Market Profile

Market Profile Skill

TPO (Time Price Opportunity) and Volume Profile analysis for understanding market structure.

Overview

Market Profile reveals:

• Value Area - Where 70% of trading occurred
• Point of Control (POC) - Price level with most activity
• High/Low Volume Nodes - Support/resistance zones
• Market Balance - Institutional reference points

Commands

• profile daily <symbol> - Today's developing profile
• profile weekly <symbol> - Weekly composite profile
• profile vp <symbol> - Volume Profile (fixed range)
• profile vwap <symbol> - VWAP with standard deviations
• profile session <symbol> - Session-based profiles (Asia/London/NY)
• profile poc <symbol> - Find Point of Control
• profile va <symbol> - Calculate Value Area

Key Concepts

TPO Profile

• TPO Letters - Each 30min period = one letter (A, B, C...)
• Initial Balance - First hour of trading (A+B)
• Range Extension - Trading beyond initial balance
• Single Prints - Areas with single TPO (no revisit)

Volume Profile

• POC - Point of Control (highest volume price)
• VAH - Value Area High (70% of volume above this)
• VAL - Value Area Low (70% of volume below this)
• HVN - High Volume Nodes (support/resistance)
• LVN - Low Volume Nodes (fast moves through these)

Profile Shapes

• Normal/Bell - Balanced, rotational market
• P-Shape - Shorts trapped, potential breakout up
• b-Shape - Longs trapped, potential breakout down
• D-Shape - Trend day, directional conviction
• Double - Two distributions, look for breakout

Configuration

market-profile:
  tpo_period: 30        # Minutes per TPO letter
  value_area: 0.70      # 70% of volume for VA
  session_times:
    asia: "00:00-08:00"
    london: "08:00-12:00"
    ny: "12:00-21:00"
  vwap_deviations: [1, 2, 3]

Output Example

┌─────────────────────────────────────────────────────────┐
│  MARKET PROFILE: ES (S&P 500 Futures)                  │
│  Date: Feb 11, 2026                                    │
├─────────────────────────────────────────────────────────┤
│                                                        │
│  5095 │                    J                           │
│  5094 │                  GGHIJ                         │
│  5093 │                DDEFGGHK   ◀─ VAH               │
│  5092 │              BCCDEEFGK                         │
│  5091 │            AABBCCDDEF    ◀─ POC (5091.50)     │
│  5090 │              ABBBCCDE                          │
│  5089 │                ABBCD      ◀─ VAL               │
│  5088 │                  ABC                           │
│  5087 │                    B                           │
│                                                        │
├─────────────────────────────────────────────────────────┤
│  Profile Shape: P-Shape (Bullish)                      │
│  Initial Balance: 5088.00 - 5092.00                    │
│  Range Extension: UP (to 5095)                         │
│                                                        │
│  Key Levels:                                           │
│  • POC: 5091.50 (support)                             │
│  • VAH: 5093.25 (resistance)                          │
│  • VAL: 5089.00 (support)                             │
│  • Single Print: 5087 (magnet)                        │
│                                                        │
│  Volume Analysis:                                      │
│  • Total: 1.2M contracts                              │
│  • POC Volume: 185K (15.4%)                           │
│  • Above POC: 55%                                     │
│  • Below POC: 45%                                     │
└─────────────────────────────────────────────────────────┘

Trading Applications

Value Area Play

• Open inside VA → Expect rotation to opposite VA boundary
• Open outside VA → Expect drive to POC or continuation

POC Reference

• Price above POC → Bullish bias
• Price below POC → Bearish bias
• POC migration → Trend direction

Single Print Magnet

• Single prints act as magnets - price tends to return and fill

Integration

Works with:

• order-flow - Delta and volume footprint
• session-timer - Session-based profiles
• wyckoff-analysis - Combined structural analysis
• alert-system - Level alerts (POC, VAH, VAL)