Order flow & volume

Volume profile

Also known as: VPVR, market profile

A volume profile is a histogram of how much volume traded at each price level over a period, rather than over time.

It highlights high-volume nodes that act as support/resistance, the Point of Control (most-traded price) and the Value Area (where ~70% of volume traded). Low-volume areas tend to see fast moves. Algovex renders true volume-profile histograms with POC and value-area outputs.

Related terms

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