Aggregate Volume automatically fetches and aggregates futures volume data from multiple exchanges such as Binance, OKX, and Bybit -- for any crypto asset, and highlights the volume bars that exceed a user-defined threshold. Using this logic the CE team have put together a new VPVR script that uses aggregated data to produce new profile. The tool takes a fresh look at the VPVR usage by highlighting the VA in the ratio of contribution to volume by each exchange.
Each exchange is toggleable so users can view data related to the exchange and aggregate as needed e.g.
Binance + bybit
OKX + bybit
Binance + OKX
Additional benefits of + mode: Rolling Bar Mode Rolling bar mode comes with the added benefit of a persistent number of bars the profile will elapse, this makes it perfect for users who may change their chart often + will reflect the rolling bars in history also.
Developing VA + Developing POC Additionally comes with developing Value area and POC making it easier to back test strategies as we can see the interaction with price at time of the VA/POC relevant to the candle.