#Courtesy of Pete Hahn
#visit link below on how to use
# https://www.hahn-tech.com/thinkorswim-scan-volume-profile/
input scanUpperVaLimit = 100.0;
input scanUpperVaRange = 20.0;
input scanLowerVaLimit = 0.0;
input scanLowerVaRange = 20.00;
input scanLookbackBars = 3;
input pricePerRowHeightMode = {default AUTOMATIC, TICKSIZE, CUSTOM};
input customRowHeight = 1.0;
input timePerProfile = { MINUTE, HOUR, DAY,default WEEK, MONTH, "OPT EXP", BAR};
input multiplier = 1;
input onExpansion = no;
input profiles = 50;
input showPointOfControl = yes;
input showValueArea = yes;
input valueAreaPercent = 70;
input opacity = 50;
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 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;
}
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];
def height;
switch (pricePerRowHeightMode) {
case AUTOMATIC:
height = PricePerRow.AUTOMATIC;
case TICKSIZE:
height = PricePerRow.TICKSIZE;
case CUSTOM:
height = customRowHeight;
}
profile vol = volumeProfile("startNewProfile" = cond, "onExpansion" = onExpansion, "numberOfProfiles" = profiles, "pricePerRow" = height, "value area percent" = valueAreaPercent);
def con = compoundValue(1, onExpansion, no);
def pc = if IsNaN(vol.getPointOfControl()) and con then pc[1] else vol.getPointOfControl();
def hVA = if IsNaN(vol.getHighestValueArea()) and con then hVA[1] else vol.getHighestValueArea();
def lVA = if IsNaN(vol.getLowestValueArea()) and con then lVA[1] else vol.getLowestValueArea();
def hProfile = if IsNaN(vol.getHighest()) and con then hProfile[1] else vol.getHighest();
def lProfile = if IsNaN(vol.getLowest()) and con then lProfile[1] else vol.getLowest();
def plotsDomain = IsNaN(close) == onExpansion;
def POC = if plotsDomain then pc else Double.NaN;
def ProfileHigh = if plotsDomain then hProfile else Double.NaN;
def ProfileLow = if plotsDomain then lProfile else Double.NaN;
def VAHigh = if plotsDomain then hVA else Double.NaN;
def VALow = if plotsDomain then lVA else Double.NaN;
rec priorPOC = if period != period[1] then pc[1] else priorPOC[1] ;
rec priorVAHigh = if period!= period[1] then VAHigh[1] else priorVAHigh[1];
rec priorVALow = if period != period[1] then VALow[1] else priorVALow[1];
def aboveVaHigh = lowest(low[1], scanLookbackBars) > priorVAHigh;
def belowVaLow = highest(high[1], scanLookbackBars) < priorVALow;
def insideVA = highest(high[1], scanLookbackBars) < priorVAHigh and lowest(low[1], scanLookbackBars) > priorVALow;
# now we need to define a percentile value expressing the relative
# position of the close as compared to the value area
def prctOfVA = ((close - priorVALow) / (priorVAHigh - priorVALow)) * 100;
def upperVaRange = prctOfVA < scanUpperVaLimit and prctOfVA > (scanUpperVaLimit - scanUpperVaRange);
def lowerVaRange = prctOfVa > scanLowerVaLimit and prctOfVA < (scanLowerVaLimit + scanLowerVaRange);
def AboveVaLong = upperVaRange and aboveVaHigh;
# use this scan to find stocks that have traded above the value area high
# and are retracing into it for a potential long setup
plot scan = AboveVaLong;
def InsideVaLong = lowerVaRange and insideVA;
# use this scan to find stocks that have traded within the value area
# and are approaching the value area low for a potential long setup
#plot scan = InsideVaLong;
def BelowVaShort = lowerVaRange and belowVaLow;
# use this scan to find stocks that have traded below the value area low
# and are retracing into it for a potential short setup
#plot scan = BelowVaShort;
def InsideVaShort = upperVaRange and insideVA;
# use this scan to find stocks that have traded within the value area
# and are approaching the value area high for a potential short setup
#plot scan = InsideVaShort;
