Market Profile - Single Prints - Indicator or Calculation

[Cyanez]

Hi guys,

Do you know an indicator that allows you to plot the singles prints in Market Profile or Perhaps the way to calculate them?

I've been trying to code it myself, but I struggle looking back in specific Trading Hours. FOr example from 9:30 am to 4:30 pm RTH, I need to look back if any previous bar has broken the Single print range.

Any help will be very much appreciated.

Best Regards
Carlos

[NinjaTrader_Jesse]

Hello Cyanez,

You could take a look at the platforms built in market profile indicator VolumeProfile. That shows how it collects/renders data. The general way to work with the incoming data to form a profile would be to use OnMarketData.

The type of display for a profile would generally use OnRender due to the requirements of placement of visuals, the volumeprofile indicator is a good starting point at that type of development.

Depending on how you calculate the profile will determine if it can be used historically. If you are using OnMarketData you would also need to use TickReplay if you wanted to see it work historically. The indicator would otherwise work going forward in time.

https://ninjatrader.com/support/helpGuides/nt8/onmarketdata.htm?zoom_highlightsub=OnMarketData

https://ninjatrader.com/support/helpGuides/nt8/developing_for__tick_replay.htm?zoom_highlightsub=tickreplay

I look forward to being of further assistance.

[Cyanez]

Hi @NinjaTrader_Jesse

I was looking for something a bit less sophisticated.

So far this is what I have:

Base on the following:
- Market profile works basically on 30 min chart.
- I have to Work RTH and ON separately unless I can use the Trading hour in conjunction. ( I mean, I have a costume Trading Hour that has RTH and ON in each day?


This is the Scrip so far:

// Set 1
if ((Highs[1][1] > Highs[1][2])
&& (Times[0][0].TimeOfDay >= new TimeSpan(21, 30, 0))
&& (Times[0][0].TimeOfDay < new TimeSpan(4, 0, 0)))
{
Prior_High = Highs[1][0];
}

// Set 2
if ((Prior_High <= Closes[1][0])
&& (Times[0][0].TimeOfDay >= new TimeSpan(21, 30, 0))
&& (Times[0][0].TimeOfDay < new TimeSpan(4, 0, 0))
&& (CurrentDayOHL1.CurrentHigh[1] < High[0]))
{
SPH = Lows[1][0];
SPL = Highs[1][2];
Draw.RegionHighlightY(this, @"CYMarketProfileSP Region highlight y_1 " + Convert.ToString(Close[0]), false, SPL, SPH, Brushes.Orange, Brushes.Aqua, 10);
BackBrush = Brushes.Gold;
}

Basically, it works for each bar and checks if there is a previous bar that had totally or partially break the SP range ( SPL and SPH) But I struggle to refer to a specific bar ago.
For example, I will need a loop that checks each High and Low of x bars ago, Let said the RTH is from 9:30 am to 4:00 pm, and currently, it is 11:30 am that means I should check 4 bars ago. I would like to know how I can calculate it because if I make the loop for the total 14 (30 min) bars in the RTH I will have an error when I check the bar ago that does not exist.

In my previous post, the pic showed B period with the SP range, after that every new period must be tested in order to make sure there is no bar in the range otherwise the SP will be cover.
I was thinking to use something like this:

If ( Times[0][0].TimeOfDay >= new TimeSpan(11, 30, 0))
{i = 4}
If ( Times[0][0].TimeOfDay >= new TimeSpan(12, 00, 0))
{i = 5}
If ( Times[0][0].TimeOfDay >= new TimeSpan(12, 30, 0))
{i =6}

But it is not very efficient.

Hope you can help me with this.

Thank you in advance.

Best Regards
Carlos

[NinjaTrader_Jesse]

Hello Cyanez,

If you are trying to know a specific BarsAgo for a certain bar it would likely be easiest to store the bars index to a variable. For example you could add a time condition to check for 9:30am and then store the CurrentBar at that time. Later when you wanted to know the BarsAgo to get back to that time you could subtract the stored variable with the current index:

int barsAgo = CurrentBar - myStoredCurrentBar;

I look forward to being of further assistance.

[mjtrad]

Hi Cyanez,
I'm a certified ninjatrader dev and i coded a similar tool , i've attached screenshots. Contact me in private if you want trial version of the tool.

[alhakeem]

Hello. How do I respond for the trial of the single print indicator/script ?
Please PM me.
Many thanks in advance

[mjtrad]

Hi,
You can test it at : https://www.marketmastercoder.com/pr...ys-free-trial/

[nosup4u212]

Can someone explain the significance of single prints?