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LegToLegDeltaProfile is a high-performance NinjaTrader 8 overlay indicator that plots a delta-by-price profile directly on your chart, either for the current session or for a rotation-defined “leg” (classic leg-to-leg style). It uses a 1-tick secondary series (Tick Replay compatible) to approximate buy/sell pressure via bid/ask classification (with tick-rule fallback), then builds a clean, compact profile aligned to price.
Key features:
- Delta Profile (by price): shows net buying/selling pressure per tick.
- Two modes: SessionCurrentDay or rotation-based LegToLeg.
- Rotation control: set rotation size in points and select rotation logic (distance from extreme vs true swing alternate).
- Optional Volume Profile: tick-based volume histogram with flexible placement.
- Chart-friendly rendering: supports right-side spacing reservations and horizontal offsets.
- WPF color pickers: standard NinjaTrader brush selectors.
