Delta Profile Per-price delta profile for NinjaTrader 8

Quick info

Platform

NinjaTrader 8 on Windows

Concept

Net delta (buy volume minus sell volume) at each price, over a window you choose

Designed for

Traders who read order flow at price and want to see which side was the aggressor at each level

Best used when

You want the buying and selling at each price over the last half hour, the session or the bars on screen, in one column

Markets

Presets for NQ and ES, plus None to set the row size yourself on any other market

Data

Level 1 ticks. No Order Flow+ subscription. Tick Replay for history, on one chart with the multi-chart relay

Access

Part of the FlowForged Suite, free during the private beta

What Delta Profile does

Delta Profile adds up the volume traded at the ask and at the bid at each price, and draws the difference as a horizontal bar against the right edge of the chart.

Every trade is checked against the bid and ask at that moment. A trade at or above the ask counts as buying, at or below the bid as selling. Trades between the two are left out. Net delta is buying minus selling, so a positive row had more aggressive buyers and a negative row more aggressive sellers.

The larger a row’s net delta, the longer and brighter its bar. The row with the largest net delta, either side, is outlined as the delta POC. Each row can print its number: the net delta, or the buy and sell volume. The window the profile covers is set from the DPRO pill and changes without a reload.

Purpose

Delta per bar tells you which side was more aggressive in each bar, but not at which prices, and adding it up across a move is guesswork. A session volume profile shows the prices, but only over a whole session.

Why choose it

• Four windows, one click. Sess, Vis, Bars and Time on the pill. Switching rebuilds from the ticks already collected, with no reload.
• Built from ticks. Each trade is classified against the bid and ask from Level 1 data. No Order Flow+ subscription.
• Keeps counting while hidden. Turning it off only hides the histogram. Ticks keep accumulating, so it comes back complete.
• Readable at a glance. Length and brightness follow the size of each row. Numbers appear when rows are tall enough to hold them.
• Net delta or both sides. Label Mode prints the net delta, or the buy and sell volume, buy first: 1,234 x 987.
• Presets for NQ and ES. One setting loads the row size and a 30-minute rolling window.
• A noise filter. Min |Δ| Filter hides rows with a small net delta.
• One Tick Replay chart, any number of charts. Run a Publisher on one background chart with Tick Replay. Viewers on your other charts need no Tick Replay, and each picks its own window, row size and labels.
• Part of the suite toolbar. The DPRO pill stacks with the other FlowForged pills and follows the Master Switch.

How it works

1. Classify each trade. Every Last tick is compared with the bid and ask at that moment: buy at or above the ask, sell at or below the bid, otherwise left out.
2. Bucket it by price. The trade goes into a row of Tick Interval ticks (12 ticks, 3 points, on the NQ preset), kept bar by bar for the last 20,000 bars.
3. Pick the window. Sess, Vis, Bars or Time decides which bars are added together.
4. Rebuild. The profile is recomputed at every new bar, up to four times a second while ticks arrive, and at once when you change the window.
5. Draw it. Rows on screen are drawn at the right edge, sized against the largest row, with that row outlined.

With the multi-chart relay, the Publisher keeps the trades as one-minute totals at every price for the sessions it keeps, and each Viewer adds up the minutes inside its own window, row size and trading hours.

Key capabilities

• Per-price net delta from Level 1 ticks, buy at or above the ask and sell at or below the bid
• Multi-chart relay: Tick Replay runs on one background chart, and every other chart draws its own profile from it, each with its own window, row size and labels, and none needing Tick Replay. How the relay works
• Session, Visible Bars, Last N Bars and Rolling Time windows, switched from the pill
• Rolling Time in Bars, Minutes or Days, 30 minutes by default
• Rows of 1 to 100 ticks, with NQ and ES presets
• Delta POC outline on the row with the largest net delta
• Net delta or buy x sell labels at font size 7 to 18, or none
• Minimum net delta filter
• FlowForged, MotiveWaveClassic and SierraStyle themes, plus Custom colors
• Histogram width from 60 to 600 pixels
• Toolbar pill with its own power button, linked to the suite Master Switch

How to set up Delta Profile in NinjaTrader 8

1. Add FF Delta Profile from the Indicators window to your chart.
2. In the chart’s Data Series, turn on Tick Replay so the profile has history when the chart loads.
3. Under 2. Calculation, set Instrument Preset to your market: NQ (default), ES, or None to set the rows yourself.
4. Pick the window on the DPRO pill: Sess, Vis, Bars or Time.
5. Optional: set Label Mode to BuySell to see both sides on each row.
6. Several charts of one instrument? Set Role to Publish on one 1-minute background chart with Tick Replay, and to Viewer on the others. Settings and status badges are under Multi-chart relay in the User Manual; the relay guide shows a full layout.

New to NinjaTrader add-ons? The install guide covers importing, Tick Replay and common fixes.

Delta Profile FAQ

Works well with

Conclusion

Delta Profile does not tell you what to trade. It shows which side was the aggressor at each price, and by how much, over the window you choose:

• Net buying and selling at each price, in one column
• The largest row outlined
• The window changed from the chart, without a reload

Futures trading involves substantial risk and is not for every investor. Chart examples show past market activity and are not indicative of future results. Delta Profile is an analytical tool, not trading advice.