Session VAH/VAL (developing) Indicator: Formula, Settings and How to Read It
Session VAH/VAL (developing) plots the two edges of the session value area as the profile builds, bar by bar. It applies the Steidlmayer expansion outward from the point of control until the enclosed volume reaches the configured share of session volume, 70% by default.
Senzoukria · Indicators · Updated September 2026
Session VAH/VAL (developing) ships with the Senzoukria desktop app, in the Profiles & levels group of the indicator catalogue. It is drawn on the price chart.
What Session VAH/VAL (developing) measures
The walk starts with both edges on the session point of control and the running total at that price's volume. At each step it compares the volume of the two prices above the upper edge with the two below the lower edge, advances the heavier side by two ticks, and stops when the running total reaches the target share. Equal sides expand upward, the ATAS rule. Expansion is capped at the profile's real range, so an edge never lands on a price that has not traded. Since the step is measured in ticks, the instrument's tick size is required; when it is missing the lines are left with holes rather than approximated.
The formula, as implemented
This is not a description of how the indicator is usually defined elsewhere — it is what the shipped code computes, documented next to the implementation:
VAH/VAL de session « developing » — 2 lignes. Algorithme Steidlmayer EXACT du canon sur le profil cumulé de session : VAH = VAL = POC ; running = vol(POC) ; tant que running < 70 % : above = vol(VAH+1t)+vol(VAH+2t) vs below symétrique ; le plus gros gagne (ÉGALITÉ → UP, règle ATAS) ; le côté gagnant avance de 2 TICKS, cap au range réel. Exige le tick size (la marche est en ticks) : ctx.tickSize null → trous. Coût : O(barres × (niveaux + marche VA)) — recalcul plein assumé en vague 1, le runner est throttlé 200/300 ms (cf. indicatorsAsync).
How to read it
- A value area widening across the session shows volume spreading over more prices; one that stays narrow shows trade concentrating in a small band.
- Price holding beyond an edge for several bars, with the edge then moving toward it, shows the value area being rebuilt around that level.
- A brief excursion past an edge that leaves the edge where it was shows prices visited without volume following.
- The distance between the two lines is a volume-based width, not a volatility measure: two sessions with identical high-to-low ranges can produce very different value areas.
- Both edges stay provisional until the session ends, because any new trade can move the point of control the expansion starts from.
Parameters and defaults
Value Area % defaults to 70 and accepts 50 to 95. A lower percentage gives a tighter band that reacts sooner when the point of control shifts; a higher one pushes the edges toward the session extremes, where they move less. VAH and VAL have separate colours, #26a69a and #ef5350 by default, so the two stay distinguishable when they converge.
| Parameter | Type | Default | Range |
|---|---|---|---|
| Value Area % | number | 70 | 50 – 95 |
What it does not show
Without a tick size the walk has no step and the lines come out with holes: that is a data problem, not a market one. The indicator places the edges and never qualifies what happens at them, so calling an excursion acceptance or rejection remains the reader's judgement. The profile underneath is volume at price, with no aggressor side attached. The full value area is recomputed on every bar and the indicator runner is throttled to one pass every 200 to 300 ms, so on fast markets the edges advance in visible steps rather than continuously.
Using it in Senzoukria
Add it from the Indicators panel of any footprint chart or candle chart. It runs on futures data from Rithmic or Databento and on crypto pairs from Binance and Bybit, on the same engine — the calculation does not change with the venue, only the data feeding it does. Market data subscriptions are billed by the provider, separately from the app.
Related indicators
- Rolling VPOC — Profiles & levels
- Session POC (developing) — Profiles & levels
- Initial Balance — Profiles & levels
- Session Open — Profiles & levels
- Prior Session H/L/C — Profiles & levels
- Overnight High/Low — Profiles & levels
See the full indicator library, or start with the order flow guide if you are new to reading aggression, delta and absorption.
Frequently asked questions
- How is the value area calculated?
- It starts at the session point of control and expands outward until the enclosed volume reaches the target share of session volume, 70% by default. Each step weighs the two prices above the upper edge against the two below the lower edge and expands the heavier side, with equal sides going upward. The expansion never goes past the real range of the profile.
- Why does the value area expand two ticks at a time?
- Pairs of prices, not single prices, are what the Steidlmayer procedure behind the standard value area definition compares on each side. Because that step is expressed in ticks, the indicator needs the instrument's tick size, and without it the lines are drawn with gaps instead of an estimate.
- What is the difference between the value area and the session range?
- The session range is the distance between the highest and lowest prices traded. The value area is the band holding the configured share of the volume. A session can show a wide range and a narrow value area when most trade concentrated in a small band, so the two describe different things.