Periodic Volume Profile

  • Indicators
  • Raphael Lorenz Baumgartner
    Raphael Lorenz Baumgartner
    My name is Raphael Lorenz Baumgartner, a profitable trader at AUM Baumgartner, a project that focuses on the strategic, emotionless, and rule-based buying and selling of financial products within a single day. I leverage my numerical and analytical skills to make profitable decisions. I hold a
  • Version: 1.0
  • Activations: 5

Periodic Volume Profile

Platform: MetaTrader 5
Type: Custom Indicator
Display: Chart Window (Overlay)

Functions:

  • Calculates Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL) continuously over a rolling buffer of candles.

  • Uses tick volume and close price to update volume distribution in real-time.

  • Keeps a fixed-length circular buffer ( CleanUpAfter ) to remove old price-volume data.

  • Automatically adjusts the volume profile range if price moves outside the current bounds.

  • Volume distribution is calculated per price level with resolution based on tickMultiplier .

Input Parameters:

  • ValueAreaPercent (default: 70)
    Percentage of total volume used to define the value area.

  • CleanUpAfter (default: 50)
    Number of candles used in the rolling buffer before old data is removed.

Output Values:

  1. POC (Point of Control)

    • The price level with the highest total volume within the current rolling window.

  2. VAH (Value Area High)

    • The highest price level that still lies within the configured value area percentage.

  3. VAL (Value Area Low)

    • The lowest price level within the value area.


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Key Candlepatterns
Raphael Lorenz Baumgartner
Key Candlepatterns Platform: MetaTrader 5 Type: Custom Indicator Display: Chart Window (Candlestick Overlay) Functions: Detects and color-codes specific candlestick patterns based on candle shape, relative position, and ATR filters. Candles receive distinct colors depending on type (e.g. inside bar, outside bar, engulfing, hammer, shooting star, etc.). Visual patterns can help traders identify where buyers or sellers are likely active . Turning points (e.g., hammer followed by confirmation) are
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