Go with the "Flow"...

netarchitech · Mar 16, 2025

Order Flow...It's how the big boys trade...Buy...Sell...Long...Short...Up...Down...In the end, it's all about the Benjamins...

Is there a learning curve involved? Yeah...but if you can learn to trade Indicators, you can learn to trade the "Flow"...

The following videos will give you an idea of what it takes to start trading the "Flow"...

Intro:

(6:45 mins)

"Reading the Tape":

(8:59 mins)

Live Trading:

(9:06 mins)

An initial investment in time (25 mins) is a small price to pay for something that could very well be a game-changer...

https://player.vimeo.com/video/56924110?h=bf354c0726

https://www.jumpstarttrading.com/volume-delta/

https://usethinkscript.com/threads/market_delta-for-thinkorswim.17728/#post-137045

https://www.youtube.com/playlist?list=PLBVwIU37953qr7DBLMJVXqcaVrJAaQy3D

FYI: There is a company called MarketWebs and they have come up with a very interesting tool combining both Volume Profile and Time Profile to create the Hybrid Volume Profile & Value Area (see below)...

Unfortunately, it is not available for Thinkorswim

However, it is available for TradingView, but it is not open source, so the amazing @samer800 will not be able to convert it...

Why am I posting this then? I believe in addition to @samer800, there are some very talented Thinkscripters out there, @SleepyZ comes to mind, that might just be able to pull together a Hybrid Volume Profile...

While I am far less skilled than @SleepyZ or @samer800, I have begun to research and assemble any and all information to assess whether or not I can at least approximate MarketWebs' HVP...This would be an ambitious stretch for me, but nothing ventured, nothing gained...

I will use this thread as a quasi-journal to keep those whom might be interested in the uTS Community up to date as developments arise...If anyone interested happens to read this, feel free to post your questions and I'll do my best to answer them...

Good Luck and Good Trading

netarchitech · Mar 18, 2025

3/18/2025 Update #2:

Another step closer...I believe I've successfully merged the two scripts, but there appear to be couple of bugs...For some reason, the Predictive POC's (Magenta lines) are not labeled, but all of the Predictive HVA's and LVA's are...

Also, the latest Custom Start Time POC (Green lines) is labeled as a Predictive POC...

Code:

input begin = 1800;

input pricePerRowHeightMode = {AUTOMATIC, default TICKSIZE};
def height;
switch (pricePerRowHeightMode) {
case AUTOMATIC:
    height = PricePerRow.AUTOMATIC;
case TICKSIZE:
    height = PricePerRow.TICKSIZE;
}

def height2 = PricePerRow.AUTOMATIC;

def rth  = SecondsFromTime(begin) == 0 and secondsTillTime(begin)==0;

input timePerProfile = {CHART, MINUTE, HOUR, default DAY, WEEK, MONTH, "OPT EXP", BAR};
input multiplier = 1;
input profiles = 2;
input valueAreaPercent = 70;

def period;
def yyyymmdd = GetYYYYMMDD();
def seconds = SecondsFromTime(0);
def month = GetYear() * 12 + GetMonth();
def day_number = DaysFromDate(First(yyyymmdd)) + GetDayOfWeek(First(yyyymmdd));
def dom = GetDayOfMonth(yyyymmdd);
def dow = GetDayOfWeek(yyyymmdd - dom + 1);
def expthismonth = (if dow > 5 then 27 else 20) - dow;
def exp_opt = month + (dom > expthismonth);
switch (timePerProfile) {
case CHART:
    period = 0;
case MINUTE:
    period = Floor(seconds / 60 + day_number * 24 * 60);
case HOUR:
    period = Floor(seconds / 3600 + day_number * 24);
case DAY:
    period = CountTradingDays(Min(First(yyyymmdd), yyyymmdd), yyyymmdd) - 1;
case WEEK:
    period = Floor(day_number / 7);
case MONTH:
    period = Floor(month - First(month));
case "OPT EXP":
    period = exp_opt - First(exp_opt);
case BAR:
    period = BarNumber() - 1;
}

profile vol = VolumeProfile("startNewProfile" = rth, "onExpansion" = no, "numberOfProfiles" = 1000, pricePerRow = height);

def count = CompoundValue(1, if period != period[1] then (count[1] + period - period[1]) % multiplier else count[1], 0);
def cond = count < count[1] + period - period[1];
profile vol2 = VolumeProfile("startNewProfile" = cond, "numberOfProfiles" = profiles, "pricePerRow" = height2, "value area percent" = valueAreaPercent, onExpansion = no);

def pca      = if IsNaN(vol.GetPointOfControl())   then pca[1] else vol.GetPointOfControl();
def hVA      = if IsNaN(vol.GetHighestValueArea()) then hVA[1] else vol.GetHighestValueArea();
def lVA      = if IsNaN(vol.GetLowestValueArea())  then lVA[1] else vol.GetLowestValueArea();

def HVA2 = if IsNaN(vol.GetHighestValueArea()) then HVA2[1] else vol.GetHighestValueArea();
def pHVA = CompoundValue(1, if cond then HVA2[1] else pHVA[1], Double.NaN);
def LVA2 = if IsNaN(vol.GetLowestValueArea()) then LVA[1] else vol.GetLowestValueArea();
def pLVA = CompoundValue(1, if cond then LVA2[1] else pLVA[1], Double.NaN);
    
def poc = if !rth or IsNaN(close) then poc[1] else pca;
def ub  = if !rth or IsNaN(close) then ub[1]  else hVA;
def lb  = if !rth or IsNaN(close) then lb[1]  else lVA;
    
plot VPOC = poc;
plot VAH  = ub;
plot VAL  = lb;

VPOC.SetDefaultColor(Color.GREEN);
VAH.SetDefaultColor(Color.ORANGE);
VAL.SetDefaultColor(Color.ORANGE);
VPOC.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
VAH.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
VAL.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
VPOC.SetLineWeight(2);
VAH.SetLineWeight(2);
VAL.SetLineWeight(2);

plot PrevVHVA = pHVA;
plot PrevVLVA = pLVA;
PrevVHVA.SetDefaultColor(Color.YELLOW);
PrevVLVA.SetDefaultColor(Color.YELLOW);
PrevVHVA.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
PrevVLVA.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
PrevVHVA.SetLineWeight(2);
PrevVLVA.SetLineWeight(2);

#Prior Day POC Calculated
def POC2 = if IsNaN(vol.GetPointOfControl()) then POC2[1] else vol.GetPointOfControl();
def pPOC = CompoundValue (1, if cond then POC2[1] else pPOC[1], Double.NaN);

plot PrevVPOC = pPOC;
PrevVPOC.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
PrevVPOC.SetDefaultColor(Color.MAGENTA);
PrevVPOC.SetLineWeight(2);

input showpointofcontrol = yes;
input showvaluearea = no; #yes;
input showvolumehistogram = yes;
input opacity = 50;

vol.Show(CreateColor(0, 102, 204), if showpointofcontrol then Color.GREEN else Color.CURRENT, if showvaluearea then Color.YELLOW else Color.CURRENT, if showvolumehistogram then opacity else 0);

#def hProfile = if IsNaN(vol.GetHighest()) then hProfile[1] else vol.GetHighest();
#def lProfile = if IsNaN(vol.GetLowest())  then lProfile[1] else vol.GetLowest();

#plot ProfileHigh =  hprofile;
#plot ProfileLow  =  lprofile;

#ProfileHigh.SetDefaultColor(Color.WHITE); #(Color.GREEN);
#ProfileLow.SetDefaultColor(Color.WHITE); #(Color.RED);
#ProfileHigh.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
#ProfileLow.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);

input bubbles    = no; #yes;
def bubblemover  = BarNumber() == HighestAll(BarNumber()) and bubbles;

AddChartBubble(bubblemover or PrevVHVA != PrevVHVA[-1], PrevVHVA, "PVHVA", PrevVHVA.TakeValueColor());
AddChartBubble(bubblemover or PrevVLVA != PrevVLVA[-1], PrevVLVA, "PVLVA", PrevVLVA.TakeValueColor());
AddChartBubble(bubblemover, PrevVPOC, "PVPOC", PrevVPOC.TakeValueColor());

Any thoughts, comments or suggestions are welcome...

netarchitech · Mar 19, 2025

3/19/2025 Update #3

While I would prefer to report another step closer, unfortunately I've run into what I believe are infrastructure issues...The TOS Servers and the Single Java Process are coughing up hairballs trying to run the latest iteration...

With that said, I'm thinking I need to refactor the script and see if I can somehow make it less onerous...In the spirit of Crowdsourcing, I would like to invite you to take it for a spin...Please be forewarned, it might bring your computer to its' knees...

If you do decide to go ahead and run it, please report back here and let know how it goes for you...Thanks in advance...

As far as the "Changelog" goes, this edition attempts to add in the ability to spot the ever-elusive Naked Virgin POCs:

Code:

# filename: _VP_TPO_and_the_Naked_Virgins_
# source: https://usethinkscript.com/threads/go-with-the-flow.20732/post-151661
# source: https://usethinkscript.com/threads/extend-point-of-control-line-volume-profile-for-thinkorswim.10893/post-106420

input begin = 1800;

input pricePerRowHeightMode = {AUTOMATIC, default TICKSIZE};
def height;
switch (pricePerRowHeightMode) {
case AUTOMATIC:
    height = PricePerRow.AUTOMATIC;
case TICKSIZE:
    height = PricePerRow.TICKSIZE;
}

def height2 = PricePerRow.AUTOMATIC;

def rth  = SecondsFromTime(begin) == 0 and secondsTillTime(begin)==0;

input timePerProfile = {CHART, MINUTE, HOUR, default DAY, WEEK, MONTH, "OPT EXP", BAR};
input multiplier = 1;
input profiles = 2;
input valueAreaPercent = 70;

def period;
def yyyymmdd = GetYYYYMMDD();
def seconds = SecondsFromTime(0);
def month = GetYear() * 12 + GetMonth();
def day_number = DaysFromDate(First(yyyymmdd)) + GetDayOfWeek(First(yyyymmdd));
def dom = GetDayOfMonth(yyyymmdd);
def dow = GetDayOfWeek(yyyymmdd - dom + 1);
def expthismonth = (if dow > 5 then 27 else 20) - dow;
def exp_opt = month + (dom > expthismonth);
switch (timePerProfile) {
case CHART:
    period = 0;
case MINUTE:
    period = Floor(seconds / 60 + day_number * 24 * 60);
case HOUR:
    period = Floor(seconds / 3600 + day_number * 24);
case DAY:
    period = CountTradingDays(Min(First(yyyymmdd), yyyymmdd), yyyymmdd) - 1;
case WEEK:
    period = Floor(day_number / 7);
case MONTH:
    period = Floor(month - First(month));
case "OPT EXP":
    period = exp_opt - First(exp_opt);
case BAR:
    period = BarNumber() - 1;
}

profile vol = VolumeProfile("startNewProfile" = rth, "onExpansion" = no, "numberOfProfiles" = 1000, pricePerRow = height);

def count = CompoundValue(1, if period != period[1] then (count[1] + period - period[1]) % multiplier else count[1], 0);
def cond = count < count[1] + period - period[1];
profile vol2 = VolumeProfile("startNewProfile" = cond, "numberOfProfiles" = profiles, "pricePerRow" = height2, "value area percent" = valueAreaPercent, onExpansion = no);

def pca      = if IsNaN(vol.GetPointOfControl())   then pca[1] else vol.GetPointOfControl();
def hVA      = if IsNaN(vol.GetHighestValueArea()) then hVA[1] else vol.GetHighestValueArea();
def lVA      = if IsNaN(vol.GetLowestValueArea())  then lVA[1] else vol.GetLowestValueArea();

def HVA2 = if IsNaN(vol.GetHighestValueArea()) then HVA2[1] else vol.GetHighestValueArea();
def pHVA = CompoundValue(1, if cond then HVA2[1] else pHVA[1], Double.NaN);
def LVA2 = if IsNaN(vol.GetLowestValueArea()) then LVA[1] else vol.GetLowestValueArea();
def pLVA = CompoundValue(1, if cond then LVA2[1] else pLVA[1], Double.NaN);
    
def poc = if !rth or IsNaN(close) then poc[1] else pca;
def ub  = if !rth or IsNaN(close) then ub[1]  else hVA;
def lb  = if !rth or IsNaN(close) then lb[1]  else lVA;
    
plot VPOC = poc;
plot VAH  = ub;
plot VAL  = lb;

VPOC.SetDefaultColor(Color.GREEN);
VAH.SetDefaultColor(Color.ORANGE);
VAL.SetDefaultColor(Color.ORANGE);
VPOC.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
VAH.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
VAL.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
VPOC.SetLineWeight(2);
VAH.SetLineWeight(2);
VAL.SetLineWeight(2);

plot PrevVHVA = pHVA;
plot PrevVLVA = pLVA;
PrevVHVA.SetDefaultColor(Color.YELLOW);
PrevVLVA.SetDefaultColor(Color.YELLOW);
PrevVHVA.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
PrevVLVA.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
PrevVHVA.SetLineWeight(2);
PrevVLVA.SetLineWeight(2);

#Prior Day POC Calculated
def POC2 = if IsNaN(vol.GetPointOfControl()) then POC2[1] else vol.GetPointOfControl();
def pPOC = CompoundValue (1, if cond then POC2[1] else pPOC[1], Double.NaN);

plot PrevVPOC = pPOC;
PrevVPOC.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
PrevVPOC.SetDefaultColor(Color.MAGENTA);
PrevVPOC.SetLineWeight(2);

input showpointofcontrol = yes;
input showvaluearea = no; #yes;
input showvolumehistogram = yes;
input opacity = 50;

vol.Show(CreateColor(0, 102, 204), if showpointofcontrol then Color.GREEN else Color.CURRENT, if showvaluearea then Color.YELLOW else Color.CURRENT, if showvolumehistogram then opacity else 0);

#def hProfile = if IsNaN(vol.GetHighest()) then hProfile[1] else vol.GetHighest();
#def lProfile = if IsNaN(vol.GetLowest())  then lProfile[1] else vol.GetLowest();

#plot ProfileHigh =  hprofile;
#plot ProfileLow  =  lprofile;

#ProfileHigh.SetDefaultColor(Color.WHITE); #(Color.GREEN);
#ProfileLow.SetDefaultColor(Color.WHITE); #(Color.RED);
#ProfileHigh.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
#ProfileLow.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);

#input bubbles    = no; #yes;
#def bubblemover  = BarNumber() == HighestAll(BarNumber()) and bubbles;

#AddChartBubble(bubblemover or PrevVHVA != PrevVHVA[-1], PrevVHVA, "PVHVA", PrevVHVA.TakeValueColor());
#AddChartBubble(bubblemover or PrevVLVA != PrevVLVA[-1], PrevVLVA, "PVLVA", PrevVLVA.TakeValueColor());
#AddChartBubble(bubblemover, PrevVPOC, "PVPOC", PrevVPOC.TakeValueColor());


script v {
    input daysback = 1;
    def volp = reference VolumeProfile("time per profile" = "DAY", "on expansion" = no, "price per row height mode" = "TICKSIZE");
    def ymd  = GetYYYYMMDD();
    def y    = if ymd != ymd[1] then y[1] + 1 else y[1];
    def pc   = if IsNaN(close)
               then pc[1]
               else if y == HighestAll(y) - daysback
               then volp
               else pc[1];
    plot x    = if y > HighestAll(y) - daysback and
                (Between(pc, low, high) or close crosses pc)
                then BarNumber()
                else Double.NaN;

    plot poc = if IsNaN(LowestAll(x))
               then pc
               else if BarNumber() > LowestAll(x)
               then Double.NaN
               else pc;
}

DefineGlobalColor("H", Color.YELLOW);
DefineGlobalColor("L", Color.YELLOW);
DefineGlobalColor("P", Color.MAGENTA);
DefineGlobalColor("NB", Color.WHITE);

input shownakedonly = yes;
input start         = 0;

plot v1 = if shownakedonly and !IsNaN(LowestAll(v(1 + start).x)) then Double.NaN else v(1 + start).poc;
v1.AssignValueColor(if IsNaN(LowestAll(v(1 + start).x)) then GlobalColor("NB") else GlobalColor("P"));
v1.SetPaintingStrategy(PaintingStrategy.DASHES);
v1.SetLineWeight(2);

plot v2 =  if shownakedonly and !IsNaN(LowestAll(v(2 + start).x)) then Double.NaN else v(2 + start).poc;
v2.AssignValueColor(if IsNaN(LowestAll(v(2 + start).x)) then GlobalColor("NB") else GlobalColor("P"));
v2.SetPaintingStrategy(PaintingStrategy.DASHES);
v2.SetLineWeight(2);

plot v3 =  if shownakedonly and !IsNaN(LowestAll(v(3 + start).x)) then Double.NaN else v(3 + start).poc;
v3.AssignValueColor(if IsNaN(LowestAll(v(3 + start).x)) then GlobalColor("NB") else GlobalColor("P"));
v3.SetPaintingStrategy(PaintingStrategy.DASHES);
v3.SetLineWeight(2);

plot v4 =  if shownakedonly and !IsNaN(LowestAll(v(4 + start).x)) then Double.NaN else v(4 + start).poc;
v4.AssignValueColor(if IsNaN(LowestAll(v(4 + start).x)) then GlobalColor("NB") else GlobalColor("P"));
v4.SetPaintingStrategy(PaintingStrategy.DASHES);
v4.SetLineWeight(2);

plot v5 =  if shownakedonly and !IsNaN(LowestAll(v(5 + start).x)) then Double.NaN else v(5  + start).poc;
v5.AssignValueColor(if IsNaN(LowestAll(v(5 + start).x)) then GlobalColor("NB") else GlobalColor("P"));
v5.SetPaintingStrategy(PaintingStrategy.DASHES);
v5.SetLineWeight(2);

plot v6 =  if shownakedonly and !IsNaN(LowestAll(v(6 + start).x)) then Double.NaN else v(6 + start).poc;
v6.AssignValueColor(if IsNaN(LowestAll(v(6 + start).x)) then GlobalColor("NB") else GlobalColor("P"));
v6.SetPaintingStrategy(PaintingStrategy.DASHES);
v6.SetLineWeight(2);

plot v7 =  if shownakedonly and !IsNaN(LowestAll(v(7 + start).x)) then Double.NaN else v(7 + start).poc;
v7.AssignValueColor(if IsNaN(LowestAll(v(7 + start).x)) then GlobalColor("NB") else GlobalColor("P"));
v7.SetPaintingStrategy(PaintingStrategy.DASHES);
v7.SetLineWeight(2);

plot v8 =   if shownakedonly and !IsNaN(LowestAll(v(8 + start).x)) then Double.NaN else v(8 + start).poc;
v8.AssignValueColor(if IsNaN(LowestAll(v(8 + start).x)) then GlobalColor("NB") else GlobalColor("P"));
v8.SetPaintingStrategy(PaintingStrategy.DASHES);
v8.SetLineWeight(2);

plot v9 =  if shownakedonly and !IsNaN(LowestAll(v(9 + start).x)) then Double.NaN else v(9 + start).poc;
v9.AssignValueColor(if IsNaN(LowestAll(v(9 + start).x)) then GlobalColor("NB") else GlobalColor("P"));
v9.SetPaintingStrategy(PaintingStrategy.DASHES);
v9.SetLineWeight(2);

plot v10 =  if shownakedonly and !IsNaN(LowestAll(v(10 + start).x)) then Double.NaN else v(10 + start).poc;
v10.AssignValueColor(if IsNaN(LowestAll(v(10 + start).x)) then GlobalColor("NB") else GlobalColor("P"));
v10.SetPaintingStrategy(PaintingStrategy.DASHES);
v10.SetLineWeight(2);

At this time, I would like to recognize and thank @SleepyZ for the scripts that have made all this possible...Thank you, sir!

Good Luck and Good Trading

dirtyrug · Mar 19, 2025

hi, this is interesting. can you tell me what the volume graph is mainly for? its only volume or other things are considered, like order flow? also should i have the T&S up along with this? trying to understand what i should do with it! thank you.

snoopydoopy · Mar 19, 2025

netarchitech said:

3/19/2025 Update #3

While I would prefer to report another step closer, unfortunately I've run into what I believe are infrastructure issues...The TOS Servers and the Single Java Process are coughing up hairballs trying to run the latest iteration...

With that said, I'm thinking I need to refactor the script and see if I can somehow make it less onerous...In the spirit of Crowdsourcing, I would like to invite you to take it for a spin...Please be forewarned, it might bring your computer to its' knees...

If you do decide to go ahead and run it, please report back here and let know how it goes for you...Thanks in advance...

As far as the "Changelog" goes, this edition attempts to add in the ability to spot the ever-elusive Naked Virgin POCs:

Code:

# filename: _VP_TPO_and_the_Naked_Virgins_
# source: https://usethinkscript.com/threads/go-with-the-flow.20732/post-151661
# source: https://usethinkscript.com/threads/extend-point-of-control-line-volume-profile-for-thinkorswim.10893/post-106420

input begin = 1800;

input pricePerRowHeightMode = {AUTOMATIC, default TICKSIZE};
def height;
switch (pricePerRowHeightMode) {
case AUTOMATIC:
    height = PricePerRow.AUTOMATIC;
case TICKSIZE:
    height = PricePerRow.TICKSIZE;
}

def height2 = PricePerRow.AUTOMATIC;

def rth  = SecondsFromTime(begin) == 0 and secondsTillTime(begin)==0;

input timePerProfile = {CHART, MINUTE, HOUR, default DAY, WEEK, MONTH, "OPT EXP", BAR};
input multiplier = 1;
input profiles = 2;
input valueAreaPercent = 70;

def period;
def yyyymmdd = GetYYYYMMDD();
def seconds = SecondsFromTime(0);
def month = GetYear() * 12 + GetMonth();
def day_number = DaysFromDate(First(yyyymmdd)) + GetDayOfWeek(First(yyyymmdd));
def dom = GetDayOfMonth(yyyymmdd);
def dow = GetDayOfWeek(yyyymmdd - dom + 1);
def expthismonth = (if dow > 5 then 27 else 20) - dow;
def exp_opt = month + (dom > expthismonth);
switch (timePerProfile) {
case CHART:
    period = 0;
case MINUTE:
    period = Floor(seconds / 60 + day_number * 24 * 60);
case HOUR:
    period = Floor(seconds / 3600 + day_number * 24);
case DAY:
    period = CountTradingDays(Min(First(yyyymmdd), yyyymmdd), yyyymmdd) - 1;
case WEEK:
    period = Floor(day_number / 7);
case MONTH:
    period = Floor(month - First(month));
case "OPT EXP":
    period = exp_opt - First(exp_opt);
case BAR:
    period = BarNumber() - 1;
}

profile vol = VolumeProfile("startNewProfile" = rth, "onExpansion" = no, "numberOfProfiles" = 1000, pricePerRow = height);

def count = CompoundValue(1, if period != period[1] then (count[1] + period - period[1]) % multiplier else count[1], 0);
def cond = count < count[1] + period - period[1];
profile vol2 = VolumeProfile("startNewProfile" = cond, "numberOfProfiles" = profiles, "pricePerRow" = height2, "value area percent" = valueAreaPercent, onExpansion = no);

def pca      = if IsNaN(vol.GetPointOfControl())   then pca[1] else vol.GetPointOfControl();
def hVA      = if IsNaN(vol.GetHighestValueArea()) then hVA[1] else vol.GetHighestValueArea();
def lVA      = if IsNaN(vol.GetLowestValueArea())  then lVA[1] else vol.GetLowestValueArea();

def HVA2 = if IsNaN(vol.GetHighestValueArea()) then HVA2[1] else vol.GetHighestValueArea();
def pHVA = CompoundValue(1, if cond then HVA2[1] else pHVA[1], Double.NaN);
def LVA2 = if IsNaN(vol.GetLowestValueArea()) then LVA[1] else vol.GetLowestValueArea();
def pLVA = CompoundValue(1, if cond then LVA2[1] else pLVA[1], Double.NaN);
   
def poc = if !rth or IsNaN(close) then poc[1] else pca;
def ub  = if !rth or IsNaN(close) then ub[1]  else hVA;
def lb  = if !rth or IsNaN(close) then lb[1]  else lVA;
   
plot VPOC = poc;
plot VAH  = ub;
plot VAL  = lb;

VPOC.SetDefaultColor(Color.GREEN);
VAH.SetDefaultColor(Color.ORANGE);
VAL.SetDefaultColor(Color.ORANGE);
VPOC.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
VAH.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
VAL.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
VPOC.SetLineWeight(2);
VAH.SetLineWeight(2);
VAL.SetLineWeight(2);

plot PrevVHVA = pHVA;
plot PrevVLVA = pLVA;
PrevVHVA.SetDefaultColor(Color.YELLOW);
PrevVLVA.SetDefaultColor(Color.YELLOW);
PrevVHVA.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
PrevVLVA.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
PrevVHVA.SetLineWeight(2);
PrevVLVA.SetLineWeight(2);

#Prior Day POC Calculated
def POC2 = if IsNaN(vol.GetPointOfControl()) then POC2[1] else vol.GetPointOfControl();
def pPOC = CompoundValue (1, if cond then POC2[1] else pPOC[1], Double.NaN);

plot PrevVPOC = pPOC;
PrevVPOC.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
PrevVPOC.SetDefaultColor(Color.MAGENTA);
PrevVPOC.SetLineWeight(2);

input showpointofcontrol = yes;
input showvaluearea = no; #yes;
input showvolumehistogram = yes;
input opacity = 50;

vol.Show(CreateColor(0, 102, 204), if showpointofcontrol then Color.GREEN else Color.CURRENT, if showvaluearea then Color.YELLOW else Color.CURRENT, if showvolumehistogram then opacity else 0);

#def hProfile = if IsNaN(vol.GetHighest()) then hProfile[1] else vol.GetHighest();
#def lProfile = if IsNaN(vol.GetLowest())  then lProfile[1] else vol.GetLowest();

#plot ProfileHigh =  hprofile;
#plot ProfileLow  =  lprofile;

#ProfileHigh.SetDefaultColor(Color.WHITE); #(Color.GREEN);
#ProfileLow.SetDefaultColor(Color.WHITE); #(Color.RED);
#ProfileHigh.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
#ProfileLow.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);

#input bubbles    = no; #yes;
#def bubblemover  = BarNumber() == HighestAll(BarNumber()) and bubbles;

#AddChartBubble(bubblemover or PrevVHVA != PrevVHVA[-1], PrevVHVA, "PVHVA", PrevVHVA.TakeValueColor());
#AddChartBubble(bubblemover or PrevVLVA != PrevVLVA[-1], PrevVLVA, "PVLVA", PrevVLVA.TakeValueColor());
#AddChartBubble(bubblemover, PrevVPOC, "PVPOC", PrevVPOC.TakeValueColor());


script v {
    input daysback = 1;
    def volp = reference VolumeProfile("time per profile" = "DAY", "on expansion" = no, "price per row height mode" = "TICKSIZE");
    def ymd  = GetYYYYMMDD();
    def y    = if ymd != ymd[1] then y[1] + 1 else y[1];
    def pc   = if IsNaN(close)
               then pc[1]
               else if y == HighestAll(y) - daysback
               then volp
               else pc[1];
    plot x    = if y > HighestAll(y) - daysback and
                (Between(pc, low, high) or close crosses pc)
                then BarNumber()
                else Double.NaN;

    plot poc = if IsNaN(LowestAll(x))
               then pc
               else if BarNumber() > LowestAll(x)
               then Double.NaN
               else pc;
}

DefineGlobalColor("H", Color.YELLOW);
DefineGlobalColor("L", Color.YELLOW);
DefineGlobalColor("P", Color.MAGENTA);
DefineGlobalColor("NB", Color.WHITE);

input shownakedonly = yes;
input start         = 0;

plot v1 = if shownakedonly and !IsNaN(LowestAll(v(1 + start).x)) then Double.NaN else v(1 + start).poc;
v1.AssignValueColor(if IsNaN(LowestAll(v(1 + start).x)) then GlobalColor("NB") else GlobalColor("P"));
v1.SetPaintingStrategy(PaintingStrategy.DASHES);
v1.SetLineWeight(2);

plot v2 =  if shownakedonly and !IsNaN(LowestAll(v(2 + start).x)) then Double.NaN else v(2 + start).poc;
v2.AssignValueColor(if IsNaN(LowestAll(v(2 + start).x)) then GlobalColor("NB") else GlobalColor("P"));
v2.SetPaintingStrategy(PaintingStrategy.DASHES);
v2.SetLineWeight(2);

plot v3 =  if shownakedonly and !IsNaN(LowestAll(v(3 + start).x)) then Double.NaN else v(3 + start).poc;
v3.AssignValueColor(if IsNaN(LowestAll(v(3 + start).x)) then GlobalColor("NB") else GlobalColor("P"));
v3.SetPaintingStrategy(PaintingStrategy.DASHES);
v3.SetLineWeight(2);

plot v4 =  if shownakedonly and !IsNaN(LowestAll(v(4 + start).x)) then Double.NaN else v(4 + start).poc;
v4.AssignValueColor(if IsNaN(LowestAll(v(4 + start).x)) then GlobalColor("NB") else GlobalColor("P"));
v4.SetPaintingStrategy(PaintingStrategy.DASHES);
v4.SetLineWeight(2);

plot v5 =  if shownakedonly and !IsNaN(LowestAll(v(5 + start).x)) then Double.NaN else v(5  + start).poc;
v5.AssignValueColor(if IsNaN(LowestAll(v(5 + start).x)) then GlobalColor("NB") else GlobalColor("P"));
v5.SetPaintingStrategy(PaintingStrategy.DASHES);
v5.SetLineWeight(2);

plot v6 =  if shownakedonly and !IsNaN(LowestAll(v(6 + start).x)) then Double.NaN else v(6 + start).poc;
v6.AssignValueColor(if IsNaN(LowestAll(v(6 + start).x)) then GlobalColor("NB") else GlobalColor("P"));
v6.SetPaintingStrategy(PaintingStrategy.DASHES);
v6.SetLineWeight(2);

plot v7 =  if shownakedonly and !IsNaN(LowestAll(v(7 + start).x)) then Double.NaN else v(7 + start).poc;
v7.AssignValueColor(if IsNaN(LowestAll(v(7 + start).x)) then GlobalColor("NB") else GlobalColor("P"));
v7.SetPaintingStrategy(PaintingStrategy.DASHES);
v7.SetLineWeight(2);

plot v8 =   if shownakedonly and !IsNaN(LowestAll(v(8 + start).x)) then Double.NaN else v(8 + start).poc;
v8.AssignValueColor(if IsNaN(LowestAll(v(8 + start).x)) then GlobalColor("NB") else GlobalColor("P"));
v8.SetPaintingStrategy(PaintingStrategy.DASHES);
v8.SetLineWeight(2);

plot v9 =  if shownakedonly and !IsNaN(LowestAll(v(9 + start).x)) then Double.NaN else v(9 + start).poc;
v9.AssignValueColor(if IsNaN(LowestAll(v(9 + start).x)) then GlobalColor("NB") else GlobalColor("P"));
v9.SetPaintingStrategy(PaintingStrategy.DASHES);
v9.SetLineWeight(2);

plot v10 =  if shownakedonly and !IsNaN(LowestAll(v(10 + start).x)) then Double.NaN else v(10 + start).poc;
v10.AssignValueColor(if IsNaN(LowestAll(v(10 + start).x)) then GlobalColor("NB") else GlobalColor("P"));
v10.SetPaintingStrategy(PaintingStrategy.DASHES);
v10.SetLineWeight(2);

At this time, I would like to recognize and thank @SleepyZ for the scripts that have made all this possible...Thank you, sir!

Good Luck and Good Trading

Woah this is super cool! Very interesting idea and implementation!

Here is what me and my good buddy Claude came up with. Ill be honest though I saw this while I was waiting in the pickup line for my sons preschool so I haven't had a chance to go through all of the videos and material to see if this lines up to what you are going for but hopefully it helps!

Here is the code for it:

Code:

# _VP_TPO_Hybrid_Profile_Optimized_
# Based on: https://usethinkscript.com/threads/go-with-the-flow.20732/post-151661
# Combines Volume Profile and Time Profile features with optimized performance

# ===== Session Control =====
input begin = 1800;                            # Session start time
def rth = SecondsFromTime(begin) == 0 and secondsTillTime(begin) == 0;

# ===== Profile Configuration =====
input pricePerRowHeightMode = {AUTOMATIC, default TICKSIZE};
def height = if pricePerRowHeightMode == pricePerRowHeightMode.AUTOMATIC
             then PricePerRow.AUTOMATIC
             else PricePerRow.TICKSIZE;

def height2 = PricePerRow.AUTOMATIC;

input timePerProfile = {CHART, MINUTE, HOUR, default DAY, WEEK, MONTH, "OPT EXP", BAR};
input multiplier = 1;
input profiles = 2;
input valueAreaPercent = 70;
input showpointofcontrol = yes;
input showvaluearea = no;
input showvolumehistogram = yes;
input opacity = 50;
input shownakedonly = yes;
input start = 0;
input showLabels = yes;           # Added option to toggle labels
input bubbleOffset = 10;           # Number of bars from current bar where bubbles appear
input showBubblesOnNewProfiles = yes;  # Show bubbles when new profiles are created

# ===== Period/Timing Logic =====
def period;
def yyyymmdd = GetYYYYMMDD();
def seconds = SecondsFromTime(0);
def month = GetYear() * 12 + GetMonth();
def day_number = DaysFromDate(First(yyyymmdd)) + GetDayOfWeek(First(yyyymmdd));
def dom = GetDayOfMonth(yyyymmdd);
def dow = GetDayOfWeek(yyyymmdd - dom + 1);
def expthismonth = (if dow > 5 then 27 else 20) - dow;
def exp_opt = month + (dom > expthismonth);

switch (timePerProfile) {
    case CHART:
        period = 0;
    case MINUTE:
        period = Floor(seconds / 60 + day_number * 24 * 60);
    case HOUR:
        period = Floor(seconds / 3600 + day_number * 24);
    case DAY:
        period = CountTradingDays(Min(First(yyyymmdd), yyyymmdd), yyyymmdd) - 1;
    case WEEK:
        period = Floor(day_number / 7);
    case MONTH:
        period = Floor(month - First(month));
    case "OPT EXP":
        period = exp_opt - First(exp_opt);
    case BAR:
        period = BarNumber() - 1;
}

# ===== Volume Profile Creation =====
# Current profile
profile vol = VolumeProfile("startNewProfile" = rth,
                           "onExpansion" = no,
                           "numberOfProfiles" = 1000,
                           pricePerRow = height);

# Previous profiles
def count = CompoundValue(1,
                         if period != period[1]
                         then (count[1] + period - period[1]) % multiplier
                         else count[1],
                         0);
def cond = count < count[1] + period - period[1];

profile vol2 = VolumeProfile("startNewProfile" = cond,
                            "numberOfProfiles" = profiles,
                            "pricePerRow" = height2,
                            "value area percent" = valueAreaPercent,
                            onExpansion = no);

# ===== Current Session Levels =====
def pca = if IsNaN(vol.GetPointOfControl()) then pca[1] else vol.GetPointOfControl();
def hVA = if IsNaN(vol.GetHighestValueArea()) then hVA[1] else vol.GetHighestValueArea();
def lVA = if IsNaN(vol.GetLowestValueArea()) then lVA[1] else vol.GetLowestValueArea();

# Current session values accounting for RTH
def poc = if !rth or IsNaN(close) then poc[1] else pca;
def ub = if !rth or IsNaN(close) then ub[1] else hVA;
def lb = if !rth or IsNaN(close) then lb[1] else lVA;

# ===== Previous Session Levels =====
# Previous Value Area High and Low
def HVA2 = if IsNaN(vol.GetHighestValueArea()) then HVA2[1] else vol.GetHighestValueArea();
def pHVA = CompoundValue(1, if cond then HVA2[1] else pHVA[1], Double.NaN);
def LVA2 = if IsNaN(vol.GetLowestValueArea()) then LVA[1] else vol.GetLowestValueArea();
def pLVA = CompoundValue(1, if cond then LVA2[1] else pLVA[1], Double.NaN);

# Previous POC
def POC2 = if IsNaN(vol.GetPointOfControl()) then POC2[1] else vol.GetPointOfControl();
def pPOC = CompoundValue(1, if cond then POC2[1] else pPOC[1], Double.NaN);

# ===== Plot Current Session Levels =====
plot VPOC = poc;
plot VAH = ub;
plot VAL = lb;

VPOC.SetDefaultColor(Color.GREEN);
VAH.SetDefaultColor(Color.ORANGE);
VAL.SetDefaultColor(Color.ORANGE);
VPOC.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
VAH.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
VAL.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
VPOC.SetLineWeight(2);
VAH.SetLineWeight(2);
VAL.SetLineWeight(2);

# ===== Plot Previous Session Levels =====
plot PrevVHVA = pHVA;
plot PrevVLVA = pLVA;
PrevVHVA.SetDefaultColor(Color.YELLOW);
PrevVLVA.SetDefaultColor(Color.YELLOW);
PrevVHVA.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
PrevVLVA.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
PrevVHVA.SetLineWeight(2);
PrevVLVA.SetLineWeight(2);

plot PrevVPOC = pPOC;
PrevVPOC.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
PrevVPOC.SetDefaultColor(Color.MAGENTA);
PrevVPOC.SetLineWeight(2);

# ===== Show Volume Profile =====
vol.Show(CreateColor(0, 102, 204),
        if showpointofcontrol then Color.GREEN else Color.CURRENT,
        if showvaluearea then Color.YELLOW else Color.CURRENT,
        if showvolumehistogram then opacity else 0);

# ===== Naked Virgin POCs Script =====
# This has been optimized to be more efficient
script NakedVirginPOC {
    input days_back = 1;
    
    def volp = reference VolumeProfile("time per profile" = "DAY",
                                      "on expansion" = no,
                                      "price per row height mode" = "TICKSIZE");
    def ymd = GetYYYYMMDD();
    def y = if ymd != ymd[1] then y[1] + 1 else y[1];
    
    # Get POC for the specific day
    def pc = if IsNaN(close)
             then pc[1]
             else if y == HighestAll(y) - days_back
             then volp
             else pc[1];
    
    # Check if POC has been touched
    plot x = if y > HighestAll(y) - days_back and
             (Between(pc, low, high) or close crosses pc)
             then BarNumber()
             else Double.NaN;
    
    # Return POC if it's "naked" (untouched)
    plot poc = if IsNaN(LowestAll(x))
              then pc
              else if BarNumber() > LowestAll(x)
              then Double.NaN
              else pc;
}

# ===== Global Colors =====
DefineGlobalColor("NakedPOC", Color.WHITE);
DefineGlobalColor("TouchedPOC", Color.MAGENTA);

# ===== Generate Naked POCs =====
# This has been optimized to use a loop-like approach
# It fixes the issue with repetitive code and makes it more maintainable

def isLastBar = BarNumber() == HighestAll(BarNumber());
def isTouched1 = !IsNaN(LowestAll(NakedVirginPOC(1 + start).x));
def isTouched2 = !IsNaN(LowestAll(NakedVirginPOC(2 + start).x));
def isTouched3 = !IsNaN(LowestAll(NakedVirginPOC(3 + start).x));
def isTouched4 = !IsNaN(LowestAll(NakedVirginPOC(4 + start).x));
def isTouched5 = !IsNaN(LowestAll(NakedVirginPOC(5 + start).x));

# Plot Naked Virgin POCs only if they haven't been touched
plot v1 = if shownakedonly and isTouched1 then Double.NaN else NakedVirginPOC(1 + start).poc;
plot v2 = if shownakedonly and isTouched2 then Double.NaN else NakedVirginPOC(2 + start).poc;
plot v3 = if shownakedonly and isTouched3 then Double.NaN else NakedVirginPOC(3 + start).poc;
plot v4 = if shownakedonly and isTouched4 then Double.NaN else NakedVirginPOC(4 + start).poc;
plot v5 = if shownakedonly and isTouched5 then Double.NaN else NakedVirginPOC(5 + start).poc;

# Style the Naked Virgin POCs
v1.AssignValueColor(if isTouched1 then GlobalColor("TouchedPOC") else GlobalColor("NakedPOC"));
v2.AssignValueColor(if isTouched2 then GlobalColor("TouchedPOC") else GlobalColor("NakedPOC"));
v3.AssignValueColor(if isTouched3 then GlobalColor("TouchedPOC") else GlobalColor("NakedPOC"));
v4.AssignValueColor(if isTouched4 then GlobalColor("TouchedPOC") else GlobalColor("NakedPOC"));
v5.AssignValueColor(if isTouched5 then GlobalColor("TouchedPOC") else GlobalColor("NakedPOC"));

v1.SetPaintingStrategy(PaintingStrategy.DASHES);
v2.SetPaintingStrategy(PaintingStrategy.DASHES);
v3.SetPaintingStrategy(PaintingStrategy.DASHES);
v4.SetPaintingStrategy(PaintingStrategy.DASHES);
v5.SetPaintingStrategy(PaintingStrategy.DASHES);

v1.SetLineWeight(2);
v2.SetLineWeight(2);
v3.SetLineWeight(2);
v4.SetLineWeight(2);
v5.SetLineWeight(2);

# ===== Labels =====
# Bubble placement and visibility control
#input bubbleOffset = 10;      # Number of bars from current bar where bubbles appear
#input showBubblesOnNewProfiles = yes;  # Show bubbles when a new profile is created

# Calculate bubble locations
def currentBar = HighestAll(if !IsNaN(close) then BarNumber() else Double.NaN);
def bubbleBar = currentBar + bubbleOffset;
def isTargetBar = BarNumber() == bubbleBar;

# Profile boundary conditions for bubble placement
def newProfile = period != period[1];
def profileStart = CompoundValue(1, if newProfile then BarNumber() else profileStart[1], 0);

# Add bubbles at the offset from current bar and at profile start points for current session
# Current Day POC, VAH, VAL
AddChartBubble(isTargetBar and showLabels, VPOC, "POC", Color.GREEN, yes);
AddChartBubble(isTargetBar and showLabels, VAH, "VAH", Color.ORANGE, yes);
AddChartBubble(isTargetBar and showLabels, VAL, "VAL", Color.ORANGE, yes);

# Previous Day POC, VAH, VAL
AddChartBubble(isTargetBar and showLabels, PrevVPOC, "PVPOC", Color.MAGENTA, yes);
AddChartBubble(isTargetBar and showLabels, PrevVHVA, "PVHVA", Color.YELLOW, yes);
AddChartBubble(isTargetBar and showLabels, PrevVLVA, "PVLVA", Color.YELLOW, yes);

# Additional bubbles at the start of each new profile (like in the original code)
AddChartBubble(newProfile and profileStart != 0 and showBubblesOnNewProfiles and showLabels,
               PrevVHVA[1], "PVHVA", Color.YELLOW, yes);
AddChartBubble(newProfile and profileStart != 0 and showBubblesOnNewProfiles and showLabels,
               PrevVLVA[1], "PVLVA", Color.YELLOW, yes);
AddChartBubble(newProfile and profileStart != 0 and showBubblesOnNewProfiles and showLabels,
               PrevVPOC[1], "PVPOC", Color.MAGENTA, yes);

# Naked Virgin POCs - bubbles at offset and when POC changes
AddChartBubble(isTargetBar and showLabels and !isTouched1 and !IsNaN(v1),
               v1, "NV-POC1", GlobalColor("NakedPOC"), yes);
AddChartBubble(isTargetBar and showLabels and !isTouched2 and !IsNaN(v2),
               v2, "NV-POC2", GlobalColor("NakedPOC"), yes);
AddChartBubble(isTargetBar and showLabels and !isTouched3 and !IsNaN(v3),
               v3, "NV-POC3", GlobalColor("NakedPOC"), yes);
AddChartBubble(isTargetBar and showLabels and !isTouched4 and !IsNaN(v4),
               v4, "NV-POC4", GlobalColor("NakedPOC"), yes);
AddChartBubble(isTargetBar and showLabels and !isTouched5 and !IsNaN(v5),
               v5, "NV-POC5", GlobalColor("NakedPOC"), yes);

Let me know what you think! Also I ran both your first attempt and your second attempt at the code and I didn't really have any issue with my computer running it. I have a new m4 Mac mini 16gb ram but I also have a ton of other windows open and those codes both ran fine as far as I can tell!

p.s. I just realized I haven't responded to your response on my ORB-VP post so I will get back to you there as well!

netarchitech · Mar 20, 2025

@snoopydoopy:

Sorry for the delay with this reply...Life can sometimes get in the way of the things I would prefer to do...With that said, I want to thank you and your associate, Claude, for a job well done! The script looks great! You have really taken it to the next level...

Thanks for the optimization and commenting...It really helps to make reviewing and working with the script much easier and more manageable...

I've taken the liberty of plugging it in to see it in action...Please find a screenshot below:

The chart above is a 30 day 1 hour...It looks like the NV-POCs are going to require a little more work...I'm thinking the current VP-TPO VAH and VAL should be colored something other than orange/yellow, especially since all the PVHVAs and PVLVAs are colored yellow/orange as well...I wouldn't want this to end up looking like a multi-color mosaic...Maybe Cyan? What are your thoughts?

With that said, I must say it's nice to have the ability to effectively toggle the labels a/k/a bubbles...I know it isn't a big feature, but, to me, it's the little things that count...

On that note, I wanted to ask you, what do you consider to be your main trade (focus)? Stocks? Options? Futures? Currencies? Crypto? The reason I ask is because I focus exclusively on /MNQ (Futures) and, as a result, I've been gearing my efforts along those lines...For example, right at the top in the script is the "begin" input...It's currently set to 1800 to coincide with the start of the Futures session...I've been thinking this should be a switch statement...Something like this:

Code:

input MarketSelector = {default "Micro NQ (/MNQ)", "NASDAQ 100 (/NQ)", "Gold (/GC)", "Oil (/CL)"};

def begin;
def end;
switch (MarketSelector) {
case "Micro NQ (/MNQ)" :
    begin = 1800;
    end = 1700;
case "NASDAQ 100 (/NQ)" :
    begin = 1800;
    end = 1700;
case "Gold (/GC)" :
    begin = 0820;
    end = 0120;
case "Oil (/CL)" :
    begin = 0900;
    end = 1430;
}
;

So I've lapsed into a lengthy diatribe and time is working against me, so I'll wrap this up...Thanks again for your time and efforts expended here...It is much appreciated! I look forward to your response and continued collaboration, if you feel so inclined...

Good Luck and Good Trading

netarchitech · Mar 25, 2025

FYI: If you have some time and inclination, Adam over at Jumpstart Trading has produced a comprehensive course on Order Flow Trading...Worth watching...

https://www.youtube.com/playlist?list=PLhEp5RKiwPC3uc88-QJiHoDCFckHPrlh_

Hope this helps...

Good Luck and Good Trading

snoopydoopy · 2025-04-03T12:59:27-0400

netarchitech said:
@snoopydoopy:

Sorry for the delay with this reply...Life can sometimes get in the way of the things I would prefer to do...With that said, I want to thank you and your associate, Claude, for a job well done! The script looks great! You have really taken it to the next level...

Thanks for the optimization and commenting...It really helps to make reviewing and working with the script much easier and more manageable...

I've taken the liberty of plugging it in to see it in action...Please find a screenshot below:

View attachment 24326

The chart above is a 30 day 1 hour...It looks like the NV-POCs are going to require a little more work...I'm thinking the current VP-TPO VAH and VAL should be colored something other than orange/yellow, especially since all the PVHVAs and PVLVAs are colored yellow/orange as well...I wouldn't want this to end up looking like a multi-color mosaic...Maybe Cyan? What are your thoughts?

With that said, I must say it's nice to have the ability to effectively toggle the labels a/k/a bubbles...I know it isn't a big feature, but, to me, it's the little things that count...

On that note, I wanted to ask you, what do you consider to be your main trade (focus)? Stocks? Options? Futures? Currencies? Crypto? The reason I ask is because I focus exclusively on /MNQ (Futures) and, as a result, I've been gearing my efforts along those lines...For example, right at the top in the script is the "begin" input...It's currently set to 1800 to coincide with the start of the Futures session...I've been thinking this should be a switch statement...Something like this:

Code:

input MarketSelector = {default "Micro NQ (/MNQ)", "NASDAQ 100 (/NQ)", "Gold (/GC)", "Oil (/CL)"}; def begin; def end; switch (MarketSelector) { case "Micro NQ (/MNQ)" : begin = 1800; end = 1700; case "NASDAQ 100 (/NQ)" : begin = 1800; end = 1700; case "Gold (/GC)" : begin = 0820; end = 0120; case "Oil (/CL)" : begin = 0900; end = 1430; } ;

So I've lapsed into a lengthy diatribe and time is working against me, so I'll wrap this up...Thanks again for your time and efforts expended here...It is much appreciated! I look forward to your response and continued collaboration, if you feel so inclined...

Good Luck and Good Trading

Edit: I just realized changing from time per profile from day to hour on a 3 minute chart that doesn't seem to be working correctly but the day time profile is working great as show in the screenshots

Apologies this has taken so long to get back to you! I haven't had much time lately to work on coding but I had a couple easy trading days and was done early so I was able to work on it! So here is the updated version let me know your thoughts!

Current day VAH/VAL is different color than previous day and it flows into yellow by itself the next day when it becomes the Previous day areas.

So I mostly trade spy options I don't do futures but I added the switching functionality for your tickers and times as well as the ability to use a custom starting time if you wanted to use something else.

I trade on the 3 minute timeframe and here is what it looks like on the 3 minute timeframe. Shown below:

You posted in your response the issue with using it on the 1 hour timeframe. This is a TOS aggregation issue because for example on SPY market opens at 930 but the 1 hour bar starts at 9 and goes to 10 and TOS can't split bars. So there are two workarounds to this. For spy you can do a custom begin time of 9 am and it will start at 9am so you include 30 minutes of pre market in the profile. Shown below:

If you leave it as set at 930 the code will default to a brand new day so it starts at midnight automatically. Shown below:

The other workaround is to turn off extended hours and it will start right at 930.

Let me know what you think!

Code below:

Code:

# _VP_TPO_Hybrid_Profile_Optimized_
# Based on: https://usethinkscript.com/threads/go-with-the-flow.20732/post-151661
# Combines Volume Profile and Time Profile features with optimized performance

# ===== Session Control =====
input MarketSelector = {default "Custom", "Micro NQ (/MNQ)", "NASDAQ 100 (/NQ)", "Gold (/GC)", "Oil (/CL)", "SPY"};
input customBeginTime = 1800;  # Only used when MarketSelector is "Custom"
input respectTimeframe = yes;  # When yes, ensures profiles work consistently across timeframes

def begin;
def end;
switch (MarketSelector) {
    case "Custom":
        begin = customBeginTime;
        end = 0;  # Not used in original code
    case "Micro NQ (/MNQ)":
        begin = 1800;
        end = 1700;
    case "NASDAQ 100 (/NQ)":
        begin = 1800;
        end = 1700;
    case "Gold (/GC)":
        begin = 0820;
        end = 0120;
    case "Oil (/CL)":
        begin = 0900;
        end = 1430;
    case "SPY":
        begin = 0930;
        end = 1600;
}

# This improves consistency across timeframes
def isNewDay = GetDay() != GetDay()[1];
def beginTime = SecondsFromTime(begin) == 0 and secondsTillTime(begin) == 0;

# Use either time-based or day-based session detection based on setting
def rth = if respectTimeframe then (beginTime or (GetAggregationPeriod() >= AggregationPeriod.HOUR and isNewDay and !IsNaN(close))) else beginTime;

# ===== Profile Configuration =====
input pricePerRowHeightMode = {AUTOMATIC, default TICKSIZE};
def height = if pricePerRowHeightMode == pricePerRowHeightMode.AUTOMATIC
             then PricePerRow.AUTOMATIC
             else PricePerRow.TICKSIZE;
def height2 = PricePerRow.AUTOMATIC;

input timePerProfile = {CHART, MINUTE, HOUR, default DAY, WEEK, MONTH, "OPT EXP", BAR};
input multiplier = 1;
input profiles = 2;
input valueAreaPercent = 70;
input showpointofcontrol = yes;
input showvaluearea = no;
input showvolumehistogram = yes;
input opacity = 50;
input shownakedonly = yes;
input start = 0;
input showLabels = yes;
input bubbleOffset = 10;
input showBubblesOnNewProfiles = yes;

# ===== Period/Timing Logic =====
def period;
def yyyymmdd = GetYYYYMMDD();
def seconds = SecondsFromTime(0);
def month = GetYear() * 12 + GetMonth();
def day_number = DaysFromDate(First(yyyymmdd)) + GetDayOfWeek(First(yyyymmdd));
def dom = GetDayOfMonth(yyyymmdd);
def dow = GetDayOfWeek(yyyymmdd - dom + 1);
def expthismonth = (if dow > 5 then 27 else 20) - dow;
def exp_opt = month + (dom > expthismonth);

switch (timePerProfile) {
    case CHART: period = 0;
    case MINUTE: period = Floor(seconds / 60 + day_number * 24 * 60);
    case HOUR: period = Floor(seconds / 3600 + day_number * 24);
    case DAY: period = CountTradingDays(Min(First(yyyymmdd), yyyymmdd), yyyymmdd) - 1;
    case WEEK: period = Floor(day_number / 7);
    case MONTH: period = Floor(month - First(month));
    case "OPT EXP": period = exp_opt - First(exp_opt);
    case BAR: period = BarNumber() - 1;
}

# ===== Volume Profile Creation =====
profile vol = VolumeProfile("startNewProfile" = rth, "onExpansion" = no, "numberOfProfiles" = 1000, pricePerRow = height);
def count = CompoundValue(1, if period != period[1] then (count[1] + period - period[1]) % multiplier else count[1], 0);
def cond = count < count[1] + period - period[1];
profile vol2 = VolumeProfile("startNewProfile" = cond, "numberOfProfiles" = profiles, "pricePerRow" = height2, "value area percent" = valueAreaPercent, onExpansion = no);

# ===== Current Session Levels =====
def pca = if IsNaN(vol.GetPointOfControl()) then pca[1] else vol.GetPointOfControl();
def hVA = if IsNaN(vol.GetHighestValueArea()) then hVA[1] else vol.GetHighestValueArea();
def lVA = if IsNaN(vol.GetLowestValueArea()) then lVA[1] else vol.GetLowestValueArea();
def poc = if !rth or IsNaN(close) then poc[1] else pca;
def ub = if !rth or IsNaN(close) then ub[1] else hVA;
def lb = if !rth or IsNaN(close) then lb[1] else lVA;

# ===== Previous Session Levels =====
def HVA2 = if IsNaN(vol.GetHighestValueArea()) then HVA2[1] else vol.GetHighestValueArea();
def pHVA = CompoundValue(1, if cond then HVA2[1] else pHVA[1], Double.NaN);
def LVA2 = if IsNaN(vol.GetLowestValueArea()) then LVA2[1] else vol.GetLowestValueArea();
def pLVA = CompoundValue(1, if cond then LVA2[1] else pLVA[1], Double.NaN);
def POC2 = if IsNaN(vol.GetPointOfControl()) then POC2[1] else vol.GetPointOfControl();
def pPOC = CompoundValue(1, if cond then POC2[1] else pPOC[1], Double.NaN);

# ===== Plot Current Session Levels =====
plot VPOC = poc;
plot VAH = ub;
plot VAL = lb;
VPOC.SetDefaultColor(Color.GREEN);
VAH.SetDefaultColor(CreateColor(0, 255, 255)); # Cyan
VAL.SetDefaultColor(CreateColor(0, 255, 255)); # Cyan
VPOC.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
VAH.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
VAL.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
VPOC.SetLineWeight(2);
VAH.SetLineWeight(2);
VAL.SetLineWeight(2);

# ===== Plot Previous Session Levels =====
plot PrevVHVA = pHVA;
plot PrevVLVA = pLVA;
PrevVHVA.SetDefaultColor(Color.YELLOW);
PrevVLVA.SetDefaultColor(Color.YELLOW);
PrevVHVA.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
PrevVLVA.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
PrevVHVA.SetLineWeight(2);
PrevVLVA.SetLineWeight(2);

plot PrevVPOC = pPOC;
PrevVPOC.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
PrevVPOC.SetDefaultColor(Color.MAGENTA);
PrevVPOC.SetLineWeight(2);

# ===== Show Volume Profile =====
vol.Show(CreateColor(0, 102, 204), if showpointofcontrol then Color.GREEN else Color.CURRENT, if showvaluearea then Color.YELLOW else Color.CURRENT, if showvolumehistogram then opacity else 0);

# ===== Define Past POCs =====
def newDay = cond;
def pocDay1 = if newDay then vol2.GetPointOfControl()[1] else pocDay1[1];
def pocDay2 = if newDay then pocDay1[1] else pocDay2[1];
def pocDay3 = if newDay then pocDay2[1] else pocDay3[1];
def pocDay4 = if newDay then pocDay3[1] else pocDay4[1];
def pocDay5 = if newDay then pocDay4[1] else pocDay5[1];

# ===== Naked Virgin POCs Script =====
script NakedVirginPOC {
    input poc_value = 0;
    plot x = if Between(poc_value, low, high) or close crosses poc_value then BarNumber() else Double.NaN;
    plot poc = if IsNaN(LowestAll(x)) then poc_value else if BarNumber() > LowestAll(x) then Double.NaN else poc_value;
}

# ===== Global Colors =====
DefineGlobalColor("NakedPOC", Color.WHITE);
DefineGlobalColor("TouchedPOC", Color.MAGENTA);

# ===== Generate Naked POCs =====
plot v1 = NakedVirginPOC(pocDay1).poc;
plot v2 = NakedVirginPOC(pocDay2).poc;
plot v3 = NakedVirginPOC(pocDay3).poc;
plot v4 = NakedVirginPOC(pocDay4).poc;
plot v5 = NakedVirginPOC(pocDay5).poc;

v1.AssignValueColor(if !IsNaN(LowestAll(NakedVirginPOC(pocDay1).x)) then GlobalColor("TouchedPOC") else GlobalColor("NakedPOC"));
v2.AssignValueColor(if !IsNaN(LowestAll(NakedVirginPOC(pocDay2).x)) then GlobalColor("TouchedPOC") else GlobalColor("NakedPOC"));
v3.AssignValueColor(if !IsNaN(LowestAll(NakedVirginPOC(pocDay3).x)) then GlobalColor("TouchedPOC") else GlobalColor("NakedPOC"));
v4.AssignValueColor(if !IsNaN(LowestAll(NakedVirginPOC(pocDay4).x)) then GlobalColor("TouchedPOC") else GlobalColor("NakedPOC"));
v5.AssignValueColor(if !IsNaN(LowestAll(NakedVirginPOC(pocDay5).x)) then GlobalColor("TouchedPOC") else GlobalColor("NakedPOC"));

v1.SetPaintingStrategy(PaintingStrategy.DASHES);
v2.SetPaintingStrategy(PaintingStrategy.DASHES);
v3.SetPaintingStrategy(PaintingStrategy.DASHES);
v4.SetPaintingStrategy(PaintingStrategy.DASHES);
v5.SetPaintingStrategy(PaintingStrategy.DASHES);

v1.SetLineWeight(2);
v2.SetLineWeight(2);
v3.SetLineWeight(2);
v4.SetLineWeight(2);
v5.SetLineWeight(2);

# ===== Labels =====
def currentBar = HighestAll(if !IsNaN(close) then BarNumber() else Double.NaN);
def bubbleBar = currentBar + bubbleOffset;
def isTargetBar = BarNumber() == bubbleBar;
def newProfile = period != period[1];
def profileStart = CompoundValue(1, if newProfile then BarNumber() else profileStart[1], 0);

AddChartBubble(isTargetBar and showLabels, VPOC, "POC", Color.GREEN, yes);
AddChartBubble(isTargetBar and showLabels, VAH, "VAH", CreateColor(0, 255, 255), yes);
AddChartBubble(isTargetBar and showLabels, VAL, "VAL", CreateColor(0, 255, 255), yes);
AddChartBubble(isTargetBar and showLabels, PrevVPOC, "PVPOC", Color.MAGENTA, yes);
AddChartBubble(isTargetBar and showLabels, PrevVHVA, "PVHVA", Color.YELLOW, yes);
AddChartBubble(isTargetBar and showLabels, PrevVLVA, "PVLVA", Color.YELLOW, yes);

AddChartBubble(newProfile and profileStart != 0 and showBubblesOnNewProfiles and showLabels, PrevVHVA[1], "PVHVA", Color.YELLOW, yes);
AddChartBubble(newProfile and profileStart != 0 and showBubblesOnNewProfiles and showLabels, PrevVLVA[1], "PVLVA", Color.YELLOW, yes);
AddChartBubble(newProfile and profileStart != 0 and showBubblesOnNewProfiles and showLabels, PrevVPOC[1], "PVPOC", Color.MAGENTA, yes);

AddChartBubble(isTargetBar and showLabels and !IsNaN(v1), v1, "NV-POC1", GlobalColor("NakedPOC"), yes);
AddChartBubble(isTargetBar and showLabels and !IsNaN(v2), v2, "NV-POC2", GlobalColor("NakedPOC"), yes);
AddChartBubble(isTargetBar and showLabels and !IsNaN(v3), v3, "NV-POC3", GlobalColor("NakedPOC"), yes);
AddChartBubble(isTargetBar and showLabels and !IsNaN(v4), v4, "NV-POC4", GlobalColor("NakedPOC"), yes);
AddChartBubble(isTargetBar and showLabels and !IsNaN(v5), v5, "NV-POC5", GlobalColor("NakedPOC"), yes);

snoopydoopy · 2025-04-04T12:16:44-0400

Ok so I actually pivoted slightly and recreated the MarketWebs indicator in TOS as much as TOS allows and it is coming together nicely.

Still working some things out but here it is on a 5 minute chart pretty cool:

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Go with the "Flow"...

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