Volume Profile / The Trend Finder

VOLUME PROFILE / THE TREND FINDER
Volume Profile / The Trend Finder is a hybrid market analysis indicator designed to objectively identify the strongest price trend while simultaneously revealing where volume is most actively traded within that trend. It combines statistical trend detection, dynamic regression channels, and an adaptive Volume Profile that automatically aligns with the detected trend period. This indicator is built to remove guesswork from trend analysis by letting data—not fixed settings—determine the most reliable trend structure.

Core Features
🔹 Auto-Selected Trend Channel
- The indicator evaluates multiple lookback periods and automatically selects the one with the highest Pearson’s correlation (R) between price and trend direction.
- This ensures the displayed channel represents the strongest and most statistically reliable trend.
- Supports Short-Term and Long-Term Channel modes.
- Channels are calculated using logarithmic regression, making them suitable for both linear and exponential price movements.
🔹 Dynamic Regression Channel
- Midline represents the detected trend direction.
- Upper and lower bands are calculated using standard deviation, scaled by a user-defined deviation multiplier.
- Fully customizable:
- Line style (solid, dashed, dotted)
- Transparency
- Extension mode (right, left, both, or none)

Trend Strength & Statistical Confidence
📊 Pearson’s R Confidence
- Uses Pearson’s correlation coefficient to quantify how well price follows the detected trend.
- Trend strength is translated into intuitive confidence labels:
- Extremely Weak → Ultra Strong
- Optional display of the exact Pearson’s R value.
📈 Annualized Trend Return (CAGR)
- Automatically calculates the annualized return of the detected trend.
- Available on Daily and Weekly timeframes.
- Adjusts calculations based on asset type (crypto vs stocks).

Integrated Volume Profile (Adaptive)
Unlike standard fixed-range volume profiles, this indicator’s Volume Profile dynamically adapts to the auto-selected trend period.
Key Volume Profile Components:
- Point of Control (POC)
- Value Area (VA%)
- Up & Down Volume Separation
- POC Line & Label
All volume calculations account for:
- Candle body
- Upper wick
- Lower wick
Ensuring more accurate volume distribution across price levels.

Informational Table Overlay
An optional on-chart table displays:
- Auto-Selected Period (Short-Term or Long-Term)
- Trend Strength or Pearson’s R
- Annualized Trend Return (CAGR)
Fully customizable:
- Position (8 screen locations)
- Text size
- Visibility of each metric

Designed For
- Trend traders
- Swing traders
- Position traders
- Crypto and traditional market analysis
- Traders who value statistical confirmation over subjective trendlines

Important Notes
- In Long-Term Channel mode, scroll back on the chart if the channel is not immediately visible.
- To display both Short-Term and Long-Term channels simultaneously, simply load the indicator twice on your chart with different settings.

Summary
Volume Profile / The Trend Finder is a powerful all-in-one tool that:
- Detects the strongest market trend automatically
- Quantifies trend confidence statistically
- Aligns volume analysis precisely with the detected trend
- Provides actionable structural and volume-based insights
This indicator is ideal for traders who want objective, data-driven trend and volume analysis without relying on fixed parameters or subjective interpretation.