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Hello Progster
I use Market Profile formula in 15 minutes chart.
My database is a future in 1 minute.
I run AB v: 5.17
My Intraday settings are : Day session RTH Start 08:00 End 21:59 and
Night session ETH Start 22:00 End 07:59
Sometimes an extra tick appears at 22:00 (not every day) and it opens a
new bar that stay as a dash (open = close and no wick)
As Market Profile formula calculates three days based on the start of a
new day, this extra quotation open a new day at the wrong moment and has
no higher, no lower and the indicator's draw is wrong for the last day.
Mainly the open is wrong, it finds the 22:00 quotation and not the 08:00
quotation to display the real open value. Higher and lower are wrong
too for specific day.
I was on a wrong track with the day() calculation as I misunderstood the
array.
Fortunately Steve show me a clever way to see what appends in the array.
Something that should be taugh in the best AB schools.
Thanks to this array plotting, I discoverd this dash at 22:00.
As I am writing this post I discovered that Filtering is "Show day and
night session only". I am surprised I thought my setting was "Show day
session". I never change it intentionally, the software does it for me.
Anyway this could be the cause of my problem. I set it again to "Show
day session". The extra dash (22:00) should be removed.
This unwilling change of setting could be caused by one of this two
things maybe.
I recently build a continuous contract with merge functionnality, maybe
this is the trigger that modified my Intraday Settings. I keep an eye on it.
The second cause is a new year contracts series for 2009. But I think
the continous contract has made the change.
I see nothing else pertinent.
Best regards
Thank you for your blog in CodeForTraders.com
http://codefortraders.com/phpBB3/viewforum.php?f=60&sid=a614f0e0a95c3e3fd2f412b5c93b8931
The formula I use is this one :
// I modified this line, I think it was wrong : I changed BarIndex()-1,
it was BarIndex()
// endi = LastValue(IIf(q == 1, BarCount, ValueWhen(NewDay,
BarIndex()-1, q-1)));//BarIndex()
// Market profile
SetChartOptions( 3, chartShowDates );
GfxSetOverlayMode( mode = 1 );
nn = StrToNum( ParamList( "Days", "1|2|3", 2 ) );
box = Param( "step", 10, 1, 100, 1 ) * TickSize;
NewDay = Day() != Ref( Day(), 1 );
DH = LastValue( HighestSince( NewDay, H, nn ) );
DL = LastValue( LowestSince( NewDay, L, nn ) );
Range = DH - DL;
steps = ceil( Range / box ); // linage
height = Status( "pxheight" ) - 50; // width of the
profile (indention overhand 30 from below 20 pixels)
boxheight = LastValue( height / steps ); // size of the box
width = ( Status( "pxwidth" ) - 110 ) / 3; // offset of
the profiles
bars = Highest( BarsSince( NewDay ) );
_TRACE( "bars = " + bars );
ColorStep = LastValue( 185 / bars );
//
L = IIf( C > Ref( C, -1 ) AND L > Ref( C, - 1 ) AND NOT NewDay, Ref( C,
-1 ), L );
H = IIf( C < Ref( C, -1 ) AND H < Ref( C, - 1 ) AND NOT NewDay, Ref( C,
-1 ), H );
function GetDayPrice( fild, shift )
{
DayPrice = LastValue( TimeFrameGetPrice( fild, inDaily, -shift ) );
return DayPrice;
}
function pixlev( price )
{
result = 30 + ( DH - price ) / box * boxheight;
return result;
}
procedure PlotProfile( DH, DL, begini, endi, disp )
{
m = 0;
for ( j = DH; j > DL; j = j - box )
{
n = 0;
for ( i = begini; i < endi; i++ )
{
if ( H[i] >= j AND L[i] <= j )
{
GfxSelectPen( colorBlack, 1, 0 );
GfxSelectSolidBrush( ColorHSB( ( i - begini )*ColorStep,
255, 255 ) );
GfxRectangle( disp + n*boxheight, 30 + m*boxheight, disp
+ ( n + 1 )*boxheight, 30 + ( m + 1 )*boxheight );
n++;
}
}
m++;
}
}
procedure PlotLine( x1, y1, x2, y2, Color )
{
GfxSelectPen( Color, 1, 0 );
GfxPolyline( x1, y1, x2, y2 );
}
procedure PlotRect( x1, y1, x2, y2, Color )
{
GfxSelectPen( Color, 0, 5 );
GfxSelectSolidBrush( Color );
GfxRectangle( x1, y1, x2, y2 );
}
procedure PlotPrice( Text, FontName, FontSize, Color, x, y, yAlign, xAlign )
{
GfxSetBkMode( 1 );
GfxSetTextColor( Color );
GfxSetTextAlign( xAlign | yAlign );
GfxSelectFont( FontName, FontSize, 600 ); // dont work orientation
GfxTextOut( Text, x, y );
}
for ( q = nn; q > 0; q-- )
{
begini = LastValue( ValueWhen( NewDay, BarIndex(), q ) );
endi = LastValue( IIf( q == 1, BarCount, ValueWhen( NewDay,
BarIndex() - 1, q - 1 ) ) );//was BarIndex()
_TRACE( "begini = " + begini );
_TRACE( "endi = " + endi );
_TRACE( "BarCount= " + BarCount );
_TRACE( "BarIndex= " + BarIndex() );
PlotRect( 50 + width*( nn - q ), pixlev( GetDayPrice( "H", q - 1 )
), // day range
50 + width*( nn - q + 1 ), pixlev( GetDayPrice( "L", q - 1
) ), colorLightYellow );
PlotRect( 50 + width*( nn - q ), pixlev( GetDayPrice( "O", q - 1 )
), // open-close range
50 + width*( nn - q + 1 ), pixlev( GetDayPrice( "C", q - 1
) ),
IIf( GetDayPrice( "O", q - 1 ) > GetDayPrice( "C", q - 1
), ColorHSB( 15, 40, 255 ),
ColorHSB( 80, 40, 255 ) ) );
PlotLine( 50 + width*( nn - q ), pixlev( GetDayPrice( "C", q - 1 )
), // close line
50 + width*( nn - q + 1 ), pixlev( GetDayPrice( "C", q - 1
) ),
IIf( GetDayPrice( "O", q - 1 ) > GetDayPrice( "C", q - 1
), colorRed, colorGreen ) );
PlotProfile( DH, DL, begini, endi, 50 + width*( nn - q ) );
PlotLine( 50 + width*( nn - q ), height + 40, 50 + width*( nn - q ),
0, colorBlack ); // vertical line
PlotPrice( " close " + NumToStr( GetDayPrice( "C", q - 1 ) ) + " ",
"Tahoma", 10, // plot close price
IIf( GetDayPrice( "O", q - 1 ) > GetDayPrice( "C", q - 1
), colorRed, colorGreen ),
50 + width*( nn - q + 1 ), pixlev( GetDayPrice( "C", q -
1 ) ),
IIf( GetDayPrice( "O", q - 1 ) > GetDayPrice( "C", q - 1
), 0, 8 ), 2 );
PlotPrice( " open " + NumToStr( GetDayPrice( "O", q - 1 ) ) + " ",
"Tahoma", 10, // plot open price
colorBlack, 50 + width*( nn - q + 1 ), pixlev(
GetDayPrice( "O", q - 1 ) ),
IIf( GetDayPrice( "O", q - 1 ) > GetDayPrice( "C", q - 1
), 8, 0 ), 2 );
_TRACE( "q = " + q );
_TRACE( "daypriceOpen = " + NumToStr( GetDayPrice( "O", q - 1 ) ) );
PlotPrice( " " + NumToStr( GetDayPrice( "H", q - 1 ) ), "Tahoma",
10, // plot high price
colorBlack, 50 + width*( nn - q ), pixlev( GetDayPrice(
"H", q - 1 ) ), 8, 0 );
PlotPrice( " " + NumToStr( GetDayPrice( "L", q - 1 ) ), "Tahoma",
10, // plot low price
colorBlack, 50 + width*( nn - q ), pixlev( GetDayPrice(
"L", q - 1 ) ), 0, 0 );
}
progster01 a écrit :
>
> --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>,
> reinsley <reinsley@xxx> wrote:
> >
> > An extra quotation produced a wrong result. Some days, a tick gives
> > an extra minute.
>
> Hi. Could you elaborate that a little bit?
>
> Since the original code "seems like" it should work as intended, I'd
> like to understand the circumstances under which it does not.
>
> If you'd be so kind as to address:
>
> What is the timeframe of the chart you are observing?
>
> What is the "extra minute"?
>
> What is the significance of the "extra minute" in this context?
>
> Thanks!
>
>
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