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Problem with Order Flow Volume Profile Periods

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    Problem with Order Flow Volume Profile Periods

    Hi,
    I am using the Order Flow Volume Profile indicator on a 5 minute ES chart to create 60 minute profiles, so have set it up with Bars as the profile period, and 12 bars defined (12 x 5 minutes = 60 minutes). Each profile needs to start on the half hour, eg 8.30, then 9.30, then 10.30 etc.
    The problem is that the indicator keeps on counting bars through EOD, ignoring the periods of time when the market is closed, so the count gets very misleading, and from the second day the profiles get completely out of synch, profiles starting all over the place, no longer on the half hour.
    Would it be possible please to add a switch to the indicator to be able to reset the Bar count to zero at EOD ?
    Thank you!


    #2
    Hello,

    Thank you for your post.

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


    Who are you connected to? This is displayed in green on lower left corner of the Control Center window.


    What instrument (and expiry if applicable) have you selected? For example, ES 12-18, AAPL, EURUSD, etc.

    Is Break at EOD enabled on the right click > Data Series window?

    We look forward to assisting further.
    Eric B.NinjaTrader Customer Service

    Comment


      #3
      Hi Ryan,
      I'm on 8.0.16.3, using CQG, on the ES 12-18.
      Yes, Break at EOD is enabled in the Data Series window, but that is ignored by the Order Flow Volume Profile indicator, which just keeps counting Bars right through EOD regardless. I expect that is part of the design.
      My question is: Would it be possible please to add a switch to the indicator to be able to reset the Bar count to zero at EOD ?
      Thank you!
      Last edited by piper; 11-30-2018, 09:55 PM.

      Comment


        #4
        Hello piper,
        Can you please clarify which trading hour template you are currently using? You will find this in the Data Series (right click on the current chart > data series).
        This item will control active times and reporting more than the EOD option.
        Ryan M.NinjaTrader Customer Service

        Comment


          #5
          Hi Ryan,
          Mostly using CME US Index Futures ETH, but have also tried modified versions of ETH to set EOD at other times. EOD changes accordingly on the chart, but Order Flow Volume Profile ignores it when using Bars as the profile period. The indicator keeps counting bars right through EOD.
          My question is: Would it be possible please to add a switch to the indicator to be able to reset the Bar count to zero at EOD ?
          Thanks

          Comment


            #6
            I am able to reproduce this issue on my end:

            https://www.screencast.com/t/a5WA9pgv5B

            After some research, it's expected the Volume Profile wouldn't honor any particular session when we switch away from 'Sessions' profile period. The 'Bars' profile period is meant to calculate on the set number of bars regardless of session.

            The internal tracking number for your feature request is SFT-3664. Please reference this internal tracking number if you ever have questions regarding this feature request.

            When a feature request is implemented, you'll find it in the release notes:

            http://ninjatrader.com/support/helpG...ease_notes.htm

            Last edited by NinjaTrader_PatrickG; 12-06-2018, 11:55 AM.
            Patrick G.NinjaTrader Customer Service

            Comment


              #7
              Great, thanks Patrick ! I hope it'll be possible for them create a fix, look forward to hearing back!

              Comment

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