TradingView Liquidity Flow Surge Profile [ChartPrime] Conversion to NinjaTrader 8

ChartPrime’s Liquidity Flow Surge Profile takes the volume-profile concept and renders it as a flowing thermal heatmap on the price panel. Twenty-five bins span the lookback’s price range; each bar’s volume is attributed to the bin its close falls into; bin opacity scales with volume share. The hottest bins glow; the coldest fade out below a sensitivity floor.

On top of the heatmap, the indicator runs a liquidation-surge engine. When the current bar’s volume relative to its 500-bar peak exceeds 40%, a labeled surge bubble drops above (Short Liquidation, on bull bars) or below (Long Liquidation, on bear bars). Bubble size and opacity scale with the relative-volume bucket. A 2 × 2 SharpDX dashboard top-right tracks the most recent surge.

This post is the NinjaTrader 8 conversion. The full source compiles standalone in indTradingView/, renders the heatmap and bubbles directly on the price panel, and is yours to download as a NinjaScript Archive.

Original Pine Script: Liquidity Flow Surge Profile by ChartPrime
License: Mozilla Public License 2.0 (MPL 2.0)

🆚 What Makes Liquidity Flow Surge Profile Different

Standard volume profile is a static histogram on the side of the chart. Useful, but it says nothing about when volume happened — only how much hit each level. Liquidity Flow Surge Profile is dynamic: each bar carries its own profile snapshot, so the heatmap actually flows with history. Recent volume hot zones glow brightly; older zones cool off, with the visible heatmap reflecting the actual time-evolution of the volume distribution.

Profile depth as a regime selector. Short = 150 bars, Medium = 350, Long = 700. Each represents a different liquidity-context window — short for intraday, long for swing-context.

Liquidation surges, not just volume spikes. The surge engine doesn’t fire on every high-volume bar — it fires on bars where volume / 500-bar high ≥ 0.4, paired with a Short Liquidation label on bull bars and a Long Liquidation label on bear bars. The interpretation is asymmetric: a sharp bull bar with surge volume isn’t ‘buyers buying’ — it’s ‘shorts being liquidated.’ The label naming reflects that.

Quantized-alpha palette. The heatmap uses a 21-bucket pre-computed alpha brush palette so per-bar rendering doesn’t allocate ~12,500 brushes per frame across the visible window. The visual is identical to a continuously-shaded heatmap; the cost is a fixed 21-brush table built once per render-target lifecycle.

⚙️ Settings

Liquidity Flow Surge Profile exposes its inputs in three property groups: the Profile (depth + base color), the Liquidation Bubbles (toggle + Short / Long colors), and the Dashboard (toggle + label text size).

Profile

Liquidation Bubbles

Dashboard

🧠 How It Works

Each bar runs the volume-profile binning, the per-bar profile snapshot, and the surge-engine evaluation.

1. Lookback window. Map ProfileDepth → window: Short=150, Medium=350, Long=700. Highest-high and lowest-low across the window define the bin range. Bin height = (high − low) / 25.
2. Volume binning. For each bar in the lookback, find the bin its close falls into and add the bar’s volume to that bin’s accumulator. Highest-volume bin = POC.
3. Per-bar snapshot. The current bar’s priceHigh / priceLow / 25 bin intensities are written to Series<double> snapshots so the heatmap can flow with history. Without snapshots, the live bar’s profile would paint across all visible bars (Pine’s default, but visually misleading).
4. Heatmap render. For each visible bar j, look up the snapshot, then for each bin paint a SharpDX FillRectangle spanning the bin’s price range and one bar’s pixel width. Brush is selected from a 21-bucket alpha palette by intensity = binVolume / maxBinVolume. Bins below sensitivity 0.5 use the lowest-alpha bucket — ‘cold zones.’
5. Surge engine. Compute relativeVolume = currentVolume / max(volume, 500-bar). If ≥ 0.4, fire a surge. Bull bar (close > open) → ‘Short Liquidation’ label above the high. Bear bar → ‘Long Liquidation’ below the low.
6. Bubble sizing. Bubble label font size and opacity bucket scale with the relative-volume value, so a 0.4 surge prints as a small faint label and a 0.95 surge prints as a large saturated one.
7. Dashboard. Top-right 2 × 2 SharpDX HUD shows the most recent surge type and its volume. Refreshes only on a new surge.

The indicator is non-repainting: profile binning and surge detection both use closed-bar volume only. The current-bar ‘near’ bin is rendered transparent so the live candle isn’t obscured by the heatmap.

🛠️ Using It in a Strategy

Liquidity Flow Surge Profile is a chart-decoration indicator — it renders heatmap + bubbles + HUD but exposes no Series<> outputs. A strategy that wants to fade liquidation surges (the canonical use case — surges often mark short-term exhaustion) runs the same volume / 500-bar-high check independently. Keep the indicator on the chart for the visual confirmation while the strategy acts on the same primitive.

Below is the lifecycle: instantiate MAX(Volume, 500) in State.DataLoaded, then in OnBarUpdate watch for the surge condition.

private LiquidityFlowSurgeProfile lfsp;
private MAX vol500;

protected override void OnStateChange()
{
    if (State == State.SetDefaults)
    {
        Name = "LiquidityFlowSurgeProfileStrategyExample";
    }
    else if (State == State.DataLoaded)
    {
        // Visual companion only.
        lfsp = LiquidityFlowSurgeProfile(
            LiquidityFlowSurgeProfile_Depth.Long,
            true,
            true,
            LiquidityFlowSurgeProfile_TextSize.Normal
        );

        // Strategy-side surge detector — same threshold the indicator uses.
        vol500 = MAX(Volume, 500);
    }
}

protected override void OnBarUpdate()
{
    if (CurrentBar < 510) return;

    double relativeVolume = vol500[0] > 0 ? Volume[0] / vol500[0] : 0.0;
    bool surge = relativeVolume >= 0.4;
    if (!surge) return;

    bool bullBar = Close[0] > Open[0];
    bool bearBar = Close[0] < Open[0];

    // Fade the surge: liquidation often marks short-term exhaustion.
    if (bearBar && Position.MarketPosition != MarketPosition.Long)  EnterLong();
    if (bullBar && Position.MarketPosition != MarketPosition.Short) EnterShort();
}

private LiquidityFlowSurgeProfile lfsp;
private MAX vol500;

protected override void OnStateChange()
{
    if (State == State.SetDefaults)
    {
        Name = "LiquidityFlowSurgeProfileStrategyExample";
    }
    else if (State == State.DataLoaded)
    {
        // Visual companion only.
        lfsp = LiquidityFlowSurgeProfile(
            LiquidityFlowSurgeProfile_Depth.Long,
            true,
            true,
            LiquidityFlowSurgeProfile_TextSize.Normal
        );

        // Strategy-side surge detector — same threshold the indicator uses.
        vol500 = MAX(Volume, 500);
    }
}

protected override void OnBarUpdate()
{
    if (CurrentBar < 510) return;

    double relativeVolume = vol500[0] > 0 ? Volume[0] / vol500[0] : 0.0;
    bool surge = relativeVolume >= 0.4;
    if (!surge) return;

    bool bullBar = Close[0] > Open[0];
    bool bearBar = Close[0] < Open[0];

    // Fade the surge: liquidation often marks short-term exhaustion.
    if (bearBar && Position.MarketPosition != MarketPosition.Long)  EnterLong();
    if (bullBar && Position.MarketPosition != MarketPosition.Short) EnterShort();
}

The example below fades the surge: bear-bar Long Liquidation = enter long, bull-bar Short Liquidation = enter short. Use it in a stand-alone strategy or layer it on top of a trend-filter signal.

Public Outputs

🔄 Conversion Notes

A few things changed in the translation from Pine Script to NinjaScript:

Per-bar profile snapshots. Pine’s plot()-based profile renders the latest bar’s profile across the entire visible window — visually misleading because the historical profile actually evolves bar-by-bar. The conversion stores priceLow / priceHigh / 25-bin intensity per bar in Series<double> snapshots so the heatmap genuinely flows with history.

Quantized 21-bucket alpha palette. A continuous-alpha render would allocate roughly 12,500 brushes per frame across the visible window (500 bars × 25 bins). The conversion pre-builds 21 alpha buckets in 0.05 increments at render-target setup and indexes into them by intensity — same visual, fixed allocation cost.

SharpDX FillRectangle per visible bin. Pine’s 25 stacked-fill plots are replaced with one SharpDX FillRectangle per bin per visible bar in OnRender. Cleaner geometry, fewer plots, and the heatmap can use the per-bar snapshot above without needing 25 separate Series<double> on the plot stack.

Bubble sizing via SharpDX TextFormat. Pine’s label.size family (size.tiny, size.small, etc.) maps to a SharpDX TextFormat sized by the relative-volume bucket. Five buckets, five fonts, all built once per text-size change.

Dashboard via SharpDX HUD. Pine’s table with the most-recent-liquidation summary becomes a 2 × 2 SharpDX HUD at top-right. Cell brushes follow the bubble-color setting so the dashboard color matches the most recent surge.

📦 Download

The full source is available as a free NinjaScript Archive. To install:

1. Download the .zip file below.
2. In NinjaTrader 8, go to Tools → Import → NinjaScript Add-On.
3. Select the downloaded .zip file.
4. The indicator will appear under Indicators → indTradingView → Liquidity Flow Surge Profile [ChartPrime] on your chart.

📊 Chart Example

Liquidity Flow Surge Profile on a 1-minute chart with default settings (Long depth = 700 bars). The 25-bin volume heatmap glows brightly at high-volume price levels and fades through cold zones. Liquidation surge bubbles drop above bull bars and below bear bars when relative volume exceeds 40% of the 500-bar peak. The top-right HUD shows the most recent surge type and volume.

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The original Pine Script™ code is by ChartPrime and is licensed under the Mozilla Public License 2.0 (MPL 2.0). This NinjaTrader 8 adaptation is by MyDailyTake.com. The use of ChartPrime’s name or adapted code does not imply endorsement by the original author.