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 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?

What does the session delta bar actually measure?

How do I get the Session Volume Moving Average?