Volume Strata

Related profiles: This is a classic volume distribution profile (where volume traded). For directional money flow / net delta per level use money_flow_delta_profile; for oscillator momentum per price zone use momentum_profile. Volume Strata’s distinguishing features are naked-POC tracking and profile-shape classification (D/P/b/B).

Features

• Right-anchored profile — bars grow leftward into the candle range; up-volume occupies the right (inner) side, down-volume extends further left
• Blue / yellow split — buy volume in blue, sell volume in yellow (volume profile convention)
• Profile source — raw Volume or Money Flow (volume × row mid-price) for a notional-value perspective
• Value area — configurable percentage (default 70%) highlighted in distinct colors; rows outside the area are shown in lighter tones
• Point of Control (POC) — dashed horizontal line at the highest-volume price row, with a right-side price label
• VAH / VAL — dotted lines at the top and bottom of the value area with price labels
• Value Area Fill — light shaded zone between VAH and VAL across the lookback range; the “fair value” band at a glance
• HVN zones — horizontal shaded bands at high-volume node rows (mean + 1σ) extended across the lookback; the strongest reaction zones
• LVN zones — horizontal shaded bands at local-minima rows below mean − 1σ; price tends to move quickly through these — potential breakout zones
• Naked POC tracking — previous POCs that haven’t been retested are drawn as faint dashed lines extending right; removed once price touches them. New naked POCs are tracked from script load forward
• Expanded info table — levels, VA width, range, POC strength, up-vol %, total volume, profile shape, VA state, Virgin POC, developing POC, POC distance
• Alerts — POC cross, VA entry/exit, VAH/VAL touch

Instrumente

• Valid: any symbol whose syminfo.volumetype reports base or quote — as a rule futures, exchange-listed stocks and crypto exchanges, plus broker feeds that pass real traded quantity through.
• Proxy: where that volume is a broker’s own share of the market (a CFD feed reporting base), the resulting levels sit where that broker’s volume traded, which need not be where the exchange’s did. Read them as approximate, not as the levels other participants watch.
• Invalid: any symbol reporting tick (a count of price updates) or n/a — there is nothing to weight.

On an invalid instrument the indicator draws nothing; instead it shows a “benötigt echtes Handelsvolumen” (needs real trade volume) warning label on the last bar.

Reference-market variant: deliberately not implemented. A volume profile maps the chart symbol’s own price axis. Substituting a cross-symbol volume request (e.g. NYMEX:NG1! instead of CAPITALCOM:NATURALGAS) would overlay a different market’s volume distribution onto the chart instrument’s price rows. CFD and future prices are not identical (spread/feed offset), so the price buckets would be misaligned against the volume that actually traded there — the profile, POC, and value area would mark the wrong rows, not just imprecisely but structurally. For a volume profile, degradation (no output) is the correct choice, not a reference-market substitute.

Inputs

Input	Default	Description
Lookback Bars	150	Number of historical bars included in the range
Rows	24	Number of price buckets
Value Area %	70	Volume percentage defining the value area
Profile Offset	150	Bars to the right where the profile is drawn
Profile Source	Volume	Volume or Money Flow (volume × row mid-price)
POC color / width	red, 2	Style of the POC line
VAH / VAL color	gray	Style of the value area boundary lines
HVN color	gold	Color of high-volume node markers
LVN color	cyan	Color of low-volume node markers
Up / Down Volume colors	blue / yellow	Volume direction split
Show Profile / POC label / VAH-VAL / VA Fill / HVN zones / LVN zones / Naked POCs / Info table	on	Independent display toggles

Info Table Reference

Field	Meaning
POC	Price at the highest-volume row
VAH / VAL	Top / bottom of the value area
VA Width	Value area as % of full range — green < 30% (compact), orange > 60% (wide), gray otherwise
Range	High − low of the lookback window
POC Str	Volume at the POC as % of total — concentration measure. Green ≥ 15%, red ≤ 8%
Up Vol	Buy volume as % of total. Green > 55%, red < 45%
Total Vol	Total volume in the range, formatted (K/M/B)
Shape	Profile shape: D (balanced), P (POC in upper third → accumulation), b (POC in lower third → distribution), B (≥ 3 HVNs → double distribution)
VA State	Whether close is Inside / Above / Below value area
POC	Virgin (untouched in last 5 bars) or Touched
Dev POC	Direction of POC vs. previous bar (rising / falling / stable)
POC Dist	Current close distance from POC, expressed in ATR(14)

Volume split method

Each candle’s volume is split into three components — body, upper wick, and lower wick — using their relative height as weights. Wick volume is attributed 50/50 between up and down; body volume goes entirely to the candle’s direction. This gives a more accurate buy/sell split than treating the full bar volume as directional.

Profile Shape interpretation

• D-shape (balanced): normal distribution, market is in equilibrium — trade at the edges (VAH/VAL), fade toward POC
• P-shape (accumulation): high volume in the upper third — common at the end of a downtrend, suggests buying on lower prices
• b-shape (distribution): high volume in the lower third — common at the end of an uptrend, suggests selling on higher prices
• B-shape (double distribution): two or more high-volume nodes — transition between regimes, watch for breakout from the inactive node