Volume Profile Suite PRO
The complete Volume and Delta Profile toolkit for NinjaTrader 8.

A single purchase unlocks the full suite: Floating Profiles (Session, Day, Week, Month), a Screen-Pinned Fixed Session Panel, a Session VWAP with 3 standard deviation bands, an Anchored VWAP drawing tool, and an Anchored Delta Profile drawing tool. Every component supports Standard Volume, Bid/Ask Split, and pure Delta Profile display modes. No separate add-ons required.

A volume profile shows how much volume was traded at each price level over a given period, rather than over time. Traders use it to identify the Point of Control (the price with the most volume), the Value Area (where 70% of volume traded), and high/low volume nodes that act as support, resistance, or areas of likely price rejection. It tells you where the market agreed on price and where it moved quickly through.

The Point of Control is the single price level with the highest traded volume in a session or profile range. It acts as a magnet: price tends to revisit the POC when it moves away, and a break-and-hold above or below it often signals directional conviction. The Suite PRO extends historical POC lines into the current session so you always have prior reference visible on your chart.

The Value Area is the price range that contained approximately 70% of total volume for a session. VAH (Value Area High) is the top of that range; VAL (Value Area Low) is the bottom. Price returning into the Value Area after a breakout often gets absorbed, while a strong close outside the Value Area suggests the market is actively repricing. The Suite PRO draws VAH and VAL lines historically and extends them into the current session for ongoing reference.

Bid/Ask Split shows the raw volume traded at the ask (aggressive buyers) and at the bid (aggressive sellers) side by side at each price level, split at a centerline. Delta Profile mode shows the net result: bid volume minus ask volume at each level. A positive delta bar means buyers dominated at that price; negative means sellers won. A Delta Profile is faster to read at a glance, while Bid/Ask gives you the full picture of both sides simultaneously.

Floating profiles are drawn directly on the chart and scroll with it. When you scroll left to review history, you see every historical session's profile in place. The Fixed Panel is pinned permanently to the right edge of your screen and shows only the current live session. No matter how far back you scroll, the current session's volume structure stays visible in the corner.

Session VWAP resets automatically at every session open (RTH or ETH depending on your setting) and accumulates volume from that open through the current bar. It reflects the average price for the current session weighted by volume. Anchored VWAP lets you choose any specific bar to anchor from, so you can measure VWAP from a swing low, a news event, or any custom reference point. Both include up to 3 standard deviation bands.

Tick Replay is required for the Bid/Ask Split and Delta display modes on the floating profiles and the fixed panel. Without Tick Replay, those modes cannot classify individual trades as buyer or seller-initiated. Standard Volume mode works fully without Tick Replay. The Anchored VWAP does not require Tick Replay. If Tick Replay is absent when you select a Bid/Ask or Delta mode, the indicator displays a clear on-chart message rather than silently showing incorrect data.

Yes. Standard Volume, Bid/Ask Split, and Delta display modes can be applied independently to the floating profiles, the fixed panel, and the anchored drawing tool. You can, for example, have Delta mode on your floating Weekly profile, Bid/Ask on your fixed panel, and Standard on an anchored range profile, all on the same chart at the same time.

The Anchored Delta Profile is a NinjaTrader drawing tool included with your license. Add it from the drawing tools list, then click on a start candle and an end candle to generate a volume or Delta Profile for that exact range. You can also enable Calculate to Last Bar mode, which anchors to a fixed start date and extends the profile live through the current bar as the session develops. The Flip Profile option mirrors the bar direction if you prefer it on the opposite side of the range.

When the Volume Profile Suite PRO indicator is active on the same chart, the drawing tool automatically accesses the shared tick data that the indicator has already collected. This gives it full tick-accurate Bid/Ask and Delta support. If the main indicator is not on the chart, the drawing tool falls back to OHLC-based volume distribution and shows a subtle reminder that adding the indicator will enable tick-level data.

Bin size is controlled by the BinSizeTicks setting, which sets how many ticks wide each profile row is. For ES/MES, a starting point of 4 ticks per row gives 1-point rows. For NQ/MNQ, 16 ticks gives 4-point rows. Finer bins show more price detail but add rendering work; coarser bins give cleaner structure. The floating profiles and the fixed panel have independent bin size settings so you can configure each separately.

You have full control over how many historical profiles remain visible. Using the Profile Count setting, you can choose to keep just a few recent sessions or a long history of profiles on your chart. Profiles are stored in a memory-efficient ring buffer, so as new sessions open, the oldest entries drop off automatically. You can display Session, Day, Week, and Month profile types, each configurable independently.

Yes. The profile and VWAP settings include a custom session window mode where you define your own open and close times using HH:mm format. This is useful for forex, crypto, or any instrument that does not align to standard US equity futures sessions. Session boundaries are applied with timezone-correct logic so profiles break at the right candle regardless of your local time zone.

Any liquid market that provides tick-level volume data through NinjaTrader. It is most commonly used on US Index Futures (ES, NQ, MNQ, MES), Energy (CL), Metals (GC, SI), and Interest Rate Futures (ZN, ZB). It also works on forex instruments if your broker/data feed supplies volume. The key requirement is that NinjaTrader receives volume data on the instrument.

The indicator supports Time, Range, and Tick charts. Tick Replay must be enabled on your chart to ensure accurate Bid/Ask and Delta classification for historical data.

No. Closed session profiles are frozen as snapshots the moment a period ends and are rendered without any recalculation on subsequent frames. The indicator skips the render loop entirely for profiles that are outside the visible chart area. For very fine bin sizes on wide-range instruments, there is an automatic safety cap that doubles the bin size to prevent excessive bar counts, which keeps chart scrolling smooth.

Session boundaries are detected using timezone-correct candle attribution. When a session closes, the profile for that period is frozen and a new accumulator starts for the next session. Overnight roll situations (where the globex session spans midnight) are handled correctly without splitting a session at midnight or misattributing early-morning volume to the prior day.

Yes. The Extended Reference Lines feature draws the POC, VAH, and VAL from every completed session forward into the current session as horizontal lines. You can configure separate line styles, widths, and colors for the POC versus the Value Area lines. This lets you see exactly where prior sessions' key levels sit relative to current price without cluttering the chart.

When a historical profile moves off the left edge of your visible chart area, the most recent off-screen profile automatically pinned to the chart edge as a compact reference. Only the single most recent off-screen profile pins at any time, so you never end up with multiple stacked pins cluttering the edge.

One-time purchase, lifetime license. No monthly fees, no annual renewals, no subscriptions. You get all future updates to the indicator at no additional cost.

Your license allows activation on up to 2 machines simultaneously. If you need to move to a new machine, you can deactivate one and activate on another. The license server handles this automatically through the activation panel.

Yes. A 7-day free trial is available with full functionality. No credit card required to start the trial. All features including Bid/Ask Split, Delta mode, the Anchored VWAP, and the drawing tool are fully accessible during the trial period.

Licensed accounts have a 72-hour offline grace period. If your machine cannot reach the license server within that window, the indicator continues running for the full 72-hour period before requiring reconnection. Trial licenses have a 1-hour offline grace. For traders on prop firm machines or restricted networks, this ensures you are not blocked during live sessions.

The Volume Profile Suite PRO works with all NinjaTrader 8 license tiers, including the free Trader Inspired edition. You do not need a Continuum data feed subscription or a specific NT license level. As long as you can import NinjaTrader add-ons and your data feed provides volume data, the indicator will run.

After purchase, you receive a NinjaTrader-compatible .zip export file. In NinjaTrader 8, go to Tools > Import > NinjaScript Add-On and select the file. The indicator and drawing tool will appear in the Indicators list and the Drawing Tools list respectively after the import completes and NinjaTrader recompiles. Detailed installation instructions are included in the documentation.

The indicator works with any NinjaTrader-compatible data feed that provides volume data. This includes CQG, Rithmic, Kinetick, Interactive Brokers, Tradovate, Optimus Futures, and others. The only requirement for Bid/Ask Split and Delta modes is that the data feed supports trade classification, which all major futures feeds do.