Xtrade Volume Profile
A statistically honest volume profile: KDE density, a 70% value area that never papers over dead valleys, VWAP bands, HVN/LVN — and a POC that only appears when significant.
Data: Any feed with trades. No MBO required.
Real signals, straight from the chart
Click any screenshot to zoom
What it does
Classic profiles expand around the point of control until they cover 70% of volume — on a two-sided day that fills in the dead valley where nobody traded. Xtrade Volume Profile builds its value area from the density itself, so the map matches the territory even when the day has two separate centers of business.
The POC appears only when a bootstrap test says the peak is statistically significant — no significant peak, no line, and that silence is information too. On multimodal days the 70% value area splits into separate boxes and the dead valley between them is NOT filled in: the structure other profiles can't draw.
Backed by: Kavajecz & Odders-White (2002), RFS; Silverman KDE bandwidth
- ✓Smooth KDE density profile at the right edge (Silverman bandwidth), rebuilt on a background thread
- ✓POC with right-edge price tag — shown only when a bootstrap test confirms significance
- ✓True 70% value area as multi-segment boxes: dead valleys on two-sided days stay empty
- ✓VWAP with ±1σ/±2σ bands; HVN (churn zones) and LVN (fast-travel air pockets) levels
- ✓LVN-break pill with optional alert when a fast traversal begins
FAQ
How do I read it?
Inside the value area price is in fair-price territory — expect rotation; the VA edges are decision points. LVNs are air pockets price often traverses quickly. On two-sided days, read each VA segment as its own auction.
What data does it need?
Any instrument with trade data; no MBO required. Bandwidth, significance gate and node detection all derive from the instrument's own day.
Get Xtrade Volume Profile
From $29/mo
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Trading futures and other financial instruments involves substantial risk of loss. Xtrade Volume Profile is an informational and educational tool, not investment advice. Past performance is not indicative of future results. All sales are final and non-refundable.