Announcement

Collapse

Looking for a User App or Add-On built by the NinjaTrader community?

Visit NinjaTrader EcoSystem and our free User App Share!

Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less

Partner 728x90

Collapse

Deriving VPOC on an indicator to create a filter

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Deriving VPOC on an indicator to create a filter

    I am trying to create a scanner which can find me the instruments / stocks that meet following criteria
    1. Todays open is above yesterday's VPOC &
    2. Current price is within 0.1% of yesterday's VPOC
    I dont see yesterday's VPOC as a variable that i can select from? Is there a sample code / syntax which can i used to derive the VPOC from yesterday?

    #2
    Hi Percy, thanks for writing in. It will depend on the exact indicator or bar type you are using. If you are using our OrderFlow+ Volumetric bars, you can add a daily Volumetric series. I have an example on how to add a secondary Volumentric series here:

    https://ninjatrader.com/support/foru...328#post823328

    Kind regards,
    -ChrisL
    Chris L.NinjaTrader Customer Service

    Comment


      #3
      Thanks Chris. Is there a way to fetch the value area high and value area low as well?

      Comment


        #4
        Hi percy, thanks for the follow up. All the values that are possible the get by default are documented here:
        https://ninjatrader.com/support/help...tric_bars2.htm

        The volume area is not provided, but we do have this script that can be studied:

        https://ninjatraderecosystem.com/use...ad/dvaluearea/

        Kind regards.

        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.
        Chris L.NinjaTrader Customer Service

        Comment


          #5
          Can we plz add this as a feature request? Free softwares like think or swim have this data easily available by click of few buttons and allows us to scan across multiple instruments. Will be great to have this functionality within our favorite NinjaTrader8.

          We hopefully can Volume Profile data points in creating strategies by using the ninja trader UI. Eg. go long if current bars close crosses above VAH or VAL or VPOC etc.​

          Comment


            #6
            Hi percy3687, thanks for your reply. There is an existing feature request that I will add a vote to for you. The tracking ID is:
            SFT-4265

            This is a request to make all Volume Profile data through a NinjaScript object.

            Kind regards,
            -ChrisL

            Chris L.NinjaTrader Customer Service

            Comment

            Latest Posts

            Collapse

            Topics Statistics Last Post
            Started by shorty, Today, 06:20 PM
            0 responses
            9 views
            0 likes
            Last Post shorty
            by shorty
             
            Started by dweems, Yesterday, 02:11 PM
            1 response
            46 views
            0 likes
            Last Post NinjaTrader_Angelica  
            Started by Skechers, Today, 02:31 PM
            2 responses
            35 views
            0 likes
            Last Post Skechers  
            Started by njmeyer713, Today, 04:10 PM
            0 responses
            22 views
            0 likes
            Last Post njmeyer713  
            Started by ラリー, 10-03-2022, 09:32 PM
            7 responses
            133 views
            0 likes
            Last Post NinjaTrader_ChrisL  
            Working...
            X