Several days
Chained profiles with every session's extremes labelled and carried forward.
Across sessions · NinjaTrader 8
Screenshot of the tool running.
Each session's delta, side by side.
One profile per time window, chained across days, with each one's high and low carried forward. It is how you see where Asia's work stands when London opens.
One profile per session
Every window builds its own, lined up in time. You can tell at a glance whether today's session repeats yesterday's split or contradicts it.
Extremes carried forward
Each session's high and low extend with their label. Those are the levels the market tends to come back for.
Delta or volume
The profile can be built from the imbalance or from total volume, depending on what you want to read.
One day, broken down
Asia, London and New York each with their profile, and the levels each one leaves behind.
What each term means
The names the indicator uses, and what each one means.
- Delta. Volume traded at the offer minus volume traded at the bid.
- Composite. A profile built across several sessions rather than one.
- Session. Asia, London, New York… each window with its own hours.
- Session high / low. The extremes a window left behind.