Prev Day Volume Profile

What the script does

Calculates yesterday’s Volume Profile from the bars on your chart (not tick data) and derives:

POC (Point of Control)

VAL (Value Area Low)

VAH (Value Area High)

Draws three horizontal lines for today:

POC in orange

VAL and VAH in purple

Adds labels on the right edge that show the level name and the exact price (e.g., POC 1.2345).

Why it’s bar-based (not tick-based)

Pine Script can’t fetch external tick/aggTrades data. The script approximates a volume profile by distributing each bar’s volume across the price bins that the bar’s high–low range covers. For “yesterday”, this produces a stable, TV-native approximation that’s usually sufficient for intraday trading.

Key inputs

Value Area %: Defaults to 0.70 (70%)—the typical value area range.

TZ Offset vs Exchange (hours): Shifts the day boundary to match your desired session (e.g., Europe/Berlin: +1 winter / +2 summer). This ensures “yesterday” means 00:00–24:00 in your target timezone.

Row Size: Manual? / Manual Row Size: If enabled, you can set the price bin size yourself. Otherwise, the script chooses a TV-like step from syminfo.mintick.

Colors & Line width: POC orange; VAL/VAH purple; configurable width.