//@version=6 indicator("World Class Edge", overlay = true, max_bars_back = 500, max_labels_count = 500, max_polylines_count = 100, max_lines_count = 500) start = input.int(200, "Period", maxval = 500, group = "Volume Profile") bins = input.int(50, "Volume Profile Resolution", group = "Volume Profile") poc_ = input.bool(true, "PoC", group = "Volume Profile") pivots_ = input.bool(true, "Display", group = "Pivots") pivotLength = input.int(10, "Length", group = "Pivots") pivotFilter = input.int(20, "Filter % 0-100", group = "Pivots") type Pivot float value int index bool isHigh Bins = array.new(bins, 0) Delta = array.new(bins, 0) var points = array.new() var polyline poly = na var line poc = na var label pocLbl = na var pivots = array.new() var pivotLevels = array.new() ph = ta.pivothigh(pivotLength, pivotLength) pl = ta.pivotlow(pivotLength, pivotLength) if not na(ph) p = Pivot.new(high[pivotLength], bar_index-pivotLength, true) pivots.push(p) if not na(pl) p = Pivot.new(low[pivotLength], bar_index-pivotLength, false) pivots.push(p) if pivots.size() > 0 for p in pivots if p.index <= bar_index-start pivots.remove(pivots.indexof(p)) HL = array.new() offset = 100 if barstate.islast for i = 0 to start - 1 HL.push(high[i]) HL.push(low[i]) H = HL.max() L = HL.min() poly.delete() array.clear(points) poc.delete() pocLbl.delete() // Bin size bin_size = (H - L) / bins // Populate Bins with frequency counts for i = 0 to bins - 1 bin_low = L + bin_size * i bin_high = bin_low + bin_size for j = 0 to start-1 if close[j] >= bin_low-bin_size and close[j] < bin_high+bin_size array.set(Bins, i, array.get(Bins, i) + volume[j]) array.set(Delta, i, array.get(Delta, i) + (close[j] > open[j] ? volume : - volume)) // Draw boxes for each bin for i = 0 to bins - 1 bin_low = L + bin_size * i bin_high = bin_low + bin_size mid = math.avg(bin_low, bin_high) bin_value = array.get(Bins, i) bin_value1 = array.get(Bins, i-1) left = bar_index-start right = left + math.round(bin_value/Bins.max()*50) volPercent = bin_value/Bins.max()*100 if i == 0 points.push(chart.point.from_index(left, bin_low)) cp1 = chart.point.from_index(right+4, mid) points.push(cp1) if i == bins - 1 points.push(chart.point.from_index(left, bin_high)) if volPercent == 100 and poc_ poc := line.new(right+4, mid, bar_index, mid, width = 2) pocLbl := label.new(bar_index, mid, style = label.style_label_left, text = str.tostring(bin_value, format.volume)) if pivots.size() > 0 and pivots_ for p in pivots val = p.value if math.abs(mid-val) <= bin_size and volPercent >= pivotFilter and bar_index-start + 54 <= p.index color = p.isHigh ? color.maroon : color.teal txt = p.isHigh ? str.tostring(bin_value, format.volume) + "\n" + str.tostring(volPercent, format.percent) : str.tostring(volPercent, format.percent) + "\n" + str.tostring(bin_value, format.volume) label.new(p.index, p.value, style = p.isHigh ? label.style_label_down : label.style_label_up, color = color, text = txt, force_overlay = true) line.new(p.index-pivotLength, p.value, p.index+pivotLength, p.value, color = color, force_overlay = true, width = 2) pivotLevels.push(line.new(p.index, p.value, p.index, p.value, style = line.style_dotted, color = color)) for j = start-1 to 0 if pivotLevels.size() > 0 for p in pivotLevels priceVal = p.get_y1() if high[j] > priceVal and low[j] < priceVal and bar_index[j] > p.get_x1() p.set_x2(bar_index[j]) pivotLevels.remove(pivotLevels.indexof(p)) else p.set_x2(bar_index) delta = Delta.sum() MColor = delta > 0 ? color.teal : color.maroon poc.set_color(MColor) pocLbl.set_color(MColor) poly := polyline.new(points, line_color = MColor, line_width = 4, force_overlay = true, curved = true) // --------------------------------------------------------------------------------------------------------------------}