Global Markets Volume Profile for Intraday Trading for ThinkOrSwim

[SHJ]

Hi everyone,

Here is a script that plots the intraday Volume Profile for each major global trading session:

# Detect the start of each global trading session (Times in Eastern/ET)

# Asian Session / Tokyo Open (19:00 / 7:00 PM ET)
def sessionAsian = SecondsFromTime(1900) >= 0 and SecondsFromTime(1900)[1] < 0;
AddVerticalLine(SecondsFromTime(1900) == 0,"TYO", Color.Gray, Curve.Points);

# European Session / London Open (03:00 / 3:00 AM ET)
def sessionEuro = SecondsFromTime(0300) >= 0 and SecondsFromTime(0300)[1] < 0;
AddVerticalLine(SecondsFromTime(0300) == 0,"LDN", Color.Gray, Curve.Points);

# US Session / New York Open (09:30 / 9:30 AM ET)
def sessionUS = SecondsFromTime(0930) >= 0 and SecondsFromTime(0930)[1] < 0;
AddVerticalLine(SecondsFromTime(0930) == 0,"NYC", Color.Gray, Curve.Points);

# Combine session triggers into a single profile reset command
def triggerNewProfile = sessionAsian or sessionEuro or sessionUS;

# Generate the custom session-bracketed volume profiles
profile vol = VolumeProfile("startnewprofile" = triggerNewProfile, "onExpansion" = no, "numberOfProfiles" = 1000);

# Display the profile histogram in dark gray
vol.Show("color" = Color.Dark_Gray);