Composite Volume Profile Analysis Across Multiple Sessions
Composite Volume Profile combines multiple sessions into one histogram, exposing macro value areas and POCs that single-session profiles hide from view.
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Composite Volume Profile Analysis Across Multiple Sessions
A composite profile merges several sessions into a single Volume Profile. While a session profile shows one day's auction, a composite reveals the value area the market has defended over days or weeks — the levels institutions actually reference.
Building composites
Choose the window by your holding period:
- 3-day composite: short-term swing bias.
- 5-day composite: weekly structure.
- 20-day composite: monthly institutional value.
Build by summing volume at each price across the window, then computing the composite VAH, VAL, and POC. Most platforms (Sierra, NinjaTrader, TradingView) build these automatically — select the lookback and the price increment (tick or custom bucket).
Reading the composite
- Composite POC: the single most defended price over the window. Major support/resistance. Reactions here are cleaner than at daily POCs.
- Composite VAH/VAL: the boundaries of accepted value. Breaks with acceptance (2+ sessions above VAH) signal a regime shift.
- Composite LVNs: prices rejected over the entire window. These are the strongest gap-trade magnets.
Trading tactics
1. Composite POC reversion
In a ranging market, fade moves beyond the composite VA back to the composite POC. Stop: 1×ATR beyond VAH/VAL. Target: composite POC. This works when the 20-day composite is wider than 1.5× its average.
2. Composite VA break
When price closes 2 sessions above the 20-day composite VAH, value has shifted. Buy the pullback to the prior VAH (now support). Stop: below the VAH. Target: the next composite HVN or a measured move equal to the composite VA width.
3. Composite LVN navigation
Mark 20-day composite LVNs. When price enters one, expect fast traversal. Trade the break of the LVN edge toward the next composite HVN.
When composites fail
Composites lag in trending markets. If the 3-day composite POC has migrated in one direction for 4+ sessions, the 20-day composite is stale — weight the 3-day more heavily. Composite analysis is a structural tool; pair it with session-level developing profile for entries. Use the composite for bias and the session profile for timing.
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