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Market Profile 1.71 Details »»
Market Profile 1.71
Platform: AmiBroker 5.20, by aaa aaa is offline
Developer Last Online: May 2012 Show Printable Version Email this Page

Platform: Other Rating: (1 votes - 5.00 average)
Released: 04-02-2010 Last Update: Never Installs: 6
 
No support by the author.

//Market Profile
//version 1.71
// Author Unknown
//
//December 17, 2007
//
//Market Profile based on volume distribution
//Program plots volume at price for various time frames as specified by parameters.
//Program also displays the instantaneous volume and cumulative volume for the chosen time frame at bottom of screen.
//
//
//Known Issues: version 1.71
//Program has been tested with QP data for EOD and eSignal and iqfeed for real time.
//Code works well for EOD data.
//Real time has 2 issues:
// 1. Occasionally display has to be shrunk or expanded to display properly.
// the problem arises from computing the first visible bar and Quick AFL changing the number of bars available
// when time frames are changed or dissplay is shrunk or expanded.
// 2. Real time display is organized in two groups. Display for one full day and display shorter time periods.
// The shorted time periods do not work properly and the opions is inhibited in the parameter settings.
//
//The code is heavy on CPU usage and it is useful to run it once at the end of each bar for real time.
//Compiling code may be useful in speeding up execution.
//
//
//SetBarsRequired(10000,0);
// Functions - Real time data: Compute_RT_Intraday_1, Compute_RT_Daily, Compute_EOD_Weekly,
// Functions - EOD Data: Compute_EOD_Monthly, Compute_EOD_Quarterly
// Functions - FindFirstBar, DataCollect, DataReconstruct, PlotChart, PlotVolumeStats, Plot_POC_UVA_LVA.
// Functions - Verify Volume - Generate error message if volume is not available
// Functions - UpdateDynamicVars - Create names for dynamic variables
// Functions - ComputeDataBlockParms - Compute values for each block. Use start and end markers for blocks
//
//globals. VMP prefix used for all globals so they are unique to this module.









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File Type: zip Market Profile 1.71.zip (10.8 KB, 153 views)

Screenshots

Market Profile 1.71-quarter.jpg   Market Profile 1.71-month.jpg   Market Profile 1.71-30-mn.jpg   Market Profile 1.71-01-mn.jpg  

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The Following 5 Users Say Thank You to aaa For This Useful Post:
4Xtrader555 (04-11-2010), shrike (04-04-2010), Stat (03-12-2011), Tams (04-02-2010)

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Old 04-10-2010, 12:58 PM   #10
aaa

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Join Date: Jun 2008
Location: Switzerland
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Re: Market Profile 1.71

Quote:
Can this code be used for tradestation?
No, this is AFL code for AmiBroker


http://www.amibroker.com/index.html

Quote:
If not, is there any real time market profile for intra day trading?
Yes, U can try these 2 indicators

Best Regards

************************* ***
Attached Files
File Type: zip TPO Pro5.0b.zip (11.8 KB, 142 views)
File Type: eld ALTERNATIVE.ELD (4.8 KB, 168 views)
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The Following 5 Users Say Thank You to aaa For This Useful Post:
berrob (10-24-2011), fannerweb (04-13-2010), PatternTrader (12-26-2010), Stat (03-12-2011)

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