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Old 09-11-2009, 06:59 AM   #1
DeanV
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Default Value Areas - dValueArea

I uploaded a version 2 of dValueArea in the file sharing area. Mostly it adds user config stuff down in the "Plot" area related to colors and such. Also allows the evolving POC's to be represented as lines or not at all.

Thanks to all for feedback.

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Old 09-11-2009, 07:12 AM   #2
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Dean, great - thanks for sharing with the community!
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Old 09-16-2009, 01:17 PM   #3
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Default Version 2 bug

I found a bug where the program isn't catching the last bar of the session when that bar dosn't match the calculated session end time exactly. Thus the calculations can be off on some chart senerios (more noticed on larger bar time frames).

I'll post a 2.1 version after I fix it and test for a bit.
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Old 09-17-2009, 11:26 AM   #4
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Version 2.1 is posted.
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Old 09-26-2009, 06:19 AM   #5
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Default using tick data, is possible?

Hi DeanV,
I saw u have made and modified some volume profile indicators, I would ask if is possible to use tick data to calculate the true volume at price in any time frame it is used, and maybe have the possibility to set a start and an end date to plot the histogram.

Maybe using tick data take too much pc resources?
Maybe using 1 minute data can be better?

I ask this couse when u use this kinda of indis changing timeframe would mean that cahnge also the volume profile poc and value area, i think it need a fixed timeframe for calc.

thanks.

Lubo.
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Old 10-02-2009, 10:53 AM   #6
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Posted a version 2.2 update. Added a VTPO Profile Type as an un-weighed Volume. Also tweaked the session detection / control logic a bit (hopefully didn't screw anything up there).

Lubo, This is not really what you were asking for, but it's about as close as this one is going to get for now. Perhaps NT 7 will make it easier to do what you want.

Dean.
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Old 10-07-2009, 02:49 AM   #7
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This is one of the best implementation of the Value area; thanks DeanV!
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Old 10-07-2009, 03:54 AM   #8
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ya true, really appreciate DeanV
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Old 10-08-2009, 12:48 PM   #9
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Also http://trading-evolution.com/ posts volume numbers which will show true VPOC's for each day, week, month etc. No averages, simply which price had most contracts traded. You can specify any time frame. Currently using it as verification against dValueArea reported levels.
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Old 10-17-2009, 08:15 AM   #10
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I am trying to adjust this for various 24hr markets, but it's creating some issues around the Friday close/Sunday open. Any ideas?
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Old 05-23-2010, 12:34 AM   #11
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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.
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Old 05-23-2010, 05:56 AM   #12
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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.
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Old 05-23-2010, 12:58 PM   #13
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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.)
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Old 06-30-2010, 09:17 AM   #14
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Thanks Dean, will try your suggestion and let you know the result.
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Old 10-28-2009, 02:46 AM   #15
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Default Weekly Value Areas/POCs

Which indicators do you know that are able to plot the weekly Value Area and the POC (week by week) using intraday data?

I can't find one and I'm looking for such an indicator in order to use the weekly POC together to the weekly iVWAP by hegh2000 .

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