Volume Profile - Session Auction Engine | TradeSymmetry

⚡ Volume Profile — Session Auction Engine

A session-driven volume profile built to visualize auction behavior, liquidity distribution, and key reference levels such as POC, VAH, VAL, and True Day Open.

This indicator is part of the TradeSymmetry Core Series, focused on understanding markets through:

⏱ Time • 💧 Liquidity • 🧱 Structure

🔥 Overview

TradeSymmetry Volume Profile tracks how participation evolves across each session instead of displaying a static histogram.
By separating historical rendering from live developing profiles, the script helps traders observe how value migrates without cluttering the chart.


⚡ Features
📊 Session Volume Profile

• Daily, Weekly, and Monthly Session logic
• Historical profile rendering
• Optional live developing profile

🎯 Key Auction Levels

• Developing Point of Control (POC)
• Previous Session Extensions (POC / VAH / VAL)
• Dynamic Value Area calculations

🟡 Session Open Reference

• True Day Open (TDO) line
• Vertical session start marker

🎨 Customization

• Adjustable colors, line styles, labels
• Profile resolution control
• Value Area percentage settings

📌 Best Usage Context

The Value Area and POC are most effective when aligned with time-based structure and higher-timeframe context rather than used alone.

They become especially useful around:

🕐 Start of a Kill zone Session or 4H Candle Observe Liquidity Sweep near POC/VAH/VAL and Identify early acceptance or rejection

📈 Higher Timeframe Context

Premium / Discount zones

Daily or Weekly bias

Market structure direction

💧 Liquidity Events

Session Highs & Lows

Swing High / Swing Low sweeps

External liquidity grabs

Using POC and Value Area around these moments helps identify redistribution phases rather than random price movement.

🧠 Concept

Instead of treating volume as a static tool, this script focuses on auction dynamics:

✅ Where price was accepted
✅ Where liquidity concentrated
✅ How value shifts between sessions

💡 Suggested Workflows

• Intraday liquidity mapping
• Auction Market Theory analysis
• ICT-style structural context
• Monitoring developing bias through POC migration

⚙️ Technical Notes

• Uses lower timeframe aggregation to build profiles
• Supports Volume or Open Interest data
• Designed primarily for intraday charts


🧩 TradeSymmetry Core Series

This indicator is designed to integrate with other TradeSymmetry tools centered around:

Time Alignment • Liquidity Engineering • Structural Context