[Crazynasdaq]

Originally Posted by BlowFish »

It dosen't really need a database if you are prepared to average the volume in a bar across the prices between low and high. This is how most (if not all packages do it)

FinAlgs package for Ninja does this and it is excellent and supports both volume and time profiles. Atrader is an interesting little program too.

I wrote half the code for a volume profile in tradestation for Jperls PVP. This stores volume at each price level in an array. It only displays the peak volume. All it would require to display a histogram would be to loop through the array to display each element. I might be prepared to part with the code if anyone is up for doing the display stuff?

Hi BlowFish,
I've read many of your posts in "Trading with market statistic" from Jperl, Volume splitter and others, and I use every day your stuff.......very cool and good stuff.
I'm not very good with easylanguage, only simple things, so when I've read your post that you can create a Volume histogram simply modifying and looping the PVP indicator used for the VWAP + PVP using ADE, I've decided to write you about this.
I use Multicharts and tradestation (better Multicharts than TS), so if you could help me in coding the entire Volume histogram using tick chart and ADE, I will thank you all the life......and I post all the charts or all what your code display here
Sorry for my not good english, but I'm italian and not very good in english writing.
Thanks and Regrads

CraZyNasdaQ

[BlowFish]

Hi Crazy thanks for the kind words. it is a fairly straightforward task but would still require a fair amount of work. All the information you have is there it's already in the array. It's simply a matter of displaying it. That is not really hard just a bit fiddly. At the moment I don't really have the time to undertake it.

[Crazynasdaq]

Originally Posted by BlowFish »

Hi Crazy thanks for the kind words. it is a fairly straightforward task but would still require a fair amount of work. All the information you have is there it's already in the array. It's simply a matter of displaying it. That is not really hard just a bit fiddly. At the moment I don't really have the time to undertake it.

Thanks a lot again BlowFish.
I'll try to make it on my own and if I reach a good target, I'll post it here for everybody, in honor of your work.

Thanks again

[shrike]

hi
crazynasdaq ->Tick Data Processing

if i've understood well you take free stuff and after sell them ??? mmmhhh

[Crazynasdaq]

Originally Posted by shrike »

hi
crazynasdaq ->Tick Data Processing

if i've understood well you take free stuff and after sell them ??? mmmhhh

Hi Shrike,
You have not understood well. I've made a packet of indicators and then I lease them, but only those that I've made myself like the Volume Profile, the Volume Control Panel, the Volume Force index, The Volume Pressure, the Volume acceleration and others little but useful stuff. The others, the ones that everyone can find on the web is free, so you did not understand well. I'm sorry, but you are wrong.

CrazyNasdaq

[zardoz]

I have used a modified version of TPO Pro6.0b on a volume and time chart to get a pretty good market profile going. It even shows the developing VAH, VAL and POC. What I'm looking for however is an indicator that can give me the MP of the week and not just the day or intraday. I want the volume distribution of the entire week, not each day separately. Does anyone know if this has been done on TS or MultiCharts?

Thanks

Z

[Crazynasdaq]

Originally Posted by zardoz »

I have used a modified version of TPO Pro6.0b on a volume and time chart to get a pretty good market profile going. It even shows the developing VAH, VAL and POC. What I'm looking for however is an indicator that can give me the MP of the week and not just the day or intraday. I want the volume distribution of the entire week, not each day separately. Does anyone know if this has been done on TS or MultiCharts?

Thanks

Z

Hi Zardoz, maybe I know how to modify it to build a weekly Voume profile or a monthly or custom, because I've already done with the PVP indicator of DBntina and Blowfish.
But you should share with us your code if you would like to recieve some support, considering that you have posted this request in a thread where we are trying to build a daily volume profile.

CrazyNasdaq

[garp]

This one works well in EL: Market Profile
It includes Volume and Market Profiles. Quite expensive. But you could put some efforts to open the source code in order to understand methodology.