Runic Volume Profile
Volume Profile with Market Bias Algorithm
Volume profile analysis with intelligent market bias detection, multiple histogram modes (Volume, Bid/Ask, Delta), and automatic level detection for NinjaTrader 8.
Monthly or lifetime options • NinjaTrader 8 compatible
What Is Volume Profile Analysis?
Volume Profile shows you where the most trading activity occurred at specific price levels. It reveals zones where buyers and sellers agreed on value, creating natural support and resistance.
Combined with order flow analysis and delta tracking, you get a complete picture of buying vs selling pressure at every price level.
Core Components
📊 Volume Profile Analysis
Point of Control (POC): Price with highest traded volume
Value Area (VAH/VAL): Where 70% of volume occurred
High Volume Nodes (HVN): Price levels with heavy trading
Low Volume Nodes (LVN): Thin volume areas (potential breakout zones)
Multiple Profile Modes: Session, Daily, Weekly, or custom ranges
🧭 Market Bias Algorithm
Real-Time Bias Detection: Bullish, Bearish, or Neutral market bias
Profile Shape Analysis: P-shape (bullish), B-shape (bearish), D-shape (neutral)
Dynamic Override System: Adapts when price action conflicts with volume profile
POC Divergence Detection: Identifies when price moves against volume structure
On-Chart Display: Shows current bias with detailed reasoning
🔄 Order Flow Visualization
Multiple Histogram Modes: Display Volume, Bid/Ask, or Bid/Ask Delta
Delta Tracking: Visualize cumulative and per-bar delta
Bid/Ask Analysis: See buying vs selling pressure distribution
VWAP Integration: Volume-weighted average price tracking
Real-Time Updates: Tick-by-tick processing
📍 Automatic Level Detection
Prior Level Detection: Automatically detects key levels from chart objects
Overnight Levels: Tracks overnight high/low ranges
Previous Session Levels: Prior day/week highs and lows
POC Tracking: Historical Point of Control levels
Customizable Display: Choose which levels to show
👁️ Visualization Features
On-Chart Profiles: Volume histograms with customizable appearance
Color-Coded Bars: Highlight volume characteristics
Multiple Display Modes: Choose Volume, Bid/Ask, or Delta histograms
Info Panels: Real-time metrics and market state
Level Markers: Clear visual indicators for POC, VAH, VAL
Real-Time Processing
Tick-by-tick order flow analysis with optimized performance
Intelligent Bias Detection
Automatic market bias calculation based on volume profile structure
Clean Visualization
Clean, easy-to-read charts that make order flow analysis straightforward
Volume Profile in Action
Overnight Range Detection
Automatically tracks overnight high/low levels and displays them on your chart for reference
📊 Multiple Histogram Modes
Switch between Volume, Bid/Ask, and Delta displays
Flexible Visualization
Display volume profiles using standard volume, bid/ask breakdown, or bid/ask delta
Automatic Prior Level Detection
Automatically detects and integrates overnight levels, previous day highs/lows, and other key levels from your chart objects for additional confluence.
Overnight Levels
Automatically detected from chart objects
Prior Day High/Low
Previous session key levels for confluence
Current Session
Real-time POC, VAH, VAL tracking
More Than Just Volume Profiles
Most volume profile indicators just show basic volume histograms. This one includes an intelligent market bias algorithm that analyzes profile structure in real-time, plus multiple visualization modes and automatic level detection.
🧭 Market Bias Algorithm
Determines bullish, bearish, or neutral bias based on profile shape (P-shape, B-shape, D-shape) with dynamic override when price action diverges
📊 Multiple Display Modes
Switch between standard volume profiles, bid/ask breakdown, or bid/ask delta visualization
📍 Automatic Level Detection
Detects overnight ranges, previous day highs/lows, and other key levels from your chart objects
🤖 Strategy Integration
Access profile data and bias calculations programmatically from NinjaScript strategies for automated trading
How Traders Use This
🧭 Market Bias Determination
Know the overall market bias (bullish, bearish, neutral) based on volume profile structure. The bias algorithm analyzes profile shape (P-shape, B-shape, D-shape) and adapts when price action diverges from the morning volume profile, helping you trade with or against the trend.
🎯 Support & Resistance Identification
POC, VAH, and VAL levels act as natural support and resistance because they represent zones where institutions and large traders established positions. These levels often hold on retests.
🔍 Order Flow Analysis
Visualize buying vs selling pressure at each price level using the bid/ask delta histogram mode. See where aggressive buyers or sellers are active.
📐 Entry Timing with Key Levels
Use POC, VAH/VAL, and automatically detected prior levels (overnight ranges, previous day highs/lows) to identify high-probability entry and exit zones.
📊 Market Structure Analysis
Understand liquidity distribution and where the market is likely to find acceptance or rejection. Low volume nodes (LVN) often lead to quick price movements through those zones.
Technical Details
System Requirements
- ✅ Platform: NinjaTrader 8
- ✅ Market Data: Requires live or playback market depth data for full functionality
- ✅ Chart Types: Compatible with all NinjaTrader chart types
- ✅ Instruments: Futures, Forex, Stocks (with Level 2 data)
- ✅ Strategies: Can be called from NinjaScript strategies for automated trading
Customization Options
Visual Settings: Adjust colors, opacity, rendering style, profile row height and width
Calculation Periods: Session-based, daily, weekly, or custom range support
Histogram Modes: Choose between Volume, Bid/Ask, or Bid/Ask Delta display
Level Detection: Configure which prior levels to display automatically
Performance Modes: Strategy Analyzer compatibility with optimized calculations
Simple Installation
- 1Purchase & Download: Get instant access to the
.zipfile after checkout - 2Import to NinjaTrader: Go to Tools → Import → NinjaScript Add-On, select the .zip file
- 3Restart NinjaTrader: Close and reopen the platform to load the indicators
- 4Add to Chart: Right-click chart → Indicators → Runic Volume Profile
- 5Customize: Adjust settings via indicator properties to match your trading style
Common Questions
Do I need market depth / Level 2 data?
Yes. For full order flow analysis and volume profile calculations, you need live or playback market depth data. Most futures brokers provide this. The indicator will work with standard bar data but won't show order flow imbalances.
How does the market bias algorithm work?
The bias algorithm analyzes volume profile shape to determine market bias. P-shapes (volume concentrated above POC) indicate bullish bias, B-shapes (volume below POC) indicate bearish bias, and D-shapes indicate neutral/balanced markets. It includes a dynamic override system that adapts when price action diverges from the morning volume profile, helping you stay aligned with intraday reversals.
Can I see bid/ask delta in the volume profile?
Yes! The indicator supports multiple histogram display modes. You can view standard volume profiles, or switch to bid/ask breakdown mode or bid/ask delta mode to see buying vs selling pressure at each price level.
Can I use this for automated trading strategies?
Yes. The indicators can be called from NinjaScript strategies for automated trading. All components are accessible programmatically, and the package includes a modular architecture that makes it easy to integrate into your strategies.
Does it work on all timeframes?
Yes. The indicator works on any timeframe, though it's most commonly used on intraday charts where order flow analysis provides the most edge. Volume profiles can be calculated across multiple timeframe ranges (session, daily, weekly, custom).
Should I get monthly or lifetime?
If you're serious about order flow trading and plan to use this long-term, lifetime is the better value (pays for itself in ~12 months). If you want to try it out first or prefer flexibility, monthly works great—you can always upgrade to lifetime later.
What's your refund policy?
We offer a satisfaction guarantee. If you're not happy with the indicator within the first 30 days, contact us for a full refund—no questions asked.
Ready to Get Started?
Volume profile analysis with intelligent market bias detection, multiple histogram modes, and automatic level detection.
Choose monthly ($59/mo) or lifetime ($695) access
30-day satisfaction guarantee • Email support included
Complete Your Toolkit
Market Structure CHoCH/BOS Indicator
Combine volume profile analysis with market structure. Know when structure breaks align with high-volume levels.
Learn More →Runic Pro Indicator
Entry timing signals that complement volume profile analysis. Use profiles to identify zones, Runic Pro for precise entries.
Learn More →Security & Quality
Privacy & Performance
- ✅ All calculations done locally
- ✅ No data sent to external servers
- ✅ Optimized for real-time performance
- ✅ Efficient memory management
Code Quality
- ✅ Built for NinjaTrader 8
- ✅ Modular architecture
- ✅ Tested on live markets
- ✅ Regular updates