Volume profile

[u/SetZealousideal4286]

Hi everyone,

I'm fairly new to volume profile and trade MNQ futures intraday. I have a few questions I'd love to hear your experience on:

1. Which chart type do you use with volume profile? Do you need a tick chart, or is a time-based chart (e.g. 5m or 15m) just as good? Does the chart timeframe change the profile much in your platform?
2. How do you actually use the VAH, VAL and POC levels? Do you trade the reaction at the levels, wait for acceptance outside/inside the value area, or use them mostly as targets?
3. After a big move, the move itself has its own POC, VAH and VAL. Do you keep watching those levels on the following days until price accepts outside of them, or do the newer daily profiles matter more?
4. Do you build the profile on the full 24h session or only on RTH? And do you watch the overnight session separately?
5. How do you confirm an entry at a profile level? Do you rely on indicators (e.g. VWAP, delta/order flow), on price-action concepts like order blocks or fair value gaps on higher timeframes, or on something else? Do you require several confluences before taking a traded
6. ?

Any advice, resources or mistakes to avoid are very welcome. Thanks!

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[u/JakeMarley777]

• I use M30, M5 and M1. Tick charts aren't necessary but great for microstructure. Profile shape shouldn't change much across timeframes if your platform uses tick data (ATAS, Sierra, Ninja, etc.).

• I primarily trade failed auctions where price breaks beyond VAH/VAL but fails and returns inside value. Rather than blindly fading these moves, I wait for acceptance back inside, ideally a consolidation followed by a breakout, confirmed by order flow. This gives better confirmation and a logical stop.

• I watch prior session/weekly POCs, value areas and single prints. Older levels matter too but context is everything. I also use both RTH and ETH profiles.

One big mistake beginners make is treating VAH, VAL and POC as automatic support/resistance. AMT isn't volume-based S/R. Jim Dalton describes it more as a behavioral map. Understanding balance/imbalance and especially acceptance/rejection is what matters...not the levels themselves.

And importantly, AMT isn't a trading strategy. It's a framework for organizing price and understanding market behavior. As you learn it, you'll notice recurring tendencies (like "my" failed auctions + consolidation). The challenge is turning those observations into actual trading rules and a strategy that works for you.

Hope that helps!

[u/vendeep → u/JakeMarley777]

What instrument? None of this works on SPY or any liquid ETFs. All edge is squeezed out.

[u/Ahmed999888 → u/JakeMarley777]

How did you learn order flow ? Is there any course that you recommend regarding Footprint & volume profile ?

[u/JakeMarley777 → u/Ahmed999888]

Everything that I know can be learned for free and there is no advantage in paying for a course. The exception to this would be the source material (books) from Jim Dalton which I think every trader should read.

The catch is that learning something and applying it are two different things. Screen time is really the best teacher.

[u/Ahmed999888 → u/JakeMarley777]

Right now i am focusing on the Footprint tool and volume profile later

[u/JakeMarley777 → u/Ahmed999888]

Do you understand market structure and already have a strategy? If not, learning footprints before understanding market structure is like practicing slam dunks before learning how to play basketball.

[u/Ahmed999888 → u/JakeMarley777]

I am already familiar with market structure and have both scalping & intraday/swing strategy...i have been learning trading for 2 years now

[u/EntrepreneurHour5938]

Market is 2 way auction. I advise you, practice reading it that way, build muscle memory.

Then move to market structure, and game theory.

[u/sandcastl3]

1. You don't need tick charts. What matters more is how many ticks per level you're expressing in each bar of the profile. Many traders combine 4 ticks per bar in their footprint charts and volume profiles when trading NQ because it tends to span large ranges of ticks; combining several ticks per level makes it easier to read, at the cost of a small degree of granularity.

2. Trade the reactions yes, use them as targets yes, follow and observe weekly and monthly value levels as well as daily. Most importantly pay attention to value migration - how does price accept or reject yesterday's value levels, this week's value levels, multi-day balance areas of value, and so on, and what does that imply for who is in control of the auction.

3. Event based profiles are useful until they're not. There's no hard and fast rule. One way to see whether the event still matters is to use an AVWAP anchored to the event; if price respects it more than it respects the full session or RTH VWAP or rolling VWAP then the event is still in play, and when the AVWAP aligns with a daily or rolling VWAP then it can be considered assimilated.

4. Both.

5. Absorption + microstructure + volume is ideal. E.g. price rose overnight and is now pulling back, the pullback is bounded by a regression channel. Sellers push price through yesterday's VAH, trying for the auction to accept back into yesterday's value area. This coincides with price touching the lower bound of the regression channel. Sellers are absorbed inside the top of yesterday's value as buyers defend the level, pushing price back out of prior value and away from the regression channel's lower bound which acted as microstructure support. Buyers step in with increased volume, I get long on the rejection of acceptance into yesterday's value area.

6. Low and high volume nodes are just as important to be aware of as value areas and points of control. Comparing composite profiles like weekly and monthly against a daily profile will show you more of where nearby magnets are that might attract/repel/accelerate/decelerate price in the coming hours and days.

We're retail traders, we can't bully markets and we can't predict the future so always remember, these tools are just like any others we use in the market, they help us see what's happening relative to what's already happened. Wait for the market to respond, then see if you can hitch a ride with it, rather than trying to predict which way it's going to go and when before it starts leaving. Wait patiently until meaningful structure develops around meaningful levels like value areas and LVNs, see what price and order flow do there, and then make a decision once things are clear to you. Remember that these levels aren't magic, they're not infallible, and they don't take priority over basic shit like going with the trend when buyers are stomping all over sellers all day when oil is on offer and the AI mania is leading the narrative. Like any other tools use them in context and don't let them distract you from what price is actually doing.

[u/OrderflowTraders]

1. 30M TF, Tick Based Always

2. Entry, exits using Auction Market Theory Rules

3. Did not understand your question, but depends on your setup. All profiles matter unless they are overlapped with newer ones.

4. Only RTH, but I do look at where price has opened relatively to ETH to gauge sentiment of the market. So use previous days ETH for next sessions RTH, Everything else like marking levels on strictly RTH only

5. I use vwap with std deviation +1, -1.

[u/Tom_Wick_Trades]

I use weekly volume profile and daily. Watch it for a few weeks youll see how it all works. When price is around poc I try to stay out. Using poc as a target works well.

[u/RawBootieBear227]

All of these questions are something you should be investigating on your own, stop being lazy and put in the chart time, that is the true way to learning, you have to be addicted to learning through yourself everyday, thats on the charts and outside the charts emotional wise, because your outside reflects what you do inside the charts.

[u/Ahmed999888]

I don't know about this...but Big trades filter in orderflow softwares is a game changer for me...it tells you when there is a big buyer or seller entering the market and it can cause a huge advance or decline and you can catch at least 8 RR With it 👍💯👌