Dear friends,

I have Volume Profile coded for Ninja Trader.
Is someone able to translate it into tradestation Easy Language please??????

Thank you...

[shrike]

Hi Pino

I think you are searching this :

[LegacyColorValue = TRUE];


input:compress(1),len(30),letter1(1),txtcolr(7),opncol(6),closcol(6),lastcol(6),VAprcnt(.70),Valcol(5),
Valsize(3),Stime(Sess1StartTime),passwrd("dxlgkgk79ds8sncdk");

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[10000](0),tpo[10000](0),pristr[10000]("");


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;
		if x < 991001 and x > 250101 and passwrd ="bngjdfjru57er" then value98=1; 
		if x < 991231 and x > 250101 and passwrd ="dxlgkgk79ds8sncdk" then value98=1; 
		if BlockNumber <> 32474  then value98=1;	
		value97= 1/value98;
		vsize=mod(valsize+7,7);        
		if vsize < 2  then value88=5 else value88=vsize;
		mintick = 1 point * minmove * compress; 
		xpts=500*mintick;
	end;
	lcount=letter1;
	if currentbar > 1 then begin
		if valcol <> 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_SETSTYLE(labl,0,2);	
			TEXT_SETCOLOR(labl,valcol);
			vala=TL_New(d2p,t1,up,d2p,t1,dn);
			TL_SetColor(vala,valcol);
			TL_SetSize(vala,vsize);
			
			value60=TL_New(d2p,t1,value62+mintick/15,d2p,t1,value62-mintick/15);				
			TL_SetColor(value60,valcol);
			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],closcol);
		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,len,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],opncol);
	hh=o;ll=o;mid=1;tot=1;value22=currentbar;
	dl=l;
	if d= JulianToDate(LastCalcJDate) then flag2=1;
end; 
clet=curletstr(stime,len,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],txtcolr);
	end else begin
		if RightStr(curtxt,1) <> clet then begin
			text_setstring(pri[value4],curtxt+clet);
			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 valcol <> 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,valcol);
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,valcol);
		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,valcol);
		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));
end;
end;

if lastcol > 0   then begin
if value10 = 0 and currentbar=3 then begin
	value10=tl_new(value50,value51,c,d,t,c);
	tl_setcolor(value10,lastcol);
	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,"dummy");

P.S.

Juve or Toro ?

[pinonirvana]

Thank you Shrike for your reply, but I think this code is referring to Market Profile...while I am looking for Volume Profile... :-(
Do you have any idea where I can find it?

I need something like this:

Ps: Juve...! :-D Are you italian?

[Tams]

Originally Posted by pinonirvana »

Thank you Shrike for your reply, but I think this code is referring to Market Profile...while I am looking for Volume Profile... :-(
Do you have any idea where I can find it?

I need something like this:

Ps: Juve...! :-D Are you italian?

can you describe the difference?

[shrike]

Originally Posted by pinonirvana »

Thank you Shrike for your reply, but I think this code is referring to Market Profile...while I am looking for Volume Profile... :-(
Do you have any idea where I can find it?

I need something like this:

Ps: Juve...! :-D Are you italian?

Hi pino

take a look at the formula , it produces the same thing that you posted

yes i'm italian and i come from the city where you have stolen the game last sunday

[pinonirvana]

Thank to Tams too for his reply.

Well, correct me if I'm wrong, but I know that there is an important difference: MP shows the POC (Point of Control), while VP shows the PVP (Peak Volume Price), that sometimes it is not the same value.
In VP the PVP is not necessarely the peak with the major persistence of volume, but it is the average of the prices times total volume.

So, I don't need to know how many times a specific price occurs (as indicated in MP), but I need to know how much volume occurs at every price level, because it is possible that price "X" occurs 10000 times (so that MP shows a peak at X price level) while peak of volume occures at "Y" price level (so that VP shows a peak at Y price level).

Sorry for my bad english, but I hope you understood me. ;-)

So Shrike, you are from Genova, right?

[pinonirvana]

Hi guys, I have 2 questions for you EasyLanguage guru that can be very helpful for a lot of readers. :-D

1)
Is it possible to plot the whole content of an array?
E.g, if I had a dinamic array declaration like PinonirvanaArray[999](0), where each element number (from 0 to 999) correspond to price, and each element value correspond to volume recorded for each price, could it be possible to plot all these values together on a chart?

2)
Is is possible to plot on a chart an indicator with different axis? I mean, is it possible to plot on a 5 minute chart an indicator that shows prices on Y axis and for example seconds on X axis?
As alternative, coming back to my aim to write down a Volume Profile code, on X axis I could plot volume for each price.

Thank you all...

[Tams]

Originally Posted by pinonirvana »

Hi guys, I have 2 questions for you EasyLanguage guru that can be very helpful for a lot of readers. :-D

1)
Is it possible to plot the whole content of an array?
E.g, if I had a dinamic array declaration like PinonirvanaArray[999](0), where each element number (from 0 to 999) correspond to price, and each element value correspond to volume recorded for each price, could it be possible to plot all these values together on a chart?

yes, it is possible.

Originally Posted by pinonirvana »

2)
Is is possible to plot on a chart an indicator with different axis? I mean, is it possible to plot on a 5 minute chart an indicator that shows prices on Y axis and for example seconds on X axis?
As alternative, coming back to my aim to write down a Volume Profile code, on X axis I could plot volume for each price.

Thank you all...

yes with MultiCharts.
not sure with tradestation.