Intra Bar Volume Profile

This indicator provides a high-resolution volume profile analysis for every single bar on the chart. It builds this profile by sampling data from a lower intra-bar timeframe, allowing for a granular view of price distribution and buying/selling pressure within the bar.

Key Features:

Intra-Bar Profile Engine: For each bar on the main chart, the indicator builds a complete volume profile on a lower 'Intra-Bar Timeframe'. It uses:

Statistical Models ('Allot model'): Distributes volume across price levels using 'PDF' (Probability Density Function) or 'Classic' (close) methods.

Buy/Sell Classifiers ('Volume Estimator'): Splits volume using a 'Dynamic' (trend/wick-based) or 'Classic' (candle color) model.

On-Chart Visualization (Overlay): The analysis is rendered directly onto the price bars:

Point of Control (POC): A line showing the price level with the most volume for that bar.

Value Area (VA): A colored box representing the price range where the specified percentage (e..g., 50%) of volume was traded.

VWAP: Displays the volume-weighted average price (VWAP) for the bar as a separate line.

Integrated Alerts: Includes 8 alerts that trigger when the main price crosses over or under the key intra-bar levels: POC, VWAP, and the Value Area High/Low.

Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.

DISCLAIMM

For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.

Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.

No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.

No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.

Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.