pine-scripts

Momentum Profile

Analog to a volume-profile or money-flow delta profile, but for momentum: maps average WaveTrend and MFI values per price zone over a configurable lookback window to identify dominant-momentum levels (zones where strong, oscillator-backed moves occurred) versus mixed or fragile levels (zones where buyers and sellers were roughly balanced and price is likely to be revisited).

This is not a volume profile. It borrows the horizontal price-binned layout, but each row’s bar length is the average WaveTrend oscillator value at that level — not the volume traded there. For volume distribution use volume_strata; for directional money flow use money_flow_delta_profile. See Related profiles.

Features

  • WaveTrend average per price zone — bars extend right from the anchor line, green = bullish average, red = bearish average
  • MFI average per zone as a colored reference band (green = net buying pressure, red = net selling, gray = neutral/mixed)
  • Momentum POC: the zone with the highest absolute average WaveTrend value, highlighted separately
  • Configurable lookback, row count, profile width (bars), and horizontal bar offset
  • Dashboard showing overall bias, average WT, average MFI, and the mPOC price level

Settings

Group Setting Default Notes
Profile Lookback 200 Bars used to build the profile (max 1500)
Profile Rows 25 Number of price zones
WaveTrend Channel Length 10 WT channel EMA length
WaveTrend Average Length 21 WT smoothing EMA length
MFI MFI Length 14 MFI calculation period
MFI Show MFI Reference Band on Toggle the reference band overlay
Visualization Profile Width (bars) 60 Horizontal width of the drawn profile
Visualization Bar Offset 40 Offset from the right edge of the chart
Visualization Momentum POC on Highlight the dominant-momentum zone
Visualization Dashboard on Show the summary table

This indicator shares its visual idiom (price-binned horizontal profile + POC line + dashboard) with two volume profiles, but measures a different quantity. Use the right tool for the question:

Indicator Bins by Bar length = Answers
Momentum Profile (this) price average WaveTrend per zone Where did momentum build conviction? Dominant vs. fragile price zones.
volume_strata price traded volume (up/down split) Where did volume actually trade? POC, value area, HVN/LVN.
money_flow_delta_profile price money flow + net delta direction Who dominated at each level? Directional flow, HVN/LVN/AVN, absorption.

The MFI reference band here overlaps conceptually with the flow direction in money_flow_delta_profile, but is an approximation — for serious flow analysis use that indicator. Momentum Profile’s unique contribution is the oscillator-momentum-per-zone view, which neither volume profile provides.

Edit this page on GitHub