markhammon

Hello Tams, I am charting the 6E (the euro-dollar future). thanks mark

Thanks onesmith, thanks Tams, I created the file VolumeProfile.txt in C:/temp. When I open a chart with 30 minutes candles 50 days history and I insert the Volume Profile indicator I get the answer: - Message Error in study "Volume Profile" : : Array bounds. Wrong index value : -4." The last number "-4" change changing the number of history days. It is -4 with 50 days history and it becomes -24 with 25 days history. Could you pls. help me. I have no clue about the meaning of the message error. Many thanks mark

Hello ValueTrader, maybe I explained myself not correctly. I already imported the code in Power Language Editor of Multicharts and I gave to it the name "Volume profile" and it compiled perfectly. The problem rise when I try to insert the indicator in a 1 tick chart giving me the error that I reported: - Can't open/create file: "C:/temp/VolumeProfile.txt". - thanks

Anybody could help me please, I tried to use the code in the post 38 and it compiles ok but when I try to insert the indicator on a 1 tick chart it gives me the following error msg: - Can't open/create file: "C:/temp/VolumeProfile.txt". - Anybody could help me please. thanks mark

Hallo BlowFish, yes the time and date are correct but it doesn't work. I tried all the week to fix it but got nothing. I see that you have a Synthetic Volume in your inputs. Could it be the difference? thanks Marks

Hallo BlowFish, thanks for your reply. Following your question, I understood from the EL Essential that I had to insert the StartCalcDate in the list of the variables. Done that the first part of the code is: [LegacyColorValue = true]; Input: StartTime( 0000 ), StartMonth( 9 ), StartDay( 5 ), StartYear( 2011 ); vars: PriceW(0), ShareW(0), Count(0), VolWAPValue(0), VolWAPVariance(0), VolWAPSD(0), Class("PVP"), InfoMap(MapSN.New), StartCalcDate(0), MyPVP(0); if CurrentBar = 1 then StartCalcDate = ELDate ( StartMonth, StartDay, StartYear ); if (Date >= StartCalcDate and Time >= StartTime) or Date > StartCalcDate then begin PriceW = 0; ShareW = 0; Count = -1; Value1 = 0; Value2 = 0; VolWAPValue = 0; end; Now the code perfectly compiles, no error is given. The problem now is that the output is random. There is no connection between the resulting Vwap and the time and data inputed in the indicator format window. Maybe I am missing something else. Another clue from you would be really appreciated. thanks mark

Hallo Tams, thanks for your prompt reply. You are right, BlowFish posted 2 ways to have a custom start but both gives me an error in compiling. 1 - the code in the post n. 33 by BlowFish gives me the following compiling error: Compiled with error(s): ------ assignment is allowed only for variables or array elements errLine 23, errColumn 1, errLineEnd 23, errColumnEnd 1 causal study: (Function) and line 23 is the following: n = n + 1; 2 - the fragment of code in the post nr. 37 by BlowFish, after added to the original dbntina code, gives me a code that begin like this (I paste here only the beginning): [LegacyColorValue = true]; Input: StartTime( 0000 ), StartMonth( 9 ), StartDay( 5 ), StartYear( 2011 ); vars: PriceW(0), ShareW(0), Count(0), VolWAPValue(0), VolWAPVariance(0), VolWAPSD(0), Class("PVP"), InfoMap(MapSN.New), MyPVP(0); if CurrentBar = 1 then StartCalcDate = ELDate( StartMonth, StartDay, StartYear ) ; if (Date >= StartCalcDate and Time >= StartTime) or Date > StartCalcDate then begin PriceW = 0; ShareW = 0; Count = -1; Value1 = 0; Value2 = 0; VolWAPValue = 0; end; but also this way gives me the following compiling error: Compiled with error(s): ------ assignment is allowed only for variables or array elements errLine 23, errColumn 1, errLineEnd 23, errColumnEnd 1 causal study: (Function) were line 23 in this case is: StartCalcDate = ELDate( StartMonth, StartDay, StartYear ) ; I would thank you very much if you could help me. If I missed something in the thread, pls. accept my apologizes. thanks mark

Hi everybody, anybody could help me to have the vwap to start new each monday? Is it possible with easy language to code this instruction? thanks mark

Hello swisstrader, your question about the ELCollection has something to do with Vwap and custom start? thanks mark

Hi BlowFish, many thanks for the codes that you posted. I need your help with last fragment of code that you posted to have a custom start in the vwap. The DBVWAP_SD code was like this: [LegacyColorValue = true]; vars: PriceW(0), ShareW(0), Count(0), VolWAPValue(0), VolWAPVariance(0), VolWAPSD(0), Class("PVP"), InfoMap(MapSN.New), MyPVP(0); if date > date[1] then begin PriceW = 0; ShareW = 0; Count = -1; Value1 = 0; Value2 = 0; VolWAPValue = 0; end; PriceW = PriceW + (AvgPrice * (UpTicks+DownTicks)); ShareW = ShareW + (UpTicks+DownTicks); Count = Count + 1; Value3 = 0; if ShareW > 0 then VolWAPValue = PriceW / ShareW; For Value1 = 0 To Count Begin Value2 = ((UpTicks[Value1]+DownTicks[Value1])/ShareW) * (Square(AvgPrice[Value1]-VolWAPValue)); Value3 = Value3 + Value2; End; VolWAPVariance = Value3; VolWAPSD = SquareRoot(VolWAPVariance); Value1 = ADE.GetBarInfo(Class, GetSymbolName, ADE.TypeZeroInterval(11,1), ADE.BarID, InfoMap); MyPVP = MapSN.Get(InfoMap, "PVP"); Plot1(VolWAPValue, "VWAP"); Plot2(VolWAPValue + VolWAPSD, "VWAP1SDUp"); Plot3(VolWAPValue - VolWAPSD, "VWAP1SDDown"); Plot4(VolWAPValue + (2*VolWAPSD), "VWAP2SDUp"); Plot5(VolWAPValue - (2*VolWAPSD), "VWAP2SDDown"); Plot6(MyPVP, "PVP"); and I pasted your fragment of code and it became like this: [LegacyColorValue = true]; Input: StartTime( 930 ), StartMonth( 5 ), StartDay( 1 ), StartYear( 2011 ); if CurrentBar = 1 then StartCalcDate = ELDate( StartMonth, StartDay, StartYear ) ; if (Date >= StartCalcDate and Time >= StartTime) or Date > StartCalcDate then vars: PriceW(0), ShareW(0), Count(0), VolWAPValue(0), VolWAPVariance(0), VolWAPSD(0), Class("PVP"), InfoMap(MapSN.New), MyPVP(0); if date > date[1] then begin PriceW = 0; ShareW = 0; Count = -1; Value1 = 0; Value2 = 0; VolWAPValue = 0; end; PriceW = PriceW + (AvgPrice * (UpTicks+DownTicks)); ShareW = ShareW + (UpTicks+DownTicks); Count = Count + 1; Value3 = 0; if ShareW > 0 then VolWAPValue = PriceW / ShareW; For Value1 = 0 To Count Begin Value2 = ((UpTicks[Value1]+DownTicks[Value1])/ShareW) * (Square(AvgPrice[Value1]-VolWAPValue)); Value3 = Value3 + Value2; End; VolWAPVariance = Value3; VolWAPSD = SquareRoot(VolWAPVariance); Value1 = ADE.GetBarInfo(Class, GetSymbolName, ADE.TypeZeroInterval(11,1), ADE.BarID, InfoMap); MyPVP = MapSN.Get(InfoMap, "PVP"); Plot1(VolWAPValue, "VWAP"); Plot2(VolWAPValue + VolWAPSD, "VWAP1SDUp"); Plot3(VolWAPValue - VolWAPSD, "VWAP1SDDown"); Plot4(VolWAPValue + (2*VolWAPSD), "VWAP2SDUp"); Plot5(VolWAPValue - (2*VolWAPSD), "VWAP2SDDown"); Plot6(MyPVP, "PVP"); but when I try to compile it it gives me the following error: 23.07.11 16:32:08 ------ Build started: ------ Study: "DBVWAP_SD" (Indicator) Please wait .... ------ Compiled with error(s): ------ assignment is allowed only for variables or array elements errLine 10, errColumn 1, errLineEnd 10, errColumnEnd 1 causal study: (Function) this is line 10: StartCalcDate = ELDate( StartMonth, StartDay, StartYear ) ; Could you please help me. thanks again mark