Volume Profile Key Levels

قبل ٦ ساعات

Volume Profile Key Levels (VP Lvls)
Overview
A comprehensive Volume Profile indicator that automatically calculates and displays key volume-based support/resistance levels including POC (Point of Control), VAH (Value Area High), VAL (Value Area Low), and LVN (Low Volume Nodes) zones.
The indicator uses a fixed 500-row resolution and time-based lookback, ensuring consistent levels across all timeframes (1m, 5m, 15m, 1H, etc.).

Key Features
📊 Volume Profile Levels

POC (Point of Control) - Price level with the highest traded volume (yellow solid line)
VAH (Value Area High) - Upper boundary of the value area (red dashed line)
VAL (Value Area Low) - Lower boundary of the value area (green dashed line)
Value Area - Configurable percentage (default 68%) where most trading activity occurred

🔵 Low Volume Node (LVN) Detection
Automatically identifies price zones with significantly lower volume - areas where price tends to move quickly through. LVNs are marked as blue boxes on the chart.
Smart LVN Detection uses:

Relative comparison to local average volume
Relative comparison to local peak volume
Absolute floor check to prevent false positives in value areas

📈 Volume Histogram
Visual representation of volume distribution at each price level:

Orange - Inside Value Area
Teal - Outside Value Area
Yellow - POC level


Settings
Volume Profile Settings
SettingDefaultDescriptionNumber of Days3Lookback period for volume calculationValue Area %68Percentage of volume to include in value area
LVN Detection
SettingDefaultDescriptionLVN Threshold %80Mark as LVN if below this % of local averageLVN Peak Threshold %60Also mark as LVN if below this % of local peakLVN Absolute Max %40Must be below this % of POC (prevents false positives)LVN Comparison Window10Number of rows above/below to compareMin LVN Width2Minimum rows to form an LVN zoneMax LVN Zones25Maximum number of LVN zones to display
Display Settings
SettingDefaultDescriptionShow POC/VAH/VAL✓Toggle individual level visibilityShow Histogram✓Toggle volume histogramShow LVN Boxes✓Toggle LVN zone boxesHistogram Width50Width of histogram barsExtend Lines20Bars to extend lines into the future

How to Use
For Support/Resistance

POC acts as a strong magnet - price often returns to POC
VAH/VAL serve as value area boundaries - breakouts beyond these levels can signal trend continuation
LVN zones are areas of low acceptance - price moves quickly through these, making them potential breakout/breakdown zones

For Entry/Exit

Look for entries near POC, VAL, or VAH with confirmation
Use LVN zones as potential targets - price often accelerates through these areas
VAH rejection = potential short, VAL rejection = potential long

Multi-Timeframe Analysis
The indicator displays identical levels across all timeframes when using the same settings. This allows you to:

Identify levels on higher timeframes
Fine-tune entries on lower timeframes
Confirm confluence across multiple timeframes


Alerts
Built-in alert conditions for:

Price crossing POC
Price crossing VAH
Price crossing VAL


Technical Notes

Uses 500 fixed rows for high-resolution profile
Auto-calculates row size based on price range
Maximum 4000 bars lookback (Pine Script limitation)
Optimized for performance with smart box management


Recommended Settings by Asset
Gold (XAUUSD)

Days: 30, LVN Threshold: 80%, Peak: 60%, Absolute: 40%

Forex Majors

Days: 5-10, LVN Threshold: 75%, Peak: 55%, Absolute: 35%

Crypto (BTC/ETH)

Days: 7-14, LVN Threshold: 80%, Peak: 60%, Absolute: 40%

Indices (US30, NAS100)

Days: 20-30, LVN Threshold: 80%, Peak: 60%, Absolute: 40%


Changelog
v1.0

Initial release
POC, VAH, VAL calculation
Smart LVN detection with triple-check system
Volume histogram visualization
Multi-timeframe consistency
Production-safe code with comprehensive error handling


This indicator is for educational purposes only. Always use proper risk management and combine with other analysis methods.

قبل ٥ ساعات

ملاحظات الأخبار

Volume Profile Key Levels (VP Lvls)
Overview
A comprehensive Volume Profile indicator that automatically calculates and displays key volume-based support/resistance levels including POC (Point of Control), VAH (Value Area High), VAL (Value Area Low), and LVN (Low Volume Nodes) zones.
The indicator uses a fixed 500-row resolution and time-based lookback, ensuring consistent levels across all timeframes (1m, 5m, 15m, 1H, etc.).

Key Features
📊 Volume Profile Levels

POC (Point of Control) - Price level with the highest traded volume (yellow solid line)
VAH (Value Area High) - Upper boundary of the value area (red dashed line)
VAL (Value Area Low) - Lower boundary of the value area (green dashed line)
Value Area - Configurable percentage (default 68%) where most trading activity occurred

🔵 Low Volume Node (LVN) Detection
Automatically identifies price zones with significantly lower volume - areas where price tends to move quickly through. LVNs are marked as blue boxes on the chart.
Smart LVN Detection uses:

Relative comparison to local average volume
Relative comparison to local peak volume
Absolute floor check to prevent false positives in value areas

📈 Volume Histogram
Visual representation of volume distribution at each price level:

Orange - Inside Value Area
Teal - Outside Value Area
Yellow - POC level


Settings
Volume Profile Settings
SettingDefaultDescriptionNumber of Days3Lookback period for volume calculationValue Area %68Percentage of volume to include in value area
LVN Detection
SettingDefaultDescriptionLVN Threshold %80Mark as LVN if below this % of local averageLVN Peak Threshold %60Also mark as LVN if below this % of local peakLVN Absolute Max %40Must be below this % of POC (prevents false positives)LVN Comparison Window10Number of rows above/below to compareMin LVN Width2Minimum rows to form an LVN zoneMax LVN Zones25Maximum number of LVN zones to display
Display Settings
SettingDefaultDescriptionShow POC/VAH/VAL✓Toggle individual level visibilityShow Histogram✓Toggle volume histogramShow LVN Boxes✓Toggle LVN zone boxesHistogram Width50Width of histogram barsExtend Lines20Bars to extend lines into the future

How to Use
For Support/Resistance

POC acts as a strong magnet - price often returns to POC
VAH/VAL serve as value area boundaries - breakouts beyond these levels can signal trend continuation
LVN zones are areas of low acceptance - price moves quickly through these, making them potential breakout/breakdown zones

For Entry/Exit

Look for entries near POC, VAL, or VAH with confirmation
Use LVN zones as potential targets - price often accelerates through these areas
VAH rejection = potential short, VAL rejection = potential long

Multi-Timeframe Analysis
The indicator displays identical levels across all timeframes when using the same settings. This allows you to:

Identify levels on higher timeframes
Fine-tune entries on lower timeframes
Confirm confluence across multiple timeframes


Alerts
Built-in alert conditions for:

Price crossing POC
Price crossing VAH
Price crossing VAL


Technical Notes

Uses 500 fixed rows for high-resolution profile
Auto-calculates row size based on price range
Maximum 4000 bars lookback (Pine Script limitation)
Optimized for performance with smart box management


Recommended Settings by Asset
Gold (XAUUSD)

Days: 30, LVN Threshold: 80%, Peak: 60%, Absolute: 40%

Forex Majors

Days: 5-10, LVN Threshold: 75%, Peak: 55%, Absolute: 35%

Crypto (BTC/ETH)

Days: 7-14, LVN Threshold: 80%, Peak: 60%, Absolute: 40%

Indices (US30, NAS100)

Days: 20-30, LVN Threshold: 80%, Peak: 60%, Absolute: 40%


Changelog
v1.0

Initial release
POC, VAH, VAL calculation
Smart LVN detection with triple-check system
Volume histogram visualization
Multi-timeframe consistency
Production-safe code with comprehensive error handling


This indicator is for educational purposes only. Always use proper risk management and combine with other analysis methods.