本页源码来自 TradingView 公开发布的开源脚本，版权归原作者所有， 请遵循其原始许可（Pine 脚本常见 CC BY-NC-SA / MPL-2.0 / MIT）。 本项目仅用于研究检索与许可范围内的移植。
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © kv4coins
//@version=4
///////////////////////////////////////////////////////////////////////////////////////////////////
//// STUDY
///////////////////////////////////////////////////////////////////////////////////////////////////
study(title = "Volume Profile", shorttitle = "VP", overlay = true, precision = 4, linktoseries = true, max_bars_back = 1000)
///////////////////////////////////////////////////////////////////////////////////////////////////
//// INPUTS
///////////////////////////////////////////////////////////////////////////////////////////////////
vp_lookback = input(defval = 200 , title = "Volume Lookback Depth [10-1000]", type = input.integer, minval = 10, maxval = 1000)
vp_bar_mult = input(defval = 30 , title = "Bar Length Multiplier [10-100]" , type = input.integer, minval = 10, maxval = 100)
vp_bar_offset = input(defval = 30 , title = "Bar Horizontal Offset [0-100]" , type = input.integer, minval = 0 , maxval = 100)
vp_bar_width = input(defval = 4 , title = "Bar Width [1-20]" , type = input.integer, minval = 1 , maxval = 20)
vp_poc_show = input(defval = true , title = "Show POC Line" , type = input.bool)
///////////////////////////////////////////////////////////////////////////////////////////////////
//// VARIABLES
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float vp_Vmax = 0.0
int vp_VmaxId = 0
int vp_N_BARS = 55
var color vp_color_vp = color.new(color.gray, 60)
var color vp_color_pk = color.new(color.orange, 60)
var int vp_first = time
vp_a_P = array.new_float((vp_N_BARS + 1), 0.0)
vp_a_V = array.new_float(vp_N_BARS, 0.0)
vp_a_D = array.new_float(vp_N_BARS, 0.0)
vp_a_W = array.new_int(vp_N_BARS, 0)
///////////////////////////////////////////////////////////////////////////////////////////////////
//// CALCULATIONS
///////////////////////////////////////////////////////////////////////////////////////////////////
float vp_HH = highest(high, vp_lookback)
float vp_LL = lowest(low, vp_lookback)
if barstate.islast
float vp_HL = (vp_HH - vp_LL) / vp_N_BARS
for j = 1 to (vp_N_BARS + 1)
array.set(vp_a_P, (j-1), (vp_LL + vp_HL * j))
for i = 0 to (vp_lookback - 1)
int Dc = 0
array.fill(vp_a_D, 0.0)
for j = 0 to (vp_N_BARS - 1)
float Pj = array.get(vp_a_P, j)
if low[i] < Pj and high[i] > Pj
float Dj = array.get(vp_a_D, j)
float dDj = Dj + nz(volume[i])
array.set(vp_a_D, j, dDj)
Dc := Dc + 1
for j = 0 to (vp_N_BARS - 1)
float Vj = array.get(vp_a_V, j)
float Dj = array.get(vp_a_D, j)
float dVj = Vj + ((Dc > 0) ? (Dj / Dc) : 0.0)
array.set(vp_a_V, j, dVj)
vp_Vmax := array.max(vp_a_V)
vp_VmaxId := array.indexof(vp_a_V, vp_Vmax)
for j = 0 to (vp_N_BARS - 1)
float Vj = array.get(vp_a_V, j)
int Aj = round(vp_bar_mult * Vj / vp_Vmax)
array.set(vp_a_W, j, Aj)
///////////////////////////////////////////////////////////////////////////////////////////////////
//// PLOTING
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var line L00 = line.new(bar_index, low, bar_index, low), var line L01 = line.new(bar_index, low, bar_index, low),
var line L02 = line.new(bar_index, low, bar_index, low), var line L03 = line.new(bar_index, low, bar_index, low),
var line L04 = line.new(bar_index, low, bar_index, low), var line L05 = line.new(bar_index, low, bar_index, low),
var line L06 = line.new(bar_index, low, bar_index, low), var line L07 = line.new(bar_index, low, bar_index, low),
var line L08 = line.new(bar_index, low, bar_index, low), var line L09 = line.new(bar_index, low, bar_index, low),
var line L10 = line.new(bar_index, low, bar_index, low), var line L11 = line.new(bar_index, low, bar_index, low),
var line L12 = line.new(bar_index, low, bar_index, low), var line L13 = line.new(bar_index, low, bar_index, low),
var line L14 = line.new(bar_index, low, bar_index, low), var line L15 = line.new(bar_index, low, bar_index, low),
var line L16 = line.new(bar_index, low, bar_index, low), var line L17 = line.new(bar_index, low, bar_index, low),
var line L18 = line.new(bar_index, low, bar_index, low), var line L19 = line.new(bar_index, low, bar_index, low),
var line L20 = line.new(bar_index, low, bar_index, low), var line L21 = line.new(bar_index, low, bar_index, low),
var line L22 = line.new(bar_index, low, bar_index, low), var line L23 = line.new(bar_index, low, bar_index, low),
var line L24 = line.new(bar_index, low, bar_index, low), var line L25 = line.new(bar_index, low, bar_index, low),
var line L26 = line.new(bar_index, low, bar_index, low), var line L27 = line.new(bar_index, low, bar_index, low),
var line L28 = line.new(bar_index, low, bar_index, low), var line L29 = line.new(bar_index, low, bar_index, low),
var line L30 = line.new(bar_index, low, bar_index, low), var line L31 = line.new(bar_index, low, bar_index, low),
var line L32 = line.new(bar_index, low, bar_index, low), var line L33 = line.new(bar_index, low, bar_index, low),
var line L34 = line.new(bar_index, low, bar_index, low), var line L35 = line.new(bar_index, low, bar_index, low),
var line L36 = line.new(bar_index, low, bar_index, low), var line L37 = line.new(bar_index, low, bar_index, low),
var line L38 = line.new(bar_index, low, bar_index, low), var line L39 = line.new(bar_index, low, bar_index, low),
var line L40 = line.new(bar_index, low, bar_index, low), var line L41 = line.new(bar_index, low, bar_index, low),
var line L42 = line.new(bar_index, low, bar_index, low), var line L43 = line.new(bar_index, low, bar_index, low),
var line L44 = line.new(bar_index, low, bar_index, low), var line L45 = line.new(bar_index, low, bar_index, low),
var line L46 = line.new(bar_index, low, bar_index, low), var line L47 = line.new(bar_index, low, bar_index, low),
var line L48 = line.new(bar_index, low, bar_index, low), var line L49 = line.new(bar_index, low, bar_index, low),
var line L50 = line.new(bar_index, low, bar_index, low), var line L51 = line.new(bar_index, low, bar_index, low),
var line L52 = line.new(bar_index, low, bar_index, low), var line L53 = line.new(bar_index, low, bar_index, low),
var line L54 = line.new(bar_index, low, bar_index, low)
if barstate.isfirst
vp_first := time
vp_change = change(time)
vp_x_loc = timenow + round(vp_change * vp_bar_offset)
f_modify_bar(l, n) =>
x1 = ((vp_VmaxId == n) and vp_poc_show) ? max(time[vp_lookback], vp_first) :
(timenow + round(vp_change * (vp_bar_offset - array.get(vp_a_W, n))))
ys = array.get(vp_a_P, n)
line.set_xloc(id = l, x1 = x1, x2 = vp_x_loc, xloc = xloc.bar_time)
line.set_y1(id = l, y = ys)
line.set_y2(id = l, y = ys)
line.set_color(id = l, color = (vp_VmaxId == n ? vp_color_pk : vp_color_vp))
line.set_width(id = l, width = vp_bar_width)
if barstate.islast
f_modify_bar(L00, 00), f_modify_bar(L01, 01), f_modify_bar(L02, 02), f_modify_bar(L03, 03), f_modify_bar(L04, 04),
f_modify_bar(L05, 05), f_modify_bar(L06, 06), f_modify_bar(L07, 07), f_modify_bar(L08, 08), f_modify_bar(L09, 09),
f_modify_bar(L10, 10), f_modify_bar(L11, 11), f_modify_bar(L12, 12), f_modify_bar(L13, 13), f_modify_bar(L14, 14),
f_modify_bar(L15, 15), f_modify_bar(L16, 16), f_modify_bar(L17, 17), f_modify_bar(L18, 18), f_modify_bar(L19, 19),
f_modify_bar(L20, 20), f_modify_bar(L21, 21), f_modify_bar(L22, 22), f_modify_bar(L23, 23), f_modify_bar(L24, 24),
f_modify_bar(L25, 25), f_modify_bar(L26, 26), f_modify_bar(L27, 27), f_modify_bar(L28, 28), f_modify_bar(L29, 29),
f_modify_bar(L30, 30), f_modify_bar(L31, 31), f_modify_bar(L32, 32), f_modify_bar(L33, 33), f_modify_bar(L34, 34),
f_modify_bar(L35, 35), f_modify_bar(L36, 36), f_modify_bar(L37, 37), f_modify_bar(L38, 38), f_modify_bar(L39, 39),
f_modify_bar(L40, 40), f_modify_bar(L41, 41), f_modify_bar(L42, 42), f_modify_bar(L43, 43), f_modify_bar(L44, 44),
f_modify_bar(L45, 45), f_modify_bar(L46, 46), f_modify_bar(L47, 47), f_modify_bar(L48, 48), f_modify_bar(L49, 49),
f_modify_bar(L50, 50), f_modify_bar(L51, 51), f_modify_bar(L52, 52), f_modify_bar(L53, 53), f_modify_bar(L54, 54)
///////////////////////////////////////////////////////////////////////////////////////////////////
//// END
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