Value Areas - dValueArea

[ardeman]

perfect sense

[cbratton]

I've been looking for the same thing. Like a dynamic POC or PVP. Or RTPVP or RTPOC (Real Time Peak Volume Price or Real Time Point of Control).

[ardeman]

I've been looking for the same thing. Like a dynamic POC or PVP. Or RTPVP or RTPOC (Real Time Peak Volume Price or Real Time Point of Control).

That would be sweet ...

[JDNeeman]

Hello,

How can i emulate the images posted here, i mean, the lines for VAT and VAB seems continuous, can you post your settings please!!!???


Thank you!!

JD

I wrote an oscillator based on the DValue. Now this is on a version which also shows evolving VaB and VaT. The code is messy because Dean's original coding is way beyond my skill level.

The oscillator is really quite good and of course works on all time frames/charts without any input tweaking except start and end times, duration of session. But when the session ends and new one begins the value spikes (somehow it becomes the Close Price I think) and so the display doesn't work properly.

If anyone would be interested in solving this display issue (and generally cleaning up the code), I believe this could be a very helpful indicator, one that can be used to incorporate volume price analysis into system coding rules.

I have attached the code, and also a picture showing the oscillator display kicking out (as the session ended 20 minutes ago), and then scrolling the chart to the left to exclude this time, the oscillator working. The oscillator in question is the one with the magenta histogram.

The chart displays the DValue with RtVAB, RtVAT, RTPOC, also Vwap (magenta) and Ichi clouds in two time-frames.
The oscillator beneath the one in question plots the skew (vwap relative to RtPOC) which is also quite handy. I have posted this somewhere else in this thread.

As always, thanks to Dean V for developing this excellent resource.

(Please, no-one here needs to mention that you can always pay someone to do this!)

[bottrader]

Dvalue indicator and session template (Asian, EU , US)

Hello ,

I am trying to use the Dvalue indicator with Forex ( EURUSD pair for example) based on a 24H session template taking into account the Asian , European and US sessions , but I am stuck .

Has anybody already could setup successfully such configuration in order to get volume profile on a 30 mn chart per session (Asian , European and US)

Thanks

[dave the trader]

Rtpoc

First post for me here in NT. By all means NOT a new trader though. 19+ years. I am not a programmer at all. That being said, I use the dvalue in a rather unique way and have it running on calc bar close false to watch the movement of the RTPOC's. Is there someone in here who can add/change the code to have any movement of the RTPOC show up as a stationary marker. When running the dvalue with calc bar close set to false the RTPOC's move during candle formations and I would like to have permanent printings of those movements when they move with pricing.

sample screenshot here = www.screencast.com/t/5G2a1z7EEjw

[ETMTrader]

I use the dValueArea indicator. It's set up for the day session of the e-mini S&P (9:30-4:15), which I like.

Can someone tell me how to switch it over to a weekly profile?

I downloaded it from here or Big mike's Trading. The file folder is titled dValueArea7

[andddres1]

dvaluearea for mt4

Hello, thank you so much for sharing.

does anyone have this indicator for mt4?

[erik949]

Anyway to call on the evolving top and bottoms

Thanks for the great work. I have been looking for something like this to finish off a strategy I have been working on for a while. Is there a method that I can call to get the evolving VAt and VAb values. They are painted and we can control that but I did not see in the code where these were put to a dataseries or available to call from.

Thanks so much

[jsc40]

dvaluearea

Thanks for the great indicator. Question - I am running it on an ES daily 15 min chart and an ES 15 min chart that includes the overnight session. Both are set to begin at 8:30 (central time) and run for 6.75 hours. I would think that would cause the one on the chart with overnight data to give the same Vab, Vat, and POC as the daily chart since both are limited to using the day session only. However, in reality the chart with the overnight session sometimes has values that are a little different. What do I need to do on the chart with the overnight session to give the same values as the day session only chart?

[silver99]

dValueArea using 2 data series

Has anyone experienced issues when using two data series on a chart with dVAlueArea? I am getting error messages that say "error on plotting indicator" Please check the 'onbarupdate' or the 'plot' method: Index was out of range. Must be non-negative and less than the size of the collection.

Another indicator on the same chart that won't plot says the same except the end is: 'Index was outside the bounds of the array'.

Does anyone know how to fix this? Thank you,

[NinjaTrader_PatrickH]

Hello silver99,

Thank you for your post and welcome to the NinjaTrader Support Forum!

I have not seen this before, can you send your log and trace files to platformsupport[at]ninjatrader[dot]com?

You can do this by going to the Control Center-> Help-> Mail to Platform Support. Please reference this thread in the subject line: http://www.ninjatrader.com/support/f...ad.php?t=20430

[aditya121]

Hello silver99,

Thank you for your post and welcome to the NinjaTrader Support Forum!

I have not seen this before, can you send your log and trace files to platformsupport[at]ninjatrader[dot]com?

You can do this by going to the Control Center-> Help-> Mail to Platform Support. Please reference this thread in the subject line: http://www.ninjatrader.com/support/f...ad.php?t=20430

Hello Forum,

Thank to sharing Infomation and your experience. Has any one experience or information about any tool to find out major support and resistence area like volumezones based on Bulls Bears or Trade Order made by institutional player (Pros).

Thank

[laocoon]

Hi Dean, thanks for posting below. I am able to get the formula for yesterdays VAt and VAb for TF. For those interested here it is:

VAT=dValueArea(false,6,30,0.7,2,2,_dValueEnums.dVa lueAreaTypes.VWTPO,0,100,1,6.75,true,300,false,2). VAt[1];
VAB=dValueArea(false,6,30,0.7,2,2,_dValueEnums.dVa lueAreaTypes.VWTPO,0,100,1,6.75,true,300,false,2). VAb[1];
DJ

Hi DJ,

I'm trying to integrate the VAt & VAb in a strategy, but my dValueArea indicator parameters don't match yours. I've tried to adapt the code to my settings, but when I compile it I get an error message. Could I kindly ask you to have a quick look at my parameters (see pic below) and to tell me how they would translate in terms of code? Your help is much appreciated.

EDIT: I just found the solution

[laocoon]

Additional question: if VAt[1] gives you yesterday's value, how do you get the value of the day before yesterday? I figured it should be VAt[2], but it doesn't work.

Could someone please enlighten me?