Duchesne Session Volume Profile

  • 指标
  • Eliott Noah Duchesne
    Eliott Noah Duchesne
    • MQL5 & Pine Script developer 在  Freelance
    • 法国
    • 123
    MQL5 and Pine Script developer based in France. I turn your trading rules into clean, commented and tested tools.
    What I build
    - MT5 Expert Advisors: entries and exits, risk-based lot size, time filters, trailing stop, prop firm risk rules
    - MT5 indicators with alerts and dashboards
  • 版本: 1.0
Duchesne Session Volume Profile draws a volume profile for each trading session directly on the chart, so you can see at which prices the market traded most during the Asian, London and New York sessions. Main features - Volume profile for each session: Asia, London, New York, all three sessions, the full day or a custom time range - Point of control (POC), value area high (VAH) and value area low (VAL) for every session - Developing profile for the current session, updated on every new M1 bar - Naked POCs: POCs that price has not revisited are extended to the right until price reaches them - Optional popup and push alerts when price reaches a naked POC - Information panel: current session, POC, value area, position of price and nearest naked POC - Tick volume or real volume, adjustable number of price rows, value area percentage, histogram width and colors How it works The indicator reads the M1 history and spreads the volume of each M1 bar over the price rows it covers. The row with the highest volume is the POC. The value area is built around the POC until it contains the chosen share of the session volume (70 % by default). Session times Session times are set in broker server time. The default values fit brokers whose server time follows the New York close (GMT+2 in winter, GMT+3 in summer). If your broker uses another time zone, adjust the session inputs (format HH:MM-HH:MM). Recommended use Works on any symbol. Timeframes from M1 to H1 give the clearest picture. The indicator needs M1 history for the displayed days. Inputs - Sessions to profile: Daily, Asia, London, New York, Asia + London + New York, or Custom - Number of days to display - Asia, London, New York and Custom session times (server time) - Price rows per profile - Value area (% of session volume) - Histogram width (% of session length) - Volume source: tick volume or real volume - Show VAH / VAL lines, show price labels (on the last N sessions), extend naked POCs - Popup alert and push notification when price reaches a naked POC - Show information panel - Colors of the histogram, value area, POC, VAH / VAL lines, naked POCs and labels This indicator is an analysis tool. It does not open trades and does not give trading signals.
作者的更多信息
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DC Session Volume Profile draws a volume profile for each trading session directly on the chart, so you can see at which prices the market traded most during the Asian, London and New York sessions. Main features - Volume profile for each session: Asia, London, New York, all three sessions, the full day or a custom time range - Point of control (POC), value area high (VAH) and value area low (VAL) for every session - Developing profile for the current session, updated on every new M1 bar - Nak
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Duchesne Fair Value Gaps
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Duchesne Fair Value Gaps marks fair value gaps: three-candle imbalances where the wick of the first candle and the wick of the third candle do not overlap. Main features - Bullish gaps (low of the third candle above the high of the first) and bearish gaps - Minimum gap size as a fraction of the ATR, to ignore very small gaps - Open gaps extend to the right until price fills them - Fill rule: when price crosses the whole gap, or when it reaches the middle of the gap - Filled gaps can be hidden
Duchesne Market Structure
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Duchesne Market Structure shows the structure of the market: swing highs and lows, breaks of structure and changes of character. Main features - Swing highs and lows confirmed after a number of bars on each side (5 by default) - Labels HH, HL, LH and LL to read the trend at a glance - BOS (break of structure): a candle closes beyond the last swing in the direction of the trend - CHoCH (change of character): the first close beyond the last swing against the trend - Dotted lines for BOS, solid l
Duchesne Price Action Patterns marks three classic candle patterns on closed candles: pin bars, engulfing candles and inside bars. Main features - Pin bars: a long wick (at least N times the body) and a small opposite wick - Engulfing candles: the body engulfs the body of the previous candle of the opposite color - Inside bars: high and low inside the previous candle - Minimum candle size as a multiple of the ATR, to skip very small candles - Optional trend filter: bullish patterns only above
Duchesne VWAP Bands
Eliott Noah Duchesne
Duchesne VWAP Bands draws the volume weighted average price (VWAP) with up to three standard deviation bands. Main features - Reset each day, each week, each month, or anchored to a date and time you choose - Up to three bands above and below the VWAP (1 and 2 standard deviations by default) - Tick volume or real volume when your broker provides it - Clean breaks between periods - Works on any symbol and on intraday and daily timeframes How it works For each bar, the typical price (high + low
Duchesne ADR Meter
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Duchesne ADR Meter measures the average daily range (ADR) and shows how much of it the current day has already covered. Main features - ADR over the number of days you choose (14 by default, today excluded) - Projected high of the day: today's low + ADR - Projected low of the day: today's high - ADR - Panel: ADR, today's range and its share of the ADR, range left - Distances in pips on 3 and 5 digit symbols, in points on the others - Optional alert when the day reaches a share of the ADR (100%
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Duchesne Candle Timer and Spread shows the time left before the current candle closes and keeps an eye on the spread. Main features - Countdown next to the price, updated every second even without new ticks - Spread now, average and maximum over the last minutes (5 by default) - The spread line turns orange above your limit - Optional alert when the spread is above your limit, with a pause between two alerts - Panel corner, colors and font size to adjust How it works The countdown uses the es
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Duchesne RSI Divergence
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Duchesne Impulse Zones
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Duchesne Impulse Zones draws supply and demand zones from the small candles that come just before a strong impulse candle. Main features - Impulse candle: body of at least N times the ATR (1.5 by default) - Base: up to three small candles right before the impulse - Demand zones below a bullish impulse, supply zones above a bearish impulse - Zone status: fresh, tested (price came back) or broken (a candle closed beyond the zone) - Maximum number of zones shown on each side; broken zones hidden
Duchesne Trend Dashboard
Eliott Noah Duchesne
Duchesne Trend Dashboard shows the trend of the chart symbol on up to seven timeframes in one small table. Main features - Timeframes M5, M15, M30, H1, H4, D1 and W1, each one on or off - Direction: UP when the fast EMA is above the slow EMA and the price closes above the slow EMA, DOWN in the opposite case, FLAT otherwise - Strength from the ADX, marked strong above the level you choose (25 by default) - Overall bias: number of timeframes up and down - Optional popup and push alert when all s
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