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Re: [amibroker] Re: Market Profile



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Are you using 5.14 BETA or higher? Did you check the readme:
 
 
new multiple Volume At Price charts at user-defined points via new PlotVolumeOverlayA function

PlotVAPOverlayA( segments, lines = 300, width = 80, color = colorLightGrey, vapstyle = 4);

segmens - is an array which holds 0 and 1 (False/True) values, where 1 indicates starting/ending point of each VAP segment

AmiBroker will draw as many segments as there are '1' in the array. Note that minimum segment length is 2, so if entire array is filled with 1-s only,
it won't draw anything. In other words, there must be zeros (at least one) between 1's.

Simplest example:

Plot(C, "Close", colorBlack, styleCandle );
segments =
IIf( Interval() < inDaily, Day(), Month() ); // draw daily or monthly VAP segments depending on display interval
segments = segments !=
Ref( segments , -1 );

PlotVAPOverlayA( segments );


More complex example:
_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
_SECTION_END();

_SECTION_BEGIN("VAP");
segments =
IIf( Interval() < inDaily, Day(), Month() );
segments = segments !=
Ref( segments , -1 );

PlotVAPOverlayA( segments ,
Param("Lines", 300, 100, 1000, 1 ), Param("Width", 80, 1, 100, 1 ), ParamColor("Color", colorGold ), ParamToggle("Side", "Left|Right" ) | 2 * ParamToggle("Style", "Fill|Lines", 0) | 4*ParamToggle("Z-order", "On top|Behind", 1 ) );
Plot(segments, "", colorLightGrey, styleHistogram | styleOwnScale );
_SECTION_END();

 
 
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "pcmoxon" <teklinkuk@xxxxxxxxxxxxxx>
Sent: Saturday, August 16, 2008 9:56 AM
Subject: [amibroker] Re: Market Profile

> Hi,
>
> I too would like to see a full implementation of Market Profile (MP)
> in Amibroker. I understand that it would take quite a lot of coding
> and it will probably not appear (for some time) considering the fact
> it will only benefit those with access to intra-day data.
>
> I use Amibroker for scanning stocks and back testing etc... but as MP
> isn't available in Amibroker I use Ninja-Trader (free) with the Finag
> add-in. The Finag add-in is excellent and provides lots of MP
> facilities like compressing day together to show large range areas etc...
>
> It would be great to see Amibroker implement something similar to the
> Finag/Ninja-Trader solution and I would be willing to pay an extra fee
> if it was available.
>
> I'm hoping  :)
>
> Cheers,
> Pete
>
> --- In
amibroker@xxxxxxxxxxxxxxx, "sidhartha70" <sidhartha70@xxx> wrote:
>>
>> Hi All,
>>
>> I'm looking to code something along the lines of proper market profile
>> for AmiBroker... When I say proper, I mean as per Peter Steidlman's
>> work, not simply 'volume at price'...
>>
>> I mean something like the following that has been written for
>> NinjaTrader...
>>
>>
http://fin-alg.com/mp.jpg
>>
>> Now, I have seen some attempts at this in the AFL library... but
>> frankly they are not even close to complete solutions to this problem.
>> No-one seems to have coded a quality solution to this yet in AFL.
>>
>> I'm happy to pursue the coding of this and would be happy to share it,
>> or even colaborate with others on the project. So if anyone else is
>> interested in helping, feel free to let me know...
>>
>> Right now I have a very obvious question... to make this work, I'm
>> going to need complete control, not only over the y-axis (price) but
>> the x-axis too... It's not clear to me how, with AB, I can attain such
>> control over the x-axis in terms of plotting graphics and text in the
>> most simplisitic way.
>>
>> How would I achieve this...? Would I have to go down the Gfx route...?
>> Is this the only way...?
>>
>> Pointers in the right direction appreciated.
>>
>
>
>
> ------------------------------------
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html




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