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Hi Thomas. OK, you asked! The idea is to create time at price histograms
(aka Market Profile). Seems to work OK in the chart, and prints OK in the
interpretation window -- However, the exploration values of POC do not match
the chart values. Thanks in advance. Chuck
//////////////////////////////////////////////////////////////////////
//Time at Price Routine (uses 30 minute Timeframe)
//This code to work for ES futures
SetBarsRequired( 1000000, 1000000 );
//Find lowest and highest prices so far in day
Daystart = Cross(TimeNum(),093000);
DayLowPrice = int(LowestSince(DayStart, L));
DayHighPrice = HighestSince(DayStart, H);
Increment = .25; Numperiods = 13;
//Get data from 30 minute timeframe
TimeFrameSet(in1Minute*30);
Daystart2 = Cross(TimeNum(),093000);
Currentbar = BarsSince(Daystart2)+1;
TimeFrameRestore();
Currentbar2 = TimeFrameExpand(Currentbar, in1Minute*30);
BarLow2 = TimeFrameExpand(L, in1Minute*30);
BarHigh2 = TimeFrameExpand(H, in1Minute*30);
//Calculate and print Time at Prices and Point of Control (POC)
PeriodTime = 0; MaxPrice = 0; POC = 0;
for (i = SelectedValue(DayHighPrice) - SelectedValue(DayLowprice); i>=0;
i=i-Increment) //Loop across prices
{printf ("\n" + WriteVal (Daylowprice+i, 5.2)+ ": ");
for (j = 1; j <= SelectedValue(Min(CurrentBar2, NumPeriods)); j++) //Loop
across time periods
{
if (j==1) {PeriodTime[i] = 0; }
PriceInPeriod = DayLowprice+i >= ValueWhen(currentBar2 == j, Barlow2) AND
DayLowprice+i <= ValueWhen(currentBar2 == j, BarHigh2);
PeriodTime[i] = periodtime[i]+SelectedValue(PriceinPeriod); //Sum number of
times for the price
Char = "";
if (j==1) {Char = "A";} if (j==2) {Char = "B";} if (j==3) {Char = "C";} if
(j==4) {Char = "D";} if (j==5) {Char = "E";}
if (j==6) {Char = "F";} if (j==7) {Char = "G";} if (j==8) {Char = "H";} if
(j==9) {Char = "I";} if (j==10) {Char = "J";}
if (j==11) {Char = "K";} if (j==12) {Char = "L";} if (j==13) {Char = "M";}
Char = WriteIf(PriceInPeriod, Char, "");
printf (Char);
}
Tprice=Max(Periodtime[i], Maxprice);
POC = IIf(Periodtime[i] > MaxPrice, DayLowPrice+i, poc);
MaxPrice = TPrice;
}
//////////////////////////////////////////////
Filter = Cross(TimeNum(), 160000);
AddColumn(POC, "POC", format = 8.4);
AddColumn(H, "Hi gh", format = 8.4);
AddColumn(L, "Low", format = 8.4);
AddColumn(C, "Close", format = 8.4);
NumColumns= 4;
//PRINT THE TITLES AND PLOT CANDLES
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = _DEFAULT_NAME() + " {{DATE}} {{INTERVAL}} " +
" H = " + WriteVal(H) +
" L = " + WriteVal(L) +
" C = " + WriteVal(C) +
" POC = " + WriteVal(POC ));
Plot( C, "Close", colorYellow, styleNoTitle | ParamStyle("Style") |
GetPriceStyle() );
PlotShapes(Cross(TimeNum(), 093000)* shapeSmallCircle, colorYellow, 0,
Close, Offset=0);
PlotShapes(Cross(TimeNum(), 160000)* shapeSmallCircle, colorWhite, 0, Close,
Offset = 0);
----- Original Message -----
From: "Thomas Z" <tzg@xxxxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, October 29, 2005 10:18 AM
Subject: Re: [amibroker] Exploration logic
> Hi Chuck,
>
> yes, normally it works this way.
> Send the code so we can tell you or find the reason.
>
> Regards
>
> Thomas
> www.tradingbasis.com
>
>
>
> Chuck wrote:
>> I figured that running exploration with filter = 1 and "all quotations"
>> selected was equivalent to moving the cursor bar across the entire chart.
>> So whatever calculated values show up when the cursor is over a given bar
>> should be the same as those reported on the exploration. I'm finding
>> this
>> is not the case. Does anyone know why this might be happening?
>>
>> Barry suggested adding the line:
>>
>> SetBarsRequired( 1000000, 1000000 );
>>
>> But that doesn't change anything.
>>
>>
>>
>> Thanks in advance
>>
>>
>>
>>
>> Please note that this group is for discussion between users only.
>>
>> To get support from AmiBroker please send an e-mail directly to
>> SUPPORT {at} amibroker.com
>>
>> For other support material please check also:
>> http://www.amibroker.com/support.html
>>
>>
>> Yahoo! Groups Links
>>
>>
>>
>>
>>
>>
>>
>>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
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