Market Profile

[Adam3123]

With the new Order Flow indicators that were added recently is there any plans to develop a Market Profile / TPO indicator in the near future?

[NinjaTrader_ChrisSch]

Hello Adam3123,

Thank you for your note.

The Order Flow Volume Profile tool could be considered 'Market Profile / TPO' with certain settings. Here is a link with more information:

https://ninjatrader.com/support/helpGuides/nt8/en-us/order_flow_volume_profile.htm

Can you elaborate on what it is that you're trying to accomplish?

[chalasani]

The following enhancements would be great for now. If any are in the works please let us update.

High volume and low volume nodes
auto detect Single prints on TPO chart
Splitting of TPO profile

Splitting TPO is one I would love to see, i can draw the other two manually if i have to.

[NinjaTrader_PatrickG]

Can you elaborate further on what these items refer to:

• High volume and low volume nodes
• auto detect Single prints on TPO chart

Also, what would 'splitting' mean? Having a profile display for different periods of time?

Your screenshot seems to display what we would call a price profile. More details on this can be found here:

• https://ninjatrader.com/support/help...owVWAPOverview
• https://ninjatrader.com/support/help...ngPriceProfile

After reviewing this information, can you tell me what additional settings would be needed to accomplish what you desire?

[chalasani]

Hi Patrick, I'm really surprised that Ninja is unaware of these or no one so far requested.
Anyhow, I have attached a few charts as they better convey what i'm requesting.
Yes, as you mentioned splitting mean, splitting the profile in time period rather than all squished as histogram.-- attached a pic which shows it side by side.

Hope this helps, else please let me know.
Thank you.

[NinjaTrader_PatrickG]

Since each letter represents 30 minutes, the 'split profile' can be accomplished similarly to your screenshot by using 30 minutes as the underlying interval:

• Chart -
  • https://www.screencast.com/t/H0dQHS5g2Ukp
• Settings -
  • https://www.screencast.com/t/TfB4OAcY2V
  • https://www.screencast.com/t/re8Ckgp4qXsW

I have submitted this as a feature request to the Development Team. I will follow up with an internal tracking number for your reference as soon as it is created.

Thanks in advance for your patience.

[chalasani]

Patrick, Thank you so much

[chalasani]

Hello,

Can you help me with the setup of TPO profile please.
What i'm facing is when i set Ticks per level for ES as 4 I'm can see Extended Naked VAH for Aug 16 BUT
when i set Ticks per level for ES as 2 I'm NOT getting Extended Naked VAH for Aug 16
Can you tell me where i'm doing wrong.

I attached Order Flow Volume Profile template that i'm using, please change the extension from TXT to XML so that you may able to see what i've.

Thank you.

fyi... using Kinetick data service.

[NinjaTrader_PatrickG]

I could not reproduce the the behavior with the information in your screenshots. Can you provide screenshots which display all properties of your chart data series and the Order Flow Volume Profile indicator?

[chalasani]

I have submitted this as a feature request to the Development Team. I will follow up with an internal tracking number for your reference as soon as it is created.

Thanks in advance for your patience.

Hi Patrick, is this still in the works for future development?

Thank you,
Sudhir

[NinjaTrader_PatrickG]

I do not yet have a tracking number. I'll follow up when I have one.

EDIT:

SFT-3666 - High and low volume nodes
SFT-3838 - 'Single prints' display

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/helpGuides/nt8/en-us/?release_notes.htm

[chalasani]

Since each letter represents 30 minutes, the 'split profile' can be accomplished similarly to your screenshot by using 30 minutes as the underlying interval:

• Chart -
  • https://www.screencast.com/t/H0dQHS5g2Ukp
• Settings -
  • https://www.screencast.com/t/TfB4OAcY2V
  • https://www.screencast.com/t/re8Ckgp4qXsW

I have submitted this as a feature request to the Development Team. I will follow up with an internal tracking number for your reference as soon as it is created.

Thanks in advance for your patience.

Hi Patrick,

This is good but suggestion, but when i use this setting, NT8 freezes up like within few second.
All i loaded up is only one days data and it freezes up.........want to bring it up to your notice.

[NinjaTrader_PatrickG]

This would not be expected so we would need to find out more about what is contributing to this symptom on your end. I would suggest that you write into PlatformSupport[AT]NinjaTrader[DOT]com with details about what is occurring so that we could look further into what is happening. You could reference 2241557 as the ticket number but this symptom is not universal so something other than the literal settings must be contributing.

[mbell.irves]

I do not yet have a tracking number. I'll follow up when I have one.

EDIT:

SFT-3666 - High and low volume nodes
SFT-3838 - 'Single prints' display

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/helpGuides/nt8/en-us/?release_notes.htm

Hi, is there an update on SFT-3838

- 'Single prints' display ?

[NinjaTrader_PatrickG]

We're still tracking this feature request, but it has not yet been implemented. There are typically no updates until the feature request is implemented into the platform. When that occurs, you'll find it noted in the release notes.