CamsVp is a volume profile indicator for NinjaTrader 8 with added features of delta, footprint and imbalance. CamsVp has great flexibility in the selection of chart regions from which to generate a profile. The start and end of regions may be defined as window, date, current, bar and daily. There is also a handy mouse drawing tool to define regions. A region may be as small as one bar or as large as computer memory capacity. There is no limit as to the number of regions that can be drawn. Granularity can be chosen to minimize computer load especially for large time span profiles. CamsVp automatically configures itself according if a chart's Tick Replay feature is enabled. Calculation mode and bid/ask delta are affected. Scales may be mixed, for instance a volume profile can be shown with a Delta scale.
R4: added Enable CamsVpRegion to control cross talk using multiple instantiations on same chart. 11/8/2017
R3: added volume imbalance, changed display to Bid/Ask, value area boundary line, improved text alignment, scale and bar opacity, 8/6/2017
R2: fixed granular bar offset, added Day and Volume granularity, improved value area calculation, added VA smoothing, fixed Right orientation for regions Bar and Daily, 07/07/2017
R1: initial release, 6/19/2017
- minor optimization of indicator visuals.
- minor optimization of code and logic.
Version: 1.4 | Nov. 2016
- value area has been added
- further optimizations
Version: 1.3 | Nov. 2016
- fixed a bug in the profile
- minor optimization of code and logic.
Version: 1.2 | Nov. 2016
- a simple volume profile has been added
Version: 1.1 | Nov. 2016 || Please update
- major improvement in calculating historical values
- added a background cell to the current bid and ask values.
- minor optimization of indicator visuals.
- minor optimization of code and logic.
Delta Package V3 NT8.0.2 now with commitment of traders (COT) and heiken-ashi
Update Feb 2017: Changed "Show above / below EMA colors" to false to avoid confusion.
Minor fix 30 Dec: Added ability to change bar width manually. Note, if you have any custom built strategies using DeltaV3 then you will have to adjust your code as per the strategy sample included.
New: Sample code for use in a strategy is included. The strategy does not do anything, it simply shows how to access the delta values. It works, I've tested it. Make sure you use TickReplay on your host chart if you want historical values accessed within a strategy.
Includes everything from V2 here as well as these additions:
1. Commitment of traders: high, low and total.
2. EMA plot: Set to normal, gapless and reset at session open.
3. Heiken Ashi: Chose from the algorithms of Dan Valcu (standard) or Sylvain Vervoort.
4. Painbars based on delta values or above/below the ema.
Plus general improvements......
Make sure you enable Tick Replay to use this historically! You will not need Gom recorder for this.
However, Tick replay will not work with some Renko bars due to RemoveLastBar()
*Occasionally if the bid/ask plots don't look quite right, especially if you haven't connected for a few days, make sure you right-click on the chart and select "Reload all Historical Data".
** Please report bugs to me via PM rather than in the comments. Thank you.
Here is a picture of how you can use delta for your trading.
I am not affiliated with this person or website, but you can get some ideas here.
November 8th, 2016
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Downloaded: 5300 times
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Version 2.2 January 31, 2018
The Opening Range is the range obtained from the highest and lowest price of a security during the first minutes of daily trading activity. For example the opening range can be calculated from the first 5, 15 or 30 minutes.
The opening period can be selected via the time zone, the start time and the end time of the opening period. For example if you wish to display a 30-minute opening range for ES, you would select Exchange_Time or US_Central_Standard_Time, a start time of 8:30 AM and an end time of 9:00 AM. The indicator will then display the regular open and the opening range high, low and midline.
You may also use this indicator to display the pre-session range. It is possible to display the entire pre-session range that covers the period from the start of the trading day until the regular open, or you may select a custom period for the pre-session.
The indicator will only return an accurate opening range, if it is calculated from minute bars that align to the start time and end time of the selected opening period. For example, if you wish to display an accurate 30-minute opening range for ES, you may only apply the indicator to 1-min, 2-min, 3-min, 5-min, 10-min, 15-min or 30-min bars. When selecting other bar periods or bar types, there will be overlapping bars in the beginning and the end of the opening period. This may result in a slightly inaccurate opening range.
If you wish to display a correct opening range on any bar type, please proceed as follows:
- Add a secondary bar series of 1-min*) bar to your primary price panel.
- Set the colors for candle outllines, candle wicks, up and down bars to transparent.
- Apply the indicator to the secondary 1-minute bars for an exact calculation.
*) When you add a minute bar series to a tick or volume chart, this will slightly distort the chart, as the bar spacing is adjusted to the duration of the bars. As a consequence of the law of large numbers, the distortion will be smaller, if you add a secondary bar series with a lower resolution. It is therefore recommended to use the highest bar period available that aligns to the start time and end time of the opening period. For a 30-min opening period for ES, you may therefore add 30-min bars instead of 1-min bars.
The chart attached shows the 30-min opening range on a 1000-tick chart to ES 12-17. The invisible secondary bars that were added are 30-min bars.
Update January 31, 2018: Version 2.1 did not properly calculate the opening range when the first bar of the opening range had a time stamp greater than the end time of the opening period (display of short period opening ranges on higher timeframe charts). Version 2.2 has the bug removed.
November 30th, 2022 09:56 AM zoomie Spectacular...Thank you
November 11th, 2022 12:52 AM chrisumerie Great work. Many thanks.
November 11th, 2022 12:51 AM chrisumerie
April 8th, 2022 01:28 PM Djt1102 When I upload this onto my chart nothing loads in the new panels, do I need a specific data connection for this to load?
March 6th, 2022 06:11 AM augusta THANK YOU VERY MUCH
October 25th, 2023 12:35 PM 90bideven Thanks so much...works really well.
April 3rd, 2023 03:44 PM Srq1
January 5th, 2023 04:12 PM OnTrak Downloaded and installed. Then added to my charts. After some adjustments to match my preferences, this indicator is eve
n better than I hoped. Thanks to person responsible!
November 25th, 2022 02:14 PM ballhaj Tanks for sharing
August 30th, 2022 01:19 AM scshourie Can we use this indicator to build a strategy in the Strategy Builder