Orderflowvolumeprofile plotting issue

[tonynt]

Hello,

few weeks ago I posted a question about issues with orderflowvolumeprofile. I didn´t not get a reply (if so and I missed it then sorry).

Attached is a screenshot of ES with 30 min chart and I show with the blue arrow lines examples about the issue. Lines stop plottin without reason sometimes.

The chart is with dataseries "use instrument settings", the indcator is RTH. This should work because its not useful if one would have also RTH for chart bars.

After posting the screenshot I see now another problem: the VAH/VAL continues plotting after it has been touched.

??

Thank you!
Tony

[NinjaTrader_PatrickG]

First off, you can view your prior topics and posts in your forum profile. Here is a search of your recent topics and posts as well as a few I found that sound similar to this one:

• https://ninjatrader.com/support/foru...=189811988&p=1
• https://ninjatrader.com/support/foru...annel%22%5D%7D
• https://ninjatrader.com/support/foru...fvolumeprofile
• https://ninjatrader.com/support/foru...ofile-plotting

Can you provide a screenshot(s) that demonstrate all of your Order Flow Volume Profile settings? Specifically, I am interested to know all of the 'Lines' properties. Here is an example from my end with a few set to visible that are not visible by default:

• https://www.screencast.com/t/Q5dFO7lG11t

Also, keep in mind that because you've restricted the profile to RTH while the data series is showing ETH, the profile has no visibility on data that occurred in ETH. I suspect where you're seeing VAH/VAL being met by the line continuing is because that price data occurred in ETH and you've 'hidden' that data from the profile by selecting the RTH trading hours.

[tonynt]

Hello,

thank you for your reply. Attached are screenshots showing all parameters.

I assume the reason is what you wrote. But this is a restriction I dont know what to say about. The purpose of the profile (I am in 2 rooms trading with profiles from different platforms) is to show/help/give an idea/... what price might do. Its important to have the VAH/VAL/POC from the important RTH session for "rest of day" as these levels are tested in overnight. When this does not work then one of the main purposes of profile is not there (as it should I can say because I see every day 5 hours other profiles).

NinjaTrader is a great software, there is great support from you guys, I have spent so many hours with it so I will not switch to another software. But it seems its not showing as expected for using the levels.

OK, so after the post I think about doing a workaround if there will not be a solution from NT. a.) add 2nd dataseries with RTH or b.) another 30 min chart. First thing I do is change the chart to RTH... and here attached is the screenshot OF_RTH where you can see that even with indicator OFvolumeprofile on RTH and dataseries chart on RTH there is something strange. Why do the levels stop there, referring to your reply above.

All that said, I think the best - and the generally used - plotting would be to have the rth levels ending also with ETH price touches.

Thank you in advance for telling me whats wrong with what I wrote or any solution.

Best regards
Tony

[NinjaTrader_PatrickG]

For some reason, your screenshot attachments cannot be downloaded.

If I apply the CME US Index Futures RTH trading hours to both the data series and the Order Flow Volume Profile indicator, I do not detect any instances where the Developing Value Area lines (pink in my screenshot) overrun price data:

• https://www.screencast.com/t/M05814KaPbW

This is because when the trading hours templates are the same, the data series is displaying the same information the indicator can 'see' to plot on. When the data series is ETH and the indicator is RTH, the data series displays more data than the indicator can 'see'.

I would suggest that you experiment with adding a second Order Flow Volume Profile indicator so that you have one with ETH and another with RTH hours.

[tonynt]

Hello,

thank you for your reply. Here I upload again, do it for 10 years and it works...

And I send back your screenshot with red ellipses, its doing the same as mine.

What I do not understand is what you mean with adding a second orderflowprofile to resolve the issue in concern.

What you suggest I do already. But a VAH/VAL of ETH is different from VAH/VAL of RTH. And the core of all this here is that the VAH/VAL or RTH are not working on ETH chart as expected.
In the Overnight session the VAH/VAL/POC of RTH is important, not "onyl" the VAH/VAL/POC of ETC.

I dont know how to explain again in a different way. Proxima vez tenemos hacerlo en espanol, oder deutsch.

Best regards
Tony

[NinjaTrader_PatrickG]

I believe I understand what you desire - Wwat you want is RTH Order Flow Volume Profile to calculate on RTH data, but if ETH data passes through one of the extended lines, to honor that and stop the extended line. This is not currently possible with the Order Flow Volume Profile tool.