You see a big cluster on the footprint while it's on screen. A couple of hours later it has scrolled off to the left, and it's easy to forget the price where the volume traded.
The agent finds the biggest clusters of the last few days, draws a level at each one and labels it. The prices where the volume traded stay on the chart.
On my BTCUSDT 5m chart, find the five biggest clusters of the last three days: the prices where the most volume traded within a single bar. Calculate it with code from the volume at each price level. Take only the biggest cluster from each bar; adjacent prices in one bar count as one level. For each one, draw a horizontal level up to the current bar and label it with the date, the bar time and the volume. Don't touch my indicators or existing drawings. Give me a table of the clusters you found.
Change the number of clusters and days to your own. If you already have Cluster Search set up, ask the agent to take the clusters from it: Tune Cluster Search settings.
What happens
The agent reads the volume at each price in every bar, sorts it with code and draws labeled levels.
On my BTCUSDT 5m chart, find the five biggest clusters of the last three days: the prices where the most volume traded within a single bar. Calculate it with code from the volume at each price level. Take only the biggest cluster from each bar; adjacent prices in one bar count as one level. For each one, draw a horizontal level up to the current bar and label it with the date, the bar time and the volume. Don't touch my indicators or existing drawings. Give me a table of the clusters you found.
I added five horizontal levels up to the current bar at 21:05 UTC, with the date, time and volume. I didn't change your indicators or existing drawings.
Calculated with code from 12,787 price cells over the last three days, 864 bars. Only the biggest cluster was taken from each bar; adjacent prices were not counted as separate levels.
| No. | Price, USDT | Bar date | Time, UTC | Volume |
|---|---|---|---|---|
| 1 | 77,600 | 2026-11-05 | 15:05 | 734.330 |
| 2 | 78,900 | 2026-11-05 | 14:40 | 718.143 |
| 3 | 76,200 | 2026-11-05 | 15:25 | 611.847 |
| 4 | 78,500 | 2026-11-04 | 09:30 | 581.967 |
| 5 | 75,600 | 2026-11-05 | 15:50 | 511.051 |
Volume is the total Bid + Ask at the given price level.
Four of the five levels fell on one drop on Nov 5, from 14:40 to 15:50: in a sharp move, volume builds up at several prices in a row. If you want levels from different parts of the chart, ask the agent to take no more than one cluster per hour or to merge levels that are closer than a set distance.
The levels are ordinary drawing objects. You can remove them with one phrase, "delete the cluster levels". More on the Put it back page.