Delta Profile

[Cyanez]

Hi There,

Is there any Vertical Delta indicator in NT8? I mean, something like the volume profile but using Delta and get the delta for each price level.

Thank you in advance

Best Regards
Carlos

[NinjaTrader_Jim]

Hello Cyanez,

Thanks for your post.

The OrderFlow + Volume Profile does have a Delta Display Mode that can be set under "Setup."

Could you clarify if this is what you are looking for?

I look forward to your reply.

[Cyanez]

Hi Jim,
Thank you for your reply.

Do you have something like this for the DOM?

Also, is there a way to unlink the Volume Profile and Delta? I mean, can I see the Delta Profile and Volume Profile separately?

Thank you in advance.

[NinjaTrader_Jim]

Hello Cyanez,

You could add separate instances of the indicator to the chart and set a color to transparent to hide that information. You could, for example, place one Volume Profile Indicator on the chart and set the Color for Profile as Transparent, and then you will only be looking at the Delta. This profile could be aligned left, and you can add a regular Volume Profile and have it align right.

Reference for this indicator's properties can be found here - https://ninjatrader.com/support/help...me_profile.htm

As for the SuperDOM, there are already made columns that that can show volume and differentiate between buys and sells but we don't ship a SuperDOM column that shows delta. A NinjaScript Consultant could make such a tool for you, however. If this is something that interests you, please let me know and I can have a Sales Representative provide additional information about NinjaScript Consultants in our EcoSystem.

Please let us know if there is anything else we can do to help.

[Cyanez]

Hi Jim,

Thank you for your reply,

Regarding the Super DOM, can I see the Buy and Sell volume value at a specific price level.

Also, I would like to know if I could see the Buy / Sell Market order ar a specific price level.

Thank you in advance

[NinjaTrader_Jim]

Hello Cyanez,

The left and right sides of the SuperDOM Price Ladder display will show Buy/Sell volume at each Price level. You can right click on the SuperDOM window and select Columns to see what else can be presented on the SuperDOM out-of-box. You can see that there is a Volume Column that can also show BuySell volume for the total number of contracts traded at each price level. The BuySell visual here draws DarkCyan and Crimson for buys and sells, but does not show a numeric breakdown for each. (This would require custom programming to achieve.)

We also do not have an out-of-box indicator or SuperDOM column that shows resting limit or market orders in the order book. This could be achieved through custom programming and analysis of level 2 data.

Please let us know if you have any additional questions.