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LEVEL 3 · Market Structure & Order Flow · LESSON 15

Volume Profile: Further Study

📖 Written guide

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

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.

Key concepts

Volume Profile
A price distribution built from the selected volume data.
Price Profile
A distribution based on recorded price activity over time; it is not the same measure as traded volume.
Tick Profile
A count of Tick activity at price levels. It does not represent the amount of volume traded.

Learn it step by step

  1. 1Record the profile mode, resolution, Ticks Per Level setting, and session range.
  2. 2Use the same interval when comparing a Session Profile with a custom range.
  3. 3Observe how developing POC and Value Area calculations can change as additional data arrives.

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

FREE TOOL FOR THIS LESSON

Volume Profile Guide

Review POC, VAH, VAL, and Session Profile basics.

Open tool

OFFICIAL REFERENCES

This lesson explains the concepts in its own words. Consult the current official guide for version-specific details.

Education note

This lesson covers NinjaTrader software, chart tools, market analysis, and risk-management concepts. It does not provide trade signals or return promises.