Show Level-2 Volume on Chart?

[liadmz]

Hi,

Is there a way to add the Level2 Volume (as I can see on the DOM) to the Chart?


Something like the following, only on the chart:

[NinjaTrader_ChrisL]

Hello liadmz, thanks for writing in.

We have the OrderFlow+ Market Depth Map that can plot the level 2 data onto the chart. The OrderFlow+ suite requires a lifetime license to be used:

https://ninjatrader.com/support/helpGuides/nt8/?order_flow_market_depth_map.htm#Overview

There also is likely a third party addon that could do the same thing, but I can not give any specific suggestions. Please do a search on the internet for similar indicators.

Please let me know if I can assist any further.

[liadmz]

Hi Chris.
Thank you for the help!

I just added the OrderFlow+ Market Depth Map
(on my NinjaTrader I see "OrderFlow Market Depth Map", without the " + ") so I hope it's the same.



If I get this right, this indicator gives me the number of contacts offered (but/sell) for each price level.
What I am actually looking for is the volume of each price level, like this:


Is there any indicator that can do that?

Thanks!

[NinjaTrader_ChrisL]

Hello liadmz, thanks for your reply.

The Volume SuperDOM column is reporting the total volume at each price level for the session. The closest thing to this would be the standard "Volume Profile" indicator or the "Order Flow Volume Profile"

https://ninjatrader.com/support/help...me_profile.htm - Order Flow Volume Profile documentation

Please let me know if this does not resolve your inquiry.

[liadmz]

Hi Chris,

Thank you for your assistance, I tried to use the "Order Flow Volume Profile", but the results seem a bit different as you can see from the screenshot below:
My strategy is built around the small volume changes, which are not reflected in the "Order Flow Volume Profile", is there anything that can give the same result?

[NinjaTrader_ChrisL]

Hello liadmz, thanks for your reply.

My OrderFlow Volume Profile is matching with the following setup:

https://clauber.tinytake.com/tt/NDgwNzMzOF8xNTE3MzUxNQ

Could you try the same thing?

[liadmz]

Hi Chris,

Thank you for the setup, it's now close to what I wanted to achieve
Is there a way to set the offset of the OrderFlow Volume to the right of the current bar? or to keep it aligned to the right, regardless of the bar position?

Thank you!

[NinjaTrader_ChrisL]

Hello liadmz, thanks for your reply.

I am not aware of a setting that would do that for the volume profile.

Best regards.