Volume Profile Dynamic

1. Descripción:

  • Dibuja perfiles de volumen dinámicos a partir de rectángulos dibujados manualmente.
  • Para cada rango calcula POC, VAH, VAL, VWAP, mediana, máximo/mínimo y una barra open-close tipo Range Bar.
  • Permite ajustar modos visuales en formato volumen, buy/sell, delta o TPO y estilos mediate inputs o HotKeys.
  • Todos los niveles, los valores de balance y los de rotation son visibles en la Ventada de Datos y accesibles con iCustom().


2. Leyenda:

  •    POC = precio con mayor volumen
  •    VAH/VAL = límites del Value Area (VA)
  •    vWAP = Volumen ajustado a precio
  •    MEDIAN = precio medio del rango
  •    HIGH/LOW = máx. y mín. del rango


3. Inputs:

Las filas Main Settings, Step Settings y equivalentes son separadores visuales. En la columna Input se muestra el nombre visible en la ventana de propiedades de MetaTrader 5.


Main Settings

Input

Descripción

Rectangle name

Texto que debe contener el nombre del rectángulo usado para definir el rango.

Rectangle color

Configura el color del rectángulo que delimita el rango dinámico.

Rectangle line width

Configura el grosor del borde del rectángulo.

Volume type

Selecciona el volumen utilizado en el cálculo. En la mayoría de brokers se usa volumen de ticks; cuando el broker lo ofrece, puede elegirse volumen real.

Data source

Define la fuente con la que se construye el histograma: ticks o velas M1/M5/M15/M30. Más detalle puede aportar más precisión, con mayor carga de cálculo.

Bar style

Cambia la representación de los bins: línea, barra, relleno, contorno o color.

Profile color mode

Selecciona el esquema de color: volumen, buy/sell, delta o TPO.

VA percentage

Establece el porcentaje del Value Area.

  

Step Settings

Input

Descripción

Profile step price (0=auto)

Fija la altura de cada bin en precio. En automático, el indicador calcula un tamaño ajustado al precio del instrumento.

Profile step factor

Factor base de anchura horizontal del perfil dinámico. El ancho de los perfiles anclados se controla con el input específico de perfiles anclados.

Ctrl+key step factor (0=disabled)

Define el multiplicador para modificar la altura de los bins con la hotkey asociada. Con 0 se desactiva ese ajuste.

Ctrl+key zoom factor (0=disabled)

Define el multiplicador para los cambios de zoom con hotkeys. Con 0 se desactiva el ajuste por teclado.

Anchored profile zoom in % of screen (0=auto)

Define la anchura visual de los perfiles anclados como porcentaje de la pantalla. Con 0 queda en automático (25%).

 

Profile Settings

Input

Descripción

Profile line width

Define el grosor de los bins del perfil.

POC color

Configura el color de la línea POC, el precio de mayor volumen del rango.

VAH/VAL color

Configura el color de las líneas VAH y VAL. Con clrNONE no se dibuja.

Median color

Configura el color de la mediana de volumen. Con clrNONE no se dibuja.

VWAP color

Configura el color del VWAP. Con clrNONE no se dibuja.

Daily high color

Configura el color del máximo del rango. Con clrNONE no se dibuja.

Daily low color

Configura el color del mínimo del rango. Con clrNONE no se dibuja.

Extra lines width

Define el grosor de las líneas auxiliares: POC, VAH, VAL, VWAP, mediana, máximo y mínimo.

Extra lines style

Define el estilo de las líneas auxiliares: sólido, punteado o discontinuo.

Profile color 1 (low)

Color de menor intensidad para los bins fuera del VA en modo volumen.

Profile color 2 (high)

Color de mayor intensidad para los bins fuera del VA en modo volumen.

VA color 1 (low)

Color de menor intensidad para los bins dentro del VA.

VA color 2 (high)

Color de mayor intensidad para los bins dentro del VA.

Buy color 1 (low)

Color buy de menor intensidad en los modos buy/sell y delta.

Buy color 2 (high)

Color buy de mayor intensidad en los modos buy/sell y delta.

Sell color 1 (low)

Color sell de menor intensidad en los modos buy/sell y delta.

Sell color 2 (high)

Color sell de mayor intensidad en los modos buy/sell y delta.

TPO color 1 (low)

Color de menor intensidad para los bins en modo TPO.

TPO color 2 (high)

Color de mayor intensidad para los bins en modo TPO.

TPO balance line color

Color de la línea de Balance TPO. Con clrNONE no se dibuja.


Dynamic Bar Settings

Input

Descripción

Dynamic bar width

Define el grosor de la barra vertical open-close. Con 0 puede desactivarse visualmente.

Dynamic bar up color

Configura el color de la barra vertical open-close cuando el rango cierra por encima de su apertura.

Dynamic bar down color

Configura el color de la barra vertical open-close cuando el rango cierra por debajo de su apertura.

 

Hot Keys Settings

Input

Descripción

Ctrl+key step up (8)

Aumenta el tamaño vertical de los bins.

Ctrl+key step down (2)

Reduce el tamaño vertical de los bins.

Ctrl+key zoom in (4)

Reduce el zoom horizontal del perfil.

Ctrl+key zoom out (6)

Aumenta el zoom horizontal del perfil.

Ctrl+key profile color mode (0)

Alterna el modo de color del perfil.

Ctrl+key bar style up (9)

Avanza al siguiente estilo visual de bin.

Ctrl+key bar style down (7)

Retrocede al estilo visual de bin anterior.

Ctrl+key anchor profile left (1)

Fija el perfil a la izquierda.

Ctrl+key anchor profile right (3)

Fija el perfil a la derecha.

 

Performance Settings

Input

Descripción

Identifier

Identificador interno. Permite separar objetos y variables globales entre instancias, símbolos o configuraciones.

Maximum profile rows

Límite de seguridad para evitar perfiles excesivamente finos o pesados.

Tick refresh count (0 = every tick)

Con fuente de ticks, define cada cuántos ticks se actualiza el perfil. Con 0 se actualiza en cada tick, con mayor carga de cálculo.

Show log ?

Activa mensajes de diagnóstico en el registro de Experts.

Reset saved step globals from inputs

Restablece desde los inputs los ajustes guardados mediante hotkeys.


4. Trucos:

Recordatorio rápido para el uso diario. La configuración final depende del instrumento, el timeframe y la fuente de datos.

  • Mantener SHIFT y hacer clic sobre un objeto del indicador para ocultarlo.
  • Pulsar ESC dos veces seguidas para restaurar los elementos ocultos.
  • SHIFT + clic sobre POC, VAH o VAL oculta el indicador completo.
  • Los bins del profile o las líneas  vWAP, MEDIAN y HIGH/LOW se pueden ocultar de forma independiente.
  • Ctrl + 8 / Ctrl + 2 cambia la altura de los bins; Ctrl + 4 / Ctrl + 6 modifica el zoom horizontal cuando el factor de zoom por hotkey es mayor que 0.
  • Ctrl + 9 / Ctrl + 7 cambia el estilo visual de los bins y Ctrl + 0 alterna el modo de color. Todas estas teclas son configurables.
  • Ctrl + 1 y Ctrl + 3 permiten anclar el perfil a izquierda o derecha cuando esas hotkeys están configuradas.

  • El rango se define con rectángulos cuyo nombre contiene el texto configurado para el rectángulo (por defecto MT5 lo define como Rectangle).

  • La dirección del perfil depende de cómo se dibuja el rectángulo: de derecha a izquierda se proyecta hacia un lado y de izquierda a derecha hacia el contrario.

  • El indicador ajusta el rango al high/low real de los datos seleccionados automáticamente.

  • Al anclar un tramo visible, el perfil queda como referencia fija (perfil estático). Si el rectángulo dibujado se extiende más allá del precio actual, conserva la fecha de referencia y el anclaje puede actualizarse conforme avanza el mercado. El ancho porcentual afecta a los perfiles anclados.

  • Para borrar perfiles anclados, dibuja un rectángulo vacío a la derecha del precio actual.

  • El Value Area se calcula por percentiles acumulados del volumen total; con 70 % suele abarcar aproximadamente el tramo central entre 15 % y 85 % del volumen acumulado.
  • Con clrNONE, la línea de referencia queda oculta sin eliminar el resto del perfil.
  • ProfileMaxRows limita el nº de bins en pantalla para evitar saturar el indicador.
  • Los cambios de hotkeys se guardan en memoria (F3) por instancia/símbolo. Activa el reset correspondiente para volver a los valores originales definidos en las propiedades.
  • Este indicador no funciona en el Strategy Tester debido a que no es posible dibujar un rectángulo 


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