Order Flow Volume Profile VAH, VAL for Use in Ninjascripts

[artvandelay123]

Hi,

On various threads, NinjaTrader has indicated that many of features of Order Flow Volume Profile are not available for use in Ninjascripts:

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/1120913-strategy-order-flow-volume-profile-indicator

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/1200152-display-order-flow-volume-profile-poc-val-vah-in-strategy-builder

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/1122595-volume-profile-with-strategy-builder

Dvaluearea has been suggested as an alternative to get VAH and VAL as inputs for Ninjascripts. However, I've found Dvaluearea to not be as accurate in its VAH an VAL outputs compared to NT's Order Flow Volume Profile.

Has anyone else found any other ways to include VAH and VAL when creating Ninjascripts?

Thanks.

[NinjaTrader_ChrisL]

Hi artvandelay, thanks for posting. The OrderFlow Volume Profile is not open source so we can not give any suggestions on how to emulate it. This thread will remain open for other community members to contribute.

Kind regards,
-ChrisL