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Time & volume point of control / quantifytoolsWhat are TPOC & VPOC? TPOC (time point of control) and VPOC (volume point of control) are points in price where highest amount of time/volume was traded. This is considered key information in a market profile, as it shows where market participant interest was highest. Unlike full fledged market profile that shows total time/volume distribution, this script shows the points of control for each candle, plotted with a line (time) and a dot (volume). The script hides your candles/bars by default and forms a line in the middle representing candle range. In case of candles, borders will still be visible. This feature can be turned off in the settings. Volume and time data are fetched from a lower timeframe that is automatically adjusted to fit the timeframe you're using. By default, the following settings are applied: Charts <= 30 min: 1 minute timeframe Charts > 30 min & <= 3 hours : 5 minute timeframe Charts > 3 hours & <= 8 hours : 15 minute timeframe Charts > 8 hours & <= 1D: 1 hour timeframe Charts > 1D & <= 3D : 2 hour timeframe Charts > 3D: 4 hour timeframe Timeframe settings can be changed via input menu. The lower the timeframe, the more precision you get but with the cost of less historical data and slower loading time. Users can also choose which source to use for determining price for points of control, e.g. using close as source, the point of control is set to match the value of lower timeframe candle close. This could be replaced with OHLC4 for example, resulting in a point of control based on OHLC average. To identify more profound points of market participant interest, TPOC & VPOC as percentage of total time/volume thresholds can be set via input menu. When a point of control is equal to or greater than the set percentage threshold, visual elements will be highlighted in a different color, e.g. 50% VPOC threshold will activate a highlight whenever volume traded at VPOC is equal to or greater than 50% of total volume. All colors are customizable. VPOC is defined by fetching lower timeframe candle with the most amount of volume traded and using its close (by default) as a mark for point of control. For TPOC, each candle is divided into 10 lots which are used for calculating amount of closes taking place within the bracket values. The lot with highest amount of closes will be considered a point of control. This mark is displayed in the middle point of a lot: How to utilize TPOC & VPOC Example #1: Trapped market participants One or both points of control at one end of candle range (wick tail) and candle close at the other end serves as an indication of market participants trapped in an awkward position. When price runs away further from these trapped participants, they are eventually forced to cover and drive price even further to the opposite direction: Example #2: Trend initiation A large move that leaves TPOC behind while VPOC is supportive serves as an indication of a trend initiation. Essentially, this is one way to identify an event where price traded sideways most of the time and suddenly moved away with volume: Example #3: POC supported trend A trend is healthy when it's supported by a point of control. Ideally you want to see either time or volume supporting a trend:
Pine Script®指標
由quantifytools提供
49
RSI with Trend LinesThe RSI with Trend Lines indicator is a tool designed to analyze the behavior of the Relative Strength Index (RSI) combined with dynamic trend lines. This indicator not only provides the standard RSI reading but also identifies pivot points on the RSI and draws bullish and bearish trend lines based on these points. It also includes customizable options for adjusting trend lines, displaying the RSI moving average, and highlighting key levels such as overbought, oversold, and the center line. This indicator is ideal for finding and identifying clear trends in the RSI and taking advantage of market breakout or consolidation signals. It also includes a table with the POC value, which represents the price level at which the most trading activity has occurred, indicating the highest liquidity and highest trading volume. Key Features: 1. Basic RSI: • Calculates the RSI using a configurable period length (default 14). • Colors the RSI based on its direction (green for rising, red for falling) and its position relative to the center line (50). 2. Key Levels: • Displays overbought (70 and 80), oversold (20 and 30), and the center line (50) levels for easy visual interpretation. 3. RSI Moving Average: • Enables and configures an RSI moving average (SMA, EMA, WMA, or ALMA) to smooth out fluctuations and detect clearer trends. 4. Dynamic Trend Lines: • Identifies pivot points on the RSI and draws bullish and bearish trend lines. • Trend lines can be extended into the future or limited to the visible range. • Includes options to display broken lines (trends that are no longer valid) and customize the style (solid or dashed). 5. Pivot Points: • Displays the high and low pivot points on the chart for a better understanding of trend changes. 6. Advanced Customization: • Adjust the pivot point period. • Control the number of pivot points to consider for trend lines. • Customize the line thickness and style. How to Use the Indicator: 1. RSI Interpretation: • Overbought Zone (RSI > 70): Indicates that the asset may be overvalued and could correct downward. • Oversold Zone (RSI < 30): Suggests that the asset may be undervalued and could rebound. • Centerline Crossover (50): A cross above 50 indicates bullish strength, while a cross below suggests weakness. 2. Trend Lines: • Bullish Lines: Drawn when the RSI forms ascending low pivot points. These lines represent dynamic support. • Bearish Lines: These are drawn when the RSI forms descending high pivot points. These lines represent dynamic resistance. • Broken Lines: When a trend line becomes invalid (the RSI breaks the line), they are displayed in a dotted style to highlight the breakout. 3. Possible Trading Signals: • Buy: When the RSI breaks an upward downtrend line. • Sell: When the RSI breaks a downward uptrend line. • Trend Confirmation: When the RSI stays within a valid trend line, it suggests that the current trend is strong. 4. A chart with the POC value: • The point of control is a price level at which the highest trading volume occurs in a given time period. It is a key component of the Volume Profile indicator, which displays volume by price. • Use of the POC in trading: • The POC is used to identify areas of high interest and liquidity for trading. • The POC provides information about the equilibrium point where buyers and sellers are most evenly matched. • Therefore, it can be considered a zone of interest, meaning it can act as support or resistance.
Pine Script®指標
由OskarGallard提供
14
Bearish signal using Point of Control (POC) with PAC by guruThis indicator code helps traders identify potential sell opportunities using several important technical indicators: Point of Control (POC) – This is the price level where the most volume was traded over the past several days. Previous Day's Low – This shows the lowest price reached during the previous day. PAC (Price Action Channel) EMA – These are two moving averages (one based on the low price and one based on the close price) that help determine if the price is trending within a certain range. Volume SMA – This is a 3-day simple moving average (SMA) of volume, which helps filter out signals based on market activity. What the Script Does: Point of Control (POC): The script looks at the last 50 days (configurable) and calculates which price level had the highest trading volume. It then plots a red line on the chart at the POC level. This is important because it helps identify areas where there was strong market interest in the past. Volume Moving Average: The script calculates a 3-day SMA of volume, but it excludes the current day to avoid premature signals based on today’s trading. The volume SMA is used to ensure there’s enough market activity (with a threshold set to 25 units) before triggering a sell signal. Price Action Channel (PAC) EMA: The PAC consists of two exponential moving averages (EMAs): The PAC Low EMA: This is based on the low prices over the last 34 periods (configurable). The PAC Close EMA: This is based on the closing prices over the last 34 periods. These EMAs help determine if the price is trending above or below certain price levels. Sell Signal Logic: The script checks three conditions before displaying a "Sell" signal: Price Below POC and Previous Day’s Low: The close price must be below both the Point of Control (POC) and the previous day's low. Volume SMA Above 25: The 3-day volume SMA must be greater than 25. This ensures the signal only triggers when there’s enough trading volume in the market. Today’s Low is Above PAC EMAs: Today's low price must be above both the PAC low EMA and the PAC close EMA. This prevents sell signals when prices are already significantly below the PAC, indicating possible exhaustion in the downtrend. If all three conditions are met, the script will display a red "Sell" label on the chart, signaling a potential selling opportunity. No Sell Signal if Price Reverses: If the price crosses back above the POC or the previous day's low, the script will remove the sell signal and reset for a new opportunity. Summary of Conditions: For the script to display a "Sell" label: The close price must be below the Point of Control (POC) and the previous day’s low. The 3-day volume SMA (excluding today) must be greater than 25 units. The low price of the current day must be above both the PAC low EMA and the PAC close EMA. If these conditions are met, a red sell label appears on the chart as a potential signal for a short (sell) trade.
Pine Script®指標
由Guru7208提供
Rolling Point of Control (POC) [AlgoAlpha]Enhance your trading decisions with the Rolling Point of Control (POC) Indicator designed by AlgoAlpha! This powerful tool displays a dynamic Point of Control based on volume or price profiles directly on your chart, providing a vivid depiction of dominant price levels according to historical data. 🌟📈 🚀 Key Features: Profile Type Selection: Choose between Volume Profile and Price Profile to best suit your analysis needs. Adjustable Lookback Period: Modify the lookback period to consider more or less historical data for your profile. Customizable Resolution and Scale: Tailor the resolution and horizontal scale of the profile for precision and clarity. Trend Analysis Tools: Enable trend analysis with the option to display a weighted moving average of the POC. Color-Coded Feedback: Utilize color gradients to quickly identify bullish and bearish conditions relative to the POC. Interactive Visuals: Dynamic rendering of profiles and alerts for crossing events enhances visual feedback and responsiveness. Multiple Customization Options: Smooth the POC line, toggle profile and fill visibility, and choose custom colors for various elements. 🖥️ How to Use: 🛠 Add the Indicator: Add the indicator to favorites and customize settings like profile type, lookback period, and resolution to fit your trading style. 📊 Market Analysis: Monitor the POC line for significant price levels. Use the histogram to understand price distributions and locate major market pivots. 🔔 Alerts Setup: Enable alerts for price crossing over or under the POC, as well as for trend changes, to stay ahead of market movements without constant chart monitoring. 🛠️ How It Works: The Rolling POC indicator dynamically calculates the Point of Control either based on volume or price within a user-defined lookback period. It plots a histogram (profile) that highlights the level at which the most trading activity has occurred, helping to identify key support and resistance levels. Basic Logic Overview: - Data Compilation: Gathers high, low, and volume (if volume profile selected) data within the lookback period. - Histogram Calculation: Divides the price range into bins (as specified by resolution), counting hits in each bin to find the most frequented price level. - POC Identification: The price level with the highest concentration of hits (or volume) is marked as the POC. - Trend MA (Optional): If enabled, the indicator plots a moving average of the POC for trend analysis. By integrating the Rolling Point of Control into your charting toolkit, you can significantly enhance your market analysis and potentially increase the accuracy of your trading decisions. Whether you're day trading or looking at longer time frames, this indicator offers a detailed, customizable perspective on market dynamics. 🌍💹
Pine Script®指標
由AlgoAlpha提供
11
Volume Points of Control and No Control [NariCapitalTrading]Overview: The "Volume Points of Control and No Control" (VPOC/VPONC) is a trading indicator/concept I designed to identify key price levels based on volume activity. It shows (on the price label on the y-axis) where there was the most (red) and the least (blue) volume over a specified lookback period. Read below for interpretation. Key Features: Identifies key price levels based on volume Customizable lookback period and trade timeframe Plots Volume Point of Control (VPOC) and Volume Point of No Control (VPONC) Inputs and Calculations: Custom Trade Timeframe: Allows users to set the desired timeframe for analysis (e.g., Daily, Weekly). Lookback Period: Users can specify the period over which to analyze volume data. VPOC Calculation: Determines the price level with the highest volume within the lookback period. VPONC Calculation: Finds the price level with the lowest volume within the lookback period. Indicator Usage: The VPOC is considered a significant level where traders have shown the most interest, often acting as a strong support or resistance level. The VPONC, conversely, is a concept I made up. It represents a price level where 1) in an trending market, this price was accepted quickly, thus suggesting continuation of an trend. 2) price retracements will typically revisit thinly-traded price areas, the VPONC can sometimes signal an area of support in a downtrend. Chart Representation: VPOC Label: Plotted on the y-axis in red, indicating the price level with the highest volume. VPONC Label: Displayed on the y-axis in blue, showing the price level with the least volume. These labels are dynamically updated based on the user-specified lookback period and trade timeframe.
Pine Script®指標
由NariCapitalTrading提供
Dynamic Point of Control (POC)The Dynamic Point of Control (POC) indicator provides traders and analysts with insightful information about price levels, volume distribution, and sentiment within a specified historical range. Instant Updates : POC recalculates with every new bar, keeping you ahead of the game. Market Bias : Assess market sentiment through bullish volume share. Customization : Tailor inputs to match your unique trading strategy. Chart Presence : See POC and related data graphically on your price chart. How to Use : Traders can use the Dynamic POC indicator to identify Point of Control price level, understand volume distribution, and gauge market sentiment. The indicator's visual cues and customizable parameters make it a valuable tool for technical analysis and decision-making.
Pine Script®指標
由tkarolak提供
1
Moving point of controlLibrary "moving_poc" method getMovingPoc(averagePriceByVolumeHistory, ltfVolumeSerie, ltfPriceSerie, nbBarsToLookback)   Volume point of control (PoC) extracted from lower time frame data and previous time period   Namespace types: array   Parameters:      averagePriceByVolumeHistory (array) : An array of float to record previous PoC average      ltfVolumeSerie (array) : Source of volume for the lower timeframe (ltf)      ltfPriceSerie (array) : Source of price for the lower timeframe      nbBarsToLookback (int) : A number of bars determining the lookback period of this PoC   Returns: Serie of PoC
Pine Script®腳本庫
由sleptongems提供
Point of Control V2 The genesis of this project was to create a POC library that would be available to deliver volume profile information via pine to other scripts of indicators and strategies. This is a republish of an invite only script to open access This is the indicator version of the library function. A few points of significance: - Allows the choice of reset of the study period, day/week or bars. This is simple enough to expand to other conditions - Bar count resets starting from the beginning of the data set (bar index =0) vs bars back from the end of the data set - A 'period' in this context is the time between resets - the start of the POC (eg. start of Day or Week) until it resets (for example at the beginning of a next day or week) - Automates the determination of the increment level rather than the user specifying ticks or price brackets - Does not allow for setting the # of rows and then calculating the implied price increment levels - When a period is complete it is often useful to look back at the POCs of historical periods, or extend them forward. - This script will find the historical POCs around the current price and display them rather than extend all the historical POC lines to the right - This script also looks across all the period POCs and identifies the master POC or what I call the Grand POC, and also the next 3 runner up POCs This indicator is also available as a library. BINANCE:BTCUSDT NSE:NIFTY OANDA:XAUUSD NASDAQ:AAPL TVC:USOIL
Pine Script®指標
由JohnBaron提供
29
Point Of ControlStrategy and indicators are explained on the Chart. Here's how i read the chart. Entry: 1. Let the price close above the Ichimoku cloud 2. Price is above Volume Support zone 2. Make sure that momentum indicated with Green Triangles for Long Position Exit: 1. Orange cross at the bottom of the candle indicates price is about to weaken 2. Best time to exit is Volume Resistance + Bearish(Hammer or Engulf ) PS: Use it along with R-Smart for better results
Pine Script®指標
由VebhaInvesting提供
18
Enhanced Volume Profile█ OVERVIEW The Enhanced Volume Profile (EVP) is an indicator designed to plot a volume profile on the chart based on either the visible chart range or a fixed lookback period. The script helps analyze the distribution of volume at different price levels over time, providing insights into areas of high trading activity and potential support/resistance zones. █ KEY FEATURES 1. Visible Chart Range vs. Fixed Lookback Depth Visible Chart Range - Default analysis mode - Calculates profile based on visible portion of the chart - Dynamically updates with chart view changes Fixed Lookback Depth - Optional alternative to visible range - Uses specified number of bars (10-3000) - Provides consistent analysis depth - Independent of chart view 2. Custom Resolution Auto-Resolution Mode Automatically selects timeframes based on chart's current timeframe: ≤ 1 minute: Uses 1-minute resolution ≤ 5 minutes: Uses 1-minute resolution ≤ 15 minutes: Uses 5-minute resolution ≤ 1 hour: Uses 5-minute resolution ≤ 4 hours: Uses 15-minute resolution ≤ 12 hours: Uses 15-minute resolution ≤ 1 day: Uses 1-hour resolution ≤ 3 days: Uses 2-hours resolution ≤ 1 week: Uses 4-hours resolution Custom Resolution Override Optional override of auto-resolution system Provides control over data granularity Must be lower than or equal to chart's timeframe Falls back to auto-resolution if validation fails 3. Volume Profile Resolution Adjustable number of points (10-400) Controls profile granularity Higher resolution provides more detail Balance between precision and performance 4. Point of Control (PoC) Identifies price level with highest traded volume Optional display with customizable appearance Adjustable line thickness (1-30) Configurable color 5. Value Area (VA) Shows price range of majority trading volume Adjustable coverage (5-95%), default is 68% Customizable boundary lines Configurable lines color and thickness (1-20) █ INPUT PARAMETERS Lookback Settings Use Visible Chart Range - Default: true - Calculates profile based on visible bars - Ideal for focused analysis Fixed Lookback Bars - Range: 10-3000 - Default: 200 - Used when visible range is disabled Resolution Settings Enable Custom Resolution - Default: false - Overrides auto-resolution Custom Resolution - Default: 1-minute - Changes automatically when "Enable Custom Resolution" is disabled Volume Profile Appearance Profile Resolution - Range: 10-400 - Default: 200 - Controls detail level Profile Width Scale - Range: 1-50 - Default: 15 - Adjusts profile width Right Offset - Range: 0-500 - Default: 20 - Controls spacing from price bars Profile Fill Color - Default: #5D606B (70% transparency) Point of Control Settings Show Point of Control - Default: true - Toggles PoC visibility PoC Line Thickness - Range: 1-30 - Default: 1 PoC Line Color - Default: Red Value Area Settings Show Value Area - Default: true - Toggles VA lines Value Area Coverage - Range: 5-95% - Default: 68% Value Area Line Color - Default: Blue Value Area Line Thickness - Range: 1-20 - Default: 1 █ TECHNICAL IMPLEMENTATION DETAILS Exceeding Bars Management The script dynamically adjusts the number of bars used in the volume profile calculation based on the selected timeframe and the maximum allowed bars (max_bars_back). If the total number of bars exceeds the predefined threshold (6000 bars), the script reduces the lookback period (lookback_bars) by trimming some of the historical data, ensuring the chart does not become overloaded with data. The adjustment is made based on the ratio of bars per candle (bars_per_candle), ensuring that the volume profile remains computationally efficient while maintaining its relevance. █ EXAMPLE USE CASES 1. Visible Range Mode For analyzing a recent trend and focusing on only the visible part of the chart, enabling the "Use Visible Chart Range" option calculates the profile based on the current view, without considering historical data outside the visible area. 2. Fixed Lookback Depth For analyzing a specific period in the past (e.g., the last 200 bars), disabling the visible range and setting a fixed lookback depth of 200 bars ensures the profile always considers the last 200 bars, regardless of the visible range. 3. Custom Resolution If there’s a need for greater control over the timeframe used for volume profile calculations (e.g., using a 5-minute resolution on a 15-minute chart), enabling custom resolution and setting the desired timeframe provides this control. HAPPY TRADING ✌️
Pine Script®指標
由kv4coins提供
8
Volume Profile Free Pro (25 Levels Value Area VWAP) by RRBVolume Profile Free Pro by RagingRocketBull 2019 Version 1.0 All available Volume Profile Free Pro versions are listed below (They are very similar and I don't want to publish them as separate indicators): ver 1.0: style columns implementation ver 2.0: style histogram implementation ver 3.0: style line implementation This indicator calculates Volume Profile for a given range and shows it as a histogram consisting of 25 horizontal bars. It can also show Point of Control (POC), Developing POC, Value Area/VWAP StdDev High/Low as dynamically moving levels. Free accounts can't access Standard TradingView Volume Profile, hence this indicator. There are 3 basic methods to calculate the Value Area for a session. - original method developed by Steidlmayr (calculated around POC) - classical method using StdDev (calculated around the mean VWAP) - another method based on the mean absolute deviation (calculated around the median) POC is a high volume node and can be used as support/resistance. But when far from the day's average price it may not be as good a trend filter as the other methods. The 80% Rule: When the market opens above/below the Value Area and then returns/stays back inside for 2 consecutive 30min periods it has 80% chance of filling VA (like a gap). There are several versions: Free, Free Pro, Free MAX. This is the Free Pro version. The Differences are listed below: - Free: 30 levels, Buy/Sell/Total Volume Profile views, POC - Free Pro: 25 levels, +Developing POC, Value Area/VWAP High/Low Levels, Above/Below Area Dimming - Free MAX: 50 levels, packed to the limit Features: - Volume Profile with up to 25 levels (3 implementations) - POC, Developing POC Levels - Buy/Sell/Total/Side by Side View modes - Side Cover - Value Area, VAH/VAL dynamic levels - VWAP High/Low dynamic levels with Source, Length, StdDev as params - Show/Hide all levels - Dim Non Value Area Zones - Custom Range with Highlighting - 3 Anchor points for Volume Profile - Flip Levels Horizontally - Adjustable width, offset and spacing of levels - Custom Color for POC/VA/VWAP levels and Transparency for buy/sell levels Usage: - specify max_level/min_level for a range (required in ver 1.0/2.0, auto/optional in ver 3.0 = set to highest/lowest) - select range (start_bar, range length), confirm with range highlighting - select mode Value Area or VWAP to show corresponding levels. - flip/select anchor point to position the buy/sell levels, adjust width and spacing as needed - select Buy/Sell/Total/Side by Side view mode - use POC/Developing POC/VA/VWAP High/Low as S/R levels. Usually daily values from 1-3 days back are used as levels for the current day. - Green - buy volume of a specific price level in a range, Red - sell volume. Green + Red = Total volume of a price level in a range There's no native support for vertical histograms in Pinescript (with price axis as base) Basically, there are 4 ways to plot a series of horizontal bars stacked on top of each other: 1. plotshape style labeldown (ver 0 prototype discarded) - you can have a set of fixed width/height text labels consisting of a series of underscores and moving dynamically as levels. Level offset controls visible length. - you can move levels and scale the base width of the volume profile histogram dynamically - you can calculate the highest/lowest range values automatically. max_level/min_level inputs are optional - you can't fill the gaps between levels/adjust/extend width, height - this results in a half baked volume profile and looks ugly - fixed text level height doesn't adjust and looks bad on a log scale - fixed font width also doesn't scale and can't be properly aligned with bars when zooming 2. plot style columns + hist_base (ver 1.0) - you can plot long horizontal bars using a series of small adjacent vertical columns with level offsets controlling visible length. - you can't hide/move levels of the volume profile histogram dynamically on each bar, they must be plotted at all times regardless - you can't delete the history of a plot. - you can't scale the base width of the volume profile histogram dynamically, can't set show_last from input, must use a preset fixed width for each level - hist_base can only be a static const expression, can't be assigned highest/lowest range values automatically - you have to specify max_level/min_level manually from input - you can't control spacing between columns - there's an equalizer bar effect when you zoom in, and solid bars when you zoom out - using hist_base for levels results in ugly load/redraw times - give it 3-5 sec to finalize its shape after each UI param change - level top can be properly aligned with another level's bottom producing a clean good looking histogram - columns are properly aligned with bars automatically 3. plot style histogram + hist_base (ver 2.0) - you can plot long horizontal bars using a series of small vertical bars (horizontal histogram) instead of columns. - you can control the width of each histogram bar comprising a level (spacing/horiz density). Large enough width will cause bar overlapping and give level a "solid" look regardless of zoom - you can only set width <= 4 in UI Style - custom textbox input is provided for larger values. You can set width and plot transparency from input - this method still uses hist_base and inherits other limitations of ver 2.0 4. plot style lines (ver 3.0) - you can also plot long horizontal bars using lines with level offsets controlling visible length. - lines don't need hist_base - fast and smooth redraw times - you can calculate the highest/lowest range values automatically. max_level/min_level inputs are optional - level top can't be properly aligned with another level's bottom and have a proper spacing because line width uses its own units and doesn't scale - fixed line width of a level (vertical thickness) doesn't scale and looks bad on log (level overlapping) - you can only set width <= 4 in UI Style, a custom textbox input is provided for larger values. You can set width and plot transparency from input Notes: - hist_base for levels results in ugly load/redraw times - give it 3-5 sec to finalize its shape after each UI param change - indicator is slow on TFs with long history 10000+ bars - Volume Profile/Value Area are calculated for a given range and updated on each bar. Each level has a fixed width. Offsets control visible level parts. Side Cover hides the invisible parts. - Custom Color for POC/VA/VWAP levels - UI Style color/transparency can only change shape's color and doesn't affect textcolor, hence this additional option - Custom Widh for levels - UI Style supports only width <= 4, hence this additional option - POC is visible in both modes. In VWAP mode Developing POC becomes VWAP, VA High and Low => VWAP High and Low correspondingly to minimize the number of plot outputs - You can't change buy/sell level colors (only plot transparency) - this requires 2x plot outputs exceeding max 64 limit. That's why 2 additional plots are used to dim the non Value Area zones - Use Side by Side view to compare buy and sell volumes between each other: base width = max(total_buy_vol, total_sell_vol) - All buy/sell volume lengths are calculated as % of a fixed base width = 100 bars (100%). You can't set show_last from input - Sell Offset is calculated relative to Buy Offset to stack/extend sell on top of buy. Buy Offset = Zero - Buy Length. Sell Offset = Buy Offset - Sell Length = Zero - Buy Length - Sell Length - If you see "loop too long error" - change some values in UI and it will recalculate - no need to refresh the chart - There's no such thing as buy/sell volume, there's just volume, but for the purposes of the Volume Profile method, assume: bull candle = buy volume, bear candle = sell volume - Volume Profile Range is limited to 5000 bars for free accounts P.S. Cantaloupia Will be Free! Links on Volume Profile and Value Area calculation and usage: www.tradingview.com stockcharts.com onlinelibrary.wiley.com
Pine Script®指標
由RagingRocketBull提供
33
Volume Range Profile with Fair Value (Zeiierman)█ Overview The Volume Range Profile with Fair Value (Zeiierman) is a precision-built volume-mapping tool designed to help traders visualize where institutional-level activity is occurring within the price range — and how that volume behavior shifts over time. Unlike traditional volume profiles that rely on fixed session boundaries or static anchors, this tool dynamically calculates and displays volume zones across both the upper and lower ends of a price range, revealing point-of-control (POC) levels, directional volume flow, and a fair value drift line that updates live with each candle. You’re not just looking at volume anymore. You’re dissecting who’s in control — and at what price. ⚪ In simple terms: Upper Zone = The upper portion of the price range, showing concentrated volume activity — typically where selling or distribution may occur Lower Zone = The lower portion of the price range, highlighting areas of high volume — often associated with buying or accumulation POC Bin = The bin (price level) with the highest traded volume in the zone — considered the most accepted price by the market Fair Value Trend = A dynamic trend line tracking the average POC price over time — visualizing the evolving fair value Zone Labels = Display real-time breakdown of buy/sell volume within each zone and inside the POC — revealing who’s in control █ How It Works ⚪ Volume Zones Upper Zone: Anchored at the highest high in the lookback period Lower Zone: Anchored at the lowest low in the lookback period Width is user-defined via % of range Each zone is divided into a series of volume bins ⚪ Volume Bins (Histograms) Each zone is split into N bins that show how much volume occurred at each level: Taller = More volume The POC bin (Point of Control) is highlighted Labels show % of volume in the POC relative to the whole zone ⚪ Buy vs Sell Breakdown Each volume bin is split by: Buy Volume = Close ≥ Open Sell Volume = Close < Open The script accumulates these and displays total Buy/Sell volume per zone. ⚪ Fair Value Drift Line A POC trend is plotted over time: Represents where volume was most active across each range Color changes dynamically — green for rising, red for falling Serves as a real-time fair value anchor across changing market structure █ How to Use ⚪ Identify Key Control Zones Use Upper/Lower Zone structures to understand where supply and demand is building. Zones automatically adapt to recent highs/lows and re-center volume accordingly. ⚪ Follow Institutional Activity Watch for POC clustering near price tops or bottoms. Large volumes near extremes may indicate accumulation or distribution. ⚪ Spot Fair Value Drift The fair value trend line (average POC price) gives insight into market equilibrium. One strategy can be to trade a re-test of the fair value trend, trades are taken in the direction of the current trend. █ Understanding Buy & Sell Volume Labels (Zone Totals) These labels show the total buy and sell volume accumulated within each zone over the selected lookback period: Buy Vol (green label) → Total volume where candles closed bullish Sell Vol (red label) → Total volume where candles closed bearish Together, they tell you which side dominated: Higher Buy Vol → Bullish accumulation zone Higher Sell Vol → Bearish distribution zone This gives a quick visual insight into who controlled the zone, helping you spot areas of demand or supply imbalance. █ Understanding POC Volume Labels The POC (Point of Control) represents the price level where the most volume occurred within the zone. These labels break down that volume into: Buy % – How much of the volume was buying (price closed up) Sell % – How much was selling (price closed down) Total % – How much of the entire zone’s volume happened at the POC Use it to spot strong demand or supply zones: High Buy % + High Total % → Strong buying interest = likely support High Sell % + High Total % → Strong selling pressure = likely resistance It gives a deeper look into who was in control at the most important price level. █ Why It’s Useful Track where fair value is truly forming Detect aggressive volume accumulation or dumping Visually split buyer/seller control at the most relevant price levels Adapt volume structures to current trend direction █ Settings Explained Lookback Period: Number of bars to scan for highs/lows. Higher = smoother zones, Lower = reactive. Zone Width (% of Range): Controls how much of the range is used to define each zone. Higher = broader zones. Bins per Zone: Number of volume slices per zone. Higher = more detail, but heavier on resources. ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Pine Script®指標
由Zeiierman提供
12
Swing Volume Profiles [LuxAlgo]The Swing Volume Profiles indicator aims to calculate and highlight trading activity at specific price levels between two swing points; allowing traders to reveal dominant and/or significant price levels based on volume. By measuring traded volume at all price levels in the market over a specified time period, the script can also be used to detect some key analysis generally such as supply & demand, buy-side & sell-side liquidity levels, unfilled liquidity voids, and imbalances that can highlight on the chart. 🔶 USAGE A volume profile is an advanced charting tool that displays the traded volume at different price levels over a specific period. It helps you visualize where the majority of trading activity has occurred. Key Levels are the areas where the volume is concentrated or where there are significant volume spikes. These levels are known as key support and resistance levels. High-volume nodes indicate areas of high activity and are likely to act as support or resistance in the future. Volume profile also helps identify value areas, which represent the price levels where the most trading activity has taken place. These levels can act as areas of support or resistance as traders perceive them as fair value. The Point of Control describes the price level where the most volume was traded. A Naked Point of Control (also called a Virgin Point of Control) is a previous POC that has not been traded. Extending PoC options 'Until Bar Cross' or 'Until Bar Touch' helps in identifying Naked Point of Control Lines. Previous PoC levels can serve as support and resistance for future price movements. Extending PoC Level 'Until Last Bar' option will help to identify such levels. 🔶 DETAILS One of the unique features of the script is its ability to detect some other key levels such as levels of acceptance and rejection. Levels of rejection we may summarize as supply and demand levels, these are also referred to as buy-side and sell-side liquidity levels. They usually occur at extreme highs or lows, where prices may be too high for buyers (high supply, low demand) or too low for sellers (low supply, high demand) Levels of acceptance are the levels where Liquidity Voids occur, these are also referred to imbalances. Liquidity voids are sudden changes in price when the price jumps from one level to another. The peculiar thing about liquidity voids is that they almost always fill up, so we call them levels of acceptance. 🔶 ALERTS When an alert is configured, the user will have the ability to be notified in case: Point Of Control Line is touched/crossed Value Area High Line is touched/crossed Value Area Low Line is touched/crossed 🔶 SETTINGS 🔹 Display Options Mode: Controls the lookback length of detection and visualization, where Present assumes last X bars specifid in '# Bars' option and Historical assumes all data available to the user as well as allowed limits of visiual objects (boxs, lines, labels etc) # Bars: Controls the lookback length. 🔹 Swing Volume Profiles The script takes into account user-defined parameters and plots volume profiles. Due to Pine Script™ drwaing objects limit only total volume profiles are presented. Swing Detection Length: Lookback period Swing Volume Profiles: Toggles the visibility of the Volume Profiles, with color options to differentiate the Value Area within a profile. Profile Range Background Fill: Toggles the visibility of the Volume Profiles Range 🔹 Point of Control (PoC) Point of Control (POC) – The price level for the time period with the highest traded volume Point of Control (PoC): Toggles the visibility of the Point of Control Developing PoC: Toggles the visibility of the Developing PoC Extend PoC: Option that allows detecting virgin PoC levels. Virgin Point of Control (VPoC) is defined as a Point of Control that has never been revisited or touched. The option also allows PoC levels to extend till the last bar aiming to present levels from history where the levels were traded significantly and those levels can be used as support and resistance levels. 🔹 Value Area (VA) Value Area (VA) – The range of price levels in which the specified percentage of all volume was traded during the time period. Value Area Volume %: Specifies percentage of the Value Area Value Area High (VAH): Toggles the visibility of the Value Area High, the highest price level within the Value Area Value Area Low (VAL): Toggles the visibility of the Value Area Low, the lowest price level within the Value Area Value Area (VA) Background Fill: Toggles the visibility of the Value Area Range 🔹 Liquidity Levels / Voids Unfilled Liquidity, Thresh: Enable display of the Unfilled Liquidity Levels and Liquidity Voids, where threshold value defines the significance of the level. 🔹 Profile Stats Position, Size: Specifies the position and the size of the label presenting Profile Stats, the tooltip of the label includes all related info for each profile. Price, Price Change, and Cumulative Volume: Enable display of the given options on the chart. 🔹 Volume Profile Others Number of Rows: Specify how many rows each histogram will have. Caution, having it set to high values will quickly hit Pine Script™ drawing objects limit and may cause fewer historical profiles to be displayed. Placement: Place profile either left or right. Profile Width %: Alters the width of the rows in the histogram, relative to the calculated profile length. 🔶 RELATED SCRIPTS Alternative Liquidity Void Detection script, Buyside-Sellside-Liquidity
Pine Script®指標
由LuxAlgo提供
35
Volume Profile Heatmap [UAlgo]The "Volume Profile Heatmap " indicator is a tool designed to visualize the distribution of trading volume across different price levels over a specified period. This heatmap-style indicator helps traders identify significant price levels where a high volume of trading activity has occurred, which can be crucial for making informed trading decisions. The indicator divides the price range into multiple levels and calculates the volume of trades occurring at each level, presenting this data in a visually intuitive manner using a gradient of colors. By analyzing the volume profile, traders can gain insights into areas of support and resistance, as well as the Point of Control (POC)—the price level with the highest traded volume. This information is valuable in assessing market sentiment, potential reversal points, and key areas of interest where price action might consolidate or react. 🔶 Key Features Customizable Analysis Period: The indicator allows users to specify the analysis period, defining the historical range over which the volume profile is calculated. Adjustable Number of Levels: Users can set the number of price levels to divide the price range, offering flexibility in the granularity of the volume analysis. Color-Coded Heatmap: The indicator uses a gradient color scheme to visually represent volume intensity at each price level. Higher volume areas are shaded differently than lower volume areas, making it easy to spot significant price levels. Opacity Control: Users can adjust the opacity of the volume boxes, enabling a clearer or more subtle visualization according to their preferences. Point of Control (POC) Display: The indicator highlights the Point of Control, the price level with the highest traded volume, with a distinct line on the chart, allowing traders to easily identify this critical level. 🔶 Disclaimer Use with Caution: This indicator is provided for educational and informational purposes only and should not be considered as financial advice. Users should exercise caution and perform their own analysis before making trading decisions based on the indicator's signals. Not Financial Advice: The information provided by this indicator does not constitute financial advice, and the creator (UAlgo) shall not be held responsible for any trading losses incurred as a result of using this indicator. Backtesting Recommended: Traders are encouraged to backtest the indicator thoroughly on historical data before using it in live trading to assess its performance and suitability for their trading strategies. Risk Management: Trading involves inherent risks, and users should implement proper risk management strategies, including but not limited to stop-loss orders and position sizing, to mitigate potential losses. No Guarantees: The accuracy and reliability of the indicator's signals cannot be guaranteed, as they are based on historical price data and past performance may not be indicative of future results.
Pine Script®指標
由UAlgo提供
Volume Profile with Node Detection [LuxAlgo]The Volume Profile with Node Detection is a charting tool that allows visualizing the distribution of traded volume across specific price levels and highlights significant volume nodes or clusters of volume nodes that traders may find relevant in utilizing in their trading strategies. 🔶 USAGE The volume profile component of the script serves as the foundation for node detection while encompassing all the essential features expected from a volume profile. See the sub-sections below for more detailed information about the indicator components and their usage. 🔹 Peak Volume Node Detection A volume peak node is identified when the volume profile nodes for the N preceding and N succeeding nodes are lower than that of the evaluated one. Displaying peak volume nodes along with their surrounding N nodes (Zones or Clusters) helps visualize the range, typically representing consolidation zones in the market. This feature enables traders to identify areas where trading activity has intensified, potentially signaling periods of price consolidation or indecision among market participants. 🔹 Trough Volume Node Detection A volume trough node is identified when the volume profile nodes for the N preceding and N succeeding nodes are higher than that of the evaluated one. 🔹 Highest and Lowest Volume Nodes Both the highest and lowest volume areas play significant roles in trading. The highest volume areas typically represent zones of strong price acceptance, where a significant amount of trading activity has occurred. On the other hand, the lowest volume areas signify price levels with minimal trading activity, often indicating zones of price rejection or areas where market participants have shown less interest. 🔹 Volume profile Volume profile is calculated based on the volume of trades that occur at various price levels within a specified timeframe. It divides the price range into discrete price intervals, typically known as "price buckets" or "price bars," and then calculates the total volume of trades that occur at each price level within those intervals. This information is then presented graphically as a histogram or profile, where the height of each bar represents the volume of trades that occurred at that particular price level. 🔶 SETTINGS 🔹 Volume Nodes Volume Peaks: Toggles the visibility of either the "Peaks" or "Clusters" on the chart, depending on the specified percentage for detection. Node Detection Percent %: Specifies the percentage for the Volume Peaks calculation. Volume Troughs: Toggles the visibility of either the "Troughs" or "Clusters" on the chart, depending on the specified percentage for detection. Node Detection Percent %: Specifies the percentage for the Volume Troughs calculation. Volume Node Threshold %: A threshold value specified as a percentage is utilized to detect peak/trough volume nodes. If a value is set, the detection will disregard volume node values lower than the specified threshold. Highest Volume Nodes: Toggles the visibility of the highest nodes for the specified count. Lowest Volume Nodes: Toggles the visibility of the lowest nodes for the specified count. 🔹 Volume Profile - Components Volume Profile: Toggles the visibility of the volume profile with either classical display or gradient display. Value Area Up / Down: Color customization option for the volume nodes within the value area of the profile. Profile Up / Down Volume: Color customization option for the volume nodes outside of the value area of the profile. Point of Control: Toggles the visibility of the point of control, allowing selection between "developing" or "regular" modes. Sets the color and width of the point of control line accordingly. Value Area High (VAH): Toggles the visibility of the value area high level and allows customization of the line color. Value Area Low (VAL): Toggles the visibility of the value area low level and allows customization of the line color. Profile Price Labels: Toggles the visibility of the Profile Price Levels and allows customization of the text size of the levels. 🔹 Volume Profile - Display Settings Profile Lookback Length: Specifies the length of the profile lookback period. Value Area (%): Specifies the percentage for calculating the value area. Profile Placement: Specify where to display the profile. Profile Number of Rows: Specify the number of rows the profile will have. Profile Width %: Adjusts the width of the rows in the profile relative to the profile range. Profile Horizontal Offset: Adjusts the horizontal offset of the profile when it is selected to be displayed on the right side of the chart. Value Area Background: Toggles the visibility of the value area background and allows customization of the fill color. Profile Background: Toggles the visibility of the profile background and allows customization of the fill color. 🔶 RELATED SCRIPTS Supply-Demand-Profiles Liquidity-Sentiment-Profile Thanks to our community for recommending this script. For more conceptual scripts and related content, we welcome you to explore by visiting >>> LuxAlgo-Scripts .
Pine Script®指標
由LuxAlgo提供
36
Volume HeatMap With Profile [ChartPrime]The Volume Heatmap with Profile indicator is a tool designed to provide traders with a comprehensive view of market activity through customizable visualizations. This indicator goes beyond traditional volume analysis by offering a range of adjustable parameters and features that enhance analysis of volume and give a cleaner experience when analyzing it. To get started click the start and end time for the profile. Key Features: Extended Calculation: This indicator extends its calculation to the last bar, ensuring that the user has insights into current market dynamics. Point of Control (POC): Easily identify the price level at which the highest trading activity has occurred, helping the user pinpoint potential reversal points and significant support/resistance zones. VWAP Point of Control: Display the Volume Weighted Average Price (VWAP) Point of Control, giving the user a clear reference for determining the average price traders are paying and potential price reversals. Adjustable Colors for Heatmap: Change the heatmap colors to the users preference, allowing the user to match the indicator's appearance to their chart style and personal visual preferences. Forecasted Zone: This feature allows traders to forecast areas of high activity by providing the option to adjust colors within this zone. This feature assists in identifying potential breakouts or areas where increased trading volume is anticipated. Volume Profile: Customize the colors of the volume profile to make it distinct and easily distinguishable on the chart. Adjustable Volume Levels: Specify the number volume levels that are most relevant to your trading strategy. Adjustable Placement for Volume Profile: Position the volume profile on the chart. Whether the user prefers it on the left, right, or at the center of the chart, this indicator offers placement flexibility. The ratio of bull vs bear volume is plotted on the outside of the range indicating how bullish or bearish price action is in a given range.
Pine Script®指標
由ChartPrime提供
6
Dynamic Volume Profile PoC SwiftedgeOverview The Dynamic Volume Profile PoC is a powerful and visually intuitive indicator designed to help traders identify key support and resistance levels using a unique combination of pivot points, volume analysis, and dynamic Point of Control (PoC) levels. This script overlays directly on your chart, providing clear visual cues for potential breakout and rejection zones, making it easier to spot high-probability trading opportunities. What It Does This indicator combines three core components to deliver actionable insights: Pivot Points: Identifies significant swing highs and lows to establish potential support and resistance levels. Volume Oscillator: Measures volume momentum to confirm the strength of price movements, ensuring that breakouts or rejections are backed by significant volume. Dynamic Point of Control (PoC): Calculates the midpoint between consecutive pivot points to create dynamic PoC levels, which act as key areas where price is likely to either break through (breakout) or reverse (rejection). These components work together to highlight critical price levels where the market is likely to react, giving traders a clear framework for decision-making. How It Works Pivot Detection: The script uses pivot highs and lows (based on user-defined Left Bars and Right Bars) to identify significant price levels. These pivots form the foundation for calculating PoC levels. PoC Calculation: Each time a new pivot is detected, the script calculates the midpoint between the current pivot and the previous pivot, creating a dynamic PoC level. These levels are plotted as horizontal lines on the chart, with a maximum of Max PoC Lines to Show (default: 2) visible at any time. Volume Confirmation: A volume oscillator (short EMA of volume minus long EMA of volume) is used to filter breakouts and rejections. Breakouts or rejections are only signaled if the volume oscillator exceeds the Volume Threshold (default: 20), ensuring that price movements are supported by strong volume. Visual Cues: PoC levels are drawn as cyan lines with optional semi-transparent zones (controlled by Show PoC Zones). These zones are colored green for potential breakouts (price above PoC) and red for potential rejections (price below PoC). Labels above and below each PoC level indicate trading opportunities: "Long if breakout"/"Long if rejected" (green) and "Short if breakout"/"Short if rejected" (red), depending on the price's direction relative to the PoC. Break signals ("B") are plotted above or below bars when price crosses a pivot level with sufficient volume, colored red for downward breaks and green for upward breaks. How to Use Add the Indicator: Add the "Dynamic Volume Profile PoC " to your chart in TradingView. Adjust Settings: Left Bars and Right Bars (default: 15): Control the sensitivity of pivot detection. Lower values make the script more sensitive to smaller price swings. Volume Threshold (default: 20): Set the minimum volume oscillator value required to confirm breakouts or rejections. Increase this for stricter confirmation. Max PoC Lines to Show (default: 2): Define how many PoC levels are displayed at once. Show PoC Zones (default: true): Toggle semi-transparent zones around PoC levels for better visualization. Label Spacing Factor (default: 0.5): Adjust the vertical spacing between labels and the PoC box. Increase this value (e.g., to 1.0 or 2.0) for more spacing, or decrease it (e.g., to 0.3) for less. Interpret the Signals: Look for PoC levels (cyan lines) as key areas of interest. Use the labels to identify potential trades: "Long if breakout" indicates a buy opportunity if price breaks above the PoC, while "Short if rejected" suggests a sell if price fails to break through. Watch for "B" signals to confirm breakouts or rejections with volume support. Combine with Your Strategy: Use the PoC levels and break signals as part of your broader trading strategy, such as trend-following or mean-reversion setups. Why This Script is Unique The Dynamic Volume Profile PoC stands out by combining pivot points, volume analysis, and dynamic PoC levels into a single, cohesive tool. Unlike traditional volume profile indicators that require a fixed range, this script dynamically updates PoC levels based on recent price action, making it more responsive to current market conditions. The addition of volume confirmation ensures that signals are backed by market participation, reducing false breakouts. The visually appealing design, with customizable spacing and semi-transparent zones, makes it easy to interpret key levels at a glance, even for traders unfamiliar with Pine Script. Notes This script works best on timeframes where pivot points are meaningful (e.g., 1H, 4H, or daily charts). Adjust the Label Spacing Factor to ensure labels are well-spaced for your chart's zoom level and instrument. For instruments with high volatility, you may need to increase the Volume Threshold to filter out noise.
Pine Script®指標
由SwiftEdge提供
4
Volume Profile With HVN & LVN detectorVolume Profile Indicator Based on the works of tradeforopp Overview The Volume Profile Indicator is a powerful technical analysis tool that visually represents the distribution of trading volume over price levels within a specified timeframe. It helps traders identify key support and resistance zones, high-volume trading areas, and low-volume rejection zones. The indicator includes customizable settings for Volume Point of Control (VPOC), High Volume Nodes (HVNs), and Low Volume Nodes (LVNs), making it a versatile tool for price action analysis and volume-based decision-making. Key Features 🔹 Customizable Volume Profile Adjustable number of rows to define the resolution of the volume profile. Configurable timeframe aggregation for profile calculation (e.g., Daily, Weekly). Selectable price resolution timeframe for precise profile construction. Extendable volume profile for future sessions. Fully customizable profile color and transparency settings. 🔹 Volume Point of Control (VPOC) Displays the most traded price level within the selected timeframe. Option to extend multiple VPOCs across the chart. Adjustable VPOC line width and color customization. Option to display VPOC labels when working with higher timeframe profiles. 🔹 High Volume Nodes (HVNs) Identifies high-volume price levels where significant trading activity has occurred. Configurable HVN strength to adjust detection sensitivity. Two display modes: Lines: Plots HVN levels as horizontal lines. Areas: Highlights HVN regions with colored boxes. Separate bullish and bearish HVN color settings. 🔹 Low Volume Nodes (LVNs) Identifies low-volume price levels, which often act as rejection zones. Configurable LVN strength to fine-tune detection. Two display modes: Lines: Marks LVN levels as horizontal lines. Areas: Highlights LVN regions with shaded boxes. Separate bullish and bearish LVN color settings. 🔹 Optimized for Performance Efficient use of arrays for data storage and retrieval. Global functions for HVN and LVN detection. Uses security calls to access lower timeframe price and volume data. Use Cases ✅ Identify Support & Resistance Levels The indicator highlights key price levels where significant buying or selling interest exists. ✅ Detect Breakout & Reversal Zones Low-volume areas (LVNs) often indicate price rejection zones, while high-volume areas (HVNs) suggest strong price acceptance zones. ✅ Improve Trade Entries & Exits Traders can use the Volume Point of Control (VPOC) and volume clusters to refine entry and exit points. ✅ Enhance Price Action Strategies By incorporating volume-based analysis, this indicator provides deeper market insights beyond traditional support/resistance and trendlines. Customization & Settings 📌 Volume Profile Settings: Rows: Defines the granularity of the volume profile. Profile Timeframe: Specifies the aggregation period (e.g., Daily, Weekly). Resolution Timeframe: Determines the price resolution for volume analysis. Profile Extend %: Controls how much the profile extends into the next session. 📌 Volume Point of Control (VPOC): Enable/Disable VPOC visualization. Extend past VPOC levels to the right. Display VPOC labels for higher timeframe profiles. Adjustable VPOC line width and color. 📌 High Volume Nodes (HVNs): Enable/Disable HVN detection. Define HVN strength (volume threshold). Choose between Line Mode or Area Mode. Configure bullish and bearish HVN colors. 📌 Low Volume Nodes (LVNs): Enable/Disable LVN detection. Define LVN strength (volume threshold). Choose between Line Mode or Area Mode. Configure bullish and bearish LVN colors.
Pine Script®指標
由Madpuppy88提供
3
Smart Range DetectorSmart Range Detector What It Does This indicator automatically detects and validates significant trading ranges using pivot point analysis combined with logarithmic fibonacci relationships. It operates by identifying specific pivot patterns (High-Low-High and Low-High-Low) that meet fibonacci validation criteria to filter out noise and highlight only the most reliable trading ranges. Each range is continuously monitored for potential mitigation (breakout) events. Key Features Identifies both High-Low-High and Low-High-Low range patterns Validates each range using logarithmic fibonacci relationships (more accurate than linear fibs) Detects range mitigations (breakouts) and visually differentiates them Shows fibonacci levels within ranges (25%, 50%, 75%) for potential reversal points Visualizes extension levels beyond ranges for breakout targets Analyzes volume profile with customizable price divisions (default: 60) Displays Point of Control (POC) and Value Area for traded volume analysis Implements performance optimization with configurable range limits Includes user-adjustable safety checks to prevent Pine Script limitations Offers fully customizable colors, line widths, and transparency settings How To Use It Identify Valid Ranges : The indicator automatically detects and highlights trading ranges that meet fibonacci validation criteria Monitor Fibonacci Levels : Watch for price reactions at internal fib levels (25%, 50%, 75%) for potential reversal opportunities Track Extension Targets : Use the extension lines as potential targets when price breaks out of a range Analyze Volume Structure : Enable the volume profile mode to see where most volume was traded within mitigated ranges Trade Range Boundaries : Look for reactions at range highs/lows combined with volume POC for higher probability entries Manage Performance : Adjust the maximum displayed ranges and history bars settings for optimal chart performance Settings Guide Left/Right Bars Look Back : Controls how far back the indicator looks to identify pivot points (higher values find more ranges but may reduce sensitivity) Max History Bars : Limits how far back in history the indicator will analyze (stays within Pine Script's 10,000 bar limitation) Max Ranges to Display : Restricts the total number of ranges kept in memory for improved performance (1-50) Volume Profile : When enabled, shows volume distribution analysis for mitigated ranges Volume Profile Divisions : Controls the granularity of the volume analysis (higher values show more detail) Display Options : Toggle visibility of range lines, fibonacci levels, extension lines, and volume analysis elements Transparency & Color Settings : Fully customize the visual appearance of all indicator elements Line Width Settings : Adjust the thickness of lines for better visibility on different timeframes Technical Details The indicator uses logarithmic fibonacci calculations for more accurate price relationships Volume profile analysis creates 60 price divisions by default (adjustable) for detailed volume distribution All timestamps are properly converted to work with Pine Script's bar limitations Safety checks prevent "array index out of bounds" errors that plague many complex indicators Time-based coordinates are used instead of bar indices to prevent "bar index too far" errors This indicator works well on all timeframes and instruments, but performs best on 5-minute to daily charts. Perfect for swing traders, range traders, and breakout strategists. What Makes It Different Most range indicators simply draw boxes based on recent highs and lows. Smart Range Detector validates each potential range using proven fibonacci relationships to filter out noise. It then adds sophisticated volume analysis to help traders identify the most significant price levels within each range. The performance optimization features ensure smooth operation even on lower timeframes and extended history analysis.
Pine Script®指標
由mindyourbuisness提供
Volume Cluster Support & ResistanceVolume Cluster Support & Resistance This indicator identifies potential Support and Resistance (S/R) levels on the chart using Volume-Based Point of Control (POC) Clustering. It offers extensive customization for calculation parameters, display styles, and visualization options, including S/R zones, color gradients, and historical reaction markers. How It Works Volume Based S/R: Scans the specified Clustering Lookback period for "High Volume Bars", defined as bars where volume exceeds the average volume (over Volume Lookback Period) multiplied by the High Volume Threshold Multiplier. Calculates the Point of Control (POC) for each high-volume bar using hl2. Clusters these high-volume bar POCs: POCs within a proximity defined by Cluster Proximity (ATR) (Average True Range multiplier) are grouped together. Filters these clusters, requiring a Min Bars in Cluster to form a valid S/R zone. (Image showing the indicator being used on the Bitcoin 5min chart) The center price of valid clusters determines the S/R level. Clusters above the current price become potential Resistance, and those below become potential Support. Calculates the offset based on the most recent bar included in the cluster. Level Selection & Display: The indicator identifies multiple potential S/R levels. It then selects and displays the top Number of S/R Levels to Display support levels below the current price and resistance levels above the current price. (Image showing the indicator on the GBP/USD 5min chart) ATR Usage: The Average True Range (ta.atr(14)) is used in two key areas: Determining the proximity threshold for grouping POCs in the 'Volume Based' clustering (clusterProximityAtr). Calculating the width of the S/R zones when 'Use Zone Visualization' is enabled (zoneAtrMultiplier). Key Features & Components Dual Calculation Methods: Choose between Pivot-based S/R or Volume-based POC clustering. Volume Confirmation: Pivots require volume confirmation; Volume method directly analyzes high-volume bars. POC Clustering: Groups high-volume areas to identify significant price zones. Configurable Lookbacks: Adjust periods for volume averaging, pivot detection, and clustering analysis. Dynamic S/R Display: Shows a configurable number of the most relevant S/R levels relative to the current price. Optional Zone Visualization: Display levels as filled zones with configurable width (ATR-based), fill transparency, and border transparency. Includes a dashed center line. Optional Historical Reactions: Mark past price interactions (lows bouncing off support zones, highs rejecting from resistance zones) directly on the chart (Warning: Can significantly impact performance). Customizable Styling: Control line style (Solid, Dashed, Dotted), width, color (separate for Support & Resistance), and horizontal extension (None, Left, Right, Both). Price Labels: Toggle visibility of price labels next to each S/R level/zone. Visual Elements Explained S/R Lines/Zones: Plotted lines or filled zones representing calculated support and resistance levels. Color-coded for Support (default green) and Resistance (default magenta). Line/Zone Borders: Appearance controlled by Style settings (Style, Width, Extension). Can have a gradient color effect based on age if enabled. Zone Fills: Semi-transparent fills for zones (if enabled), with configurable transparency. Fill color matches the border color (including gradient effect if enabled). Zone Center Line: A thin, dashed line indicating the exact calculated S/R price within a zone. Price Labels: Text labels showing the exact price of the S/R level. Historical Reactions: Small dot markers appearing on historical bars where price potentially reacted to a displayed zone (only if Show Historical Reactions is enabled). Configuration Options Users can adjust the following parameters in the indicator settings: Calculation Method: Select "Pivot Based" or "Volume Based". Volume Zone Settings (Volume Based): Threshold multiplier, clustering lookback, cluster proximity (ATR), minimum bars per cluster. Display Options: Toggle S/R visibility, price tags, set the number of levels to show. Volume Settings: Volume lookback period, volume multiplier (for Pivot confirmation). Style Settings: Line style, width, extension, support/resistance text and line colors, enable gradient coloring, set gradient start/end colors. Zone Visualization: Enable/disable zones, set zone width (ATR multiplier), fill and border transparency, enable/disable historical reaction markers (performance warning). Interpretation Notes This indicator identifies potential areas of support and resistance based on historical price action and volume analysis. These levels are not guaranteed reversal points. The 'Volume Based' method focuses on areas where significant trading activity occurred, while the 'Pivot Based' method focuses on price turning points confirmed by volume. Use the displayed levels in conjunction with other technical analysis tools, price action patterns, and risk management strategies. Be mindful of the performance impact when enabling Show Historical Reactions, especially on longer timeframes or with large lookback periods. The default setting is false for optimal performance. The max_bars_back setting is optimized for performance; increasing it significantly may slow down chart loading. Risk Disclaimer Trading involves significant risk. This indicator is provided for analytical and educational purposes only and does not constitute financial advice or a trading recommendation. Past performance is not indicative of future results. Always use sound risk management practices and never trade with capital you cannot afford to lose.
Pine Script®指標
由sizzlinsoft提供
1
Linear Regression Volume ProfileLinear Regression Volume Profile plots the volume profile fixated on the linear regression of the lookback period rather than statically across y = 0. This helps identify potential support and resistance inside of the price channel. Settings Linear Regression Linear Regression Source: the price source in which to sample when calculating the linear regression Length: the number of bars to sample when calculating the linear regression Deviation: the number of standard deviations away from the linear regression line to draw the upper and lower bounds Linear Regression Rows: the number of rows to divide the linear regression channel into when calculating the volume profile Show Point of Control: toggle whether or not to plot the level with highest amount of volume Usage Similar to the traditional Linear Regression and Volume Profile this indicator is mainly to determine levels of support and resistance. One may interpret a level with high volume (i.e. point of control) to be a potential reversal point. Details This indicator first calculates the linear regression of the specified lookback period and, subsequently, the upper and lower bound of the linear regression channel. It then divides this channel by the specified number of rows and sums the volume that occurs in each row. The volume profile is scaled to the min and max volume.
Pine Script®指標
由DeltaSeek提供
6
Visible Range Mean Deviation Histogram [LuxAlgo]This script displays a histogram from the mean and standard deviation of the visible price values on the chart. Bin counting is done relative to high/low prices instead of counting the price values within each bin, returning a smoother histogram as a result. Settings Bins Per Side: Number of bins computed above and below the price mean Deviation Multiplier: Standard deviation multiplier Style Relative: Determines whether the bins length is relative to the maximum bin count, with a length controlled with the width settings to the left. Bin Colors: Bin/POC Lines colors Show POCs: Shows point of controls Usage Histograms are generally used to estimate the underlying distribution of a series of observations, their construction is generally done taking into account the overall price range. The proposed histogram construct N intervals above*below the mean of the visible price, with each interval having a size of: σ × Mult / N , where σ is the standard deviation and N the number of Bins per side and is determined by the user. The standard deviation multipliers are highlighted at the left side of each bin. A high bin count reflects a higher series of observations laying within that specific interval, this can be useful to highlight ranging price areas. POCs highlight the most significant bins and can be used as potential support/resistances.
Pine Script®指標
由LuxAlgo提供
19
Institutional Volume Profile# Institutional Volume Profile (IVP) - Advanced Volume Analysis Indicator ## Overview The Institutional Volume Profile (IVP) is a sophisticated technical analysis tool that combines traditional volume profile analysis with institutional volume detection algorithms. This indicator helps traders identify key price levels where significant institutional activity has occurred, providing insights into market structure and potential support/resistance zones. ## Key Features ### 🎯 Volume Profile Analysis - **Point of Control (POC)**: Identifies the price level with the highest volume activity - **Value Area**: Highlights the price range containing a specified percentage (default 70%) of total volume - **Multi-Row Distribution**: Displays volume distribution across 10-50 price levels for detailed analysis - **Customizable Period**: Analyze volume profiles over 10-500 bars ### 🏛️ Institutional Volume Detection - **Pocket Pivot Volume (PPV)**: Detects bullish institutional buying when up-volume exceeds recent down-volume peaks - **Pivot Negative Volume (PNV)**: Identifies bearish institutional selling when down-volume exceeds recent up-volume peaks - **Accumulation Detection**: Spots potential accumulation phases with high volume and narrow price ranges - **Distribution Analysis**: Identifies distribution patterns with high volume but minimal price movement ### 🎨 Visual Customization Options - **Multiple Color Schemes**: Heat Map, Institutional, Monochrome, and Rainbow themes - **Bar Styles**: Solid, Gradient, Outlined, and 3D Effect rendering - **Volume Intensity Display**: Visual intensity based on volume magnitude - **Flexible Positioning**: Left or right side profile placement - **Current Price Highlighting**: Real-time price level indication ### 📊 Advanced Visual Features - **Volume Labels**: Display volume amounts at key price levels - **Gradient Effects**: Multi-step gradient rendering for enhanced visibility - **3D Styling**: Shadow effects for professional appearance - **Opacity Control**: Adjustable transparency (10-100%) - **Border Customization**: Configurable border width and styling ## How It Works ### Volume Distribution Algorithm The indicator analyzes each bar within the specified period and distributes its volume proportionally across the price levels it touches. This creates an accurate representation of where trading activity has been concentrated. ### Institutional Detection Logic - **PPV Trigger**: Current up-bar volume > highest down-volume in lookback period + above volume MA - **PNV Trigger**: Current down-bar volume > highest up-volume in lookback period + above volume MA - **Accumulation**: High volume + narrow range + bullish close - **Distribution**: Very high volume + minimal price movement ### Value Area Calculation Starting from the POC, the algorithm expands both upward and downward, adding volume until reaching the specified percentage of total volume (default 70%). ## Configuration Parameters ### Profile Settings - **Profile Period**: 10-500 bars (default: 50) - **Number of Rows**: 10-50 levels (default: 24) - **Profile Width**: 10-100% of screen (default: 30%) - **Value Area %**: 50-90% (default: 70%) ### Institutional Analysis - **PPV Lookback Days**: 5-20 periods (default: 10) - **Volume MA Length**: 10-200 periods (default: 50) - **Institutional Threshold**: 1.0-2.0x multiplier (default: 1.2) ### Visual Controls - **Bar Style**: Solid, Gradient, Outlined, 3D Effect - **Color Scheme**: Heat Map, Institutional, Monochrome, Rainbow - **Profile Position**: Left or Right side - **Opacity**: 10-100% - **Show Labels**: Volume amount display toggle ## Interpretation Guide ### Volume Profile Elements - **Thick Horizontal Bars**: High volume nodes (strong support/resistance) - **Thin Horizontal Bars**: Low volume nodes (weak levels) - **White Line (POC)**: Strongest support/resistance level - **Blue Highlighted Area**: Value Area (fair value zone) ### Institutional Signals - **Blue Triangles (PPV)**: Bullish institutional buying detected - **Orange Triangles (PNV)**: Bearish institutional selling detected - **Color-Coded Bars**: Different colors indicate institutional activity types ### Color Scheme Meanings - **Heat Map**: Red (high volume) → Orange → Yellow → Gray (low volume) - **Institutional**: Blue (PPV), Orange (PNV), Aqua (Accumulation), Yellow (Distribution) - **Monochrome**: Grayscale intensity based on volume - **Rainbow**: Color-coded by price level position ## Trading Applications ### Support and Resistance - POC acts as dynamic support/resistance - High volume nodes indicate strong price levels - Low volume areas suggest potential breakout zones ### Institutional Activity - PPV above Value Area: Strong bullish signal - PNV below Value Area: Strong bearish signal - Accumulation patterns: Potential upward breakouts - Distribution patterns: Potential downward pressure ### Market Structure Analysis - Value Area defines fair value range - Profile shape indicates market sentiment - Volume gaps suggest potential price targets ## Alert Conditions - PPV Detection at current price level - PNV Detection at current price level - PPV above Value Area (strong bullish) - PNV below Value Area (strong bearish) ## Best Practices 1. Use multiple timeframes for confirmation 2. Combine with price action analysis 3. Pay attention to volume context (above/below average) 4. Monitor institutional signals near key levels 5. Consider overall market conditions ## Technical Notes - Maximum 500 boxes and 100 labels for optimal performance - Real-time calculations update on each bar close - Historical analysis uses complete bar data - Compatible with all TradingView chart types and timeframes --- *This indicator is designed for educational and informational purposes. Always combine with other analysis methods and risk management strategies.*
Pine Script®指標
由padavans提供
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