INDICATOR
Volume at price, aggression at price, and rate of change at price.

True Aggression Profile

True Aggression Profile rebuilds the session profile from individual trades rather than from bars — and then stacks two more layers on it that no volume profile carries: bull and bear aggression per price level, and the rate of change of initiative per price level.

Specification
Requires
A hidden 1-tick secondary series, added automatically. Tick Replay is recommended for historical accuracy but is not required.
Calculation
On each tick, overlaid on price.
Sessions
Chart Trading Hours template or a custom window; up to 20 historical profiles retained.
Scope
Session indicator. The manual drawing-tool version is not part of this release — see the roadmap.
Built for the level

Three profiles, one price axis.

Heavy volume at a level tells you it mattered. Heavy volume that was overwhelmingly bear-initiated and is now being met by accelerating buy initiative tells you what is happening at it right now. Each layer has its own placement, width and row size, so you can run all three side by side or keep one and switch the others off. A node strength engine scores each level against thresholds you set, and the profile reports what percentage of its own volume was confirmed against a live quote versus inferred — so you can see how much to trust it.

Three consecutive NQ 09-26 sessions on one chart, each with its own True Aggression profile drawn as horizontal rows coloured cyan, magenta, green and orange at every price level rather than as a single grey histogram. A shaded horizontal band roughly 60 points deep runs across all three sessions, and in the third session price trades back into it.
NQ 09-26 · three sessionsThree sessions, three profiles, one price axis. Each row is coloured by which side was initiating at that price, so a heavy level and a heavy level that was overwhelmingly bear-initiated stop looking the same. The band running the width of the chart is the aggression point of control from the first session — price spent the middle session well above it and came back into the same band two sessions later.
01

Per-trade volume at price — built from the tape, not distributed across bar ranges.

02

A bull/bear aggression profile and an aggression-ROC profile on the same price axis.

03

Node strength scoring, plus an honest confirmed-versus-inferred classification read.

Included in Professional and above
Positioning

Where it fits.

The most complete single view in the suite, and the reason the Professional tier exists.

VIEW PROFESSIONAL — $69/MOCOMPARE TIERS

Requires NinjaTrader 8. OF-TAP-001