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NT8 - Orderflow Volume Profile

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    NT8 - Orderflow Volume Profile

    Hello,

    the Orderflow Volume Profile is another great enhancement in NT8. But it doesn´t plot the "naked" VA and POC. Why?

    It stops plotting the end of session but it should continue untill its touched.

    Thank you!
    Tony
    Attached Files
    Last edited by tonynt; 06-18-2019, 01:21 AM. Reason: add info

    #2
    Hello tonynt,

    Thanks for your post.

    The Order_Flow Volume Profile provides many plots including "Extended naked POC" and "extended naked value Area". These are "optional" lines which means they are included with the indicator but by default are not set to be "visible". For each of the lines you wish to see, you would need to expand the indicator Lines selection and check the check box labeled "Visible". I've included a screenshot to show these settings as well as a chart that demonstrates.

    Click image for larger version

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    Click image for larger version

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    Paul H.NinjaTrader Customer Service

    Comment


      #3
      Hello,

      thank you for your reply. Oh, I did miss the check inside.

      But why does it stop plotting as you see in the attached screenshot where I drew the ellipses.

      Thank you!
      Tony
      Attached Files

      Comment


        #4
        Hello tonynt,

        Thanks for your reply.

        I do not know what settings you are using. Please post all of the settings used for the volume profile and expand all sections so I can see what options you have or have not selected (may require multiple screenshots) as this will allow me to recreate/test on my end. What trading hours are you using for the instrument? What data feed are you connected to?

        Paul H.NinjaTrader Customer Service

        Comment


          #5
          Hello,

          thank you for your reply. When checking the box visible then it plots to the right, but why it stops plotting for some lines as you could see in the screenshot above (without hided by parameters)
          VAH stopped plotting but VAL is plotting as it should to the right.

          Thank you!
          Tony
          Attached Files
          Last edited by tonynt; 06-18-2019, 08:01 AM. Reason: inaccurate translation

          Comment


            #6
            Hello Tony,

            Thanks for your reply.

            What data feed do you connect to?

            In the indicator, I see you are using the Nymex metals RTH1 session template on a Forex instrument, have you tried any other session template?

            What session template are you using in the data series ? Default?

            What specific version of NinjaTrader8 are you using (found in Help about)?



            Paul H.NinjaTrader Customer Service

            Comment


              #7
              Hello,

              thank you for your reply. I switched the instrument from AUDJPY to CL so th eNymex time is ok. You see the same situation with stopping naked poc and naked va. I drew ellipses.
              session template is "use instrument settings", There are no "hiden bars" that could have been touched by the lines as a reason to stop it plotting.

              8.0.18.1 64-bit

              An additional question in this concern please: in running NT-UM I recognized now that orderflow-volumeprofile is very cpu-intensive. Any hints please what could reduce this when running the indicator on several instruments?

              And one more referring to orderflow-volumeprofile: when bringing up the orderflow-volumeprofile and NT-Jims calculate value area for same trading hours (CME equ RTH) then the POC and VA of both are plotting different. Thank you for any info about this.

              Best regards
              Tony
              Attached Files
              Last edited by tonynt; 06-18-2019, 10:29 AM. Reason: additional question

              Comment


                #8
                Hello Tony,

                Thanks for your replies.

                The lines extend when the indicator is using a session template (trading hours) that does not match the data series. I've attached a screenshot of CL that matches your date wise but is different because I am using the instruments default trading hours and the indicator is using the same trading hours from the chart. As you can see there are no lines left hanging.

                Click image for larger version

Name:	TonyNT-7.PNG
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Size:	85.3 KB
ID:	1061135

                "An additional question in this concern please: in running NT-UM I recognized now that orderflow-volumeprofile is very cpu-intensive. Any hints please what could reduce this when running the indicator on several instruments?" The usual for any indicator, the less historical data to process the quicker it will be to load.

                "And one more referring to orderflow-volumeprofile: when bringing up the orderflow-volumeprofile and NT-Jims calculate value area for same trading hours (CME equ RTH) then the POC and VA of both are plotting different. Thank you for any info about this." Make sure that both indicators are using the same profile type as well as the same hours.
                Paul H.NinjaTrader Customer Service

                Comment


                  #9
                  Hello,

                  thank you for your replies. From this I understand that one can not have on one chart of-vp for different sessions? We need to have the vp for 24/7 and the vone for US-CME RTH hours (for CL the appropriate which is the nymex as shown above). So this can not be plotted on one chart because it will cause this behavior of lines plotting?

                  Thank you!
                  Tony

                  Comment


                    #10
                    Hello tonynt,

                    Thanks for your reply.

                    To be clear the issue we are discussing is about is the optional extended naked POC and VAL lines and their functionality when you apply the indicator with a trading session that is different than the data series trading session. You can certainly use other sessions but again if you use the naked extended POC and VAL they will, in some cases, appear to terminate and this is based on the different session times between the chart and what you are telling the indicator to use.

                    I will create a feature request to specify that the extended naked lines should terminate visually on the price period.


                    Paul H.NinjaTrader Customer Service

                    Comment


                      #11
                      Hello Paul,

                      thank you for your reply. I dont want to bother, maybe some issues are from wrong understanding on my end with my english. I attach a screenshot with OFVP in 6E and visible parameters with "Use dataseries settings". Please see the ellipses in the screenshot. Sorry if there´s a misunderstanding from me.

                      Info: in this chart I have CME US Index Futures RTH because I want to have to profile only for US trading hours.

                      Best regards
                      Tony
                      Attached Files
                      Last edited by tonynt; 06-18-2019, 02:06 PM. Reason: add info

                      Comment


                        #12
                        Hello tonynt,

                        Thanks for your reply.

                        Please, no worries, we appreciate the questions.

                        In the case of the latest example, the VA lines end because the price actually gapped up from the end of one session to the beginning of the next meaning that price had crossed the VA line which then terminated the VA line.
                        Paul H.NinjaTrader Customer Service

                        Comment


                          #13
                          Hello tonynt,

                          The feature request has been assigned as STY-4071, "OF+ Volume Profile extended naked POC and VAL lines to visually terminate when they hit price" and this is for those situations where the trading hours session template used in the indicator does not match the trading hours of the data series on the chart.
                          Paul H.NinjaTrader Customer Service

                          Comment

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