hi,
these guys at inditraders did some programming,
in this thread there is some code:
it is nice for charting (on a limited amount of
data, e.g. 15 days of 5-min data) but not for backtesting purposes
on 2 years of data. I am also not interested in all these letters, just
need the value area and the POC. I would think Amibroker could implement this
quite easily because PlotVapOverlayA basicly contains the data already from
which you can derive the POC and the VA. If you want to solve it in AFL doing
it straightforward would require you to step through the entire range of the
day with a certain step density and store this data in an array or static
array temporarily and derive the POC and VA's from this storage array. To
my knowledge AFL is not really suitable for these type of calculations.
When you could store this information in smaller subarrays and one could do
some sorting and calculations on much smaller subarrays that would make it
much faster. Not sure if the Osaka plugin could be used.
regards, Ed
----- Original Message -----
Sent: Monday, October 12, 2009 12:08
PM
Subject: Re: [amibroker] Market
profile, Value Area, POC etc
I dreamed about it... I planned to code it in two decades or more up
to
my programming skill .
BR
Edward Pottasch a écrit
:
>
>
> hi,
>
> anyone managed to program
this in AFL or a plugin? There are several
> AFL's on the net that
basicly are designed to display the last few days.
> I am interested
in code that generates the upper/lower value area
> and POC for
backtesting purposes. But it seems you need some *clever
>
programming* to make this usable else it will be very slow. The code I
> found sofar is slow indeed and I can't come up with something smart
> either. Try loading 2 years of 5 minute data and AB locks up
completely.
> Camarilla is a nice substitute but as I read somewhere
"Camarilla is the
> poor man's Market Profile",
>
>
regards, Ed
>