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ค้นหาในสคริปต์สำหรับ "volume profile"

Average Volume ProfileAverage Volume Profile is an abstract based on a user suggestion. The information displayed could be summed up as a volume profile divided by a market profile. This indicator is a profile which displays the average volume of an area (of price). It also calculates and displays the highest average volume point (HAV) and the relating value zones (calculated in the similar fashion to a volume profile). Most of the code is directly from my "Volume/Market Profile" Indicator I am not entirely sure of how to make use of the information displayed in this indicator or how useful it is. However, I have added some things I figured would be useful to comprehend this information, such as: - Read-out for highest average volume - Read-out for current price average volume - Read-out for current candle distributed volume (labeled as: "Vol") - Floating line to visualize the current distributed volume in relation to the rest of the profile. - Color changing labels for when the current distributed volume is higher than the current price avg volume. Enjoy!
อินดิเคเตอร์ Pine Script™
โดย SamRecio
27
Bitcoin Aggregated Volume Profile «NoaTrader»If you use volume profile for analyzing Bitcoin, you may know that sometimes the decisions of big CEXs like Binance can change the volume of each symbol and so the analysis perceived from the data (which may not be valid anymore); Like when Binance decided to transfer the free transaction fee promotion from BTCUSDT to BTCTUSD pair or the new introduced BTCFDUSD pair with volume market share as much as BTCTUSD after only 1 month (according to the coinmarketcap's data). This indicator tries to solve that problem for using volume profile. So, it collects all the volumes of different pairs from different exchanges and then uses all of them to calculate the volume profile. Also, there is an option to compare the current symbols volume to the whole volume profile which is a Boolean option in the settings (the picture above) The aggregated volume data includes: BINANCE:BTCUSDT BINANCE:BTCTUSD BINANCE:BTCBUSD BINANCE:BTCFDUSD BINANCE:BTCDAI BINANCE:BTCEUR BITSTAMP:BTCUSDT BITSTAMP:BTCUSD COINBASE:BTCUSDT COINBASE:BTCUSD COINBASE:BTCEUR HUOBI:BTCUSDT KUCOIN:BTCUSDT KRAKEN:XBTUSD KRAKEN:XBTEUR BITFINEX:BTCUSD BYBIT:BTCUSDT KRAKEN:BTCUSD OKX:BTCUSDT
อินดิเคเตอร์ Pine Script™
โดย NoaTrader
Resistances and supports based on simplified Volume ProfileThis study tries to highlight support and resistances as they are defined by TradingLatino TradingView user His definition is based on volume peaks on the official TradingView Volume Profile indicator that seem rather big on size. As a bonus it also serves as a rather simple volume profile indicator. As you can see it only show last blocks volume profile. It's aimed at BTCUSDT pair and 4h timeframe. HOW IT WORKS HOW IT WORKS - Recent Profile Block It gathers volume from the last 100 Bars in order to draw the recent profile block Volume that intersects with current level range being studied is added to its value. Additionally the current level price is modified so that it matches the level price where most of the volume has concentrated So you get a pretty accurate way of the volume while at the same time the level are not stuck to arbitrary level prices. HOW IT WORKS - Resistances and Supports It calculates the level which its price it's nearer (from below) to the current price level Resistance is found steping up (from current prive level) level by level till you find a level which its value is higher than the previous level value. Support is found steping down (from current prive level) level by level till you find a level which its value is higher than the previous level value. That way you ignore rather small resistances and support values. Finally the resistances and supports are drawn next to the recent profile block so that you can look at them with ease. If you hover over the label you can double check if you are looking at current price, resistance or support levels. SETTINGS Bars in recent profile block : How many previous period volumes are used to calculate the recent profile block Row width multiplier : Adjust how big the recent profile block seems to be Resistances prices number of decimal digits : How many digits is shown at the resistance and support level prices. WARNING Please be aware that depending on your security and timeframe you might need to modify the 'Bars in recent profile block' setting so that the study does not timeout. USAGE If your strategy calculates take profit limits on higher resistances based on volume you could use this indicator resistance detector FEEDBACK 1 This is my first volume indicator. I suppose that each trader has his own approach on defining resistances and supports. I'm interested on knowing if the default way this resistances and supports are calculated matches what other traders would have highlighted manually on the chart. FEEDBACK 2 I have only used this identifier in BTCUSDT 4h timeframe. I'm interested to know what needs to be tweaked in other securities and timeframes. PINE STUDY TRICK This study let's you choose the number of decimals the label will use. CREDITS I have reused and adapted some code from 'Poor man's volume profile' study which it's from TradingView IldarAkhmetgaleev user. I also wanted to thank him for helping me understanding his study.
อินดิเคเตอร์ Pine Script™
โดย ruckard
43
Price & Volume Profile (Expo)█ Overview The Price & Volume Profile provides a holistic perspective on market dynamics by simultaneously tracking price action and trading volume across a range of price levels. So it is not only a volume-based indicator but also a price-based one. In addition to illustrating volume distribution, it quantifies how frequently the price has fallen within a particular range, thus offering a holistic perspective on market dynamics. This unique and comprehensive approach to market analysis by considering both price action and trading volume, two crucial dimensions of market activity. Its distinctive methodology offers several advantages: Holistic Market View: By simultaneously tracking the frequency of specific price ranges (Price Profile) and the volume traded at those ranges (Volume Profile), this indicator provides a more complete picture of market behavior. It shows not only where the market is trading but also how much it's trading, reflecting both price acceptance levels and market participation intensity. Point of Control (POC): The POC, as highlighted by this indicator, serves as a significant reference point for traders. It identifies the price level with the highest trading activity, thus indicating a strong consensus among market participants about the asset's fair value. Observing how price interacts with the POC can offer valuable insights into market sentiment and potential trend reversals. Support and Resistance Levels: Price levels with high trading activity often act as support or resistance in future price movements. The indicator visually represents these levels, enabling traders to anticipate potential price reactions. Price Profile Price and Volume Profile █ Calculations The algorithm analyzes both trade frequency and volume across different price levels. It identifies these levels within the visible chart range, then examines each bar to determine if the selected price falls within these levels. If so, it increases a counter and adds the trading volume. This process repeats across the visible range and is visualized as a horizontal histogram, each bar representing a price level and the bar length reflecting trade frequency and volume. Additionally, it calculates the Point of Control (POC), signifying the price level with the highest activity. In summary: The histogram presents a dual perspective - not only the traded volume at each price level but also the frequency of the price hitting each range. The longer the bar, the more times the price has frequented that specific range, revealing key insights into price behavior and acceptance levels. These frequently visited areas often emerge as strong support or resistance zones, helping traders navigate market movements. Please note that the indicator adjusts to the visible price range, making it adaptable to changing market conditions. This dynamic analysis can provide more relevant and timely information than static indicators. █ How to use This indicator is beneficial for traders as it offers insights into the distribution of trading activity across different price levels. It helps identify key areas of support and resistance and gives a visual representation of market sentiment and liquidity. The point of control (POC) , which is the price level with the highest traded volume or frequency count, becomes even more crucial in this context. It marks the price at which the most trading activity occurred, signaling a strong consensus among market participants about the asset's fair value. If the market price deviates significantly from the POC, it could suggest an overbought or oversold condition, potentially leading to a price reversion. Fair Price Areas/gaps are specific price levels or zones where an asset has spent limited time in the past. These areas are considered interesting or significant because they may have an impact on future price action. Similar to the concept of fair value gaps, which refers to discrepancies between an asset's market price and its estimated intrinsic value, Fair Price Areas/gaps focus on price levels that have been relatively underutilized in terms of trading activity. When an asset's price reaches a Fair Price Area/gap, traders and investors pay attention because they expect the price to react in some way. The rationale behind this concept is that price tends to gravitate towards areas where it has spent less time in the past, as the market perceives them as significant levels. █ Settings The indicator is customizable, allowing users to define the number of price levels (rows), the offset, the data source, and whether to display volume or frequency count. It also adjusts dynamically to the visible price range on the chart, ensuring that the analysis remains relevant and timely with changing market conditions. Source: The price to use for the calculation. Typically, this is the closing price. By considering the user-selected Source (typically the closing price), the indicator determines the frequency with which the price lands within each designated price level (row) over the selected period. In essence, the indicator provides a count of bars where the Source price falls within each range, essentially creating a "Price Profile." Row Size: The number of price levels (rows) to divide the visible price range into. Display: Choose whether to display the number of bars ("Counter") or the total volume ("Volume") for each price level. Offset: The distance of the histogram from the price chart. Point of Control (POC): If enabled, the indicator will highlight the price level with the most activity. ----------------- Disclaimer The information contained in my Scripts/Indicators/Ideas/Algos/Systems does not constitute financial advice or a solicitation to buy or sell any securities of any type. 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. My Scripts/Indicators/Ideas/Algos/Systems are only for educational purposes!
อินดิเคเตอร์ Pine Script™
โดย Zeiierman
26
Silen's Pseudo VPVR / Pseudo Volume Profile Custom RangeDisclamer: This indicator does not use actual Volume data and doesn't display any Volume data. It creates a pseudo Volume Profile by counting the high-low-2 values of candles and simulates something that is similar to a Volume Profile without using any Volume data. Core facts: Creates a pseudo Volume Profile by counting values of candles and sorting them into a Profile. Works for charts that don't provide any Volume Information. Can display up to 5 different Value Levels. Value level colors are (from largest to smallest level): Red, Orange, Yellow, Green, Blue. The Value levels can be used as Support and Resistance indicators. The Custom Range of the Volume Profile can be adjusted from 10 to 1500 bars. Much faster than the other custom pseudo VPVRs out there. Shortcomings: As the chart progresses with bars the line positions will distort to the left side. Refreshing the tradingview page or switching to another time interval fixes this. I might fix this issue in the future. Does not use actual Volume nor display actual Volume. Note: For those who wondered what happened to my first version of this indicator: It got taken down by Tradingview because it was misleading as to using the words "Volume Profile" and "Visible Range". I fully support their decision and I hope I could clear any misunderstandings! Give their team a heads up for the hard work they're doing in keeping this place clean and well organized! Enjoy! :)
อินดิเคเตอร์ Pine Script™
โดย The_Silen
53
Periodic Volume Profile++ [Pt]█ Introduction The Advanced Pro ++ Version of the Periodic Volume Profile is an advanced TradingView indicator, designed for traders focusing on volume-driven strategies. It provides detailed volume distribution and key levels over selected periods with extensive customization options. █ Features Overview Highly customizable and versatile, this tool is essential for a trader's toolkit, offering a variety of settings to suit specific trading needs. █ Volume Profile Display Modes: Four options - Off, Total, Up/Down, Gradient. POC Highlighting: Option to highlight the Point of Control (POC) VP histogram bar. VP Bar Size Control: Customize the number of ticks per VP bar, including a 'use min tick' option. Volume Display: Show volume figures on the profile. Developing VP Color Theme: Different color themes for developing VP. █ Point of Control (POC) Historical POCs: Display POCs from a specified number of past periods. POC Levels: Auto-drawn levels indicating price, period, timeframe, and volume. Color Customization: Separate color options for closest POCs, older POCs, and NPOCs (Naked POCs). Closest Historical POC Display: Show nearest historical POC within a customizable range. Low Volume POC Fading: Fade out low volume POC lines. █ Value Area and Background Color Display Options: Off, Custom Color, or Color based on Period Close vs. Open. Customizable Colors: Tailor the color scheme as per preference. Value Area High/Low Prices: Display options for VAH and/or VAL. █ Extra Options Periodic Candle Bar Display: Show candle bar for each period with customizable colors. Previous POC, VAH, VAL Display: Display these levels in dashed lines. The Advanced Pro ++ Volume Profile indicator is a top choice for traders seeking in-depth analysis of volume patterns and market structure, offering unparalleled customization and precision.
อินดิเคเตอร์ Pine Script™
โดย PtGambler
33
Advanced Volume ProfileTHIS SCRIPT CURRENTLY ONLY WORKS FOR ASSETS THAT TRADE 24/7 OR CBOE FUTURES HOURS! This script plots volume relative to an asset's historical volume profile. Usage: As a companion to my "Unusual Time Frame Volume" (UTF Volume) script, this plots volume against the same historical volume profile used for UTF Volume. The same high volume (relative to historical) threshold alert is available (yellow bar). Likewise, if the volume exceeds the historical threshold, but is below the alert threshold, the bar color is orange. At the top of the chart is an indicator which is green if a bar has higher volume than the previous bar. You can also set a threshold for this such that if the volume of a bar exceeds the previous bar by a certain multiplier which will turn the indicator yellow. For example, if the threshold is set to "1.5", then the indicator will be yellow (instead of green) on an increase in volume over the previous bar of 1.5x. NOTES: Again, this script currently only works for assets that trade 24/7 or CBOE Futures hours! Make sure you set the "Asset Mode" and "Time Frame (minutes)" to values that match your asset and chart setting. For example, if you are trading Futures on a 2m chart, set the Asset Mode to Futures and Time Frame to 2m. If you are trading crypto on a 5m chart, set the Asset Mode to 24/7 and Time Frame to 5m. If the settings are not set appropriately, the output will be incorrect/invalid. If you choose a "Look-back (Days)" setting that is too far back given the time frame, the script will produce an error. I suggest playing with settings from "1" (compares volume to the previous day's volume) to the highest number that doesn't break the script. For example, at a 2m time frame, the maximum look-back will be "6" or "7" depending on which mode you are using. Longer chart time settings allow larger look-back values. I find that the default value ("6") does a decent job in general. Please feel free to reuse or further develop this script. I would greatly appreciate it if you would send me a message below if you find it useful.
อินดิเคเตอร์ Pine Script™
โดย Morogan
3
Continuous Volume Profile v1.0This script is a continuous real time Volume Profile. Unlike the standard Volume Profile that focuses on fixed/visible range it will update and plot the following on every bar. Point of Control (POC) Value Area High (VAH) Value Area Low (VAL) You have the standard 3 parameters to configure: Period Length Number of Bins/Rows Percent for Value Area Please pm me if you would like to try the script.
อินดิเคเตอร์ Pine Script™
โดย a.tesla2018
36
Fixed volume profile & zonesHi all! If you like volume profile and like to create zones, where the price might react, this indicator might be for you. It plots a fixed volume profile and creates a user defined number of zones (shelves) of high volume. If you want to know more about volume profile you can about it here on TradingView: se.tradingview.com To do • Add possiblity to create alerts for zone entries, breakouts and retest • The importance of zones are now based on high volume slots only. It might be changed to include the slots around the 'master slot' to determine if the area is of high importance or not, your suggestions here are welcome! • Show total volume in 'values' • Error if the data cannot be fetched • Add value area • Make earlier (more important shelves) more visible (less transparent) • Add possiblity to skip zones Known issues • Script execution is long when the volume profile is created (should be none) • In some cases you can get overlapping shelves, avoid this Settings • Main • Start/end bar of the volume profile (this is required) • Data • Timeframe (for getting the volume data) • Levels (the number of slots in the volume profile) • Shelves (the number of zones with high volume to plot) and it's color • Max slot (have this enabled if you want the shelf's highest volume slot to have a dotted line and choose it's color • Show info (show the order of the plotted zone) • Style (how the volume profile will look) • Histogram box (the color of the background of the volume profile) • Up (the color of bullish volume) • Down (the color of bearish volume) • Point of control (color and if it should be extended or not) • Values and text color (show bullish and bearish volume values) The defaults on all settings are based on the daily timeframe. This indicator is not 'complete' and I plan to work on it when I get the time. Note that the precision for the volume profile is per candle, so some levels can have visuals as others but lower volume. The slot (level) volume has to have a lower difference to the volume included in the shelf than the next volume to be checked to be included. If the level being checked for inclusion in a shelf is at the end of boundaries (high and low) of the volume profile, the volume has to be higher than the golden ratio of the volume before. You can also use this indicator if you just want a volume profile to show, just set the the number of zones to plot (in 'Shelves') to 0. I hope I haven't forgotten anything and that it's clear, let me know otherwise. Best of trading luck!
อินดิเคเตอร์ Pine Script™
โดย mickes
23
Candle Volume ProfileAn updated version of Candle Volume Profile. Reworked to make it work with every timeframe. All you gotta do is type in the input a value that is 1/10th of the current timeframe in minutes (example: 6 on the 1h tf, 24 on the 4h, 1 on the 10min tf etc etc) The redder the part of the candle is, the higher the volume was in that section. Suggested to either hide the original chart or make the candle body transparent
อินดิเคเตอร์ Pine Script™
โดย Dereek69
23
Zeta Volume Profile ProWhat is Volume Profile? Volume Profile is an advanced order flow analysis which displays volume distribution at various price points over time. It may be called a recent biodata of a stock which is displayed on a chart as a horizontal histogram. Volume Profile can help reveal significant price levels where smart money is sitting. Why Volume Profile is important? The life of a Future Contract is of maximum 3 months. All the near month contracts expire on the last Thursday of the respective month. But, the traders who want to continue holding on to their winning positions would likely take the same position in the next series. So they often close the existing position near the expiry and take position in the next series. This activity is termed as Rolling Over the position and mostly it catches strength about 5-6 days before the expiry. If we start tracking Volume Profile 5-6 days before the monthly expiry, we get to know the levels where maximum concentration of volume is located. In layman terms, we want to see where the biggest crowd is sitting. In this crowd, there will be equal number of buyers and sellers and when either party starts feeling the heat (market goes against them), they try to limit their loss by Buying/Selling and the random walks become a unidirectional march. Zeta Volume Profile Pro tries to detect this crowd behavior by tracking maximum volume concentration area and when price leaves this area, it generates Buy/Sell Signals. What is unique about Zeta Volume Profile Pro? There are other volume profile indicators also in the market but Zeta Volume Profile Pro is unique in following aspects: 1. Whenever last Thursday of any month starts, Zeta Volume Profile Pro resets automatically and starts calculating volume and price levels from 30 bars backwards (default value which the user can change). Assuming we are looking at 30 Min. Time-Frame chart and your Stock Exchange opens for 6 hours a day, the last 30 candles cover 5 days data. If in your time zone, stock exchange remains open for longer hours, you can either increase minimum number of bars to be considered or you may increase your time-frame. The idea is you should cover 5-6 days of data on last Thursday of the month. 2. Once you set the minimum number of bars and time-frame relevant to you, leave everything to Zeta Volume Profile Pro. Now with every passing tick, the volume profile created by Zeta Volume Profile Pro will keep changing and more and more price bars will keep adding to the minimum number of bars set by you till last Wednesday of the current month occurs. 3. On any given day or time, whenever price breaks out of maximum volume concentration area, the indicator generates a Buy/Sell Signal and often such breakouts give handsome returns. What markets it is suitable for? It can be used in any time-zone on any stock exchange. However, since the concept is based upon Volume Concentration, it works best on highly liquid stocks, commodities, currency pairs and indices. It will not give good results if the underlying security is illiquid because volume profile generated will not be efficient one. Since Future Contracts volume tends to be more than cash segment, it gives much better results on Futures Charts. Which time frames are best for this indicator? Choose such time-frame and minimum number of bars which are equivalent to 5-6 trading sessions in your time-zone. In settings, there is an option to set your time-zone. How to Take Buy/Sell Entry with Zeta Volume Profile Pro? Whenever you see a Buy Signal appearing on your chart, take Buy Entry and whenever you see a Sell Signal, take Sell side Entry. Your STOP LOSS would be high or low of candle which occurs just before the Buy/Sell Signal respectively. Keep moving your STOP LOSS up as the price moves in your favor and when market turns around and you see a SELL signal, it is time to book your BUY position profit and take Entry on SELL Side now and so on. What are the limitations of this indicator? Sometimes price takes a break out of maximum volume concentration area and then again comes back which might hit your stop loss. However, as the backtested data shows, having faith in the indicator will give you some so nice breakouts that a single trade will cover your 10 to 20 Stop Loss hits. How to get this indicator? This is invite-only indicator. Get in touch with us using information given below in Signature field to try this tool FREE for 02 live sessions. After that, it is subscription based access.
อินดิเคเตอร์ Pine Script™
โดย jellygill
15
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 ✌️
อินดิเคเตอร์ Pine Script™
โดย kv4coins
8
Volume Analysis - Heatmap and Volume ProfileHello All! I have a new toy for you! Volume Analysis - Heatmap and Volume Profile . Honestly I started to work to develop Volume Heatmap then I decided to improve it and add more features such Volume profile, volume, difference in Buy/Sell volumes etc. I tried to put my abilities into this script and tried to use some new Pine Language™ features ( method, force_overlay, enum etc features ). I hope the usage of these new features would be an example for Pine Programmers. Lets talk about how it works: - It gets number of Rows/Columns from the user for each candle to create heatmap - It calculates the number of the candles to analyze. Number of the candles may change by number of Rows/columns or if any volume / difference in volumes / volume profile is enabled - It gets Closing/Opening price, Volume and Time info from lower time frame for each candle ( it can be up to 100K for each candle ) - After getting the data it calculates lower time frame to analyze - Then it calculates how closing price moves, how much volume on each move and create boxes by the volume/move in each box - The colors for each box calculated by volume info and closing price movements in the lower time frame - It shows the boxes on Absolute places or Zero Line optionally - it shows Volume, Cumulative volume, Difference between Buy/Sell volume for each column - it changes empty box color by Chart background color, also you can change transparency - At this time it creates Volume Profile with up to 25 rows - As a new Pine Language™ feature, it can show Volume Profile in the indicator window or in Main chart, shows Value Area, Value Area High (VAH), Value Area Low (VAL), and draw it and POC (Point Of Control) in the indicator window and/or in the main chart - Honestly the feature I like is that: For the markets that are not open 24/7, it combines the data from the lower time period without any gaps. For example, if you work for a market that is closed on Saturdays and Sundays, it ensures data integrity by omitting weekends and holidays. so for example if the data is like "ABC---DEF-X---YL-Z" then it makes this data like "ABCDEFXYLZ". In this way, there will be no data breaks in the displayed boxes, there will be no empty colons, and it will appear as if data is coming in at any time. - Finally it shows Info Panel to give info, its background color automatically changes by the Chart background color - Important! You should set your "Plan" accordingly, your plan is "Premium or Higher" or "Lower tier". so the script can understand the minimum time frame it can get data!! I tried to share many screenshots below to explain it much better How it looks? it shows Highest Buy/Sell volumes brighter, move volume -> brighter Volume Profile ( up to 25 row s) ( number of contained candles should be more than 1 ) Volume Profile can be shown in the main chart optionally How the main chart looks: Closing price shown and you can enable it, change colors & line width Can include many candles according to Row&Column number you set Optionally it can show cumulative volume for each candle Closing prices from lower time frame Shows Candle Body by changing background colors It can shows all included candles on Zero line You can change the colors of many things You can set Empty box and border transparency Table, Empty box Colors adjustment done automatically by chart background color Sometimes we can not get data from some historical candles if time frame is high such 2days, 1 week etc, and it looks like: It also checks if Chart time frame and Chart type is suitable Enjoy!
อินดิเคเตอร์ Pine Script™
โดย LonesomeTheBlue
37
EM Visible Range Volume Profile█ OVERVIEW  ᴇᴍ VRVP (Visible Range Volume Profile) indicator calculates the volume profile within the visible range of prices. Volume Profile is an advanced technical analysis indicator that shows trading activity over a specified period of time at certain price levels. The indicator plots a histogram on the chart that reflects dominant or significant price levels based that are based on volume. VP concept VP Components Open, High, Low, Close: There are different types of volume profile indicators but the majority of them will designate the OHLC. Point of Control: A price level with the most traded volume during one session, also known as POC. High Volume Node (HVN): Area of high volume relative to surrounding price action. Low Volume Node (LVN): Area of low volume relative to surrounding price action. Analysis of price in relation to high and low volume nodes is useful when building context around your trades. █ VOLUME PROFILE STRATEGIES  The distribution of a volume profile can help you determine the strength of a trend and spot potential reversal zones. Let’s take a look at the five different distribution types. Neutral D In order for price to break away from value, either the buyers or the sellers will have to become more aggressive than the other side. When this occurs, it gives us with a vital piece of information. Now we know who were the agressors at this price level: either the buyers or the sellers. That's why this is a good level for a trading setup if the price bounces back. Bearish P and Bullish P Bearish P — reversal. Bullish P — confirmation. Bearish Ь and Bullish Ь Bearish Ь — confirmation. Bullish Ь — reversal. Examples █ INPUTS  Width — amplitude of the VP histogram. Grid — the number of columns of the VP histogram. Delta of volumes — combinatorial determination of the ratios of sellers and buyers. In quoted units — conversion in units of quoted currency. Logarithmic scale — recalculation the grid step to the logarithmic scale of the chart. HTF — (Higher Timeframe) calculation of VP for the period of the selected timeframe. ISO: Isolated computation in HTF period. Palette: Total volume, Volume of buyers, Volume of sellers, HTF bars. Warnings: colour of the «⚠» icon, language of information in the Tooltip. Addition: ᴇᴍ CHN-RMA — a grid of moving averages with periods of centered hexagonal numbers. █ ОБЩИЕ СВЕДЕНИЯ  ᴇᴍ VRVP (Visible Range Volume Profile) рассчитывает профиль объёма в видимом диапазоне цен. Профиль объёма — это продвинутый индикатор технического анализа, который показывает торговую активность за условленный период времени на определённых ценовых уровнях. Индикатор строит на графике гистограмму, отражающую доминирующие или значимые ценовые уровни, основанные на объёме. █ НАСТРОЙКИ  Ширина — амплитуда гистограммы VP. Сетка — количество колонок гистограммы VP. Дельта объёмов — комбинаторное определение соотношений продаж и покупок. В котируемых единицах — пересчёт в единицах котируемой валюты. Логарифмическая шкала — пересчёт шага сетки на логарифмическую шкалу графика. HTF — (Higher Timeframe) расчёт VP за период выбранного таймфрейма. ISO: Изолированное вычисление в HTF-периоде. Палитра: Суммарный объём, Объём покупок, Объём продаж, Бары HTF. Предупреждения: цвет значка «⚠», язык информации в Tooltip. Дополнение: ᴇᴍ CHN-RMA — сетка скользящих средних с периодами центрированных гексагональных чисел.
อินดิเคเตอร์ Pine Script™
โดย EulerMethod
7
Periodic Volume Profile+ [Pt]This is a + version of my original Periodic Volume Profile indicator This script includes the following extra unique features. Show last X number of POC levels - automatically draws these POC lines - labels are shown as - Naked POCs are labelled as NPOC - label position and text size can be adjusted Profile Range and Value Area background colors - Option to color background based on periodic open/close price Option to show Value Area High (VAH) and Value Area Low (VAL) Prices What is Volume Profile? Volume profile is a technical analysis tool that shows the volume of trades at different prices for a given security or market over a specific period of time. How to effectively use it? Identify key levels of support and resistance: The Periodic Volume Profile indicator can be used to identify key levels of support and resistance based on the volume of trades at different price levels. High volume areas can indicate strong support or resistance levels, while low volume areas can indicate areas of weakness or potential breakouts. Assess overall supply and demand: The Periodic Volume Profile indicator can help traders assess overall supply and demand for a security. If there is high volume at a particular price level, this can indicate a high level of demand, while low volume can indicate low demand. Use it in conjunction with other indicators: The Periodic Volume Profile indicator is best used in conjunction with other technical analysis tools. For example, you can use it with moving averages, trend lines, or other indicators to confirm signals or identify potential entry and exit points. Consider the overall market context: It's important to consider the overall market context when interpreting volume profile data. For example, a high volume area may not necessarily indicate a strong level of support or resistance if the overall market is in a downtrend. Monitor changes over time: Keep an eye on how the volume profile changes over time. If there are significant changes in the volume of trades at certain price levels, this could indicate a shift in market sentiment or a change in the underlying fundamentals of the security.
อินดิเคเตอร์ Pine Script™
โดย PtGambler
39
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.
อินดิเคเตอร์ Pine Script™
โดย DeltaSeek
6
[potatoshop] Volume Profile lower timeframeThis script is a volume profile that displays the volume of transactions in price blocks over a recent period of time. For a more detailed representation, OHCLV values on the time frame lower than the time zone on the chart were called and expressed. Low time frames are adjustable. You can adjust the number of blocks and the most recent time period that you want to view. Although it cannot be compared to the volume indicators provided for paid users of Trading-View, it has functioned by displaying transactions that are difficult to find on open source. Displays the amount traded in each block and the percentage of the total over a given period. POC represents the middle value of the block with the highest transaction volume as a line. TPOC represents the block that stayed the longest regardless of the volume of transaction. The reversal line appears when you determine the trading advantage of the rising and falling closing on a block basis and then have a different value from the neighboring blocks. (I didn't mean it much, but I just put it in for fun.) It represents the total volume of transactions traded in each block, and there are also check boxes in the settings window that represent the volume of transactions that closed higher and closed lower. You can specify the color of each block. The highest and lowest values for the set period and the total sum of each block are displayed at the bottom of the box. Because it was made using a lot of arrays, the total transaction volume was marked separately to check the value. When expressing the price block according to the trading volume percentage, it was a pity that the minimum pixel was 1 bar, so it could not be expressed delicately. Although set to bar_time in Box properties xloc, 1 bar was actually the minimum unit of the X-axis value. The logic used to place the transaction volume for each block is as follows. 1. Divide the difference between the high and low values of 1 LTF bar by the transaction volume . 2. Find the percentage of this LTF bar within each block. 3. Multiply the ratio by the transaction volume again. 4. Store the value in each block cell. Below are the codes of the people I referred to this time. 1. ‘Time & volume point of control (TPOC & VPOC)’ by quantifytools 2. ‘Volume Profile ’ by LuxAlgo 3. ‘Volume Profile and Volume Indicator by DGT’ by dgtrd The script is for informational and educational purposes only. 이 스크립트는 최근 일정 기간동안의 거래량을 가격 블록단위로 표시해 주는 볼륨 프로화일입니다. 좀 더 자세한 표현을 위해 차트상의 시간대보다 낮은 시간 프레임상의 OHCLV 값들을 호출하여 표현하였습니다. 낮은 시간 프레임은 조절 가능합니다.. 보고 싶은 최근 일정 기간과 블럭 갯수를 조절할 수 있습니다. 트뷰 유료 사용자들을 위해 제공하는 지표와는 비교할 수는 없지만, 오픈 소스상에서는 찾기 힘든 거래량을 표시해 기능을 넣었습니다. 각 블럭에서 거래되었던 양 과 주어진 기간 동안의 총량 대비 퍼센트를 표시해 줍니다. POC는 거래량이 가장 많았던 블럭의 중간값을 라인으로 표현해 줍니다. TPOC는 거래량에 상관없이 가장 오랜 시간 머물렸던 블럭을 표현해 줍니다. 반전선은 블럭 단위로 상승 마감과 하락 마감의 거래량 우세를 결정한 뒤, 이웃 블럭들하고 다른 값을 가질 때 나타납니다. (어떤 뜻을 갖고 만든 건 아니고 그냥 재미로 넣어 보았습니다.) 각 블럭에서 거래되었던 총거래량을 표현해 주며, 또한 설정창에서 상승 마감한 거래량과 하락 마감한 거래량을 표현하는 체크 박스가 있습니다. 각 블럭의 색깔을 지정하실 수 있습니다. 설정된 기간 동안의 최고값과 최저값, 각 블럭을 합친 총량을 박스 하단에 표시해 두었습니다. 어레이를 많이 사용하여 만들었기 때문에 값의 확인을 위해 전체 거래량을 따로 표시하였습니다. 가격 블럭을 거래량 퍼센트에 따라 표현할 때, 최소 픽셀이 1bar 이어서 섬세하게 표현 할 수 없어 안타까웠습니다. 박스 속성을 xloc.bar_time 로 설정하였지만 실제로는 1 bar가 X축 값의 최소 단위였습니다. 각 블록 별로 거래량을 배치 할 때 쓰인 로직은 다음과 같습니다. 1. 1 LTF bar의 하이 와 로우 값의 차이를 거래량으로 나누어 줍니다. 2. 각 블록 안에서 이 LTF bar가 차지 하는 비율을 구합니다. 3. 그 비율에 다시 거래량을 곱해 줍니다. 4. 그 값을 각 블록 셀에 저장해 줍니다. 밑에 제가 이번에 참고한 분들의 코드들입니다. 1. ‘Time & volume point of control (TPOC & VPOC)’ by quantifytools 2. ‘Volume Profile ’ by LuxAlgo 3. ‘Volume Profile and Volume Indicator by DGT’ by dgtrd
อินดิเคเตอร์ Pine Script™
โดย potatoshop
10
Aggregated Volume Profile Spot & Futures ⚉ ＯＶＥＲＶＩＥＷ ⚉ Aggregate Volume Profile - Shows the Volume Profile from 9 exchanges. Works on almost all CRYPTO Tickers! You can enter your own desired exchanges, on/off any others, as well as select the sources of SPOT, FUTURES and others. The script also includes several input parameters that allow the user to control which exchanges and currencies are included in the aggregated data. The user can also choose how volume is displayed (in assets, U.S. dollars or euros) and how it is calculated (sum, average, median, or dispersion). WARNING Indicator is for CRYPTO ONLY. ______________________  ⚉ ＳＥＴＴＩＮＧＳ ⚉ ‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾ Data Type — Choose Single or Aggregated data.     • Single — Show only current Volume.     • Aggregated — Show Aggregated Volume. Volume By — You can also select how the volume is displayed.     • COIN — Volume in Actives.     • USD — Volume in United Stated Dollar.     • EUR — Volume in European Union.     • RUB — Volume in Russian Ruble. Calculate By — Choose how Aggregated Volume it is calculated.     • SUM — This displays the total volume from all sources.     • AVG — This displays the average price of the volume from all sources.     • MEDIAN — This displays the median volume from all sources.     • VARIANCE — This displays the variance of the volume from all sources. •   Delta Type — Select the Volume Profile type.     • Bullish — Shows the volume of buyers.     • Bearish — Shows the volume of sellers.     • Both — Shows the total volume of buyers and sellers. Additional features The remaining functions are responsible for the visual part of the Volume Profile and are intuitive and I recommend that you familiarize yourself with them simply by using them. ________________  ⚉ ＮＯＴＥＳ ⚉ ‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾ If you have any ideas what to add to my work to add more sources or make calculations cooler, suggest in DM . Also I recommend exploring and trying out my similar work.
อินดิเคเตอร์ Pine Script™
โดย HALDRO
17
VIPER DOPING - A Volume Profile to estimate trend probabilityDESCRIPTION : VIPER DOPING uses volume analysis to help trader to understand trading keys below: Support and Resistance Profit and Loss Estimate candle direction Trend Biggest Buy and Sell on level prices HOW TO USE: The volume bar will have buy and sell colors, by default the buy color is blue and the sell is red. The size of bar is important matter, the biggest bar size means that price level has strong volume or transaction and the smallest bar size indicates the lowest transaction or volume. How to read it? The bar above the candle is the resistance The bar below the candle is the support If you want long the market, find the biggest or bigger support, which is below the candle If you want short the market, find the biggest or bigger resistance which is above the candle Trading style and the maximum range (total candle), default is 60. This setup to analyze volumes in specific candle range. Please check the following recommendation based on trading style: Scalping: 30 - 60 candles, recommendation timeframe: 5m - 1h Day Trading: 50 - 120 candles, recommendation timeframe: 30m - 4h Swing Trading: 100- 240 candles, recommendation timeframe: 1h- 3D The white box is to visualize trading area by total candle. Every line has the meaning: The left line is the start candle The right line is the end candle The top line is the highest price of volume profile The bottom line is the lowest price of volume profile The fibonacci line will help you to confirm and compare of supports and resistances with the volume profile lines. The TABLE CELLS it contains information to help trader to understand the recent situation of market and to take strategy of trading: Total Candle : the maximum candles are used to analyze the volume from previous active candle Biggest Sell : the horizontal price area which has the largest of sell volume of the last total candle Biggest Buy : the horizontal price area which has the largest of buy volume of the last total candle Buy Rate : the ratio of buy and sell volume of the last total candle Support: the closest price to be the support from the active candle, auto changed if support to be invalid Resistance : the closest price to be the resistance from the active candle, auto changed if support to be invalid PnL : the percentage profit if you trade using the support and resistance prices and it can be used for Risk Management. Wisely the risk is 50% of the profit, example if the profit 1% the your risk should be 0.5% from entry. Estimate : to analize the next direction of candle or target, it will be changed automatically by volume condition. CONFIGURATION: Table Position : You can change the table position to top or bottom, to left, right or center Calculation : You can include the active candle in volume calculation or you can choose the behind active candle. If you use active candle, there could be possible repainting. The volume profile configuration is about appearance configuration, to setup the thickness, colors, position. The fibonacci configuration is about appearance configuration, to setup the thickness, extend lines, label styles.
อินดิเคเตอร์ Pine Script™
โดย deSultanTM
6
Dynamic Volume Profile [LTB]Dynamic Volume Profile (DVP) is an advanced charting study that displays trading activity over a specified time period at specified price levels dynamically. DVP typically based on price and volume information and it combines these factors in a way that displays price, volume and time frame on a single chart dynamically. You can gather a multitude of information with a glance. The first thing that most traders will use dynamic volume profile for is identifying basic support and resistance levels. It is important to note that using Dynamic Volume Profile as an identifier for support and resistance levels is a reactive method. Point of Control (PoC): It refers to the area in the chart with the most traded volume activity. This is by far the most relevant area you want to monitor as it can help to define the placement of your stops or the areas in the chart where you might find the most pristine entry levels. The highest concentrated area of volume for a particular period of time we will call it PoC or Point of Control and you will be surprised how many times it acts as a wall on a retest. Traders tend to factor this in as an area of support or resistance. Value Area (VA): The range of price levels in which a specified percentage of all volume was traded. By default, the industry standards tends to be 70%. Value Area High (VAH) – The highest price level within the value area. Value Area Low (VAL) – The lowest price level within the value area. The script creates 10 channels according to highest/lowest levels for specified time period and finds the total volume for each channel. Then it calculates Point of Control, Value area and VAH/VAL. the script shows POC channel and Value Area, and you can see VAH/VAL ve all channels optionally. Some useful resources: www.tradingview.com medium.com If you find my works useful, please consider a donation BTC: 16XRqyS3Vgh1knAU1tCcruqhUrVm4QWWmR Author: LonesomeTheBlue
อินดิเคเตอร์ Pine Script™
โดย LonesomeTheBlue
14
Heatmap Volume ProfileThe Volume Profile with Support/Resistance indicator is a powerful tool designed to help traders visually identify support and resistance zones based on volume analysis at specific price levels. Unlike traditional volume indicators that focus on time-based volume, this indicator analyzes the volume traded at various price levels, offering a clearer view of where the strongest buying and selling forces are concentrated. Key Features: Volume Heatmap: The indicator displays a colored heatmap that varies based on the volume traded at different price levels. "Hot zones" (red) indicate areas with high volume, while "cold zones" (blue) represent areas with low volume. Automatic Detection of Support and Resistance Levels: In addition to the heatmap, the indicator automatically detects price levels where the volume reaches a significant threshold. These levels are marked with white lines on the chart, highlighting potential support and resistance zones. Adjustable Granularity: The number of price bands can be adjusted, allowing for finer or broader volume analysis. This helps customize the analysis based on the volatility of the asset and the chosen time frame. Configurable Analysis Period: The number of historical bars used for volume analysis can be defined by the user, enabling the analysis of short-term or long-term volume trends. Customizable Support/Resistance Threshold: A parameter allows you to define the threshold at which a volume level is considered significant enough to be marked as support or resistance. Indicator Parameters: Number of Price Bands (Granularity): This parameter controls how finely the price is divided into bands. The higher the number of bands, the more precise the volume analysis. The default is set to 50 bands. Color Transparency: This parameter adjusts the transparency of the heatmap colors, making it easier to read when overlaid on the price chart. Number of Bars for Analysis: Defines the historical period used for volume analysis. The default is 200 bars, but it can be adjusted based on your time frame and the asset being analyzed. Volume Threshold for Support/Resistance: This setting allows you to define the intensity of volume (between 0.1 and 1.0) necessary for a price level to be marked as support or resistance. This parameter ensures that only the most relevant levels are displayed. Practical Use: Identify Support and Resistance Zones: Traders can use the levels marked by this indicator to identify areas where significant volumes have been traded, signaling potential support or resistance. These zones are often where the market may reverse direction or confirm a trend. Detect Congestion Zones: The heatmap allows traders to easily spot volume congestion zones, where prices tend to stall due to the high concentration of trading at those levels. Improve Decision-Making: By combining price-level volume analysis, traders can better understand where the market’s key forces are located, allowing for more informed entry and exit strategies. Example of Use: Support: If a support line is detected at a price level with high volume, it may represent an area where buyers are heavily concentrated, making it more difficult for the price to break below that level. Resistance: Conversely, a resistance line indicates a zone where sellers have a significant presence, suggesting that the price may struggle to move above that level without strong momentum. Target Audience: This indicator is ideal for: Day traders looking to spot short-term reversal points based on volume concentration. Swing traders identifying key zones to place limit orders or stops. Long-term traders who want to analyze volume clusters over an extended period to determine critical levels to watch. Conclusion: The Volume Profile with Support/Resistance indicator is an essential tool for any trader looking to understand how volume behaves at each price level. With its intuitive visualizations and automatically marked levels, this indicator makes it easy to spot important support and resistance zones, helping traders optimize their strategies and anticipate market movements more effectively.
อินดิเคเตอร์ Pine Script™
โดย Dilm
1