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Hello,
i'm new to AB, and i discover its powerful (and sometimes confusing ;-)) Array language.
I'm looking for a Market Profile indicator, and, at the moment, i didn't find anything convincing in AFL...
So i'm going to try and code it. Let's say at least POC and Value Area (in a first time).
For the moment, I can count TPO (not much, i know! ;-) )
nb_periodes_par_jour = Param("NB périodes par jour",30,1,48,1);
NewDay = Day()!= Ref(Day(), -1);
bars = BarsSince(NewDay);
r = int(H-L);
nb_tpo = Sum(r,bars);
Plot(nb_tpo,"NB TPO",colorBlue,4);
To get the POC, i need to count the TPO per level of price (between the highest and lowest of the day). And the Value Area is obtained by counting 70% of the tpo around (up and down) the POC.
But, as i can't dimension dynamic array, has someone an idea how to do that (my programming instinct is to do a loop from the beginning of the day to barcount-1, and for each bar to add 1 to each range (H-L) level. But to store the result, i need an array, for instance, in basic i should decalre this array: DIM My_array(Highestsince(newday,H)-Lowestsince(newday,L)) and use it to store the number of TPO per level of price.
Any idea?
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