How to Code a Volume/Market Profile and TPO Description
How to Code a Volume/Market Profile and TPO is a course on coding your own market profile for NinjaTrader 8, a volume profile and a TPO profile. Why buy a profile if you can build your own? On a chart, a profile looks simple. The real work is in the data: collecting it, grouping it, and drawing it with custom rendering, and that's what I explain here in detail, step by step. To be upfront, the volume profile gets most of the time, seven of the ten lessons, and the TPO profile is covered in the last three.
What's inside. Three hours, 10 lectures in two parts, with the resources at the start. The Volume Profile part begins with getting started and collecting the data into regions. It then analyzes that data for a 1 tick profile and plots it using custom rendering. Next you group the price data into volume strips, calculate the POC and the value area, and plot the bars of the profile. The TPO Market Profile part has its own getting-started lesson, then analyzes the data to fill the market profile with letters, and finishes by plotting the TPO profile.
What you'll be able to do. You'll understand how the data behind a profile is collected and analyzed, and you'll be able to build your own volume profile, from a 1 tick profile to bars grouped into volume strips. You'll know how to calculate the point of control (POC) and the value area, how to draw a profile with custom rendering, and how to plot the letters of a TPO market profile. You finish with a fully working volume profile and TPO profile whose code you can change.
Who it's for. Traders who use profiles and want to know exactly how they're built, and NinjaScript coders who would rather build their own profile than buy one. The course leans on custom rendering and data calculations, so it suits you best if you already know some NinjaScript.
Why it still matters with AI. AI like Claude can write a profile indicator now, but when the POC lands on the wrong price or the drawing breaks, you need to know how NinjaTrader gives you the data, how to group it and how custom rendering draws it. That's exactly what this course teaches. Everything in the course is coded on screen, step by step. My advice is the same as always: type it yourself as you watch rather than copy it, then use AI like Claude to explain, check or extend what you built. That's how it sticks. Enjoy the course!