Acme Volume Breakdown

This one should be familiar to most volume profilers. It calculates buying vs. selling pressure for individual bars and accumulates that per-bar differential over an entire session, or longer. This is commonly referred to as a cumulative delta. Available in the EvaluationStandard, Deluxe and Pro Editions.

It has a number of interesting features:

  • The breakdown (cumulative volume delta) can be calculated and displayed using both up/downtick and bid/ask evaluation strategies in the Deluxe and Pro Editions, up/downtick only in the Evaluation and Standard editions (see bottom of page for additional details).
  • The breakdown can be displayed in 4 styles: traditional candles; OHLC bars; as a horizontal histogram; or as a colored line in the Deluxe and Pro Editions. The Standard and Evaluation Editions display only the candle style.
  • Volume Breakdown data can be exported for detailed study in the analysis software of your choice, such as Microsoft Excel®, Google Spreadsheets and others (see images below). Pro Edition only.
  • Fractals can be optionally plotted on the breakdown panel and the price panel to better monitor the conversation between price and volume.

  • An optional moving average which can be plotted over the breakdown. Useful as a visual reference against an in-progress trend in buying or selling volume. Moving average calculation choices include EMA, HMA, SMA, TMA, TEMA and WMA.
  • Choice of two modes. Continuous mode will not reset the breakdown accumulation to zero at the start of a new session, and when Continuous mode is off the breakdown will reset the delta to zero at the start of each session. Continuous mode can be useful for tracking the breakdown over longer expanses of time and across sessions.
  • Configurable colors for up/down candle bodies and wicks.
  • Supported on all NinjaTrader built-in bar types.

Acme Volume Breakdown - Candles

Acme Volume Breakdown - OHLC with Fractals

Acme Volume Breakdown - Histogram with EMA

Acme Volume Breakdown - Line

Acme Volume Balance

This one is conceptually similar to Acme Volume Breakdown, except that it does not accumulate volume deltas. Its beauty is in its simplicity -it displays the imbalance in buying and selling pressure within a single bar. The Volume Balance is especially useful Volume Impression charts and charts used for monitoring short-term price swings. Available in the Deluxe and Pro Editions only.

We think one of the best parts of the Volume Balance are it’s tails. Tails show you the range the balance traveled above and below the zero line before arriving at its final value, and are extremely useful for showing you when buying pressure succumbed to selling pressure, or vice versa, within a single bar. So while the breakdown is great for watching price vs. volume agreement and disagreement,  the Volume Balance is ideal for spotting reactions at key price levels and potential rotational reversals before they occur.

  • Volume deltas can be calculated and displayed using both up/downtick and bid/ask evaluation strategies in the Deluxe and Pro Editions, up/downtick only in the Evaluation and Standard editions  (see bottom of page for additional details).
  •  The Volume Balance data can be exported for detailed study in the analysis software of your choice, such as Microsoft Excel®Google Spreadsheets and others. Pro Edition only.
  • Choose between Delta, DeltaForce or Combined styles. Delta displays only which side of the trade was dominant and by how much. The DeltaForce style shows an adjusted delta (more info here) and the Combined style shows the total volume for a bar split by the relative strength of each side of the trade. Deluxe and Pro Editions only.
  • Visual and audio alerts on divergences that occur on new session highs or lows. On non-trending days, these are valuable reversal signals. The competition charges hundreds for just this one add-on feature! Alerts are given when price makes or is equals a new high but the balance closes negative. Conversely, another signal is given when price makes or equals a new low and the balance closed positive. Both of these conditions occur when price is being faded by the other, previously non-dominant side of the trade. Available in the Pro Edition only, see image below.
  • Visual and audio alerts for rotational divergences. Rotational divergences are less reliable than new high/low signals, but can be great at helping anticipate or confirm scalp trades in certain instruments and market conditions. Works best on fixed-quantity bars such as volume, range, tick or Renko bars. The competition charges hundreds for just this one add-on feature in addition to the charge for the new high/low signals! Available in the Pro Edition only.
  • Fully configurable colors for up/down candle bodies.

Acme Volume Balance

Acme Volume Balance - New High and Low Divergence

New High & Low Divergences

Acme Volume Balance - Rotational Divergence

Rotational Divergences