volume profle

This topic has 11 replies, 4 voices, and was last updated 7 years ago by robert123.

Viewing 12 posts - 1 through 12 (of 12 total)

04/28/2017 at 10:43 AM #33825

robert123

In an attempt to get volume profile on the chart I have been working on the code below. It works on tick charts at the moment.

It is work in progress.

Any constructive are comments welcome!

Robert

//////////////////////////////////////////////////////////////

defparam CALCULATEONLASTBARS=1000
bi=intradaybarindex
i=11
//define first time factor
factor=bi/11

if bi=(i*factor) then

factor=round(factor)
endif
if factor<>factor[1] then
b=bi
endif
count=0
while b=b[1] do
count=count[1]+1
break
wend
counter=round(count)
ii=0
for ii=0 to counter[10] do
if counter>counter[1] then
DRAWRECTANGLE(((summation[2](volume[1]+volume[0]))/1000)+barindex[0],(close[40]), barindex[counter], close[40]-.3)coloured(0,255,0)

DRAWRECTANGLE(((summation[2](volume[0]+volume[1]))/1000)+barindex[0], (close[40]), barindex[counter], close[40]-.3)coloured(255,0,0)
endif
break
next
return

//////////////////////////////////////////////////////////////

defparam CALCULATEONLASTBARS=1000

bi=intradaybarindex

i=11

//define first time factor

factor=bi/11

if bi=(i*factor) then

factor=round(factor)

endif

if factor<>factor[1] then

b=bi

endif

count=0

while b=b[1] do

count=count[1]+1

break

wend

counter=round(count)

ii=0

for ii=0 to counter[10] do

if counter>counter[1] then

DRAWRECTANGLE(((summation[2](volume[1]+volume[0]))/1000)+barindex[0],(close[40]), barindex[counter], close[40]-.3)coloured(0,255,0)

DRAWRECTANGLE(((summation[2](volume[0]+volume[1]))/1000)+barindex[0], (close[40]), barindex[counter], close[40]-.3)coloured(255,0,0)

endif

break

return

1 user thanked author for this post.

Lighthouse

robert123

Participant

Topics: 21

Replies: 74

Been thanked: 16 times

04/28/2017 at 1:01 PM #33853

Nicolas

Very impressive! I tried do it myself and didn’t get something enough “finished” to be posted, and the infinite loop error (with nested FOR/NEXT loops), was a real problem!

I’m looking forward for the next version 🙂

Nicolas

Keymaster

Topics: 81

Replies: 20863

Been thanked: 4774 times

04/28/2017 at 1:09 PM #33860

ALE

Very Interesting!

ALE

Moderator

Topics: 17

Replies: 569

Been thanked: 223 times

04/28/2017 at 4:39 PM #33892

robert123

Thanks Nicolas,

I am trying to work out, how to get the singles into it, any ideas!

robert123

Participant

Topics: 21

Replies: 74

Been thanked: 16 times

04/28/2017 at 4:51 PM #33893

Nicolas

I have a cold and terrible headaches, still don’t managed to understand your code…Maybe some comments should help me and other people too. What are you calling “singles”?

Nicolas

Keymaster

Topics: 81

Replies: 20863

Been thanked: 4774 times

04/28/2017 at 5:08 PM #33896

robert123

sorry to hear your plight, hope you feel better soon.

The ‘singles’ are the single volume prints, normally found on the order book. They indicate stops……I think

Have a good weekend

robert123

Participant

Topics: 21

Replies: 74

Been thanked: 16 times

05/04/2017 at 4:06 PM #34547

Nicolas

Hi Robert, any update on your side? Been quite busy here 🙁

Nicolas

Keymaster

Topics: 81

Replies: 20863

Been thanked: 4774 times

05/06/2017 at 12:50 PM #34694

robert123

Hi Nicolas,

Working on it!

Will update when I have something, but might have to send it via email first as the discription might be a bit complex. But on the whole I think it could, with a bit of input from you and others, quite be interesting.

robert123

Participant

Topics: 21

Replies: 74

Been thanked: 16 times

05/06/2017 at 4:55 PM #34717

robert123

Nicolas,

here is another version, I have made some notes to hopefully explain the thinking behind it.

defparam CALCULATEONLASTBARS=1800
bi=intradaybarindex
i=11 ///
//define first time factor ///
factor=bi/11
///
if bi=(i*factor) then
///
factor=round(factor)
endif /////// this is the time unit i.e 11 bars
if factor<>factor[1] then
b=bi ///
endif
count=0 ///
while b=b[1] do
count=count[1]+1 ///
break
wend ///
counter=round(count)
ii=0
//barlenght
avpl=(((volume[counter])/avp)-((volume[1[counter]])/avp))
avp=average[10](volume)
//bardepth
Bdp=.15
for ii=counter[0] to counter[10] do
if counter[0]>counter[1] then
if close[0]>high[1] then
DRAWRECTANGLE (avpl+barindex[0],(close[0]), barindex[counter], close[0]-bdp)coloured(0,255,0)

endif
if close[0]<high[1] then
DRAWRECTANGLE(avpl+barindex[0], (close[0]), barindex[counter], close[0]-bdp)coloured(255,0,0)

endif
endif
break
next
///'barindex[counter]' gives the box's overall size, this is dictated by the underlying barindex counter, this warps the volume's detail, something that needs working on, below is an attempt!

for ii=counter[0] to counter[10] do
if count[0]<>count[1] then
if volume[1]<>volume[0] and close[0]>high[1] then
DRAWRECTANGLE (avpl+barindex[0],(close[0]), barindex[round((count/8)*1)+1], close[0]-bdp)coloured(0,255,0)

endif
if volume[1]<>volume[0] and close[0]<high[1]then
DRAWRECTANGLE(avpl+barindex[0], (close[0]), barindex[round((count/8)*1)+1], close[0]-bdp)coloured(255,0,0)

endif
endif
break
next
//'barindex[round((count/8)*1)+1]' this is the attempt! Trying to get the volume to'float in the bar'-Sometimes it comes out the back-not sure why...

return close//if you want the study 'on price make this invisable.

defparam CALCULATEONLASTBARS=1800

bi=intradaybarindex

i=11 ///

//define first time factor ///

factor=bi/11

///

if bi=(i*factor) then

///

factor=round(factor)

endif /////// this is the time unit i.e 11 bars

if factor<>factor[1] then

b=bi ///

endif

count=0 ///

while b=b[1] do

count=count[1]+1 ///

break

wend ///

counter=round(count)

ii=0

//barlenght

avpl=(((volume[counter])/avp)-((volume[1[counter]])/avp))

avp=average[10](volume)

//bardepth

Bdp=.15

for ii=counter[0] to counter[10] do

if counter[0]>counter[1] then

if close[0]>high[1] then

DRAWRECTANGLE (avpl+barindex[0],(close[0]), barindex[counter], close[0]-bdp)coloured(0,255,0)

endif

if close[0]<high[1] then

DRAWRECTANGLE(avpl+barindex[0], (close[0]), barindex[counter], close[0]-bdp)coloured(255,0,0)

endif

break

///'barindex[counter]' gives the box's overall size, this is dictated by the underlying barindex counter, this warps the volume's detail, something that needs working on, below is an attempt!

for ii=counter[0] to counter[10] do

if count[0]<>count[1] then

if volume[1]<>volume[0] and close[0]>high[1] then

DRAWRECTANGLE (avpl+barindex[0],(close[0]), barindex[round((count/8)*1)+1], close[0]-bdp)coloured(0,255,0)

endif

if volume[1]<>volume[0] and close[0]<high[1]then

DRAWRECTANGLE(avpl+barindex[0], (close[0]), barindex[round((count/8)*1)+1], close[0]-bdp)coloured(255,0,0)

endif

break

//'barindex[round((count/8)*1)+1]' this is the attempt! Trying to get the volume to'float in the bar'-Sometimes it comes out the back-not sure why...

return close//if you want the study 'on price make this invisable.

3 users thanked author for this post.

bolsatrilera,

Lighthouse,

Nicolas

robert123

Participant

Topics: 21

Replies: 74

Been thanked: 16 times

05/07/2017 at 11:43 AM #34751

Nicolas

Thanks Robert,

I do not have much time now but I’ll look at your newest version next week. I subscribed to the topic, so I’ll be alerted of your next posts. Have a great week-end in the meantime!

Nicolas

Keymaster

Topics: 81

Replies: 20863

Been thanked: 4774 times

05/07/2017 at 6:28 PM #34781

Lighthouse

I don’t understand what it should show… any screenshot?

Lighthouse

Participant

Topics: 15

Replies: 32

Been thanked: 14 times

05/08/2017 at 8:07 AM #34795

robert123

Ciccio,

Please see the above screen shot provided by Nicolas.

1 user thanked author for this post.

Lighthouse

robert123

Participant

Topics: 21

Replies: 74

Been thanked: 16 times

Author

Posts

Viewing 12 posts - 1 through 12 (of 12 total)

Find exclusive trading pro-tools on