Aggregated Volume Profile

HALDRO Pro+ 업데이트됨   
Aggregate Volume Profile - Shows the Volume Profile from 9 exchanges.
You can enter your own desired exchanges, on/off any others, as well as select the sources of SPOT, FUTURES and others.

Aggregated Volume Profile ( AVP ) is a financial indicator used to visualize the trading activity in a specific market or security over a certain period of time. It is a tool for analyzing the distribution of trading volume at different price levels, and it can provide insights into the supply and demand dynamics of a market.

AVP is created by aggregating volume data at different price levels and plotting it as a histogram. The x-axis represents the price levels, while the y-axis represents the aggregated volume at each price level. The resulting chart will show clusters of volume , or "volume profiles," at different price levels, which can indicate areas of support or resistance. The distribution of volume across prices can also provide information about the market's underlying trends and patterns.

Additionally, AVP can be used in many different ways, such as identifying "volume points of control" (VPOC) which can act as a likely price level where the most trading activity happened, and also "value area" or the range of prices where most of the trading volume occurred, it can be used as a proxy for fair value.

AVP is a powerful tool for traders, it can help to improve trade entries and exits by providing more insight into the behavior of market participants, as well as supporting the identification of key support and resistance levels, and helping to uncover hidden trading patterns.


In this tool, you can choose from the following Mode:

You can also select how the volume is displayed in Volume By:
  • COIN : This displays the volume amount in coins on the resolution scale.
  • USD : This displays the volume amount in US dollars on the resolution scale.

You can also select the volume type in Delta Type:
  • Bullish - Shows the volume of buyers.
  • Bearish - Shows the volume of sellers.
  • Both - Shows the total volume of buyers and sellers.

The rest of the options should be intuitive, don't be lazy to poke around before using the indicator.
For more complex settings, I left cues in the indicator settings.

I recommend exploring and trying out my other work.
릴리즈 노트:
Made the code of the profile volume more readable.
Added a period change step for some parameters for your convenience.
릴리즈 노트:
A small update.
  • Since FTX trading is discontinued, the FTX exchange has been replaced by the default MEXC.
  • Thanks to idniilzo he fixed a bug with incorrect display of the volume price, if USD/EUR were selected in the Volume By option.
  • Also on his advice I have made changes in volumes of some exchanges: 'MEXC', 'BYBIT', 'DERIBIT', 'PHEMEX', 'FTX'. They were showing volume in dollars instead of assets - I fixed that. But you can still choose to display in any form.
    Replaced the Current Volume option with Data Type. Now you can easily choose between Single and Aggregate Volume type without touching the other options, and you can easily see the differences between single and aggregate volume.
릴리즈 노트:
Small hotfix.
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