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Andytick
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Posts posted by Andytick
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Just wonder why you want ascii? Is it simply a visual appeal thing. To be honest I am not familiar with line plot functions but don't they have higher 'resolution'. Can they plot to the pixel or only to the bar? I rather like lines over ascii. Each to there own though
There are 2 reasons why I prefer ASCII:
First I know that you can plot a limited numbers of lines (trendLines) in a chart, so if I'd like to plot a daily histogram on many days, it would limit my plot.
Second it's a personal preference and in my opinion ASCII mapping like "------------" is easier to save with ADE and quicker to load as indicator than TLines, but its just my opinion.
Here form the first post 2 different resolutions using lines and ASCII:
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Not sure you really need a loop at all. Take another look at http://www.traderslaboratory.com/forums/56/building-volumeprofile-indicator-easylanguage-7073-2.html#post79526If you go for fixed scaling all you need to do is re-plot the appropriate histo bar of the array element you have just updated.
Yes Blowfish you are right.
I already have what I need. Now I'd like to find a good way to plot it using ASCII mapping as symbol to plot in a sequence of symbols, as "------" or "*****" .
Each symbol must reflect a chunk. I'm tring a way to do this.
I'm also thinking about using ADE to save the previous days Histogram in a txt file in a directory. So I can load only a few tick data or days like 2 or 3 days to calculate the last day and retrieve the others old ones by ADE.
In this way I could calculate not only a daily volume histogram, but also a weekly volume histogram, saving the past days in a directory as Txt files using ADE.
It would be a great thing and it would use only a few resources of memory and cpu loading all in a few second or moments. It wouldn't take much time to load all using ADE and I could plot the daily histogram also on a 5 minutes or N volume chart, not only on a 1 tick chart. The tick chart could be used only to generate or calculate the daily histogram, then it could be plotted on a different resolution chart using ADE.
First I have to find a good way to plot it using ASCII mapping and not Trend lines as the GKmarketprofile in the first post.
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note: if you use the CODE TAG (the # icon) instead of QUOTE TAG...you will preserve the code formating in the code window.
Sorry, You are right, I've clicked on the wrong icon and I've not noticed until now.
Sorry again
Vars: StartPrice(0), minD(0), MAXD(0), iPrice(0), jPrice(0), iVolume(0), PVPPrice(0), PVPVolume(0), MyVolume(0), TickFactor(0), TickDistance(0), PriceDiff(0); Array: VolArray[10000](0); MyVolume = Volume; // Reset Each day at the first TICK if Date > Date[1] then begin StartPrice = AvgPrice; minD = AvgPrice; MAXD = AvgPrice; iPrice = AvgPrice; For Value1 = 0 to 10000 begin VolArray[value1] = 0; END; PVPPrice = AvgPrice; PVPVolume = MyVolume; iVolume = MyVolume; END; // Calculate the value for the rest of the day past the first TICK If Date = Date[1] and StartPrice > 0 then begin Value2 = AvgPrice - StartPrice; TickFactor = (minmove/PriceScale); TickDistance = (Value2 *(1/ TickFactor)); iPrice = StartPrice + TickDistance; VolArray[iPrice] = VolArray[iPrice] + MyVolume; //this collects volume at each new tick and summ Volume with previous volume // Thsi is to identify the peak of Volume of the day and its Price level if VolArray[iPrice] > PVPVolume then begin PVPVolume = VolArray[iPrice]; PriceDiff = StartPrice - iPrice; PVPPrice = StartPrice - (PriceDiff * TickFactor); END; //identify MAX of the day and min of the day in tickFactor If iPrice >= MAXD then begin MAXD = iPrice; end; If iPrice <= minD then begin minD = iPrice; end; If VolArray[iPrice] > VolArray[iPrice][1] then begin iVolume = VolArray[iPrice]; // This identify the last iVolume end; Print(File("C:/temp/VolumeProfile.txt")," ",numtostr(date, 0)," ", numtostr(time,0)," ",numtostr(iPrice,0)," ",numtostr(iVolume,0)); END; Plot1(PVPPrice, "PVPPrice"); Plot2(PVPVolume, "PVPVolume"); -
I Must take a step back and riconsider one thing analyzing the print log file in txt format.
I don't need a loop as posted in the last 2 post, because the original code do it itself.
On each price level the code sums new volume to past volume with each new tick comes.
SO now, how to have only the last cumulative volume on a single price level and not the sequence of each single volume from the first to the last ?
How can I separate the last cumulative volume of each price level ?
Here is the code:
Vars: StartPrice(0),
minD(0),
MAXD(0),
iPrice(0),
jPrice(0),
iVolume(0),
PVPPrice(0),
PVPVolume(0),
MyVolume(0),
TickFactor(0),
TickDistance(0),
PriceDiff(0);
Array: VolArray[10000](0);
MyVolume = Volume;
// Reset Each day at the first TICK
if Date > Date[1] then begin
StartPrice = AvgPrice;
minD = AvgPrice;
MAXD = AvgPrice;
iPrice = AvgPrice;
For Value1 = 0 to 10000 begin
VolArray[value1] = 0;
END;
PVPPrice = AvgPrice;
PVPVolume = MyVolume;
END;
// Calculate the value for the rest of the day past the first TICK
If Date = Date[1] and StartPrice > 0 then begin
Value2 = AvgPrice - StartPrice;
TickFactor = (minmove/PriceScale);
TickDistance = (Value2 *(1/ TickFactor));
iPrice = StartPrice + TickDistance;
VolArray[iPrice] = VolArray[iPrice] + MyVolume; //this collects volume at each new tick and sum Volume with previous volume on each price level
// The VolArray[iPrice] is the cumulative volume at price Array
// the sequence of cumulative Volume on each price
// Not only the last cumulative Volume, but the sequence to the last
// How to have only the LAST cumulative Volume ??
// This is to identify the peak of Volume of the day and its Price level
if VolArray[iPrice] > PVPVolume then begin
PVPVolume = VolArray[iPrice];
PriceDiff = StartPrice - iPrice;
PVPPrice = StartPrice - (PriceDiff * TickFactor);
END;
//identify MAX of the day and min of the day in tickFactor
If iPrice >= MAXD then begin
MAXD = iPrice;
end;
If iPrice <= minD then begin
minD = iPrice;
end;
Print(File("C:/temp/VolumeProfile.txt")," ",numtostr(date, 0)," ", numtostr(time,0)," ",numtostr(iPrice,0)," ",numtostr(VolArray[iPrice],0));
END;
Plot1(PVPPrice, "PVPPrice");
Plot2(PVPVolume, "PVPVolume");
Suggestion will be very appreciated, Please !!!
The code will be useful to many in the forum.
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This seems better :
For iPrice = minD to (MAXD-1) begin
if AvgPrice = iPrice then
VolArray[iPrice] = VolArray[iPrice]+ MyVolume;
end;
iVolume = VolArray[iPrice]; // This is the Volume at each price level
Suggestions are well appreciated
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Here is my last code based on the Blowfish/DBntina original code about PVP loaded in 1 tick chart (load more than 1 day to make it work).
Thinking about the original code in these days I've understood some things ( late is better than never).
1) They start in the middle of the array because the function on which the array is based, can't have a negative value (V2VolLevel can be negative). The code logic base the prices levels on the starting value adding or subtracting N tick factor and referring to each price level the Volume .
ORIGINAL CODE:
If date = date[1] And StartPrice > 0 Then Begin
Value2 = AvgPrice - StartPrice;
V2VolLevel = 5000+(Value2*(1/(minmove/pricescale))); //this value can be negative so they start the count in the positive middle of the array
PVPVolArray[V2VolLevel] = PVPVolArray[V2VolLevel] + MyVolume;
In this way the code is quick to load even in a tick chart because the price is + or - from the starting tick (AvgPrice) on each new tick .
Now the origianl code calculate very weell the single PVP Volume and single PVP price level, but I've to calculate the Volume to each price level so I need a Loop anyway.
"I've changed some names to the variables " and some logic in the code.
Vars: StartPrice(0),
minD(0),
MAXD(0),
iPrice(0),
jPrice(0),
iVolume(0),
PVPPrice(0),
PVPVolume(0),
MyVolume(0),
TickFactor(0),
TickDistance(0),
PriceDiff(0);
Array: VolArray[10000](0);
MyVolume = iff(bartype < 2, (upticks+Downticks),Volume);
// Reset Each day at the first TICK
if Date > Date[1] then begin
StartPrice = AvgPrice;
minD = AvgPrice;
MAXD = AvgPrice;
iPrice = AvgPrice;
For Value1 = 0 to 10000 begin //reset the Array each day
VolArray[value1] = 0;
END;
PVPPrice = AvgPrice;
PVPVolume = MyVolume;
END;
// Calculate the value for the rest of the day past the first TICK
If Date = Date[1] and StartPrice > 0 then begin
Value2 = AvgPrice - StartPrice;
TickFactor = (minmove/PriceScale);
TickDistance = (Value2 / TickFactor);
iPrice = StartPrice + TickDistance; //this calculate each price fererred to the start price adding or subtracting N tick Factor
VolArray[iPrice] = VolArray[iPrice] + MyVolume; //this collects volume on each new tick and summ Volume with previous volume
// This is to identify the peak of Volume of the day and its Price level as Blowfish and DBntina coded first
if VolArray[iPrice] > PVPVolume then begin
PVPVolume = VolArray[iPrice];
PriceDiff = StartPrice - iPrice;
PVPPrice = StartPrice - (PriceDiff * TickFactor);
END;
// Now I've to identify the price Range of the day in Tick Factor
//identify MAX of the day and min of the day in tickFactor
If iPrice >= MAXD then begin
MAXD = iPrice;
end;
If iPrice <= minD then begin
minD = iPrice;
end;
//Loop the Volume sum from the min of the day to the MAx of the day
For jPrice = minD to (MAXD-1) begin
if jPrice = iPrice then
VolArray[jPrice] = VolArray[iPrice]+ MyVolume;
end;
iVolume = VolArray[jPrice]; // This is the Volume at each iPrice level
//Here I create a Print log in a txt file to control the code (minD ; MAXD ; iVolume)
Print(File("C:/temp/VolumeProfile.txt")," ",numtostr(date, 0)," ", numtostr(time,0)," ",numtostr(iPrice,0)," ",numtostr(iVolume,0));
Print(File("C:/temp/MAXD.txt")," ",numtostr(date, 0)," ", numtostr(time,0)," ",text(MAXD,0));
Print(File("C:/temp/minD.txt")," ",numtostr(date, 0)," ", numtostr(time,0)," ",text(minD,0));
END;
It seems to work fine, but from the print log txt file I can't have a single price level whith its single volume level. There are reduntant price levels and not a single price level for each price.
Where I'm wrong ?
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If it is only updating a couple of times a day thats all fine and dandy! but for building accurate volume profiles you need to be updating the arrays every tick. Horses for courses I guess
For example because TS and MC dont have 'tick precise' technology where you can build indicators tick by tick on historical data I will simply use (for example) a week of single tick's to build a weekly picture. (I do this for VWAP and SD's sometimes) and also PVP.
An alternate way would be to use say 2 minute bars and only update every 2 minutes. You would average the volume from high to low of the 2 minute bar. This will give quite different results for the peak volume than a tick by tick approach which is why I developed this code.
Of course whatever works for you! But I can say all the existing VWAP and PVP code essentially locks up on a lot of bars! Maybe it would recover eventually when it catches up but it is horribly inefficient. Even the vol histogram code in the first post can take minutes to load on a couple of days of minute bars.
Hi guys, I'm back again.
I think that a 2 minute bar is not a good thing for an accurate Volume Profile Indicator. Even with PVP and VWAP it's not good so I usually use as Blowfish a tick chart to calculate a weekly PVP and VWAP.
A good way to calculte an History of Volume Profile indicator without increasing the CPU performance and time spending, could be using ADE.
You could save the yesterday Volume profile in a txt file and then call back every new day, so you have to calcultare only then new day Volume Profile Histogram and you have each past days stored as a txt file so it could be loaded faster than calculate and loading each day of the chart.
The volume profile is saved as a txt file in a specified directory and call back by the ADE.
I've not reached the way to calculate the Volume Profile, but we can try some ways and then evaluate the better way in terms of time to load and CPU usage. Then after creating a starting point we could improve it step by step.
This is my thought.
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I must be away for some days for a sudden emergency not foreseen.
I will think about some way to build the Volume profile histogram in this days.
I'll be back in 4 - 5 days.
Thanks again to all for your contribution
AndyTick
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hey, that is great if can do it without loops, I stand corrected :applaud:Historically, I have just let the raw numbers get fed into excel and just save it -- and then manipulate them that way -- I find that very customizable -- so if yesterdays or the day before data is out of the current range, I just hide those columns and present the data that way... or however you would like to do it. Having the raw numbers makes it so you can do anything you want easily.
Ok Frank, you have done a good thing........for you, but I'd like to do it in the easylanguage way and not excel. I'd like to have my informations all in 1 chart and not one in excel, the other in my platform, the other again in Multicharts and so on.
So the excel way is not in my interest. Sorry
Thanks for your contribution too.
I don't know if there will be loops or not, I have not to demonstrate nothing to anyone but what is in my interest is that the code could be useful to everyone who would like to have it, potentially light, quick loadable and accurate to the tick, so everyone who could bring his contribution to this work will be very appreciated
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all this CPU-intensive code is kind of just a pain in the ass...from the 'keep it simple' school:
CPU intensive Array loops[/url]
Well Frank your chart is fine, and if I'm not wrong it's from Open & Cry platform.
I've tried it for the demo period months ago.
But what about yesterday Histogram with that pltaform ? and the day before ?
What I'm trying to do is a Volume profile histogram to plot on Multicharts or tradestation, something EL compatible, which plots not only today histogram, but could have an history of Volume profiles. Something that plot without using excel or other things, but simply charging data from my database and plotting it as a simple MACD or other indicators.
Blowfish codes That I use to plot PVP price (mode) is not CPU intensive at all and not seems to use loop at all, so my opinion is that Blowfish code is one of the best stuff from the 'Keep it simple' school.
If you have better ideas about this code, you are welcome. I would be very greatful to you if you have found a better way and you would share it with us, but at this time, Blowfish's code is the best I have to start and trying to improve.
AndyTick
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An alternate way is that you have a parameter, N bars (or pixels or charcters) per X volume. That is an absolute scale. So for the ES you may have 1 'bar' (or ascii char) per 250,000 contracts. Using this method your chart simply 'grows' from the left. Every time the peak volume increases by 250,000 contracts you expand your chart 1 more 'chunk'. Of course this has the potential problem of the profile growing bigger than the screen but you could have a simple test to see if that has occurred and truncate it. The user would see that the bars are occupying the whole screen and could then manually change the scaling to say 1 'bar' per 400,000 contracts (or whatever). I like this approach.
I like the second approach too.
It could be set by an input parameter in the Inputs panel, so if you enlarge your X axis to watch the chart wide, you could choose your input parameter to enlarge even your Volume profile or compress it if you'd like to watch the chart more tight.
The second approach is better
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If date = date[1] And StartPrice > 0 Then Begin
Value2 = AvgPrice - StartPrice;
V2VolLevel = 5000+(Value2*(1/(minmove/pricescale)));
PVPVolArray[V2VolLevel] = PVPVolArray[V2VolLevel] + MyVolume;
{Plot new volume level here volume is PVPVolArray[V2VolLevel]
the level to plot at can be got from V2VolLevel}
Ok, Now I've understood that V2VolLevel is my price map level sets as integer. That's ok !!!
Now I've to loop it to add new volume when price touches again a map price level.
Could be a way of doing that to create a range of the day sets as the map price level which identifies High and Low of the day sets as integer as V2VolLevel ?
In this way I could create a Loop For X = Low of the day range To High of the day range and ADD Volume each time prices touch a price of the range a new time.
Something like:
For X = LowRange To HighRange-1
PVPVolArray[X] = PVPVolArray[X] + MyVol;
This step is not simple for me and my programming experience.
Sorry !!!
If PVPVolArray[V2VolLevel] > PVPVolume Then Begin
PVPVolume = PVPVolArray[V2VolLevel];
PriceDiff = 5000-V2VolLevel;
PVPPrice = StartPrice - (PriceDiff*(minmove/pricescale));
{If we are here then we have a new peak volume, you might need
to rescale the chart unless you used a 'fixed scaling'}
End;
End;
This step is harder then previous !!!! Rescale...........how to rescale ? :crap:
I'm very sorry, but here come out all my limits in programming
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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
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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
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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
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Andytick and/or Crazynasdaqyou are a criminal CRACKER!
The TPO Pro5.0b.txt indicator is a commercial
indicator: you have stolen the work of others !
(see password in the code)
Tams
and all the honest persons in this forum
be careful with these lawbreakers.
Brownmar,
I'm not a CRIMINAL CRACKER as you say......
if I was the person able to crack a code, you think that I would need an help coding an indicator like Volume profile ?
I've found it on the web in a forum like this as many others have done before me and will do after me. I didn't know that it was a commercial code. Simply I downloaded it when I found it.
If you are so clever to understand that I'm a "CRIMINAL CRACKER" without knowing me at all, try to use google and search "MARKET PROFILE TPO"...........after some first links, you will find this Forums - Free Market Profile for Tradestation.
This is the web and if I find a useful stuff without doing anything illegal in searching it, I don't think to be a CRIMINAL, so be quiet with some words and use your brain in a more clever way instead of insult people you don't know at all.
Google could be a great thing for someone and a very bad thing for others, don't forget it !!!
Maybe you have to use a different tone and different words speaking about people you don't know at all, like me.
And an other time..........I don't know who crazynasdaq is, but I'm not him or her, whoever he/she is.
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Ok TAMS, I'll be more clear in my posts.
Now I've a Big question in my mind.
I need a 1 dimensional array or a 2 dimensional array made of 2 columns and N lines ?
I ASK an help on this because the logic tells me that I need a 2 dimensional array as showed in the image, but the DBntina code about PVP (calculate the mode and the volume of the mode ) uses a 1 dimensional array to calculate Volume and level price of the mode. http://www.traderslaboratory.com/forums/f56/ts-tick-tick-pvp-plotted-vwap-3647.html#post32650
Look at the code:
vars: MyVolume(0), PriceDiff(0), StartPrice(0), PVPPrice(0), PVPVolume(0), V2VolLevel(0); Array: PVPVolArray[10000] (0); MyVolume = Volume; if date > date[1] then begin StartPrice = AvgPrice; For Value1 = 0 to 10000 Begin PVPVolArray[Value1] = 0; End; PVPVolArray[5000] = MyVolume; PVPPrice = AvgPrice; PVPVolume = MyVolume; end; If date = date[1] And StartPrice > 0 Then Begin Value2 = AvgPrice - StartPrice; V2VolLevel = 5000+(Value2*(1/(minmove/pricescale))); PVPVolArray[V2VolLevel] = PVPVolArray[V2VolLevel] + MyVolume; If PVPVolArray[V2VolLevel] > PVPVolume Then Begin PVPVolume = PVPVolArray[V2VolLevel]; PriceDiff = 5000-V2VolLevel; PVPPrice = StartPrice - (PriceDiff*(minmove/pricescale)); End; End; Plot1(PVPPrice, "PVP"); Plot2(PVPVolume, "PVPVolume"); END;
This code calculate the PVPVolume (numbers of contracts/shares) and the PVPPrice (level of price with the biggest Volume). So, its' possible to calculate Volume at price with a single dimensional array. He simply calculates one level price and the volume of that single price.
It uses a single dimensional array, but the logic behind it is not so clear to me.
Could someone help me to understand the logic behind ? Here are my dubts:
1 - he declare an array with a max dimension of 10000, but when he start to calculate, he splits the dimension from 10000 to 5000 and equal the array to Volume. Why ?
Array: PVPVolArray[[b][color="Blue"]10000[/color][/b]] (0); MyVolume = Volume; if date > date[1] then begin StartPrice = AvgPrice; For Value1 = 0 to [b][color="blue"]10000[/color][/b] Begin PVPVolArray[Value1] = 0; // OK !! He reset each day the array End; PVPVolArray[[b][color="Red"]5000[/color][/b]] = MyVolume; // Why splits the array dimension ? PVPPrice = AvgPrice; PVPVolume = MyVolume; end;
Now he populates the array and identifies the V2VolLevel for each price of the day, but always from half the dimension of the inital array dimension. Why half the dimension again ?
If date = date[1] And StartPrice > 0 Then Begin Value2 = AvgPrice - StartPrice; V2VolLevel = [b][color="red"]5000[/color][/b]+(Value2*(1/(minmove/pricescale))); PVPVolArray[V2VolLevel] = PVPVolArray[V2VolLevel] + MyVolume; END;
Now my question at this point is:
Is the PVPVolArray[V2VolLevel] the array which contains all the volume at price Volumes ?
Or it's the array which contains ONLY the PVP Volume ?
Using this logic, is it possible to loop it to calculate the Volume at price for each single level of the day's range price ?
I ask this, because it seems to me that this logic is the most accurate and less CPU intensive to calculate, and then the code seems quicker and easier once you have understand the logic behind (not me now !!! :crap: )
PLEASE, could someone help me to understand
Then last step he identifies the volume level price and constrains the PVPVolume, always using half the intial dimension
If PVPVolArray[V2VolLevel] > PVPVolume Then Begin PVPVolume = PVPVolArray[V2VolLevel]; PriceDiff = [b][color="red"]5000[/color][/b]-V2VolLevel; PVPPrice = StartPrice - (PriceDiff*(minmove/pricescale)); END;
AndyTick
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are you and Crazynasdaq the same person?No.
Maybe you spoke about crazynasdaq for the post about ARRAY from which I've taken some stuff and ideas for my code, but I'm not the person You wrote about.
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Hi,
reading here and there posts in the forum, from coding forum to trading indicators to array ecc... I've never found a code about Volume Profile.
Many codes about Market Profile (TPO) , market delta and something about Peak of Volume at Price (PVP) which is called "mode" in statistic language, but nothing about a good Volume profile accurate to the tick.
I've read posts from TAMS about ARRAY (very good and useful), code from DBantina about PVP (MODE) using tick chart, which could be a very good beginning, but nothing again about the Volume profile, so I've decided to create a new one searching someone who could help me.
This is my start and my steps:
(1)
I've a GKMarketProfileTL (see txt attached files) which uses trend lines, but it's a proxy and not accurate to the tick because it uses minutes chart (1 minute chart in the best way).
This indicator is not so useful because with trendlines, it's difficult to plot a volume profile for each day. Trend lines could be useful to plot a single Volume profile for the last day or for a cumulative profile made of more than one day. Then it's not so accurate (not to the tick ).
(2)
I've a second indicator which plots TPO MarketProfile (see txt attached below with its functions) which uses ASCII scripts as I'd like, but it calculates TPO and not Volume Profile. I've modified it to plot NOT only letters (put in inputs letters = false), but even ASCII scripts like "---".
The problem with this indicator is that it's very difficult to decode and modify for my experience. Maybe its functions are useful to plot ascii scripts instead of Trendlines.
So, watching these codes I'd like to create a Volume Profile code (indicator) which plots an histogram for each single day (session) using ASCII scripts instead of trendlines.
It should be accurate to the tick, so I MUST calculate it on a tick chart.
Doing this, I've copied a DBantina logic (code):
on a 1 tick chart based on Trade Volume, calculate a range of each day and reset it each day.
STEP ONE:
//I've made a counter for each tick of the chart reset each day
if date > Date[1] then begin
MyOpen = open;
MyHigh = High;
MyLow = low;
MyClose = close;
counter = 1;
end;
If Date = date[1] then begin
If high > MyHigh then
MyHigh = High;
If Low < MyLow then
MyLow = Low;
if time >= Sess1endtime then
MyClose = close;
If time < Sess1endtime and lastbaronchart then
MyClose = close;
counter = counter + 1;
end;
RangeDay = MyHigh - MyLow;
STEP TWO
Then I have to identify the lines for each day for each Volume profile Histogram:
TickScale = minmove/priceScale;
NLines = RangeDay /TickScale;
STEP Three
Now I've to create an ARRAY (dinamic) to identify the volume for each line of the histogram.
I Think that this is correct.
MyVol = iff(bartype < 2, Upticks + Downticks, volume);
Array: HISTO[](0);
if date > date[1] then begin
Array_SetMaxIndex(Histo, NLines); // resize the array each day
HISTO[iPrice] = 0; // rest to zero each day
TotalVolume = 0;
END;
STEP FOUR
Now I've to populate the array with volume for each line level on each tick (1 tick chart).
for iPrice = 0 to NLines
begin
Histo[iPrice] = 0;
end;
for jBar = 0 to (counter-1)
begin
jLow = (L[jBar] - MyLow)/TickScale);
jHigh = (H[jBar] - MyLow)/TickScale);
if ((jHigh - jLow) > 0) then begin
deltaVol = MyVol[jBar]/(jHigh - jLow);
for iPrice = jLow to jHigh
begin
Histo[iPrice] = Histo[iPrice] + deltaVol;
TotalVolume = TotalVolume + deltaVol;
end;
end;
NOW if my thoughts are correct, the array Histo[iPrice] should be the Volume profile data and I've to Plot them using a way that permit me to plot ASCII scripts as in the TPO indicator.
AM I correct ???
Could someone give me an help to coding Volume Profile
At this point I don't know how to go on :crap:
THANKS
AndyTick
nutpstr (function - numeric).txt
Building a VolumeProfile Indicator with EasyLanguage
in Coding Forum
Posted
A third reason is becouse ASCII is referred to pixel and TL commands are reffered to bars.