Using Volume Profile with a Liquidity Heatmap

Different evidence, one map

• Volume Profile summarizes where activity already traded.
• The heatmap shows where displayed liquidity exists or changes.
• Footprint and delta describe execution as price tests those areas.
• Reaction and acceptance determine whether the relationship remains useful.

Avoid merging unlike data

A high-volume node and a bright liquidity band are not the same measurement. Their alignment can be interesting, but each should keep its own meaning.

Review step

Save a before-and-after capture, then review the observations against the rules written in advance. Do not redefine success after seeing the outcome.