The indicator plots supply and demand based zones from various time frames on the chart. It also adds a context menu item to the default Ninjatrader context menu to hide and show active and broken zones.
For any bugs, or feature requests, please follow up in this thread.
Overview
AdvancedVolumeProfile is a volume profile indicator for NinjaTrader 8 that provides both time-based volume profiles and FRVP. It displays volume distribution across price levels, helping traders identify high-volume nodes (HVNs), low-volume nodes (LVNs), Point of Control (POC), and Value Areas - critical reference points for understanding market structure and making informed trading decisions.
Key Features
Time-Based Profiles: Daily, hourly, minute and range-based Profiles
Fixed Range Volume Profiles (FRVP): Press 'V' key on the chart to start selection mode, resize by dragging handles (if enabled), close individual profile by clicking the X button in top-right corner or pressing C and selecting, clear all profiles: Press 'Shift+C'
Visible Range Volume Profile
Delta Profile (use tick data must be enabled in indicator settings)
Ability to show POC/VAH/VAL of previous RTHs, days and weeks
Advanced Volume Analysis
Delta Profile (must be anbled in settings): Display buy/sell volume delta alongside volume profiles (tick data must be enabled in settings)
Low Volume Nodes (LVN, must be anbled in settings): Automatically detects and highlights areas of thin volume
Updates
Version 1.7 - 14.04.2026
Profile width can be set now to 0.05, previous minimum was 0.1
When profile is aligned to right screen edge, the POC/VAH/VAL will now always cover all candles within the profile even when you scroll left.
Version 1.71 - 08.05.2026
Profile width is now in pixels, making it better visible at the beginning of the session and always with static width.
Version 1.75 - 22.05.2026
Changes to settings menu, created separate section for delta profile, changed defaults, some bugfixes.
Version 1.77 - 28.05.2026
Fixed bug with FRVP persistency after reload
Added a function to avoid text collision for visible lines
October 17th, 2025
Size: 50.39 KB
Downloaded: 781 times
2720
samitro
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 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