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LEVEL 3 · Market Structure & Order Flow · LESSON 15

Volume Profile: Further Study

Compare Volume, Price, and Tick Profile definitions and selected profile ranges.

Written lesson
A study log only, not a skill check.

LEARNING OBJECTIVE

Compare Profile type, range, and Session settings with reproducible notes.

IN ONE SENTENCE

Further study begins with the question: what does this profile count? The NinjaTrader Help Guide describes profile modes based on volume, time at price, and Tick activity.

Basic concepts

Volume ProfileExplain

A price distribution built from the selected volume data.

Price ProfileExplain

A distribution based on recorded price activity over time; it is not the same measure as traded volume.

Tick ProfileExplain

A count of Tick activity at price levels. It does not represent the amount of volume traded.

Software walkthrough

Menu placement may vary by platform version. Use the current official guide when a label differs.

  1. 01

    Step 01

    Record the profile mode, resolution, Ticks Per Level setting, and session range.

    Check: Confirm the displayed settings match the selected inputs.

  2. 02

    Step 02

    Use the same interval when comparing a Session Profile with a custom range.

    Check: Confirm the displayed settings match the selected inputs.

  3. 03

    Step 03

    Observe how developing POC and Value Area calculations can change as additional data arrives.

    Check: Confirm the displayed settings match the selected inputs.

Concept diagram

Concept illustration for education; it contains no live or historical market data.

Study scenario

Change one setting at a time on a historical Session and describe the distribution.

Different profile modes answer different questions. Check that the underlying definitions match before comparing them.

Common mistakes

  • Issue: Changing several variables at once.

    Check the input, version, session, data, or setting that controls this behavior.

  • Issue: Confusing visible range with Session.

    Check the input, version, session, data, or setting that controls this behavior.

Lesson summary

  1. 01

    Save a baseline.

  2. 02

    Change one input per pass.

  3. 03

    Document sample and settings.

PRACTICE EXERCISE

Create two input lists with Profile Type, Range, and Value Area.

Use static, historical, or browser-local sample data only.

OFFICIAL REFERENCES

Checked against public documentation

Source review: 2026-10-09

This lesson paraphrases official material. Check the installed version for current interface details.

Education note

Software and market education only. No direction signals, live order instructions, or performance claims.

Trademark and independence

NinjaTrader® is a registered trademark of NinjaTrader Group, LLC. No NinjaTrader company has any affiliation with the owner, developer, or provider of the products or services described herein, or any interest, ownership or otherwise, in any such product or service, or endorses, recommends or approves any such product or service.