Precision Market Entropy Heatmap
By LuxAlgoFeb 4, 2026
Precision Market Entropy Heatmap grades every price level of every session by how densely volume landed there, an entropy-inspired read on participation, built from intrabar data rather than the chart timeframe. Each anchor interval becomes a block of cells: bright where the market did business, dark where it barely traded, plus a developing Point of Control polyline tracing value.
How to Trade the Precision Market Entropy Heatmap?
- Bright cells: heavy volume concentration, prior agreement on value that often behaves as strong support or resistance.
- Dark cells (liquidity voids): thin participation. Price tends to move fast through them, making them useful extension targets.
- Developing POC slope: upward supports bullish structure, downward confirms bearish conditions, value migration in real time.
- Stretched price, flat POC: deviation from the dominant volume node without value following flags overextension, a mean-reversion candidate.
- Breakout validation: a break out of compression earns trust once the POC shifts into the new range and holds.
- POC extensions: dashed lines carry prior value forward, green below price as potential support, red above as resistance.
Watching volume cluster, migrate, or vanish block by block shows where institutions are active and where price is likely to pause or accelerate.
Precision Market Entropy Heatmap Settings
- Anchor Interval: the session length of each heatmap block.
- Intrabar Precision: the lower timeframe used for volume calculation. Finer is more accurate but limited by available history.
- Number of Rows: vertical price resolution per block; higher values cost more computation.
- Max Sessions to Show / Extend POCs to Current Bar: performance cap and forward extension of historical POC levels.
- Show Developing POC, gradient intensity, transparency, and POC color options shape the visual layer.
Frequently Asked Questions
Free on Vela
Run it on Vela. Go further with a paid plan.
- Up to 500 strategy alerts, with webhook automation
- Up to 10× the chart history of Free
- Orderflow lookback up to full history
- More Quant usage to customize it, plus extra usage when you need it
- Futures data alongside crypto, stocks, forex and commodities
Also works on
Related indicators
Run it on Vela. Make it yours with Quant.
Open this indicator free on Vela, our next-generation charting platform. Then ask Quant, our coding agent built into Vela, to retune it or turn it into a backtested strategy of your own.