Help changing resolution type of TDU Volume Profile

[NV020Forum]

Hi,

I would like some help with a 3rd party indicator. Unfortunately, TDU's support is unhelpful and redirected me here.

I'm currently trying to change the parameters of the Volume Profile indicator from Trade Devil. I plan to use it on a ranged bar type's chart. This means the default 1 second bar calculation(resolution) by the indicator won't work and I need to use the 1 tick bar calculation. This change is easily doable via an enum on the indicator panel on the chart (see screenshot).



I've taken the time to study the different options TDU gave me via ninjascript intellisence. With this, I'm successfully able to change the Profile type to "Xbars", the bars count and the ticks per level to my liking, once the Volume profile is called. Unfortunately, to my understanding I can't do the same with the resolution chosen for the calculation (and I tried), as it needs to know which dataseries to calculate before... you know... calculating. The only parameters available for TDUVolumeProfile() is the dataseries on which you want to use the VP. So I can't change the enum selected while calling the indicator, as those parameters' properties weren't added in the 3rd party indicator's code.

I've added my code below. Does anyone have possible solutions?

Thank you for your time

[HASHTAG="t3322"]region[/HASHTAG] Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.DrawingTools;
using NinjaTrader.NinjaScript.Indicators.TDU;
#endregion

//This namespace holds Indicators in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators
{
public class TestVPTDU : Indicator
{

private NinjaTrader.NinjaScript.Indicators.TDU.TDUVolumeProfile VP;

protected override void OnStateChange()
{

if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Indicator here.";
Name = "TestVPTDU";
Calculate = Calculate.OnEachTick;
IsOverlay = false;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = true;
PaintPriceMarkers = true;
ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
//Disable this property if your indicator requires custom values that cumulate with each new market data event.
//See Help Guide for additional information.
IsSuspendedWhileInactive = true;
AddPlot(Brushes.DodgerBlue, NinjaTrader.Custom.Resource.KeyReversalPlot0);

}
else if (State == State.Configure)
{
AddDataSeries(BarsPeriodType.Second, 1); // default resolution
AddDataSeries(BarsPeriodType.Tick, 1); // data series I would like to use for my calculation
}

else if (State == State.DataLoaded)
{
VP = TDUVolumeProfile(Close);
}
}

protected override void OnBarUpdate()
{
if (BarsInProgress !=0)
{
return;
}

if (CurrentBars[0] < 2)
{
return;
}

VP.ResolutionPeriodPeriod = TDUVPResolutionPeriod.Tick; // This does nothing
VP.ResolutionInterval = 1; // This does nothing

VP.VolumeProfileMethod = TDUVPProfileType.EveryXBars; // This works
VP.BarCount = 50; // This works

VP.TickAggregation = 1; // This works

Value[0] = VP.PreviousVPValueAreaHigh[0];

}

}
}

[HASHTAG="t3322"]region[/HASHTAG] NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private TestVPTDU[] cacheTestVPTDU;
public TestVPTDU TestVPTDU()
{
return TestVPTDU(Input);
}

public TestVPTDU TestVPTDU(ISeries<double> input)
{
if (cacheTestVPTDU != null)
for (int idx = 0; idx < cacheTestVPTDU.Length; idx++)
if (cacheTestVPTDU[idx] != null && cacheTestVPTDU[idx].EqualsInput(input))
return cacheTestVPTDU[idx];
return CacheIndicator<TestVPTDU>(new TestVPTDU(), input, ref cacheTestVPTDU);
}
}
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.TestVPTDU TestVPTDU()
{
return indicator.TestVPTDU(Input);
}

public Indicators.TestVPTDU TestVPTDU(ISeries<double> input )
{
return indicator.TestVPTDU(input);
}
}
}

namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.TestVPTDU TestVPTDU()
{
return indicator.TestVPTDU(Input);
}

public Indicators.TestVPTDU TestVPTDU(ISeries<double> input )
{
return indicator.TestVPTDU(input);
}
}
}

#endregion
​

[NinjaTrader_Jesse]

Hello NV020Forum,

Because this is a third party item our support would not have any details about how this item can be used. If there is a overload that has the parameter you want to change you would need to use that. This would otherwise be a question that the developer of this item would need to answer. If any other forum users also use this software they may be able to answer as well.

You can try using the strategy builder as well, that will let you see which parameters can be changed and then you can press view code to get the generated code.

[NV020Forum]

Hi Jesse.

I'm pretty sure VP.ResolutionPeriodPeriod = TDUVPResolutionPeriod.Tick is the overload in question. I simply don't know how to use it for the changes to happens

[NinjaTrader_Jesse]

Hello NV020Forum,

Unfortunately I would not know if that can be toggled like you have in your code as that is a custom item. The way you are trying to set the property is similar to how you would set properties in an indicator however depending on how that item is coded that may or may not work. The best resource would be the original developer as they would be able to say if that will or will not work.

[NV020Forum]

Thank you for your help! Let's hope someone else do have an answer