Volume Profile Help

Daily, weekly, and selected-range profiles, opposing delta, value area, POC, LVN, and value migration trail reference for MarketXero Volume Profile.

Use Volume Profile when the first question is where the auction accepted trade, rejected trade, or left unfinished structure for the next session.

What It Shows

Volume Profile builds an auction map from traded volume by price. It is designed for context before execution, not for reading individual prints inside one candle.

  • Daily profiles represent individual trading sessions. Weekly profiles combine trading sessions within each exchange week.
  • Profile Scope can show only the developing profile or include previous profiles.
  • The included MarketXero Draw Volume Profile tool builds a profile for a selected chart range.
  • RTH and Full Session use the instrument's trading-hours templates. Custom mode uses manual times in chart display time.
  • Value Area Percentage controls VAH and VAL calculation.
  • POC marks the highest-volume price in the selected profile.
  • Structural POC Mode excludes the closing bar from POC/VAH/VAL calculation when you want to avoid a closing MOC spike distorting structure.
  • Delta Profile shows bid-dominant and ask-dominant volume by price.
  • LVN zones mark low-volume areas that may become rejection or traversal zones.

Session And Scope

Session settings decide which auction the profile represents. Confirm these before tuning colors or LVN sensitivity.

  • Session Time Mode offers RTH, Full Session, and Custom.
  • RTH uses the instrument's regular trading-hours template. Full Session uses its extended/full-session template, including overnight activity.
  • Custom Session Start (HHMM) and Custom Session End (HHMM) apply only in Custom mode. They use chart display time without timezone conversion; the end time is exclusive.
  • Profile Period defaults to Daily. Choose Weekly to combine trading sessions in each Monday-to-Sunday exchange week. The session time mode still filters the trades included in each session.
  • Profile Scope: Current Day shows only the developing profile, including the developing week in Weekly mode. Show All Previous Days also shows historical daily or weekly profiles anchored at their first session start.
  • Sticky Left Previous Profile pins the most recent off-screen previous profile to the chart's left edge until its first session start scrolls into view.
  • Enable Cache Retention and Cache Retention Days manage how long sessions stay in memory.

First check

If POC, VAH, VAL, or LVNs look wrong, validate session mode and profile scope before changing the detection settings.

Weekly Profiles

Use Profile Period: Weekly when you want a broader auction map than a single session.

  • Weekly combines trading-session dates into Monday-to-Sunday exchange weeks, rather than using the chart's candle interval as the profile period.
  • RTH, Full Session, and Custom still decide which trades contribute. Changing the period does not automatically include overnight trades.
  • Load enough chart history and available historical tick data to cover the weeks you want to study. A partially loaded week represents only the available data; increase history before treating it as a complete weekly profile.
  • Controls labeled Previous Day, including POC, VAH/VAL, LVNs, and delta, refer to the previous week in Weekly mode.
  • Value migration trails reset at daily session boundaries even when the weekly volume profile continues accumulating.
MarketXero Volume Profile in Weekly mode on an ES daily chart showing historical profiles with opposing delta, POC, and value area levels
Weekly auction contextWeekly profiles on an ES daily chart show historical volume and opposing delta alongside POC and value area levels.

Draw A Selected-Range Profile

MarketXero Draw Volume Profile is the companion drawing tool included with the Volume Profile package. It profiles a selected range rather than an automatically chosen session.

  • Open the Drawing Tools menu in the chart's top toolbar, or right-click the chart and select Drawing Tools.
  • Select MarketXero Draw Volume Profile from the menu to begin drawing your profile.
  • The range uses a start anchor and an end anchor. Fixed Range Mode uses both anchors. Developing Range Mode follows the last closed chart bar from the start anchor.
  • Edit the anchors to change the selected range. Ticks Per Level controls how many raw price ticks are combined into each profile level.
  • Total Width (%) and Delta Width (%) measure maximum widths against the chart panel, independently of the selected range. New drawings default to 8% total width and 2% delta width.
  • Delta Faces Left defaults on for new drawings. Total volume extends right and delta extends left from the selected range's left baseline. This overrides Delta Layout and Profile Gap (%).
  • Disable Delta Faces Left to use Delta Layout and its offset or overlay presentation. Profile Gap (%) defaults to 2% and is ignored for Overlay.
  • Both positive and negative delta extend left when opposing delta is enabled; their values and colors retain their meaning.
  • Use Total Label Position: Right and Delta Label Position: Left to put labels on the opposite outside edges. Labels near the shared baseline may overlap, so inspect your chart after changing their positions.
  • Profiles may extend beyond the selected time range. Chart-panel boundaries clip overflow without reducing configured widths. A drawing baseline at the left edge can hide left-facing delta; move the selected range into view.
NinjaTrader ES chart with a selected-range volume and opposing delta profile and the right-click Drawing Tools menu highlighting MarketXero Draw Volume Profile
Find the drawing toolRight-click the chart, open Drawing Tools, and select MarketXero Draw Volume Profile. You can also open Drawing Tools from the chart's top toolbar.

Existing Drawings And Width Settings

Existing drawings retain their saved numeric widths, but those numbers now measure chart-panel width rather than the selected range.

  • A saved Total Width (%) of 60 occupies 60% of the chart panel. Reduce large saved percentages if the updated profile takes too much space.
  • The new 8% total and 2% delta defaults apply to new drawings; check existing drawing templates separately.
  • At a 1,000-pixel panel width, 8% total and 2% delta produce maximum widths of 80 and 20 pixels, whether the selected range is short or long.
  • Width remains responsive to window resizing. This controls maximum display width, not the volume or delta values used to calculate the profile.

Profile Rendering

The main settings group controls the visual profile and labels.

  • Show Volume Profile toggles the profile itself.
  • Volume Profile Style can render Bars or Outline.
  • Outline mode traces the silhouette and can be cleaner on instruments with compressed price levels.
  • Volume Profile Width (%) sets the maximum width as a percentage of chart-panel width. Daily and weekly, current and historical profiles use matching maximum widths.
  • Maximum width is independent of session bar count or selected duration. Resizing the chart panel changes its pixel width; individual rows still scale by their relative volume or absolute delta.
  • Volume Profile Color and Outside Value Area Color separate accepted volume from volume outside the selected value area.
  • Value Area Opacity and Outside Value Area Opacity tune the visual weight.
  • Show Volume Labels, Minimum Volume for Labels, Volume Label Font Size, and Volume Label Position control numeric volume labels.
MX-Volume Profile chart comparing classic profile bars with outline profile mode on the same session
Bars vs outlineClassic profile bars show full detail; outline mode keeps a cleaner silhouette when price levels compress.

POC And Value Area

POC, VAH, and VAL are the primary profile references. Use them to decide where price is accepted, where it is leaving value, and where retests matter.

  • Value Area Percentage accepts 50 to 95 percent.
  • Show All POCs draws the POC line.
  • POC Color and POC Line Width control the POC style.
  • Show All VAH/VAL Lines draws value area boundaries.
  • VAH/VAL Line Color and VAH/VAL Line Width control value area boundaries.
  • Extend Previous Day POC projects prior-session POC forward until current trade interacts with the level.
  • Extend Previous Day VAH/VAL does the same for prior VAH and VAL.
  • Previous day date labels can be enabled for POC and VAH/VAL extensions.

Value Migration Trails

Trail settings draw how value changes during the session rather than only where it finished.

  • Show POC Trail connects POC values at each bar close.
  • Show VAH Trail and Show VAL Trail do the same for value area boundaries.
  • Each trail has up color, down color, directional-color toggle, width, dash style, and opacity.
  • Directional coloring makes rising value and falling value easier to separate.
  • Use trails when the day is developing and you need to see value migrate higher, lower, or stay balanced.
MX-Volume Profile chart showing POC, value area high, and value area low trails migrating across the session
Value migration trailsPOC, VAH, and VAL trails show whether value is migrating higher, lower, or staying balanced through the session.

Delta Profile

Delta Profile adds direction to the volume-by-price map.

  • Show Delta Profile enables bid/ask dominance by price.
  • Bid Dominance Color is used for negative delta, where bid volume exceeds ask volume.
  • Ask Dominance Color is used for positive delta, where ask volume exceeds bid volume.
  • Delta Layout can overlay delta on the volume profile or split Total | Delta and Delta | Total.
  • Show Delta Labels and Minimum Volume for Delta Labels control whether delta values print on the chart.
  • Delta Label Position controls where labels sit relative to the delta bars.
  • Previous Profile Delta Faces Left defaults off. Enable it to draw delta left and volume right from a shared baseline on historical daily or weekly profiles in RTH, Full Session, or Custom mode. It overrides the historical delta layout; the developing current profile keeps its existing layout.
  • Changing orientation does not reverse delta values or change the meaning of the dominance colors.
  • Sticky-left historical profiles reserve space for opposing delta and its outside labels. Profiles anchored at a session start keep that time anchor, so the chart boundary can clip delta.
  • Previous-day delta profile and labels can be shown separately.

LVN Zones

Low Volume Nodes mark price areas where little business occurred relative to surrounding prices. They are often watched for rejection, fast traversal, or unfinished auction behavior.

  • LVN Sensitivity ranges from defensive to aggressive detection.
  • Ignore Session High/Low LVNs excludes LVNs that touch the session extreme.
  • Current LVN color, opacity, border color, and border width control same-day zones.
  • Show Previous Day LVNs projects prior-session LVNs across the current chart.
  • Previous Day LVN color, opacity, border, and date-label settings control carry-forward zones.
  • LVN preset debug controls can adjust threshold delta, minimum bars, median filtering, and merge ticks when troubleshooting detection behavior.
MarketXero Volume Profile showing low volume node zones and session profile context
LVN contextLVNs are profile-derived structure, not automatic entries. Pair them with response, delta, or footprint confirmation.

Trend Label And Diagnostics

The profile can display a regime label and debug output for production troubleshooting.

  • Show Trend Label displays market regime classification on the chart.
  • Trend Label Position controls the chart corner.
  • Regime settings include recalc seconds, developing ATR multiple, developing volume percentage of daily average, and previous-level tolerance.
  • Enable Debug Logging prints cache, session, and render-scope information.
  • Enable Validation Debug prints license validation and chart-type diagnostics.
  • Enable Volume Audit Debug compares primary chart volume to the volumetric series aggregate.

FAQ

Short answers for setup and first-use questions.

Should I use RTH or Full Session?

Use RTH when you care about the main cash-index session. Use Full Session when overnight acceptance and Globex structure are part of your plan.

What does Structural POC Mode do?

It excludes the closing bar from POC and value area calculation so a closing spike does not distort the structural references.

Why am I seeing too many or too few LVNs?

Start with LVN Sensitivity and Ignore Session High/Low LVNs. Use debug overrides only when you are intentionally tuning the preset behavior.