NinjaTrader ICF Market Volume Profile Indicators with Market & On-Screen Profiles

The same period is drawn four ways, and switching between them changes nothing else on your chart.

• Volume — total activity per row. The default, and the one that shows structure.
• Buy/Sell — each row split into the two sides, so you can see which one built a shelf.
• Delta — the net of the two per row, with the period's largest positive and largest negative rows marked. A shelf built by one side looks very different here than it does in Volume.
• Ticks — trade count rather than contracts, with its own value area and TPOC. This is where many small trades against a few large ones becomes visible, because volume alone cannot tell those apart.

The value-area boundaries from the Volume reading can stay on screen while you work in another mode, so you do not lose your reference when you change the question.

Settings Profile Mode Cross-Mode VP Show VP Bounds in Other Modes Show First-Extreme

Profiles run daily, weekly or monthly, anchored to the instrument's own trading hours by default. Switch the anchor to manual and you set the start time yourself. A daily chart can also carry a two-weekly overlay on top of the daily profiles, with its own colours and line style, when you want the shorter and longer structure at once. Both the period boundary and the anchor mode need the chart reloaded to take effect.

Settings Period Mode Session Anchor Mode Manual Session Start Two Weekly (Daily overlay) Two Weekly VA Color Two Weekly POC Color

The value area covers the share of the period's activity you choose — 68% by default — and the VPOC marks its busiest row. These are the two levels most traders act on, so they get the most control: line width and style, glow, a coloured zone behind the area, a highlighted POC row, and separate colours for everything.

More useful than the levels themselves is what happens to them afterwards. Extend them and yesterday's value area is drawn forward across today, where it becomes a reference the market either respects or does not. The extension has its own colour, width and style so a carried-forward level never gets confused with a live one, and the number of days it survives is yours to set.

Settings Show Value Area Value Area % Show POC VA Zone Opacity % Show POC Row Extend VA Lines VA Extend Days VA Extend Style POC Extend Style Show VPOC Glow Show Line Labels (Volume) Line Label Display (Volume) Line Label Position (Volume) Line Label Style (Volume)

Levels the market hasn't returned to since they were set can be shown on their own — usually the shorter and more relevant list to watch than every level at once. A minimum-test filter and a lookback bound how far back the search runs, and untested levels carry their own width and style so they read apart from the rest.

Settings Show Untest Area (Volume) Show Untest POC (Volume) Untest Filter (Volume) Untest Lookback (Volume) Untest Line Width (Volume) Untest Line Style (Volume)

A High Volume Node marks a price the market kept returning to — a shelf that tends to slow movement through it. A Low Volume Node marks a gap in the distribution that price often crosses quickly. Detection sensitivity is configurable, so nodes can be tuned to surface the significant shelves and gaps rather than every minor bump in the profile.

Settings Show HVN Show LVN Tick Radius Prominence % Smoothing Extend Days HVN Color LVN Color Show Text

The classic value area is defined by a share of activity — take 68% of it and see where that lands. SVA places a high and a low band using the statistical spread of the distribution instead, answering the same question by a different route. When the two agree, you have one boundary confirmed twice; when they disagree, the distribution is more lopsided than a single percentage figure would suggest. A single factor control moves both bands together, and they extend forward for as many days as you set.

Settings Show SVA SVA StdDev Factor SVA Extend Days SVA High Color SVA Low Color Show Text

AVO flags the individual rows where one side's aggression stood out from the rest of the period, with an adjustable sensitivity filter so only the strongest rows get marked when a cleaner chart is what you want.

Settings Show AVO Overlay Deviation Model Value Area Level Std Dev Level Percent Filter AVO Buy Color AVO Sell Color Show Text

The difference between the two is worth stating plainly: VWAP weights by volume, TWAP by time. When they separate, activity was concentrated somewhere other than where the clock spent its time — separation that's information you don't get from either line alone. Both carry up to three deviation bands with their own factors, colours and styles, and the space between bands can be shaded so the zones read as zones rather than as extra lines. Weekly and monthly VWAP/TWAP can run alongside the period's own, and untested VWAP levels can be marked the same way untested value-area levels are.

Settings Show VWAP Show TWAP VWAP Dev1 Factor VWAP Show Dev1 VWAP Show Highlight VWAP Highlight 0-1 VWAP Label All Periods VWAP Show Weekly VWAP Show Monthly VWAP Show Untest VWAP Untest Filter Show TWAP TWAP Dev1 Factor

A composite is a profile over a range you choose rather than over the chart's period, and there are four of them, each configured separately. The range can be Today, Prior Day, This Week, Prior Week, This Month, Prior Month, or everything loaded — or an explicit session window with its own start and end time. Placement is pinned to the right, pinned to the left, or drawn across the time span it actually covers.

What makes them genuinely independent is that each one has its own mode and its own row size. A monthly composite at a coarse row size next to a daily profile at one tick is a legitimate and useful setup: the composite shows the shape of the month without the noise, the period profile shows today in full detail. Each composite can also carry its own point of control and value area, VWAP, statistics box, and pivots.

Settings Composite 1 Show Composite 1 Range Composite 1 Place Composite 1 Mode Composite 1 Row Size Composite 1 Session Start Composite 1 Start Time Composite 1 End Time Composite 1 POC/VA Composite 1 VWAP Composite 1 Stats Composite 1 Pivot Composite Auto-Pad Composite Shadow

The heatmap drops the bar length and carries the activity in colour intensity instead. It's the better read when you want structure across many periods at once, because a wall of overlapping bars stops being legible long before a wall of colour does. Period Compare puts multiple periods on the same colour scale, so a heavy session and a quiet one are visibly different instead of each one normalizing to its own maximum.

Settings Profile Heatmap - Enable Profile Heatmap - Color Display Profile Heatmap - Low Volume Color (Spectrum) Profile Heatmap - High Volume Color (Spectrum) Period Compare Period Compare - Scope Period Compare - Last N Periods Period Compare - Floor % Period Compare - Contrast

Counterflow Sweep marks the places where price pushed through a level while the flow behind the push ran the other way — moves that most often fail to hold, and slow to find after the fact on a bare chart. It can draw a zone, a line, or both, shaded by how pronounced the event was so the strong ones stand out from the marginal ones. A minimum-divergence control sets the bar for what gets marked at all; a lookback bounds how far back it searches; and it can be restricted to sweeps that haven't been retested since — usually the list you actually want. Marks can persist to the current bar, so a level found last week is still in front of you today.

Settings Counterflow Sweep - Enable Counterflow Sweep - Session Counterflow Sweep - Show Zone Counterflow Sweep - Zone Shape Counterflow Sweep - Show Line Counterflow Sweep - Lookback Counterflow Sweep - Min Divergence Counterflow Sweep - Untested Only Counterflow Sweep - Persist To Now Counterflow Sweep - Strength Shade

Two independent detectors scan the loaded data and mark support and resistance bands on the chart: Find Hidden Aggressor and ZiroBig. They look for different things, so they're separately switchable — run one, the other, or both, each with its own colours for support and resistance and its own band opacity. Each has a sensitivity factor that governs how much evidence a band needs before it's drawn: turn it up for fewer, stronger bands, or down for a fuller map. ZiroBig additionally has a tolerance setting for how tightly its candidates must line up before they're treated as one band rather than several. These are chart-wide levels rather than per-period ones, so they persist as you scroll and are meant to be left on.

Settings Find Hidden Aggressor Active Find Hidden Aggressor Factor a Find Hidden Aggressor S/R S Find Hidden Aggressor S/R B Find Hidden Aggressor Level ZiroBig Active ZiroBig Factor a ZiroBig Tolerance % ZiroBig S/R S ZiroBig S/R B ZiroBig Level

Under each profile sits a compact box of that period's figures, and every line can be shown or hidden and coloured on its own: ΣV (total volume), ΣT (number of trades), ΔV (volume delta — the net of the two sides), ΔT (tick delta, the same net counted in trades), ATS (average trade size — the quickest read on whether a session was moved by size or by crowd), UV and UT (volume and trades that couldn't be attributed to either side — worth watching, since a large unknown figure means the sided readings on that period rest on less than the whole), and a period-over-period % change. Positive and negative values take separate colours.

Settings Chart Details - Show Chart Details - Show ΣV (Sigma Volume) Chart Details - Show ΣT (Sigma Tick) Chart Details - Show ATS (ΣV/ΣT) Chart Details - Show ΔV (Volume Delta) Chart Details - Show ΔT (Tick Delta) Chart Details - Show UV (Unknown Volume) Chart Details - Show UT (Unknown Ticks) Chart Details - Show % (Percent Change) Chart Details - Text Size Chart Details - Y Offset

Standard pivot levels drawn from the period, with the central pivot, support levels, and resistance levels each taking their own colour and a shared line width and style. They're off by default — pivots are a reference some traders build their whole session around and others never want on the chart, so nothing is assumed.

Settings Show Pivots Pivot PP Color Pivot S Color Pivot R Color Pivot Line Width Pivot Line Style

Row size controls how finely price is divided — a one-tick row size shows every price the market traded, a coarser row size trades detail for a cleaner overall shape. Profile display switches between filled bars, an outlined (hollow) view, a single silhouette (contour), or hidden entirely — with the hidden option keeping every level and overlay visible while removing the bars themselves, useful once you want the analysis without the visual weight of the profile.

Settings Profile Side Profile Width (px) Row Size (ticks) Profile Display Outline Color Outline Width Outline Style Auto Text Scale Bar Gradient - Enable Bar Gradient - Direction Bar Gradient - Darken % Show Text Text Size

Tick data gives the most exact profile and costs the most to load; History Depth bounds how far back that applies so a chart with years on it still opens. Where sided data isn't available for a bar, the fallback decides whether that bar contributes its volume unsided or not at all — the difference between a slightly incomplete profile and a misleadingly confident one. Keeping data warnings on is how you know when a profile was built on less than it should have been.

Settings Data Source Tick Profile (load ticks) History Depth (0 = all) Stabilize Recent Days Bar Volume Fallback Load Ticks Data (historical) Show Warnings

OnScreen follows the chart continuously — scroll or zoom and the profile rebuilds for whatever's now on screen. Daily and LastDay give a fixed reference instead, one anchored to the current session and one to the prior day, for when you want the same tool anchored rather than following the viewport.

Settings Period Mode Profile Side Profile Width (px)

Volume, Buy/Sell and Delta work the same way they do on the base Volume Profile, applied to whatever range is currently on screen. TPO is the mode unique to this indicator — it puts a time-based profile on an arbitrary window rather than a session boundary, so you can see where the market spent time inside a range you picked yourself, shown alongside the volume profile rather than replacing it.

Settings Profile Mode Enable TPO Show Alongside Profile Auto Opposite Side Display Mode Bracket Minutes Letter Size

Every row can print its own buy and sell figures side by side — the fastest way to read the actual balance at a price level rather than inferring it from bar length.

Settings Show Text Text Size Text Color Text Padding (px) Auto Text Scale Profile Opacity% Stroke Width Stroke Color

The rows inside the value area shade differently from the rest, so the boundary reads as a shape rather than two lines to track — which matters more here than on a fixed profile, since the whole thing redraws every time you scroll.

Settings Show Value Area Value Area % Recolor VA VA Opacity VA Color: Buy VA Color: Sell HI Buy Color HI Sell Color Show POC Extend VA Lines VA Extend Days

The same analysis layers as the base Volume Profile, but answering a different question because they run on whatever's currently visible: not "where were the shelves yesterday" but "where are the shelves in the range I'm looking at right now."

Settings Show SVA SVA Factor SVA Extend Days Show HVN Show LVN Tick Radius Prominence % Smoothing Show AVO M2 Overlay Deviation Model Percent Filter

The same instrument as on the Volume Profile — both anchored to the chosen period, both with three deviation bands, shading between them, glow and label controls. The gap that opens between VWAP and TWAP through the session is the read: volume concentrated away from where the time was spent.

Settings Show VWAP VWAP Line Color VWAP Dev1 Factor VWAP Show Dev1 VWAP Show Highlight VWAP Label Display Show TWAP TWAP Line Color TWAP Dev1 Factor TWAP Label All Periods

Composites here can additionally show a candle for the range they cover and, in Delta mode, mark the extremes within the composite with delta markers — giving a visible-range composite both a shape and a distribution in one view.

Settings Composite 1 Show Composite 1 Range Composite 1 Hour Offset Composite 1 Mode Composite 1 Candle Composite 1 Delta Marks Composite Delta Marker Composite Delta Connector Line Composite Delta Diverging Layout Composite Candle Bull Composite Candle Bear Composite Live Hour Gap

The same per-period statistics box as the base Volume Profile, scoped to the visible range. Pivots are available on the same terms as the Volume Profile's — off by default, with their own colours for the central pivot, support and resistance levels.

Settings Chart Details - Show Chart Details - Show ΣV (Sigma Volume) Chart Details - Show ATS (ΣV/ΣT) Chart Details - Show ΔV (Volume Delta) Chart Details - Show UV (Unknown Volume) Show Pivots Pivot PP Color Pivot R Color Pivot S Color

Bracket Minutes is the setting that defines the profile — the length of one time bracket, and therefore how much has to happen before a new letter is printed. Thirty minutes is the classic choice; shorter brackets give a finer profile with more letters, longer ones a coarser read. How the letters appear is separate: LettersOnly is the traditional look; LettersOnBoxes puts each letter on a coloured cell, easier to read at small sizes; BoxesOnly drops the letters and keeps the blocks, the right choice once you stop tracking which bracket was which and only want the shape; MonoWithStroke and BlackWhite are single-colour treatments for when the profile should sit quietly behind the price action. Changing the bracket length requires a chart reload.

Settings Bracket Minutes Letter Size Display Mode Mono Box Color Row Size (ticks) Profile Side Profile Width (px)

Daily, weekly or monthly TPO profiles, anchored either from the instrument's trading hours or from a start time you set yourself. The manual start uses your computer's local time — worth knowing if you trade a session that isn't local to you — and changing it requires a reload.

Settings Period Mode Session Anchor Mode Manual Session Start Enable TPO

The TPO value area covers the share of the session's time you choose, and the TPOC marks the level where the most time was spent. Both extend forward with their own colour, width and style, exactly as the volume levels do — and both are worth carrying, because a level where the market spent time is a different reference from one where it traded size.

Settings Show VA (TPO) Value Area % (TPO) VA Two Levels at a Time Show POC (TPO) Recolor VA Cells VA Cell Color (TPO) POC Row Color (TPO) Extend VA Lines (TPO) VA Extend Days (TPO) Show TPOC Glow Show TPO Line Labels

The Initial Balance is the range of the session's opening brackets — the band the market established before the rest of the day had its say. Whether the session later breaks out of it or holds inside is one of the oldest reads in Market Profile, and it's only available if the band is on the chart; its duration is yours to set, drawn as a highlighted box or as lines. The Opening Range is the same idea over a shorter, separately configured window, with its own line and fill. Both are off by default and both are cheap to leave on.

Settings Show IB IB Duration (min) IB Highlight (box) IB Line Width IB Opacity % IB Color Show Opening Range OR Duration (min) OR Line Width OR Line Color OR Fill Color OR Fill Opacity %

A single print is a price touched in only one bracket — the market went through and did not come back. At the edges of a profile those mark the fast part of a move; the ones stranded in the middle of a profile are the more interesting case, because they say the market split a range in two without pausing in between. Mid singles get their own colour, a minimum length so one-off prints don't clutter the chart, an optional highlight band, an extension forward, and a label — the extension is the part that earns its place: an unfilled single print from three sessions ago is a level worth having on the chart when price comes back to it.

Settings Show Single Prints Single Print Color Show Mid Singles Mid Singles Color Mid Singles Min Length Mid Show Highlight Mid Show Extend Mid Ext Color Mid Ext Width Mid Ext Style Show Mid Single Label Extend Single-Print Lines SP Min Tail Length SP Show Highlight SP Show Label

The two ways a session can end at an extreme are marked apart, because they mean opposite things. Excess is a clean rejection — the market went, found nothing, and left — and it tends to hold. A poor high or low is an extreme that finished flat, with no tail, as though it were cut off; those read as unfinished business and are frequently revisited. Both extend forward until something happens to them.

Settings Show Excess Excess Color Excess Min Single Increments Extend Excess Lines Excess Ext Width Excess Ext Style Show Poor High/Low Poor H/L Color Poor H/L Comparison Increments Extend Poor H/L Lines Poor H/L Ext Width Poor H/L Ext Style

The same idea as on the Volume Profile, applied to TPO levels: show only the value-area boundaries and TPOCs the market hasn't returned to. A minimum-test filter sets how recent a test counts, a lookback bounds the history considered, and untested levels carry their own width and style so they read apart from the rest.

Settings Show Untest Area (TPO) Show Untest POC (TPO) Untest Filter (TPO) Untest Lookback (TPO) Untest Line Width (TPO) Untest Line Style (TPO)

TWAP belongs on this indicator rather than VWAP, for a reason: TPO is a time-based profile, so a time-weighted average is the line that speaks the same language. Three deviation bands, shading between them, glow, labels and untested marking — all as on the other two indicators.

Settings Show TWAP TWAP Line Color TWAP Line Width TWAP Dev1 Factor TWAP Show Dev1 TWAP Show Highlight TWAP Label Display TWAP Label All Periods TWAP Show Untest

Hide candles and grid lines to quieten the chart around a busy letter field. A last-price arrow can be shown in a colour of your choice so the live price stays findable inside the profile, and label text size is set separately from letter size, so the profile and its annotations don't have to scale together.

Settings Hide Candles Hide Grid Lines Show Last-Price Arrow Last-Price Arrow Color Label Text Size Auto Text Scale Highlight Opening Block Opening Block Color VA Range Lines Profile Opacity %