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Old 01-10-2010, 07:17 AM   #1
hegh2000
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Default iMarketProfile1_65 and 1_7

hello,

Market Profile, based on TPO (Time Price Opportunity).
This indicator includes three versions Daily, Weekly and Monthly.

parameter details:

Mode:

0 - daily
1 - Weekly
2 - Monthly

Opacity:

color depth

Profile:

True - Display profile

mode = 0 and profile = true daily with profile
mode = 1 and profile = true Weekly with profile
mode = 2 and profile = true Monthly with profile

false - only three values of VA and POC from the previous session

mode = 0 and profile = false the VA and POC from yesterday
mode = 1 and profile = false the VA and POC last week
mode = 2 and profile = false the VA and POC of the past month

SessionLengthHours:

example:

7:30 = 7.5 (note comma)

TPOCount:

if BullCount >= BearCount then green else red

rotation factor:

if > = 0 then green else red

Volume:

if Volume >= Volume AVG then green else red

POC only in daily, only CURRENTDAY:

if POC [0]> POC [1] green
if POC [0] <POC [1] red
if POC [0] == POC [1] black

for daily :

Red: First 30 minutes
Cyan: second 30 minutes
Black: last hour
green for the rest of the day

for Weekly :

Day 1 couelur red
Day 2 couelur orange
Day 3 couelur Green
Day 4 couelur pink
Day 5 couelur cyan


for Monthly :

Week 1 couelur red
Week 2 couelur orange
Week 3 couelur Green
Week 4 couelur pink
Week 5 couelur cyan

mode = 2 and profile = true (Monthly) is not recommended for use intraday

More details are on the first frame, daily.

This indicator is a evolution of MarketProfile1.2 of Sartis23, with my thanks.

1-65 for NT 6.5

************************************************** ****

iMarketProfile1_7

profile:

0: profile without text [panel 1, daily]
1: profile + text [panel 2, daily]
2: old values (yesterday, last week or last month) [panel 3 daily]
3: old values + current values [panel 4, weekly]

************************************************** *****

iMarketProfile1_65_1_1b or iMarketProfile1_7_1b

b = beta

display choices between Rectangle or Letter

2 new parameters:

RT = 0 = Rectangel (default)
RT = 1 = Letter

if RT = 1

then you have another parameter TL (Letter size) that allows you to set the font size according to the resolution of your screen;

Warning:

NT handles much better than the display rectangle Letter, which is why I have restricted this option only in the Daily (mode == 0).


************************************************** *****
iMarketProfile2_7

I remember only the changes, others are identical to previous

settings:

Mode:

0 - daily
1 - Weekly
2 - Monthly

Type :

0: profile without text
1: profile + text
2: last values (yesterday, last week or last month)
3: last values + current values

Left To Right :

true : The profile is drawn from left to right
false : The profile is drawn from right to left

Merge :

True : You must select a start date (not to exceed the number of days of history)


Colors :

you can choose the color segments of the profile, ValueArea Color, POC Color and the rest of Profile

Initial Balance :

Persistant = true : all days IB is display
Show Extention = True : IB Extention in display
for Extensions, you can choose the coefficients of each independently (double precision)


for other parameters (improves text display report):

Display = true : the text is displayed
Height: the height of the text from profile
Width: distance of text from profile


************************************************** *****

adrien
Attached Images
File Type: jpg FESX 03-11 (30 Min) 03_01_2011_1.jpg (95.5 KB, 1290 views)
File Type: jpg FESX 03-11 (30 Min) 03_01_2011_2.jpg (102.4 KB, 1060 views)
Attached Files
File Type: zip iMarketProfile1_65_1b.zip (7.0 KB, 558 views)
File Type: zip iMarketProfile1_7.zip (6.8 KB, 543 views)
File Type: zip iMarketProfile2_7.zip (8.2 KB, 1464 views)
Last edited by hegh2000; 02-28-2011 at 01:55 PM.
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Old 01-10-2010, 07:59 AM   #2
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merciiiiiiiiiiiiiiiiiiiii
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Old 01-10-2010, 10:08 AM   #3
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Really nice work, Thanks
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Old 01-10-2010, 02:15 PM   #4
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Adrien,
Wow !!! Excellent program. Lots of code to learn from.

Only question I had was why the Ib_h & Ib_b extension (horizontal) lines don't draw on my 30M chart.

Thank You for sharing.
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Old 01-10-2010, 02:18 PM   #5
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Fantastic work. THANK YOU.
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Old 01-10-2010, 02:23 PM   #6
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Quote:
Originally Posted by Nomar View Post
Adrien,
Wow !!! Excellent program. Lots of code to learn from.

Only question I had was why the Ib_h & Ib_b extension (horizontal) lines don't draw on my 30M chart.

Thank You for sharing.
hello,

The IB form horizontal lines are traced only on the current day and if the session is open.
I traced his hand for the demonstration, you will have tomorrow in fact.
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Old 01-11-2010, 06:41 PM   #7
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Default overnight session

hello....say I want to have a profile of an overnight session...do you mind explaining how to set up an indicator for it?......say the session starts at 22:00 and ends at 05:00 the following day........it looks like that OpenHour+OpenMinute+SessionLengthHours <= 24.......thanks
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Old 01-12-2010, 01:44 AM   #8
hegh2000
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hello,

for now, we can not.
But when I some time, I'll watch.
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Old 01-12-2010, 02:47 AM   #9
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thanks.......this is still a great indicator........
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Old 01-15-2010, 01:43 PM   #10
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Excellent indicator! Thanks,
Couple of questions: what is rotation factor, TPO Count, Bear/Bull count?

Also-would it be possible to create a Volume Price indicator very similar to these? Total Volume at each price..
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Old 01-15-2010, 03:56 PM   #11
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Quote:
Originally Posted by stevenrjohnson View Post
Excellent indicator! Thanks,
Couple of questions: what is rotation factor, TPO Count, Bear/Bull count?

Also-would it be possible to create a Volume Price indicator very similar to these? Total Volume at each price..
hi,

for TPOCount (BearC/BullC) :

Number of selling TPO's = above POC
Number of buying TPO's = below POC

for Rotation Factor :

A rotation factor is a number designed to keep track of price trends by periodes . There is an up rotation factor, a down rotation factor, the total being the sum of the two. The up (down) rotation factor is computed for a period as follows. If the high (low) is greater than the high (low) of the preceding period, add 1. If the high (low) is less than the high (low) of the preceding periods, subtract 1. If the high (low) is the same as the high (low) of the preceding period, add zero. A large positive up (down) rotation factor means there is a trend to higher highs (lows). A large negative up (down) rotation factor means there is a trend to lower highs (lows).

for last question: I believe that is possible.
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Old 01-24-2010, 10:28 AM   #12
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Félicitations Adrien, tu as du en baver.

This is for sure an indicator of great interest for anyone. Especially since most MP indicators are to be paid for.

Anyone to convert it for Ninja 7 ???
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Old 01-27-2010, 02:48 PM   #13
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Default

Since the ES opens at 2.30pm in my time zone, do I put 'open hour' as 14 and 'open minute' as 30, in the properties of the indicator?
I notice that the value high and low changes throughout the day which makes sense. However, I downloaded an indicator ages ago that put in the value area highs and lows and POC which never changed throughout the day?(i guess they were based on yesterdays information?)
thanks (new to all of this)
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Old 01-27-2010, 04:23 PM   #14
hegh2000
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hello,

everything you just said is correct.
For the hour, 2:30 pm = 14:30.
For values, if profile = true, values change, as are those of today.
If profile = false, you will have the values of yesterday and those will not change.
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Old 01-27-2010, 06:54 PM   #15
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Thank you for your indicator hegh2000.
I have been trying to utilize it as per this thread.

http://www.ninjatrader-support2.com/...525#post141525

It will explain how I would also prefer to get Total Volume at Price.

Many thx
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