Access POC, VAH, VAL

[luxurious_04]

How can we access the POC, VAH, VAL of the Volumetric bar type programmatically?

[NinjaTrader_BrandonH]

Hello luxurious_04,

Thank you for your post.

The point of control (POC) is the single largest data point in the profile. In Volumetric bars, we can get POC from GetMaximumVolume. GetMaximumVolume gets the highest Ask, Bid or combined volume (long value) for the bar and returns the price at which it occurred.

The way GetMaximumVolume works is as follows:

- pass in true for getting the highest Ask volume.
- pass in false for getting the highest Bid volume.
- pass in null for getting the highest combined volume.

Please reference this Help Guide link for more information about using GetMaximumVolume - https://ninjatrader.com/support/help...tric_bars2.htm

Value Area is not offered through the data access methods.

Value Area would represent the price range which reflects 68% of the volume in a bar. So you can consider looping through each price level from Low[0] to High[0] and use GetTotalVolumeForPrice to get the volume for each price level. You could then use that information to calculate the range which would have 68% of the total bar volume.

This would require some additional logic to calculate the value area from these price levels, but you can then identify the Value Area High price level and the Value Area Low price level from there.

Please let us know if we may further assist.

[mjtrad]

Hi,
Thank you for this post, i'm looking for a way to create an indicator that will plot the VAH, VAL and POC on an intraday chart.
Can you help me please ?
Regards,
MJ

[NinjaTrader_BrandonH]

Hello mjtrad,

Thanks for your note.

Please see post #2 in regards to getting the POC, VAH, and VAL values in a script.

You could use AddPlot() to create a plot in the script and then you could assign the POC, VAH, and VAL values that you calculated to the plot(s).

See this help guide page for more information: https://ninjatrader.com/support/help...ghtsub=addplot

Let us know if we may assist further.

[mjtrad]

Hi,
thanks for you reply, i have all volume per price level , whats the logic to compute VAL and VAH (i know the price value of the POC).
Regards,
MJ

[NinjaTrader_BrandonH]

Hello mjtrad,

Thanks for your note.

As far as an example to demonstrate how to calculate VAH and VAL, our Volume Profile indicator is closed source so we do not have an example. The DValueArea indicator is an open-source indicator though that you may find helpful.

You could find the DValueArea indicator in the NinjaTrader EcoSystem User App Share center linked below.

https://ninjatraderecosystem.com/user-app-share-download/dvaluearea/

Let us know if we may assist further.

[mjtrad]

Hi Brandon,
i've thank you for your reply. I'll try to do it.
Have a nice day.
Regards,
MJ