Volume Profile Modification

[kanarkia]

Hello All,

Hope you are doing good.

What I'm trying to do is to modify Volume Profile Indicator to :
1) show me volume profie for each day. Right now Volume profile is visible when I move back to previous day
2) get Bid/Ask Volume Profile where:
if Ask > Bid plot let say green bar
if Bid < Ask plot red bar

It should looks almost the same like Volume Profile but presents the difference between Ask vs Bid

Could you somehow help me how easly modify mentioned indicator to get above two results?

Thanks in advance

[NinjaTrader_Jesse]

Hello kanarkia,

Thank you for the post.

Looking at the code for the Volume Profile, this indicator would not likely be easily modified to do what you are asking without doing some testing. As it is now, the indicator uses OnRender and loops with the session information to determine what to draw. It would also be needed to use TickReplay to see the prior days.

I see that it may be possible to display the previous days information by including the existing logic in one of the existing loops. You could take a look at line 208 where the break; statement is. This could be replaced by the logic from lines 212 -262, essentially moving the logic to where the break statement currently is. To avoid rendering all of the days, you could add a condition like the following before the logic that was just moved:

if(firstBarIdxToPaint < ChartBars.FromIndex) break;

I have included my test for you to further review and expand on. Adding other conditions to the logic such as what values to accumulate or your second question would also be possible. That could also be achieved from OnRender. If you have not used OnRender previously, I would suggest reviewing the SampleCustomRender indicator that comes with NinjaTrader.



I look forward to being of further assistance.

[kanarkia]

Hi,

Thanks for the answer. Coming days I will take a look on it, and in case of any issues I will not hesitate to ask for further assistance.

Thanks in advance