// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © LonesomeTheBlue //@version=5 indicator('Volume Profile / Fixed Range', overlay=true, max_boxes_count=200, max_bars_back=501) bbars = input.int(title='Number of Bars', defval=150, minval=1, maxval=500) cnum = input.int(title='Row Size', defval=24, minval=5, maxval=100) percent = input.float(70., title='Value Area Volume %', minval=0, maxval=100) poc_color = input.color(defval=#ff0000, title='POC Color', inline='poc') poc_width = input.int(defval=2, title='Width', minval=1, maxval=5, inline='poc') vup_color = input(defval=color.new(color.blue, 30), title='Value Area Up') vdown_color = input(defval=color.new(color.orange, 30), title='Value Area Down') up_color = input(defval=color.new(color.blue, 75), title='UP Volume') down_color = input(defval=color.new(color.orange, 75), title='Down Volume') show_poc = input.bool(defval = true, title = "Show POC Label") top = ta.highest(bbars) bot = ta.lowest(bbars) dist = (top - bot) / 500 step = (top - bot) / cnum // calculate/keep channel levels levels = array.new_float(cnum + 1) for x = 0 to cnum by 1 array.set(levels, x, bot + step * x) // get the volume if there is intersection get_vol(y11, y12, y21, y22, height, vol) => nz(math.max(math.min(math.max(y11, y12), math.max(y21, y22)) - math.max(math.min(y11, y12), math.min(y21, y22)), 0) * vol / height) if barstate.islast // calculate/get volume for each channel and candle volumes = array.new_float(cnum * 2, 0.) for bars = 0 to bbars - 1 by 1 body_top = math.max(close[bars], open[bars]) body_bot = math.min(close[bars], open[bars]) itsgreen = close[bars] >= open[bars] topwick = high[bars] - body_top bottomwick = body_bot - low[bars] body = body_top - body_bot bodyvol = body * volume[bars] / (2 * topwick + 2 * bottomwick + body) topwickvol = 2 * topwick * volume[bars] / (2 * topwick + 2 * bottomwick + body) bottomwickvol = 2 * bottomwick * volume[bars] / (2 * topwick + 2 * bottomwick + body) for x = 0 to cnum - 1 by 1 array.set(volumes, x, array.get(volumes, x) + (itsgreen ? get_vol(array.get(levels, x), array.get(levels, x + 1), body_bot, body_top, body, bodyvol) : 0) + get_vol(array.get(levels, x), array.get(levels, x + 1), body_top, high[bars], topwick, topwickvol) / 2 + get_vol(array.get(levels, x), array.get(levels, x + 1), body_bot, low[bars], bottomwick, bottomwickvol) / 2) array.set(volumes, x + cnum, array.get(volumes, x + cnum) + (itsgreen ? 0 : get_vol(array.get(levels, x), array.get(levels, x + 1), body_bot, body_top, body, bodyvol)) + get_vol(array.get(levels, x), array.get(levels, x + 1), body_top, high[bars], topwick, topwickvol) / 2 + get_vol(array.get(levels, x), array.get(levels, x + 1), body_bot, low[bars], bottomwick, bottomwickvol) / 2) totalvols = array.new_float(cnum, 0.) for x = 0 to cnum - 1 by 1 array.set(totalvols, x, array.get(volumes, x) + array.get(volumes, x + cnum)) int poc = array.indexof(totalvols, array.max(totalvols)) // calculate value area totalmax = array.sum(totalvols) * percent / 100. va_total = array.get(totalvols, poc) int up = poc int down = poc for x = 0 to cnum - 1 by 1 if va_total >= totalmax break uppervol = up < cnum - 1 ? array.get(totalvols, up + 1) : 0. lowervol = down > 0 ? array.get(totalvols, down - 1) : 0. if uppervol == 0 and lowervol == 0 break if uppervol >= lowervol va_total += uppervol up += 1 up else va_total += lowervol down -= 1 down maxvol = array.max(totalvols) for x = 0 to cnum * 2 - 1 by 1 array.set(volumes, x, array.get(volumes, x) * bbars / (3 * maxvol)) // Draw VP rows var vol_bars = array.new_box(cnum * 2, na) for x = 0 to cnum - 1 by 1 box.delete(array.get(vol_bars, x)) box.delete(array.get(vol_bars, x + cnum)) array.set(vol_bars, x, box.new(bar_index - bbars + 1, array.get(levels, x + 1) - dist, bar_index - bbars + 1 + math.round(array.get(volumes, x)), array.get(levels, x) + dist, border_width=0, bgcolor=x >= down and x <= up ? vup_color : up_color)) array.set(vol_bars, x + cnum, box.new(bar_index - bbars + 1 + math.round(array.get(volumes, x)), array.get(levels, x + 1) - dist, bar_index - bbars + 1 + math.round(array.get(volumes, x)) + math.round(array.get(volumes, x + cnum)), array.get(levels, x) + dist, border_width=0, bgcolor=x >= down and x <= up ? vdown_color : down_color)) // Draw POC line and label poc_level = (array.get(levels, poc) + array.get(levels, poc + 1)) / 2 var line poc_line = na line.delete(poc_line) poc_line := line.new(bar_index - bbars + 1, poc_level, bar_index - bbars + 2, poc_level, extend=extend.right, color=poc_color, width=poc_width) if show_poc var label poc_label = na label.delete(poc_label) poc_label := label.new(bar_index + 15, poc_level, text = "POC: " + str.tostring(math.round_to_mintick(poc_level)), style = close >= poc_level ? label.style_label_up : label.style_label_down)