OrderFlow Volume Profile Indicator in NinjaScript

[nduckste]

Please add my vote. Having access to the Weekly Volume profile would be extremely useful for some indicators and strategies I'm trying to code.

Thanks,

Nick

[NinjaTrader_PaulH]

Hello nduckste,

Thanks for your post.

Vote has been added!

[wildwex]

Vote +1 for SFT-3402

[NinjaTrader_PaulH]

Hello wildwex,

Thanks for your post.

Your vote has been added.

[eoinf]

Vote +1 for SFT-3402

Programmatically accessing Order Flow Market Depth would also be extremely useful.

[NinjaTrader_PaulH]

Hello eoinf,

Thanks for your post.

Your vote has been added.

[StealthM93]

A Volume Profile indicator that is NinjaScript available would be very nice. The following attributes/Properties would be great:

Settings

• Start and End date/time
  • Enum: RTH, Overnight session, Full day (from session start to end), Custom
• Percentages for the High Value Area (default to 67%)
• Criteria as a percentage of the Point of Control (POC) that would qualify as a High Value Node.
• Criteria as a percentage of the Point of Control (POC) that would qualify as a Low Value Node

Calculated values

• Point of Control price
• Point of Control volume
• Total Volume Profile volume
• High Value Area, High price
• High Value Area, Low piice
• Collection of High Value Nodes - price and volume
• Collection of Low Value Nodes - price and volume

Obviously, it would be resource intensive, effecting performance. I think, with those attributes, though, I might be able to develop a strategy or two.

Please add my vote!

[NinjaTrader_PaulH]

Hello StealthM93,

Thanks for your post.

Your vote has been added.

[aworldnervelink]

Vote +1 for SFT-3402

[NinjaTrader_PaulH]

Hello aworldnervelink,

Voted added, thank-you!

[artson]

Vote +1 for SFT-3402

[NinjaTrader_PaulH]

Hello artson,

Your vote has been added.

[tarikmedjber]

Hey there!

Vote +1 for SFT-3402

Thanks!

[NinjaTrader_PaulH]

Hello tarikmedjber,

Thanks for your post.,

Your vote has been added.

[dosskaran]

please add my vote for this as well.