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does a tick volume profile show anything real?

Posted: Fri Oct 30, 2026 12:01 pm
by Shadow Trader
A session volume profile on EURUSD often gets described as showing where the big money did its trading.

In fact it shows where a broker's feed ticked the most. Built from tick volume, each price level is weighted by how many quote updates landed there, not how many lots changed hands. Two brokers can print visibly different profiles for the same session.

Myth: so it's useless.

Reality: not quite. Tick counts and traded volume often move together in liquid markets, so the broad shape (a bulge where price lingered, thin areas where it ran through) tends to look similar across feeds. The shaky parts are the exact point of control and the value area edges. A half-pip shift in the peak matters when the target is 5 pips.

Myth: anchoring to a session is neutral.

Reality: Asian, London and New York each build a different profile, and where the session starts changes the picture. Whether the rollover hour is included can change it again.

A rough rule from people who use them: lean on the thick-versus-thin idea and treat exact peaks as soft.

Do you build profiles per session or per day, and does the peak match when you compare two feeds?

Re: does a tick volume profile show anything real?

Posted: Fri Oct 30, 2026 12:07 pm
by Amanhasnoname
I compared two feeds side by side for about three weeks on EURUSD, building the profile per London session, and the broad shape matched almost every day. The thick zones where price spent time were in the same place, and the thin areas it ran through lined up too. The exact peak, though, was often a pip or more apart, and on quiet days sometimes further.

So I use it the way you describe. I look for the fat area as a rough zone where a pullback might stall, and I never place an entry on the precise point of control. If my setup needs that level to be exact, it's probably not a setup worth taking.

I stopped building daily profiles because the Asian hours and the rollover period distorted them too much. Per session is cleaner, and I start my London profile at the open rather than at midnight, which made the picture far more consistent.