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    CalculateAvalueArea + daysLookBack

    hello,

    this version is based on CalculateValueAreaHisto_V2.

    Parameters:

    if intraday = true we have the volume a day.

    if intraday = false
    daysLookBack parameter is taken into account.
    exe. daysLookBack = 4,

    we have the profile of today + 4 days.

    adrien
    Attached Files
    Last edited by hegh2000; 06-19-2009, 07:13 AM.

    #2
    Adrien, thanks for sharing this!
    BertrandNinjaTrader Customer Service

    Comment


      #3
      Intra day not plotting

      Originally posted by hegh2000 View Post
      hello,

      this version is based on CalculateValueAreaHisto_V2.

      Parameters:

      if intraday = true we have the volume a day.

      if intraday = false
      daysLookBack parameter is taken into account.
      exe. daysLookBack = 4,

      we have the profile of today + 4 days.

      adrien
      Thank you very much for this indicator.

      Applying "intra day" (set to true) isn't plotting ?
      When set to "false" it plots past days but not today as separate histogram.
      Am I doing anything wrong perhaps..?

      Thx

      EDIT.

      The intra-day is now showing on my chart but only from 08.00.
      Is it line 78 in the script where we can alter the start time..?
      For midnight start (ie: 00:00) would we replace the number 8 that is is the script with a zero ?

      Many thx
      Attached Files
      Last edited by dj22522; 06-19-2009, 06:42 AM.

      Comment


        #4
        try this update.

        Comment


          #5
          thx

          Originally posted by hegh2000 View Post
          try this update.
          Very kind of you, many thx, excellent.

          If I may ask, to clarify, as I've got a bit lost with the TPO's and VOC's and VWTPO's etc over many different scripts.

          I'm interested in the price with highest volume.
          This I believe is the VOC setting ?

          tastudios has recently posted a PVP indicator in file share.
          Am I right to assume that PVP is the same as VOC ?

          I'm trying to get the PVP/VOC for different time periods on one chart.
          ie: for intra-day (every 15 minutes)/ the current day/previous day/this week/previous week/previous month.

          Would it be possible to ...
          1. Have the line on the chart that marks the VOC, assuming it's the same as PVP (or TPO or VWTPO) continue to extend to the current live price bar.?
          2. Option to disable the histogram ?

          If so then I can apply your indicator several times to the same chart.
          One for today, one for yesterday and one for a set previous days ie: 5.


          Hope that all make some sense and forgive the requests.
          If I had any hope of writing this stuff myself I would.

          So really appreciate what you've already done..
          thx

          Edit : I've posted on this thread. post # 156

          Hope I'm not confusing things. Hopeful it may help for cross reference.
          Last edited by dj22522; 06-19-2009, 08:33 AM.

          Comment


            #6
            I was searching value area histogram last night.
            You just have it on after i searched.

            coincident.

            Anyway is there a way to draw value area such as 70% of last day's volume using Upper line and lower line.

            For example if S&P is value area is 1000 - 900, then yesterday's 70% of the volume is within this pricing area, and draw upper line at 1000, and lower line at 900.

            Thanks for the file.

            Comment


              #7
              dj22522,
              I have not tested PVP indicator.
              If one removes the histogram, it loses its interest.
              In fact, I use this indicator with VWAP, after reading the links of post #31 (in VWAP indicator).

              MoreYummy,
              I think the solution is to use the dValueArea offers the solutions you need.

              Comment


                #8
                Originally posted by hegh2000 View Post
                dj22522,
                I have not tested PVP indicator.
                If one removes the histogram, it loses its interest.
                In fact, I use this indicator with VWAP, after reading the links of post #31 (in VWAP indicator).

                Hello hegh2000.

                Thx for reply.
                apologies, I used the wrong phrase, "disable".
                Setting the Histogram colour to "transparent" has done what I was referring to.
                Many thx

                Comment


                  #9
                  Originally posted by hegh2000 View Post
                  MoreYummy,
                  I think the solution is to use the dValueArea offers the solutions you need.
                  Hi,

                  Is dValueArea in the setting or you meant something else?

                  Thanks.

                  Comment


                    #10
                    hi,
                    with dValueArea, you have an option that allows you to display only three lines POC, VAH and VAB.

                    Comment


                      #11
                      Ok, so dValueArea is another indicator?

                      Comment


                        #12
                        Originally posted by MoreYummy View Post
                        Ok, so dValueArea is another indicator?


                        Found it using Search.

                        Comment


                          #13
                          thanks for the lead. I found it in the shared indicator list.

                          Comment


                            #14
                            Hi there !

                            Could someone explain me how dValueArea works ??? I think is a great indicator but I would like to learn more about it.

                            Thank you very much

                            Comment


                              #15
                              Welcome to our forums - for the concepts and idea behind this you might want to google for Market Profile / Pete Steidlmayr.
                              BertrandNinjaTrader Customer Service

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