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What is Deep Profile?
A volume profile tells you at which prices the market traded. It does not tell you who was aggressive. Deep Profile fixes that by offering several profiles on the same axis: total volume, ask against bid, delta, or delta and volume side by side. You move from a question of participation to a question of conviction.
What DeepCharts does better
Four calculation modes. The Volume Profile is based on total traded volume at each price level. The Ask/Bid Volume Profile separates buying and selling to compare aggressiveness on both sides of the market. The Delta Profile uses the difference between aggressive buyers and sellers at each price level. And the Delta and Total Volume mode shows delta on the left and total volume on the right, simultaneously.
Using it day to day
The period has five modes: Latest for the current period, Multiple for one profile per timeframe, Composite for all loaded data, Visible for the chart's visible range, Custom for an area you draw. The data input is selectable, volume, orders, aggregate or number of trades, and min/max filters exclude small orders. Tick grouping controls bar density, and the POC can be extended and tracked through history.
Typical case: a classic volume profile shows a clean POC on the session low. Switch to Delta Profile over the same zone: if delta there is clearly negative while price held, you are not looking at a simple volume node, you are looking at aggressive sellers being absorbed. Same price, two different stories.
⚠ The trap to avoid
The trap is the min/max filter. Excluding small orders cleans the profile and surfaces size players, which is useful, but a filtered profile and a raw profile are not comparable. The classic error is calibrating a method on a filtered profile then judging it on a raw one, or the reverse.
Combine it with
Deep Profile gives structure, the footprint gives candle-by-candle detail. Mark the POC and imbalance zones the evening before; take the decision the next day in the flow, when price comes to test them. To keep only the levels without the histogram, Deep Profile Values runs the same calculation in stripped-down form.
FAQ
What is the difference between a volume profile and a delta profile?+
The volume profile measures total volume traded at each price: participation. The delta profile measures the difference between aggressive buyers and sellers at that same price: conviction. High volume with neutral delta describes balance; high volume with marked delta describes imbalance.
What are the min/max filters for?+
They exclude orders outside a size range, keeping only significant participants. Useful for surfacing size players, provided you do not compare a filtered profile against a raw one.
Which period mode should I choose?+
Latest for the current period, Multiple for one profile per timeframe, Composite for all loaded data, Visible for the displayed window, Custom for a hand-drawn area. Composite gives long context, Latest gives the session.
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