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I guess since we are talking market profile (I should be working for
the CBOT marketing dept.) lets make a wish list...
1. Letters (typically cycling through the upper case & lower case
alphabet sequentially) representing each segment of the days data.
Clasically 30 min segments (equivalent to bars) but can be user defined.
2. Value area (which is defined as the area which covers 70% of the
trade volume around the mean price I believe, or is it around the
'point of control', which is simply the price that has been traded at
by the most segments. I will have to check).
3. A horizontal volume histogram directly to the right hand side of
the letter based histogram... Please see,
http://fin-alg.com/mp.jpg
4. The ability to see compositive profiles... where the user can
combine the market profiles for a specified number of days, thus
seeing a larger picture of market structure. There are examples on the
web. The CBOT have some good examples in power point displays on their
website.
Sorry TJ. The work never stops. If it's any consolation, I would
gladly pay more for such full functionality.
--- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxx> wrote:
>
> Tomasz,
>
> Thanks for posting the code to access VAP. It is obviously much
faster than
> the code I posted - a very welcome feature..
>
> I'd like to make a couple of suggestions:
> 1. Having the Upper and Lower Value areas calculated and displayed,
would be
> very useful.
> 2. Having these value areas accessible via function call or static
> variables, so they can be integrated in trading system backtests. Would
> allow us to use these as support resistance levels.
>
> Ara
>
> ----- Original Message -----
> From: "Tomasz Janeczko" <groups@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, August 18, 2008 3:01 PM
> Subject: Re: [amibroker] New file uploaded to amibroker
>
>
> > Thanks for posting, but the same (but faster)
> > is now (5.14 and above) possible using built-in PlotVAPOverlay.
> >
> > _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: <amibroker@xxxxxxxxxxxxxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Monday, August 18, 2008 11:21 PM
> > Subject: [amibroker] New file uploaded to amibroker
> >
> >
> >>
> >> Hello,
> >>
> >> This email message is a notification to let you know that
> >> a file has been uploaded to the Files area of the amibroker
> >> group.
> >>
> >> File : /AB - Market Profile - 171.afl
> >> Uploaded by : Akaloustian <ara1@xxx>
> >> Description : Market Profile
> >>
> >> You can access this file at the URL:
> >>
http://groups.yahoo.com/group/amibroker/files/AB%20-%20Market%20Profile%20-%20171.afl
> >>
> >> To learn more about file sharing for your group, please visit:
> >>
http://help.yahoo.com/l/us/yahoo/groups/original/members/web/index.htmlfiles
> >>
> >> Regards,
> >>
> >> Akaloustian <ara1@xxx>
> >>
> >>
> >>
> >>
> >>
> >> ------------------------------------
> >>
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> >>
> >>
> >
> >
> > ------------------------------------
> >
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> >
> > To get support from AmiBroker please send an e-mail directly to
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> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> > Yahoo! Groups Links
> >
> >
> >
>
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