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Either way for equities, but not merged. If using ETH, make a separate profile. Discard the ETH profile after the close.
Commodities and FX products should include both in a single profile.
Give his post a second read, he's making a case for using volume instead of TPOs.
edit: I don't think you make 2 separate profiles with the out-of-the-box indicators.
Regarding resolution, I think he means this setting in the pic.
Also, there's two ways to set up the session. One way is shown in the pic - the data series setting is being used, which is set to RTH and makes the blue profiles shown. Or, you can select RTH here in the indicator setup which gives you ETH bars, but only makes a profile for the RTH data (not shown).
