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MarketplaceindicatorsTPO Market Profile

TPO Market Profile

Admin's ChoiceFree

Time-price-opportunity distribution with balance detection

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Q
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Official QuaTick team — building advanced charting & trading tools for the Indian market.

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tpomarket-profileauctioncanvasvalue-areaadvanced
Free
Open in QuaTick IDE Edit in IDE
Version1.0.0
Updated2026-01-15
Compatiblecandlestick, heiken-ashi, line

Live Preview — BTC/USDT

About

TPO-style market profile based on repeated price acceptance from OHLC bars, useful for balance, initiative activity, and rotation reads.


Inputs

• OHLCV bars from Quatick Charts

• Optional orderbook snapshots for depth-aware variants


Renderer

• CANVAS tagged for marketplace filtering and runtime selection

Outputs & Parameters

Outputs

TPO Balancehistogram

Parameters

Profile Bars96
Tick Size1
Output Modedistance

Source Code

Edit in IDE
typescript
1/**
2 * TPO Market Profile - Quatick Marketplace Indicator
3 * Renderer: CANVAS
4 * Tags: tpo, market-profile, auction, canvas, value-area
5 */
6 
7const metadata = {
8 "id": "tpo-market-profile",
9 "name": "TPO Market Profile",
10 "renderer": "canvas",
11 "tags": [
12 "tpo",
13 "market-profile",
14 "auction",
15 "canvas",
16 "value-area"
17 ],
18 "version": "1.0.0"
19};
20const defaultParams = {
21 "lookback": 96,
22 "tickSize": 1,
23 "mode": "distance"
24};
25 
26interface BarData {
27 time: number;
28 open: number;
29 high: number;
30 low: number;
31 close: number;
32 volume?: number;
33}
34 
35interface OrderBookLevel {
36 price: number;
37 size: number;
38}
39 
40interface OrderBookSnapshot {
41 time: number;
42 bids: OrderBookLevel[];
43 asks: OrderBookLevel[];
44}
45 
46interface IndicatorPoint {
47 time: number;
48 value: number;
49 color?: string;
50}
51 
52function priceBucket(price: number, tickSize: number): number {
53 return Math.round(price / tickSize) * tickSize;
54}
55 
56function calculate(
57 bars: BarData[],
58 params = defaultParams,
59 orderbook: OrderBookSnapshot[] = []
60): IndicatorPoint[] {
61 const lookback = Math.max(1, Number(params.lookback ?? params.sessionBars ?? params.rows ?? 50));
62 const tickSize = Math.max(0.000001, Number(params.tickSize ?? 1));
63 const decay = Math.min(0.999, Math.max(0.01, Number(params.decay ?? 0.94)));
64 const profile = new Map<number, number>();
65 const outputs: IndicatorPoint[] = [];
66 
67 for (let i = 0; i < bars.length; i += 1) {
68 const bar = bars[i];
69 const start = Math.max(0, i - lookback + 1);
70 profile.clear();
71 
72 for (let j = start; j <= i; j += 1) {
73 const sourceBar = bars[j];
74 const bucket = priceBucket((sourceBar.high + sourceBar.low + sourceBar.close) / 3, tickSize);
75 const weight = Math.pow(decay, i - j);
76 const volume = Number(sourceBar.volume ?? 0) * weight;
77 profile.set(bucket, (profile.get(bucket) ?? 0) + volume);
78 }
79 
80 const snapshot = orderbook.find(book => book.time === bar.time) ?? orderbook[orderbook.length - 1];
81 if (snapshot) {
82 for (const level of [...snapshot.bids, ...snapshot.asks]) {
83 const bucket = priceBucket(level.price, tickSize);
84 profile.set(bucket, (profile.get(bucket) ?? 0) + level.size * Number(params.orderbookWeight ?? 1));
85 }
86 }
87 
88 let pocPrice = bar.close;
89 let maxVolume = 0;
90 for (const [price, volume] of profile.entries()) {
91 if (volume > maxVolume) {
92 maxVolume = volume;
93 pocPrice = price;
94 }
95 }
96 
97 const delta = (bar.close - bar.open) * Number(bar.volume ?? 0);
98 const normalizedDelta = maxVolume > 0 ? delta / maxVolume : 0;
99 const distanceFromPoc = tickSize > 0 ? (bar.close - pocPrice) / tickSize : 0;
100 const value = Number(params.mode === 'delta' ? normalizedDelta : params.mode === 'distance' ? distanceFromPoc : maxVolume);
101 
102 outputs.push({
103 time: bar.time,
104 value,
105 color: value >= 0 ? '#22c55e' : '#ef4444',
106 });
107 }
108 
109 return outputs;
110}
111 
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Changelog

v1.0.0
Added as advanced Quatick volume/orderbook indicator with renderer metadata.

2026-01-15

Marketplace | QuaTick