Installation
CamsVpR3.zip contains 2 files that must be installed:
CamsVpR3.cs indicator rev 3
CamsVpMouseRegion.cs the companion region drawing tool
Download the zip file and import into NinjaTrader: Tools > Import > Ninjascript Add-On > select CamsVpR1.zip Ninja trader will install both files automatically. Note that the downloaded file from Futures.io is always named CamsVpR1.zip regardless of what revision is contained within the zip file. If unsure, open the zip file, the indicator name.cs will reflect the version. Revisions are uniquely named so the old version will remain in your NT folder. The old version may be deleted at any time.
Operation
TICK REPLAY
CamsVp will change the User Interface setting Calculate to work in unison with the charts Tick Replay setting.
Bid ask and delta have different meaning depending if Tick Replay is enabled or disabled. All a user has to do is set the charts Tick Replay as desired and CamsVp will automatically configure itself to conform.
If Tick Replay is enabled, bid and ask are determined by NinjaTraders algorithim and CalculateOnEachTick is used. See Ninjatrader Help for details. For accurate bid/ask and delta profiles, Tick Replay should be enabled.
If Tick Replay is not enabled, then up/down volume is displayed in lieu of bid/ask. Delta = (up down) volume, and CalculateOnBarClose is used.
Granularity bars with close > open are up or ask, and bars closing = chart bar then the granularity bar is displayed on the VP at price level granular bar + 1 close. In practical use, no one should run into this problem, but it is stated in case anyone does. Day volume will display correctly on day charts with Tick Replay off.
Volume granularity is useful to sync the VP with chart bars. For example, a 10,000 chart bar will parse evenly into ten 1000 grain bars. Ticks are transactions. A granularity bar of 1tick may contain 100 contracts but 1 volume is 1 contract. Although it may seem advantageous to use vol instead of ticks, it makes little difference in the VP, because at any given closing price the contracts add up the same. It does not matter if the transaction was parsed into 1 volume grains.
Day granularity has been provided for those who have only end of day data.
Profile Regions
a. Side Profile
A side profile is displayed on the chart edge using the Region From and To parameters.
Region To and From types may be mixed, except for Bar, Daily and None. If either then the other will be forced to the same.
All means From the first bar of the chart data series, as if scrolling the chart to its left most extreme until bar 1 is displayed.
None means Side profile will not be displayed, use this option if you only want drawing tool profiles.
Current means To the working or building bar.
Bar means a profile will be displayed on each bar. Use a 1440 minute (day) bars and spread them apart to see long term prospective.
Daily will overlay the VP profile on the chart. IsFirstBarOfSession begins each daily profile.
If a Date parameter is used then it is specified in the corresponding To and From date box.
If a Date region is beyond the last bar of a chart, it effectively becomes equivalent to Current.
If a Date region is less than the first bar of a chart, it effectively becomes the first chart bar.
If To is less than From, the profile is not displayed as this is an impossible state.
A FromWindow begins at the left edge. A ToWindow ends on the right edge.
A ToDate ends on the bar, so the bar is included.
b. Custom Profile
Use CamsVpRegion to make a custom profile region. This tool is found on the Charts drawing Tool menu as CamsVp Region. Here is a picture: Simply select the tool from the Drawing Tool menu and drag it over the chart. There is no limitation as to the number of regions that can be placed on a chart. Enable CamsVpRegions must be checked in the UI.
When multiple CamsVps are instantiated on the same chart, use Enable CamsVpRegions to control which one will write to the mouse …