Volume Profile
A volume profile shows how much volume traded at each price rather than over time - a
horizontal histogram that reveals high-volume nodes (acceptance) and low-volume gaps
(rejection). Like Market Profile it comes in two pieces: computeVolumeProfileSessions
(analytics, profile tier) and the VolumeProfile primitive that draws it.
import { computeVolumeProfileSessions, VolumeProfile } from 'openalgo-charts/profile';
const result = computeVolumeProfileSessions(bars, { tickSize: 0.05, session: 'composite' });
chart.addPrimitive(new VolumeProfile(result));Variants
- Visible-range - pass the currently visible slice of bars with
session: 'composite'. One profile spanning the view. - Session -
session: 'day' | 'week' | 'month'builds one profile per period (grouped by the IST calendar), each drawn under its own bars with its own POC and value area.
Every session reports a POC (highest-volume price), a Value Area (the band holding
valueAreaPercent of volume), and - optionally - a buy/sell split.
Total volume
The default total mode draws one bar per price, anchored at the session’s right edge:
const chart = lib.createChart(el);
const bars = lib.generateBars(1700000000, 120, 1800);
chart.addSeries('candlestick').setData(bars);
const vp = lib.computeVolumeProfileSessions(bars, { tickSize: 1, session: 'composite' });
chart.addPrimitive(new lib.VolumeProfile(vp));
chart.timeScale.fitContent(bars.length);
return chart;live
Rendering live chart…
Visible-range volume profile: POC (gold), value area highlighted, rows outside it dimmed.
Buy vs sell, and delta
displayMode: 'buySell' splits each row into buy and sell; 'delta' draws the net,
colored by sign. Both use the direction-based split (below).
const chart = lib.createChart(el);
const bars = lib.generateBars(1700000000, 120, 1800);
chart.addSeries('candlestick').setData(bars);
const vp = lib.computeVolumeProfileSessions(bars, { tickSize: 1, session: 'composite' });
chart.addPrimitive(new lib.VolumeProfile(vp, { displayMode: 'buySell', width: 100 }));
chart.timeScale.fitContent(bars.length);
return chart;live
Rendering live chart…
buySell mode: buy (teal) and sell (red) split per price.
const chart = lib.createChart(el);
const bars = lib.generateBars(1700000000, 120, 1800);
chart.addSeries('candlestick').setData(bars);
const vp = lib.computeVolumeProfileSessions(bars, { tickSize: 1, session: 'composite' });
chart.addPrimitive(new lib.VolumeProfile(vp, { displayMode: 'delta' }));
chart.timeScale.fitContent(bars.length);
return chart;live
Rendering live chart…
delta mode: net buy-minus-sell per price, colored by sign.
⚠️
The buy/sell split is an honest approximation from OHLCV: a bar’s whole volume is counted
as buying when it closed up (close >= open) and selling when it closed down. It is not true
bid/ask delta - for that you need classified trades, see the
Footprint. Set deltaFromBarDirection: false to keep volume
un-split.
Session profiles
const chart = lib.createChart(el);
const bars = lib.generateBars(1700000000, 160, 1800);
chart.addSeries('candlestick').setData(bars);
const vp = lib.computeVolumeProfileSessions(bars, { tickSize: 1, session: 'day' });
chart.addPrimitive(new lib.VolumeProfile(vp, { side: 'right', width: 70 }));
chart.timeScale.fitContent(bars.length);
return chart;live
Rendering live chart…
A separate volume profile per IST day, each with its own POC and value area.
computeVolumeProfileSessions options
computeVolumeProfileSessions(bars, options): VolumeProfileFamilyResult| Option | Default | Description |
|---|---|---|
tickSize | 0.05 | price bucket size |
session | 'composite' | 'composite' / 'day' / 'week' / 'month' |
valueAreaPercent | 0.7 | fraction of volume in the value area (0..1) |
deltaFromBarDirection | true | split volume into buy/sell by bar direction |
VolumeProfile primitive options
Constructor new VolumeProfile(result, options) or live profile.setOptions({ ... }).
| Option | Default | Description |
|---|---|---|
displayMode | total | total / buySell / delta |
side | right | anchor bars at the session’s left or right edge |
width | 90 | maximum bar length, px |
barColor | slate | bar color in total mode |
buyColor / sellColor | teal / red | buySell and delta colors |
opacity | 0.85 | bar opacity |
showPoc / pocColor / showPocLabel | true / gold / true | Point of Control line + label |
showValueArea / vahColor / valColor / showValueAreaLabels | true | VAH & VAL lines + labels |
highlightValueArea / valueAreaFillColor / valueAreaFillOpacity | true | shade the value-area band |
valueAreaOpacityDim | 0.4 | opacity multiplier for rows outside the value area |
labelSide | right | which edge the POC/VA labels sit on |
zOrder | bottom | draw behind (bottom) or over (top) the series |
Data model
interface VolumeProfileFamilyResult {
sessions: VolumeProfileSessionResult[];
options: VolumeProfileFamilyOptions;
}
interface VolumeProfileSessionResult {
startTime: number; endTime: number; // UTC seconds
levels: { price: number; volume: number; buyVolume: number; sellVolume: number; delta: number }[]; // high -> low
poc: number; vah: number; val: number;
totalVolume: number; buyVolume: number; sellVolume: number; delta: number;
}Troubleshooting
| Symptom | Cause | Fix |
|---|---|---|
| Nothing renders | No price series (time axis has no bars) | Add a series before the profile |
| Bars cover the candles | Profile anchored over the price action | Lower width, set side: 'left', or zOrder: 'top' with lower opacity |
| buySell / delta look empty | deltaFromBarDirection: false | Enable it (default) so volume is split |
| One profile for many days | session: 'composite' | Use session: 'day' (or week / month) |
| Value area looks off | valueAreaPercent passed as a percent | Use a fraction (0.7), not 70 |