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Footprint & profile

Anchored Volume Profile

Anchored volume profile over a span of candles you pick

Anchored Volume Profile draws volume-at-price over exactly the stretch you select with two anchors (a trend, a consolidation, one day, one impulse). Volume comes purely from real traded exchange ticks — nothing is estimated from bar volume. You see the POC (the most-traded price = a magnet), the value area (≈70 % of volume), thin spots (LVNs price moves through fast) and accumulation vs distribution. Grab the body to move the whole profile; with the right anchor on the live bar it extends right with every new candle.

Data requirementBid/ask tick data
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What it does

  • Pick the range with two anchors (snap to bars) + move the whole profile
  • Real traded volume from ticks (no bar-volume estimate)
  • POC line + value area (VAH/VAL) with adjustable share (default 70 %)
  • Total volume or Bid/Ask split (buyers/sellers) + per-row and total delta
  • Rows by N ticks or a fixed row count
  • Align left / right / outside the range, width %/px, opacity
  • Live developing profile when the right anchor is on the latest bar
  • Summary (Σ vol / POC / VAH / VAL / Σ delta) + range high/low + mid

How to read it

01

The selected span's POC = a strong magnet and frequent reaction area.

02

Value area (VAH/VAL) = the fair-value boundary for that range; beyond it the market is "searching".

03

LVN (thin spot) = price moves through fast; HVN (thick) = it lingers and reacts.

04

The span's profile shape (P/D, POC migration) separates accumulation from distribution.

Recommended presets

Where to start by market and trading style — fine-tune to your own feed.

Use caseRange (anchors)Rows
One day / sessionopen → nowTicks per row 1×
Consolidation / rangethe whole range1–2×
Impulse / trend legfrom the leg start
Wide / volatile market (NQ, gold)as needed3–5× or Fixed count

Specs

Type
Anchored overlay
Data
Bid/Ask tick
Market
Futures, Forex, Crypto
Update
Live (on the latest bar)