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Market Profile charts

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  • percma
    started a topic Market Profile charts

    Market Profile charts

    using Nymex RTH trading hours here. The candle sticks is showing a wick that is not shown on the Market Profile boxes. Is again only a graphical issue? Still I trade base on the graphical indications of the boxes so i'd like to understand what could I do to solve this problem.
    Attached Files

  • percma
    replied
    understood. thanks

    Leave a comment:


  • NinjaTrader_PatrickG
    replied
    After some research, I've sorted out what the extra box is - a new feature was added to 8.0.16.3 for price profiles to display the open and close price as a 'O' and 'C' when using letters mode, in box mode, these just display as any other box. However, it seems as if the close 'C' is sometimes not in line with the rest of the profile:

    https://www.screencast.com/t/rJcCUU2H2e
    https://www.screencast.com/t/g4sqS4JZr1NR

    I've brought this to the attention of the Development Team. The internal tracking number for this is 13381. I'll follow up when I have any relevant information.

    Leave a comment:


  • percma
    replied
    Hi Patrick

    ok. let me see what I can do to preserve the look. I'll come back to this for my update.

    Re the unexpected boxes on the 5th Nov (and some other day). I use Tick resolution as I'm aware that minute creates an issue at the moment. I'm using 8.0.16.2 version.

    Leave a comment:


  • NinjaTrader_PatrickG
    replied
    I am getting my volume profiles in both data series in my screenshots in post #13 by using the exact settings you provided a screenshot for in post #1.

    i'd like to preserve the format I have of the 30' boxes tight close to each others and the daily below

    Since NinjaTrader build's its bars based on the closing time of the bar, this is why you're seeing the 1440m bar line up with the last bar of the session in the 30m data series. If you keep the 30m and 1440m data series in separate chart windows instead of in the same chart window/panel, the 1440m data series will likely act more closely to what you're expecting. its not possible to align the Volume Profile to print the information from right to left. It is only possible for the Volume Profile to print from left to right.

    i'd like to understand why for the 5th of November I do get serveral boxes of different time frames in the same column (I use tick by tick) as per my second screenshot here.

    What version of NinjaTrader 8 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.X.X)

    You're saying that there are unexpected boxes when using 'resolution = tick', not 'resolution = minute'? There is a known issue (13276) in which 'resolution = minute' may create an unexpected box which will be resolved in an upcoming version of NinjaTrader.

    Leave a comment:


  • percma
    replied
    Hey Patrick,

    Click image for larger version

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ID:	1039099 as per your chart...nornally the daily profile is built at the beginning of the session and slowly built from there or built at the right side of the chart but facing backwards. not sure how you get to your. but really I would just like to have something like mine but correct given the problem with RTH trading hours
    - i'd like to preserve the format I have of the 30' boxes tight close to each others and the daily below
    - i'd like to understand why for the 5th of November I do get serveral boxes of different time frames in the same column (I use tick by tick) as per my second screenshot here.

    Also attaching the 2 set ups I use

    Click image for larger version

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    many thanks!

    Leave a comment:


  • NinjaTrader_PatrickG
    replied
    Here is the same chart as my example in post #11 but split into two separate panels instead of overlayed in one panel - there is one 1440m RTH data series with your Volume Profile settings applied, and another 30m RTH data series with the same Volume Profile applied - screenshot. Both the post #11 screenshot and this screenshot have the 'Nymex Energy RTH' trading hours template applied, so I don't understand what you mean when you say "profile is built on the right (after market close) and facing the right". Can you elaborate?

    Leave a comment:


  • percma
    replied
    on your not sure why the profile is built on the right (after market close) and facing the right. Basically I'd like to have the profile as we built before but also on the same pannel/chart I need to be able to see the boxes for each price printed on each 30' during RTH (as standard practice on Market profile analysis). I did get to something like that as my post above but I still find the wrong Profile charted since the last 30' goes on the following day Profile.
    if you see the 2 attached screenshot you will see that on the 3rd profile I have the possibility to check the decompose the pattern of each 30'. In other software I would then be able develope a Composite profile of 1 or more days and picking the 30' of my choice. One solution in our case is to have at least the 30' boxes sovrapposed the daily profile and in this way I could do my calculation using Ctrl3. But I need to have first a correct profile charted. You helped me with the daily and now I need to have each 30' boxes on the same screen.
    Many thanks
    m
    Attached Files

    Leave a comment:


  • NinjaTrader_PatrickG
    replied
    So if I understand correctly, it would be the same indicator but calculating on 30 minute bars instead of 1440 minute bars? Here is an example of what I think you want with the 30m and 1440m overlayed in the same chart panel.

    Leave a comment:


  • percma
    replied
    on the same them...what should I do if I wanto have on the same chart the daily profile as described above but also to be able to separate each 30' session. I need that for 2 reasons:
    1. to be able to better define price action
    2. in case I need to draw a specific profile using CTLR+3 and need to be sure I'm picking the time frames of the daily sessions
    Click image for larger version

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    Attached Files

    Leave a comment:


  • percma
    replied
    perfect. it works ok!

    Leave a comment:


  • percma
    replied
    fantastic! i'll do it in a short while an revert here if all solve. many thanks!!!

    Leave a comment:


  • NinjaTrader_PatrickG
    replied
    Here are the data series settings required.

    The above settings produce this chart - a minute chart simulating a daily chart

    When you add the Order Flow Volume Profile with the settings from your screenshot in your original post, you get this. Notice that there are no longer wicks extending beyond where the volume profile is being plotted.

    Leave a comment:


  • percma
    replied
    could you pls send me a screen shot of your setting in order to achieve that? many thanks

    Leave a comment:


  • percma
    replied
    or maybe given the fact that I'm now a bit confused. could you tell me exactly the set up to have the Market Profile (type: price) for the RTH sessions (for CL on the nymex it would be 9:00 till 14:30 EST)

    Leave a comment:

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