# Session Volume Moving Average Session Volume Moving Average plots volume as bars anchored to a moving average of price, normalized by the 95th volume percentile so outlier spikes stop flattening the display. Session-aware extras - a cumulative delta gradient, end-of-session volume profiles, and streak boxes - show who controls each session and where activity clusters. For volume readers who think in sessions. - Indicator in the LuxAlgo Library, by LuxAlgo, published Jun 4, 2026. - Access: free. - Concepts: [Relative Volume](https://www.luxalgo.com/library/concept/relative-volume/) (primary), [Trading Sessions](https://www.luxalgo.com/library/concept/trading-sessions/) - Open on Vela: https://vela.luxalgo.com/chart?pineScriptCodeId=cmpzog9500003k204uihq6aew - Page: https://www.luxalgo.com/library/indicator/session-volume-moving-average/ **Session Volume Moving Average** lifts volume out of the bottom pane and onto the price action itself: volume bars are drawn along a configurable moving average, their heights normalized against the 95th percentile of recent volume - a [relative volume](https://www.luxalgo.com/library/concept/relative-volume/) treatment that stops one freak spike from flattening everything around it. Around that core, the indicator tracks the New York, London, Tokyo, and Sydney sessions and reports who currently controls each one. ## How to Trade the Session Volume Moving Average? - **Bars on the MA**: taller bars mean heavier participation relative to the recent norm, read right where price is trading. - **Session delta gradient**: a bar across the top of the active session maps the split between bullish and bearish volume, with a pointer marking the current balance; the gradient shifts most visibly between 35% and 65% delta, so changes of control surface before they reach extremes. - **Streaks and profiles**: dashed boxes flag consecutive rising or falling volume - momentum building or drying up - and a volume profile drawn at each session's end maps the prices that attracted the most activity. Bar heights are scaled relative to ATR; the delta compares volume on up candles against the session's total. ## Session Volume Moving Average Settings - **Length / Type / Source**: the anchor moving average (SMA, EMA, WMA, HMA, and more) and its input. - **Past Sessions to Show + Session 1-4**: how many historical session boxes persist, plus each session's window and timezone. - **Height Multiplier / Normalization Lookback**: the bars' vertical scale and the percentile window behind it. - **Consecutive Trend Bars / Significant Vol Multiplier**: bars required to flag a streak, and the volume filter that keeps only meaningful ones. - **Display toggles**: Show Volume Profile, VP Bins, Show Session Delta Bar, Color Candles By Delta. ## Frequently Asked Questions ### Why normalize against the 95th percentile? Because raw volume scales are hostage to their largest spike. Ignoring the top 5% of readings keeps ordinary variation legible, so the difference between quiet and busy bars stays visible instead of being crushed by one outlier. ### What does the session delta bar actually measure? The cumulative share of bullish volume within the active session, shaded from your bearish color through neutral at 50% to your bullish color. Color Candles By Delta paints the same gradient onto the candles themselves. ### How do I get the Session Volume Moving Average? It ships free in the LuxAlgo Library and loads into Quant, our coding agent, straight from this page. For a cumulative flow line beside its session-scoped delta, [On Balance Volume](https://www.luxalgo.com/library/indicator/on-balance-volume/) is a classic companion. You can also copy the source code from this page and run it anywhere Pine Script® runs. ## Related indicators - [Volume Surprise](https://www.luxalgo.com/library/indicator/volume-surprise/) (Relative Volume): markdown at https://www.luxalgo.com/library/indicator/volume-surprise.md - [Volume Forecasting](https://www.luxalgo.com/library/indicator/volume-forecasting/) (Relative Volume): markdown at https://www.luxalgo.com/library/indicator/volume-forecasting.md - [Periodic Activity Tracker](https://www.luxalgo.com/library/indicator/periodic-activity-tracker/) (Relative Volume): markdown at https://www.luxalgo.com/library/indicator/periodic-activity-tracker.md - [Volume by Time](https://www.luxalgo.com/library/indicator/volume-by-time/) (Relative Volume): markdown at https://www.luxalgo.com/library/indicator/volume-by-time.md - [Sessions](https://www.luxalgo.com/library/indicator/sessions/) (Trading Sessions): markdown at https://www.luxalgo.com/library/indicator/sessions.md - [Session Streaks](https://www.luxalgo.com/library/indicator/session-streaks/) (Trading Sessions): markdown at https://www.luxalgo.com/library/indicator/session-streaks.md - [Volume Bubbles & Liquidity Heatmap](https://www.luxalgo.com/library/indicator/volume-bubbles-liquidity-heatmap/) (Volume Spike): markdown at https://www.luxalgo.com/library/indicator/volume-bubbles-liquidity-heatmap.md - [Support and Resistance Levels with Breaks](https://www.luxalgo.com/library/indicator/support-and-resistance-levels-with-breaks/) (Volume at Breakout): markdown at https://www.luxalgo.com/library/indicator/support-and-resistance-levels-with-breaks.md --- Source: https://www.luxalgo.com/library/indicator/session-volume-moving-average/ (LuxAlgo Library). Free to use with attribution: https://www.luxalgo.com/library/license/