Rolling profile

IndicatorsFrom Trader

• High
• Low
• Volume

Rolling profile

100 candles

• POC
• VAH
• VAL
• High
• Low
• near

This is how the node looks on the board: inputs on the left, outputs on the right.

Like a shop window that always shows the last few days: the rolling profile does not look at calendar days but at the last candles, and moves on a little with every new one.

Volume profile of the last candles. A volume profile over the last candles instead of a calendar day: POC, value area, high and low of the last 100 candles, anew on every candle. That gives a profile even in the middle of a session, matching the chain’s timeframe, with no jump at midnight. By default the candle that just closed does not count; that way a close can lie above the value area without moving it itself. The “near” output reports when a candle comes within ±x % of a chosen level. Example: “Price crosses above 100-candle VAH” reports when ETH breaks out of the range in which 70 % of the volume of the last 100 hours was traded.

What it looks like

• Price (close of each candle)
• 100-candle POC
• 100-candle VAH and VAL
• price crosses above VAH

Six days of BTC/USDT on 1-hour candles with the profile of the 100 candles before each one. Unlike a day’s volume profile, the lines do not jump at midnight but move on a little with every candle. At the dots the price closes above the VAH.

Setting it in the chart

In the properties, a chart shows the levels over the last 150 candles, with their names on the right. Click a level or its name, or pick it with the arrow keys: the band ±x % for the “near” output lies around it. Drag an edge of the band or type the number under “Band ±”; dots mark the candles that came that close to the level. Levels far from the price sit at the edge with an arrow.

More under Chart above the price.

Settings

The settings appear on the right under “Properties” once you click the node on the board. Below each field you find the same explanation as here.

Candles

Default: 100 · from 10 to 500, whole number

How many candles the profile spans. 100 hourly candles are a little over four days, 100 15-minute candles one day.

Current candle

Default: exclude · under “More”

Whether the candle that just closed counts towards the profile. For breakout alerts leave it out, otherwise the candle moves the levels it breaks.

• exclude (default): The profile of the candles before. Right for breakouts.
• include: The profile including the current candle.

Value area

Default: 70 % · from 50 to 95 % · under “More”

Which share of the volume lies inside the value area. 70 % is usual; more makes it wider, less tighter around the POC.

Price levels

Default: 50 · from 10 to 200, whole number · under “More”

How many levels of equal height the session’s range is split into. With 50, one level is 0.05 % high at a 2.5 % daily range; more levels rarely add accuracy because the candles themselves are coarse.

Level

Default: POC

Which level the “near” output refers to. In the chart above you can also pick it by clicking its line.

• High: The highest high of the candles in the window.
• VAH: The upper edge of the value area.
• POC (default): The price with the most volume.
• VAL: The lower edge of the value area.
• Low: The lowest low of the candles in the window.

Band ±

Default: 0.3 % · from 0 to 10 %

How close a candle must come to the level, in percent of the level: “near” is true as soon as the candle’s high or low reaches into the band. 0.3 means 0.3 % above and below, so with a level of $80,000 that is $240. With 0 only a candle that touches the level itself counts.

Example

Notifies you when the price breaks out above the value area of the last 100 hours, the range in which 70 % of the volume was traded.

How to connect the nodes:

1. Candle (High) → Rolling profile (High)
2. Candle (Low) → Rolling profile (Low)
3. Candle (Volume) → Rolling profile (Volume)
4. Candle (Price) → Compare A/B (A)
5. Rolling profile (VAH) → Compare A/B (B)
6. Compare A/B (true/false) → Telegram (Trigger)

On the board it reads: 100 candles

Chain as JSON

To try it, copy it and paste it in the editor under “Import”. Importing creates a new chain.

rolling-profile.json

{
  "name": "Example: Rolling profile",
  "version": 1,
  "nodes": [
    { "id": "c1", "type": "core.candle", "position": { "x": 40, "y": 40 }, "settings": { "pair": "BTC/USDT", "timeframe": "1h" } },
    { "id": "r1", "type": "core.rolling-profile", "position": { "x": 260, "y": 40 }, "settings": {} },
    { "id": "k1", "type": "core.compare-ab", "position": { "x": 480, "y": 40 }, "settings": { "operator": "crossesAbove" } },
    { "id": "t1", "type": "core.telegram", "position": { "x": 700, "y": 40 }, "settings": {} }
  ],
  "edges": [
    { "from": "c1.high", "to": "r1.high" },
    { "from": "c1.low", "to": "r1.low" },
    { "from": "c1.volume", "to": "r1.volume" },
    { "from": "c1.close", "to": "k1.a" },
    { "from": "r1.vah", "to": "k1.b" },
    { "from": "k1.out", "to": "t1.in" }
  ]
}

Inputs and outputs

Only matching types connect: number series to number series (round pin), signal to signal (square), message to message (diamond).

Direction	Pin	Type	Note
Input	High	Number series	required
Input	Low	Number series	required
Input	Volume	Number series	required
Output	POC	Number series	appears in messages as a price, e.g. “$81,616”
Output	VAH	Number series	appears in messages as a price, e.g. “$81,616”
Output	VAL	Number series	appears in messages as a price, e.g. “$81,616”
Output	High	Number series	appears in messages as a price, e.g. “$81,616”
Output	Low	Number series	appears in messages as a price, e.g. “$81,616”
Output	near	Signal (true/false)	–

Good to know

• In messages the values are called “100-candle POC”, “100-candle VAH”, “100-candle VAL”, “100-candle high”, “100-candle low”.
• Warm-up with the default settings: 101 candles (this many extra candles are loaded by the replay before the value is reliable).
• Search also finds it under: rolling profile, volume profile, last candles, poc, value area, vah, val, window, rolling, periodic.

Technical details

Profile as in the Volume profile node, but over a window of “Candles” candles ending at the candle before (with “include” at the current one); computed from scratch on every candle so that no value depends on where the data begins. Empty until the window is full. “near”: low ≤ level × (1 + x / 100) and high ≥ level × (1 − x / 100).

• Type in the chain: core.rolling-profile · Version 1.0.0 · Category key ind
• Settings in the chain: length (Candles), current (Current candle), valueArea (Value area), rows (Price levels), level (Level), width (Band ±)
• Pins in the chain: Input high, low, volume · Output poc, vah, val, high, low, near
• Reference tests in the manifest: 1 (with fixed price data: 500 candles of 1h)
• How a node is built