OPEN-SOURCE SCRIPT

RS: Market Profile

Mis à jour
A Market Profile (time price opportunity) implementation with an option to mark a point of control (POC) based on volume.

Config: Hide default candles. Select a session time using exchange timezone. Experiment with tick multiplier value to achieve desired level of detail. Choose the symbols of your choice, e.g. squares or A-Z chars. For multiple sessions you will have to add additional instances of this script with a different time configuration.

Limitations: TradingView has a hard limit for the number of characters (500), if it's reached, label rendering stops. Try increasing tick multiplier value to reduce the number of labels rendered or reduce the window size.

Features:
  • Use symbols or A-Z chars for TPOs
  • Mark POC
  • Calculate Value Area (volume or time based)
  • Highlight single prints (SP)
  • Highlight VWAP
  • Show daily bar
  • Highlight Open and Close
  • Highlight current price row (during live market)
  • Highlight initial balance (IB)


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Notes de version
Removed unused text size options.
Notes de version
Remove unused attribute.
Notes de version
Cleanup unused code.
Notes de version
Touchup
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Update chart
Notes de version
Make sure the script works on free accounts.
Notes de version
  • Extend VAH/VAL and POC lines (disabled by default)
  • Mark period opening price, either use case swap or '0' character (disabled by default)


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Notes de version
Fix house rules violation
Notes de version
Update the chart
Notes de version
Bugfix: terminate extension lines even for 24h sessions
Notes de version
  • Introduce weekly and monthly profiles
  • Add value area percentage input


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Notes de version
  • Add option to split the profile (available only if A-Za-z rendering is selected)

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Notes de version
Introduce a "Fixed" range timeframe (arbitrary start/end date profile)

E.g. snapshot
Notes de version
Add option to show volume numbers in "Fixed" market profile mode

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Notes de version
Add background for fixed range

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Notes de version
Improve closing price marking in A-Za-z profiles
Notes de version
  • Add high/low extension lines (hidden by default)
  • Simplify lower TF logic (volume)
Notes de version
Use all or nothing for VP
Notes de version
Allow to show midpoint extension line (hidden by default).

Midpoint calculation algorithm can be either:
  • High/Low based (midpoint)
  • TPOs count based (similar count on both sides)


snapshot
Notes de version
Add an option to choose the time settings in a specific timezone (defaults to exchange timezone).
Notes de version
Add possibility to render intraday profiles.
To use this feature, select Timeframe -> Intraday. Set desired Profile length in minutes value, the default is 60 (1 hour).
marketprofileTPOVolume Profile

Script open-source

Dans le plus pur esprit TradingView, l'auteur de ce script l'a publié en open-source, afin que les traders puissent le comprendre et le vérifier. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais la réutilisation de ce code dans une publication est régie par nos Règles. Vous pouvez le mettre en favori pour l'utiliser sur un graphique.

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