NC Order Flow Profile Description
NC Order Flow Profile is an order flow volume profile indicator for NinjaTrader 8, and it comes with the full C# source code. I wanted to see inside every bar: where the volume traded and who was more aggressive at each price. So each candle gets its own small profile right next to it. The honest part: profiles are built from trades as they happen, so historical bars need Tick Replay switched on.
How it works. Every trade goes into a price row; Granularity Ticks (1 by default) sets how many ticks make one row, so you can group prices on big range bars. A trade at or above the ask counts as buying, at or below the bid as selling, and one in between is added to both. The row with the most volume is the POC. The value area grows from it two rows at a time toward the side with more volume, until it holds VA Volume % of the bar's volume (70 by default). A row is a buy imbalance when its buying is at least Buy Imbalance % of its selling (300, so three times as much), and a sell imbalance the other way round with Sell Imbalance % (also 300).
What you see. The indicator draws its own candles in Up Bar Color and Down Bar Color, each with its profile on a shaded box beside it. Rows are colored POC (white), buy imbalance (dark slate gray), sell imbalance (orange) or normal (gray), and a VA Color outline marks the value area. Value Area Box Mode draws it Always (the default), or only when the bar's volume is higher, or lower, than the previous bar's. A strip at the bottom shows each bar's delta (buying minus selling) with three numbers: delta as a percent of volume, the volume, and the delta. It widens the bar spacing to at least 100 so profiles fit, and calculates on each tick.
How to use it. Watch where the POC sits in the bar and where imbalances stack at its top or bottom. Raise Granularity Ticks on large bars, and raise the imbalance percentages to see only the strongest rows. POC, VAL and VAH are also plots a strategy can read.
Make it yours. Use it as is, learn from the code, or change it yourself or with AI like Claude. You could add diagonal imbalances, an alert on stacked imbalances, or a strategy that trades around the exposed value area. The data part (trades into rows, value area) is kept apart from the drawing, so it's an easy base to build on. Have some good trades!
