Volume Profile + VAH, VAL, and POC

16 小時前

What it is
A clean, on-chart volume profile that approximates your visible range using a configurable Bars Back window. It builds a horizontal histogram of volume by price, splits each price bin into Buy vs Sell volume, draws POC, and computes Value Area High/Low (VAH/VAL). A Stealth Mode toggle switches to a subtle grayscale palette for low-key charts.

Why this instead of the built-in VPVR?

Buy/Sell split per bin: See which prices were defended by buyers vs sellers, not just total volume.

Value Area from POC outward: Classic expansion method until the selected % of total volume (default 70%).

Sleek borders & Stealth Mode: Crisp bin outlines and a one-click professional colorway.

Deterministic & fast: No sessions or anchors needed—set your Bars Back and go.

How it works (under the hood)

Window selection – Pine can’t read your viewport, so we approximate it with Bars Back (user input).

Binning – The window’s price range is divided into N bins.

Volume allocation – For each bar in the window:

Distribute Across Hi–Lo (optional): Spread volume across all bins the bar overlaps, weighted by overlap; or

Single-price mode: Assign all volume to one bin using a representative price (hlc3).

Buy/Sell split (two methods):

Body Proportional (recommended): Split by relative up/down body size (|close−open|).

Up/Down Candle: 100% buy if close ≥ open, else 100% sell.

POC & VA: Point of Control is the bin with max total volume. VAH/VAL expands from POC toward the higher-volume neighbor until the selected % of total volume is included.

Reading the visuals

Horizontal bars (right side): Total volume per price bin.

Left sub-segment = Sell volume

Right sub-segment = Buy volume

POC line: Price level with peak total volume.

VAH / VAL (dashed): Upper and lower bounds of the selected Value Area.

Borders: Each bin has a clean outer outline so the profile looks tight and organized.

Stealth Mode: Grayscale palette that preserves contrast without loud colors.

Key inputs (organized for clarity)

Theme

Stealth Mode: Toggles the grayscale look.

Core

Price Bins: Vertical resolution of the profile.

Lookback (Bars): Approximates your visible range.

Style

Profile Width (bars): How far the histogram extends to the right.

Bin Border Width: Outline thickness.

Markers & Lines

Show POC, Show VAH/VAL, Value Area %, VA line width.

Advanced

Distribute Volume Across Hi–Lo: More accurate, heavier compute.

Buy/Sell Split Method: Body Proportional (realistic) or Up/Down (simple).

Tips & best practices

Start with Body Proportional + Distribute Across ON for intraday accuracy.

If the chart lags, reduce Price Bins or Bars Back, or switch off distribution.

For small windows, fewer bins often looks cleaner (e.g., 30–60).

Stealth Mode plays nicely with both dark and light chart themes.

Limitations & notes

Viewport: Pine can’t access the actual visible bars; Bars Back is a practical stand-in.

Buy/Sell split: This is an approximation from candle bodies, not true bid/ask delta.

Designed for overlay; profile renders to the right of the latest bar.

11 小時前

發行說明

Update made to orientation of Volume Profile. Additionally, added "Extend" options for POC, VAH, and VAL. Cleaned up user input display as well.