NUMEX Volume Profile
Standalone daily, weekly or monthly volume profile: POC, value area, HVN/LVN, virgin levels and higher-timeframe levels.
- Type
- Order Flow
- Platform
- NinjaTrader 8
- Deliverable
- .cs file or compiled export
Logic
NUMEX Volume Profile builds its own volume profile per day, week or month, over the full session or the RTH session only. In Precise mode it reads every tick; in Fast mode it spreads the volume of 1-minute bars across their range. Each profile shows its POC, value area and a volume heat colouring.
Nodes are detected on the smoothed profile. An HVN is a peak prominent enough relative to the POC; an LVN is a trough deep enough between two HVNs. The indicator also derives the profile shape: P, b, D or double distribution.
When a period closes, its POC, HVNs and LVNs become virgin levels, extended until first contact and then faded or hidden. In Daily mode, the POC, VAH, VAL, high and low of previous weeks and months are added to the chart. Alerts fire as price approaches an untested level.
Outputs do not repaint history and can be read by a strategy. A sample strategy shows the wiring: a buy limit on a virgin POC below price after a close above the previous VAH, with a fixed stop and target. It is a demonstration, not a trading system.
Features
- Profile built from ticks or 1-minute bars, no Order Flow+
- POC, VAH, VAL and volume heat colouring
- HVN and LVN detected by prominence on the smoothed profile
- Virgin levels extended until first contact
- Previous weeks' and months' levels in Daily mode
- Non-repainting outputs readable by a strategy, approach alerts
Parameters
- Mode: Daily, Weekly or Monthly (default Daily)
- Session ETH or RTH (default ETH)
- Source: Precise (ticks) or Fast (1-min bars)
- Value Area (default 70%)
- Smoothing (default 3 levels), HVN prominence 15%, LVN depth 40%
- Maximum age of virgin levels (default 10 periods)
- Alert distance (default 4 ticks)
Screenshots
Futures trading involves a risk of capital loss. Our tools are decision-support software, not investment advice. Past performance is not indicative of future results.