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Home/Features/Delta & volume profiles

VEIL ProfileDelta & volume profiles

Draw a profile over any range and ask not how much traded, but who was aggressive there.

What a delta profile adds

Volume tells you where. Delta tells you who.

Two sessions can build an identical volume profile while one was accumulated by buyers and the other distributed by sellers. Splitting the profile by aggressor separates them.

Four profile types

Volume, bid/ask, delta, and delta-plus-total — the same range, four questions.

Tick-precise value area

VAH, VAL and POC are computed on the tick grid, grown out from the POC the standard way, not interpolated from a bucketed histogram.

Auto-anchored

Profiles can anchor themselves as the session develops, so each swing carries its own without you drawing it.

Session and composite

Session profiles, multi-day composites, and any range you draw by hand.

Market Profile / TPO

Letter-based TPO for the classic view, over the same data.

Value area percentage

Configurable — 68% by default, the one-standard-deviation convention.

delta profiles — NQZ5

Specifics

At a glance

Value area
68% by default, configurable
Precision
Tick-level; VAH/VAL/POC computed on the raw grid
Anchors
Session, composite, drawn range, or auto-anchored per structure leg
Modes
Volume, bid/ask, delta, delta + total, TPO
Bar types
Independent of bar type — profiles read ticks directly

Before you ask

Questions

Why 68% and not 70%?

Because 68% is the one-standard-deviation figure the convention is actually derived from. 70% is a rounding that stuck. It is configurable either way.

What does a negative delta node at a high mean?

That sellers were the aggressors into that level and price held there anyway — which usually means passive buyers absorbed them. Absorption at a high is a different signal from buying at a high.

Can I anchor a profile to something other than a session?

Yes: any range you draw, a composite of several days, or automatically as the session develops.

Early access

Get in before launch

Founding rate, plus a build to try before it goes public.