Create Volume Profile Indicator for NinjaTrader and TradingView (with POC, VAH, VAL, and Extended Lines)

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Hello,
Hope you are doing well.
I need urgent help with a project, and if done successfully, there will be long-term work available.

Requirements:

  1. Accurate POC Calculation:

  • Identify the POC (Point of Control) as the price level with the highest traded volume within a selected session or time range.

  • Allow users to select volume source: trade volume, tick count, or bid/ask volume.

  1. Correct Value Area Calculation (68%):

  • Calculate and display Value Area High (VAH) and Value Area Low (VAL) covering 68% of the total volume, centered correctly around the POC.

  1. Configurable Inputs:

  • User input for session/time range selection.

  • Volume source selection (trade volume, tick count, bid/ask volume).

  • Option to display only the POC or the full profile (POC + VAH/VAL).

  1. Visual Rendering on Chart:

  • Draw a horizontal line for the POC (red).

  • Draw horizontal lines for VAH and VAL (blue or user-defined color).

  • The indicator must be lightweight, fast, and not clutter the chart.

  1. Extended Lines Feature:

  • After drawing a range on the chart, the volume profile should display with 5 important levels, and these lines should extend into the next day’s session.

Platforms:

  • NinjaTrader (NinjaScript)

  • TradingView (Pine Script)

Reference:
Attached is a volume profile example from TradingView for the expected output.


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