Price-Volume-Volatility Cube [LuxAlgo]The Price-Volume-Volatility Cube indicator provides a 3D visualization of the relationship between price, volume, and volatility using a Cabinet Oblique projection. By mapping these three critical market dimensions onto a normalized 3D space, the tool allows traders to observe how market conditions evolve and cluster within a specific lookback window.
🔶 USAGE
The indicator renders a wireframe cube on the chart that represents the boundaries of the selected lookback period. Each data point within that period is plotted as a colored sphere inside the cube, creating a "cloud" that reveals the character of recent price action.
🔹 The 3D Axes
The cube uses three distinct axes to position data points:
Volume (X-Axis): Represents the relative volume of the bar. Points further to the right indicate higher relative volume.
Volatility (Y-Axis): Represents the True Range (TR) of the bar, projected as depth. Points appearing "deeper" in the cube indicate higher volatility.
Price (Z-Axis): Represents the closing price. Points higher up in the cube indicate prices closer to the period's high, while lower points represent prices near the period's low.
🔹 Interpreting the Data Path
The current bar is highlighted with projection lines that connect its position to the floor and the individual axes. This helps you identify if the current market state is an outlier (e.g., high price, high volume, low volatility) or if it is sitting within a common cluster.
The colors of the points transition from red (near the period low) to green (near the period high), providing an immediate visual cue for price location regardless of the cube's orientation.
🔶 DETAILS
The script utilizes a Cabinet Oblique projection to transform 3D coordinates into 2D screen space. This specific projection preserves the proportions of the X and Z axes while scaling the Y (depth) axis by half at a 45-degree angle to maintain visual clarity.
To maintain a consistent visual experience, the indicator automatically calculates the vertical height based on the Cube Base Width . This ensures the visualization maintains a perfect 1:1:1 aspect ratio, keeping the geometry as a true cube regardless of the user's horizontal scaling.
Additionally, the vertical position of the cube is automatically handled to ensure the visualization remains centered and visible within the indicator pane.
🔹 Normalization
To ensure the data fits perfectly within the cube, all values are normalized between 0 and 1 based on the minimum and maximum values found within the user-defined lookback period. This means the cube always represents the relative "range" of behavior over that specific window of time.
🔶 SETTINGS
🔹 Cube Settings
Lookback Period: Determines the number of bars used to calculate the min/max values for normalization and the number of points rendered inside the cube.
🔹 Visuals
Cube Base Width (Bars): Controls the horizontal scale of the cube in chart bars and automatically determines the height to maintain a 1:1:1 aspect ratio.
🔹 Position
Horizontal Offset (Bars): Moves the cube left or right relative to the last bar.
Wskaźnik Pine Script®






















