Volume profile

[Grantx]

Hi,
Im looking for a volume profile indicator that loads the profile since the beginning of the session. A volume profile that loads alongside price on the right hand side. ETH or from session open and not just from when I opened the chart. Do you know of anything?

Thanks.

[NinjaTrader_PaulH]

Hello Grantx,

Thanks for your post.

NinjaTrader8 provides a volume profile indicator called VolumeProfile that, when used with Tick Replay data, will provide a per session volume profile. Without tick replay, the volume profile is built from when you open the chart.

Please see attached example of VolumeProfile indicator on CL 04-17 30 minute bar chart with tick replay data enabled.

To enable tick replay in NinjaTrader8: http://ninjatrader.com/support/helpG...marketdata.htm Once enabled you can then optionally enable it per data series in the data series window of the chart.

[Grantx]

Hello Grantx,

Thanks for your post.

NinjaTrader8 provides a volume profile indicator called VolumeProfile that, when used with Tick Replay data, will provide a per session volume profile. Without tick replay, the volume profile is built from when you open the chart.

Please see attached example of VolumeProfile indicator on CL 04-17 30 minute bar chart with tick replay data enabled.

To enable tick replay in NinjaTrader8: http://ninjatrader.com/support/helpG...marketdata.htm Once enabled you can then optionally enable it per data series in the data series window of the chart.

Thanks but help me to understand something. I use Jigsaw tool and their volume profile that loads from the session start, loads up immediately. Its obviously using the same data connection but Ninja slows down and takes a long time to load these bars on tick replay. If Im flipping through charts on tabs I cant have this volume profile slowing the pc down to that extent. Is there a way around this?

[NinjaTrader_PaulH]

Hello Grantx,

Thanks for your reply.

Please review the NinjaTrader8 performance tips here: http://ninjatrader.com/support/helpG...ance_tips2.htm

[Grantx]

Hello Grantx,

Thanks for your reply.

Please review the NinjaTrader8 performance tips here: http://ninjatrader.com/support/helpG...ance_tips2.htm

Thanks for your reply.
Can you tell me why I cannot enable tick replay from the data series window of a chart?
It has already been enabled in the global properties.

[NinjaTrader_PaulH]

Hello Grantx,

Thanks for your reply.

In the example shown, the custom bar type Unirenko does not support tick replay. Due to the nature of how some unique bars build, Tick Replay is NOT available for all bar types. For example, the default Renko and LineBreak bars which use RemoveLastBar() are not compatible with Tick Replay. Other custom bar types which use similar methods encounter the same limitation.

Another indicator you might consider using for volume profile is the dValueArea for NT8 which can be found in the NinjaTrader 8 file sharing area: http://ninjatrader.com/support/forum...d=7&linkid=837

[Arkadiy_B]

Hey. I have slightly altered the standard indicator to display data for each day. If you're still interested, here's the link

[guidoisot]

Hi @Arkadiy_B
please could you post the same zip here, at your link I find a forum requiring a subscription-login procedure in Russian which I do not understand. .... Sorry.
I was wondering whether you could add to your _dPoc indicator also the daily evolving VAH and VAL lines.
Thanks.

[Arkadiy_B]

hi
link to indicator dPoc_Line
and attache