VWAP Volume Profile [BigBeluga]🔵 OVERVIEW
VWAP Volume Profile is an advanced hybrid of the VWAP and volume profile concepts. It visualizes how volume accumulates relative to VWAP movement—separating rising (+VWAP) and declining (−VWAP) activity into two mirrored horizontal profiles. It highlights the dominant price bins (POCs) where volume peaked during each directional phase, helping traders spot hidden accumulation or distribution zones.
🔵 CONCEPTS
VWAP-Driven Profiling: Unlike standard volume profiles, this tool segments volume based on VWAP movement—accumulating positive or negative volume depending on VWAP slope.
Dual-Sided Profiles: Profiles expand horizontally to the right of price. Separate bins show rising (+) and falling (−) VWAP volume.
Bin Logic: Volume is accumulated into defined horizontal bins based on VWAP’s position relative to price ranges.
Gradient Coloring: Volume bars are colored with a dynamic gradient to emphasize intensity and direction.
POC Highlighting: The highest-volume bin in each profile type (+/-) is marked with a transparent box and label.
Contextual VWAP Line: VWAP is plotted and dynamically colored (green = rising, orange = falling) for instant trend context.
Candle Overlay: Price candles are recolored to match the VWAP slope for full visual integration.
🔵 FEATURES
Dual-sided horizontal volume profiles based on VWAP slope.
Supports rising VWAP , falling VWAP , or both simultaneously.
Customizable number of bins and lookback period.
Dynamically colored VWAP line to show rising/falling bias.
POC detection and labeling with volume values for +VWAP and −VWAP.
Candlesticks are recolored to match VWAP bias for intuitive momentum tracking.
Optional background boxes with customizable styling.
Adaptive volume scaling to normalize bar length across markets.
🔵 HOW TO USE
Use POC zones to identify high-volume consolidation areas and potential support/resistance levels.
Watch for shifts in VWAP direction and observe how volume builds differently during uptrends and downtrends.
Use the gradient profile shape to detect accumulation (widening volume below price) or distribution (above price).
Use candle coloring for real-time confirmation of VWAP bias.
Adjust the profile period or bin count to fit your trading style (e.g., intraday scalping or swing trading).
🔵 CONCLUSION
VWAP Volume Profile merges two essential concepts—volume and VWAP—into a single, high-precision tool. By visualizing how volume behaves in relation to VWAP movement, it uncovers hidden dynamics often missed by traditional profiles. Perfect for intraday and swing traders who want a more nuanced read on market structure, trend strength, and volume flow.
Volumelevel
Multi-Layer Volume Profile [BigBeluga]A powerful multi-resolution volume analysis tool that stacks multiple profiles of historical trading activity to reveal true market structure.
This indicator breaks down total and delta volume distribution across time at four adjustable depths — enabling traders to spot major POCs, volume shelves, and zones of price acceptance or rejection with unmatched clarity.
🔵 KEY FEATURES
Multi-Layer Volume Profiles:
Up to 4 separate volume profiles are stacked on the chart:
- Profile 1: Full period
- Profile 2: Half-length
- Profile 3: Quarter-length
- Profile 4: One-eighth-length
This layering helps traders assess confluence across different time horizons.
Custom Bin Resolution:
Each profile uses a customizable number of bins to control visual precision.
More bins = higher granularity, fewer bins = smoother profile.
Precise POC Highlighting:
The price level with the maximum traded volume in each profile is highlighted with a thick blue POC line.
This key level shows the most accepted price for each period.
Total and Delta Volume Labels:
- Total Volume: Displays cumulative volume over the profile period at the top of the profile box.
- Delta Volume: The difference between bullish and bearish volume is labeled at the base, showing directional pressure.
Positive delta = buyer dominance, negative delta = seller dominance.
Range Levels:
Each profile includes horizontal reference lines showing its high, low, bounds.
These edges often align with price reaction zones and become future resistance/support.
🔵 HOW IT WORKS
For each active profile, the indicator:
- Collects price range (highs/lows) across the selected `length`
- Divides this range into equal bins
- Assigns volume into bins based on candle close location
- Aggregates volume per bin to form the profile (polylines)
Separately tracks:
- Total volume (sum of all candles in range)
- Delta volume (sum of candle volumes: positive for bullish, negative for bearish closes)
Highlights the bin with maximum volume (POC)
and marks it with a thick blue line.
Adds auxiliary lines for high/low of each profile box
and total/delta volume tags with tooltips.
🔵 USAGE
Spot Acceptance Zones:
Thick, flat areas on the profile show where price stayed longest — ideal for building positions.
Identify Rejection Zones:
Thin volume areas signal price rejection and are often used for stop placement or entries.
Delta Confirmation:
Use strong positive/negative delta readings as directional bias confirmation for breakout trades.
Confluence Detection:
Watch for overlapping POCs between layers to identify extremely strong support/resistance zones.
🔵 CONCLUSION
Multi-Layer Volume Profile equips traders with a deeply layered market structure view.
Whether you're scalping intraday levels or analyzing macro support zones, the ability to stack volume perspectives, visualize directional delta, and anchor POCs provides an edge in anticipating market moves.
Use this tool to validate entries, confirm structure, and make more informed, volume-aware trading decisions.
Price Map Profile [BigBeluga]An advanced volume-based tool designed to map out how trading activity is distributed across price levels. It combines dynamic volume profiling with structural pivot detection to highlight key levels of interest in the market — including hidden support/resistance zones and dominant liquidity areas.
Unlike traditional volume profiles locked to fixed sessions, this indicator continuously processes historical bars to build a real-time "map" of volume distribution. It intelligently reveals where buyers and sellers were most active, helping traders pinpoint high-impact zones with clarity.
🔵 KEY FEATURES
Creates a volume map profile by scanning price action over a defined lookback window (`length`).
Divides price vertically into volume bins (default: 100) and aggregates either total volume or bar count per bin.
Bins are plotted as horizontal zones extending to the right of the chart — wider offset means more volume at that price.
Each zone is color-coded using gradients to represent volume magnitude:
- Below average volume = cool tones (blue/teal)
- Above average volume = warm tones (red/orange)
The highest volume bin is highlighted with a red label showing the exact volume, helping to identify strong price agreement.
Detects pivot highs and lows using a 15-bar swing method, marking them as potential S/R levels.
If a pivot level is located inside a low-volume zone (volume < average), it is emphasized with a dashed line and label .
Pivot line color matches direction:
- High pivots = yellow
- Low pivots = aqua
The volume of the bin containing the pivot is shown alongside the pivot, providing volume context for the structural level.
Filters out nearby duplicate pivots using ATR-based distance checks to ensure clean and non-redundant signals.
🔵 HOW TO USE
Use the wide red zones as liquidity and consolidation areas where price may stall, reverse, or absorb volume.
Pivot-based dashed lines within low-volume zones highlight hidden support/resistance levels where price may react sharply.
Combine this indicator with trend or order flow tools to validate reversal or breakout setups .
Switch between Volume and Frequency modes to adapt to the type of data your asset provides.
🔵 CONCLUSION
The Price Map Profile transforms raw volume into an actionable visual map. By aligning volume depth with key market structure levels, it helps traders identify where market participants are most active — and where hidden inefficiencies lie. Ideal for traders seeking precision entries, dynamic S/R zones, and deeper volume structure insight.
