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Partner 728x90

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Volume Indicator

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    #16
    Hello Dolfan,

    Thanks for your reply.

    I'm not sure what is being referenced but you can still see the 6.5 downloads, here is a link which does provide a description but certainly not detailed: https://ninjatrader.com/support/foru...d=1&linkid=175

    Here is the NT7 version where the description also is limited: https://ninjatrader.com/support/foru...php?linkid=355

    In the NT7 code file, here is what I can see:

    /// <summary>
    // <summary> (origonal -> CalculateValueArea)
    // The Value Area is the price range where 70% of yesterdays volume traded
    // Written by Ben L. at [email protected]
    // Theory taken from several sources, but summarized at: http://www.secretsoftraders.com/ValueAreaHelpGuide.htm
    // May God bless you and your trading!
    //

    // Description of the "ProfileType" parameter:

    // I've given the option of creating the profile in 3 different ways:
    // 1) VOC - This method loads all the volume of a bar onto the closing price of that bar.
    // e.g. A 5-minute bar has a volume of 280 and a range of 1.5 points with a close at 1534.25, then
    // all 280 hits of volume are loaded onto the 1534.25 closing price.
    // 2) TPO - This method disregards volume altogether, and gives a single hit to each price in the range of the bar.
    // e.g. A 5-minute bar has a range of 1.5 points with a High at 1534 and a Low at 1532.5, then
    // 1 contract (or "hit") is loaded to the seven prices in that range: 1532.50, 1532.75, 1533.0, 1533.25, 1533.50, 1533.75, and 1534
    // 3) VWTPO - This method distribues the volume of a bar over the price range of the bar.
    // e.g. A 5-minute bar has a volume of 280 and a range of 1.5 points with a High at 1534 and a Low at 1532.5, then
    // 40 contracts (=280/7) are loaded to each of the seven prices in that range: 1532.50, 1532.75, 1533.0, 1533.25, 1533.50, 1533.75, and 1534
    // 4) VTPO - This method distribues the volume of a bar Evenly over the price range of the bar.
    // e.g. A 5-minute bar has a volume of 280 and a range of 1.5 points with a High at 1534 and a Low at 1532.5, then
    // 280 contracts are loaded to each of the seven prices in that range: 1532.50, 1532.75, 1533.0, 1533.25, 1533.50, 1533.75, and 1534
    // Since the calcs. are Relative to other bars / price points, more volume bars / price points will show that.
    //
    // Mods DeanV - 11/2008
    // 3/20/2010 - NT7 conversion (version 7.0)
    // Adjusted call params for v7 requirements and non-equidistant charts, tweeked session detection, and re-positioned a few lables.
    // Included a global enum namespace/file with distribution (_dValueEnums) so different versions don't have to deal with it).
    // v7.0.1 - 3/23 - Added Session Template time override. Overwrites start / end settings with template in use settings.
    // v7.0.2 - 3/28 - Added ZOrder flag... attempt to show behind other stuff.
    // v7.0.3 - 4/07/10 - merged MDay's features... Map visable screen or combo's of days. Added / Changed these inputs
    // ScreenMapType - 0=daily(daily maps), 1=screen(whatever is on screen), 2=combine days (uses PreviousSessions to determin # of days to combine)
    // PreviousSessions - # of days to add to today's activity when ScreenMapType = 2. 0 = today only, 1 = today and yesterday.
    // ShowDailyPlots - if true will show daily plot lines (regardless of SCreenMapType).
    // * ShowEvolvingPOC's - added type 3 = Extended lines (full screen display of evolving lines in combo modes)
    // * increase TotalSlots Maximum to 1000 (combo's probably need more slots for larger ranging)
    // * combo's will include pre-sessions if part of chart display.
    // v7.0.4 - 4/19-20 - Added Zero (Auto) setting on "Slot Min. Height".. 0 = fill in gaps between slots, etc., to display as contiguous verticals (no gaps or overprints)
    // (when slots are combining ticks (TotalSlot<ticks in range & slot min. = 0), will increase POC & VA's buy about 1/2 tick... probably a little more accurate)
    // v7.0.5 - 4/21 - Added -1 input (Auto slots seperated by 1 pix.) to "Slot Min. Height". -1 = separates slots by 1 pix.
    // When "Slot Min. Height" <=0 - maps will adjust to center when slots are combining. Reworked POC, VA calc's to reflect centered slots.
    //
    //
    /// </summary>
    Paul H.NinjaTrader Customer Service

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