Intraday Volume Profile By Bar

H

hinkognito

New member
Greetings team.

Was hoping someone could help with this. Is it possible to plot the volume profile on a bar by bar basis?

For example, if I was looking at a 1m chart, instead of looking at the plots for the volume profile based on the cumulative data for the day, could the data be plotted based on the trading volume up to that point?

The goal is to plot the POC and Value Area High and Low as it changes over the course of the day, rather than seeing the entire plot change for the whole session.

Many thanks for taking the time!
 
A

ajai

New member
VIP
One bar profile would have too much noise but you can change the aggregation period to the time you need for vol profile.
 
H

hinkognito

New member
Ajai - thanks for the response.

What I am actually seeking is a cumulative of profile that develops throughout the day.

For example, if I was looking at a 1min chart every bar would show the cumulative market profile up to the at candle close.
If I was looking at the chart for the whole trading day, I would be able to see the POC that developed throughout the day minute by minute.

Changing aggregation period will show the profile for each minute, but not for the cumulative minutes the market has been open for that trading day.
Looking at the /MES from July 10th, the days POC was 3149, but if I looked at the 1m aggregation, it shows the POC for each minute and at the final minute before the regular session close prints a 3177 POC.

I am seeking the latter where every minute, would plot the value area high and low and the POC from all of the cumulative volume data from the session open.

Would love to hear from you or anyone that has thoughts on this.
 

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