- Todays open is above yesterday's VPOC &
- Current price is within 0.1% of yesterday's VPOC
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Deriving VPOC on an indicator to create a filter
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Deriving VPOC on an indicator to create a filter
I am trying to create a scanner which can find me the instruments / stocks that meet following criteria -
Hi Percy, thanks for writing in. It will depend on the exact indicator or bar type you are using. If you are using our OrderFlow+ Volumetric bars, you can add a daily Volumetric series. I have an example on how to add a secondary Volumentric series here:
Kind regards,
-ChrisLChris L.NinjaTrader Customer Service
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Hi percy, thanks for the follow up. All the values that are possible the get by default are documented here:
The volume area is not provided, but we do have this script that can be studied:
This is a conversion of the DValueArea. Please contact the original author for any questions or comments. Update Aug 10th, 2021: An improperly implemented timespan was causing xml errors in the Strategy Builder
Kind regards.
The NinjaTrader Ecosystem website is for educational and informational purposes only and should not be considered a solicitation to buy or sell a futures contract or make any other type of investment decision. The add-ons listed on this website are not to be considered a recommendation and it is the reader's responsibility to evaluate any product, service, or company. NinjaTrader Ecosystem LLC is not responsible for the accuracy or content of any product, service or company linked to on this website.Chris L.NinjaTrader Customer Service
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Can we plz add this as a feature request? Free softwares like think or swim have this data easily available by click of few buttons and allows us to scan across multiple instruments. Will be great to have this functionality within our favorite NinjaTrader8.
We hopefully can Volume Profile data points in creating strategies by using the ninja trader UI. Eg. go long if current bars close crosses above VAH or VAL or VPOC etc.
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