Volume Histogram against Price

[howorb]

Good Morning,

I am after an indicator that will plot a histogram of volume of trades at each price, so I can easily visualise the price levels at which the most contracts changed hands.

I have seen the volume zones indicator but these histograms appear to cover a range of prices, rather than specifics. Also, it needs to be cumulative volume for the session, not for that bar.

Thanks,
Ben

[NinjaTrader_Bertrand]

Hi Ben, the indicator will offer a resolution down to the min price move, but it will depend on your zoom level.

[clint121212]

volume histogram

Does anyone know of a volume histogram indicator (or similar) that does not plot cancelled orders, so true volume?

[ekshay]

clint121212, why do you think Volume histogram or any similar indicators ever plot cancelled orders ??? They only plot actual contracts traded.

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Ben, in the File-sharing section, search for ... dValueArea, EdsVolPriceBar, iMarketProfile, and PriceVolumeHistogram.

I am attaching their images for your reference.

[nightriderx]

im looking to build a custom indicator as mentioned in this post. Is there a way in NT7 to get the volume of trades done at X price - for the past bar or number of bars?
thx!

[NinjaTrader_JoshP]

nightriderx,

This needs to be done through your own custom programming to keep track of it. There is nothing built in to keep track of it.

[nightriderx]

right, but how is it possible to tell what the volume was at a particular price? ticks range in price, so the volume could be at [exe] $1.01 or $1.02 . how is it possible to find the volume just for $1.01?

[NinjaTrader_JoshP]

You need to keep track of it yourself through your own variables. Just monitor OnMarketData(). Every tick that comes in throws an OnMarketData() event at a certain price. Keep a running total of the volume for events of the price you are interested in.

[clint121212]

clint121212, why do you think Volume histogram or any similar indicators ever plot cancelled orders ??? They only plot actual contracts traded.

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Ben, in the File-sharing section, search for ... dValueArea, EdsVolPriceBar, iMarketProfile, and PriceVolumeHistogram.

I am attaching their images for your reference.

ekshay, the indicator image you encolsed, PriceVolumeHistogram.jpg is what I'm looking for. Do you know where I can obtain this indicator? Thnx!

[clint121212]

Ben, have you found a good price/volume histogram as referenced above?

[NinjaTrader_Austin]

clint121212, just as ekshay mentioned, these indicators are available for download in our indicator sharing section.

[JerryA]

Hi - Was not able to find EdsVolPriceBar in the indicator sharing section. Can someone give me a link? Thanks.

[NinjaTrader_Bertrand]

Sure, please check into those files - http://www.ninjatrader.com/support/f...rch=Eds&desc=1

[JerryA]

Thank you.

[veriae666]

Hi all,

I have found EdsVolPriceBar, and he seems to have made the volumes hitting the bid on the right, and volume on offers on the left. Is there an easy way to correct this? i.e. make volume hitting the bid on the left, and volume hitting the offer on the right side of the displayed column?

thanks