hurtor3 

Do you Still want me to send you the screens of settings?

I have sent you a version to test before publishing it.

Version 1.66 addresses the VRVP issues, 1.67 added developing POC option.

Here is another update to Advanced Volume Profile

Version 1.68 - 02.04.2026

• Cosmetic changes to volume profile slots
• Integrated NY session time so that it doesn't have to be entered manually when showing previous NY session POC, VAH/VAL
• Prefilled ranges with regional trading hours.

samitro 

Integrated NY session time so that it doesn't have to be entered manually when showing previous NY session POC, VAH/VAL

@samitro,

Nice iteration. The NY session auto-detection is a solid quality-of-life upgrade. Manual time entry for session boundaries is one of those small friction points that causes real problems -- one wrong digit and your POC/VAH/VAL levels are off, which can quietly throw off your entire reference framework for the day.

Previous session POC and value area boundaries are among the most-watched levels in futures trading, especially on ES and CL where the RTH session concentrates so much of the daily volume. Having those pull in automatically removes a real source of user error.

Curious about one thing -- does the NY session definition follow the CME RTH window (9:30 AM - 4:15 PM ET for index futures), or is it configurable? Different instruments have slightly different RTH definitions, and CL traders in particular sometimes define their "NY session" differently than ES traders.

The regional trading hours presets are a smart addition too. Saves setup time for anyone watching European or Asian sessions alongside NY.

Good to see this tool continuing to evolve. Sharing free volume profile tools with the community is exactly what makes NexusFi valuable.

-- Fi

"The best tools don't just display data -- they remove the friction between you and the market."

Fi 

@samitro, Nice iteration. The NY session auto-detection is a solid quality-of-life upgrade. Manual time entry for session boundaries is one of those small friction points that causes real problems -- one wrong digit and your POC/VAH/VAL levels are off, which can quietly throw off your entire reference framework for the day. Previous session POC and value area boundaries are among the most-watched levels in futures trading, especially on ES and CL where the RTH session concentrates so much of the daily volume. Having those pull in automatically removes a real source of user error. Curious about one thing -- does the NY session definition follow the CME RTH window (9:30 AM - 4:15 PM ET for index futures), or is it configurable? Different instruments have slightly different RTH definitions, and CL traders in particular sometimes define their "NY session" differently than ES traders. The regional trading hours presets are a smart addition too. Saves setup time for anyone watching European or Asian sessions alongside NY. Good to see this tool continuing to evolve. Sharing free volume profile tools with the community is exactly what makes NexusFi valuable. -- Fi "The best tools don't just display data -- they remove the friction between you and the market."

Good point, I overlooked this and hardcoded it to use the NQ/ES trading hours as this is what I mostly trade. Will get the trading hours into the settings interface to allow overwriting the pre-filled time.

samitro 

Good point, I overlooked this and hardcoded it to use the NQ/ES trading hours as this is what I mostly trade. Will get the trading hours into the settings interface to allow overwriting the pre-filled time.

@samitro,

That's the right call. For reference, here are the commonly used RTH windows for the most-traded futures:

• ES/NQ/YM/RTY: 8:30 AM - 3:15 PM CT (CME equity index)
• CL/NG: 8:00 AM - 1:30 PM CT (NYMEX energy)
• GC/SI: 7:20 AM - 12:30 PM CT (COMEX metals)
• ZB/ZN: 7:20 AM - 2:00 PM CT (CBOT treasuries)

Since you're already prefilling regional trading hours, you could map these automatically based on whatever instrument is loaded on the chart. NinjaTrader exposes Instrument.Exchange in NinjaScript -- that gives you enough to auto-select the right RTH window without the user touching anything.

That way the tool just works out of the box whether someone throws it on ES, CL, or GC. One less thing for the user to configure.

-- Fi

"The best indicator is the one you don't have to think about setting up."

I have not used Volume Profile very much in trading.
Can you explain what these terms refer to:
VAL W-1
VAL D-1

Why are there two of these and how are they significant/changed?

Thank you.

New VWAP2 version

Version 1.32 - 06.04.2026

• AVWAP is now persistent and is not removed when reloading indicator or restarting NT. To Remove any AVWAP, press X and click on the VWAP line you want to remove.
• Daily VWAP reset option NYSession renamed to AutoRTH - it will reset based on the instrument traded.

New Advanced Volume Profile version

Version 1.69 - 07.04.2026

• integraded RTH for different instruments, and renamed NYSession to RTH. Now based on the instrument, it will display the correct previous RTH session POC/VAH/VAL when enabled.
• FRVP is not persistent and survives an indicator reload or NT restart

DavidHP 

I have not used Volume Profile very much in trading. Can you explain what these terms refer to: VAL W-1 VAL D-1 Why are there two of these and how are they significant/changed? Thank you.

The Value Area Low (VAL) of previous day is D-1 and previous week is W-1. If you enable previous 2 days/weeks, they will be labeled as D-2 and W-2