The method described below explains how to display the overnight VPOC on a day session chart using a custom indicator which combines Session Statistic (SESST) and Mixed Periodicity Data (MPD). The method will work for any periodicity, and will work for any session, not only day session. One you've got this custom indicator in your system, you can drag it to any chart, of any periodicty and session (definitions are included below).
The image below shows the details behind the custom indicator titled "ON_VPOC". The syntax is simple "MPD" and MPD is setup to "Mix Session: 31" so it will have access to the session 31 (Globex) data regardless of the session of the chart. The Data Source for MPD is the Session Statistic indicator which in turn is setup to get the daily VPOC of the "PreSession" of Session 2 (the day session). In other words, it gets the VPOC of the period prior to the day session, or the Overnight VPOC.
Note: This method will only work on periods where you have tick data. So if your'e retaining tick data for the last 5 days, then you'll only see the ON_VPOC indicator for the last 5 days. There is a workaround which will plot the ON VPOC as far back as you have intraday data and not just for your tick-data period. This method uses the SESST of the PROF (as a custom indicator) within MPD. This is a bit more complex, but this chart definition will bring the custom indicator into your system (ON_VPOC2) which you can again drag and drop onto any other chart of any periodicity.
