Evolving POC & Value Areas query

[cclsys]

I have been using the excellent DValue indicator for some time now and was around when Dean kindly got the POC to update bar-by-bar and stay on the chart that way so it is not a horizontal line across the whole chart and you can compare the current value with the ones before (i.e. it tracks more like a moving average for example).

Is there an update or has someone else written this so you can get the evolving VaT and VaB tracking live the same as the POC? I would really like to see the rolling Value Area as a dynamic band along with the relative POC. There was one by a Cory for 6.5 but it hasn't been updated and there are elements in the coding that don't work. I attach a copy of that in case any programming whizzes here can update it for me.

But really I would like DValue to have this capability...

[NinjaTrader_RyanM1]

Hi cclsys,

If no one responds to your script modification request, you may consider a NinjaScript consultant for this:

http://www.ninjatrader.com/partners#NinjaScript-Consultants

[qfweiwei]

Hi,

The attached customized indicator in following link can plot developing POC/VAH/VAL. Please let me how you think about it.

http://www.ninjatrader.com/support/forum/showthread.php?t=45778

weiwei

[cclsys]

thxs

Dear qfweiwei:

For some reason I did not get an email about your contribution. I came back to this thread because I just figured it out using DValue as the base (added in DataSeries and two new plots, the RtVAT and RtVAB). Works fine.

Now I will download and check yours out.

Meanwhile, here is my alteration to DValueArea called DValueAsh (Ash is the beginning of my first name).

I have two screenshots. One with the default lines across the entire chart, the second (DVA dynamic) with the new dynamic lines, like Bands.

This is a little confusing because by chance I took these pictures before and after the opening bar of the day session which the data series follows, so things shifted quite a bit from one picture to the next. Sorry about that. Nbd.

Later I have added an EC chart which actually shows how helpful the lower band has been in indicating support levels. Perhaps it is often like this in trending moves, but the point is: now the lines are plotting dynamically and staying there bar by bar it is much easier to track such behaviours whereas with only one horizontal line at the current level one cannot do this.

The White Dash line is the RT POC. The dash-dot dark blue line is the VWAP based on session beginning at 3.00 am. The thin magenta lines are the Standard Deviation 1,2,3 off the VWAP. The horizontal dashed blue line and the horizontal dashed red line above it are the previous session VAB and POC. Higher up is a similar horizontal dashed (gold) line indicating previous session VAT.

(Other Indicators on Chart: There is also a band indicator I wrote which in this case shows the standard deviations around the VWAP, although it can plot of a variety of different moving averages and combination of averages and the bands can be calculated in a variety of ways. I am going for very simple charting these days and plan to use just the VWAP, the SD bands, and the Value Area plots on the main charts, with a couple of basic oscillators below, one of which plots the skew and trend based on the DValue calculations and is posted in the original DValue thread.)

[outsource]

Dear qfweiwei:

For some reason I did not get an email about your contribution. I came back to this thread because I just figured it out using DValue as the base (added in DataSeries and two new plots, the RtVAT and RtVAB). Works fine.

Now I will download and check yours out.

Meanwhile, here is my alteration to DValueArea called DValueAsh (Ash is the beginning of my first name).

I have two screenshots. One with the default lines across the entire chart, the second (DVA dynamic) with the new dynamic lines, like Bands.

This is a little confusing because by chance I took these pictures before and after the opening bar of the day session which the data series follows, so things shifted quite a bit from one picture to the next. Sorry about that. Nbd.

Later I have added an EC chart which actually shows how helpful the lower band has been in indicating support levels. Perhaps it is often like this in trending moves, but the point is: now the lines are plotting dynamically and staying there bar by bar it is much easier to track such behaviours whereas with only one horizontal line at the current level one cannot do this.

The White Dash line is the RT POC. The dash-dot dark blue line is the VWAP based on session beginning at 3.00 am. The thin magenta lines are the Standard Deviation 1,2,3 off the VWAP. The horizontal dashed blue line and the horizontal dashed red line above it are the previous session VAB and POC. Higher up is a similar horizontal dashed (gold) line indicating previous session VAT.

(Other Indicators on Chart: There is also a band indicator I wrote which in this case shows the standard deviations around the VWAP, although it can plot of a variety of different moving averages and combination of averages and the bands can be calculated in a variety of ways. I am going for very simple charting these days and plan to use just the VWAP, the SD bands, and the Value Area plots on the main charts, with a couple of basic oscillators below, one of which plots the skew and trend based on the DValue calculations and is posted in the original DValue thread.)

Hello All,

Can anyone please suggest why this one does not compile?

[outsource]

Anyone wiling to assist to compile tha DValue file?

[NinjaTrader_Jesse]

Hello,

On my end this is not compiling because the enum _dValueEnums can not be found.

I took a quick look through the other attached files and links in this thread but did not see this enum in any of that content.

If you have another file that contains this enum or know where it is, if you can point me in the right direction of that, I could continue compiling this.

Otherwise if the error you are getting is: The type or namespace name '_dValueEnums' could not be found (are you missing a using directive or an assembly reference?)

This would be because the enum is not included in this file and was declared in another script so that other script would be needed or a new enum would need to be declared in this file with the values used in the script.

I look forward to being of further assistance.

[outsource]

Hello,

On my end this is not compiling because the enum _dValueEnums can not be found.

I took a quick look through the other attached files and links in this thread but did not see this enum in any of that content.

If you have another file that contains this enum or know where it is, if you can point me in the right direction of that, I could continue compiling this.

Otherwise if the error you are getting is: The type or namespace name '_dValueEnums' could not be found (are you missing a using directive or an assembly reference?)

This would be because the enum is not included in this file and was declared in another script so that other script would be needed or a new enum would need to be declared in this file with the values used in the script.

I look forward to being of further assistance.

Hi Jesse,

i found the file with enums.I attached it in case someone whould need it.

[NinjaTrader_Jesse]

Hello,

Perfect, thank you for providing that for others to use.

It compiled on my end after adding that so if you are no longer having errors it looks like this is solved.

I look forward to being of further assistance.

[peterhxu7]

having difficulties of understanding the indicator

could you explain on the followings please
evolving VAt
evolving POC
evolving VAb
POC
RtPOC
VAb
VAt

[NinjaTrader_PaulH]

hello peterhxu7,

Thanks for your post.

The indicator source file has notes in the beginning of the file where the author of the indicator provide some explanation. In addition he has provided his e-mail address so he can be contacted directly.

[meowflying]

Paul
Is there a method that I can call to get the evolving VAt, POC 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. I want to use them in my strategy, now it gives me only last session values.

Thanks so much

[NinjaTrader_PaulH]

Hello meowflying,

Thanks for your post.

With reference to the indicator in post # 8 of this thread, it appears that of the evolving information only the realtime POC (rtPOC) would be available to a strategy. You may wish to contact the author of the indicator for assistance with this.

[derek98201]

thxs

Dear qfweiwei:

For some reason I did not get an email about your contribution. I came back to this thread because I just figured it out using DValue as the base (added in DataSeries and two new plots, the RtVAT and RtVAB). Works fine.

Now I will download and check yours out.

Meanwhile, here is my alteration to DValueArea called DValueAsh (Ash is the beginning of my first name).

I have two screenshots. One with the default lines across the entire chart, the second (DVA dynamic) with the new dynamic lines, like Bands.

This is a little confusing because by chance I took these pictures before and after the opening bar of the day session which the data series follows, so things shifted quite a bit from one picture to the next. Sorry about that. Nbd.

Later I have added an EC chart which actually shows how helpful the lower band has been in indicating support levels. Perhaps it is often like this in trending moves, but the point is: now the lines are plotting dynamically and staying there bar by bar it is much easier to track such behaviours whereas with only one horizontal line at the current level one cannot do this.

The White Dash line is the RT POC. The dash-dot dark blue line is the VWAP based on session beginning at 3.00 am. The thin magenta lines are the Standard Deviation 1,2,3 off the VWAP. The horizontal dashed blue line and the horizontal dashed red line above it are the previous session VAB and POC. Higher up is a similar horizontal dashed (gold) line indicating previous session VAT.

(Other Indicators on Chart: There is also a band indicator I wrote which in this case shows the standard deviations around the VWAP, although it can plot of a variety of different moving averages and combination of averages and the bands can be calculated in a variety of ways. I am going for very simple charting these days and plan to use just the VWAP, the SD bands, and the Value Area plots on the main charts, with a couple of basic oscillators below, one of which plots the skew and trend based on the DValue calculations and is posted in the original DValue thread.)

Hi CCLSYS,

How are you? Could I have your help to add and give another output called evolving/real-time balanced target?
The evolving/real-time balanced target is the price target that would show a balanced Area Profile.
It will turn an imbalanced Area Profile (“b” or "P" shape) into a balanced Area Profile (“D” shape).
I have attached a photo for your reference.

Thanks a lot for your time!

[NinjaTrader_ChelseaB]

Hello derek98201,

Are you wanting to make these changes yourself?

Below is a public link to the tips and reference sample that demonstrates creating custom inputs.
https://ninjatrader.com/support/help...d_input_pa.htm
https://ninjatrader.com/support/help...alues_that.htm

This thread will remain open for any community members that would like to code the inputs or logic as a convenience to you.

You can also contact a professional NinjaScript Consultant who would be eager to create or modify this script at your request or assist you with your script. The NinjaTrader Ecosystem has affiliate contacts who provide educational as well as consulting services. Please let me know if you would like our business development follow up with you with a list of affiliate consultants who would be happy to create this script or any others at your request.