Volume Profile for NinjaTrader 8

Volume Profile is a charting tool that displays traded volume at each price level over a specified period. Instead of plotting volume by time (as in a histogram below the chart), it shows where market participants were most active in terms of price. This creates a horizontal volume distribution superimposed on the price axis.

 This Indicator for Ninjatrader 8, Session Volume Profile, for volumetric analysis session by session, days or weeks

in addition to the classic Poc and value area, it has the ability to display useful references for daytrading, such as the High and Low of the current session and of the previous rth session, or eth session, the previous Rth Session Value Area High and Low

You have the possibility to adjust the session times, by default it is set for CME US index Futures Eth+Rth of which you will be provided with the TradingHour template in the email, and it is necessary to split the eth and rth sessions. if you use different markets the times may need to be adjusted according to the hours of that market.

Or you can simply use the default template of the tool with the Vp in Day mode which is one of the modes available together with Week in addition to session 

Session : will draw a Vp for each eth and rth session

Day: will draw a Vp for each Day

Week : will draw a Vp for each week

DELTA PROFILE By enabling ShowDeltaProfile :

lastly, the display of LowVolumeNode 

by enabling Show LVN and adjusting the minimum volume percentage and the minimum number of bars below that percentage.

VOLUME PROFILE COMMON USES

• Support & Resistance Identification
  
  • High-volume nodes tend to attract price (support/resistance), while low-volume areas can lead to swift moves through “vacant” zones.
  • Trend Confirmation & Rejection
    If price breaks a high-volume area on strong volume, it suggests genuine conviction. Failure to breach the POC or VAH/VAL can signal rejection.
  • Entry & Exit Timing
    Enter near the edges of the Value Area for mean-reversion plays, or target breakouts beyond the Value Area.
  • Contextual Filtering
    Combine with price action, order flow, or momentum indicators to confirm that moves originate from areas of significant interest.
  • Session Comparison
    Overlay profiles from multiple days or sessions to spot shifting control—e.g., POC migrating higher indicates building bullish bias.

   

  By visualizing where trading volume clusters instead of just when, Volume Profile gives traders a clear picture of accepted value, potential inflection points, and zones where price may stall or accelerate.