This is an indicator i whipped together with AI to use with non-time based charts like range, tick, volume, etc.
The idea is that it will tell you the duration of the active bar and the time of the previous bar. This is useful as it tells me how active the market is.
May clash with foot print statistics
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:
- Import the NinjaScript zip.
- Add LegToLegDeltaProfile to any chart (Indicators window).
- 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).
- (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