RightFlow Universal Volume Profile - Any Market Any Timeframe

Summary in one paragraph

RightFlow is a right anchored microstructure volume profile for stocks, futures, FX, and liquid crypto on intraday and daily timeframes. It acts only when several conditions align inside a session window and presents the result as a compact right side profile with value area, POC, a bull bear mix by price bin, and a HUD of profile VWAP and pressure shares. It is original because it distributes each bar’s weight into multiple mid price slices, blends bull bear pressure per bin with a CLV based split, and grows the profile to the right so price action stays readable. Add to a clean chart, read the table, and use the visuals. For conservative workflows read on bar close.

Scope and intent
• Markets. Major FX pairs, index futures, large cap equities and ETFs, liquid crypto.
• Timeframes. One minute to daily.
• Default demo used in the publication. SPY on 15 minute.
• Purpose. See where participation concentrates, which side dominated by price level, and how far price sits from VA and POC.


Originality and usefulness
• Unique fusion. Right anchored growth plus per bar slicing and CLV split, with weight modes Raw, Notional, and DeltaProxy.
• Failure mode addressed. False reads from single bar direction and coarse binning.
• Testability. All parts sit in Inputs and the HUD.
• Portable yardstick. Value Area percent and POC are universal across symbols.
• Protected scripts. Not applicable. Method and use are fully disclosed.

Method overview in plain language
Pick a scope Rolling or Today or This Week. Define a window and number of price bins. For each bar, split its range into small slices, assign each slice a weight from the selected mode, and split that weight by CLV or by bar direction. Accumulate totals per bin. Find the bin with the highest total as POC. Expand left and right until the chosen share of total volume is covered to form the value area. Compute profile VWAP for all, buyers, and sellers and show them with pressure shares.

Base measures
Range basis. High minus low and mid price samples across the bar window.
Return basis. Not used. VWAP trio is price weighted by weights.

Components
• RightFlow Bins. Price histogram that grows to the right.
• Bull Bear Split. CLV based 0 to 1 share or pure bar direction.
• Weight Mode. Raw volume, notional volume times close, or DeltaProxy focus.
• Value Area Engine. POC then outward expansion to target share.
• HUD. Profile VWAP, Buy and Sell percent, winner delta, split and weight mode.
• Session windows optional. Scope resets on day or week.

Fusion rule
Color of each bin is the convex blend of bull and bear shares. Value area shading is lighter inside and darker outside.

Signal rule
This is context, not a trade signal. A strong separation between buy and sell percent with price holding inside VA often confirms balance. Price outside VA with skewed pressure often marks initiative moves.

What you will see on the chart
• Right side bins with blended colors.
• A POC line across the profile width.
• Labels for POC, VAH, and VAL.
• A compact HUD table in the top right.

Table fields and quick reading guide
• VWAP. Profile VWAP.
• Buy and Sell. Pressure shares in percent.
• Delta Winner. Winner side and margin in percent.
• Split and Weight. The active modes.
Reading tip. When Session scope is Today or This Week and Buy minus Sell is clearly positive or negative, that side often controls the day’s narrative.

Inputs with guidance
Setup
• Profile scope. Rolling or session reset. Rolling uses window bars.
• Rolling window bars. Typical 100 to 300. Larger is smoother.

Binning
• Price bins. Typical 32 to 128. More bins increase detail.
• Slices per bar. Typical 3 to 7. Raising it smooths distribution.

Weighting
• Weight mode. Raw, Notional, DeltaProxy. Notional emphasizes expensive prints.
• Bull Bear split. CLV or BarDir. CLV is more nuanced.
• Value Area percent. Typical 68 to 75.

View
• Profile width in bars, color split toggle, value area shading, opacities, POC line, VA labels.

Usage recipes
Intraday trend focus
• Scope Today, bins 64, slices 5, Value Area 70.
• Split CLV, Weight Notional.

Intraday mean reversion
• Scope Today, bins 96, Value Area 75.
• Watch fades back to POC after initiative pushes.

Swing continuation
• Scope Rolling 200 bars, bins 48.
• Use Buy Sell skew with price relative to VA.


Realism and responsible publication
No performance claims. Shapes can move while a bar forms and settle on close. Education only.

Honest limitations and failure modes
Thin liquidity and data gaps can distort bin weights. Very quiet regimes reduce contrast. Session time is the chart venue time.

Open source reuse and credits
None.

Legal
Education and research only. Not investment advice. Test on history and simulation before live use.