Volume Profile (Always View)

[dgee949]

Hi- I am trying to set up my session volume profile so that it can always be viewed without scrolling back to it when time passes. Any way to do this?

[NinjaTrader_JustinD]

Hello dgee949,

Thank you for your message.


Yes, this will be possible by setting the Volume Profile to use the 'Composite' Profile Period like in the screenshot below. You may read more about Composite Profiles here in our NinjaTrader 8 Help Guide - Understanding Composite Profiles

• "A composite profile is a singular large profile rendered on either the left or right side of the chart containing data as defined by the composite properties which become visible once selected."
• "Note: You want to make sure that the data you wish to compose a profile of actually exists on your chart to have a complete profile. You may need to right-click on the chart > Data Series > and increase the days to load for the chart."

Please let me know if you have any additional questions.

[dgee949]

Thanks for the info. That was helpful. If you can clarify the 'compose by' selection. I just need a volume profile for the session. That it starts at the beginning of the RTH and ends same day. Then another one during during globex or ETH. If I'm reading it right the composite profile for 1 day back is yesterdays profile not the current session you're in? Little confusing there for me on interpreting this.

[NinjaTrader_JustinD]

Hello dgee949,

Thank you for your message.


This sentence is basically saying that you need to have all the Historical Data on your chart for the period you are trying to build a profile for. For example, if you set the Profile's 'Compose by' setting to '3 Weeks back', you will need to have your Chart's 'Days to Load' set to at least 21 days for a complete profile to be built.

In other words, you need your Historical Data to match the amount of time you have set in the 'Compose by' section of the Volume Profile.


Please let me know if you have any additional questions.

[dgee949]

Ok.. can you give me a link to do this or simple sentence how to do... again.. I don't need 3 weeks back just for the day session. I'm coming from another platform so still trying to get my mind to interpret... do I need 'historical data' when I only need intraday data to build this session VP?

[NinjaTrader_JustinD]

Hello dgee949,

Thank you for your response.


Here is a quick visual guide for what this means:

The 'Days to Load' in your Data Series window must be at least the amount of time you have selected for the 'Compose by' section in the Composite Volume Profile Settings. You can see in the screenshot example below that the 'Compose by' is set to 1 Week back, so your chart will need at least 7 Days to Load of Historical Data for the full profile to be calculated.

This will not be related to the Interval type you have selected on your chart. Please let me know if you have any additional questions.

[dgee949]

Yes I get that.. but as I was originally mentioning ... I've set it to 1 day. So if I'm looking at my chart right now... is this yesterdays data? How do I get intraday.. right now data starting when market opens right now 0830 RTH? That's when I would like for the VP to start.

[NinjaTrader_JustinD]

Hello dgee949,

Thank you for your response.


It looks like setting it back 1 Day only uses data from today's session. You can test this on your own platform by comparing 'Days Back = 1', 'Days Back = 2', and 'Start Date = Today'. The 'Start Date = Today' and 'Days Back = 1' settings pull up the same profile on the chart.

Please let me know if you have any additional questions.

[dgee949]

ok.. i got first part of your comment... I lost you after when you mention: Start Date = Today'. The 'Start Date = Today' and 'Days Back = 1' settings pull up the same profile on the chart. I don't see that in 'properties' of the VP indicator.

[NinjaTrader_JustinD]

Hello dgee949,

These settings will be in the 'Compose by' drop-down when using the Composite Profile. Below that, you will be able to select the date to load or the number of days to look back.

[dgee949]

ok.. gotcha.. thank you!