BM AnchoredVolumeProfile

CATEGORY: Indicator · For NinjaTrader 8 · Anchored Volume Profile

HOW IT WORKS: A volume profile that, instead of resetting every session, accumulates data starting from a trader-selected point—such as a significant high, a breakout, or a news event. It answers a different question than the standard session profile: "At what price levels was volume traded from that event until now?" It calculates the Point of Control (POC) for that specific segment, the Value Area (based on standard expansion toward the adjacent high-volume level, rather than artificial symmetry around the POC), and optional High/Low Volume Nodes (HVN/LVN). It offers four anchoring modes: manual (Ctrl+click on the chart), exact date and time, N bars back, or the extreme (high or low) of the last N bars. Volume per price level is calculated using actual tick data when available, or via proportional distribution within each bar when it is not—with an on-screen disclaimer noting it as an approximation rather than actual data.

TRADER STYLE: Traders who use volume profile as a reference for price acceptance but need to anchor it to a specific market event (a breakout, the day's high, a news release) rather than viewing the profile for the entire session—and who want this functionality without purchasing NinjaTrader's Order Flow+ license.

TECHNICAL REQUIREMENTS: NinjaTrader 8. Compatible with any instrument. Exact volume-at-price calculations require tick data (Tick Replay for historical data); without it, the indicator still functions using an approximate distribution, which is indicated on-screen.

NinjaTrader® is a registered trademark of NinjaTrader Group, LLC. No NinjaTrader company has any affiliation with, interest in, or ownership of the owner, developer, or provider of the products described herein, nor do they endorse, promote, or recommend any such products or services.