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QuaScript

Volume Profile Pro

Admin's Choice NewFree

Visible profile, developing POC / value area and naked POCs

Trendlines & LevelsPrice overlay WebGPU WebGL CanvasHybridGradient fillDashboardProfileLinesSignalsAlerts
quascriptlevelsvolume-profilepocvalue-areaauction

Favourites and Admin's Choice analyses are listed in the terminal's indicators window under Analysis Marketplace.

Language
QuaScript
Engine
Native C++, incremental on live ticks
Rendering
WebGPU + WebGL + Canvas
Placement
Price overlay
Settings
4
Plots
4
Lines of code
83
Source
presets/analysis/levels/volume_profile_pro.qs
Volume Profile Proengine result
Loading the engine result…
quatick-charts · QuaScript engine on synthetic 1-minute bars · drag to pan · scroll to zoom · Run executes the script on the engine (⌘/Ctrl+Enter while editing)

About

A complete auction view on the price chart. The visible-range volume profile is drawn by the chart beside the price axis; the developing session point of control (POC), value area high and low are drawn bar by bar with an edge-anchored value-area band; and every finished session leaves its final POC behind as a "naked POC" line that extends right until price trades back through it. Unvisited POCs are strong magnets and reaction levels. Reading: price inside value = balance (fade the edges); acceptance outside value (two closes beyond VAH or VAL) = imbalance and the start of a move towards the next naked POC; a POC that migrates with price confirms the trend. Signals: value-area acceptance, POC migration and naked POC tests. Method: Steidlmayer market profile, volume at price.

4
Plotted series
5
Signal marks
3
Drawings
2
Alert rules
4
Settings
71
Lines of code

What it draws

Price overlay · counted from the engine's plot table and the script's draw calls

Series

  • Step line3
    Value area highDeveloping POCValue area low
  • Volume profile1
    Visible-range profile
  • Band fills (render.band calls)2
Legend
Visible-range profile Value area high Developing POC Value area low

Signal marks

Acceptance above valueAcceptance below valuePOC migrates upPOC migrates downNaked POC tested

Drawings and chart effects

  • Dashboard tables1 created
  • Tags1 created
  • Segments1 created
  • Chart-native volume profile

How it runs

From source to the live chart, for this script

  1. 1
    Compile

    The QuaScript compiler checks the 83-line script (71 lines of code) and lowers it for the native C++ engine. Compile errors point at the exact line and column.

  2. 2
    Place

    The header sets overlay = true, so everything is drawn on the price chart, on the same scale as the candles.

  3. 3
    Compute

    The script runs once per bar, oldest to newest. Each bar also runs one loop (1 while). 2 persist variables keep state (objects, counters) across bars.

  4. 4
    Stay live

    On the terminal the script keeps one live engine session: a tick rolls the forming bar back to its checkpoint and re-executes only that bar, and new bars are appended, so history is never rerun while the market moves. The live result is identical to a full run.

  5. 5
    Render

    The results are handed to the chart: series on WebGPU, WebGL for the chart-native volume profile, drawings on the Canvas 2D QuaScript layer.

  6. 6
    Tune

    4 settings in 2 groups appear in the chart's settings dialog. Changing one reruns the engine with the new value.

Rendering

Hybrid: this script draws on 3 surfaces at once

WebGPUSeries renderer

The browser's modern GPU API. The chart uploads every line, band and mark of the script as GPU buffers and draws them in one pass, so dense heatmaps and dozens of series stay smooth while you pan and zoom. Without WebGPU support the chart's GPU layer falls back to WebGL 2, then Canvas 2D.

In this script
  • • 4 plotted series
  • • 2 band fill calls
  • • 5 signal mark types

Chosen by render = webgpu in the header.

WebGLUsed

GPU drawing through WebGL 2, available in every current browser. Used for chart-native profiles and for series that ask for it with backend = "webgl". Fast for large numbers of bars and wide fills.

In this script
  • • the chart-native volume profile
CanvasUsed

The browser's 2D drawing API. Text-heavy and object-style output (dashboard tables, zones, tags, segments), candle colors and backgrounds are painted by the QuaScript layer, a Canvas 2D surface over the chart. Series use Canvas when the script's header does not ask for a GPU.

In this script
  • • 1 dashboard tables (QuaScript layer)
  • • 1 tags (QuaScript layer)
  • • 1 segments (QuaScript layer)

Alerts

2 alert rules declared with alert.rule

Value acceptance

Two closes outside the session value area

Naked POC tested

Price traded back to an unvisited session POC

Settings

4 settings, grouped as in the chart's settings dialog

Profile
SettingTypeDefaultRange / optionsId
Profile rowsInteger4810 – 200profile_rows
Value areaNumber0.70.5 – 0.95, step 0.01value_area
Profile width (px)Integer14040 – 400profile_width_px
Levels
SettingTypeDefaultRange / optionsId
Naked POCs keptInteger60 – 30naked_pocs_kept

Script

packages/quascript/presets/analysis/levels/volume_profile_pro.qs

Header

analysis "Volume Profile Pro" {
    overlay = true
    render = webgpu
    short_title = VPP
    max_objects = 80
}
Total lines
83
Code lines
71
Comment lines
11
Helper functions
0
Loops
1
Persistent variables
2
Higher-interval feeds
0
Engine plots
4

Built with

Technical analysis (ta.*)
ta.volume_profile
Lists (list.*)
list.createlist.getlist.pushlist.removelist.shiftlist.size
Math (math.*)
math.is_na
Imported modules
viz/premium

Discussion

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