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// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © ChartPrime
//@version=6
indicator('FVG Volume Profile [ChartPrime]', overlay = true, max_boxes_count = 500, max_lines_count = 100, max_bars_back = 5000, max_labels_count = 500)
// --------------------------------------------------------------------------------------------------------------------}
// 📌 𝙐𝙎𝙀𝙍 𝙄𝙉𝙋𝙐𝙏𝙎
// --------------------------------------------------------------------------------------------------------------------{
bool autoTf = input.bool(true, "Auto", inline = "1", group = "Volume DATA")
string tf1 = input.timeframe(
"10",
"",
inline = "1",
group = "Volume DATA",
tooltip = "Select the custom timeframe for detecting volume of Fair Value Gaps. To use this setting, turn off the 'Auto' toggle. Otherwise, the indicator will follow the chart's 10 times lower timeframe automatically."
)
bool hideVP = input.bool(true, "Display", group = "FVG Volume Profile")
int bins = input.int(15, "Resolution", group = "FVG Volume Profile")
float gap_filter = input.float(0.5, 'Filter Gaps', step = 0.01)
color bull_color = input.color(#1da370, 'Bullish Color')
color bear_color = input.color(#bc25d6, 'Bearish Color')
type fvg
box FVG
bool isBull
array<float> volumeProfile
array<box> volumeBoxes
line poc
label pocLbl
// --------------------------------------------------------------------------------------------------------------------}
// 📌 𝙄𝙉𝘿𝙄𝘾𝘼𝙏𝙊𝙍 𝘾𝘼𝙇𝘾𝙐𝙇𝘼𝙏𝙄𝙊𝙉𝙎
// --------------------------------------------------------------------------------------------------------------------{
time_ = timeframe.in_seconds(tf1)/60
currentTime = timeframe.in_seconds("")/60
// Warning
if time_ >= currentTime and not autoTf
label.delete(label.new(bar_index+3, hl2, "⚠️ Use Lower Timeframes or 'Auto mode'\nin settings", style = label.style_label_center, color = color.rgb(255, 0, 0), size = size.huge)[1])
array<float> c = request.security_lower_tf('', time_ >= currentTime and not autoTf ? "" : (autoTf ? str.tostring(int(currentTime/10)) : tf1), close)
array<float> v = request.security_lower_tf('', time_ >= currentTime and not autoTf ? "" : (autoTf ? str.tostring(int(currentTime/10)) : tf1), volume)
float bearish_gap_size = (low[2] - high) / ta.stdev(low[2] - high, 200)
float bullish_gap_size = (low - high[2]) / ta.stdev(low - high[2], 200)
detectFairValueGap() =>
var pocLblAllow = true
var fvgs = array.new<fvg>()
volumeP = array.new<float>(bins, 0.)
volumeBoxes = array.new<box>(bins, box(na))
poc = line(na)
pocLbl = label(na)
// Conditions to detect bullish and bearish gaps
bool bullish_gap_condition = low > high[2] and high[1] > high[2] and bullish_gap_size > gap_filter
bool bearish_gap_condition = high < low[2] and low[1] < low[2] and bearish_gap_size > gap_filter
cls_array = c[1]
vol_array = v[1]
// Bullish FVG logic
if bullish_gap_condition
pocLblAllow := false
fvg_lower = high[2]
fvg_upper = low
fvg_box = box.new(bar_index - 1, fvg_upper, bar_index + 3, fvg_lower, border_color = na, border_width = 0, bgcolor = color.new(bull_color, 70))
binSize = (fvg_upper-fvg_lower)/bins
for k = 0 to bins -1
volumeP.set(k, 0.)
if cls_array.size() > 0
for k = 0 to bins -1
lower = fvg_lower + binSize * k
mid = lower + binSize/2
for i = 0 to cls_array.size() - 1
cls = cls_array.get(i)
vol = vol_array.get(i)
if math.abs(cls-mid) <= binSize
volumeP.set(k, volumeP.get(k) + vol)
for k = 0 to bins -1
lower = fvg_lower + binSize * k
upper = lower + binSize
mid = lower + binSize/2
volumeBoxes.set(k, box.new(bar_index-1, upper, bar_index-1, lower, border_width = 0))
vol = volumeP.get(k)
if volumeP.max() != 0
if vol == volumeP.max() and not pocLblAllow
poc := line.new(bar_index-1, mid, bar_index-1, mid, color = bull_color)
pocLbl := label.new(bar_index-1, mid, str.tostring(volumeP.max(), format.volume), style = label.style_label_left, color = bull_color, textcolor = chart.fg_color)
pocLblAllow := true
fvgs.push(fvg.new(fvg_box, true, volumeP, volumeBoxes, poc, pocLbl))
// Bearish FVG logic
if bearish_gap_condition
pocLblAllow := false
fvg_upper = low[2]
fvg_lower = high
fvg_box = box.new(bar_index - 1, fvg_upper, bar_index + 3, fvg_lower, border_color = na, border_width = 0, bgcolor = color.new(bear_color, 70))
binSize = (fvg_upper-fvg_lower)/bins
for k = 0 to bins -1
volumeP.set(k, 0.)
if cls_array.size() > 0
for k = 0 to bins -1
lower = fvg_lower + binSize * k
mid = lower + binSize/2
for i = 0 to cls_array.size() - 1
cls = cls_array.get(i)
vol = vol_array.get(i)
if math.abs(cls-mid) <= binSize
volumeP.set(k, volumeP.get(k) + vol)
for k = 0 to bins -1
lower = fvg_lower + binSize * k
upper = lower + binSize
mid = lower + binSize/2
vol = volumeP.get(k)
volumeBoxes.set(k, box.new(bar_index-1, upper, bar_index-1, lower, border_width = 0))
if volumeP.max() != 0 and not pocLblAllow
if vol == volumeP.max()
poc := line.new(bar_index-1, mid, bar_index-1, mid, color = bear_color)
pocLbl := label.new(bar_index-1, mid, str.tostring(volumeP.max()*-1, format.volume), style = label.style_label_left, color = bear_color, textcolor = chart.fg_color)
pocLblAllow := true
fvgs.push(fvg.new(fvg_box, false, volumeP, volumeBoxes, poc, pocLbl))
if fvgs.size() > 10
f = fvgs.shift()
f.FVG.delete()
f.poc.delete()
f.pocLbl.delete()
for b in f.volumeBoxes
b.delete()
if fvgs.size() > 0
for f in fvgs
f.FVG.set_right(bar_index+25)
top = f.FVG.get_top()
bot = f.FVG.get_bottom()
left = f.FVG.get_left()
right = f.FVG.get_right()
binSize = (top-bot)/bins
boxes = f.volumeBoxes
f.poc.set_x2(right)
f.pocLbl.set_x(right)
f.FVG.set_text(str.tostring(f.volumeProfile.sum(), format.volume))
f.FVG.set_text_halign(text.align_right)
if f.isBull
f.FVG.set_text_valign(text.align_bottom)
else
f.FVG.set_text_valign(text.align_top)
f.FVG.set_text_size(size.normal)
f.FVG.set_text_color(chart.fg_color)
if f.isBull
if low < f.FVG.get_bottom()
f.FVG.delete()
for b in boxes
b.delete()
f.poc.delete()
f.pocLbl.delete()
fvgs.remove(fvgs.indexof(f))
for k = 0 to bins -1
lower = bot + binSize * k
upper = lower + binSize
volSum = f.volumeProfile.max()
volRatio = f.volumeProfile.get(k) / volSum * 50
step = (right-left)/100
boxWidth = math.round(volRatio * step)
box_id = boxes.get(k)
bgColor = color.from_gradient(f.volumeProfile.get(k), 0, f.volumeProfile.max(), color.new(bull_color, 100), bull_color)
if boxWidth != 0 and hideVP
box_id.set_right(left+boxWidth)
box_id.set_bgcolor(bgColor)
else
if high > f.FVG.get_top()
f.FVG.delete()
for b in boxes
b.delete()
f.poc.delete()
f.pocLbl.delete()
fvgs.remove(fvgs.indexof(f))
for k = 0 to bins -1
lower = bot + binSize * k
upper = lower + binSize
volSum = f.volumeProfile.max()
volRatio = f.volumeProfile.get(k) / volSum
boxWidth = math.round(volRatio * (right-left)/2.5)
box_id = boxes.get(k)
bgColor = color.from_gradient(f.volumeProfile.get(k), 0, f.volumeProfile.max(), color.new(bear_color, 100), bear_color)
if boxWidth != 0 and hideVP
box_id.set_right(left+boxWidth)
box_id.set_bgcolor(bgColor)
detectFairValueGap()
// --------------------------------------------------------------------------------------------------------------------}