BT Session VP & Volatility

BT Session VP v0.6 is a professional-grade Session Volume Profile designed for futures, index, and intraday traders who need clean, accurate session structure without clutter.

This tool builds a true volume distribution for each trading session using lower-timeframe data, detects high- and low-volume nodes, and tracks a dynamic Point of Control (POC) to help traders identify balance, acceptance, and trend conditions in real time.

• Index futures, session-based crypto trading
• Intraday equity index trading
• Momentum scalping with session context
• Auction market theory workflows

Features
• True session-based volume profile (RTH or ETH)
• Futures-correct ETH handling (18:00–17:00 session)
• Hard session fencing — no volume bleed between sessions
• Lower-timeframe volume aggregation for accuracy
• Dynamic Point of Control (POC) tracking
• High Volume Nodes (HVN) and Low Volume Nodes (LVN)
• Live session and prior session profiles
• Optional volatility-weighted volume
• Fully customizable colors, opacity, and labels

**Volatility-Weighted Volume** is an optional feature that adjusts how volume contributes to the session profile based on current market volatility.

Instead of treating all volume equally, BT Session VP can weight volume more heavily during periods of expansion and less during periods of compression.

When volatility weighting is enabled:
• If volatility is above its recent average, volume is amplified; below volume is dampened
• The strength of this effect is controlled by a user-defined multiplier
• Volatility weighting does not change price levels, Iit does not introduce signals or repainting. It only affects how volume contributes to the distribution
• The feature can be disabled at any time for a traditional volume profile

The Point of Control is calculated dynamically as the session evolves.

• If the POC remains stable for N bars, the market is considered balanced
• If the POC shifts upward, it reflects bullish acceptance
• If the POC shifts downward, it reflects bearish acceptance
• POC color changes automatically based on these conditions

This allows traders to quickly distinguish between balance, rotation, and trend days.

• HVN represent price levels where the market previously accepted value
• LVN represent areas of rejection or inefficiency

Nodes are filtered using:
• Local dominance logic
• Minimum separation (prevents clustering)

These levels often act as:
• Support / resistance
• Acceptance or rejection zones
• Rotation targets during balance

How traders use BT Session VP
• Identify balance vs trend days early
• Use POC direction to confirm market regime
• Trade rotations between HVNs during balance
• Fade LVNs during rejection
• Use prior session nodes as reaction levels
• Combine with momentum tools for confirmation


This indicator is designed to provide context, not signals.
It works best when combined with execution tools, order flow, or momentum confirmation.