Okay...first let me apologize to all the people that have written me emails and requested the updated code that plots the PVP with VWAP and SD bands. I have used the code last year and was quite happy with it for the ES and NQ. It seemed to be very accurate and was working well for me. To make a long story short I have been very busy with a new job and a new addition to the family. I am posting it here so that anyone who wants it can get it as I don't check my emails here frequently enough and don't have time to keep sending it to different individuals. The code is open and free to all to change and repost and take as your own. I am not able to support it. I don't even remember what I did and don't have time to try and figure it out again. Here is what I was emailing to everyone with the code I will post:

Here it is. Only works for 1 point or less...easy to fix just too lazy and got other stuff going on right now. (Instruments that trade in increments of 1pt or less NQ and ES .25 for example)

Open up a 1 tick chart and insert the pvp indicator on it ('DBPVP'). Then you can minimize.

Then open up a minute chart (whichever you follow 2min, 3min, etc) and insert the VWAPSD indicator 'DBVWAP_SD', you should be able to see pvp, VWAP and SD bands....

The array is set to 3000 for s&p and nq as they have 4 ticks per point. If you use er2 or something with 10 ticks per point you will want to double array to 6000 and inside the indicator change all start points to half of that from 1500 all of them would now say 3000. Or just make it real big for everything...

For some reason...in the code you will see two places where there is "minmove/pricescale" depending on how your computer sees minmove...you will need to have just minmove or minmove/pricescale. So if it is not working properly it will need to be just minmove...haven't figured out why that is...we are still in beta testing but hopefully it works for you.

Let me say thank you to BAMBOO's ADE that I used for tradestation. It is fantastic! Thanks to everyone here on this board for their sharing and help.

Hopefully this can be of use to some of you. Again I am only posting as I can't keep up with all of the emails. Also, this is what I used for myself on NQ and ES. Use at your own risk.

Also, you can add as many SD bands as you want. Inside the VWAP indicator you just add another plot statement just copy the 2SD plot and change the multiplier from 2 to 3. I saw someone wanted the 3SD as well. Please if someone else can assist other members with their questions I would greatly appreciate it...I just don't have the time right now. Thanks in advance.

Good luck to all and your trading.

I won't be able to answer any questions as I can't even remember what I was doing...I apologize in advance...it has been about 6 months.

[bomberone1]

Any other futures improvments?

[Sandov]

it wont match matrix pvp....

[rcoolkarni]

You can use the Price-volume histogram from Solidus to get the volume profile on the chart. Its easier to identify the PVP and yes, it matches the matrix:

Price-Volume Histogram:
https://community.tradestation.com/D...txtExactMatch=

[danhoyda]

thanks very much to all the support that was given to create this wonderfull tool. I am very gratefull to both dbtina and jperl. I am about halfway through the trading with market statistics section and am very much enjoying it. I really like who Jperl uses Newbie, because thats what I am right now. Just wanted to post my thanks. I did not know that the tick by tick had to be constructed in real time. This helps alot.