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.
Winning Entry June 1st, 2026 to July 1st, 2026 [1 votes]
For any bugs, or feature requests, please follow up in this thread.
An advanced volume analysis indicator that identifies and visualizes significant volume events on your chart using dynamic or static thresholds. The indicator processes tick-by-tick data to detect unusual volume activity and displays it as colored circles or ellipses directly on the price chart.
Key Features:
Dual Threshold Modes: Choose between Static (fixed volume threshold) or Dynamic (calculated based on recent volume averages)
Real-time & Historical Analysis: Processes both live tick data and historical data for complete market analysis
Visual Volume Events: Displays volume spikes as colored circles/ellipses with customizable size, opacity, and colors
Buy/Sell Pressure Detection: Differentiates between buying and selling volume with distinct colors
Smart Circle Merging: Automatically merges overlapping volume events to reduce chart clutter
Flexible Shape Options: Choose between perfect circles or elliptical shapes that can stretch horizontally
Advanced Scaling: Dynamic circle sizing based on volume magnitude with configurable scaling factors
Performance Optimized: Configurable historical data processing limits to manage memory usage
Main Settings:
Threshold Method: Static (fixed value) or Dynamic (multiple of average volume)
Volume Multiplier: Sets how many times the average volume triggers an event (Dynamic mode)
Shape Style: Circle (perfect round) or Ellipse (oval with customizable height)
Circle Scaling: Radius, scaling factor, and maximum size limits
Colors: Separate colors for buying vs selling volume events
Historical Processing: Days to process and enable/disable historical analysis
Updates
Version 1.1
Added the option to show imbalances
Version 1.2
Performance optimizations
Fixed buy/sell ratio for merged circles (color split)
Addressed an issue where chart could freeze when zooming out quickly
Version 1.3
Imbalances are now detected right after bar close, they initially were visible only after indicator reload.
Version 1.5
Added possibility to adjust size of per level imbalances.
Added dynamic opacity option (default) - delta around 50, circle is empty, high delta more opacity.
You can filter out small volume orders with size filter, only bigger trades are taken into consideration. You may need to reduce the multiplier in dynamic mode to show more circles.
Added option to display absoprtion - High delta, price doesn'nt follow in timeout (30s), plot letter A for absoprtion.
Bug fixes
Version 1.51
Fixed bug with Absorption timeout, now it plots the A for absorption only after the timeout set in settings is elapsed - works in live mode only.
Version 1.6
Added the option to show 3 configurable order block sizes beside candlesticks, now you can spot big buy or sell orders without the need to check T&S.
Version 1.7 - 27.01.2026
Added the option to show delta map/bars, enabled by default, set threshold in settings.
Version 1.8 - 25.02.2026
Delta lines are mitigated when price closes above negative detla or below positive delta
Orderblocks have now one size filter, with number of orderblock added beside it
Version 1.81 - 14.04.2026
Changed default delta strength threshold in absorption settings to 60%
October 17th, 2025
Size: 51.67 KB
Downloaded: 730 times
2721
samitro
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