Advanced Market Profile with VWAP

Market Profile Advanced brings a full Market (Time Price Opportunity) Profile to any symbol and timeframe in MetaTrader 5 — Point of Control, Value Area High/Low, TPO letters or solid histogram blocks, single-print zones, poor highs/lows, an Initial Balance marker, and an independent Anchored VWAP — all rendered natively as chart objects, with no DLLs and no external dependencies.

Core Market Profile

• Daily, weekly, monthly, quarterly, semiannual, annual, custom intraday, or free-form rectangle sessions
• Adjustable histogram column width to spread the profile out for easier reading
• Value Area percentage is configurable (defaults to the standard 70%)
• Optional developing POC and developing VAH/VAL, updated live as the session forms
• Session opening price, closing price (live-updating), and TPO midpoint labels

POC & Value Area tools

• Project the current session's POC and VAH/VAL forward as dashed rays, with small labels
• Background shading across the Value Area
• Per-session button next to each POC to toggle extending it indefinitely into the future
• Optional ATR-buffered zone around each POC, with independent border styling
• Rays from previous sessions' POC/median and Value Area, configurable to stop at intersections or hide when off-screen

Structure & signal markers

• Poor high/poor low detection (the session extreme touched by two or more TPOs)
• Single-print zones anchored to the profile itself, with an optional "fill" alert marker when price returns to fill one in
• Initial Balance Range marker (configurable number of periods)
• TPO counts above/below POC, and a "prominent median" highlight when one side dominates

Anchored VWAP

• An independent VWAP with a draggable anchor point — drop it anywhere and the average recalculates from that bar forward
• Auto-anchor presets: previous day, previous week, or previous month start, so you don't have to place it by hand
• Selectable tick or real volume
• Fully configurable color, and a safety cap on how many bars it will pull in

Custom Volume Profile Zone

• Draw a draggable rectangle anywhere on the chart to see just that zone's own volume profile, independent of the session-based one

Info panel & alerts

• On-chart panel summarizing the current and previous session's key levels, repositionable to any corner
• Native pop-up, email, push notification, and chart-arrow alerts for price breaking, candle closing, or a bar gapping across a Value Area or median ray

Performance

• Adaptive or manual point-size scaling to control object count on busy charts
• Optional redraw throttling for slower systems
• Option to hide the histogram entirely while keeping POC/VAH/VAL levels visible

Recommended for

Traders who read Market Profile / TPO structure — identifying value areas, balance vs. imbalance, poor highs/lows, and single prints — and who want an anchored VWAP alongside it without running two separate indicators.

Notes

• Works on any symbol and timeframe; more chart history loaded gives more accurate weekly/monthly sessions and the Anchored VWAP's auto-anchor presets.
• Pure MQL5, no DLL calls, no external services.
• As with any technical tool, this indicator identifies historical structure and does not predict future price movement or guarantee trading results. Past performance shown in screenshots or backtests is not indicative of future performance.