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TJ,
Thanks.
"True", or "Classic" Market Profile if you like, works like this...
Clasically a day is split into 30 min segments. Each "letter code"
represents a 30 min segment. You can also define each 30 min segment
by a graphical block of a different color as per,
http://fin-alg.com/MPSmall.png
But truthfully "letter codes" are much better because they form a
chronological order which is important. A letter is placed on the
histogram at each price point which traded during that 30 min period -
from the leftmost column forward. Thus building a typical bell shaped
horizontal histogram.
I am not sure about the full functionality offered by the NinajTrader
plug-in that Pete uses... Pete, can you comment on this...?
But I can imagine that it would allow such things as user defined
periods (i.e. the 30 min segment is variable), the ability to form
composite Market Profiles... i.e. you can combine a number of
concurrent days (still with 30 min segments) to appear in one market
profile that way building a bigger picture of the market place,
returning information about he profile built such as the width (in
number of segments) of the widest point of the profile etc...
I think if you look at this diagram you will see what I mean...
http://fin-alg.com/mp.jpg
Again, love to be able to achieve this on AmiBroker. The more
experince I get as a trader, the greater my desire to move away from
the vanilla price charting. Maybe that's a trend that will grow more
widely.
Would this be hard to implement TJ?
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko \(groups\)"
<groups@xxx> wrote:
>
> I am not sure what you mean with "TRUE" market profile,
> but built-in market profile volume at price has been GREATLY
> improved with 5.14.0 BETA. It includes ability to draw at USER-SPECIFIED
> points.
> It is as true as the one you have posted. There are no "letter codes",
> but they only duplicate the same information that is provided by
graphical bars.
>
>
> Now you can draw them at USER-DEFINED time points.
>
> Excerpt from the read me:
>
> 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: "sidhartha70" <sidhartha70@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Saturday, August 16, 2008 12:13 AM
> Subject: [amibroker] Re: Market Profile
>
>
> > Thanks TJ. I will look at this. Sadly, that level of complexity may
> > make it unfeasbale.
> >
> > I really do think a key enhancement to AB would be the ability to
> > control the x-axis in some way. I have actually raised this as a
> > request on the AB Feedback centre.
> >
> > Almost everything I am trying to do right now requires control of the
> > x-axis...
> >
> > 1. True Market Profile.
> > 2. Equivolume charts
> > 3. Graphing instruments in tick form that have differing tick
> > intervals (e.g. the ES contract and the TRIN)
> >
> > TJ... would you seriously look at this as an extension to AB...? I
> > don't think this is marginal or appeals to too small a group of users.
> > I think any users who use AFL to any serious extent would benefit from
> > the addition of simple graphing control over the x-axis in some form.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko \(groups\)"
> > <groups@> wrote:
> >>
> >> It is doable, provided that entire chart is drawn from the scratch,
> >> including axes using LOW LEVEL graphics:
> >>
> >> http://www.amibroker.com/guide/a_lowlevelgfx.html
> >>
> >> Best regards,
> >> Tomasz Janeczko
> >> amibroker.com
> >> ----- Original Message -----
> >> From: wavemechanic
> >> To: amibroker@xxxxxxxxxxxxxxx
> >> Sent: Friday, August 15, 2008 11:02 PM
> >> Subject: Re: [amibroker] Market Profile
> >>
> >>
> >> You have no control over the X-axis.
> >> ----- Original Message -----
> >> From: sidhartha70
> >> To: amibroker@xxxxxxxxxxxxxxx
> >> Sent: Friday, August 15, 2008 12:04 PM
> >> Subject: [amibroker] Market Profile
> >>
> >>
> >> 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.
> >>
> >>
> >> ------------------------------------
> >>
> >> 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 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
> >> Yahoo! Groups Links
> >>
> >>
> >>
> >>
> >> No virus found in this incoming message.
> >> Checked by AVG - http://www.avg.com
> >> Version: 8.0.138 / Virus Database: 270.6.3/1613 - Release Date:
> > 8/15/2008 5:58 AM
> >>
> >
> >
> >
> > ------------------------------------
> >
> > 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 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
> > Yahoo! Groups Links
> >
> >
> >
>
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