Order Flow Volume Profile replication (different VAH and VAL)

[vlaladim]

Hello
We are using the Order Flow Volume Profile indicator provided by NT8. As long as we do not have access to the source code, we decided to replicate it. We tried to get the same VAH/VAL values using the Value Area indicator that is with open/published source code. After that we created our own indicator that is exactly replicating their bid/ask volume histogram values

i.e. the main problem for us is that we cannot figure out how they apply the Value Area % in their logic for calculating VAH and VAH. DO you have any ideas about this from where we might have the difference and what logic the OF package is using for the Volume Profile Value area calculations

[NinjaTrader_ChrisL]

Hello vlaladim, thanks for writing in.

The Support team does not have access to the OrderFlow+ source code. Unfortunately, I will not be able to provide any information on how exactly this is calculated since the source code is closed off.

The DValue area would be the best reference to try and learn this concept from. To define the Volume Area in a different way, it's the range where the specified percentage of total volume has traded.

Kind regards.