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SidiVolumeLevels · for NinjaTrader 8

Volume profile levels and VWAPs, in your own chart.

SidiVolumeLevels draws the two things a volume chart is read from: where the most volume changed hands, and what the average paid price is. Thirteen periods run side by side, and you rearrange all of it while the market is open.

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Version 3.5.0.0865 settingsNinjaTrader 8 · Windows

What it puts on your chart

A price chart shows where the market went. It does not show where the volume went. Two sessions with the same high and the same low can be built completely differently underneath, and the difference only becomes visible once volume is counted at each price.

SidiVolumeLevels counts it and draws the result as lines. The volume profile side gives you the VPOC, the price that traded the most, plus the value area high and low that bracket the bulk of the session's volume. The VWAP side gives you the volume-weighted average price, the number that answers what the average participant in this window actually paid. Both are calculated for several periods in parallel, so a session reading and a weekly reading can sit on the same chart without being confused for one another.

Everything on the chart is a separate object with its own settings. A line, the short marker at the chart edge, and the label next to it are configured one by one, for every period, on both sides of the tool. That is where the 865 settings of version 3.5.0.0 go: not into more features, but into making the chart readable at a glance instead of readable after study.

VPOC and the value area, for the period you pick

The volume profile counts traded volume at every price. Out of that distribution come two readings: the VPOC, meaning the single price that traded the most, and the value area, the band that holds the bulk of the volume. SidiVolumeLevels calculates both for five periods at once, and each one carries its own line, its own edge marker and its own label.

Volume profile levels: point of control, value area high and value area low, each with a price marker at the right edge
Value area high, VPOC and value area low for the running session. The three lines move as volume accumulates through the day and start over when the period rolls.

A VWAP that knows where your session begins

A VWAP is only as useful as the window it is calculated over. Each period has its own session setting: the full session, or a custom window with your own start and end time in one of twelve time zones, from exchange time to Tokyo. Set the reset period to two days and you get a two-day VWAP, without touching any other line.

Daily VWAP, reset at every session start, with its own price marker
One daily VWAP through two sessions. The line restarts at the session boundary instead of running through it.

Several periods on the same chart, told apart at a glance

Eight VWAP periods run in parallel: two independent daily lines, weekly, monthly, one across the whole contract, and three you anchor yourself. Every line has its own dash style, width, opacity and colour mode, so a weekly line never reads like a session line.

Daily, weekly and monthly VWAP on one chart, each in its own colour
Three VWAP periods together. The session line restarts at the boundary, the longer period runs straight through it.
§ 02Every setting

What you can change.

865 settings in version 3.5.0.0, read out of the installed indicator. The list below is what they are for.

VWAP

  • Eight periods calculated separately, two daily, weekly, monthly, contract and three anchored
  • Reset period in days per line, so a 2-day or 5-day VWAP is one number, not a second indicator
  • Full session or a custom window with your own start and end time
  • Twelve time zones, from chart and exchange time to US, European and Asian sessions
  • Visibility per line: every period, the running period only, or off
  • Dash style, width in pixels and opacity for each line
  • Four colour modes: flat, up/down, up/down/close, up/down/rising
  • Edge marker with its own length, margin and dash style, left or right
  • Label with free text, prefix, font, size and the optional live price next to it
  • Marker mode Historical or Realtime, so old markers either stay while you scroll back or do not

Volume profile

  • VPOC, value area high and value area low for five periods
  • Two independent daily profiles, weekly, monthly and contract
  • Each level with its own line, edge marker and label, configured separately
  • Same period and session controls as the VWAP side
  • Levels extend to the right edge on request

Alerts and notification

  • One alert per level and per period, not one global switch
  • Trigger once per bar, or every few seconds while the condition holds
  • Reference point Open, High, Low or Close, on the finished or the unfinished bar
  • Operator for the comparison: above, below, equal, or any crossing
  • Your own .wav file per alert
  • Spoken alerts through text-to-speech, with language, voice, rate and volume set once for the whole tool
  • Email notification for events you would not see on the chart, such as a lost data connection

In the chart

  • Realtime Settings window, opened from a button in the chart toolbar
  • Indicator name row can be hidden to keep the chart clean
  • Bar index at the mouse position for precise navigation
  • Drawing order against other indicators, set by Z value
  • Margin to the right chart edge
  • Max Days To Load caps how far back the calculation reaches
  • Logging to the NinjaScript output window, the Control Center log tab, or a file of its own
§ 03In parallel

Thirteen periods, twenty-three levels, all at once

Most volume tools give you one profile and one VWAP. This one calculates thirteen periods in parallel and puts every resulting level on the chart as a separate object, with its own line, edge marker, label and alert. Nothing is shared, so a weekly level never inherits the look of a daily one.

VWAP

8 periods · 8 lines
  • Daily 1
  • Daily 2
  • Weekly
  • Monthly
  • Contract
  • Anchored 1
  • Anchored 2
  • Anchored 3

Volume profile

5 periods · 15 lines
  • Daily 1 · VPOC, VAH, VAL
  • Daily 2 · VPOC, VAH, VAL
  • Weekly · VPOC, VAH, VAL
  • Monthly · VPOC, VAH, VAL
  • Contract · VPOC, VAH, VAL
23
levels on the chart at the same time
12
time zones for custom session windows
23
alerts, one per level, with spoken text
865
settings in version 3.5.0.0

Change it while the market runs

Most indicators make you close the settings dialog, reload the chart and look again. SidiVolumeLevels has its own Realtime Settings window, opened from a button in the chart toolbar. Colours, line styles, visibility and label text change in the chart as you set them, and the window saves, loads and resets complete presets from its bottom bar. Position and colour scheme of the window itself are yours to set.

A few fields change what is calculated rather than how it is drawn, and those still ask for a chart reload (F5). Everything visual answers immediately.

§ 04Pricing & licence

Pick your licence.

Every plan includes free updates. Secure checkout handled by Freemius.

$19.90/ month
Buy monthly →
All prices exclude applicable VAT.
Cancel any monthly plan at any time

One licence, any of your computers

The licence is tied to your email address, not to a machine ID. You can install SidiVolumeLevels on as many computers as you like and run it on one of them at a time.

No machine binding
Bound to your email address, so a new PC, a rebuilt system or a second workstation needs no unlock code.
Switch in seconds
Close the chart on one machine and the next one picks up the licence right away. No transfer fee, no waiting period.
Two machines at once
A second licence, for running SidiVolumeLevels on two computers at the same time, comes at 75% off.
Updates included
Every plan, monthly or lifetime, includes all further versions for as long as it runs.
§ 05Good to know

Before you install.

Q · 01Does SidiVolumeLevels draw a market profile (TPO)?+
No. It builds a volume profile, which counts traded volume at each price. A TPO profile counts time at each price instead. The difference is not cosmetic: two charts of the same session can put the point of control at different prices depending on which of the two you look at.
Q · 02What is the difference between Daily 1 and Daily 2?+
They are two independent daily lines, not a one-day and a two-day calculation. The number is the line's serial number. Out of the box, Daily 1 covers the full session and Daily 2 the regular trading hours. How many days a line spans is a separate field, Days (reset period), so a two-day VWAP is the value 2 in that field.
Q · 03Can I change the look without reloading the chart?+
Colours, line styles, visibility, labels and markers all change through the Realtime Settings window while the chart runs. Fields that change the calculation itself, such as the reset period, the session window or the time zone, take effect after a chart reload (F5).
Q · 04How far back does it calculate?+
As far as the chart has data loaded. Max Days To Load sets an upper limit for the calculation; asking for more days than the chart holds simply uses what is there.
Q · 05Can I get an alert when price reaches a level?+
Yes, and separately for every level. Each of the twenty-three levels has its own switch, its own .wav file and its own spoken text. You choose whether it fires once per bar or repeats every few seconds, which of the bar's OHLC points counts as the reference, and whether the bar has to be finished.
Q · 06Which NinjaTrader version does it need?+
NinjaTrader 8 on Windows. SidiVolumeLevels installs as a NinjaScript add-on and runs inside your own NinjaTrader instance, on your own data connection.
Q · 07What do I get in the free demo?+
Fourteen days of the full version of every Sidi tool, SidiVolumeLevels included. The demo expires on its own; continuing is a separate, deliberate step.

Read more

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Session Volume Profile NinjaTrader Setup

Configure a session volume profile in NinjaTrader 8 to track VPOC, value area, developing distribution, and order flow at every price level with precision.

VPOC Versus Session POC and What Each Shows

VPOC versus session POC is a scope question. Learn how profile boundaries, developing volume, migration, and acceptance sharpen futures chart daily context.

See it on your own chart.

SidiVolumeLevels is unlocked in the free 14-day demo, together with every other Sidi tool for NinjaTrader 8.

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