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extend order flow volume profile

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    extend order flow volume profile

    Hello Admin & Developers

    I would like to extend the "order flow volume profile" indicator to develop a custom indicator however when i go to build strategy and unlock the code under indictors i only see regular "volume profile" indicator.

    How do i get started on this?

    Thank you for the help
    -- R

    #2
    Hello zibram,

    Thanks for your post.

    The Order Flow Volume Profile source code is closed source and not visible in the NinjaScript Editor window or accessible in a NinjaScript indicator or strategy.

    We are currently tracking interest in support for NinjaScript access to the Order Flow Volume Profile and I have added your vote. This request is being tracked under the number SFT-3402.

    As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted in the Release Notes page of the Help Guide.

    Release Notes — https://ninjatrader.com/support/help...ease_notes.htm

    Please let us know if we may be of further assistance to you.


    <span class="name">Brandon H.</span><span class="title">NinjaTrader Customer Service</span><iframe name="sig" id="sigFrame" src="/support/forum/core/clientscript/Signature/signature.php" frameborder="0" border="0" cellspacing="0" style="border-style: none;width: 100%; height: 120px;"></iframe>

    Comment


      #3
      Thank you for the quick response.

      Is there any other way to build periodic volume profile in code? my goal is i can provide input time frame (i.e. = 30min) and i would be able to see 30 min volume profile and its data like high VA, low VA, POC and Vpoc etc.

      Thank you

      Comment


        #4
        Hello zibram,

        Thanks for your note.

        These values are currently not exposed for NinjaScript access. You would need to come up with your own logic to calculate those values in a custom NinjaScript.

        You can find a description of how you may calculate the Value Area or POC yourself in the following link: https://ninjatrader.com/support/foru...79#post1112679

        Let me know if I may assist further.
        <span class="name">Brandon H.</span><span class="title">NinjaTrader Customer Service</span><iframe name="sig" id="sigFrame" src="/support/forum/core/clientscript/Signature/signature.php" frameborder="0" border="0" cellspacing="0" style="border-style: none;width: 100%; height: 120px;"></iframe>

        Comment


          #5
          I would also like the volume profile to be allowed to be used by ninjascript

          Comment


            #6
            Hello m78pl,

            Thanks for your note.

            I have added your vote to the feature request to allow NinjaScript access to Order Flow Volume Profile. This request is being tracked under the number SFT-3402.

            As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted in the Release Notes page of the Help Guide.

            Release Notes — https://ninjatrader.com/support/help...ease_notes.htm

            Please let us know if we may be of further assistance to you.​
            <span class="name">Brandon H.</span><span class="title">NinjaTrader Customer Service</span><iframe name="sig" id="sigFrame" src="/support/forum/core/clientscript/Signature/signature.php" frameborder="0" border="0" cellspacing="0" style="border-style: none;width: 100%; height: 120px;"></iframe>

            Comment


              #7
              I would do it quick if I were you (NT) ... you're way behind ... first the volume indicators are paid ... and then they are locked and cannot be customised

              take a look here
              The Volume Profile study represents trading activity over a time period at specified price levels. Considering the input-defined aggregation period, the Volume Profile plots a histogram showing price distribution, revealing the dominant price values in terms of volume. The width of histogram's row represents the number of actual transactions made within the price interval defined by the row's height. The longest row of the Volume Profile defines the price level at which the highest number of real transactions were made during the specified time period; this level is called Point Of Control (POC). If there are several equally long rows that fit this description, the system chooses the closest to the price mid-range. Should the rows be equidistant from the mid-range, the system recognizes the lower one as the Point Of Control. By default, the price range surrounding the POC level where 70% of the trading activity took place for the specified time period is Value Area (note that the percentage is customizable within the "value area percent" input parameter).


              It is free and it can be accessed easily to create an indicator... and yours is paid and cannot be accessed via a script.

              So what is your policy then ? For or against the trader ? Right now it is pretty obvious.

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