Volume Profile Calculator

Start with volume at price, not candle volume

This tool sums supplied price,volume pairs for one instrument and period. Use trade-level observations or an already aggregated volume-at-price dataset. A candle close and its total volume do not reveal the prices of all trades inside that candle. For OHLCV inputs, the CSV volume profile analyzer documents a uniform-allocation approximation.

Keep volume units, session boundaries and data adjustments consistent. Shares, contracts, crypto base units and tick counts describe different activity. The calculator does not fetch quotes, verify your data source or determine a session. Prices stay in your input units; they are not assumed to be dollars.

Rounding and tie rules you can reproduce

1. Each input price is rounded to the nearest multiple of the positive increment, anchored at zero. Exact halfway ties round toward the higher price, including negative prices. Repeated bucket values are summed.
2. POC is the level with maximum summed volume. Equal maximum volumes choose the lower price, regardless of row order.
3. The value area starts at POC. Compare the next supplied level above and below; include the larger one. Equal volumes expand downward first. Continue until the target is met or exceeded.
4. VAH and VAL are the centers of the highest and lowest included rounded levels. They are not outer bin edges. Absent price levels are not filled or certified as zero.

Try the hypothetical pairs 100,20; 101,40; and 102,30 on separate lines, with increment 1 and a 70% target. Total volume is 90 and POC is 101. The target is 63, so adding level 102 reaches 70 units: 77.7778% of the total. VAL is 101 and VAH is 102. A value-area target is not a normal-distribution interval or the probability of a future price range.

How this differs from a native profile

TradingView native profiles can use lower-timeframe bars, tick-rounded rows and tool-specific range selection. Its documented value-area stopping and tie rules differ from this calculator. Match data, interval, anchors, session, row boundaries and method before comparing outputs. No agreement or trading-performance benchmark is claimed.

Volume Profile distributes volume by price. TPO Market Profile counts time-price opportunities, and VWAP is a volume-weighted average price. A maximum-volume level need not equal VWAP or a fair-value estimate. POC and value-area boundaries describe this sample; they do not identify institutional orders or establish support, resistance, a mean-reversion tendency or a profitable entry.

Input checks and interpretation

Enter 1 to 10,000 rows, with exactly two finite numeric fields per nonblank line. Negative prices are allowed; volume must be nonnegative and the total positive. The target must be 50–95%. At most 2,000 grouped levels are displayed. The entire result is withheld if a row or setting is invalid, so an omitted bad row cannot silently change the total.

Gaps and missing observations matter. This method expands among supplied levels and can cross an unobserved price gap. Repeated rows add volume again; remove unintended duplicates before import. Changing the increment or range can move POC and value area. Compare alternative samples and retain the inputs if you want to reproduce a result.

For the native definitions and current method, read TradingView volume profile concepts and Fixed Range Volume Profile. These sources describe native tools; the explicit algorithm above is this page's own convention. Educational analysis only, not investment advice.

Questions about this calculation