price of the period
Upper Band — Median + user-defined percentage
Lower Band — Median - user-defined percentage
The current period's levels update dynamically as new bars form. Completed periods are preserved as historical reference lines.
Why Median Instead of Average?
The median is the "middle" value when all prices are sorted. Unlike the mean (average), the median is resistant to outliers — a single extreme wick or price spike won't distort the level. This makes it more representative of typical price action during the period.
Two Calculation Modes
Timeframe Mode Define periods using standard timeframes: 4H, Daily, Weekly, Monthly, etc. The indicator automatically detects when each period begins and ends.
Bars Mode Define periods by a fixed number of bars (e.g., every 50 bars, every 100 bars). Useful for non-time-based analysis or custom period lengths that don't align with standard timeframes.
Settings
Calculation Mode: Choose between Timeframe or Bars
Timeframe: Period length when using Timeframe mode
Bars: Number of bars per period when using Bars mode
Band Distance (%): Percentage offset for upper/lower bands from median
Line Colors: Customize colors for median, upper, and lower bands
Line Width: Thickness of the plotted lines
Historical Transparency: Opacity of completed period lines
Max Historical Periods: Number of past periods to display
How To Use
Identify the range: The upper and lower bands create a price envelope based on the period's median. When price approaches these levels, watch for reactions.
Mean reversion reference: The median line represents the "fair value" of the period. Price tends to oscillate around this level.
Breakout detection: If price breaks and holds beyond a band, it may signal trend continuation rather than reversion.
Multi-timeframe analysis: Use Daily median on intraday charts to see where price stands relative to the day's statistical center.
Important Notes
This indicator does not predict price direction. It provides statistical reference levels only.
The current period's median updates with each new bar — this is expected behavior, not repainting.
Historical period lines are fixed once their period closes.
For best results, use on liquid instruments (stocks, forex majors, major crypto pairs).
Индикатор
Session Volume Profile - Intraday [HexaTrades]Session Volume Profile Intraday is a comprehensive volume profile indicator designed specifically for intraday traders. It builds a separate volume profile for each session and automatically identifies the most important auction-market levels, including Point of Control (POC), Value Area High (VAH), Value Area Low (VAL), Previous Session Levels, VWAP, Previous Day High/Low, Initial Balance, and Naked POCs.
The goal of this indicator is to help traders understand where the market is accepting price, where major volume has traded, and where important support/resistance or liquidity zones may form during the trading session.
⭐️ How it works
-Binning: the session's price range (highest high to lowest low) is divided into Rows per Profile equal price bins.
-Volume distribution: each bar's volume is spread evenly across every bin its high–low range spans, and tagged buy or sell by candle direction.
-POC: the bin holding the most total volume.
- Value Area: starting from the POC, the algorithm expands outward always toward the heavier of the two neighbouring bins, until the accumulated volume reaches the chosen Value Area % (default 70%). The top and bottom edges of the included bins become VAH and VAL.
-Width: each row's bar length is scaled to its volume relative to the POC row, capped by the width settings.
⭐️What This Indicator Shows
🔷 Session Volume Profile: The indicator creates a horizontal volume profile for each trading session. Each profile shows how much volume traded at different price levels during that session.
The widest part of the profile represents the area with the highest traded volume. Thin areas show low-volume zones where price may move faster.
🔷 POC - Point of Control: POC is the price level with the highest traded volume during the session.
It is one of the most important levels on the chart because it represents the price where the market spent the most activity.
How to use POC:
- Price above POC can suggest buyers are in control.
- Price below POC can suggest sellers are in control.
- A retest of POC can act as support or resistance.
- A strong rejection from POC may create a trade setup.
- A clean reclaim of POC may show a change in intraday bias.
🔷 VAH and VAL - Value Area High / Low
The Value Area represents the price zone where most of the session’s volume traded, usually 70%.
VAH is the upper boundary of the value area.
VAL is the lower boundary of the value area.
How to use Value Area:
- Price inside value area = balanced market.
- Price above VAH = bullish acceptance/strength.
- Price below VAL = bearish acceptance/weakness.
- Rejection from VAH may create a short setup.
- Rejection from VAL may create a long setup.
- Breakout above VAH can indicate trend continuation.
- Breakdown below VAL can indicate downside continuation.
🔷 Previous Session POC / VAH / VAL
The indicator carries forward the previous session’s important profile levels into the current session.
These levels often act as strong support, resistance, or reaction zones.
How to use previous session levels:
- Previous POC can act as a major magnet level.
- Previous VAH/VAL can act as important breakout or rejection zones.
- If price opens above previous value, the market may be bullish.
- If price opens below the previous value, the market may be bearish.
- If price opens inside the previous value, the market may be balanced or rotational.
🔷 PDH and PDL - Previous Day High / Low
PDH means Previous Day High.
PDL means Previous Day Low.
These are important liquidity levels watched by many intraday traders.
How to use PDH/PDL:
- Break above PDH may show bullish momentum.
- Break below PDL may show bearish momentum.
- A fake breakout above PDH followed by rejection can indicate a liquidity sweep.
- A fake breakdown below PDL followed by recovery can indicate a downside liquidity sweep.
🔷 VWAP - Session VWAP
VWAP shows the average traded price of the session based on volume.
How to use VWAP:
- Price above VWAP = bullish intraday bias.
- Price below VWAP = bearish intraday bias.
- VWAP can act as dynamic support or resistance.
- POC + VWAP confluence can create a stronger reaction zone.
🔷 Initial Balance — IBH / IBL
Initial Balance is the high and low of the first part of the trading session. By default, it uses the first 60 minutes.
IBH = Initial Balance High
IBL = Initial Balance Low
How to use Initial Balance:
- Break above IBH may indicate a bullish trend day.
- Break below IBL may indicate a bearish trend day.
- Rejection from IBH/IBL may indicate range continuation.
- IB range helps define early-session structure.
🔷 Naked POCs
A Naked POC is a previous session POC that has not yet been retested by price.
How to use Naked POCs:
- They can act as future price magnets.
- Price often reacts when revisiting them.
- They can be used as target zones.
- Once price trades through a Naked POC, the level is considered tested.
⭐️ Dashboard
The dashboard provides a real-time summary of the current session and key reference levels, helping traders quickly assess market structure, auction location, and intraday bias.
- Price Location: Shows whether the current price is trading Above Value, Inside Value, or Below Value relative to the developing session Value Area.
- Session POC: Current session's Point of Control — the price level with the highest traded volume.
- Session VAH: Current session Value Area High.
- Session VAL: Current session Value Area Low.
- VWAP: Current session Volume Weighted Average Price.
- Prev POC: Previous session Point of Control, often acting as an important support, resistance, or mean-reversion level.
- Prev VAH: Previous session Value Area High, frequently used as a resistance level or bullish breakout trigger.
- Prev VAL: Previous session Value Area Low, frequently used as a support level or bearish breakdown trigger.
- PDH: Previous Day High, a key liquidity and breakout reference level.
- PDL: Previous Day Low, a key liquidity and breakdown reference level.
- IBH: Initial Balance High, representing the upper boundary of the opening range.
- IBL: Initial Balance Low, representing the lower boundary of the opening range.
- Naked POCs: Displays the number of active untested POCs from previous sessions that have not yet been revisited by price.
⭐️ How to Use This Indicator
🔷Step 1: Identify Market Bias
First, check where price is trading compared to VWAP, POC, and Value Area.
Bullish bias:
-Price above VWAP
-Price above session POC
-Price above VAH
-POC shifting higher
Bearish bias:
-Price below VWAP
-Price below session POC
-Price below VAL
-POC shifting lower
Neutral/balanced market:
-Price inside value area
-Price moving around POC
-VWAP is flat
-No clear acceptance above VAH or below VAL
🔷Step 2: Watch Key Reaction Levels
The most important reaction levels are:
- Current Session POC
-Previous Session POC
-VAH / VAL
-VWAP
-PDH / PDL
-IBH / IBL
-Naked POCs
When multiple levels are close together, that area becomes stronger confluence.
Example:
If VWAP, POC, and VAL are near the same price, that zone becomes an important support/resistance area.
🔷 Step 3: Look for Confirmation
Do not take trades only because price touches a level.
Wait for confirmation such as:
- Strong rejection candle
- Close above/below the level
- Retest and hold
- Volume expansion
- Failed breakout
- Market structure shift
- VWAP reclaim or rejection
Example Trade Setups
POC Rejection Setup
Bearish example:
- Price is below VWAP.
- Price rallies back to POC.
- Price rejects from POC.
- A bearish confirmation candle forms.
Possible entry: After rejection confirmation.
Possible stop: Above POC or above VAH.
Possible targets: VAL, PDL, or Naked POC.
POC Reclaim Setup
Bullish example:
- Price trades below POC.
- Price reclaims POC with a strong candle close.
- Price retests POC and holds.
- VWAP is also reclaimed.
- Possible entry: After retest and hold.
- Possible stop: Below POC or below VWAP.
- Possible targets: VAH, PDH, or previous value area.
Value Area Breakout
Bullish example:
- Price trades inside value area.
- Price breaks above VAH.
- Price holds above VAH.
- VWAP supports the move.
- Possible entry: Above VAH after confirmation.
-Possible stop:Back inside value area.
Possible targets: PDH, Naked POC, or next resistance zone.
Value Area Breakdown
Bearish example:
- Price trades inside value area.
- Price breaks below VAL.
- Price holds below VAL.
- Price remains below VWAP.
- Possible entry: Below VAL after confirmation.
- Possible stop: Back inside value area.
- Possible targets:PDL, Naked POC, or next support zone.
Previous Day High / Low Liquidity Sweep
Bullish PDL sweep example:
- Price breaks below PDL.
- Sellers get trapped.
- Price quickly reclaims PDL.
- Bullish candle closes back above PDL.
- Possible entry:After reclaim confirmation.
- Possible stop: Below sweep low.
- Possible targets: VWAP, POC, or VAH.
Bearish PDH sweep example:
-Price breaks above PDH.
- Buyers get trapped.
- Price quickly falls back below PDH.
- Bearish candle closes below PDH.
- Possible entry: After rejection confirmation.
- Possible stop: Above sweep high.
- Possible targets: VWAP, POC, or VAL.
Initial Balance Breakout
Bullish example:
- First 60-minute range forms.
- Price breaks above IBH.
- Price holds above IBH.
- VWAP and POC support the move.
-Possible entry: After the breakout and retest.
- Possible stop: Back inside IB range.
- Possible targets: VAH, PDH, or Naked POC.
Best Timeframes
- 5-minute chart
-15-minute chart
- Intraday futures
- Stocks
- Crypto
- Forex pairs
- For faster entries, the 5-minute can be used.
⭐️Alerts
All alerts are evaluated on confirmed bars only (no repaint):
- POC Cross Up / Down — price crosses the session POC.
- Value Area Breakout / Breakdown — price accepts above VAH or rejects below VAL.
- Prev POC Test — price tests the previous session's POC.
- PDH Break / PDL Break — price breaks the previous day's high or low.
- VWAP Cross — price crosses the session VWAP.
Session Volume Profile Intraday is designed to help traders visualise market-generated support and resistance using volume-based auction principles. By combining Session Volume Profiles, POC, Value Areas, VWAP, Previous Session Levels, PDH/PDL, Initial Balance, and Naked POCs, it provides a complete framework for intraday market analysis. Use it to identify key reaction zones, assess market bias, and improve trade planning. As always, combine it with sound risk management and your own trading strategy for the best results.
We would love to hear your suggestions. If you have ideas for new features, indicators, analytics, or improvements, please share your feedback. Your input helps guide future updates and improve the indicator for all traders.
This indicator is for educational and analytical purposes only. It should not be considered financial advice. Always use proper risk management and make trading decisions based on your own analysis
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