Custom Monthly Volume Profile [Multi-Timeframe]

13 ธ.ค. 2025

This indicator renders a high-precision Monthly Volume Profile designed for intraday traders and practitioners of Auction Market Theory. Unlike standard volume profiles, this script utilizes Multi-Timeframe (MTF) data request capability to build the profile from lower timeframe data (e.g., 5-minute bars) while displaying it on your trading timeframe.

This tool is optimized to keep your chart clean while providing critical developing levels (POC, VAH, VAL) and historical context from the previous month.

Key Features:

1. Dynamic "Auto-Scaling" Width One of the biggest issues with monthly profiles is visual clutter.

Early Month: The profile starts wide (default 10% width) so you can clearly see the developing structure when data is scarce.

Late Month: As volume accumulates, the profile automatically shrinks (scales down to 2% width) to prevent the histogram from obscuring price action.

Note: This can be toggled off for a static width.

2. Developing & Static Levels

Current Month: Displays real-time Developing Point of Control (dPOC), Value Area High (dVAH), and Value Area Low (dVAL).

Previous Month: Automatically locks in the levels from the previous month at the close, providing immediate support/resistance references for the new month.

3. Time-Filtered Alerts Avoid waking up to notifications during low-volume overnight sessions. This script includes a Session Filter (Default: 0830-1500).

Alerts for crossing POC, VAH, or VAL will only trigger if the price cross occurs within the user-defined time window.

4. Calculation Precision

Multi-Timeframe Data: The profile is built using lower timeframe data (Input: Calculation Precision) rather than just the current chart bars. This ensures the Volume Profile shape remains accurate even when viewing higher timeframes.

Row Size: Fully adjustable "Tick/Row Size" to control the resolution of the volume buckets.

Settings Overview:

Calculation Precision: Determine the granularity of the data (e.g., "5" for 5-minute data).

Row Size: Controls vertical resolution (Lower = higher detail).

Value Area %: Standard 70% default, fully adjustable.

Auto-Width: Set the Start % (Day 1) and End % (Day 31).

Alerts: Toggle Current or Previous month alerts and define the active time session.

Visual Customization:

Customize colors for the Histogram (Value Area vs. Outer Area).

Customize line width and colors for POC, VAH, and VAL.

Supports Right or Left alignment.

Disclaimer: This tool is for informational purposes only. Past performance and volume levels do not guarantee future price action.

19 ม.ค.

เอกสารเผยแพร่

🚨 DEPRECATED: Please Read Before Adding

This script is a "Legacy" version and is no longer maintained. Its features (and much more) have been merged into the Tatanka Futures Suite.

Why you should switch: Traders on TradingView are often limited to 3 indicators. The Tatanka Futures Suite solves this by combining 5 tools into ONE script:

✅ This Feature (e.g., Single Prints)

✅ Volume Profiles (Monthly/Weekly/Session)

✅ Auction Market Theory (80% Rule, IB, VWAP)

✅ Daily Machine Learning Levels (Pivot, Support, Resistance)

Stop cluttering your chart with 5 different scripts. Get the all-in-one suite here: 👉 [LINK TO YOUR PAID SCRIPT]

19 ม.ค.

เอกสารเผยแพร่

🚨 DEPRECATED: Please Read Before Adding

This script is a "Legacy" version and is no longer maintained. Its features (and much more) have been merged into the new Futures Market Structure: Auction Theory, Profile & ML Levels.

Why you should switch: Traders on TradingView are often limited to 3 indicators. The Futures Market Structure suite solves this by combining 5 tools into ONE script:

✅ This Feature (e.g., Single Prints)

✅ Volume Profiles (Monthly/Weekly/Session)

✅ Auction Market Theory (80% Rule, IB, VWAP)

✅ Daily Machine Learning Levels (Pivot, Support, Resistance)

Stop cluttering your chart with 5 different scripts. Get the all-in-one suite here: 👉 Futures Market Structure: Auction Theory, Profile & ML Levels

To gain access to this script and the daily levels that accompany it please visit: 🌍 TatankaTrading.com or Patreon.com/TatankaTrading