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Andytick
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Andytick started following Building a VolumeProfile Indicator with EasyLanguage
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preciso meglio : il listato è *successfull** . E' quando vado a metterlo nel grafico che non mi dà errore.....
Grazie
Roberto
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Ciao ,
scusa se ti disturbo in pvt.
Purtroppo , dopo aver letto il post relativo al PVP/MP ,e visto il listato , non capisco perchè mi dia sempre errore :
**the analysis attempted to reference data past the bounds of the array**.
Io lo uso sul Fib , potresti aiutarmi ? Grazie e scusami dell'invasione .
Ciao
Roberto
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Building a VolumeProfile Indicator with EasyLanguage
Andytick replied to Andytick's topic in Coding Forum
A third reason is becouse ASCII is referred to pixel and TL commands are reffered to bars. -
Building a VolumeProfile Indicator with EasyLanguage
Andytick replied to Andytick's topic in Coding Forum
There are 2 reasons why I prefer ASCII: First I know that you can plot a limited numbers of lines (trendLines) in a chart, so if I'd like to plot a daily histogram on many days, it would limit my plot. Second it's a personal preference and in my opinion ASCII mapping like "------------" is easier to save with ADE and quicker to load as indicator than TLines, but its just my opinion. Here form the first post 2 different resolutions using lines and ASCII: -
Building a VolumeProfile Indicator with EasyLanguage
Andytick replied to Andytick's topic in Coding Forum
Yes Blowfish you are right. I already have what I need. Now I'd like to find a good way to plot it using ASCII mapping as symbol to plot in a sequence of symbols, as "------" or "*****" . Each symbol must reflect a chunk. I'm tring a way to do this. I'm also thinking about using ADE to save the previous days Histogram in a txt file in a directory. So I can load only a few tick data or days like 2 or 3 days to calculate the last day and retrieve the others old ones by ADE. In this way I could calculate not only a daily volume histogram, but also a weekly volume histogram, saving the past days in a directory as Txt files using ADE. It would be a great thing and it would use only a few resources of memory and cpu loading all in a few second or moments. It wouldn't take much time to load all using ADE and I could plot the daily histogram also on a 5 minutes or N volume chart, not only on a 1 tick chart. The tick chart could be used only to generate or calculate the daily histogram, then it could be plotted on a different resolution chart using ADE. First I have to find a good way to plot it using ASCII mapping and not Trend lines as the GKmarketprofile in the first post. -
Building a VolumeProfile Indicator with EasyLanguage
Andytick replied to Andytick's topic in Coding Forum
Sorry, You are right, I've clicked on the wrong icon and I've not noticed until now. Sorry again Vars: StartPrice(0), minD(0), MAXD(0), iPrice(0), jPrice(0), iVolume(0), PVPPrice(0), PVPVolume(0), MyVolume(0), TickFactor(0), TickDistance(0), PriceDiff(0); Array: VolArray[10000](0); MyVolume = Volume; // Reset Each day at the first TICK if Date > Date[1] then begin StartPrice = AvgPrice; minD = AvgPrice; MAXD = AvgPrice; iPrice = AvgPrice; For Value1 = 0 to 10000 begin VolArray[value1] = 0; END; PVPPrice = AvgPrice; PVPVolume = MyVolume; iVolume = MyVolume; END; // Calculate the value for the rest of the day past the first TICK If Date = Date[1] and StartPrice > 0 then begin Value2 = AvgPrice - StartPrice; TickFactor = (minmove/PriceScale); TickDistance = (Value2 *(1/ TickFactor)); iPrice = StartPrice + TickDistance; VolArray[iPrice] = VolArray[iPrice] + MyVolume; //this collects volume at each new tick and summ Volume with previous volume // Thsi is to identify the peak of Volume of the day and its Price level if VolArray[iPrice] > PVPVolume then begin PVPVolume = VolArray[iPrice]; PriceDiff = StartPrice - iPrice; PVPPrice = StartPrice - (PriceDiff * TickFactor); END; //identify MAX of the day and min of the day in tickFactor If iPrice >= MAXD then begin MAXD = iPrice; end; If iPrice <= minD then begin minD = iPrice; end; If VolArray[iPrice] > VolArray[iPrice][1] then begin iVolume = VolArray[iPrice]; // This identify the last iVolume end; Print(File("C:/temp/VolumeProfile.txt")," ",numtostr(date, 0)," ", numtostr(time,0)," ",numtostr(iPrice,0)," ",numtostr(iVolume,0)); END; Plot1(PVPPrice, "PVPPrice"); Plot2(PVPVolume, "PVPVolume"); -
Building a VolumeProfile Indicator with EasyLanguage
Andytick replied to Andytick's topic in Coding Forum
I Must take a step back and riconsider one thing analyzing the print log file in txt format. I don't need a loop as posted in the last 2 post, because the original code do it itself. On each price level the code sums new volume to past volume with each new tick comes. SO now, how to have only the last cumulative volume on a single price level and not the sequence of each single volume from the first to the last ? How can I separate the last cumulative volume of each price level ? Here is the code: Suggestion will be very appreciated, Please !!! The code will be useful to many in the forum. -
Building a VolumeProfile Indicator with EasyLanguage
Andytick replied to Andytick's topic in Coding Forum
This seems better : Suggestions are well appreciated -
Building a VolumeProfile Indicator with EasyLanguage
Andytick replied to Andytick's topic in Coding Forum
Here is my last code based on the Blowfish/DBntina original code about PVP loaded in 1 tick chart (load more than 1 day to make it work). Thinking about the original code in these days I've understood some things ( late is better than never). 1) They start in the middle of the array because the function on which the array is based, can't have a negative value (V2VolLevel can be negative). The code logic base the prices levels on the starting value adding or subtracting N tick factor and referring to each price level the Volume . ORIGINAL CODE: In this way the code is quick to load even in a tick chart because the price is + or - from the starting tick (AvgPrice) on each new tick . Now the origianl code calculate very weell the single PVP Volume and single PVP price level, but I've to calculate the Volume to each price level so I need a Loop anyway. "I've changed some names to the variables " and some logic in the code. It seems to work fine, but from the print log txt file I can't have a single price level whith its single volume level. There are reduntant price levels and not a single price level for each price. Where I'm wrong ? -
Building a VolumeProfile Indicator with EasyLanguage
Andytick replied to Andytick's topic in Coding Forum
Hi guys, I'm back again. I think that a 2 minute bar is not a good thing for an accurate Volume Profile Indicator. Even with PVP and VWAP it's not good so I usually use as Blowfish a tick chart to calculate a weekly PVP and VWAP. A good way to calculte an History of Volume Profile indicator without increasing the CPU performance and time spending, could be using ADE. You could save the yesterday Volume profile in a txt file and then call back every new day, so you have to calcultare only then new day Volume Profile Histogram and you have each past days stored as a txt file so it could be loaded faster than calculate and loading each day of the chart. The volume profile is saved as a txt file in a specified directory and call back by the ADE. I've not reached the way to calculate the Volume Profile, but we can try some ways and then evaluate the better way in terms of time to load and CPU usage. Then after creating a starting point we could improve it step by step. This is my thought. -
Building a VolumeProfile Indicator with EasyLanguage
Andytick replied to Andytick's topic in Coding Forum
I must be away for some days for a sudden emergency not foreseen. I will think about some way to build the Volume profile histogram in this days. I'll be back in 4 - 5 days. Thanks again to all for your contribution AndyTick -
Building a VolumeProfile Indicator with EasyLanguage
Andytick replied to Andytick's topic in Coding Forum
Ok Frank, you have done a good thing........for you, but I'd like to do it in the easylanguage way and not excel. I'd like to have my informations all in 1 chart and not one in excel, the other in my platform, the other again in Multicharts and so on. So the excel way is not in my interest. Sorry Thanks for your contribution too. I don't know if there will be loops or not, I have not to demonstrate nothing to anyone but what is in my interest is that the code could be useful to everyone who would like to have it, potentially light, quick loadable and accurate to the tick, so everyone who could bring his contribution to this work will be very appreciated -
Building a VolumeProfile Indicator with EasyLanguage
Andytick replied to Andytick's topic in Coding Forum
Well Frank your chart is fine, and if I'm not wrong it's from Open & Cry platform. I've tried it for the demo period months ago. But what about yesterday Histogram with that pltaform ? and the day before ? What I'm trying to do is a Volume profile histogram to plot on Multicharts or tradestation, something EL compatible, which plots not only today histogram, but could have an history of Volume profiles. Something that plot without using excel or other things, but simply charging data from my database and plotting it as a simple MACD or other indicators. Blowfish codes That I use to plot PVP price (mode) is not CPU intensive at all and not seems to use loop at all, so my opinion is that Blowfish code is one of the best stuff from the 'Keep it simple' school. If you have better ideas about this code, you are welcome. I would be very greatful to you if you have found a better way and you would share it with us, but at this time, Blowfish's code is the best I have to start and trying to improve. AndyTick -
Building a VolumeProfile Indicator with EasyLanguage
Andytick replied to Andytick's topic in Coding Forum
I like the second approach too. It could be set by an input parameter in the Inputs panel, so if you enlarge your X axis to watch the chart wide, you could choose your input parameter to enlarge even your Volume profile or compress it if you'd like to watch the chart more tight. The second approach is better -
Building a VolumeProfile Indicator with EasyLanguage
Andytick replied to Andytick's topic in Coding Forum
Ok, Now I've understood that V2VolLevel is my price map level sets as integer. That's ok !!! Now I've to loop it to add new volume when price touches again a map price level. Could be a way of doing that to create a range of the day sets as the map price level which identifies High and Low of the day sets as integer as V2VolLevel ? In this way I could create a Loop For X = Low of the day range To High of the day range and ADD Volume each time prices touch a price of the range a new time. Something like: For X = LowRange To HighRange-1 PVPVolArray[X] = PVPVolArray[X] + MyVol; This step is not simple for me and my programming experience. Sorry !!! This step is harder then previous !!!! Rescale...........how to rescale ? :crap: I'm very sorry, but here come out all my limits in programming