[Andytick]

Originally Posted by Tams »

I believe DBntina uses the mid point of the array as starting point...

1. he can save one dimension in the array... because array takes up memory !
2. faster operation
3. opening tick is the starting point... all subsequent ticks are as a plus or minus of the previous tick... therefore no need for the price data.


CLEVER !

Great TAMS !!!
So a 1 dimensional array is a clever and better solution.
Now my question is:
is the PVPVolArray[V2VolLevel] the array with all the volume at price data ? Or I've to create a new Loop to find it using the same logic ?

AndyTick

[brownmar]

[quote=Andytick;79445]Brownmar,
try to use google and search "MARKET PROFILE TPO"...........after some first links, you will find this [url=http://www.elitetrader.com.[/quote]

Tradestation has blocked that link because is illegal.
Try the link now.

[Tams]

Originally Posted by Andytick »

Great TAMS !!!
So a 1 dimensional array is a clever and better solution.
Now my question is:
is the PVPVolArray[V2VolLevel] the array with all the volume at price data ? Or I've to create a new Loop to find it using the same logic ?

AndyTick

see step #4 in post #4

try
numtostr( V2VolLevel, 0 )
text( PVPVolArray[ V2VolLevel ] )
text( StartPrice )
text( MyVolume )

[3monkeys]

Originally Posted by brownmar »

Tradestation has blocked that link because is illegal.
Try the link now.

Mark Brown. If you are the author and copyright holder, why don't you go after elitetrader (threadid=131234) and jficquette who posted the code?
They are both well known
John Ficquette - San Diego, CA | Facebook

[Andytick]

Originally Posted by brownmar »

Tradestation has blocked that link because is illegal.
Try the link now.

Surely it's illegal, but it was there until I wrote the post for everyone who search it and it is still there. The link is not blocked and it's still reachable there.
I'm sorry about tradestation, but the fault is not mine and I'm still waiting for your apology about your words.

Andytick

[BlowFish]

You have picked a good place to start with that code. Mind you I would say that I re-wrote it and sent it to Dbtina!

The way to do things is construct an array of volume and use a tick's price to index it (after suitable scaling so each change in price is '1'). That is exactly what I wrote and runs efficiently enough to process every tick. All the previous code I have seen uses messy, slow and inefficient loops. My intention was always to expand it to plot a volume profile though never got round to it.

One important idea. Again do not use loops to plot just add volume at the appropriate level when a tick arrives. If that happens to be at the mode (PVP, peak, wahtever you call it) You may need to loop through the whole array just for that tick to rescale things to the new peak. This depends on how you choose to scale in the first place and is avoidable if you use a fixed scale of n volume per x axis unit.

I have been away from TL for quite a while and have a lot of catching up to do, Once I have I'll take a proper look at what you are up to

[Andytick]

Originally Posted by BlowFish »

You have picked a good place to start with that code. Mind you I would say that I re-wrote it and sent it to Dbtina!

The way to do things is construct an array of volume and use a tick's price to index it (after suitable scaling so each change in price is '1'). That is exactly what I wrote and runs efficiently enough to process every tick. All the previous code I have seen uses messy, slow and inefficient loops. My intention was always to expand it to plot a volume profile though never got round to it.

One important idea. Again do not use loops to plot just add volume at the appropriate level when a tick arrives. If that happens to be at the mode (PVP, peak, wahtever you call it) You may need to loop through the whole array just for that tick to rescale things to the new peak. This depends on how you choose to scale in the first place and is avoidable if you use a fixed scale of n volume per x axis unit.

I have been away from TL for quite a while and have a lot of catching up to do, Once I have I'll take a proper look at what you are up to

Thanks Blowfish, your contribution will be very appreciated as one of the first developer of the PVP code.
AndyTick

[BlowFish]

As Tams points out the array index itself is used to derive the price. The days starting price starts in the middle of the array.

V2VolLevel = 5000+(Value2*(1/(minmove/pricescale)));

converts a tick to be an integer. So whether it is the ES (.25 tick) or DAX (.5 tick) this will convert it do an array index. (Don't ask me how I struggled with that!)

Edit: Another way of looking at this is V2VolLevel is an integer representing Where the tick is in the array compared to the opening tick at 5000. It's not a very well chosen name to be honest. Im not sure I have explained it well enough?