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Charles,
Here is something that someone else posted awhile
back. I've had trouble plotting in timeframe above 15 min. Maybe you can work
with this to develop code that will allow accessing features like POC etc.
Here's the code. Maximize windows before doing copy&paste to avoid wordwrap
problems.
//Market Profile
//GraphXSpace = 1;
//SetBarsRequired(100000,100000);
//===============
BV = LastValue(ValueWhen(Status("barvisible") <
Ref(Status("barvisible"),
- 1), BarIndex()-2), 1);
bb = IIf(Bv ==
0 , LastValue(BarIndex()),
bv);
Plot (C, "Close", 47, 128);
//===========================
qq = Param("st", 100, 50, 30000, 50);
//=========================
NewDay = IIf(Day() !=
Ref(Day(), -1) OR BarIndex() == LastValue(BarIndex()
), 1, 0);
//Plot(NewDay, "", 0, 2 + 32768 + 4096, Minvalue = 0, Maxvalue =
1);
//========================
Bot = TimeFrameGetPrice("L",
inDaily, 0);
Top = TimeFrameGetPrice("H",
inDaily, 0);
Range = Highest(Top-Bot);
Plot (Bot, "", 0, 512);
Plot (Top, "", 0, 512);
//===========================
Box = Range/qq;
//Color = 2;
k = 0;
j = 1;
i = 1;
do
{
Color = colorWhite; //2
Line = Bot + k*Box;
for (i = BB -300; i < BB - 1 ; i++)
{
if (NewDay[i] == 1)
{
j = i;
}
if (Line[i] > L[i] & Line[i] <
H[i])
{
Color[j] = colorBlue; //6;
j = j + 1;
}
}
Plot (IIf(Line > Top, Null, Line),
"", color, 8 + 16 + 4096);
k = k + 1;
} while ( k <
qq );
Title = "Market Profile";
GraphXSpace = 0.05;
----- Original Message -----
Sent: Wednesday, October 19, 2005 12:25
PM
Subject: [amibroker] Market
profiles
I'm interested in using AB to create market profiles:
http://www.cbot.com/cbot/pub/page/0,3181,1168,00.html
the
PlotVAPOverlay function isn't going to be enough I don't think (although
perhaps it could be tweaked).
Does anyone have some existing code
they'd be willing to share before I
reinvent the
wheel?
Thanks
----- Original Message -----
From: "me_rayme"
<rayme@xxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent:
Wednesday, October 19, 2005 11:06 AM
Subject: [amibroker] Re: New
Interactive Brokers plugin 1.4.4 (a.k.a
"performance booster"
:-))
> What a great improvement. Took less than a minute
to update my 12
> RT futures and stocks.
>
> Thanks
TJ
>
> Ray
>
> --- In amibroker@xxxxxxxxxxxxxxx,
"Tomasz Janeczko" <amibroker@xxxx>
>
wrote:
>>
>> Hello,
>>
>> A new
Interactive Brokers plugin version 1.4.4 (a.k.a "performance
> booster"
:-))
>> has been just released.
>>
>> Direct
download link:
>> http://www.amibroker.com/bin/ib144/IB.dll
>>
>>
More information and setting up instructions:
>> http://www.amibroker.com/ib.html
>>
>>
(You may need to press "REFRESH" button in your web browser to get
>
updated contents of the page)
>>
>> CHANGES FOR VERSION
1.4.4 (as compared to 1.4.3)
>>
>> + core API parts
rewritten to use fast buffered sockets - gives
> upto 10x performance
improvement
>> (previous versions used EClientSocket code supplied as
a part of
> TWS API. Unfortunatelly this code was using
single-byte-at-a-time
>> read from socket and it was terrible
performance hog when
> backfills were longer than one day. New buffered
socket code is able
> to
>> read upto 4096 bytes at
once)
>>
>> CHANGES FOR VERSION 1.4.3 (as compared to
1.4.2)
>>
>> + full 5-day backfill for all symbols (1-minute
bar interval)
>> + IDEALPRO now uses MIDPRICE instead of BID to get
cleaner
> backfill, but user can switch back to BID in config
screen.
>>
>> Best regards,
>> Tomasz
Janeczko
>>
amibroker.com
>>
>
>
>
>
>
>
>
>
Please note that this group is for discussion between users
only.
>
> To get support from AmiBroker please send an e-mail
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>
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>
>
>
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>
>
>
>
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