Acme Volume Profile – New Instruments, Better Session Control, Composite Styling

Folks, it’s been a long time coming (or at least it feels that way to me), but I’ve really cleaned up the session handling capabilities of the Acme Volume Profile Pack 3.0.11. In previous releases it worked well, but it really was developed for trading the senior equity indexes which are my main instruments.

Well, the response to the Acme Volume Profile pack has been way, way, way beyond what I expected and y’all are using it on all kinds of instruments that I rarely, if ever, trade. Because you, the Acme loyal, have been so, er, loyal, I’ve invested time in making the session handling more flexible, consistent and (I think) a little easier to understand and configure.

In a nutshell, here is how session template handling works as of 3.0.11:

  • If you are profiling the ES, NQ or YM and using NinjaTrader’s built-in CME US Index Futures RTH/ETH templates basically your universe remains the same. You probably already have everything set up the way you want. Still, you may want to keep reading just in case…
  • If your instrument has both an ETH and an RTH session template (or you create custom ones yourself), you have your choice of combined or split profiles. You control whether you want the Acme VP to run in combined or split mode simply by the templates you select as the default session template for that instrument in combination with the session template you use on your chart.

For example, say you are a 6E trader and you want to have split profiles – one profile for the ETH session and one for the RTH session when you use the ETH session template on your chart.

NOTE: Even if you trade something other than the 6E, the process is the same. Only the names of the session templates will differ.

You’d do the following:

  1. From the Control Center window, click Tools > Instrument Manager…
  2. Search for the 6E contract, select it and click Edit.
  3. Set the default session template to CME FX Futures RTH, like so:
    6E - Default Session
  4. Click OK to save your change, then close the Instrument Manager.
  5. Create a new 6E chart, making sure you select the CME FX Futures ETH session template:
    6E - Data Series Settings
  6. Add the Acme Volume Profile to your new chart, and you should see two profiles per session, very similar to this:
    6E - Split Sessions
  7. Using the same 6E default instrument settings, you can just switch the chart to the RTH session for RTH-only profiles:
    6E - Data Series Settings RTH… and your chart should then look like so:6E - Data Series RTH

Now that we’ve covered how to set up split profiles, what about combined? It’s pretty much the same as above:

  1. Again, from the Control Center, click Tools > Instrument Manager
  2. Find the 6E and click Edit. Set the default session template to CME FX Index Futures ETH, save the changes and close the Instrument Manager.
  3. Open a new 6E chart, select the CME FX Index Futures ETH session template for that chart and add the Acme Volume Profile to it. You should be seeing something like this, with one profile per session:… and when the chart is using the CME FX Index Futures RTH mode:6E - Combined RTH

Again, the process is the same for all your instruments. All you have to do to get things how you want them is to set it once, then forget it.

Here now is an amended list of instruments known to work with the Acme Volume Profile:

  • ES
  • NQ
  • YM
  • TF
  • CL
  • 6E
  • DX
  • ZB
  • FDAX
  • GL
  • SI
  • HG

It’s now likely that even if your instrument is not on the list above, it’ll work too.


Acme Volume Profile Composite

Now, lastly, there is one additional style option available in the Acme Volume Profile Composite. And that is you how can choose between outlined and solid styles for each composite.

Its a simple addition that, again, helps you make your charts your own. Outlined:

Acme Composite - Outlined… and the same profile dressed as a solid:

Acme Composite - Solid

Even more choice is now yours, so head on over and grab it here. And, of course, trade ’em well…

0 replies
  1. Nash
    Nash says:

    Maybe its just me but the lines for Open, IB etc are too small to see on a white background. Any chance you could afford the ability to set the line widths?
    And while I am here, maybe as a future feature, suggest to provide a dynamic profile instead of the current static where it sits at the far end. With a dynamic profile, one gets to see as to how the profile develops as you scroll the chart in time. The profile also gets anchored to the side of the session (presently it falls off out of view). This is great for study and review of price action at areas of interest.
    Honestly, it is great as is but just thought will share my humble opinions.

    • El Duque
      El Duque says:

      I’ve thought about the line widths feature already. That one I’ll add in a future release. The dynamic profile idea is interesting eye candy, but adds way more complexity than it’s worth and would be a monster performance hit. If you want to watch a profile develop after the fact, I’d suggest trying Ninja’s market reply feature.

      As for the profile being out of view, set the right margin to something larger in the chart properties, or just grab the chart and scroll it to the left. Yet a third option is switching the way the profiles face in the AVP properties. All those options ensure the current profile is in view.

      Good suggestions, as always. You have the eagle eye. You sure you’re not a QA engineer? ;-}


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