Welcome to the Traders Laboratory Forums.
Coding Forum Collaborate, receive help, or discuss coding related issues.

Reply
Old 11-26-2009, 01:43 PM   #17

Join Date: May 2007
Location: Richmond Hill
Posts: 12
Ignore this user

Thanks: 0
Thanked 0 Times in 0 Posts



Re: Market/Volume Profile Indicator on Tradestation

Thanks garp and Crazynas for replying. This was probably not the correct thread to make this inquiry. As for posting the code TPO Pro6.0b, it is pretty much the same as TPO Pro5 and that has been posted to Traders Lab a few times already. If one can't change that to a weekly or multi day profile then it can't be done to TPO Pro6 either. I have some coding experience i.e I created all of Dr Elder's indicators for myself but the TPO is complicated and because I don't know all the limitations of TS or MCharts I don't even know if a weekly MP is possible. Before I spend many days (spent a few hours already) going through the code I would like to know that it is at least possible.

The TPO Pro 5 can be easily modified to show developing POC and Value areas even if you don't understand 80% of the code.

I went to that site garp and even there it was not clear to me whether or not they can do multi day compressed MP.



Z
zardoz is offline  
Reply With Quote
Old 11-26-2009, 01:59 PM   #18

Tams's Avatar

Join Date: Sep 2008
Location: Geelong
Posts: 3,581
Ignore this user

Thanks: 2,025
Thanked 1,400 Times in 860 Posts



Re: Market/Volume Profile Indicator on Tradestation

it's only numbers.

if you can imagine it,
you can code it.
__________________


..........This is a terribly difficult question to answer. The only satisfactory answer is: "It depends"...
Tams is offline  
Reply With Quote
Old 11-26-2009, 02:01 PM   #19

Join Date: Oct 2007
Location: Pesaro
Posts: 25
Ignore this user

Thanks: 2
Thanked 5 Times in 5 Posts



Re: Market/Volume Profile Indicator on Tradestation

Quote:
Originally Posted by zardoz »
Thanks garp and Crazynas for replying. This was probably not the correct thread to make this inquiry. As for posting the code TPO Pro6.0b, it is pretty much the same as TPO Pro5 and that has been posted to Traders Lab a few times already. If one can't change that to a weekly or multi day profile then it can't be done to TPO Pro6 either. I have some coding experience i.e I created all of Dr Elder's indicators for myself but the TPO is complicated and because I don't know all the limitations of TS or MCharts I don't even know if a weekly MP is possible. Before I spend many days (spent a few hours already) going through the code I would like to know that it is at least possible.

The TPO Pro 5 can be easily modified to show developing POC and Value areas even if you don't understand 80% of the code.

I went to that site garp and even there it was not clear to me whether or not they can do multi day compressed MP.



Z
How do you convert TPO to Volume profile ?
Which part of the code ?
If you share with us some informations, maybe we can help each other .
Crazynasdaq is offline  
Reply With Quote
Old 11-26-2009, 02:24 PM   #20

Join Date: May 2007
Location: Richmond Hill
Posts: 12
Ignore this user

Thanks: 0
Thanked 0 Times in 0 Posts



Re: Market/Volume Profile Indicator on Tradestation

I did not convert the TPO to Volume. What I do is put the TPO on a vol bar chart. The more vol there is at any price the more bars are created and counted. The results match up very well with the e-signals.

The TPO ELD gives you the 70% (value Area) and the POC so if you put it on a vol bar chart you get these values for volume. Lower the vol per bar more accurate the results.

The magenta lines in the second pic show the developing VAH/L. The dotted magenta line shows POC.

Z
Attached Thumbnails
Market/Volume Profile Indicator on Tradestation-mp9.jpg   Market/Volume Profile Indicator on Tradestation-mp10.jpg  

Last edited by zardoz; 11-26-2009 at 02:30 PM. Reason: added pics
zardoz is offline  
Reply With Quote
Old 11-26-2009, 02:40 PM   #21

Join Date: Aug 2007
Location: Moscow
Posts: 22
Ignore this user

Thanks: 6
Thanked 2 Times in 2 Posts



Re: Market/Volume Profile Indicator on Tradestation

Quote:
Originally Posted by zardoz »
I went to that site garp and even there it was not clear to me whether or not they can do multi day compressed MP.



Z
Yes, it plots weekly and monthly VP and MP.
garp is offline  
Reply With Quote
Old 12-11-2009, 07:21 AM   #22

Join Date: Dec 2008
Location: Point Of Control
Posts: 7
Ignore this user

Thanks: 0
Thanked 1 Time in 1 Post



Re: Market/Volume Profile Indicator on Tradestation

Hi Guys,

Very Interesting discussion, I have a TS market profile indicator that also do volume profile. It gives accurate VAH POC and VAL.
It allows Long term profiles so You can apply it almost every timeframe including the weekly .The code is open . I can share it against another MP/VP indicator. If any interest reply to me her here or by PM and show me a screenshot of what you want to share.

Have a good trading day everyone.

FT
FunkyTrader is offline  
Reply With Quote
Old 12-11-2009, 03:11 PM   #23

Join Date: May 2007
Location: Richmond Hill
Posts: 12
Ignore this user

Thanks: 0
Thanked 0 Times in 0 Posts



Re: Market/Volume Profile Indicator on Tradestation

Thanks for the offer, but where are your pics? Did I miss seeing the the attachment?
What are you looking for?

Z
zardoz is offline  
Reply With Quote
Old 03-21-2010, 05:26 PM   #24

Join Date: Mar 2010
Location: san mateo
Posts: 1
Ignore this user

Thanks: 0
Thanked 0 Times in 0 Posts



Smile Re: Market/Volume Profile Indicator on Tradestation

Hi Zardoz:

Could you please help me better understand how you set up the volume histogram? I do have TPO Pro5 but from there I don't know how to show a single vertical (not horizontal) volume histogram such as the one you showed in the attachment.

Does TPO Pro6.0b do that? If so, where can I find it? I've tried to locate it but no success

Thanks!
arorts is offline  
Reply With Quote

Reply

Thread Tools Search this Thread
Search this Thread:

Advanced Search
Display Modes


Similar Threads
Thread Thread Starter Forum Replies Last Post
Any Tradestation Market Profile Indicator? agabr Coding Forum 6 08-12-2011 06:23 PM
Better Volume Indicator and Tradestation pa18 Forex Trading Laboratory 33 06-25-2009 10:43 PM
[Market Profile] Market profile / volume profile jfutures Technical Analysis 2 10-10-2008 11:08 AM
Profile Trend March + Market Profile Momentum spyro Coding Forum 12 10-04-2008 05:17 AM
Tradestation Volume Avg vj2651 Coding Forum 7 03-22-2007 04:16 PM

All times are GMT -4. The time now is 05:50 PM.
Copyright ©2000 - 2012, Jelsoft Enterprises Ltd.
CS to VB integration by DeskLancer
©2006-2011 Traders Laboratory, All Rights Reserved.