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I found this Market Profile Code for TS4.
Can anyone make it work for ProSuite2000i ?
Re: Market Profile Code
rich estrem (estrem@xxxxxxxxxxxxx)
Fri, 4 Oct 1996 16:05:21 -0700 (MST)
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At 07:28 PM 10/3/96 -0400, you wrote:
>Due to a serious amount of work on a certain fuzzy program, as well
as
>typewriting excess on the list,
>I was not able to finish, document and send the Market Profile Code
for
>TradeStation that I promised
>to some of you.
>Even in France, days are 24 hours.
>
>But it will be done ASAP (Overlay profile too).
>
>Pierre Orphelin.
>
>
Well, I happened to be playing with this same thing, so here is my
hack
code for MP (.. please cbot don't sue me). Please note all the setup
requirements in the code comments for this to run - (TS4.0 only).
I spent no time refining this - just got it to run and quit there.
Its not pretty , but does work - hard coded for day US Tbonds opening
at 720.
Feel free to improve/modify. BTW - I have probably the original
home-study course for MP, by jim dalton. If anyone wants to buy/trade
for it, let me know by private email. Its been many years since I
studied this method, so don't ask me for a dissertation on its
theory,merits, etc!
Pierre - what's an "overlay profile" ?
-rich-
estrem@xxxxxxxxxxxxx
--------TS 4.0 code below--------------------
{m***** profile style plot:
put on a 1-tick chart of day session bonds, set for 1 day of data. set
data
style to invisible bars,
set scaling to entire data series for both data & this indicator. set
indicator
properties to subgraph hidden, maxbarsback=0, update every tick.
1st tick price row is red, all others are yellow, red trendline shows
last
tick.
colors,etc. are harcoded but easily changed. best viewed on black
background
chart.
note: plot is at FAR LEFT edge of chart, so scroll chart all the way
to left
and leave it there!
bar spacing should be set to minimum.
this code assumes trading starts on time, with no empty 1/2 hr bars.
}
{indicator: mpro4.0 (m***** profile style plot)
put on a 1-tick chart of day session bonds, set for 1 day of data. set
data
style to invisible bars,
set scaling to entire data series for both data & this indicator. set
indicator
properties to subgraph hidden, maxbarsback=0, update every tick.
1st tick(open) price row is red, all others are yellow, red trendline
shows
last tick.
colors,etc. are harcoded but easily changed. best viewed on black
background
chart.
note: plot is at FAR LEFT edge of chart, so scroll chart all the way
to left
and leave it there!
bar spacing should probably be set to minimum.
}
vars:lett("ABCDEFGHIJKLMNOPQRSTUVWXYZ"),lcount(1),fp(0),xp(0),z(0),xp1
(0) ;
vars:hh(0),ll(0),x(96),count(0),y(100),minadd(30),et(0),st(720),
clet("_A"),curtxt("");
array:pri[200](0);
if CurrentBar=1 then begin
et=Addtime(st,minadd);
fp=c; {first price, used to calc offset of later ticks in xp calc
below}
for y=1 to 200 begin {initialize all possible text ref locations}
pri[y]= text_new(d,st+1,c-3+y points,".");
TEXT_SETCOLOR(pri[y],7); {yellow}
TEXT_SETSTYLE(pri[y],0,2);
end;
curtxt=text_getstring(pri[x]);
text_setstring(pri[x],curtxt+clet);
TEXT_SETCOLOR(pri[x],6); {make opening price red }
hh=c;ll=c;
end;
xp1=xp;
xp=intportion((3+c-fp+0.005)/0.03125) - 96;
IF T >= ET then begin {a new time period just started}
lcount=lcount+1; {letter count : 1=A,2=B,..}
clet="_"+midstr(lett,lcount,1) ;
et=addtime(et,minadd);
hh=c;ll=c;
curtxt=text_getstring(pri[x+xp]);
text_setstring(pri[x+xp],curtxt+clet);
end;
if c > hh or c < ll then begin
if c>hh then hh=c;
if c st then begin {plot line to show last tick}
z=z+1;
if z=1 then begin
value10=tl_new(d,st,c,d,t,c);
tl_setcolor(value10,6);
tl_setsize(value10,1);
end else begin
tl_setbegin(value10,d,st,c);
tl_setend(value10,d,t,c);
end;
end;
plot1(c,"dummy");
* Next message: William Vedder, Jr: "Re: Bullish Review-Commitment
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* Maybe in reply to: Orphelin@xxxxxxx: "Market Profile Code"
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Re: Market Profile Code (addtime code)
rich estrem (estrem@xxxxxxxxxxxxx)
Sat, 5 Oct 1996 09:33:15 -0700 (MST)
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* Previous message: Brian Dalby: "Tick Data Inc vs BMI tick data"
Hi all-
I guess the code I posted fri. for MP calls a user function,
'addtime' which is not a built-in UF, although it does come
from Omega. So, for those of you who don't have it already,
and would like to run my code, here it is. Sorry for oversight,
and thanks to Brian Dalby for letting me know.
regards,
rich
estrem@xxxxxxxxxxxxx
{ User Function: AddTime
Inputs : xTime - time in 24 hour format.
Minutes - amount to add/subtract to xTime.
Sample Usage :
if (Time[0] > AddTime (Sess1StartTime, +30))
then ...
Returns: Adjusted time in 24 hour format.
Properties
[ ] Auto Detect
[*] Simple
[ ] Series
Provided by Product Support Dept.
of Omega Research, Inc.
}
Inputs : xTime (NumericSimple),
Minutes (NumericSimple) ;
AddTime = MinutesToTime (TimeToMinutes (xTime) + Minutes) ;
* Next message: John Buck: "Re: Tick Data Inc vs BMI tick data"
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Date of creation: 26-APR-1998 06:28:49.71
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