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Order Flow Volume Profile access POC Valure areas from previous bars

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    Order Flow Volume Profile access POC Valure areas from previous bars

    I use the "Order Flow Volume" indicator for each bar. I would like to access POC and Value Area from previous bars for an indicator I am developing. How can I save those values in a variable?

    #2
    Hello pulpiwap,

    Thanks for your post.

    At this time the Order Flow Volume Profile indicator does not provide ninjascript access to allow you to acquire the values you seek.

    We have added a vote on your behalf to a feature request identified as SFT-3402, "OF+ Volume Profile values programmatic access".


    Paul H.NinjaTrader Customer Service

    Comment


      #3
      up vote from my side, also add market profile pco,value area high, value area low as well based on 24 hour as well as us trading hours.

      Comment


        #4
        Hello manishzain,

        Thanks for your post.

        You vote has been added.

        You can currently set the profile to be any trading hours you wish. To see additional profiles on different trading hours, add more instances of the indicator to the chart and select the trading hours you wish to see for each as needed.
        Paul H.NinjaTrader Customer Service

        Comment


          #5
          Hi Paul/any other NT - I am about to purchase the order flow suite (NT lifetime license). I will be using a daily chart, with monthly volume profiles (beginning of calendar month to end). I would like to know if it's possible to have the previous months POC, VAH and VAL mapped onto today's month? In essence, shifting the poc, vah and val forward by a month/shifting price candlesticks back by a month. For the current price, I don't care much about the POC, VAH and VAL developing this month, as I think last months profile is more relevant. Is this possible? Would it also be possible to do this for shorter time frames (60min chart using weekly profiles from last week). Thanks in advance

          Comment


            #6
            Hello adams016,

            Thanks for your post.

            The only options for extending the POC/VA areas are by selecting to display the "Extended naked POC" and/or "Extended naked value areas" however these are only when the price has not touched these areas after the month they were initially drawn.

            You could certainly draw horizontal lines or rays that would manually extend any lines you wish and this would give you a chance to use different colors to help differentiate the previous month's lines into the currently forming month. As the values are displayed on the OC and value area lines, you can ensure that your rays or horizontal lines precisely match.
            Paul H.NinjaTrader Customer Service

            Comment


              #7
              Thanks Paul. Do you know if there is a plan to update this? Would be very useful to map the previous volume profile value area onto the current bar.

              Would I be correct in assuming the dValueArea indicator would do what I’m looking for? From what it seems, that may be the case.

              Also, in terms of data, would I need real time data? Would a subscription to Kinetick be sufficient? Would the chart load historical value areas from say 6 months back with this data subscription?

              Thanks again.
              Last edited by adams016; 05-06-2019, 08:14 AM.

              Comment


                #8
                Hello adams016,

                Thanks for your reply.

                By mapping, you mean drawing the previous months 3 lines of POC, VAL and VAH and as previously advised you could do this with the provided drawing tools. As you are looking at monthly profiles you would need to do this once per month. I am not aware of any work/plans to extend the 3 lines to the following session/day/month. Please let me know if you would like this entered as a feature request.

                You would have to test the dValueArea to check that out, while the ninjascript team converted this from NT7 to NT8, it was not designed by us.

                If you want the current data in a profile then yes you would need a real-time data subscription. Kinetick End of Day data feed would not provide the minute or tick data needed for the Volume Profiles, whereas a paid subscription to Kinetick would. Using Kinetick I can create a chart of monthly profiles over several years (using the indicators resolution selection of minute type data).

                Paul H.NinjaTrader Customer Service

                Comment


                  #9
                  Hi Paul thanks for speedy response. Yes, if looking at a daily chart with monthly profiles, I’d like ALL POC/VAH/VAL lines to be from the previous month. The current profile should then be mapping onto the following month, even though there is no price data yet. On a daily chart it’s quite simple to do this manually as you stated. But for shorter time frames like 60 min or 5 min chart, would be a bit more tedious. I’d like to have this entered as feature request.

                  An interim alternative may be to have price lagging. That is, to shift the candlesticks back by 1 month so it’s overlaid onto the previous months profile. Kind of like an analog or fractal chart. Is there a way to do this? Thanks in advance.

                  Comment


                    #10
                    Hello adams016,

                    Thanks for your reply.

                    Based on your recent comments (The current profile should then be mapping onto the following month...) then I will write the feature request to add the option to "print the previous session/weeks/month on the current session/week.month. This would be the complete profile shifted ahead. Please note that a feature request does not mean it will be implemented but does provide program management with user feedback for additional features to consider.

                    There is no means to shift the candlesticks or the indicator by any duration.

                    I will update this thread when I have the feature request number.
                    Last edited by NinjaTrader_PaulH; 05-06-2019, 09:46 AM.
                    Paul H.NinjaTrader Customer Service

                    Comment


                      #11
                      Hello adams016,

                      We have created the feature request as SFT-3978, "OF+ Volume Profile: Value offset".

                      Thanks for your interest to improve NinjaTrader
                      Paul H.NinjaTrader Customer Service

                      Comment


                        #12
                        Please add my vote for SFT-3402 - programmatic access of POC in custom bars. Is there any workaround or 3rd party indicator that allows programmatic access to POC?

                        Thanks

                        Comment


                          #13
                          Hello music_p13,

                          Thanks for your post.

                          We will add your vote.

                          In terms of other volume profile indicators, you might look at dValueArea in the NT user apps and try searching in the NT ecosystem for paid 3rd party apps.
                          Links to both:
                          https://ninjatraderecosystem.com/
                          https://ninjatraderecosystem.com/use...ad/dvaluearea/
                          The NinjaTrader Ecosystem website is for educational and informational purposes only and should not be considered a solicitation to buy or sell a futures contract or make any other type of investment decision. The add-ons listed on this website are not to be considered a recommendation and it is the reader's responsibility to evaluate any product, service, or company. NinjaTrader Ecosystem LLC is not responsible for the accuracy or content of any product, service or company linked to on this website.
                          Paul H.NinjaTrader Customer Service

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