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
MDHG for Sierra Charts with volume profile histograms, VAH/VAL/VPOC (Current version = 1543) This was posted at the SC support board and I modified it.
There are two studies hidden, they can both be enabled if so desired. One is a different trade indicator study and the other is a volume study in region 2.
This was initially made for /CL and I'm using it for /ES.
The Volume profile value areas may not be precise, I'm more accustomed to MP, although the VPOC does appear to be accurate.
The large volume trade indicator will need to be adjusted to whatever suits the trade levels the end user likes to see.
I personally have remove the DOM depth, it can be disabled/enabled via Trade > Show Depth
Here is poor man's version of Market Profile. I saw it in the Ninja Trader support forum and thought might be helpful for people who like to see the market profile chart without paying for it. You need to open an intra-day chart (like a 5 minute chart) and then add the indicator. There are settings for begin and end of day session, and display options for just (POC, VAH, VAL) or TPO, etc.
Submitted by ivatan1962 09-11-2013 on the Ninjatrader Forum
Description
Market Profile, IB, Open Range, TPO, Price Histogram, Value Area, POC, Virgin POC, Volume Histogram.
Important: Not final version, tested with ES, not
sure it will work with other instruments.Please feel free to report any issues, suggestions, etc.
To Import
1. Download the attached file to your desktop
2. From the Control Center window select the menu File > Utilities > Import NinjaScript
3. Select the downloaded file
This is same as "MPValues" but works in Ninja 7. I don't know if it works in 6.5.
Wavey gave me the information that allowed me to update for v7.
The values it returns will change if you use it on different time frames. I usually use it on a 30m chart because that will give the same numbers that most people look at. I will transfer the lines to all my charts so that I can trade off these levels if I have confirmation from other indicators.
I circled several of the profitable trades that could have been taken. Of course they don't all work out!
You have to set the start time hour (session begin), start time minute (session begin) and session length.
May 30th, 2011 07:58 AM kman There seems to be a market profile/tpo program available for NT 7 but I cant find it.
Anyone know where it is?. The free one. Thanks!
February 19th, 2011 10:32 AM Ronin Downloaded this indicator to my NinjaT. 6.5 but it does not show in the 30 mins chart.Did it stoped working for some rea
son?
Please Advice.
December 9th, 2010 03:21 PM Rick Thanks !
October 28th, 2010 07:11 PM Default User
April 18th, 2010 10:15 AM RJay NT 7 version is now available at the thread link provided in description.
January 17th, 2011 03:35 PM traderhas thanks to all the great traders at mikes who give so much.
February 6th, 2010 02:03 PM wavey MPValues are always handy ref - works for 7 if you just move the TickSize part from Initialize to first OnBarUpdate bar.
October 12th, 2010 10:35 PM ghman101 Thanks a million! Question, would it be hard to add the Initial Balance Period also? Something I use and would sure e
njoy. Thanks again, gh
April 5th, 2010 01:39 PM wavey Thanks for the update
February 5th, 2021 12:23 PM mzapata24 can not be imported at Nt8
January 2nd, 2021 05:38 PM andreibara Not able to import this one as well. For those who were able to make it work, does it require a particular configuration
? You can message me as well if you don't want to leave a rating.
October 29th, 2020 12:56 PM Jonsell Not importing, needs to be updated with current NT8.