Volume Profile

[NinjaTrader_PaulH]

Hello vajar,

Thanks for your post and welcome to the NinjaTrader forums!

The indicator does provide an option you can enable for showing the "Real time" Point of control.

[Nyman]

I'm curious to know whether you found the solution to the problem and if so kindly share your concepts. I followed your post. When I use the trading hour template, the DValueArea indicator gives accurate VAt and Vab levels. However, when I specify the session length and session start time in the parameters, then there are no levels at all. NinjaTrader_PaulH , how to incorporate the use trading hour template on the chart when the intended use is in a strategy?

[Nyman]

I'm curious to know whether you found the solution to the problem and if so kindly share your concepts. I followed your post. When I use the trading hour template, the DValueArea indicator gives accurate VAt and Vab levels. However, when I specify the session length and session start time in the parameters, then there are no levels at all. NinjaTrader_PaulH , how to incorporate the use of the trading hour template on the chart when the intended use is in a strategy?

[NinjaTrader_Jesse]

Hello Nyman,

Are you making sure that Use Session Template is set to true when entering an amount of hours and start time? Looking at the code it looks like in order to use those two properties the Use Session Template would need to also be true. If that is what you are doing then I would not have a specific answer as to why that may not be working, to find out why its not showing anything would require debugging its logic in that use case. In regard to using the strategies trading hours, that would already happen if you called this indicator from a strategy, the indicator uses the sessionIterator which allows it to see the dataseries trading hours.

[Nyman]

Hello Jesse,

Yes, I tried both ways, by checking the Use Session Template, which gives a satisfactory result, however, when I uncheck that property and provide instead the open time or start time and the length as a double the results are off. Using the Use Session Template in a strategy is not possible because the chart shows only the trading hours specified in the template. I intend to get the VAH, VAL, and POC from the prior session and use them in the current session.

[Nyman]

The fix to the DValueArea indicator would be to provide the path to the Session Template as well.

[NinjaTrader_Jesse]

Hello Nyman,

In that case you would need to debug the code to see why it has that effect when those options are used. As this is not an indicator developed by NinjaTrader I couldn't really comment on the logic as it is or why it is programmed in the way it is, that is a copy of the original users script from nt7. To understand why it does not display anything when those options are selected would require adding prints into its logic to see how that combination of inputs changes its logic. Once that is known you could look over the specific part of that logic and its calculations to see which part is not working.

In regard to Use session hours, when you have that enabled that pulls the session information from the bar series being used instead of you specifying a start time. Because of that if a strategy calls that indicator with Use session hours true it would use the session iterator for the bar series the strategy is applied to.

[Nyman]

Hello Jesse,

I understand the indicator mentioned is a third party and there is nothing Ninjatrader support can do.

Even when you check to Use Session Template, you still need to specify the session Template in DataSeries in the Trading Hours property on the chart, which excludes certain hours or time on the chart and you can't add a strategy with excluded trading times.

[Nyman]

Hello Jesse,

I understand the indicator mentioned is a third party and there is nothing Ninjatrader support can do.

Even when you check to Use Session Template, you still need to specify the session Template in DataSeries in the Trading Hours property on the chart, which excludes certain hours or time on the chart and you can't add a strategy with excluded trading times.