PureLogik Trading / Volume Analytics

LogikPricePoint

Choose the pricethat drives
your indicator.

Look inside each bar. Turn volume, trade activity, and time at price into a price series you can use with compatible indicators.

  • 14 price outputs to explore
  • Follow concentration, balance, or late-bar activity
  • Compare the same indicator using a different input
$197USD · Standalone indicator
NinjaTrader 8 on WindowsVolume Analytics
More information inside each barIllustrative example
Volume at seven prices within one illustrative barSynthetic example explaining the measurement. Not a NinjaTrader screenshot or trading result.PRICEVOLUME AT PRICE100.003100.509101.0022101.5034102.0018102.5010103.004POCSELECT A PRICEPOC · 101.50→USE IT AS INPUTMoving average
Each bar supplies one selected price to your indicator.
A different input changes what your indicator measures.
01 / The idea

Same indicator.
A different starting point.

An average of Close follows where bars finish. An average of Volume Balance follows the middle of each bar’s volume distribution. The receiving indicator keeps its calculation; you choose what feeds it.

01 / CHOOSE

Select your price

Start with POC, Volume Balance, Closing Activity Price, or another output that answers your question.

02 / CONNECT

Use it as the input

Select the PricePoint output in an indicator that supports an alternate input series.

03 / COMPARE

Keep the settings consistent

Compare with the same indicator using Close. See how the chosen measurement changes the resulting series.

The receiving indicator must use its selected input. Indicators that read their own OHLC data may not respond to an input substitution.

Find the center
of activity.

A bar’s last trade is only one price. Explore where its volume concentrated, where its central activity region ended, and what its volume-weighted average price was.

Point of Control (POC)
The price with the greatest volume—or the most reported trades when count weighting is selected.
Value Area High / Low
The upper and lower boundaries of your selected share of activity, accumulated outward from POC.
Volume Centroid
The volume-weighted average price inside the bar: a per-bar VWAP.
Most Activity
The busiest price by reported trade count, independent of trade size.

When to use it. Feed POC into an average to follow how the location of concentrated activity moves across bars.

Most Activity requires tick data and shares its definition with trade-count POC.

A price profile inside one barIllustrative example
A per-bar volume profile with its point of controlSynthetic example explaining the measurement. Not a NinjaTrader screenshot or trading result.PRICEVOLUME100.003100.509101.0022101.5034102.0018102.5010103.004One bar · 100 reported volume units
Concept illustration · Not actual platform output
Illustrations explain the outputs; they do not show trading performance.

Follow the middle.
See the spread.

Choose landmarks based on cumulative volume from the lowest traded price to the highest. These prices describe the distribution without relying on its average or its busiest level.

Volume Balance
The first price where cumulative volume reaches 50% of the bar’s total.
Lower / Upper Volume Quarter Points
The corresponding prices at 25% and 75% of cumulative volume.

When to use it. Use an average of Volume Balance, then compare separate averages of the quarter points to explore the distribution’s width.

Percentile boundaries differ from a POC-centered value area. Multiple percentiles can land at the same price.

25% · 50% · 75% of volumeIllustrative example
Volume percentile crossings at 25, 50 and 75 percentSynthetic example explaining the measurement. Not a NinjaTrader screenshot or trading result.FROM LOWEST PRICE TO HIGHEST25%LOWER QUARTER101.0050%VOLUME BALANCE101.5075%UPPER QUARTER102.00Cumulative volume
Concept illustration · Not actual platform output
Illustrations explain the outputs; they do not show trading performance.

Where did activity
finish?

Focus on a selected portion of the activity inside a bar. Follow its final volume or isolate reported trades that meet your size threshold.

Closing Activity Price
The volume-weighted price of the final selected fraction of bar volume. Start with the last 20%, or set your own percentage.
Large Trade Average
The volume-weighted price of reported trades at or above your chosen size threshold.

When to use it. Compare an average of Closing Activity Price with an average of Volume Centroid to explore late activity versus the whole bar.

Large Trade Average requires tick data. Reported size depends on the data feed; it does not identify an institution. No qualifying trades means no measured value.

Two ways to select activityIllustrative example
Final volume and a large reported trade within one barSynthetic example explaining the measurement. Not a NinjaTrader screenshot or trading result.REPORTED TRADE VOLUME10204010515EarlierBar close →40-unit printFinal 20% of volumeLarge-trade filterClosing activity window
Concept illustration · Not actual platform output
Illustrations explain the outputs; they do not show trading performance.

Measure persistence.
Beyond volume.

Duration and traded volume answer different questions. Explore which last-traded price stayed in effect longest and where the average price sat when weighted by that elapsed time.

Longest Stay
The price with the most accumulated time between trades, including repeated visits.
Time Center
The average last-traded price weighted by measured duration inside the bar.

When to use it. Compare Time Center with Volume Centroid to see how duration weighting differs from volume weighting.

Tick data required. Measurement starts at the first trade inside each bar and ends at bar close. The opening interval before that trade is excluded. Quiet time counts as duration, not proof of trading interest.

Duration creates another price inputIllustrative example
Measured dwell time at 100 and 102 across one minuteSynthetic example explaining the measurement. Not a NinjaTrader screenshot or trading result.LAST-TRADE PRICE OVER TIME1021000s10s20s40s60sLongest Stay100.00 · 30 secondsTime Center100.80First trade at 10s; the opening 10s are excluded.
Concept illustration · Not actual platform output
Illustrations explain the outputs; they do not show trading performance.

Separate rising
and falling activity.

Use last-trade price changes to classify activity within each bar. Then examine where each directional group has its strongest concentration.

Uptick POC
The highest-weight price among trades classified by upward price movement.
Downtick POC
The highest-weight price among trades classified by downward price movement.

When to use it. Compare separate averages of Uptick POC and Downtick POC to follow where the two classifications concentrate.

Tick data required. Classification starts neutral in each bar and carries through unchanged prices after a direction exists. These are uptick/downtick measures, not bid/ask aggression. A missing side has no measured price.

Direction from recorded price changesIllustrative example
Trade prices classified by uptick and downtick movementSynthetic example explaining the measurement. Not a NinjaTrader screenshot or trading result.LAST-TRADE MOVEMENT100.0—101.0↑101.0↑100.5↓100.5↓101.5↑Classified from price changes, not bid/ask quotes.
Concept illustration · Not actual platform output
Illustrations explain the outputs; they do not show trading performance.
07 / Find your fit

Choose your source.
Know what it measures.

TICK

Trade-level inputs

Use reported price, volume, order, and timestamps to access all 14 outputs.

SECOND

One-second profiles

Explore a close-allocated approximation of volume concentration, distribution, and closing activity.

MINUTE

One-minute profiles

Use the same aggregate approach on compatible chart intervals of one minute or longer.

All three source series load in the current version. Selecting an aggregate source does not remove tick-history requirements.

Which charts does the current version support?

Minute and second charts using Last data, with PricePoint and the receiving indicator calculating on bar close. Range, Renko, tick, and custom primary charts are not supported by the current development version.

How do the source choices differ?

Tick mode uses reported trades. One-second and one-minute sources allocate each source bar’s volume to its close, so their price profiles are approximations. The source interval must divide the chart interval.

Which outputs need tick data?

Most Activity, trade-count weighting, Uptick/Downtick POC, Large Trade Average, Longest Stay, and Time Center require tick data. Volume distribution and closing-activity outputs also support aggregate approximations.

Will it work with every indicator?

Use a receiving indicator that honors its selected price input. Third-party compatibility needs checking; indicators that use internal OHLC or other market-data reads may not use the substituted series.

What happens when data is missing?

PricePoint withholds values when source volume does not match the chart bar. Outputs with no qualifying trades remain unavailable rather than substituting an unrelated price.

What should I know before release?

This page describes the current development build. Live-chart versus F5 refresh equivalence remains an acceptance test. No non-repainting or verified refresh-equality claim is being made.

LogikPricePoint · Volume Analytics · $197 USD

Back to PricePoint ↑

Examples illustrate measurements and possible indicator inputs, not trading results or improved performance. Trading involves risk. Evaluate the data, output, and receiving indicator together before relying on a configuration.

Website Design: Worvas Hill Creative |
Development: Virtual Biz Whiz

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