Deep Profile (Volume / Delta Profile)

Deep Profile (Volume / Delta Profile)


Deep Profile (Volume / Delta Profile)
The Deep Profile indicator is used to plot different types of volume and delta profiles.
You can enable it by clicking any of the profile buttons shown below.
All these profiles use the same indicator (Deep Profile), but with different settings.

1.General Settings

In the General Settings of the indicator, you’ll find several configuration fields.

1.1 VBP Type

This setting allows you to choose which type of profile you want to plot.




The available profile types are:

1.1.1 Volume Profile

This profile is based purely on total traded volume at each price level.
It helps identify price levels where the most activity occurred.


1.1.2 Ask/Bid Volume Profile

This version separates the Ask Volume (buying pressure) and Bid Volume (selling pressure), allowing you to compare aggressiveness on both sides of the market.


1.1.3 Delta Profile

This profile is based on delta — the difference between aggressive buyers and sellers at each price level.


1.1.4 Delta and Total Volume

This mode combines both — showing delta on the left side and total volume on the right side of the profile.


1.2 VBP Period

The VBP Period defines the time range or scope of data for which the profile is plotted.


We have following values for this field

1.2.1 Latest

Plots the most recent profile only.
For example, if you select a daily profile and set VBP Period to Latest, it will display only the current day’s profile.


1.2.2 Multiple

Plots multiple profiles based on the selected time period.
For example, you can see separate profiles for each day, session, or hour.


1.2.3 Composite

Plots a single profile for all loaded data.
For example, if your chart has 10 days of data loaded and you select Composite, it will create one combined profile for the entire 10-day period.


1.2.3 Visible

Builds a profile only for the data currently visible on your chart.
As you scroll or zoom, the profile automatically updates to reflect the visible range.


1.2.4 Custom

Allows you to create custom profiles for any selected area of your chart.
Use the shortcut button on the left toolbar to draw and generate a profile for a specific price or time range.



1.3 Length Type and Length Value

These two fields let you customize the time period and frequency of the profiles.




For example:

  • Set VBP Period to Multiple

  • Set Length Type to Days

  • Set Length Value to 2

This will plot a new profile for every two days on your chart.
You can also create customized minute, daily, weekly, or monthly profiles using these options.

2.Data Settings

The Data Settings section contains three main fields:

2.1 Input Data

This field allows you to select the type of input data on which the profile will be built.

You can choose between Volume, Order, and Aggregate data types.
These types are explained in detail in the article — “Types of Input Data for Indicators” in the Knowledge Base.

There’s also an option for Number of Trades data.
In this mode, instead of using the total volume of transactions, the profile is built using the number of individual trades from the order book.


2.1 Min and Max Filter

These fields allow you to set the minimum and maximum thresholds for the data used when building the profile.

For example, if you select Aggregate Trades as your input data and set the Min Filter to 20,
the profile will be built only from orders that have a minimum size of 20 contracts or more.
All orders smaller than 20 will be excluded from the profile calculation.

2.3 Tick Grouping

This setting allows you to customize how many ticks are grouped together into a single bar of the profile.

If you set Auto Grouping to Automatic, the bar height will be calculated automatically by DeepCharts,
based on the Height of Price Scale on your chart. If you zoom in or out  price scale on automatic auto grouping the profile levels may change,

if you don't want that set auto grouping to manual and Manual tick to 1 

If you switch to Manual, you can define the grouping manually.
For example:

  • If you set the Auto Group Factor to 1, you will see one bar per tick.

  • You can also adjust the Manual Tick value — this defines how many ticks are grouped as one.
    For instance, if you set Manual Tick = 5 and Auto Group Factor = 2,
    you will see one bar for every 10 ticks.



3.Filter / Split Time

3.1 Filter Mode: Splitted

This setting allows you to plot multiple volume profiles within the same trading day.
For example, you can display two profiles — one for the ETH (Electronic Trading Hours) session and another for the RTH (Regular Trading Hours) session.

When you set the Filter Mode to Splitted and Filter Time to RTH, you’ll see two profiles per day:

  • One starts from the ETH open

  • The other starts from the RTH open

This makes it easier to analyze intraday session activity separately.



3.2 Custom Time

You can also set Filter Mode to Triple and Filter Time to Custom, allowing you to display three separate profiles per day according to your own custom time ranges.

NotesNote: When configuring start and end session times, always use the time zone of the exchange for the instrument you are trading.

4.POC of Profile

In this section, you can customize the Point of Control (POC) of the profile — the level where the highest trading volume has occurred.


First, we have the Enable button to turn the POC display on or off.
Then, we have the Highlight Enable option and Highlight Color setting.
When enabled, it highlights the POC bar of the profile using your selected color.
In the example below, we’ve set the POC bar color to blue.

You can also choose to display a POC Line using the Show Line option — this draws a horizontal line at the current POC level.

If you set the line type to Developing, it shows multiple POC lines — allowing you to see where the POC has been historically.

When you enable Extended Line Till End Window, the POC line will extend across the entire visible chart area.

You can also fully customize the line color and width to match your preferences.

5.Peak and Valley

With this setting, you can highlight high-volume and low-volume nodes within the profile.

  • Peaks represent high-volume nodes.

  • Valleys represent low-volume nodes.

You can customize their appearance (colors and styles) as well as adjust the sensitivity, which controls how frequently nodes are detected.

A higher sensitivity helps filter out noise and only highlights the most significant nodes.

in the image below you can see we have high volume nodes in red color and low volume nodes in green

6.Merge and Split Profiles

In DeepCharts, you can merge or split profiles directly from the chart.
To do this, right-click on any profile and go to the last option in the menu.
There, you’ll find buttons to:

  • Merge- : Merge with Previous Profile

  • Merge+ : Merge with Next Profile

  • Split- : Split from Previous Profile

  • Split+ : Split from Next Profile

  • Reset: Resets all the Merge

This feature is useful when you want to combine multiple sessions into one larger profile or separate them for a more detailed view.


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