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AK FlowBook for NinjaTrader 8Getting startedAK FlowBook for NinjaTrader 8 (v5.6): OverviewRequirements: platform, data feed and market dataInstall AK FlowBook in NinjaTrader 8Quick start: your first 5 minutesThe FlowBook toolbar: every button explainedChart componentsDelta: aggressive buying minus selling per candleBig trades, Smart roles and BT2 single ordersIcebergs: hidden size that keeps refillingLevels: volume profile, naked levels and VWAPsSession levels: Asia, London, overnight and New YorkCandle volume filters: five tiers inside each candleMBO Price Map: the order book, order by orderMarket context panel: what each row meansOrder-flow event labels: what each code meansInfo line, banners and data healthAlerts: delta and candle volumeSettingsSettings referenceGuidesGuide: reading absorption with AK FlowBookGuide: watching price at HVN and LVN levelsGuide: session highs and lows as levels to watchGuide: using futures levels as a XAUUSD CFD traderHelpTroubleshootingFrequently asked questions
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Levels: volume profile, naked levels and VWAPs

On this page
Volume profile levelsHVN and LVNVWAPs and bandsValue migrationThe label columnColorsHow to read itSettings

The LVL layer draws the prices where the market did most of its business: volume profile levels and VWAPs for the day, the week and the month. These are computed from traded volume, not drawn by hand.

Profile levels, VWAPs and the label column on a GC chart
Profile levels, VWAPs and the label column on a GC chart

Turn the layer on or off with LVL on the toolbar.

Volume profile levels

A volume profile counts how much traded at each price over a period.

LevelMeaning
POCPoint of control: the price with the most volume in the period.
VAHValue area high: the top of the range where most of the period's volume traded.
VALValue area low: the bottom of that range.

AK FlowBook draws these for three timeframes:

  • Developing levels for the current day, week and month. They move as the period trades. The POC line is 3 px, VAH and VAL are 2 px.
  • Finished levels from past periods, drawn as segments over the period they belong to.
  • Previous day (PD) and two days ago (P2D) POC, VAH and VAL.
  • Naked levels: a past POC, VAH or VAL that price has not touched since. A naked level is extended to the right as a dashed line until price touches it.

HVN and LVN

Inside each profile, AK FlowBook finds the strongest volume nodes.

  • HVN (high volume node): a price area where a lot traded. The market accepted these prices.
  • LVN (low volume node): a price area where little traded. Price moved through quickly.

It draws the 2 strongest of each per profile, as dashed lines, labeled by rank: D HVN1, W LVN2. See the guide Watching price at HVN and LVN.

VWAPs and bands

VWAP is the volume-weighted average price of a period.

  • Daily, weekly and monthly VWAP, drawn as a 4 px center line.
  • Bands at ±1σ and ±2σ (standard deviations), drawn as 1 px lines.
  • Previous-period VWAP paths.
  • Naked previous VWAPs: a previous VWAP that price has not touched since, labeled for example PRE D VWAP.

The label column names the VWAP and its 1σ bands: M VWAP, M VWAP U1 (upper), M VWAP L1 (lower). The ±2σ bands are drawn but have no label.

Value migration

Value migration compares where value is now with where it was. The VALUE MIG row of the market context panel shows it for each timeframe, for example D↑ W↓ M→: daily value moving up, weekly value moving down, monthly value flat.

The label column

Labels sit in a column at the right edge of the chart, stacked so they do not overlap.

Label partMeaning
D, W, MDay, week, month
POC, VAH, VALThe profile level
VWAP, U1, L1VWAP, upper 1σ band, lower 1σ band
HVN1, LVN2Strongest high or low volume node, with its rank
PDPrevious day, for example PD POC
P2DTwo days ago, for example P2D VAH
ND3A naked daily level from further back, for example ND3 VAL
N D, N W, N MNaked daily, weekly or monthly level, for example N W POC
PRE D VWAPA previous daily VWAP that is still naked

When two levels of the same timeframe share a price, they merge into one label, such as D POC/VAH. When naked levels share a price, they join with + , such as N D POC + N W POC. The column shows up to 16 naked level labels and 6 naked VWAP labels.

Colors

TimeframeColor
DayBlue
WeekYellow
MonthWhite

Naked level lines are 2 px and dashed. Weekly VAH and VAL use a dashed style.

How to read it

  • Value edges (VAH and VAL) are where the market decides between acceptance and rejection. Watch whether price holds outside value or returns inside.
  • A naked level is a price the market has not revisited. Many traders watch these as levels to watch.
  • A merged label shows that several levels sit at one price. Note which timeframes meet there.
  • Combine levels with order flow: what delta, big trades and the map show when price reaches a level is the context.

Settings

SettingGroupDefault
Levels (POC/VAH/VAL/VWAP/HVN...)00 Chart ViewOn
Show Daily / Weekly / Monthly Profile Levels05 Levels & ContextOn
Show Daily / Weekly / Monthly VWAPs05 Levels & ContextOn
Show Clear Level Labels05 Levels & ContextOn
Show Previous Day VAH / VAL / POC (PD)05 Levels & ContextOn
Show 2nd Previous Day VAH / VAL / POC (P2D)05 Levels & ContextOn
Show Naked Profile Levels05A Advanced LevelsOn
Show HVN / LVN05A Advanced LevelsOn
HVN/LVN Nodes Per Profile05A Advanced Levels2
Show VWAP 1-Sigma Bands, Show VWAP 2-Sigma Bands05A Advanced LevelsOn
Show Value Migration Labels05A Advanced LevelsOn
Level Label Font Size05C Level Appearance12
Level Label Width Pixels05C Level Appearance130
Profile VAH / VAL Line Width, POC Line Width, Naked Level Line Width05C Level Appearance2, 3, 2
Monthly, Weekly, Daily Profile / Level Color05C Level AppearanceWhite, Yellow, Blue
Tip: Weekly and monthly levels need enough history on the chart. Load more days if they are missing.
PreviousIcebergs: hidden size that keeps refillingNextSession levels: Asia, London, overnight and New York

Education only. Not financial advice. Trading futures and CFDs carries a high risk of loss.