Fixed Range Volume Profile
A Fixed Range Volume Profile plots traded volume horizontally across price levels for a chosen range of candles, revealing the Point of Control (POC), Value Area High (VAH) and Value Area Low (VAL) — the prices where the most business was actually done.
What it measures
The profile bins every candle in the range into price buckets, distributes that candle's volume across the buckets it touched, and returns three key levels: the POC (single highest-volume bucket), and the VAH/VAL boundaries containing the central 70% of volume.
Parameters
| Name | Default | Range | Note |
|---|---|---|---|
| range_bars | 100 | 20–500 | How many candles back to profile. Common anchors: the current session, a swing high-to-swing low leg, or a fixed 100/200-bar lookback. |
| value_area_pct | 70 | 50–90 | The central percentage of volume used to define VAH and VAL. 70% is the market-profile standard. |
| row_size | auto | auto, ticks, % | Bucket granularity. Auto sizes to instrument volatility; fixed ticks give consistent comparisons across sessions. |
How it behaves
The POC acts as a strong magnet — price frequently retests it during rotation. High-volume nodes (thick bars) are absorption zones that slow price down; low-volume nodes (thin bars) are traversed quickly and often mark ranges of unfair prices that get revisited. VAH and VAL bracket the "fair value" area and are natural targets and stop reference points.
When it misleads
The profile is only as useful as its range choice. Profiling a 500-bar window that spans a trend and a range mixes two different distributions and produces a POC that describes neither. Profiles also update every candle by default — a POC that "held" all day can silently shift late in the session as new volume prints. Anchor your range to a coherent regime and treat the profile as a static reference once drawn.
Backtest result
Sourced backtest in preparation — we're running the rule on our own historical candles before publishing numbers we can stand behind.
FAQ
- What is a Point of Control (POC)?
- The single price level with the most traded volume in the profile range. It represents the "most accepted" price and is the strongest reference in a volume profile.
- Fixed Range vs Session Volume Profile?
- Fixed Range profiles an operator-chosen span (last 100 bars, a specific swing). Session profiles reset on each session boundary. Use Fixed Range to study a specific move; use Session for intraday context.
- How reliable is the POC?
- Very — as a magnet and reference level. Not so much as a signal: touching the POC does not tell you whether price will reverse or accept and continue through. Combine with structure or order-flow context.
Build a strategy with FRVP
Drop the block into the Nodlow builder and backtest on real historical data.
Try it in the builder