Session Volume Profile Indicator

This topic has 26 replies, 9 voices, and was last updated 3 years ago by JC_Bywan.

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06/05/2020 at 5:50 PM #134764

sixeight

Hello All,

I’m looking for some help with a session volume profile indicator. I’ve tried pretty much all of the volume profile indicators in the library but none of them seem to quite do what I’m looking for. As I have seen other threads mention, TradingView has a session volume profile (VPSV) as attached, I’m looking for something similar for PRT – it’s pretty integral to my trading and PRT is a bit useless without it. I appreciate PRT offers Volume at Price but that displays all visible bars and changes the POC based on timeframe. I’m looking for session volume, but it’d also be good to see the previous session volume profiles as well.

I’m unsure whether this is a limitation of PRT (10.3 via IG) or whether it’s just not something people want?

Any help would be amazing.

Many thanks,

Jonathan

sixeight

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06/17/2020 at 9:01 AM #136223

sixeight

Just a quick addition to this – also interested in flexible volume profile as well – similar to TV and NinjaTrader

sixeight

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06/17/2020 at 8:35 PM #136309

robert123

This is the best I could come up with.

I use it on a 1 min TF but you’ll have mess about with the variables.

I cant paste images…so please dont give me hell for not doing so Vonasi!!

defparam CALCULATEONLASTBARS=9000
//defaults variables/////
//i=200
//el=26
//x=31


//////////////////////////////////////////////////volume/////////////////////////////////
hi=high
l=low
c=close
v=volume
 
buying=v*((c-l)/close)/((hi-l)/close)
selling=v*((hi-c)/close)/((hi-l)/close)
//sv=selling
//bv=buying
if buying > selling then
aaa = buying
ra = 0
ga = 255
bbb = selling
rb = 255
gb = 0
else
aaa = selling
ra = 255
ga = 0
bbb = buying
rb = 0
gb = 255
endif
















bi=barindex
//i=100
//define first time factor
factor=bi/i
//x=1
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



//e1=10
e=pipsize
for ii= .000001 to count[1] do

if count[0]>.00001    then


//DRAWRECTANGLE((barindex[0]-count[0])+((posav[0]))/x, close[0]-(e/e1),(barindex[0]-count[0]), close[0]+(e/e1)) coloured(0,255,0)
DRAWRECTANGLE((barindex[0]-count[0])+(aaa/x), close[0]-(e/e1),(barindex[0]-count[0]), close[0]+(e/e1)) coloured(ra,ga,0)
//DRAWRECTANGLE((barindex[0]-count[0])+((negav1[0]))/x, close[0]-(e/(e1*3)),(barindex[0]-count[0]), close[0]+(e/(e1*3))) coloured(255,0,0)
DRAWRECTANGLE((barindex[0]-count[0])+(bbb/x), close[0]-(e/(e1*3)),(barindex[0]-count[0]), close[0]+(e/(e1*3))) coloured(rb,gb,0)
endif

break

break
next



return close

defparam CALCULATEONLASTBARS=9000

//defaults variables/////

//i=200

//el=26

//x=31

//////////////////////////////////////////////////volume/////////////////////////////////

hi=high

l=low

c=close

v=volume

buying=v*((c-l)/close)/((hi-l)/close)

selling=v*((hi-c)/close)/((hi-l)/close)

//sv=selling

//bv=buying

if buying > selling then

aaa = buying

ra = 0

ga = 255

bbb = selling

rb = 255

gb = 0

else

aaa = selling

ra = 255

ga = 0

bbb = buying

rb = 0

gb = 255

endif

bi=barindex

//i=100

//define first time factor

factor=bi/i

//x=1

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

//e1=10

e=pipsize

for ii= .000001 to count[1] do

if count[0]>.00001 then

//DRAWRECTANGLE((barindex[0]-count[0])+((posav[0]))/x, close[0]-(e/e1),(barindex[0]-count[0]), close[0]+(e/e1)) coloured(0,255,0)

DRAWRECTANGLE((barindex[0]-count[0])+(aaa/x), close[0]-(e/e1),(barindex[0]-count[0]), close[0]+(e/e1)) coloured(ra,ga,0)

//DRAWRECTANGLE((barindex[0]-count[0])+((negav1[0]))/x, close[0]-(e/(e1*3)),(barindex[0]-count[0]), close[0]+(e/(e1*3))) coloured(255,0,0)

DRAWRECTANGLE((barindex[0]-count[0])+(bbb/x), close[0]-(e/(e1*3)),(barindex[0]-count[0]), close[0]+(e/(e1*3))) coloured(rb,gb,0)

endif

break

return close

robert123

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06/17/2020 at 9:27 PM #136313

Vonasi

robert123 wrote:

I cant paste images…so please dont give me hell for not doing so Vonasi!!

Just use a screen capture app such as Lightshot or similar and then attach the image file to your post via the attachments option under the box that you type your post in. That way no one needs to give anyone hell!

Vonasi

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06/20/2020 at 8:51 AM #136608

sixeight

Thanks Robert, do you have any images of how it loads on your system?

sixeight

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06/22/2020 at 11:40 AM #136747

robert123

No, for some reason I cant upload images. However if you use the given variables on a spx 1min chart, you will be able to see for yourself.

robert123

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06/22/2020 at 12:28 PM #136755

Nicolas

The picture might be too big in size?

Nicolas

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06/22/2020 at 12:57 PM #136756

sixeight

Out of interest Nicolas, is there anyone/anyway to pay for an indicator to be developed on PRT? I notice you can with NinjaTrader. The reason for asking is I’ve had a few people discussing a flexible volume profile option for PRT and I would be keen to pay someone to build one if it is possible.

sixeight

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06/22/2020 at 1:25 PM #136763

robert123

No Nicholas – I have tried most things and put it down to my computer being too old. However this Volume profile has been updated since the last attempt. I be would grateful If you wouldnt mind posting an image for me. RR

robert123

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06/22/2020 at 1:38 PM #136766

robert123

test

robert123

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06/22/2020 at 2:46 PM #136773

Nicolas

I think that advanced Volume profile indicators will come in the marketplace.

Nicolas

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06/23/2020 at 3:36 PM #136947

sixeight

Sorry for my ignorance Nicolas, where is the marketplace and how could I find a volume profile indicator or request to pay for one?

sixeight

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06/23/2020 at 4:01 PM #136951

JC_Bywan

Hello Sixeight, that was Nicolas giving me a big nudge with a smile because a while ago he talked me into putting my Volume Profile personal indicator in the future marketplace. He asked me to reply to you.

Marketplace is not open yet, and I won’t bypass it for sales, but as you seem to be as enthusiast about volume profile as I am, I would be happy to send you a free beta test version including most of the customisation features I am currently adding to it, and renewing its expiry date as long as necessary, therefore keeping it free no strings attached until marketplace is open.

Screen capture attached as an example for you to assess. I can send you other examples (time unit, instrument) if you want.

1 user thanked author for this post.

Oliviertrader2020

JC_Bywan

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06/24/2020 at 9:13 AM #136986

sixeight

Hello Noobywan,

This looks amazing – you could be my saviour. I will send a message to Nicolas now with my contact details.

Looking forward to talking.

sixeight

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10/10/2020 at 1:52 PM #146979

swede_trader

Hi Noobywan, I’m also interested in the session volume indicator. Could you please give me some contact information or marketplace link?

The swede

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