Order Flow Volume Profile - Weekly Market Profile Period Defaults to RTH Instead of Chart ETH Trading Hours (Workaround Included)

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Hi everyone,

(Email already sent to Ninjatrader Support about this)

I ran into an issue setting up a weekly Market Profile (Price type, Boxes mode) on ES using the Order Flow Volume Profile indicator and wanted to share both the problem and the workaround I found in case others hit this.

My Setup:

  • ES JUN26, 30-minute chart
  • Chart Data Series Trading Hours: CME US Index Futures ETH
  • Order Flow Volume Profile with Profile Period set to Weeks
  • Order Flow VWAP with Reset interval set to Week

The Problem:
When I set Profile Period to Weeks, the weekly profile starts at Monday 9:30 AM (RTH open) instead of Sunday 5:00 PM CT when ES actually opens for the week. Meanwhile, the weekly VWAP correctly resets at Sunday’s open, so the two indicators are completely misaligned on the chart.

The Trading hours property only appears in the indicator settings when Profile Period is set to Session >> it’s hidden when Weeks is selected. So there’s no direct way to tell the weekly profile to use ETH session boundaries.

The Workaround:

  1. Set Profile Period to Session
  2. Set Trading hours to CME US Index Futures ETH
  3. Click Apply
  4. Change Profile Period back to Weeks
  5. Click Apply again

After doing this, the weekly profile correctly starts at Sunday 5:00 PM CT and captures the full extended hours data for the week. It seems the indicator holds onto the trading hours setting from the Session configuration when you switch to Weeks.

My Questions for NinjaTrader:

  1. Is this intended behavior, or is it a bug that the Weeks profile period doesn’t inherit the chart’s ETH trading hours automatically?
  2. Should the Trading hours property remain accessible when Profile Period is set to Weeks so users can configure this directly?
  3. Is there a risk that this workaround could break or reset if the chart is reloaded or the workspace is restarted?

Hopefully this helps anyone else trying to build weekly composite profiles with full ETH data. Would appreciate any insight from the NT team or community.

Thanks!

Weeky Market Profile, Each is 1 week, so you’re looking at 3 weeks. (This is the fixed approach)

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@NinjaTrader_Thomas @NinjaTrader_ChrisS @NinjaTrader_ChelseaB @Brett.Barrett @NinjaTrader_Brandon

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