Value Areas - dValueArea

[DeanV]

hattori, No. That section just gets some inital data numbers during first few bars, to get it started. Won't effect the 1 bar off issue going forward. Your probably getting hit with some Greater or Equal issue. A quick try would be to change CSEndTime CompareTo (a few lines down from your reference area) to ">=" (add the equals) and see if that works or mess's up (might be different for different chart bar length settings, but work for your 1 min. bars). If that can't get you there, try things on setting that CSEndTime... main function is "SetCurSessEndTime", but might be a few other places scattered around to check for special conditions, etc.. Note that once the end time is set, the program uses that to then set the start time, so could be either one that's at issue. Could be you'll have the chase down all the date related usage and just try something to see how it effects it. Also, once the date/time is set, the program really uses bar numbers to do it's real work so that could be "off by one" in one of the functions that sets or scans the bars.

mystiq, Havn't done anthing with that directly... probably won't for months or more. An slopy way to get there would be to setup a chart and set the end date for Sunday (for this example) so it dosn't change during the week. Setup the program to combine last 7 days and use those numbers in other charts or whatever. Then on Monday move the Sunday date forward a week. You'd have to fiddle with it each week.

Hope that helps.

[mystiq]

weekly dvalue

Changing program to do sub-daily profiles might be a little involved. There are a few different places to check / perhaps modify. A variable called CSEndTime is the key, so look for that to start chaseing it down.

I'd create a striped down version for backtesting... eliminate the plot override stuff (not needed for what you want), and probably a number of the other inputs. Just focus on the parts you are interested in. For what you mentioned it would be the main plots (VAt, VAb, POC, etc.) that your interested in.

Hi DeanV,

great tool-- do you have any updates on the weekly-DValue you was working on?

mystiq

[SLASH]

Thanks Dean! 30 Min profile done, but last one minute bar is not included in half hour profile. Say I got 9:01 to 9:29 minute bars included in profile but minute bar of 9:30 looks like not included. This is repeated every half hour. Do I try to edit this portion -

if(CurrentBar<3) {
CSStartTime = new DateTime(Time[0].Year,Time[0].Month,Time[0].Day,OpenHour,OpenMinute,0,0,DateTimeKind.Utc);
CSEndTime = CSStartTime.AddHours(sessionLengthInHours);
if(CurrentBar>1) SetCurSessEndTime(); //get it started (skip bad 1st bar data issue).
SesNum.Set(0);
return;

[DeanV]

Changing program to do sub-daily profiles might be a little involved. There are a few different places to check / perhaps modify. A variable called CSEndTime is the key, so look for that to start chaseing it down.

I'd create a striped down version for backtesting... eliminate the plot override stuff (not needed for what you want), and probably a number of the other inputs. Just focus on the parts you are interested in. For what you mentioned it would be the main plots (VAt, VAb, POC, etc.) that your interested in.

[SLASH]

30 min profile

Hi deanV great indicator ,thanks for sharing.
I am a intraday trader I want to trade according to 30 minutes profiles .Please tell me how can I get 30 min profile or is there any modification needed in dvalue indicator to get 30 min profiles .
Also help me with my strategy http://www.ninjatrader.com/support/f...236#post175236
thanks in advance
nh

[DeanV]

Program / Ninja has this limitation for this application... It's Bar Based. That means it's going to take the data it can from each bar, and apply it for the different ways the "Profile Type" says. Since it's bar based, for Volume data it only gets one number per bar. That amount is distributed accross the price ticks (High to Low) in the different ways. For VOC (Vol at Close), all of it will go to the Close price.

If you run program on faster bars (100 tick chart) then you'll get a more detailed result (but eat up more CPU resources). On a 30 min. chart, program will calc 1x per 30 min. and for VOC, put all the volume over those 30 min (vol data for that bar) on the Close price, leaving the rest of that bar range empty.

Hope that helps.
Dean.

[tinkerz]

If you can dean that would be great, many thanks

[danieljsalas]

Hi DeAN with VOC here, It´s default is for 1 tick? not 1 minute? ...can you explain more on this since i dont get it straight...thanks a lot

daniel

[danieljsalas]

Ho dean,thanks for your answer but what i mean here is...how is the volume calculated for each price level...not that i use a 1 tick chart BUT how is the total volume of a price level calculated for example taking the ES at 1100.25 a volume of 60 000 contract how was that volume calculated by the indicator for that price level...thats why i ask about the tick.what i need to know is what the indicator uses to total the volume at each price and if it possible to calculated as accurate as possible usong your indicator and ninja

thanks a lot for your kind help

[DeanV]

I've used it on small tick count charts, but not as low as 1 tick. Don't think it's practical for this code. Program will try to use whatever chart it's placed on, but I've not had luck with 1 tick.

[danieljsalas]

Hi Dean, so is it possible to use a 1 tick Data instead of minute data for the indicator so that better accuracy can be found?...that would be pretty interesting but it is unclear to me if it can be done

thanks

daniel

[DeanV]

yes, premarket (in this context) is time after the close, till market opens next day. This program conciders the start of next day on first bar it see's after the close of open hours.

yes, green and red maps are built using horizonal rectangles for each price point.... I just call them slots. In a small range day for ES, they are probably 1 tick each for default settings.

Your right... I must have taken most out those links on vers. 7, just do an internet search for related key words and you'll find a bunch of stuff. Here's a couple if they still work...
www.secretsoftraders.com/ValueAreaHelpGuide.htm
www.enthios.com/universal.htm

Hope that helps.

[highasakite]

Thanks Dean. Ok, so you mean pre-market hours is 15.30-08.30 for an instrument like the ES.

Is slot = the red and green colour islands?

About the links in top part of code, I don´t understand where to find them? Can´t see any links at the indicator in ninja, in the script zip or at the script download.

(As a side note, I find it very hard to browse through a thread like this with 9 pages when the starting point is confusion about what I see. Most people ask quite initiated questions and use abbreviations which adds more new stuff I know nothing about. It´s like snowball effect for mental overload.)

[DeanV]

tinkerz, sounds like your asking for a "realtimeVA's" plot, simular to the realtime POC plot option in there now. I can add it to the list. Probably be a while before I do any additional stuff with this app, so won't see any quick resolve on it. That particular one whouldn't take much since the numbers are already there... just need to add the plots (or change existing ones). Just follow how the realtime POC is done.

highasakite, red is pre-market (outside market hours as defined in program) green is open hours. It's volume and or price depending on options picked. Lots of info out on net and in a few books on how to use them. Read through this thread and many others for some references. Also a few links in top part of code. I'm not an expert, and probably know less than 1/2 of ways it could be useful. I work on stuff like this because it helps my understanding of it (just the way my brain works).

Dean.

[highasakite]

Sorry if this already been asked, but the light red and light green coloured fields in the chart, I assume this represents the volume distribution, why are there 2-3 different "colour islands" per session? How can I use them? Is it ok to use 30 min bars for this indicator?

I´m a total newbie to this, and have only used CalculateValueAreaPOC for 6.5 before.