OPEN-SOURCE SCRIPT

Prev Day Volume Profile

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What the script does

Calculates yesterday’s Volume Profile from the bars on your chart (not tick data) and derives:

POC (Point of Control)

VAL (Value Area Low)

VAH (Value Area High)

Draws three horizontal lines for today:

POC in orange

VAL and VAH in purple

Adds labels on the right edge that show the level name and the exact price (e.g., POC 1.2345).

Why it’s bar-based (not tick-based)

Pine Script can’t fetch external tick/aggTrades data. The script approximates a volume profile by distributing each bar’s volume across the price bins that the bar’s high–low range covers. For “yesterday”, this produces a stable, TV-native approximation that’s usually sufficient for intraday trading.

Key inputs

Value Area %: Defaults to 0.70 (70%)—the typical value area range.

TZ Offset vs Exchange (hours): Shifts the day boundary to match your desired session (e.g., Europe/Berlin: +1 winter / +2 summer). This ensures “yesterday” means 00:00–24:00 in your target timezone.

Row Size: Manual? / Manual Row Size: If enabled, you can set the price bin size yourself. Otherwise, the script chooses a TV-like step from syminfo.mintick.

Colors & Line width: POC orange; VAL/VAH purple; configurable width.

Clause de non-responsabilité

Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.