VPOC Harmonics - Liquidity-Weighted Price / Time RatiosVPOC Harmonics - Liquidity-Weighted Price / Time Ratios
Summary
This indicator transforms a swingโs price range, duration, and liquidity profile into a structured set of price-per-bar ratios. By anchoring two points and manually entering the swingโs VPOC (highest-volume price), it generates candidate compression values that unify price, time, and liquidity structure. These values can be applied to chart scaling, harmonic testing, and liquidity-aware market geometry.
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Overview
Most swing analysis tools only consider price (ฮP) and time (N bars). This script goes further by incorporating the VPOC (Point of Control) โ the price with the highest traded volume โ directly into swing geometry.
โข Anchors define the swingโs Low (L), High (H), and bar count (N).
โข The user manually enters the VPOC (highest-volume price).
โข The indicator then computes a suite of ratios that integrate range, duration, and liquidity placement.
The output is a table of liquidity-weighted price-per-bar candidates, designed for compression testing and harmonic analysis across swings and instruments.
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How to Use
1. Select a Swing
- Place Anchor A and Anchor B to define the swingโs Low, High, and bar count.
2. Find the VPOC
- Apply TradingViewโs Fixed Range Volume Profile tool over the same swing.
- Identify the Point of Control (POC) โ the price level with the highest traded volume.
3. Enter the VPOC
- Manually input the POC into the indicator settings.
4. Review Outputs
- The table will display candidate ratios expressed mainly as price-per-bar values.
5. Apply in Practice
- Use the ratios as chart compression inputs or as benchmarks for testing harmonic alignments across swings.
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Outputs
Swing & Inputs
โข Bars (N): total bar count of the swing.
โข Low (L): swing low price.
โข High (H): swing high price.
โข ฮP = H โ L: price range.
โข Mid = (L + H) รท 2: midpoint price.
โข VPOC (V): user-entered highest-volume price.
โข Base slope s0 = ฮP รท N: average change per bar.
โข ฯ-adjusted slope sฯ = (ฯ ร ฮP) รท (2 ร N): slope adjusted for half-cycle arc geometry.
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VPOC Harmony Ratios (L, H, V, N)
โข ฮป = (V โ L) รท ฮP: normalized VPOC position within the range.
โข R = (V โ L) รท (H โ V): symmetry ratio comparing lower vs. upper segment.
โข s1 = (V โ L) รท N: slope from Low โ VPOC.
โข s2 = (H โ V) รท N: slope from VPOC โ High.
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Blended Means (s1, s2)
These combine the two segment slopes in different ways:
โข HM(s1,s2) = 2 รท (1/s1 + 1/s2): Harmonic mean, emphasizes the smaller slope.
โข GM(s1,s2) = sqrt(s1 ร s2): Geometric mean, balances both slopes proportionally.
โข RMS(s1,s2) = sqrt((s1ยฒ + s2ยฒ) รท 2): Root-mean-square, emphasizes the larger slope.
โข L2 = sqrt(s1ยฒ + s2ยฒ): Euclidean norm, the vector length of both slopes combined.
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Slope Blends
โข Quadratic weighting: s_quad = s0 ร ((VโL)ยฒ + (HโV)ยฒ) รท (ฮPยฒ)
โข Tilted slope: s_tilt = s0 ร (0.5 + ฮป)
โข Entropy-scaled slope: s_ent = s0 ร H2(ฮป), with H2(ฮป) = โ
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Curvature & Liquidity Extensions
โข ฯ-arc ร ฮป: s_arc = sฯ ร ฮป
โข Liquidity-ฯ: s_piV = sฯ ร (V รท Mid)
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Scale-Normalized Families
With k = sqrt(H รท L):
โข k (scale factor) = sqrt(H รท L)
โข s_comp = s0 รท k: compressed slope candidate
โข s_exp = s0 ร k: expanded slope candidate
โข Exponentiated blends:
- s_kฮป = s0 ร k^(2ฮปโ1)
- s_ฯฮป = s0 ร ฯ^(2ฮปโ1), with ฯ = golden ratio โ 1.618
- s_โ2ฮป = s0 ร (โ2)^(2ฮปโ1)
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Practical Application
All formulas generate liquidity-weighted price-per-bar ratios that integrate range, time, and VPOC placement.
These values are designed for:
โข Chart compression settings
โข Testing harmonic alignments across swings
โข Liquidity-aware scaling experiments
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Penunjuk Pine Scriptยฎ






















