Mustang-

Im looking for a IBD 100 list ideally in excel. Thanks

Very funny Gabe... and spot on.

yeah I can understand your wanting to dig deeper... 20 day prfoile represents one month, its fairly common to do a monthly profile. just keep in mind Markets are not rational/ logical etc..

aaa and sevensa, thanks

Is it available in ELD ? If not can you post the code. thanks

Hi BlowFish, As it seems that you have a good understanding of VWAP, I thought it would be approriate to ask you what your thoughts are about Weekly VWAP and Monthly VWAP including SD bands that are associated with them. with respect to Day trading or Swing trading.

Thanks for pointing that out BlowFish...will do. take care

BF, Although im familiar with VWAP, I rarely have used... (TPO)POC and VWAP are very similar. I prefer the POC as In my observations and the way I approch the market POC works better for me. You are 100% correct... As with most thing it's how you apply them that counts. That said I can only speak from my experience and if someone asked me about Volume Profile or TPO prfoile I would say go with Price profile. However In the Future Im going to ammend that statement too... primary focus should be Price Profile but monitor Volume profile as you may end up liking it and finding it useful too.

When I think of Volume Profile and Price Profile in terms of Logic makeup of indicator its very easy for me to say that a volume profile amkes more sense on purly logical terms. but the markets dont think and function in terms of logic, reason , science. The markets are what they are. If you have some trading experience and monitor both Volume and Price profile it is quickly obvious that Price(TPO) profile is much more effective then Volume profile. For trading results I would recommend a classic TPO profile. For scientific studies I would recommend a volume profile

So since when is the UK know as In Da House Aside from skeptics, what you say is valid in many respects. Infact I have seen in real example how one can go around these agreements. This will sound odd coming from me, since I asked for the NDA to begin with. Those that are paranoid about having their confidential material being made public or used without their consent...will inevitably have such happen to them.

Zapisy, greatly appreciated....... Member slike you add value to TL. BlowFish, Thanks for the comments... I want to shre some confidential information and want to make sure the parties I do share the information with, I have evidence to show that their was a confidential agreement. can you elaborate on why you dont think its a good deterant?

I have need for a Non Disclosure Agreement. I can make the changes I need to it. If I can find one that I can use as template or just to get an idea of context it would be great. I figured there might be one lying around this forum, or possibly those that have used such agreements in past might be able to share a copy with the confidential information Blocked out. Any contributions greatly appreciated.

Hi Soultrader, Thanks for sharing your experince of these MP traders. A few questions as Im trying to imagin there process in my mind and some more details from you might help me do that better...thanks. A. Were you able to determin if their analysis was mostly based on TPO profile or Volume profile or were they using other indicators to help? B. Were they using daily structures of the 30m period or were they blending days in a discretionary manner??? C. Did you get a feel that most of their analysis and decision process was based on s/r levels extracted from MP??? ....this is what I have personally noticed with expert MP users. just wondering if that was your experience. I will say this....from my observations. MP for some is the holy grail and for others its useless. currently there is another thread on this site that has some that have not been able to make use of MP, its not because they are lacking intelligence or that they are lazy, I believe they are being honest about their claims-- at the same time there are traders that I know personally, and on this forum that live by MP and are very successful. There is a old saying that goes something like this...I allways butcher saying, so parden me. " If you look for something you will find it ". i.e. what ever you look for with faith you will see. This is what makes statistics or statistical findings so amusing. ****************** By the way a couple of minutes after my post i realized that your(SoulT) post was made back in 2007. I got fooled into thinking its arecent post because the previous post to mine said yesterday and I dont expect you to remeber the details of your experience from 3 years ago. However just incase you do...Im all ears.

ochie, for the Syock index symbols ES,YM, NQ I keep the compression set to 1 and I had checked the numbers with someone elses code (different TPO profile then the one I posted) and it matched exactly. Further more if the compression is set to less then 1 or > then 1 then one will get a TPO plot at a VALUE < then the min tick move or a TPO plot at value > a min tick move. I have not checked the above TPO profile with other site to verify its accuracy but will do so soon. As far as the link you posted for drawing the VA H and L I did not see a code for such...did I miss it?? Thanks much. Backrob99, Thanks for posting the site for MP numbers. Best regards

Can you give me some websites that you checked so I can look at them. Also im not sure if you ran that above TPO indicator on a pitsession chart or a 24hr. chart as they will give different results. thanks

Thanks for giving it an effort and take your time. I agree, no need to have them in script, just as long as the 3 trendlines for VH VL POC are plotted for the previous sessions that are loaded on the chart. once again thankyou

Sure.... I would like to have a version of the code that plots 3 horizontal trendlines. 1st trendline ValueHigh 2nd trendline ValueLow 3rd trendline POC furthermore I would only want the trendlines plotted after the session has ended i.e. after the 1615 est close, Therfore no need to plot the current sessions value high,low, or poc. and I would like to have removed the following.... the Text plot of the VH or VL, Removed the Vertical yellow line that shows the VA...Removed the TPO letters...removed Simply remove everything and show only the three trnelines mentioned above. Let me know If you can help with the above, greatly appreciated.

Forgot to post screenshot of the above ELD.

flyingdutchmen, thanks for the offer of help with EL. I do have a request but Im not sure if you can run this code on the TS version you have access to. Please let me know if you are able to do so and I will explain what I intend to to do.please run this TPO profile on a 30m Symbol that charts pit session only e.g.@ES.D or SPY, infact anything that starts at 0930 and close at 1615. By the way I think you will enjoy this code as it invlolves statistical work. please find the ELD below. [sameTickOpt=True] input:compress(1),len(30),letter1(1),txtcolr((rgb(0,0,255))),opncol (rgb(0,0,255)),closcol(rgb(0,0,255)),lastcol(rgb(0,0,128)),VAprcnt(.7),Valcol(rgb(180,180,0)), Valsize(1),Stime(Sess1StartTime),IBColor(rgb(255,0,255)), IB_Size(0),IB_Style(tool_Solid), xx(2){moves IB line to the left X bars ago}; vars:lett("ABCDEFGHIJKLMNOPQRSTUVWXYZabcdefghijklmnopqrstuvwxyz"),t1(0),vsize(0),cpt(0),dl(0), lcount(1),fp(0),daynum(0),d0(0),mid(0),dlo(0),pc(0),pc2(0),skp(0),labl(0),vala(0),vap(0),cp(0),t0(0),nuflag(0), hh(0),ll(0),x(0),et(0), clet(""),curtxt(""),th(0),tl(0),tpstr("00"),tot(0),va(0),d2p(0),oldclet(""), barhi(0),barlo(0),mintick(0),xpts(0),price(0),up(0),dn(0),oldup(0),olddn(0),flag(0),flag2(0),IBhigh(0),IBlow(0),IB(0); array:pri[1000](0),tpo[1000](0),pristr[1000](""); nuflag=0; if t0 <= Sess1EndTime and t > Sess1EndTime and Sess2StartTime <> 0 then nuflag=1; if d <> d0 and Sess2StartTime = Sess2EndTime then nuflag=1; if t0=sess1endtime then nuflag=1; if currentbar=1 or nuflag=1 then begin if currentbar=1 then begin vap=VAprcnt; vsize=mod(valsize+7,7); if vsize < 2 then value88=5 else value88=vsize; mintick = 1 point * minmove * compress; xpts=500*mintick; end; lcount=letter1; if currentbar > 1 then begin if valcol <> 0 and flag2=0 then begin mid=0;value23=0; cpt=tl;cp=tl + (th-tl)/2; {center of dist.} for x = tl to th begin if pristr[x] <> "" then begin pristr[x]=nutpstr(tpo[x],pristr[x],pri[x]); value23=value23 + tpo[x]; {total tpo count} if tpo[x]=mid and x <= cp then cpt=x; if tpo[x]=mid and x>cp and(x-cp) < AbsValue(cp-cpt) then cpt=x; if tpo[x] > mid then begin cpt=x; mid = tpo[x]; end; end; end; va=value23 * vap; x=mid;up=cpt;dn=cpt; while x < va begin value19=tpo[up+1]+tpo[up+2]; value20=tpo[dn-1]+tpo[dn-2]; if value19 >= value20 then begin if x+tpo[up+1] >= va then begin x=x+tpo[up+1]; up=up+1; end else begin x=x+value19; up=up+2; end; end else begin if x+tpo[dn-1] >= va then begin x=x+tpo[dn-1]; dn=dn-1; end else begin x=x+value20; dn=dn-2; end; end; end; if up > th then up=th; if dn < tl then dn=tl; up= fp+((up-500)*mintick); dn=fp+((dn-500)*mintick); value62=fp+((cpt-500)*mintick); labl= text_new(d2p,t1,dl-mintick,"VA:"+mp_str32(dn)+" "+mp_str32(up)); TEXT_SETSTYLE(labl,0,2); TEXT_SETCOLOR(labl,valcol); vala=TL_New(D2p,t1,up,D2p,t1,dn); TL_SetColor(vala,valcol); TL_SetSize(vala,vsize); value60=TL_New(D2p,t1,value62+mintick/15,D2p,t1,value62-mintick/15); TL_SetColor(value60,valcol); TL_SetSize(value60,value88); end; pc2=0; for value4=tl to th begin price=fp+((value4-500)*mintick) ; if price <= pc then pc2=value4; end; if pc2=0 then pc2=barlo; curtxt=pristr[pc2]; if RightStr(curtxt,1) <> "<" then begin text_setstring(pri[pc2],curtxt+" <"); Text_SetColor(pri[pc2],closcol); end; end; t1=t; d2p=d; labl=0;vala=0; for value1=tl to th begin pristr[value1]=""; tpo[value1]=0; end; clet=curletstr(stime,len,letter1); oldclet=clet; dlo=l; fp=o; tpo[500]=1; th=500;tl=500; flag=0; pri[500]= text_new(d,t1,o," >"+clet); pristr[500]=" >"+clet; TEXT_SETSTYLE(pri[500],0,2); TEXT_SETCOLOR(pri[500],opncol); hh=o;ll=o;mid=1;tot=1;value22=currentbar; dl=l; if d= JulianToDate(LastCalcJDate) then flag2=1; end; clet=curletstr(stime,len,letter1) ; t0=t;d0=d;pc=c; barhi=intportion((xpts+h-fp+(mintick/10))/mintick); barlo=ceiling((xpts+l-fp-(mintick/10))/mintick); if barhi > th then th=barhi; if barlo < tl then tl=barlo; if l < dl then dl=l; IF datacompression=0 and currentbar > value22 then begin lcount=lcount+1; if lcount=53 then lcount=1; clet=midstr(lett,lcount,1) ; hh=o;ll=o;flag=flag+1; end; value22=currentbar; IF datacompression = 1 and oldclet <> clet then begin hh=o;ll=o;flag=flag+1; end; for value4=barlo to barhi begin price=fp+((value4-500)*mintick); curtxt=pristr[value4]; if curtxt = "" then begin tpo[value4]=1; pri[value4]= text_new(d2p,t1,price," "+clet); pristr[value4]=" "+clet; TEXT_SETSTYLE(pri[value4],0,2); TEXT_SETCOLOR(pri[value4],txtcolr); end else begin if RightStr(curtxt,1) <> clet then begin text_setstring(pri[value4],curtxt+clet); pristr[value4]=curtxt+clet; tpo[value4]=tpo[value4]+1; end; end; end; if h>hh then hh=h; if l < ll then ll = l; {------------------------------------------------------------------------------------------} if valcol <> 0 and lastbaronchart then begin mid=0;value16=0;value23=0; cpt=tl;cp=tl + (th-tl)/2; {center of dist.} for x = tl to th begin if pristr[x] <> "" then begin pristr[x]=nutpstr(tpo[x],pristr[x],pri[x]); value23=value23 + tpo[x]; {total tpo count} if tpo[x]=mid and x <= cp then cpt=x; if tpo[x]=mid and x>cp and(x-cp) < AbsValue(cp-cpt) then cpt=x; if tpo[x] > mid then begin cpt=x; mid = tpo[x]; end; end; end; va=value23 * vap; if l < dlo then begin dlo=l; price=fp+((tl-501)*mintick); if labl <> 0 then Text_SetLocation(labl,d2p,t1,price); end; if labl =0 then begin price=fp+((tl-501)*mintick); labl= text_new(d2p,t1,price,"-"); TEXT_SETSTYLE(labl,0,2); TEXT_SETCOLOR(labl,valcol); end; if va <> 0 then begin value61=value18; x=mid;up=cpt;dn=cpt; while x < va begin value19=tpo[up+1]+tpo[up+2]; value20=tpo[dn-1]+tpo[dn-2]; if value19 >= value20 then begin if x+tpo[up+1] >= va then begin x=x+tpo[up+1]; up=up+1; end else begin x=x+value19; up=up+2; end; end else begin if x+tpo[dn-1] >= va then begin x=x+tpo[dn-1]; dn=dn-1; end else begin x=x+value20; dn=dn-2; end; end; end; if up > th then up=th; if dn < tl then dn=tl; value18=cpt; oldup=up; olddn=dn; up= fp+((up-500)*mintick); dn=fp+((dn-500)*mintick); if flag=1 then value63=t; if up > dn and flag > 1 then begin if vala = 0 then begin vala=TL_New(D2p,t1,up,D2p,t1,dn); TL_SetColor(vala,valcol); TL_SetSize(vala,vsize); value62=fp+((value18-500)*mintick); value60=TL_New(D2p,t1,value62+mintick/15,D2p,t1,value62-mintick/15); TL_SetColor(value60,valcol); TL_SetSize(value60,value88); end else begin if oldup <> up then TL_SetBegin(vala,D2p,t1,up); if olddn <> dn then TL_SetEnd(vala,D2p,t1,dn); end; end; if {value61 <> value18 and} flag > 1 then begin value62=fp+((value18-500)*mintick); TL_SetBegin(value60,D2p,t1,value62+mintick/15); TL_SetEnd(value60,D2p,t1,value62-mintick/15); end; Text_SetString(labl,"VA:"+mp_str32(dn)+" "+mp_str32(up)); end; end; if lastcol > 0 then begin if value10 = 0 and currentbar=3 then begin value10=tl_new(value50,value51,c,d,t,c); tl_setcolor(value10,lastcol); tl_setsize(value10,0); TL_SetExtLeft(value10,true); end else if currentbar > 3 and LastBarOnChart then begin tl_setend(value10,d,t,c); tl_setbegin(value10,value52,value53,c); end; value52=value50;value53=value51; value50=d;value51=t; end; //the below is the Initial balance code, added at alater date. //This is a bar counter. If date<>date[1]then Value1=barnumber[1];// if currentbar>Value1 then Value2=Currentbar-Value1; // If Date<>Date[2] and value2=2 then begin IBhigh=Highest(high,2); IBlow=Lowest(low,2); end; if value2=2 then begin IB=TL_New(date[xx],time[xx],IBlow,date[xx],time[xx],IBhigh); TL_SetColor(IB,IBColor{getplotcolor(3)} ); TL_SetSize(IB,IB_Size); TL_SetStyle(IB,IB_Style); TL_SetExtRight(IB,false); end; MPPUBLIC.ELD

I agree they are great markets. What do you mean by non correlated? The three markets are correlated to each other, please explain.

Hi BlowFish, Thanks for posting the above. My EL is weak, if its not to much trouble, can you code the above to work with upticks/Downticks. I realize it will be somewhat different then bid ask data, yet I want to look at some historical data. Thanks

Hi UB, When you get a chance I would be curious to see what your indicators did for ES between 1100-1200 est today 9/1/09. I have a feeling that you got some false signals. Thanks in advance

Hi UB, Thanks for the charts. As you know trade managment is very important. I rarely hear you mention how you manage these trades. for example are you exiting on same signal that causes you to intiate the trade or scaling out...etc. can you explain. Miday I went long ES at 1028.25 around 1020 ish... I was only able to get a couple of point before exiting, even though it went farther. So trade entry is one thing milking the trade is entirely different subject and this is why I ask the above. thanks

Hi ant, First thanks for sharing your method of interaction with the markets. I have some question for you based on a comment you made in your opening post, hope you could clear this up for me. Thanks in advance. If I focus too much on small timeframe charts, I usually miss where the longer timeframes are entering the market, which is critical to understanding the market. The longer timeframes will always trump the shorter timeframes. If the longer timeframes are not dominant in the market, then one can trade off short-term reference areas more effectively. 1. What do you mean by "I miss where the longer time frames are entering" i.e a key swing point generated on a 1 min chart and 30 min chart are the same point on the chart... unless your refering to what the MP is showing, if so please elaborate. 2. "If the longer timeframes are not dominant in the market" can you explain how you determin this i.e. how do you determin if the longer time frame is dominant or if they are not dominant.