• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Value Areas - dValueArea

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Meanwhile added Virgin POC´s

    All credits go to Dean. Meanwhile I added the famous VPOC (also called vpc's) to the code. I want to share this again here...
    Attached Files

    Comment


      Which profile type?

      Can someone explain the difference between the different profile types please.

      I just want to show the day's "volume" poc as it evolves during the day. I am unclear about what volume weighted price (vwap?) and volume at close are.

      Thanks.

      Comment


        Originally posted by mic.o8o View Post
        Can someone explain the difference between the different profile types please.

        I just want to show the day's "volume" poc as it evolves during the day. I am unclear about what volume weighted price (vwap?) and volume at close are.

        Thanks.
        dValueArea plots the evolving VPOC (price where most volume traded). Volume Weighted Average Price (VWAP) is altogether a different indicator. You can get 'SessionVWAP' indicator for that.

        VolumeProfile is also available from other sources.

        Good luck,
        Kumar.

        Comment


          Thanks kumar, I found my answers in the earlier pages of this thread.

          Comment


            Oscillator help

            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!)
            Attached Files

            Comment


              hey cclsys,

              i have a problem, look at the pic.

              thx for help!
              Attached Files

              Comment


                Need to put oscillator in a different panel. But the way it jumps around, that's what I could use help fixing (from an experienced programmer type).

                Comment


                  some support-resistance pictures

                  Here is a recent (10 minutes ago) picture showing the the Rt DValue levels (along with the 'predictive' Ichimoku Clouds drawn 27 and 81 bars before they happen) can be so helpful.

                  There was a big sell off at 3.00 (no doubt a Fed announcement). Note how the price went straight to the blue line (yesterdays VaB price at close). This is not unusual.
                  Attached Files

                  Comment


                    Oscillator in action

                    This pic of crude has vertical lines drawn on main chart at points where the oscillator has clearly changed trend. Of note: several times the oscillator 'signaled' just a bar or three ahead of the price breaking out of the Ichi Clouds which often signifies a significant break out level. Anyway...

                    Again, no inputs to tweak (except start/end of session). It held short very well during some extended bounces prior to big down move. I think this one is worth getting to display right, also to get rid of the bad bars which would throw it off for strategy development purposes but again, I lack the programming skills to effect this.

                    Is Dean still around?
                    Attached Files
                    Last edited by cclsys; 04-03-2012, 11:25 AM.

                    Comment


                      Hello

                      Can You help me to get these indicator.

                      I got like this

                      https://lh5.googleusercontent.com/-e...-2012%2560.jpg
                      Last edited by BobyGill; 04-26-2012, 02:14 PM.

                      Comment


                        Hello DeanV

                        Please can you tell me where I can find the file sharing area? Can you send me the link?

                        Thanks

                        Comment


                          Bobygill,

                          Here is a link to the file sharing section : http://www.ninjatrader.com/support/f...ks.php?catid=4
                          Adam P.NinjaTrader Customer Service

                          Comment


                            Hi bene111,

                            Try to "Reloasd all historical data"
                            Usually helps.
                            Cheers

                            Comment


                              Originally posted by cclsys View Post
                              This pic of crude has vertical lines drawn on main chart at points where the oscillator has clearly changed trend. Of note: several times the oscillator 'signaled' just a bar or three ahead of the price breaking out of the Ichi Clouds which often signifies a significant break out level. Anyway...

                              Again, no inputs to tweak (except start/end of session). It held short very well during some extended bounces prior to big down move. I think this one is worth getting to display right, also to get rid of the bad bars which would throw it off for strategy development purposes but again, I lack the programming skills to effect this.

                              Is Dean still around?
                              @cclsys

                              Could you show me the setting for your indicator and dValuearea indicaotor?
                              Thanks.

                              Comment


                                Addition to this code

                                If anyone was so inclinded I believe a great addition to this indicator would be for the evolving lines to print where they are and when they move leave the original line where it was, stop there and print the new line starting where it moved from. At the moment it just moves the entire line so during the day you will never know where the evolving was before. It is very beneficial to know where the evolving was before. So you would end up with a stair stepping line. Does this make sense to anyone?

                                Comment

                                Latest Posts

                                Collapse

                                Topics Statistics Last Post
                                Started by Bionian, Today, 02:47 PM
                                1 response
                                7 views
                                0 likes
                                Last Post NinjaTrader_Kate  
                                Started by RickB60, Today, 01:55 PM
                                1 response
                                10 views
                                0 likes
                                Last Post NinjaTrader_PaulH  
                                Started by filopearson, Today, 01:18 PM
                                6 responses
                                11 views
                                0 likes
                                Last Post NinjaTrader_Jesse  
                                Started by kujista, Today, 12:28 PM
                                3 responses
                                14 views
                                0 likes
                                Last Post NinjaTrader_ChelseaB  
                                Started by mroberts_nos, Today, 11:47 AM
                                1 response
                                12 views
                                0 likes
                                Last Post NinjaTrader_Jesse  
                                Working...
                                X