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Range Volume Profile NT8   download

Please, download and try the add-on before buying. Evaluation period is 14 days.

Add-on for NinjaTrader 8 Trading Platform.


How to install or update Range Volume Profile NT8

It is recommended to use the standard way to install or remove the add-ons in NinjaTrader.
The most recent version of the add-on is always available to download from this page or from the homepage.

  1. Download the latest assembly ( file) from this description page or from the homepage.

  2. Run NinjaTrader 8.

  3. Go to 'Tools' → 'Import' → 'NinjaScript Add-On…', select the downloaded .zip file and press 'Open'.

  4. Click 'Yes' if asked for replacement of the existing "DiscoTrading.Net48.Common.dll" and/or "DtRangeVolumeProfile" assemblies:

    Replace the common dll library

  5. Restart NinjaTrader 8! It is required step to properly finish the installation!

Note: Various Dt add-ons are relying on the same "DiscoTrading.Net48.Common.dll" library. The most recent build contains the latest version of the library, so you have to click 'Yes' when asked for replacement of the file during installation.

Download Range Volume Profile NT8 Handbook

Multiple Profiles By One Tool


Range Volume Profile (RVP) is a fairly universal profiling tool for NinjaTrader which can be used to plot both classic Daily (sessional, weekly, etc) volume profiles and adjustable profiles of custom time range. It is also able to plot Composite profile with displaying of High and Low Volume Nodes.

The basic diagram below shows functional structure with the main capabilities of the add-on.

Capabilities diagram

Important note!

In the "Data Source = Tick Database" mode Range Volume Profile works directly with NinjaTrader's historical tick database to ensure high accuracy flavoured with high performance.
Data Source parameter

Hence, it is essential that the historical tick data is loaded for your instrument. Fortunately, in the most cases NinjaTrader automatically will load and save tick data, especially when you use such Period Types as Tick, Range or Renko. Just because NinjaTrader itself requires data with tick-granularity to plot bars or candles of such kinds.

However if you prefer to use Minute-based charts solely you can face the fact that NinjaTrader is too lazy to load tick data in its database, instead it will load data with 1-minute granularity. Just because 1-minute data is all that is needed for NinjaTrader to construct 15-minute or Hour bars, for instance.

To be sure that you have tick data for your instrument you can use the following two ways:
1) the easiest — just reload your chart using any of the tick-based intraday timeframes (Range or Tick Bars, for example) or,
2) or use Historical Data Manager (Tools → Historical Data Manager… → Edit tab). Historical Data Manager -> Edit

If you find an absence of tick data for a required period use 'Download' feature of the Historical Data Manager (Tools → Historical Data Manager… → Download tab). Historical Data Manager -> Edit

RVP has the "Path to NT tick data files" parameter that allows users to specify alternate path to NinjaTrader's "tick" folder (by default it is something like C:\Users\YourName\Documents\NinjaTrader 7\db\tick\). This is the folder where NinjaTrader collects tick data files.
There is no necessity for most users to modify the "Path to NT tick data files" parameter.
User specified path to NinjaTrader's tick data files

General Settings

Both General and Appearance Settings groups are generic to all kinds of profiles (Custom Range, Periodic, Composite). Therefore if you wish to use diferent 'Tolerance Interval' or 'Filter by Size' parameters for different kinds of profiles, then you should use two instances of RVP indicator with different settings on a chart.

Click on [+] sign at the left of parameter name to expand all general settings:
General Settings

Example of using on long-term chart. E-mini S&P 500 Futures, continuous contract, Daily Bar chart.
Data Source = 'Minute' (using of 1-minute-granularity historical data).
Example of usage on long-term chart.

Long-term chart of CL continuous futures based on tick data:
Using continuous futures contract based on Tick data

Appearance Settings

Appearance Settings are generic to all kinds of profiles (Custom Range, Periodic, Composite).

Frame Settings

Other Frame Settings are self explanatory enough:
Frame Settings

Volume Profile, Tick Profile and ATS Profile

Volume Profile and Tick Profile have similar appearance settings. These settings specify the appearance of histogram bars and Value Area levels.

Appearance Settings of Volume and Tick Profiles

ATS Profile is a simple visualization of Average Trade Size at Price histogram, so it has no Value Area levels.
Appearance Settings of ATS Profile


How can you make your histograms to be semitransparent?

Actually, in NinjaTrader you can use transparent colors.
The common way to specify a Color property in NinjaTrader is to select one of the named colors from the list. However, you can set the color manually by typing in the color value as A,R,G,B where A is Alpha (use Alpha = 0 for fully transparent color, 255 for fully opaque color). For example, if you need semitransparent Red color then just type the "128, 255, 0, 0" in the corresponding field.

Transparent Colors in NinjaTrader


What if a histogram overlaps candlestick chart?

In NinjaTrader you can change the z-order of price bars, indicator plots and other chart objects relatively to each other. So you can bring the candlestick chart to the forefront using "Shift + Mose Wheel" — select price chart or chart object, hold down the Shift key and roll the mouse scroll wheel to adjust the z-order.

Change Z-Order in NinjaTrader

VWAP Appearance Settings

Since build RVP has the capability to plot VWAP with Standard Deviation Bounds along with both Coustom Range and Periodic Profiles. It doesn't matter which kind of profile you use to plot VWAP — all will use the same appearance settings.
Appearance Settings of VWAP and StdDev Bounds

VWAP graph on Custom Range Profiles VWAP graph with Periodic Profiles

Summary Info

Summary Info block provides very basic summary information related to a particular profile (whether Periodic or Custom Period Profile).
Here are expansions of the shorthand notations.

It is possible to turn on/off various parts of Summary Info block easily on-the-fly through the RVP Control Panel -> [*] tab:
RVP NT8 - Info Block - Open and Close prices of profile period


* — Every trade has always two participants — buyer and seller. Thus the “buying volume” and “selling volume” are the terms related to initiative side of trade which is defined by chosen Delta estimation technique: "Bid vs Ask" or "Up Tick vs Down Tick".

Delta meaning when Data Source is "Minute Series": Notice that RVP will calculate “Pseudo-Delta” instead of the common Delta if the 'Data Source' core option is set to "Minute Series". As historical tick data isn't utilized in this mode the Delta is calculated on the historical data with 1-minute granularity as the following:
[Volume Pseudo-Δ] = [Volume of Bullish 1-Min intervals] minus [Volume of Bearish 1-Min intervals] for the period of the profile.

Profile Imbalance: The Summary Info also includes Volume- and Tick-based Profile Imbalances shown as Ratio (simple arithmetical fraction 'Volume above POC : Volume below POC') which is much easily readable than long numeric values. That is, RVP prints approximate ratio "5 : 9", "1 : 6", ... which can be more easily processed by human brain and visualized mentally than long values of volume or ticks (read as “1 part of total volume above vs 6 parts of total volume below vpoc”):
Summary Info - Profile Imbalance Ratio

Three kinds of profiles:
adjustable Custom Range Profiles, classic Periodic Profiles and Composite Profile

Three Kinds of Profiles

Periodic Profiles

Periodic Profiles Settings group

RVP Periodic Profiles can be used for building classic Daily or Weekly Volume Profiles, for example.
Periodic Profiles can work in real-time as incoming real-time data is used to dynamically update current (unfinished) Profile.

Most of the switchers are available through toolbar→drop-down menu. Drop-down menu provides quick access to high-usage settings in such a way that any changes will take immediate effect so you no more need to get into "Indicators" settings window. For example, you can change the mode of Periodic Profiles from 'Volume-based' to 'Tick-based' or turn off the plotting of Periodic Profiles at all just in a click.


Is there a way to separate Overnight session from Regular session (Open Outcry on full-sized contract) to get independent profiles for each on the same chart?

Actually, the "Sessional" periodicity (set by default) of Periodic Profiles is the most generic periodicity option as it enables RVP to use selected Trading Hours template when building Periodic Profiles
(see '2. Periodic Profiles' settings section -> expand 'Periodic Profiles' expandable parameter -> set 'Periodicity' to "Sessional".)
Thus, the use of a custom Trading Hours template allows to solve this task. In NinjaTrader you can create quite complex session templates. This is powerful capability: for example, it is easy to split trading day to "Overnight" and "Pit" trading hours and combine the both sessions in one template. This will allow to display Pit and Overnight volume profiles separately on the same chart:

Combining Overnight and Regular Sessions on the Same Chart

The following Trading Hours template is used here:

CME US Index Futures ON+RTH Trading Hours template example

So well, you can download sample “CME US Equity Index Futures ON+RTH” Trading Hours template (in .zip archive) or create custom template for your traded instrument if necessary: go to 'Tools' -> 'Trading Hours' menu of NinjaTrader Control Center.

In order to install the provided sample template unpack and move the "CME US Index Futures ON+RTH.xml" file into "<Your PC>\Documents\NinjaTrader 8\templates\TradingHours" folder.
Then restart NinjaTrader. The “CME US Equity Index Futures ON+RTH” Trading Hours will become available to set in Data Series settings window:

Overnight + Regular Session Split in Range Volume Profile NT8

Custom Range Profiles

Short video tutorial

Composite Profile

Example: Composite Volume Profile, ESM5, 4H
Example of Composite Profile.

Low and High Volume Nodes (LVN and HVN)

LVN and HVN, Composite Profile

Please, download and try the add-on before buying. Evaluation period is 14 days.

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