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Rogue Overnight Volume Profile

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Rogue Overnight Volume Profile
The Rogue Overnight Volume Profile is an institutional-style overnight volume profile designed specifically for futures traders who use overnight auction structure to prepare for the Regular Trading Hours (RTH) session.

Unlike traditional session volume profiles that remain fixed throughout the day, Rogue Overnight Profile automatically builds the overnight distribution, identifies the most important price levels, and projects them into the current trading session for easy decision making.

Features:
  • Overnight Volume Profile
  • Automatically builds a complete volume profile during the overnight session.
  • Adjustable profile resolution with up to 1,000 price rows.
  • Value Area (default 70%)
  • Point of Control (POC)
  • Value Area High (OVAH)
  • Value Area Low (OVAL)
  • Customizable profile colors and placement.
  • Dynamic Overnight Levels
  • The indicator automatically calculates and plots:
  • OVAH (Overnight Value Area High)
  • OPOC (Overnight Point of Control)
  • OVAL (Overnight Value Area Low)

These levels begin at the start of the completed overnight profile and extend just beyond current price during the New York session, keeping the chart clean while maintaining important reference levels.

Historical overnight levels are retained for previous sessions to assist with market structure analysis.

Developing Overnight Range:
Monitor the overnight auction as it forms with an optional shaded developing range, allowing traders to visualize overnight balance before the market opens.

Weekly VWAP
Includes a built-in Weekly VWAP with customizable color and line width to provide higher-timeframe context and institutional bias.

5-Period Moving Average
A configurable 5-period moving average (EMA or SMA) can be displayed to help identify short-term momentum and trend direction.

First Touch Detection
Automatically identifies the first interaction with overnight profile levels during the New York session.

Supported first-touch signals include:
  • OVAH First Touch
  • OPOC First Touch
  • OVAL First Touch

These areas often act as important decision points where responsive buyers or sellers may enter the market.

Break & Retest Detection
The indicator can also detect break-and-retest setups after price establishes acceptance above or below an overnight level.
Bullish and bearish retest opportunities are labeled automatically, making it easier to identify continuation setups around key profile references.

Fully Customizable
Every major component can be enabled, disabled, or customized, including:
  • Session times
  • Profile resolution
  • Value Area percentage
  • Historical sessions displayed
  • Colors
  • Labels
  • Weekly VWAP
  • Moving Average
  • Touch detection
  • Retest detection


Designed For
  • Nasdaq Futures (NQ)
  • S&P Futures (ES)
  • Dow Futures (YM)
  • Russell Futures (RTY)
  • Crude Oil (CL)
Any market where overnight auction structure influences the regular session.

Best Used For
  • Identifying overnight support and resistance.
  • Planning opening scenarios.
  • Fade and acceptance trades around OVAH, OPOC, and OVAL.
  • Breakout confirmation.
  • Break-and-retest continuation setups.

Understanding overnight market positioning before the RTH open.

Disclaimer: This indicator is intended as a decision-support tool and does not provide financial advice. Always incorporate sound risk management and additional market context before entering any trade.
Информация о релизе
  • Added volume surge highlights

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