Project Pegasus SideMap • VRP Heatmap • Volume Node Detection

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Description NQ1!

Project Pegasus – Volume SideMap V 1.0 builds a right-anchored horizontal volume heatmap silhouette, visualizing buy/sell participation per price level over any chosen lookback or visible range. It automatically detects Low-Volume Nodes (LVN), Medium-Volume Nodes (MVN), and High-Volume Nodes (HVN), while also marking Top Volume Peaks, POI Lines (Most-Touched Levels), and complete Value Area Levels (POC / VAH / VAL) including optional session highs/lows.

What’s Unique

Right-Fixed Rendering – All profile rows are anchored to the chart’s right edge, creating a consistent visual reference during live trading.

Gap-Free Silhouette – Each price row blends seamlessly with its neighbors, producing a clean and continuous volume shape.

Triple-Tier Node Detection (LVN / MVN / HVN) – Automatically highlights zones of rejection, transition, and acceptance based on relative volume strength.

Dynamic Binning System – Adapts to price range and lookback while preserving proportional per-row volume distribution.

POI Finder (Most Touches) – Highlights price rows that have been touched most frequently by bars (traffic clusters).

Top-N Peaks – Sorts and draws the strongest single-price clusters by total volume while respecting minimum spacing.

Integrated Value Area Metrics – Calculates and plots POC, VAH, and VAL with optional session High/Low markers.

Color Modes – Choose between heatmap intensity (volume-based) or buy/sell ratio blending for directional context.

Performance Optimized – Rebuilds only when structure changes, ensuring smooth operation even with large histories.

Technical Overview

1. Binning & Aggregation

The full price range is divided into a user-defined number of rows (bins) of equal height.

For each bar, traded volume is distributed across all intersecting bins proportionally to price overlap.

A buy/sell proxy is estimated based on candle close position, producing per-row Buy, Sell, and Total Volume arrays.

2. Silhouette Rendering

Each row’s strength = total volume ÷ maximum volume.

Two color modes:
• Volume Mode → intensity scales by relative volume (heatmap).
• Ratio Mode → blend between sell and buy base colors based on dominance (close position).

Weak or neutral rows can be faded or forced to minimum width via strength and ratio-deviation filters.

3. Node Detection (LVN / MVN / HVN)

Relative bands are defined by lower/upper % thresholds.

Consecutive rows meeting criteria are grouped into “bands.”

Optional gap-merge unifies nearby bands separated by small gaps (in ticks).

Quality filters:
• Min. Average in Band (%) → enforces minimum average participation.
• Min. Prominence vs. Neighbors (%) → compares contrast against adjacent volume peaks.

Enforces minimum center distance (in ticks) to prevent overlap.

Each valid band draws a Top/Bottom line pair and optional mid-label (LVN/MVN/HVN).

4. Volume Peaks

Ranks all rows by total volume (descending) and selects top N peaks with spacing filters.

Drawn as horizontal lines or labeled markers (P1, P2, etc.).

5. POI Lines (Most Touches)

During aggregation, each row counts how many bars overlap it.

The top X rows with highest touch counts are drawn as POI lines—often strong participation or mean-retest zones.

6. Value Area (POC / VAH / VAL)

POC = row with highest total volume.

Expands outward symmetrically until the configured Value Area % of total volume is covered.

VAH and VAL mark the acceptance range; optional High/Low lines outline total range boundaries.

7. Right-Fix Layout

All components are rendered relative to the chart’s rightmost bar.

Width dynamically scales with visible bars × % width setting, ensuring proportional scaling across zoom levels.

How to Use

Read market structure:

HVNs = high acceptance or balance areas → likely mean-reversion zones.

LVNs = thin participation → breakout or rejection points (“air pockets”).

MVNs = transition areas between acceptance and rejection.

Trade around POC / VAH / VAL:
These levels represent fair-value boundaries and rotational pivots.

POI & Peaks:
Use them as strong reference lines for responsive trading decisions.

Ratio-Color Mode:
Exposes directional imbalance and potential absorption zones visually.

Best practice:

Live trading → right-fix active, moderate row count.

Post-session analysis → higher granularity, LVN/HVN/MVN and peaks enabled with labels.

Key Settings

Core

Lookback length or visible-range mode

Row count (granularity)

Profile width (% of visible bars)

Right offset, minimum box width, transparency

Date Filter

Aggregate only bars from a defined start date onward.

Coloring

Buy/Sell ratio mode toggle

Base colors for buy and sell volume

Filters

Minimum ratio deviation (±) → ignore nearly balanced rows

Minimum volume strength (%) → fade weak rows

LVN / MVN / HVN Detection

Independent enable toggles

Lower/upper % thresholds

Minimum band height (rows)

Merge small gaps (ticks)

Minimum average in band (%)

Minimum prominence vs. neighbors (%)

Minimum distance between bands (ticks)

Line color, width, style, and label options

Peaks

Number of peaks (0–20)

Minimum distance between peaks (ticks)

Color, width, style, label placement

POI Lines

Enable toggle

POI count (1–5)

Minimum gap between POIs (rows)

Color, width, style, label offset

Value Levels (POC / VAH / VAL)

Show/hide Value Area Levels

Value Area % coverage

POC / VAH / VAL line styles, widths, colors

Optional Session High/Low lines

Notes & Limitations

Optimized for intraday and swing data; accuracy depends on chart volume granularity.

Large lookbacks with high row counts and all detection layers enabled may impact performance—adjust parameters for balance.

Buy/Sell ratio is a visual approximation based on candle structure, not actual order-book delta.

Designed as a contextual visualization tool, not a trade signal generator.

Disclaimer

For educational and informational purposes only.
Not financial advice.

قبل ساعتين

ملاحظات الأخبار

Patch Notes – v2.9.1 (Clarity & Tooltip Update)

Overview
Version 2.9.1 focuses on refining all user-facing descriptions and parameter documentation.
The goal of this update is to improve readability, clarify parameter intent, and provide a smoother configuration experience inside the settings panel.
No functional or visual behavior was changed. This release is dedicated purely to documentation, clarity, and long-term consistency.

Changes and Improvements

Core Section

All tooltips have been rewritten with clearer, more precise English phrasing.

Improved explanations for lookback behavior, visible range mode, profile width, and right-fix offset.

Added explicit notes for parameters that influence performance (row count, lookback depth).

Adjusted the “Heatmap Transparency” tooltip to correctly reflect opacity logic (0 = opaque, 100 = transparent).

Minor internal clean-up for improved maintainability.

Date Filter

Simplified and clarified how the “Start Date” filter works.

The inclusion condition (≥ timestamp) is now explicitly described.

Unified phrasing across all date-related inputs.

Coloring

Clarified how buy/sell ratio coloring is derived from candle close position within its range.

Improved explanation of the relationship between ratio-based and volume-based color modes.

Unified formatting for color parameter descriptions.

Filters

Clarified the purpose of “Min. Ratio Deviation” as a threshold for imbalance significance.

Expanded the “Min. Volume Strength” explanation to specify how weaker rows are visually faded and minimized in width.

LVN / MVN / HVN Detection

Rewritten all tooltips for each node type to use consistent and technically accurate terminology.

Clearer distinction between LVN (low-volume nodes), MVN (medium-volume nodes), and HVN (high-volume nodes).

Unified the terminology for “bands,” “row strength,” “volume threshold,” “neighbor prominence,” and “center spacing.”

Added clarity to indicate that “Merge Gaps” thresholds are defined in ticks, not rows.

Improved readability of the average and prominence filter descriptions for advanced configuration use cases.

Verified alignment between tooltip descriptions and underlying visual logic to ensure accuracy and reliability.

Technical Integrity

No calculations, rendering logic, or core drawing functions were changed.

The update is fully backward-compatible with version 2.9.0 settings.

Performance, accuracy, and overall behavior remain identical to previous builds.

Safe to update on active charts without affecting saved layouts, templates, or alerts.

Summary

Version 2.9.1 provides a documentation and clarity refresh for the Pegasus Volume SideMap system.
This release standardizes language, improves user comprehension, and ensures every parameter clearly communicates its intended function.
It serves as the foundation for the upcoming v3.0 interface overhaul, where consistency and readability will be central to the user experience.