Professional volume distribution analysis with Market Profile TPO integration—see exactly where trading activity accumulated and how market structure developed over time.

Volume Profile reveals the price levels where the most trading occurred, identifying fair value zones and areas of acceptance/rejection. This implementation combines classical volume distribution with Market Profile's Time Price Opportunity (TPO) methodology for complete order flow analysis.

Use Cases

• Day Trading: Use IB High/Low as breakout levels; trade back to POC for mean reversion
• Swing Trading: VAH/VAL act as magnet levels; rejection at extremes signals continuation
• Position Building: Accumulate at low volume nodes (gaps); avoid high volume areas for stops
• Breakout Trading: Volume gaps (missing TPO letters) indicate weak structure—prime breakout zones
• Event Analysis: Anchor profile to news/earnings release to analyze post-event acceptance levels

Core Features

• Volume Distribution Analysis:
• • Point of Control (POC): Price level with highest volume—the market's center of gravity
  • Value Area (VA): Customizable volume concentration zone (default 70%)—where the majority accepted price
  • VAH/VAL: Value Area High/Low boundaries—key support/resistance levels
  • Delta Visualization: Split bars show buying pressure (green) vs selling pressure (red) at each price level
• Market Profile TPO:
• • Time Price Opportunity tracking: Count how many time periods traded at each price
  • TPO letters: Visual representation of time spent at price (A-Z sequence)
  • Initial Balance (IB): First hour's range—critical for day trading structure
  • IB High/Low markers: Opening range extremes that often define the day
• Flexible Lookback Options:
• • Period-based: Set number of bars to analyze (e.g., last 120 bars)
  • DateTime range: Anchor profile between specific dates/times for event analysis
  • Dynamic width: Auto-scale or fixed width profiles

Display Options

• Volume Bars:
• • Proportional width (volume-scaled) or full-width uniform bars
  • Buying/selling pressure split within each bar
  • Delta calculations with percentages
  • Pip-based margins for visual clarity
• Information Display:
• • Toggle all levels or key levels only (POC, VAH, VAL)
  • Volume/TPO detail visibility control
  • Buy/sell pressure breakdown with percentages
  • TPO count and letter sequences
  • Adjustable font size
• Color Customization:
• • Independent colors for buy/sell pressure bars
  • Separate text colors for positive/negative delta
  • TPO-specific text color

Technical Details

• Performance Optimized: Cached time lookups, efficient rectangle drawing, minimal recalculation
• Professional Grade: Delta calculation based on candle structure, not just color; sophisticated buy/sell pressure distribution

Volume Profile shows where traders agreed on value. TPO shows how long they stayed there. Together, they reveal market conviction.