Adaptive Window Volume Profile

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The indicator builds a rolling volume profile over a chosen time window (1, 3, 12 months or lower), finds POC, VAH/VAL, RH/RL, HVN/LVN, and then overlays volume-driven bar colors (climax, initiative, absorption) filtered by a 30-day RVWAP trend, so you can see where big volume traded and who is winning there right now.

Example Use Case:
How to use it on 4H with 3-month and 12-month rolling profiles:

On a 4H chart, you run two copies of the indicator, both in Rolling Lookback mode, both using the Full (Overlap) engine:

Instance A – 12-month rolling profile (macro map):

-Rolling Unit: Months
-Rolling Length: 12

This gives you the 1-year composite:

-12M RH / RL → outer range of where almost all yearly volume traded (macro high/low “rails”).
-12M VAH / VAL → yearly value area: where the market has been comfortable doing business over the last year.
-12M POC → the single most traded price of the last 12 months (macro gravity).
-12M HVNs/LVNs → long-term shelves (acceptance) and gaps (knife-edges).

Use this instance to answer:
Where are we in the last year’s distribution, and are we approaching macro extremes or living in fair value?

-Combine it with the 30-day RVWAP regime the script computes:
-Above RVWAP and RVWAP rising → macro bull tilt.
-Below RVWAP and RVWAP falling → macro bear tilt.

For example:

-Price near 12M RL with RVWAP bull → potential deep-discount accumulation zone.
-Price near 12M RH with RVWAP bear → potential exhaustion / distribution zone.

Instance B – 3-month rolling profile (tactical map)

-Rolling Unit: Months
-Rolling Length: 3

This builds a 3-month composite on top of your 4H chart:

-3M RH / RL → extremes of the current quarter’s trading.
-3M VAH / VAL → current “fair value box” for the last 90-ish days.
-3M POC → where recent volume concentrates most heavily.
-3M HVNs/LVNs → fresh shelves and gaps inside the bigger yearly structure.

You use this instance for actual trade locations and management:

-Pullbacks into 3M VAL / RL that still sit inside the 12M value and in a bull RVWAP regime → high-probability dip-buy zones; you then look for bull initiative/absorption bar colors to confirm entry.
-Rallies into 3M VAH / RH that line up near 12M VAH / RH in a bear RVWAP regime → good areas to look for shorts, especially when you see bear climax/initiative bars there.
-3M LVNs that coincide with 12M LVNs or VA edges act as sharp decision points: acceptance through often means expansion; rejection often means reversal.

How it all fits together
On your 4H chart, with both instances active:

-12M profile = macro context and big terrain (where the yearly battlefield is).
-3M profile = tactical zones (where to actually trade inside that terrain).
-Bar colors (climax / initiative / absorption) filtered by 30-day RVWAP = timing + confirmation at those levels, favoring the side that has trend and effort behind it.

So the indicator, used this way, becomes:

-one instance to tell you where the big war is being fought (12M)
-one instance to tell you where the current campaign inside that war is concentrated (3M)
-bar colors to tell you whether the team you want to back is actually showing up with size when price hits those levels.

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What’s new:

30-Day RVWAP Regime Filter:
-The script now tracks a 30-day volume-weighted average price and tags the market as “bull” (above & rising) or “bear” (below & falling).

HVN & LVN Detection with Custom Colors:
-High-volume nodes (HVNs) and low-volume nodes (LVNs) are explicitly detected, shaded, and cached as “important levels” instead of just being random bins.

Path-Bias Highlighting (Buy/Sell Paths):
-Bins where volume is clearly buyer- or seller-dominated are highlighted and stored, giving you up-path and down-path lanes through the profile.

Confluence-Aware Advanced Alerts:
-Alerts for RL/RH, VAH/VAL, POC, etc. can now optionally require confluence with HVN/LVN and/or those buy/sell path zones, so only structurally important touches ping you.

Regime-Filtered Volume Lenses (Candle Colors):
-Climax / initiative / absorption candles only get colored when they line up with the 30-day RVWAP regime and sit near key levels/nodes (if you turn confluence on), so you only see high-signal bars, not noise.