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lonew0lf

Market Profile Indicator

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I found this market profile indicator on the multicharts message board. The indicator works fine on 10yr treasuries but kicks out a "Array bounds. Wrong index value: 1001." error for all other instruments (ES/GC), regardless of time grame. Increasing the arrays slows the computer down to a crawl.

 

It works well for bonds, if anyone else can resolve the issue.

 

[legacycolorvalue=true]; 
input: 
FontSize(7), 
VerticalSpacing(1), 
Length(30), 
Letter1(1), 
TXTcolor(Green), 
OpenColor(DarkGreen), 
CloseColor(DarkGreen), 
LastColor(DarkGreen), 
ValColor(LightGray),
ValSize(2), 
VAprcnt(.70), 
Stime(Sess1StartTime);

vars:
lett("ABCDEFGHIJKLMNOPQRSTUVWXYZabcdefghijklmnopqrstuvwxyz"),
t1(0),
vsize(0),
cpt(0),
dl(0),
lcount(1),
fp(0),
daynum(0),
d0(0),
mid(0),
dlo(0),
pc(0),
pc2(0),
skp(0),
labl(0),
vala(0),
vap(0),
cp(0),
t0(0),
nuflag(0),
hh(0),
ll(0),
x(0),et(0), 
clet(""),
curtxt(""),
th(0),
tl(0),
tpstr("00"),
tot(0),
va(0),
d2p(0),
oldclet(""),
barhi(0),
barlo(0),
mintick(0),
xpts(0),
price(0),
up(0),
dn(0),
oldup(0),
olddn(0),
flag(0),
flag2(0) ;

array:pri[1000](0),tpo[1000](0),pristr[1000]("");


nuflag=0;
if t0 <= Sess1EndTime and t > Sess1EndTime and Sess2StartTime <> 0 then nuflag=1;
if d <> d0 and Sess2StartTime = Sess2EndTime then nuflag=1;
if t0=sess1endtime then nuflag=1;
if  currentbar=1  or nuflag=1   then begin
if currentbar=1 then begin
	vap=VAprcnt;
	x=currentdate;

	vsize=mod(valsize+7,7);
	if vsize < 2  then value88=5 else value88=vsize;
	mintick = 1 point * minmove * VerticalSpacing; 
	xpts=500*mintick;
end;
lcount=letter1;
if currentbar > 1 then begin
	if valcolor <> 0 and flag2=0 then begin
		mid=0;value23=0;
		cpt=tl;cp=tl + (th-tl)/2; {center of dist.}
		for x = tl to th begin 
			if pristr[x] <> "" then begin
				pristr[x]=nutpstr(tpo[x],pristr[x],pri[x]);
				value23=value23 + tpo[x]; {total tpo count}
				if tpo[x]=mid and x <= cp then cpt=x;
				if tpo[x]=mid and x>cp and(x-cp) < AbsValue(cp-cpt) then cpt=x;
				if tpo[x] > mid then begin
					cpt=x;
					mid = tpo[x];
				end;
			end;
		end;
		va=value23 * vap;

		x=mid;up=cpt;dn=cpt;
		while x < va begin
			value19=tpo[up+1]+tpo[up+2];  value20=tpo[dn-1]+tpo[dn-2];
			if value19 >= value20 then begin
				if x+tpo[up+1] >= va then begin
					x=x+tpo[up+1]; up=up+1;
				end else begin
					x=x+value19;  up=up+2;
				end;
			end else begin
				if x+tpo[dn-1] >= va then begin
					x=x+tpo[dn-1]; dn=dn-1;
				end else begin
					x=x+value20;  dn=dn-2;
				end;				
			end;
		end;	
		if up > th then up=th; if dn < tl then dn=tl;	
		up= fp+((up-500)*mintick);
		dn=fp+((dn-500)*mintick);
		value62=fp+((cpt-500)*mintick);
		labl= text_new(d2p,t1,dl-mintick,"VA: "+ mp_str32(dn)+" | "+mp_str32(up));
		text_setsize(labl,fontsize);
		text_setfontname(labl,"Tahoma");
		TEXT_SETSTYLE(labl,0,2);	
		TEXT_SETCOLOR(labl,valcolor);
		vala=TL_New(d2p,t1,up,d2p,t1,dn);
		TL_SetColor(vala,valcolor);
		TL_SetSize(vala,vsize);

		value60=TL_New(d2p,t1,value62+mintick/15,d2p,t1,value62-mintick/15);				
		TL_SetColor(value60,valcolor);
		TL_SetSize(value60,value88);
	end;
	pc2=0;
	for value4=tl to th begin
		price=fp+((value4-500)*mintick) ;					
		if price <= pc  then pc2=value4;  
	end;
	if pc2=0 then pc2=barlo;
	curtxt=pristr[pc2];
	if RightStr(curtxt,1) <> "<" then begin
		text_setstring(pri[pc2],curtxt+" *");
		Text_SetColor(pri[pc2],closecolor);
		text_setsize(pri[pc2],fontsize);
		text_setfontname(pri[pc2],"Tahoma");
	end;
end; 
t1=t;
d2p=d;
labl=0;vala=0;
for value1=tl to th begin
	pristr[value1]="";
	tpo[value1]=0;
end;
clet=curletstr(stime,length,letter1);
oldclet=clet;
dlo=l;
fp=o; 
tpo[500]=1;
th=500;tl=500;
flag=0;                                   
pri[500]= text_new(d,t1,o,"   *"+clet);
pristr[500]="   *"+clet;
TEXT_SETSTYLE(pri[500],0,2);	
TEXT_SETCOLOR(pri[500],opencolor);
text_setsize(pri[500],fontsize);
text_setfontname(pri[500],"Tahoma");
hh=o;ll=o;mid=1;tot=1;value22=currentbar;
dl=l;
if d= JulianToDate(LastCalcJDate) then flag2=1;
end; 
clet=curletstr(stime,length,letter1) ;
t0=t;d0=d;pc=c;
barhi=intportion((xpts+h-fp+(mintick/10))/mintick);
barlo=ceiling((xpts+l-fp-(mintick/10))/mintick);
if barhi > th then th=barhi;
if barlo < tl then tl=barlo;
if l < dl then dl=l;
IF datacompression=0 and  currentbar  > value22 then begin
lcount=lcount+1;
if lcount=53 then lcount=1;
clet=midstr(lett,lcount,1) ;
hh=o;ll=o;flag=flag+1; 
end;
value22=currentbar;
IF datacompression = 1 and oldclet <> clet  then begin
hh=o;ll=o;flag=flag+1;
end;

for value4=barlo to barhi begin
price=fp+((value4-500)*mintick);
curtxt=pristr[value4]; 
if curtxt = ""   then begin
	tpo[value4]=1;
	pri[value4]= text_new(d2p,t1,price,"    "+clet);
	pristr[value4]="    "+clet;
	TEXT_SETSTYLE(pri[value4],0,2);	
	TEXT_SETCOLOR(pri[value4], TxtColor);
	//print(clet);
	text_setsize(pri[value4],fontsize);
	text_setfontname(pri[value4],"Tahoma");

end else begin
	if RightStr(curtxt,1) <> clet then begin
		text_setstring(pri[value4],curtxt+clet);
		print(curtxt);
		text_setsize(pri[value4],fontsize);
		text_setfontname(pri[value4],"Tahoma");
		pristr[value4]=curtxt+clet;
		tpo[value4]=tpo[value4]+1;
	end;
end;
end;
if h>hh then hh=h;
if l < ll then ll = l;
{------------------------------------------------------------------------------------------}
if valcolor <> 0  and  lastbaronchart  then begin
mid=0;value16=0;value23=0;
cpt=tl;cp=tl + (th-tl)/2; {center of dist.}
for x = tl to th begin 
if pristr[x] <> "" then begin
	pristr[x]=nutpstr(tpo[x],pristr[x],pri[x]); 
	value23=value23 + tpo[x]; {total tpo count}
	if tpo[x]=mid and x <= cp then cpt=x;
	if tpo[x]=mid and x>cp and(x-cp) < AbsValue(cp-cpt) then cpt=x;
	if tpo[x] > mid then begin
		cpt=x;
		mid = tpo[x];
	end;
end;
end;
va=value23 * vap;
if l < dlo  then begin
dlo=l;
price=fp+((tl-501)*mintick);
if labl <> 0 then Text_SetLocation(labl,d2p,t1,price);
end;
if labl =0 then begin
price=fp+((tl-501)*mintick);
labl= text_new(d2p,t1,price,"-");
TEXT_SETSTYLE(labl,0,2);	
TEXT_SETCOLOR(labl,valcolor);
text_setsize(labl,fontsize);
text_setfontname(labl,"Tahoma");
end;
if va <> 0 then begin
value61=value18; 
x=mid;up=cpt;dn=cpt;
while x < va begin
value19=tpo[up+1]+tpo[up+2];  value20=tpo[dn-1]+tpo[dn-2];
if value19 >= value20 then begin
	if x+tpo[up+1] >= va then begin
		x=x+tpo[up+1]; up=up+1;
	end else begin
		x=x+value19;  up=up+2;
	end;
end else begin
	if x+tpo[dn-1] >= va then begin
		x=x+tpo[dn-1]; dn=dn-1;
	end else begin
		x=x+value20;  dn=dn-2;
	end;				
end;
end;	
if up > th then up=th; if dn < tl then dn=tl;	
value18=cpt;
oldup=up;
olddn=dn;
up= fp+((up-500)*mintick);
dn=fp+((dn-500)*mintick);
if flag=1 then value63=t;
if up > dn and flag > 1  then begin
if vala = 0 then begin
	vala=TL_New(d2p,t1,up,d2p,t1,dn);
	TL_SetColor(vala,valcolor);
	TL_SetSize(vala,vsize);
	value62=fp+((value18-500)*mintick);
	value60=TL_New(d2p,t1,value62+mintick/15,d2p,t1,value62-mintick/15);
	TL_SetColor(value60,valcolor);
	TL_SetSize(value60,value88);
end else begin
	if oldup <> up then TL_SetBegin(vala,d2p,t1,up);
	if olddn <> dn then TL_SetEnd(vala,d2p,t1,dn);
end;
end;
if {value61 <> value18 and} flag > 1  then begin
value62=fp+((value18-500)*mintick);
TL_SetBegin(value60,d2p,t1,value62+mintick/15);
TL_SetEnd(value60,d2p,t1,value62-mintick/15);
end;
Text_SetString(labl,"VA: " + mp_str32(dn) + " | "+ mp_str32(up));
text_setsize(labl,fontsize);
text_setfontname(labl,"Tahoma");
end;  
end;

if lastcolor > 0   then begin
if value10 = 0 and currentbar=3 then begin
value10=tl_new(value50,value51,c,d,t,c);
tl_setcolor(value10,lastcolor);
tl_setsize(value10,0);
TL_SetExtLeft(value10,true);
end else if currentbar > 3 and LastBarOnChart   then begin
tl_setend(value10,d,t,c);
tl_setbegin(value10,value52,value53,c);
end;
value52=value50;value53=value51;
value50=d;value51=t;
end;

plot1(l - mintick);

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