Volume Map

Overview

Volume Map is a leading indicator that transforms raw order flow data into an intuitive visual heatmap, revealing where institutional and retail traders are actively participating in the market. Volume Map continuously updates with every incoming trade, creating a dynamic, rolling view of volume distribution across all traded price levels.

The indicator's visual approach eliminates the need to interpret numbers or complex charts during fast-moving markets. High-volume areas appear as distinct zones on your chart, instantly highlighting the price levels where the most significant trading activity has occurred over your specified lookback period. These zones frequently act as support and resistance levels, signal turning points and provide actionable insights for entry, exit and trade management decisions.

Key Features

Why Volume Map?

While liquidity heatmaps like BookMap visualize limit orders in the order book, Volume Map displays a map of actual traded volume. Order book data is notoriously manipulated by institutions and algorithms that flash large orders to create false impressions, then pull them before execution. Watching this constant flux is mentally exhausting and often misleading, specially for traders who lack the necessary experience.

This is why Volume Map takes a fundamentally different approach by mapping traded volume — actual transactions that have already occurred. Unlike unfilled orders that can be cancelled instantly, executed trades represent real money exchanged at specific prices. This completed volume cannot be manipulated or withdrawn, providing a truthful picture of where market participants have committed capital.

Traditional daily volume profiles provide valuable context but often lack the granularity needed for intraday trading decisions.

Volume Map solves this by creating a rolling window of volume data that continuously updates, keeping you focused on the currently most important price levels. The heatmap's changing opacity reflects real-time shifts in volume distribution, allowing you to observe market structure as it forms.

The visual nature of Volume Map is optimized for rapid processing during volatile market conditions. Your brain can instantly identify important zones without the cognitive overhead of reading any numbers — critical when seconds matter.

Ideal For

• Scalpers and Day Traders: Identify intraday support and resistance levels with precision granularity
• Order Flow Traders: Combine with footprint charts to understand volume distribution and delta patterns
• Level Traders: Spot high-volume nodes that price frequently revisits for potential bounce or rejection setups
• Swing Traders Optimize your entries and exits.
• Futures Traders: Track institutional participation levels across ES, NQ, CL or any other liquid futures markets

Technical Details

Volume Map is built specifically for the Atas trading platform, leveraging its advanced order flow capabilities to access granular bid/ask volume data. The indicator efficiently processes large volumes of tick data while maintaining smooth performance even on lower-end systems.

Customizable parameters include lookback period (bars/ticks/volume), tick aggregation, color schemes, opacity settings, Profile, Value Area, and display modes. All calculations are performed locally with minimal latency, ensuring the indicator remains responsive during high-volatility events.

Pricing & Philosophy

After 20 years of trading, I've learned one fundamental truth: no indicator, no matter how sophisticated, will transform a losing trader into a winning one. Trading success comes from education, screen time, and deliberate practice — not from purchasing tools.

It's like tennis. You can buy the most expensive racket, the best shoes, premium balls and designer gear, but you'll still lose every match against someone who invested in proper training while using basic equipment. The gear doesn't make the player; the training does.

That's why my indicators are completely free. Your money is better spent on quality education, mentorship, or simply preserving your trading capital while you develop your skills. If this indicator helps you identify better levels, improves your trade location, or simply saves you from a few bad entries, then it has served its purpose.

That said, developing and maintaining trading tools takes time and effort. If one of my indicators has genuinely improved your trading or you find it valuable enough to be part of your daily workflow, I'd appreciate a voluntary donation to support continued development and updates.