Volume Profile Previous Day

[JTTradingYT]

I'd like to setup my chart so that on the left area I can see yesterday's volume profile on my tick chart. On the right, I currently have the developing volume profile already. Basically, here's an example using real values.

Today's trading day was Jan 6, yesterday was Jan 5. On the right hand side, in the margin, I currently have the order flow volume profile developing for today's trading. I'd like to setup my volume profile on the left to encompass the NYSE RTH hours of 8:30-1500CST of JUST yesterday's information. I'd like to exclude any developing information from today's trading.

I've somewhat managed to get it working to start the day with 2 data series. The first being my main data series using 2000 tick chart and the second data series being the daily chart. I, then, setup Order Flow Volume Profile for the right side as standard and display in margin, which works great. However, the previous day requires to use Sessions - 1 and RTH. The issue is, it's anchored to that bar and doesn't scroll. There's no left margin to attach to like the previous one. So, as the day progresses, the information is just no longer visible.

Is there a way to anchor the volume profile to a left margin or just continually scroll right similar to the display in right margin?

[NinjaTrader_Jason]

Hello JTTradingYT,

I'm not quite sure if I understand. Am I correct you like to Order Flow Volume Profile to display as per the attached screenshot? If so, the 2nd screenshot shows the settings of the Order Flow Volume Profile indicator for the bottom data series. I used a 2000 Tick interval for the 2nd data series as well with an 'End date' setting of January 9th and 'Days to load' set to a value of 1.



When adding the 2nd Order Flow Volume Profile indicator, please click the 'Input series' field and then select the bottom ES 03-23 (2000 Tick) data series.



If you configure both data series to chart panel 1 in the Data Series menu of the chart, it will show as the 3rd screenshot below. Unfortunately it is not possible to create empty space on the left side of the chart.

[JTTradingYT]

Hello JTTradingYT,
Unfortunately it is not possible to create empty space on the left side of the chart.

This is my initial question yes.

Subsequent question, in your example... The scale of the volume profile on the left. If you move sufficiently far from the base location on the X-axis (i.e. where the VP is anchored) the peaks and valleys become undistinguishable. An extreme example better illustrates this but let's say my chart was ES with 10 ticks per bar. I'd obviously paint an obscene number of bars. The VP is anchored like you show would scale out of view in short order, by mid day at least. Is there a way to constantly move that left anchor so that it's always on the left most point of the screen timestamp and updates as time moves?

Essentially I'd always like to view yesterdays VP on the left, agnostic of any current daily conditions or developing profile on the right.

(please forgive my very extreme example, it's not practical in context I'm just using it to illustrate my point lol)

[NinjaTrader_Jason]

The left volume profile does not disappear as time goes by and new price bars are plotted. It will remain in the position it is.

I have included 2 new screenshots. One shows the chart scrolled back to the beginning (see horizontal scroll bar), the other shows the current price bar.

I had to recreate the chart and used a 1 Minute interval. It should work the same for a Tick interval.

[NinjaTrader_Jason]

The vertical size of the volume profiles can be affected if the market starts trading outside the current range. When I add both data series in the same panel and scroll back to a time where there are price bars outside the volume profiles, it will extend the price axis which in turn causes the volume profiles to shrink vertically.

You can avoid this by disabling the 'Auto scale' setting for the data series in the Data Series menu. However price bars can then plot outside the visible display of the chart.



It shows like this when the price axis is not extended.

[JTTradingYT]

Thanks,

Yah I wanted to carry the VP forward as time moves forward. I've decided that since it can't anchor to a chart location I'll use a different method. Thanks Jason. Wish we could have a left margin/attach to left margin. Being able to see previous day VP and today's developing VP on a tick chart is really interesting.

A second solution I'm looking at is shrinking my width of main trading window and having another window left of that that just has the developing profile. It's ok solution... not the best.

Here's an example of the solution I'm working on... it's working just fine so far. I'm posting so others who might have similar thoughts have a perspective solution.

The blue rectangles with a lot of transparency are HVNs. The ones above are from previous days, for days of interest. I just carry them forward if I think they might be of interest in my pre-market setup.

Anyway, thanks jason, appreciate the time.

[pmbi00]

Hi,

I have a similar requirement:

I would like to plot two Volume Profiles in the right margin, one for the current day and one for the current week.

My understanding is that you only get access to a single margin on the right-hand side (RHS) of the chart. So my thought/solution was to 'overlay' two composite profiles in the right margin - using different opacity/color settings to in effect overlay the current day's Volume Profile on top of the current week's Volume Profile.

This displays fine - but the Volume Profiles appear fixed in terms of the data displayed, ie the profiles don't change as you scroll backwards through the chart.

I was expecting that the profiles would display 1 day back and 1 week back respectively from the date on the RHS of the chart - but it appears they display data from the end of the entire chart range.

Is this right?

Please advise.

Many thanks.

[NinjaTrader_Kennedy]

Hello pmbi00,

Thank you for your post!

I can see two ways that may accomplish what you're looking for. The first being manually changing the "End date" of the chart by right-clicking in the chart > Data Series > End date. You would need to manually change this each time for the week/day you are trying to view. One Composite profile would Compose by Weeks back and the other Compose by Days back.

The second option would be to have a Daily and Weekly data series (I hid my Weekly data series) > put one Volume Profile to the Daily Input Series > put the other Volume Profile to the Weekly input series > and change the "Compose by" to "Visible screen range" for both. Below is a short video of my settings for this method (you can pause if needed to copy):

• https://www.screencast.com/t/8EBG3OpfE

I did also see that with the hidden Data Series in the video above, if I change each profile's "Profile period" to "Sessions", this is the result:

• https://www.screencast.com/t/S0FO6ORwdg
• With this, one profile is set to the weekly input series and the other set to the daily.
• You can see that every 7 days there is a pink "weekly" profile and each individual day has a blue "daily" profile.

Please let me know if further assistance is needed.