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Re: [amibroker] Re: Volume on Price



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Denis,

Thanks for the response.  I had not seen the chart you included.

Your results look very good.

Have you been using this for a while???  Find it as useful as I think it
would be?

Care to share your code?


Ara

----- Original Message ----- 
From: "denis.dube" <jdenis_dube@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, May 10, 2006 10:41 AM
Subject: [amibroker] Re: Volume on Price


Have you seen the thread "Market Profile Plus by Bolter" on
elitetrader.com? He posted a script for Matlab which is a good
starting point for writing something for AB. He starts from one minute
bars. He distributes volume evenly over all prices for each one minute
bar and from there comes up with a volume profile. I started from his
script and used the OSAKA tables and the new "PLOTTEXT" function. I
came up with the charts you see here:

http://www.ttrader.com/mycharts/display_album.php?id=1061

I only used my code on ES and only intraday.

Denis

--- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxx> wrote:
>
> Has anyone found a way to plot VOP separated in time increments?
>
> The standard VOP will plot the volume for all dates displayed on screen.
>
> I would like to see the display separated in time blocks of 1 week
and 1 month for EOD data, and similar time blocks for intraday real
time data.
>
> This could be a very powerful tool, such as the market profile, but
probably easier to read and perhaps more accurate as it deals directly
with volumes rather than time at price
>
>
> Ara
>








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