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TBR
Change Delta alerts now pay attention to AlertOnNewHighDeltaMinVol (“..min delta”)
Change delta alert native marker tag text to be prefixed by ‘Delta-‘. Helps with third-party automation and just makes more sense than a number by itself!
Change delta alert markers now use the delta imbalance colours and position above/below the high/low is now pixel-based rather than tick size-based.
Add volume flow study to data grid
Fix Algo bars conditions not correctly being parsed when [barsAgo] parameter is being used
Improve Minor code change to move CPU usage counter check outside of OnRender to improve performance, with the side effect that CPU usage will only now update on an incoming tick of data.
Improve Minor other code performance improvements
2024.10.28
Add Multiple candle support in the data grid for new metrics, like pace of tape
Add Pace of tape metric. Pace of tape can be shown as a candle as well as in the data grid
Improve performance of code
Add block trade chart display options
Add show block trades toggle to right-click quick access menu
Improve if Time & Sales is Enabled, block trade count, Time & Sales, Buys & Sells per second now show historical data
Add performance debug option. This shows metrics on on the chart regarding rendering times etc. Useful for performance (hardware, OS, and Ninjatrader) optimisation.
Add Allow custom chart marker colours for Algo Bars chart markers
Change Removed leading zero from trades per second counter in T&S (it’s cleaner and easier to read)
Fix where algo helper might not place sell order under certain conditions with a double signal required
Improve alignment of custom algo bars labels/markers when using split buy/sell volumes and ‘centre on candle’
Add Allow use of newline ‘\n’ in custom algo bars labels/markers (allowing you to create multi-line labels, if you wish)
Add custom audio alerts to algo bars conditions
Add auto trade on trigger of custom algo bar condition via algo helper (fully licensed users only)
Change disable algo helper auto-trade after trade execution so it only disables on placement of trade, not generated signal (so will not disable unless a trade gets requested)
Add ‘VPOC’ to the list of supported algo bars variables
Fix cumulative delta bars mode not correctly summing candles when in cumulative bars mode
Add options to set the label colour for the Algo BUY & SELL labels (previously used chart defaults)
Add the “Filter values lower than” configuration option. This will not draw an area/level on the profile if the volume or delta (depending on the profile mode) is less than this value
Fix minor layout issue with numbers not fitting in display space where volumes were large, font size was large, and numbers were vertically aligned.
Add custom brush colour option for Trapped buyer & seller labels
Add option to change Time & Sales power meter height
Add new order flow sound options for more comprehensive auditory feedback
BETA – Level II features – Early release – More details to come… Please provide feedback
2024.07.14
Change the default timeout to drop stale (lagging) data from 3 to 30 seconds. This is due to many reports of lag with ‘funded’/’prop’ type accounts, where the data from some connections such as ‘Rithmic’ appears to have a lagged timestamp (or based on evidence of the last few months, are broken/lagging!).
Add reset cumulative delta balance to 0 on new session start option
Fix issue where “Show Delta candles as delta % of volume” did not draw candles for negative delta bars
Fix issue where if Minute data resolution was used in combination with reduce price steps, historical data may not be rendered correctly.
Add new option “Candle offset (shift)” in “Profiles – appearance”. This allows you to manually shift drawing of the profiles 1 or more bars left or right. This can be useful for personal preferences if you overlay time-based bars over the top of longer-term time-based profiles (using pjsprofilebars). For instance, 240-minute profiles, and 15-minute overlay bars. NinjaTrader will always draw the current 240m bar ahead of the 15-minute bars, resulting in the overlay bars being behind the profile. You may prefer a right edge profile to be drawn from the prior bar, so the lower TF bars are drawn over and ahead of the last displayed profile. This is primarily for time-based charting.
Improve alignment of data grid if split buy/sell volume profiles are enabled together with ‘centre on candle’ option. Middle of data grid block will now align with the native candle centre.
Improve order of settings in indicator properties
Add COTDELTAHIGH & COTDELTALOW to algo helper variables
Add an option to extend unbroken value areas forward as zones, and various options relating to that feature
Upgrade Newtonsoft.Json included in the distribution
Improve buy and sell volumes in the data grid now have relative background colour shading
Improve left side data grid labels are now coloured if there are clear buy/sell distinctions, such as buy volume vs sell volume. This aids visual recognition.
Add new ‘FlowCursor’ features
2024.03.28
Fix cumulative bars delta mode calculation for delta candles (was still showing single bar delta)
Improve DI bar marker. Better align with the bar in box split volume and left edge views. Make the box larger so numbers do not wrap on very small width bars. Add DI % to text.
Added a Minimum Range option to Traid Aid (Imbalances – per bar)
Added a new metric Volume Ratio to Data Grid and Data block display options. Some configuration and alert options can be found in the separate “Traid aid – Volume Ratios” parameters section
Fix/Change to DI% background colouring in the data grid. The colour will now be red dominant on negative delta and green dominant (or whatever colours you have set for +/-), for positive delta. The colour strength is relative to other bars displayed, so the darkest colours are the largest imbalances (per other ‘relative’ numbers)
Added voice alert option to whole imbalance bar trade aid
Minor code optimisations
2024.01.30
Added ‘DataBlock’ feature. This can show some of the data points from the ‘data grid’, in a block close to the bar for ease of assimilation.
Added ‘Minimum bars for relative calculations’ option. This specifies the minimum number of bars to use as reference points for the profile widths, volume shading, etc. This is useful if you have your chart with only a few bars showing, where the ‘relative’ feature of the product is less useful.
Added ‘Extend lines right’ options for the naked imbalance level lines (per the Naked VPOC’s), to allow the lines to extend right X number of pixels past the last bar, per your preference
Added a ‘font size modifier’. On some resolutions such as 4k where standard font sizes might appear very small, you can use this option to add or subtract a value to the calculated font sizes to force them larger or smaller.
Some minor changes to the Dominant side border colouring to improve UI.
Add power meter to Time & Sales
Fix a bug in the alert on new high volume/delta where the alert might not trigger
Added delta power meter to data block options
Improved documentation of options in property tooltips (please hover mouse over the indicator settings label to see these)
Other minor code tweaks & improvements
2023.12.27
Various minor code changes and enhancements.
Added a new feature for Time & Sales that shows the trade balance of the currently shown T&S items. This is a percentage value, i.e. 100% sells, 65% sells, etc. Think of it as a short-term, real-time, delta number. As this is a useful feature in its own right, there is an option to display it only, by itself, without the scrolling T&S items, though T&S must be enabled for this feature to work.
Added on-screen warning which will show if data lag / data drop is currently active.
Added option to Algo helper to turn off trade entry once a trigger fires (to prevent multiple trades)
Revised ‘trade aid’ for imbalances. This is now split into par bar imbalances and per-level imbalances
Added support for stacked imbalance detection
Added i+ and i+ for stacked imbalance entries to the Algo helper buttons
Ladder mode has been updated. When using ‘show numbers’, there is also a ‘..justify’ option. This will justify the numbers left/right against the candle when in split buy/sell volume mode.
Set cell border opacities when ‘Vary opacity based on volume @ level’ is enabled
Fix BUG where the dominant side would be coloured, even if that option was off and the option colour opacity was > 0
Added a new option (next to Draw vell borders) to enable/disable fill of cells with colour (‘Fill cells with colour’).
When ‘Vary opacity based on volume @ level’ is enabled, and show numbers is enabled, the numbers will also vary in opacity. To preserve readability on low-value numbers, this will be downside capped to 35% or greater.
Added 16pt font size to the upside in auto font scaling for the numbers
Added a new option ‘numbers font’ to allow custom font choices when showing numbers in profiles
Added new colour options for buy and sell side numbers in profiles
Changed the old highlight of imbalance bars highlight block to highlight the candle border instead. I believe this is a visual improvement, but it also allows for viewing of the imbalance bars when in candle-only mode. It also fixes a minor placement issue when switching between flat edge profiles and split buy/sell volume profiles and is slightly more efficient. In all, I think it is a better idea!
Fix malaligned imbalance bar highlight when using split buy/sell volume profiles
2023.11.22
This version has also been test-installed on NT8.1.x series – No issues have been found so far.
Add a new ‘block pixel offset’ option for “Border/Delta around the dominant side” to allow a custom offset for the delta display bock
Minor change to pixel height of very, very small profile price bars to prevent flicking in and out of visibility
Add above/below bar options for Algo bars helper chart markers.
Add data imbalance percent to Algo bars helper.
Data grid – Delta imbalance percent now drops 100 from the values, so, 140 becomes 40, 102, becomes 2, etc. The 1 was always present and is just another number to absorb. So, the value is now the absolute value above 100. There are fewer numbers to read and the grid is less cluttered. Better!
Fix bug with voice announcement for divergence alerts (would occasionally get the wrong announcement)
Added delta wicks option to data grid delta candles (off by default)
Added ‘centre on candle’ option in profiles appearance for the Buy volume on right, sell on left display option. This shifts the candle to the left, where it would be more aligned with the default candles and other indicator bars. This may be preferable to some or in some instances. The default (prior) behaviour is the default.
Added MAXDELTAATPRICE to the list of supported ALGO BARS alert conditions
Changed NinjaTrader standard alerts to include voice alert announcement suffix text ( to distinguish between different alerts on the same symbol from different charts)
Changed BUY alert background text from RED to GREEN
Minor adjustment to relative volumes settings in order to group them together to better support upcoming new features
2023.04.09
Added new high delta alerts (same as recently added new high volume alert which proved very useful!), but for delta.
FIX – I had inadvertently left a debug statement in the code which may have disabled relative widths on some profile types, even if you had this option on.
2023.03.21
Note – you should be using Ninjatrader version 8.0.27.0 or above for this release (Ninjatrader changed to a 64bit-only model), however, at this time, we cannot recommend using the 8.1.x.x branch. 8.0.27.1 is the last known recommended version.
Fixed a bug where the current bar might not be drawn if using time charts and ‘use relative widths for profiles’ was turned off (Sorry folks, that was a default setting that I do not actually use. For me it is always on, and this one slipped through the net)
Adding a new sample template (one of the ones I use daily) to the indicator templates
Fixed a bug in the display of naked VPOC’s that might result in the indicator stopping to render occasionally, requiring an F5 to reload the indicator (a rare event)
Added a new ‘Trade aid’ – Alert on new high-volume option (this alerts you to a new bar that has a higher volume than any other currently displayed)
Removed OnRender rendering speed stat debug message from distribution (this was to measure performance on different platforms)
Changed various default settings for a better ‘Out of the box’ experience. In particular, some styling options and colours were changed, and the data grid is now shown by default. If you wish to review the existing settings as an existing user, you can ‘reset’ the indicator to the default settings via the bottom right-hand corner ‘templates’ option in the settings.
Variable width profiles are now the default. This will not override existing settings, but, if you prefer fixed-width profiles as a new user, please turn off the ‘use variable widths for profiles’ option.
Some internal code changes to improve startup times and general best code practices.
Added the first iteration of ‘Algo bars’ – This is a fairly exciting idea that allows you to mark, alert, and highlight interesting events, without using code. Some examples will follow in this documentation soon.
Currently supported variables are, CLOSE, DELTA, DELTARANK, VOLRANK, VOLUME, HIGH, LOW, OPEN, HIGH[n], LOW[n], OPEN[n], CLOSE[n]
One criterion per line is currently accepted, per the example below
2022.05.09
Changed behaviour when ‘Draw cell borders’ enabled on profile style that shows buy vol on left, buy on right to use the cell border up/down colours, instead of using up/down colours if the candle is up/down. The same behaviour is retained for traditional profiles (i.e. candle up/down decides border colour).
Internal improvements to in-memory data storage
Removed native POC plot
Removed some internal series storing values, in favour of a more performant solution
Increased performance of time and sales prints
Changed POC plot to align better when in left/right volume profile mode
Added new voice alert options for increasing volumes
2022.06.02
New ‘Trade Aid’ – Unfinished action detection
Code optimisations and other minor changes