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Collisions in Order Flow

A composite profile is a volume profile that includes data of more than one session. I only have interest in profiles of data occurring during regular trading hours. Sometimes, the big picture requires me to see what is happening over several sessions to determine high volume areas, low volume areas and significant multi-session VPOC’s.

I do not base my composites on a fixed time frame or number of days. The composites I use are based on the high or low of a rotation I’m trying to get volume information on. Please understand and distinguish the difference. The market doesn’t care that I have found out what the 10-day or 30-day VPOC is. Constraining my research to a given time interval or period is illogical and is not my style even if it might work for others.

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