Clusters Volume Profile

Clusters Volume Profile segments price history into distinct regimes with K-Means clustering, then builds a separate volume profile for each. Grouping bars by price proximity instead of chronology exposes where liquidity truly concentrated: every cluster gets its own color, histogram, and point of control, reference levels a single time-sliced profile can blur together.

How to Trade the Clusters Volume Profile?

• Cluster POCs: each regime's highest-volume price acts as a fair-value reference that often turns into support or resistance on revisits: entry candidates, with targets at the next cluster's POC.
• Overlapping high-volume clusters: accumulation or distribution behavior; expect range conditions until the overlap resolves.
• Separated clusters with volume gaps: a trending environment; a fresh, isolated cluster after overlap can mark a breakout taking hold.
• Per-cluster volume totals: compare participation between regimes; a move into a high-volume cluster carries more conviction than a drift into a thin one.

Under the hood, centroids seed across the lookback's range, bars join their nearest centroid by median price, and centroids re-center on their members' volume-weighted average over several iterations. Stops sit naturally outside a cluster's full profile range.

Clusters Volume Profile Settings

• Lookback Period: historical bars included in the clustering analysis.
• Number of Clusters: distinct price regimes to identify, from 2 to 10.
• K-Means Iterations: refinement cycles; more passes stabilize centers.
• Rows per Cluster VP: vertical resolution of each cluster's profile.
• Max VP Width (Bars) / VP Offset: histogram width cap and spacing from the current bar.
• Highlight Price Dots / Dot Size: show per-bar cluster assignments and size the dots.

Frequently Asked Questions

How is this different from a standard volume profile?

Is there an anchored version?

How do I access the Clusters Volume Profile indicator?