Description
Session Volume Profile
Session-by-session volume profile with automatic session separation and key market levels, right on your chart.
Session Volume Profile automatically detects the Asia, London, and New York sessions (fully customizable) using your terminal's local time, and calculates for each one:
- Horizontal volume profile: volume distribution by price level within the session.
- POC (Point of Control): the price where the highest volume of the session was traded.
- Value Area (VAH/VAL): the price range containing 70% of the session's volume (percentage configurable).
- Session High/Low: the highest and lowest price reached during each session.
- Session name and visual separators: vertical lines labeled with each session's name, so you can see at a glance where each time block starts and ends.
Who is it for?
Built for traders who read market structure and volume flow (order flow, footprint, auction theory) and need a fast way to compare how each session behaved: where volume built up, whether price accepted or rejected key levels, and which session is driving the day's range.
Configurable features:
- Up to 4 independent sessions, each with its own name, schedule, and color.
- Profile resolution (number of rows/bins).
- Maximum histogram width.
- Value Area percentage.
- Toggle POC, VAH/VAL, High/Low, separator line, and session name independently.
- Number of historical sessions shown per type.
Note: displayed volume is based on broker tick volume distributed proportionally within each bar's range; it does not replace real-time market depth (DOM) data for tick-by-tick order flow analysis.
