Orderflow Delta Profile Drawing tool with Analysis

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Here is a project I’ve been working on over the weekend.

I took the freely available indicaor, LegToLegDeltaProfile – Rotation-based Delta + Volume Profile (https://ninjatraderecosystem.com/user-app-share-download/legtolegdeltaprofile-rotation-based-delta-volume-profile/)

However, instead of making it an indicator, I made it a drawing tool. Similar to Ninjatrader’s default orderflow volume profile drawing tool, but with mine, instead of volume signed by delta coloring, I show delta directly with a host of aditional analysis.

So now, I can draw the orderflow volume profile tool across any bar a get a live running realtime (Bid/Ask) data of the trend leg, accumation of buy/sell, delta and other pertinent detail in realtime. This is suberb for orderflow and not monthly payments.

If you want to do the same, go to the ninjatrader user app share, download the indicator and change it to what you want.

I used Claude 4.6 in combination with with Claude Fable for verification.

(Pardon the mispellings, excited)

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Looks good! That’s a feature I am working on also. I’m using my VolumeProfile data structure which I believe is more efficient. VolumeProfile of visible bars using secondary tick data

EDIT: the unique feature is that it’s an indicator not a drawing tool (source in the link) so it works like a regular volume profile and selection VP with SHIFT

steppedVP

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