// === Paramètres ===
tickSize = 0.25 // Résolution du profil en points
maxLevels = 200 // Nombre max de niveaux de prix
valueAreaPercent = 70 // Pourcentage de la Value Area
// === Détection d’un nouveau jour ===
newDay = (date <> date[1])
if newDay then
i_reset = 0
minPrice = low
maxPrice = high
endif
// === Initialisation progressive des niveaux TPO ===
if i_reset < maxLevels then
if i_reset = 0 then setglobal("freq0", 0)
if i_reset = 1 then setglobal("freq1", 0)
if i_reset = 2 then setglobal("freq2", 0)
if i_reset = 3 then setglobal("freq3", 0)
if i_reset = 4 then setglobal("freq4", 0)
if i_reset = 5 then setglobal("freq5", 0)
if i_reset = 6 then setglobal("freq6", 0)
if i_reset = 7 then setglobal("freq7", 0)
if i_reset = 8 then setglobal("freq8", 0)
if i_reset = 9 then setglobal("freq9", 0)
// [...] à répéter jusqu’à freq199
i_reset = i_reset + 1
endif
// === Mise à jour min/max journalier ===
if low < minPrice then
minPrice = low
endif
if high > maxPrice then
maxPrice = high
endif
// === Calcul du nombre de niveaux à suivre ===
range = maxPrice - minPrice
nbBins = min(maxLevels, ceil(range / tickSize) + 1)
// === Mise à jour des niveaux de fréquence (TPO) ===
for i = 0 to nbBins - 1 do
level = minPrice + i * tickSize
if level >= low and level <= high then
freq = getglobal("freq" + i)
setglobal("freq" + i, freq + 1)
endif
next
// === Détermination du POC ===
pocIdx = 0
maxFreq = getglobal("freq0")
totalFreq = maxFreq
for i = 1 to nbBins - 1 do
freq = getglobal("freq" + i)
totalFreq = totalFreq + freq
if freq > maxFreq then
maxFreq = freq
pocIdx = i
endif
next
// === Calcul Value Area (70%) ===
target = totalFreq * valueAreaPercent / 100
sum = getglobal("freq" + pocIdx)
up = pocIdx + 1
down = pocIdx - 1
while sum < target do
fUp = 0
fDown = 0
if up < nbBins then
fUp = getglobal("freq" + up)
endif
if down >= 0 then
fDown = getglobal("freq" + down)
endif
if fUp >= fDown and up < nbBins then
sum = sum + fUp
up = up + 1
elsif down >= 0 then
sum = sum + fDown
down = down - 1
else
break
endif
wend
// === Résultats convertis en prix ===
poc = minPrice + pocIdx * tickSize
vah = minPrice + (up - 1) * tickSize
val = minPrice + (down + 1) * tickSize
// === Tracé ===
return poc coloured("red") style(line,2) as "POC",
vah coloured("green") style(dottedline) as "VAH",
val coloured("green") style(dottedline) as "VAL"
.
