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using Order Flow Volume Profile

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    using Order Flow Volume Profile

    Hello
    please can you let me know whether (how) it is possible to use the standard indicator of NT8 OrderFlowVolume Profile for filtering intraday signals occurring outside the Developing Value Area vs. those inside the DVA?
    Thank you

    #2
    Hello guidoisot, thanks for your post.

    The OrderFlow+ Volume Profile can not yet be programmatically accessed. The DValueArea indicator linked below has accessible plots:

    This is a conversion of the DValueArea. Please contact the original author for any questions or comments. Update Aug 10th, 2021: An improperly implemented timespan was causing xml errors in the Strategy Builder


    If you have questions on using this indicator please let me know.

    Disclaimer
    The NinjaTrader Ecosystem website is for educational and informational purposes only and should not be considered a solicitation to buy or sell a futures contract or make any other type of investment decision. The add-ons listed on this website are not to be considered a recommendation and it is the reader's responsibility to evaluate any product, service, or company. NinjaTrader Ecosystem LLC is not responsible for the accuracy or content of any product, service or company linked to on this website.
    Chris L.NinjaTrader Customer Service

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      #3
      Hello Chris L., thanks for your reply.
      unfortunately this alternative volume profile indicator does not plot the dev VA at each bar so it does not allow (in its current version) to detect when there is going to be a higher high with the first high occurred outside the devVA at that bar. If DvalueArea calculates bar by bar all the devVA values I guess it should be possible to store them as a series and then as a plot compatible with the strategy builder. ... or is this either not possible or too complex to implement?
      Thanks again. gt

      Click image for larger version  Name:	dev VA comparison .jpg Views:	0 Size:	307.3 KB ID:	1091209
      Last edited by guidoisot; 03-20-2020, 10:39 AM.

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        #4
        Hi guidoisot , thanks for your reply.

        This will first require a thorough understanding of how the DValueArea indicator works. The source code is open for study of course. (scripts on the ecosystem website come "as is" so I regrettably can not develop a sample in a reasonable amount of time). It would not be able to be completed with the strategy builder.
        Chris L.NinjaTrader Customer Service

        Comment


          #5
          Thank you Chris.
          I remember I checked the script of this indicator some time ago. Of course it was too difficult for me to be able to understand how it worked. Therefore I added my vote for a new feature request regarding an upgrade of the standard orderflow volume profile of NT8 so that its plots could become compatible with the strategy builder. If you anticipate that this alternative indicator is not suitable for becoming compatible with the SB, I guess we just have to wait for a positive follow up regarding this new feature. However, during the months following my vote to this new feature I have been noticing that many other forum members have also added their votes for this new feature. So let's hope it might be as sooner as possible rather than the opposite.
          Thank you and have a great w.e. (despite the virus looming over all of us)
          Last edited by guidoisot; 03-20-2020, 04:27 PM.

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