LegToLegDeltaProfile – Rotation-based Delta + Tick Volume Profile Overlay for NinjaTrader 8 by Fahmy aka Swoosh

Description:
LegToLegDeltaProfile is a high-performance NinjaTrader 8 overlay indicator that plots a delta-by-price profile directly on your chart, either for the current session or for a rotation-defined “leg” (classic leg-to-leg style). It uses a 1-tick secondary series (Tick Replay compatible) to approximate buy/sell pressure via bid/ask classification (with tick-rule fallback), then builds a clean, compact profile aligned to price.
Optionally, you can enable a tick-based volume profile and place it behind, in front of, left of, or right of the delta profile for fast context without adding separate profile tools.

How to use:

1. Import the NinjaScript zip.
2. Add LegToLegDeltaProfile to any chart (Indicators window).
3. Choose your mode:
   • SessionCurrentDay: profile resets each session.
   • LegToLeg: profile resets on rotation events (e.g., NQ 65-point rotations or ES 15-point rotations).
4. (Optional) Enable the volume profile and choose placement (behind/in front/side-by-side).

Key features:

• Delta Profile (by price): shows net buying/selling pressure per tick.
• Two modes: SessionCurrentDay or rotation-based LegToLeg.
• Rotation control: set rotation size in points and select rotation logic (distance from extreme vs true swing alternate).
• Optional Volume Profile: tick-based volume histogram with flexible placement.
• Chart-friendly rendering: supports right-side spacing reservations and horizontal offsets.
• WPF color pickers: standard NinjaTrader brush selectors.

Parameters (high level):

• Profile Mode: LegToLeg or SessionCurrentDay
• Leg Detection: Rotation Mode + Rotation (Points)
• Delta Rendering: Max Delta Width, Min Abs Delta To Show, Delta Opacity, row grouping behavior
• Delta Colors: Positive / Negative / Text brushes
• Volume Profile: Show/Hide, placement (Behind/InFront/Left/Right), width, opacity, brush, side-by-side gap
• Rendering: spine options, right margin, right reserved %, X offset

Notes:

• Tick Replay recommended for accurate historical bid/ask delta; live operation works without it
• This indicator draws a profile overlay (not a full VP tool with VA/POC calculations).
• Performance is optimized with incremental per-bar maps and capped rebuild lookbacks for safety.
• The profile is chart-tab specific and updates in real time as ticks arrive.

Created by: Fahmy aka Swoosh
X.com: https://x.com/fahmyeu