HighLowVolumeNodes

The price levels of greatest (HVN) and least (LVN) acceptance in a rolling volume profile — magnets and rejection zones.

Quick reference

Field	Value
Family	Market Profile
Input type	Candle (high / low / volume)
Output type	HighLowVolumeNodesOutput { hvn, lvn }
Output range	price levels
Default parameters	(period = 20, bins = 24) (Python)
Warmup period	period
Interpretation	HVN = magnet / strong S/R; LVN = fast-move / balance edge.

Formula

build a `bins`-bucket volume profile over the last `period` candles
  (each candle's volume spread across the bins its high-low range spans)
HVN = bin centre of the bucket with the most volume
LVN = bin centre of the traded bucket with the least volume

A High Volume Node is a heavily-traded, accepted price — a magnet and strong support/resistance. A Low Volume Node is a rejected price that the market moved through quickly, often marking the edge between balance areas. Source: crates/wickra-core/src/indicators/high_low_volume_nodes.rs.

Parameters

Name	Type	Default	Valid range	Source	Description
period	usize	20 (Python)	>= 1	high_low_volume_nodes.rs:73	Rolling profile window.
bins	usize	24 (Python)	>= 1	high_low_volume_nodes.rs:73	Price buckets. 0 for either errors with Error::PeriodZero.

params() returns (period, bins); value returns the current nodes if ready.

Inputs / Outputs

From crates/wickra-core/src/indicators/high_low_volume_nodes.rs:

use wickra::{Candle, Indicator, HighLowVolumeNodes, HighLowVolumeNodesOutput};
// HighLowVolumeNodes: Input = Candle, Output = HighLowVolumeNodesOutput
const _: fn(&mut HighLowVolumeNodes, Candle) -> Option<HighLowVolumeNodesOutput> =
    <HighLowVolumeNodes as Indicator>::update;

A Candle in, an Option<HighLowVolumeNodesOutput> out. The Python binding returns an (hvn, lvn) tuple from update and an (n, 2) array from batch(high, low, volume); Node returns { hvn, lvn } and a flat Float64Array of length n*2; WASM mirrors the object with camelCase keys.

Warmup

warmup_period() == period. The profile window must fill first (first_emission_at_warmup_period pins this).

Edge cases

• HVN at the heavy cluster. A clustered-volume price wins the HVN (hvn_at_heavy_price pins this).
• Finite levels. Both nodes are finite prices (hvn_at_or_above_low pins this).
• Flat window. A zero-span window puts both nodes at the price (guarded in the source).
• Finiteness. Candle::new rejects non-finite fields, so no in-method guard is needed.
• Reset. h.reset() clears the window and the last value (reset_clears_state).

Examples

Rust

use wickra::{BatchExt, Candle, Indicator, HighLowVolumeNodes};

fn main() -> Result<(), Box<dyn std::error::Error>> {
    let mut h = HighLowVolumeNodes::new(6, 24)?;
    let c = |hi: f64, lo: f64, v: f64| Candle::new((hi+lo)/2.0, hi, lo, (hi+lo)/2.0, v, 0).unwrap();
    let mut candles: Vec<Candle> = (0..5).map(|_| c(101.0, 99.0, 5_000.0)).collect();
    candles.push(c(121.0, 119.0, 100.0));
    let out = h.batch(&candles).last().unwrap().unwrap();
    println!("HVN near heavy cluster: {}", out.hvn < 110.0);
    Ok(())
}

Output:

HVN near heavy cluster: true

Python

import numpy as np
import wickra as ta

h = ta.HighLowVolumeNodes(20, 24)
high = ...; low = ...; volume = ...
hvn, lvn = h.batch(high, low, volume).T

Node

const ta = require('wickra');
const h = new ta.HighLowVolumeNodes(20, 24);
console.log('warmupPeriod:', h.warmupPeriod()); // 20

Streaming

use wickra::{Candle, Indicator, HighLowVolumeNodes};

let mut h = HighLowVolumeNodes::new(20, 24).unwrap();
let feed: Vec<Candle> = Vec::new(); // your live stream
for candle in feed {
    if let Some(n) = h.update(candle) {
        // price approaching n.hvn -> expect support/resistance; n.lvn -> expect a fast move
    }
}

Streaming update and batch are equivalent tick-for-tick (batch_equals_streaming pins this).

Interpretation

1. HVN as S/R. Expect price to stall and rotate around an HVN; fades back to it are mean-reversion setups.
2. LVN as accelerant. Breakouts move fast through LVNs; use them as targets or breakout triggers.
3. Structure map. HVNs and LVNs together outline the market's balance and imbalance zones.

Common pitfalls

• Bin resolution. Too few bins blur nodes; too many fragment volume and create spurious LVNs.
• Window choice. Match the window to the structure you care about (intraday vs. swing).
• Needs volume. On synthetic volume the nodes are meaningless.

References

Steidlmayer, J. P., & Dalton, J. F. — Market Profile theory; Dalton, J. F. (1993), Mind Over Markets.

See also

• Indicator-VolumeProfile — the full profile.
• Indicator-ValueArea — the 70% value area.
• Indicator-NakedPoc — untested points of control.
• Indicators-Overview — the full taxonomy.