Type

Volume type. Values:

•      Exchange Only = total number of contracts traded during the selected chart interval

•      Tick Only = number of inside price changes, i.e. count of how many times last price has changed over a time period.

•      Exchange or Tick = exchange volume is used if available, otherwise ticks are used.

Highlight

Select a distribution type. Values:

•      Total Volume = volume distribution for prices

•      Bid/Ask = bid and ask distribution for prices

•      Bid/Ask Delta = distribution of difference between bids and asks

•      Delta Profile = profile based on delta volume absolute values and colored according to bid and ask colors

•      Bid Only = bid data only and colored with bid colors

•      Ask Only = ask data only and colored with ask colors

Use Aggressor Flag

Set Highlight to other than Total, such as Bid/Ask and if checked Volume Profile will use a special display mode where trade volume is aggregated by exchange specified aggressor. If a trade doesn’t have the aggressor indicator then it shall be ignored in the calculations.
 

Start Time

Opens sub-window to set start time:

•      Current session

•      Current day

•      Custom session (if unavailable, current day is used)

•      Date/Time, used with Date and Time parameters

•      Days back, used with Days back parameter (maximum number of days back is based on intraday data enablement value)

Display side

Side of chart to display volume on, right or left.

Fit Cell

Used when Display Side = Auto. Allows the profile to span the entire profile area.

Width (%)

Distance volume profile bars extend across the chart. Minimum = 1.

Share Width

If you have more than one volume profile applied to the chart, bars are displayed one after the other. If you select Share Width, the volume profiles overlap instead.

Display

Opens sub-window to set these parameters:

•      Display

•      Color

•      Length

•      Weight

•      Param (Bars: Redistribute, VA: % Dist, Vol Nodes: Sensitivity, POC: POC Distance

for these elements:

•      Bars

•      Value Area

•      POCs 1-5

•      POC Marker

•      OHLC

The following tables provide additional details.

Display

Indicates the label to be displayed. Values:

•      None

•      Total

•      Bid/Ask

•      Delta

•      Ratio

•      Bid/Ask %

•      % Delta

Example: Bid/Ask Percent

Param: Redistribute

Select to aggregate the data when the price axis is made smaller.

Display

Values:

•      None

•      Solid Line = two solid lines, displayed over histogram bars at their prices, corresponding to low and high levels of value area

•      Dash Line =Two dashed lines displayed over histogram bars at their prices, corresponding to the low and high levels of value area.

•      Area = Top border corresponds to the high level of value area and bottom border to the low level of value area. Displayed in the background of histogram bars.

Scale label colors correspond to Value Area and High and Low.

Color

Select colors for high, low, and area.

Length (%)

A line starts where the VP bar starts, and its length is this percent of the chart.

Weight

Select thickness of lines..

Param: % Dist

Determines the range of value area: n % of the volume occurs within this range.

Display

Select a line style:

•      Fill

•      Outline

•      None

Color

Select line color.

Weight

Select thickness.

Param: Sensitivity

Determines sensitivity of the volume nodes detection of high volume and low volume.

Default = 10

Range = 1-999

Display

Select a line style:

•      Fill

•      Solid Line

•      Dash Line

•      Outline

•      None

When displayed as a line, tooltip with price of POC is available.

When displayed as an outline, the horizontal cursor line has priority.

When filled, color overrides highlight color

Color

Select line colors. Scale label has POC prices in corresponding colors.

Length (%)

A line starts where the VP bar starts, and its length is this percent of the chart.

Weight

Select thickness of lines..

Param: POC Distance

Distance between different POC levels in ticks.

Parameter

Description

Display

Select the check box to display the arrow marker. The marker is displayed initially when the POC price changes.

If POC increases, up arrow positioned below the bar

If POC decreses, down arrow positioned above the bar

Color

Click to change color.

Weight

Type a value to increase or decrease the size of the marker.

Display

Values:

•      None

•      Letter (O, H, L, C), color determined by scale text color

•      Arrow

Example: Arrow

When more than one profile is displayed on the chart, letters have priority over arrows when letters and arrows fall at the same price.