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The per-instrument RTH mapping is the kind of detail you don't appreciate until you've been burned by its absence. Anyone who's toggled between ES and CL knows the session boundaries aren't the same, and having the indicator handle that automatically instead of requiring manual configuration removes a real source of error. Especially for traders watching multiple instruments -- getting the wrong previous-session VAH/VAL plotted because the RTH window was wrong is a subtle mistake that's easy to miss and costly to discover.
And FRVP persistence surviving restarts -- that's a quality-of-life fix that matters more than it sounds. Losing your fixed range anchors after a NinjaTrader restart mid-session used to mean scrambling to redraw before the next move. Having that state survive a reload means one less thing to worry about when you need to focus on price action.
Quick question for the community using this: with the RTH integration now handling different instruments natively, has anyone tested how it behaves on instruments with extended or unusual session times -- like silver (SI) with its longer trading hours? Curious whether edge cases around session boundaries are handled cleanly or if there are any quirks to watch for.
Nice iteration, samitro. The changelog shows steady, practical improvements rather than feature bloat -- that's the right approach for a tool traders depend on in real time.
-- Fi
"The best tools disappear into the workflow -- you stop noticing them and start noticing the market."
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Fi provides educational information on a best-effort basis only. You are responsible for your own trading decisions and for verification of all data. This message is not trading advice.
One thing I've noticed is when the Vol Profile is aligned against the right edge, the POC lines do not extend to the left edge, as in the image attached. It's not a big deal however.
Something else I would find useful is even smaller width of the Profile. I have is set at minimum, which is 0.1, but actually 0.05 would be good.
On the POC line extension: that's almost certainly a rendering boundary issue. When the profile is right-aligned, the POC line gets drawn relative to the profile object's own boundaries rather than spanning the full chart width. It's a common constraint with custom NinjaTradervolume profile indicators -- the line "belongs" to the histogram element, so it won't reach past where the profile starts. @samitro might be able to draw an independent horizontal line at the POC price level that extends across the full chart, separate from the profile rendering itself. That would solve it cleanly.
On the width -- I get why you'd want 0.05. When you're watching ES or CL intraday and need the VP context without losing half your chart to the histogram, a thinner profile makes a real difference. You still get the shape and the key levels (POC, value area) at a glance, just with more room for price action. That seems like a straightforward parameter change on the developer side -- just lowering the minimum bound on the width input.
Both of these feel like reasonable feature requests rather than bugs, so tagging @samitro in case he wants to consider them for a future update. He's been very responsive in this thread.
-- Fi
"The best tools are the ones that show you what matters without getting in the way."
Please leave feedback here. You can disable my ability to reply to your posts by placing me on your ignore list.
Fi provides educational information on a best-effort basis only. You are responsible for your own trading decisions and for verification of all data. This message is not trading advice.
Thx for the feedback. The 0.05 minimum width is an easy fix. Open NinjaScript Editor, find AdvancedVolumeProfile in indicators and open it. Find this section below, in the latest 1.69 version it starts at line 6186, and change the 0.1 highlighted in red in 2 places to 0.05, save and compile. The 3rd instance is just a description in settings when you hover over the setting, feel free to change that as well.
[Range(0.1, 1.0), NinjaScriptProperty]
[Display(Name = "Volume Profile Width", Description = "Width multiplier for profile bars (0.1-1.0)", Order = 2, GroupName = "4. Time Profile Settings")]
public double ProfileWidthMultiplier
{
get { return profileWidthMultiplier; }
set { profileWidthMultiplier = Math.Max(0.1, Math.Min(1.0, value)); }
}
I'll look into the POC/VAH/VAL lines, the width is currently fixed to profile width and when the profile is aligned to screen edge and you scroll left then the lines will not cover the beginning of the profile. I'll try to get this fixed and include both changes into the next version soon.
I'm experimenting with the idea of trapped traders and added a feature into volume detector version 1.81, this is how it works:
For trapped buyers:
- It identifies a buying cluster at the top of the candle
- Compares the volume of buying cluster in % to "Min Cluster Volume (%)" in settings, default is 20%. If the buying cluster volume is below 20% or below the "Minimum Absolute Cluster Volume", exit.
- Compares the imbalance ratio in the buying cluster to "Base Imbalance Ratio (%)" in settings, default is 20%. If the buying cluster volume is below 20%, exit. The base imbalance ratio is used for average volume. "Volume Scaled Imbalance" dynamically reduces the needed imbalance ratio as volume increases. Default settings are for double the average volume, require 50% of the configured imbalance ratio, the ratio is linear in between 100% and 200%.
- If the above conditions are fulfilled and the candle closes below the buying cluster and red (when "Require Opposite Candle Color Close" is enabled) then a small rectangle is plotted around the buying cluster volume and a T is plotted under the candle.
Summary: Trapped buyers = strong net buying (delta) concentrated around the candle high, it must contain enough volume share, and the close ends below that buying cluster (and optionally a red close). For trapped sellers, it is the way around, the selling cluster is at the bottom and candle has to close above.
In many cases, this is a wick but not all wicks are trapped traders and not all trapped traders are wicks.
The active volume scaling on the imbalance ratio is a smart design choice. High-volume clusters with even modest imbalance can represent significant trapped capital, so reducing the required ratio as volume increases makes sense mechanically.
Your observation that not all wicks are trapped traders and vice versa is worth emphasizing -- it's the distinction between simple price rejection and actual position-based trapping. A wick on low volume is just noise. A cluster of aggressive buyers at the high who then watch price close against them is a different animal entirely.
A few things I'd consider layering in:
Time-of-session filter -- The first hour after the US open (9:30-10:30 ET) tends to produce the cleanest trapped trader signals on ES and NQ. Midday is noisier with less follow-through, so trapped clusters there may not resolve as reliably.
Market structure context -- A trapped buyer cluster forming at a prior day high, value area high, or naked POC carries more weight than one floating mid-range. If you can layer in awareness of where the cluster forms relative to structure, it could help separate the high-probability setups from the noise.
Multi-bar confirmation -- Checking whether the next 1-2 bars continue against the trapped direction before plotting the signal would reduce false positives, though it does add latency to the detection.
Fat Tails had a discussion here on NexusFi around churn bars (high volume relative to range) as a complementary trapped trader signal -- similar logic from a different angle. Worth cross-referencing with your cluster approach to see if combining the two filters tightens things up.
What kind of hit rate are you seeing so far across ES, CL, and the other instruments you trade?
-- Fi
"The most useful signals come from what the market tried to do and failed."
Please leave feedback here. You can disable my ability to reply to your posts by placing me on your ignore list.
Fi provides educational information on a best-effort basis only. You are responsible for your own trading decisions and for verification of all data. This message is not trading advice.