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Order Flow Volume Profile (VAH,POC,VAL)

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    Order Flow Volume Profile (VAH,POC,VAL)

    Hi There,

    I would like to create a strategy that is based on the previous session Order Flow Volume Profile value (VAH, POC, VAL). However, the Order Flow Volume Profile is not in the Strategy Builder indicator's list. Could you let me know how to do it?
    Thank you in advance
    Best Regards
    Carlos

    #2
    Hello Cyanez,

    Thank you for the post.

    Currently the Orderflow Volume Profile is not exposed for NinjaScript use. I will put in a feature request for this to be exposed. Right now only the Order Flow Cumulative Delta, Order Flow Volumetric Bars and Order Flow VWAP can be accessed in manual NinjaScript uses.


    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

    Comment


      #3
      Hi Jesse,

      Thank you for your reply.

      Do you have an idea of how long it will take?

      I have seen many people asking for something like this.

      I also would like to have access to the volumetric candle, as I would like to develop an indicator base on the value in the candle.

      Best Regards
      Carlos

      Comment


        #4
        Hello Cyanez,

        Thank you for the post.

        Unfortunately I would not know if this will or will not be implemented, new features are based on developments design goals and feedback from users. I have put in a feature request so we are tracking your interest here. If this is to be implemented you will see it noted in the change log in a future release.

        To access the volumetric data you can see the sample in the following page: https://ninjatrader.com/support/help...sub=volumetric

        I look forward to being of further assistance.
        JesseNinjaTrader Customer Service

        Comment


          #5
          Hi Jesse,

          Thank you for your reply

          Perhaps you could help me with this until this is up.

          I'm trying to do an ATM strategy that I can use in both my daily trading and the Strategy builder.

          It should be quite simple but I can't find a way to do so.

          This is the Trailing stop that I tray to do.

          Once I enter short or long the stop loss should be placed at 1.7 x last candle ATR value.
          Then when the price achieves break-even + 0.6 x last candle ATR value the trailing stop is enabled and it should follow the price 0.5 x last candle ATR value.

          Can you give me hand with this?

          Thank you in advance.
          Best Regards
          Carlos

          Comment


            #6
            Hello Cyanez,

            Thank you for the reply.

            I am not certain I understand the goal you mentioned, you said that you wanted to make an "ATM" strategy however ATM strategies cannot be used with the strategy builder. Did you mean that you want to make a NinjaScript strategy in the strategy builder? or was that intended to say ATR? If you did mean ATM, that could only be used in manual coding.

            Regarding the ATR value, you can utilize the ATR in NInjaScript however the builder is limited in what arithmetic can be used. Depending on the value you wanted it may require manual coding. You can use multiplication with the ATR value in the stops/targets page or with any order however it would depend on what you meant there. You can select Ticks or other price modes for the target and the calculated value would be used. The ATR value is small and is not a price value so any math you do will need to result in an amount of ticks or price to be used.

            The break even would not be possible using the stops/targets page in the builder, so if a break even is needed you would need to create condition sets / use stop and limit orders to create your own targets. Doing this is the builder is also much more difficult due to not being able to track the actual entry price, it would be an estimate breakeven based on your conditions price variables. This is generally a task which requires manual coding to have the needed data/events to drive the break even.

            I look forward to being of further assistance.
            JesseNinjaTrader Customer Service

            Comment

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