WotT Session Key Levels for NinjaTrader

A levels indicator for futures traders who work the London and New York sessions: session highs and lows, yesterday's New York range, the first 30 and 60 minutes, and the volume levels of the session, each one named at the right edge of the chart. Runs entirely inside NinjaTrader 8 — no external data, no paid add-ons.

Levels

The lines you draw every morning, already drawn

Most of a session plan is the same handful of prices: where London topped and bottomed, yesterday's New York high and low, the first half hour, the first hour, where the volume sat. Marking them by hand takes ten minutes, and the lines end up slightly different on every chart you open.

WotT Session Key Levels draws them once, from its own data:

• The same price on every chart. The levels are measured on a 24-hour, 1-minute series the indicator loads in the background. A 30-range chart and a 5-minute chart show identical numbers, and a chart set to regular trading hours only still gets its London range.
• Session times that follow the markets. London is set in London time, New York in New York time. Daylight saving is handled on both sides, including the weeks when Europe and the US are out of step. Where your PC is doesn't matter.
• One tag per event. A small bubble on the candle that opened London, on the candle that opened New York, and on the first candle that closes outside the opening range. Nothing else gets a marker.

Visual only — by design. The indicator draws lines, labels and tags. It never places, moves or cancels an order.

Flow

How it works

1. Add it to a chart

   Indicators → WotT Session Key Levels. Any intraday chart will do. The defaults fit US index futures: London from 08:00 London time, New York 09:30–16:00, a 30-minute opening range and a 60-minute initial balance.

2. It loads its own data

   On the first load the indicator fetches 1-minute bars for the days on your chart, with 24-hour trading hours. That takes a moment, and it is the reason the levels don't depend on the chart you put it on.

3. Read the right edge

   Every line is named where it ends, and today's lines carry the price. Levels at the same price share one label, such as NY H · IB H. Lines from previous days are drawn fainter so today stands out.

4. Watch the levels form

   While a window is still open its lines are dashed or dotted and move with price. When the window closes they switch to their final style and stay put. The opening-range box closes after 30 minutes, the initial balance after 60, and today's POC and value area appear 30 minutes into New York and are drawn the way they moved.

5. Switch off what you don't trade

   Every line has its own checkbox. One slider fades all lines and labels, another fades previous days.

The setup guide goes through the settings one by one, with three example setups.

Principles

Built like a trading tool, not a widget

The indicator has one job: put the session's reference prices on the chart, the same way every day. Everything else — entries, orders, risk — stays where it belongs.

Labels

What the labels mean

Every line carries a short name at its right end. These are all of them.

Features

At a glance

• London, New York and previous-session highs and lows
• Opening range (box and lines) and initial balance, both with adjustable length
• Optional initial-balance midpoint and 1.5× / 2× extensions
• Previous-session POC / VAH / VAL and today's developing POC / VAH / VAL; value-area percentage and row height adjustable
• Bubbles at the London open, the New York open and the opening-range breakout (both directions, first only, or off)
• Identical levels on every chart type and trading-hours template; they keep updating while the chart itself is outside its session
• Market time zones with automatic daylight-saving handling
• A checkbox for every line, seven line styles, opacity for all lines and for previous days, label font size, number of days shown
• Labels that share a price are merged; labels of close levels are placed so no line runs through the text
• Free — no subscription, no registration

FAQ

Common questions

Why is pdH not the high of my daily candle?

pdH and pdL are the high and low of the previous New York session, 09:30–16:00 New York time, not of the whole 23-hour futures day. If the overnight session went further, the daily candle shows a different extreme. pdPOC, pdVAH and pdVAL come from the same session.

My volume profile shows a POC a few ticks away. Which one is right?

The tick-by-tick one. This indicator estimates the profile from 1-minute bars so that it works on any data feed without extra licences. Small differences are expected; use the levels as zones.

Does it work on range, tick or Renko charts?

Yes. The levels come from the indicator's own 1-minute data, so the chart type only decides where a line starts and which candle gets a bubble. It was built and tested on range and minute charts.

My chart shows regular trading hours only. Will I get the London levels?

Yes. The lines appear at the first candle of your session, and they keep updating in the background before it.

I trade in a different time zone. Do I have to convert the session times?

No. London is entered in London time and New York in New York time; the indicator converts them for you, daylight saving included.

Can I use it on other instruments or with other session times?

All session times, the opening-range length and the initial-balance length are settings. The defaults fit US index futures, and that is where it has been tested.

The ORB bubble sits on a different candle than on my other chart.

The bubble marks the first candle of that chart that closes outside the range. A range chart and a 5-minute chart close their candles at different moments, so the tag can land a few minutes apart. The levels themselves are identical.

It is too much on a higher time frame.

Switch off the lines you don't use, lower "Lines and labels opacity", lower "Previous days opacity" or reduce "Days to show".

Does it send alerts or place orders?

No. Version 1.0 is purely visual.

WotT Session Key Levels is an informational tool. Levels are calculated from the data your platform receives and can differ between data providers. Nothing here is investment advice. Trading futures involves substantial risk of loss.

Install

Three steps

1. Download the zip

   Grab WotTSessionKeyLevels_v1.0.0.zip below. Don't unzip it — NinjaTrader imports the archive as-is.

2. Import into NinjaTrader 8

   Tools → Import → NinjaScript Add-On → pick the zip. NinjaTrader confirms the import.

3. Add it to a chart

   Indicators → WotT Session Key Levels → OK. Done — the levels appear as soon as the background data has loaded.