Problem volume profile

[celtey]

Vertical gray lines are EOD. The red rectangle highlights the Volume Profile zone where the volume should be shown, but it is not calculated there. Or the entire Volume Profile zone is highlighted like that

Problem:
1. Volume Profile (VP) does not capture the last not fully selected day if 2+ days chosen, when graph is ETH, with CME US Index Futures ETH Trading Hours parameters set to: Start Time 17:00 UTC-6, End Time 16:00 UTC-6. With those parameters VP works NOT PROPERLY until 10 March session, when NY time changes from UTC-5 to UTC-4, from 10 March session till now everything works fine and all selected volume is calculated.
If CME US Index Futures ETH Trading Hours parameters set to: Start Time 17:00 UTC-6, End Time 17:00 UTC-6, VP works PROPERLY until 10 March session. From 10 March till now with those trading hours parameters VP doesn`t calculates volume of not fully selected day.

2. If VP, that captures only one day (not fully), starts from the first candle of the day (no matter which timeframe), it won`t load and will be blank. If it starts from the second candle of the day, or starts from the first but chosen fully (means capturing a bit next day, volume of which won`t be added because of the Problem 1), it will be shown properly. It works properly and not properly on the same date range and Trading Hours parameters as in the Problem 1.

No problems with CME US Index Futures RTH though.

[celtey]

Two more screenshots to show that not fully selected day`s volume isn`t calculated:

[NinjaTrader_Clayton]

Hello Celtey,

Thank you for the message.

When I tested this on my PC, the Order Flow Volume Profile was plotting as expected.

Here is my test of putting the data series in the Same Chart window with the CME US Index Futures RTH and ETH Templates.

• 

Please follow the steps below to reset the Instruments within NinjaTrader and then re-download the historical data fresh:

1. Please use the following steps to Update/Reset the Instruments within your platform and then Restart NinjaTrader:

1. Disconnect from any data providers by navigating to the Control Center > Connections menu, and left-click on “disconnect” that appears to the right when hovering your mouse over any active connection
2. Reset your instruments by navigating to the Control Center > Tools > Database Management
3. In the Database Management window, under the “Update instruments” section, ensure that “General properties”, "Futures expiries" and “Symbol mappings” options are checked and then click Update
4. After updating, leave NinjaTrader Closed

2. From here, follow the steps below to re-download all of the Historical data anew:

• Close NinjaTrader
• Go to the Documents folder > NinjaTrader 8 > db, this folder holds all of the historical data
  • Delete the following folders:
    • Tick
    • Minute
    • Day
    • Cache
      • Do NOT delete any other files or folders
  • After Deleting these folders, reopen NinjaTrader and it will make New ones automatically.

From here, reopen NinjaTrader, reconnect to data, wait for the charts to load in, and test if the behavior continues.


If the chart is still not looking closer to mine, please answer the questions below:

• Who are you connecting to for the real-time and historical data?
• What Region and Time Zone is your PC set to?
• What Time Zone is NinjaTrader set to?
• What Time Zone is the Trading Hours template set to?

Please let us know if we may provide any further assistance.

[celtey]

Hi Clayton, thanks for your answer. Unfortunately, it didn't work.

• Who are you connecting to for the real-time and historical data: Tradovate
• What Region and Time Zone is your PC set to: UTC+2
• What Time Zone is NinjaTrader set to: UTC+2
• What Time Zone is the Trading Hours template set to: UTC-6 (default)

Your test is a bit not about my problem, I`m sorry, I forgot to mention that I used not an indicator Order Flow Volume Profile but drawing tool Order Flow Volume Profile. There is no problem with indicator, only drawing tool.

[celtey]

Until I will able to solve this problem, I will work with those Trading Hours parameters:



It is not right and till 10 March (when NY time change from UTC-5 to UTC-4) EOD marks hour before session end, but at least I can work with VP drawing tool on any date.

Also, it fixed next problem: on default CME US Index Futures ETH parameters, on NT8 UTC+2, Monday date marks as Saturday, which often confuses me. That problem is only untill 11 March, means it works fine after NY time change from UTC-5 to UTC-4. For example, 10 March (Monday) marks as 8 March (Saturday):

[NinjaTrader_Clayton]

Hello Celtey,

Thank you for the updates.

Since the Order Flow Volume Profile Indicator is working, we would expect the Drawing Tool to also work.

When I tried testing the Order Flow Volume Profile Drawing Tool across the End of a Session, the drawing would pick up the Volume as expected. I recorded myself testing:

• Please click here to see the recording of me Testing this and see if I tested the correct thing and also to see if maybe I did something differently than you are

If the behavior continues, please use the steps at the end of my video above to capture a video of the behavior and include that in your reply.

• Here is another video that just goes over taking a Video Screen Capture using the Windows Snipping Tool:
  • Please click here for a Video Demonstration of using the Snip Tool to Capture a Video

Please let us know if we may provide any further assistance.

[celtey]

I appreciate your time spent to record that video.

https://vimeo.com/1069673146/42e68807c6?ts=0&share=copy

In this video I show my Trading Hours settings, Data Series, and then how VP drawing tool doesn`t calculate all selected volume and how it doesn`t work if I select one day not fully from first day candle. Unfortunately I didn`t find that one app you use to record video screen, hope my video is ok, but if you need higher video quality, I will record it again, just was worried about video size so I lowered it.