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Profile · INDICATOR

Market Profile Assistant

A Market Profile assistant: builds a volume profile for every session (Asia · Europe · US), finds the POC — the max-volume level, marks support/resistance, and determines the day type from the first hour of trading.

ATAS · .NET 7Indicator · market profilesessions + day type
2026-07-02T20:49:56.291512 image/svg+xml Matplotlib v3.11.0, https://matplotlib.org/
The indicator splits the day into sessions (Asia · Europe · US): for each one — a volume profile with the POC, support/resistance levels, the Starting Balance zone and a day-type tag; on the right — the current session's profile.
WHY IT MATTERS
1
Builds a volume profile per session

Asia, Europe and US are analyzed separately: for each session — how volume is distributed across price and the POC (Point of Control), the level where the market traded the most.

2026-07-02T20:49:56.842655 image/svg+xml Matplotlib v3.11.0, https://matplotlib.org/
2
Determines the day type

The size of the Starting Balance (first hour) tags the day as Trendy, Trend_flat or Reversal — you know what kind of day it is before you even enter.

2026-07-02T20:49:56.880789 image/svg+xml Matplotlib v3.11.0, https://matplotlib.org/
3
Marks levels and breakouts on its own

Support and resistance for each session + breakout markers split into true (transition to trend) and false (range expansion).

2026-07-02T20:49:56.926421 image/svg+xml Matplotlib v3.11.0, https://matplotlib.org/
KEY FEATURES
Volume profile + POCFor each session — a histogram of volume distribution by price and the POC line (the max-volume level).
Day type by Starting BalanceTrendy · Trend_flat · Reversal — classified by the size of the first hour; the Filter Trend / Reversal thresholds are configurable.
Asia / Europe / US sessions5 modes: a single session, all three at once, or the whole trading day; each session's time can be set to your time zone.
Support and resistanceAutomatically from the session and period extremes: green lines — support, red — resistance.
Breakout markersA true breakout (Transition to Trend) versus a false one (Range Expansion) — based on the close beyond the level and a filter in ticks.
Session statistics tableThe percentage distribution of day types (Trendy / Trend_flat / Reversal) per session — the instrument's historical picture.
Day type by Starting Balance — a narrow first hour → Trendy, a wide one → Reversal
2026-07-02T20:49:56.699623 image/svg+xml Matplotlib v3.11.0, https://matplotlib.org/
The size of the session's first hour sets the character of the day: Trendy (directional move), Trend_flat (range), Reversal (chop, pullbacks). You trade by the day type, not blindly.
Day type from the first hour

The session's Starting Balance size is compared with the other sessions: a narrow first hour → Trendy, medium → Trend_flat, wide → Reversal. The character of the day is clear before you even enter.

True breakout versus false — by the close beyond the level
2026-07-02T20:49:56.781806 image/svg+xml Matplotlib v3.11.0, https://matplotlib.org/
The close stays beyond the level → a true breakout (Transition to Trend, arrow), entry. The close comes back → a false one (Range Expansion, dot) — you skip it. The threshold in ticks is configurable.
True breakout versus false

Price breaks a level. The close stays beyond it → true breakout (Transition to Trend). The close comes back → false (Range Expansion). The threshold in ticks cuts out the noise.

HOW IT WORKS
1Splits the day into sessions

Asia, Europe and US (or the whole trading day) — each session is built separately, with its own time set to your time zone.

2Accumulates volume → POC

Within a session it distributes volume across price levels: the more that traded there, the longer the profile bar. The volume peak is the POC, the session's “center of gravity”.

3Boundaries → support / resistance

From the session and period extremes: the lower boundary — green support, the upper — red resistance.

4First hour → day type

The size of the Starting Balance (first hour) relative to other sessions classifies the day: Trendy · Trend_flat · Reversal.

2026-07-02T20:49:56.395745 image/svg+xml Matplotlib v3.11.0, https://matplotlib.org/
Anatomy of a profile: volume accumulates across price levels — where more was traded, the bar is longer; the peak = POC (indigo). The session boundaries give support below and resistance above, the first hour — the Starting Balance zone.
Anatomy of a session profile

Volume accumulates across price levels — where more was traded, the bar is longer; the peak = POC. The session boundaries give support below and resistance above, the first hour — the Starting Balance zone.

Profile on the side + POC — the session's volume histogram: a long bar = where more was traded; the peak = POC
Green line — support — the lower boundary of the session / Starting Balance
Red line — resistance — the upper boundary of the session / Starting Balance
Indigo box — Starting Balance — the first hour of the session — sets the day type
IN PRACTICE
2026-07-02T20:49:56.495195 image/svg+xml Matplotlib v3.11.0, https://matplotlib.org/
Return to the POC: price moved away from the session's “center of gravity”, came back and tested the POC line — the level held → a bounce up (the session profile on the right confirms the volume at the POC).
Return to the POC → bounce

Price moved away from the session's “center of gravity”, came back and tested the POC line — the level held, a bounce up. The session profile on the right confirms the volume right at the POC.

Entry off the POC with a day-type filter

A trader wants to enter at objective levels rather than by eye, and to know in advance whether it's even worth trading with the trend that day.

  1. Turns on the volume profile and POC — sees each session's “center of gravity”
  2. Checks the day-type tag: Trendy — trades with the trend, Reversal — waits for reversals
  3. Places orders at the POC and the session's support/resistance levels
  4. Filters out false breakouts by the markers — enters only on true ones (Transition to Trend)
Result: Entry levels come from the real volume distribution, not from eyeballing; the day type tells you how to play it, and false breakouts are filtered out.
SETUP & INTEGRATION
Fully configurable
Session Mode · periodFilter Trend / Reversal (day type)Support / resistanceMax Volume · POCStarting Balance · periodsBreakout markersStatistics table

Session mode and period, the day-type classification thresholds, the display of POC / levels / Starting Balance, the type and size of breakout markers, the statistics table — tuned to your instrument and time zone.

PlatformATAS (.NET 7) — indicator on the chart
Signalsprofile + POC, levels, day-type tags, statistics table
Accesssubscription 3 mo / year · manual renewal
Read the market by the profile, not by eye.Subscription 3 mo / year, manual renewal.
★ Full bundle
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