Volume Profile

[NinjaTrader_PaulH]

Hello,

Thanks for your reply.

I created a chart several times using NQ 06-19, 1 minute, using 5 days, 10days, 15 days and 30 days and have not hit any errors with the Dvalue indicator added as AddChartindicator().

Please send your log and trace files into PlatformSupport[at]Ninjatrader[dot]Com. Mark the e-mail atten: Paul and please include a link to this thread.

[PN720]

Hello,

Thanks for your reply.

I created a chart several times using NQ 06-19, 1 minute, using 5 days, 10days, 15 days and 30 days and have not hit any errors with the Dvalue indicator added as AddChartindicator().

Please send your log and trace files into PlatformSupport[at]Ninjatrader[dot]Com. Mark the e-mail atten: Paul and please include a link to this thread.

Sorry if that wasn't clear but I was running that latest attached CS from the Strategy Analyzer, not loading up Charts. I have the Output Window open as well.
Let me know if you still can't duplicate.

[NinjaTrader_PaulH]

Hello PN720,

Thanks for your reply and clarification that you are testing in the strategy analyzer.

I was able to hit the error with the strategy analyzer. I will look into this however it will likely take some time and I will update this thread when I have further information on that.

In the meantime, if you do not add it as addchartindicator in the analyzer I do not see it generating the error.

[PN720]

Hello PN720,

Thanks for your reply.

Your code, which is the same as what I showed, is producing the VAt and VAb from the previous day on the current day, these match the plotted green and pink dots shown on the chart.

I think there is a misunderstanding of what the Dvaluearea indicator is showing so I have made a short video that I hope will clarify: https://Paul-ninjaTrader.tinytake.co...NV8xMDE4NzU1OQ

Hi again Paul,
Sorry to bring this up again but I'm seeing something strange and different than your screenshot. The last day, 3/22/2019, is fine. The prior day, 3/21/2019, has a different DValue Top on the chart than what is printed in the Output Window. On yours, they are the same. On mine, they are different.
My Output Window reports 7409. My Chart reports 7429 (you can see in the Data Window). I tried reloading Historical Data and I see the same thing.
Any ideas?

[NinjaTrader_PaulH]

Hello PN720,

Thanks for your post.

In looking at the parameters at the top of the chart for the dValue indicator it appears you are not using the charts session template where I am in mine, this would certainly be an area where the data could be different. Try adding the indicator to the chart by itself and then review the information with the default settings of the indicator, then change the indicator setting " Use Session Template" which means the indicator will use the charts trading hours instead of the open time and session length time. This will show you the basic differences between our values. You can decide for yourself which values you really want to use in your strategy (RTH verses ETH data). You may want to add two occurrences of the indicator to the same chart at the same time with the different settings to better visualize what is being used.

You may then need to adjust the dValueArea settings in your strategy to match what you need.

[NinjaTrader_PaulH]

Hello PN720,

Just to follow-up with you regarding the AddChartIndicator() use in the strategy analyzer.

This is an area that development is already investigating and is identified as NTEIGHT-13637, "AccessViolationException in OnRenderTargetChanged with Strategy Analyzer" We are waiting for the results of that investigation before we can respond to your query, which may not be until the next release of NinjaTrader8 (I cannot advise when that will be).

In the meantime, the recommendation is to not add it to the strategy analyzer chart through AddChartIndicator(). The added indicator will continue to work in the strategy for the analysis side as the only issue is in the visual display which again is related to the current investigation.

[NinjaTrader_PaulH]

Hello PN720,

Just to follow up, my colleague Chelsea has uploaded a new version of dValueArea that we recommend you download and test to see that it resolves the issue you reported when using AddChartIndicator().

[adams016]

Hello PN720,

Thanks for your reply.

Your code, which is the same as what I showed, is producing the VAt and VAb from the previous day on the current day, these match the plotted green and pink dots shown on the chart.

I think there is a misunderstanding of what the Dvaluearea indicator is showing so I have made a short video that I hope will clarify: https://Paul-ninjaTrader.tinytake.co...NV8xMDE4NzU1OQ

I watched this video and I like this indicator since it's showing VAH, VAL and POC on current bar but from previous profile. Will this work on all time frames?

[NinjaTrader_PaulH]

Hello adams016,

Thanks for your reply.

As I mentioned to you in the previous thread where you asked about using dValueArea, we did not design the indicator we merely converted it from NT7 to NT8. You would need to test the indicator for all your uses.

If other members have input on the use of dValueArea, please feel free to answer members adams016's question.

[RJBen]

Has anyone else had issues with dValueArea? I keep getting an "Indicator '': Error on calling 'OnRender' method on bar 1991: Attempted to read or write protected memory. This is often an indication that other memory is corrupt." New install of NT8. Uninstalled and reinstalled twice. Reset Database. Error persists. Suggestions?

[NinjaTrader_PaulH]

Hello RJBen,

Thanks for your post.

I'm not aware of any issues. I just downloaded the indicator and applied it to various charts and no errors have been produced.

What specific version of NinjaTrader8 are you using? This would be found in Help>About.

What instrument, bar type, bar size, and days to load do you have the data series set for?

What settings are you using in the indicator (perhaps a screenshot of the settings would help).

What data feed do you connect to?

[RJBen]

The error appears to be random. It doesn't occur immediately. Before going further however I dud note that the "Use Session Template" box was unchecked. I checked it. Let's see if that fixes it.

[RJBen]

btw, is there a reason that the evolving, when set to "Text" is vertical?

[NinjaTrader_PaulH]

Hello RJBen,

Thanks for your reply.

"is there a reason that the evolving, when set to "Text" is vertical?"

We did not design the indicator, we only converted it from NT7 to NT8 for member convenience, we do not necessarily understand the design or functionality of it.

I did observe that there are a number of "notes" (comments) that can be read by opening the indicators "code" in the Ninjascript editor.

[vajar]

I think esteem territory changes for the duration of the day so it holds just the last one of the day. I'm searching for one that tracks the progressions for the duration of the day. www.njmcdirect.com