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Anyone know where to get (or buy) market profile indicator as shown in =
this chart?
http://charts.dacharts.com/2005-08-29/MarketWizard-30min-Bund-
Someone posted the following to the list a long time ago - don't know if
this is exactly what you're looking for:
{Indicator: Market Profile}
Input: Style(3), ColorPOC(Blue), ShowPOCs(True), ColorProfile(Red),
MPDate(0);
Vars: TodaysPOCTL(0), back(0), InputStyle(0), UpperLimit(300),
PtrOffset(0), PricePlot(0), HighestToday(0);
Vars: Flag(0), Ptr(0), POC(0), POCptr(0), POCValue(0), Adjust(0);
Array: MP[301](0);
If Style > 0 and Style < 6 then InputStyle = Style else InputStyle = 3;
If date <> date[1] then begin
If TodaysPOCTL <> 0 then value8 = TL_delete(TodaysPOCTL);
TodaysPOCTL = 0;
For value1 = 0 to UpperLimit - 1 begin
MP[value1] = 0;
End;
value4 = open;
If value4 * 2 <> intportion(value4 * 2) then value4 = value4 + .25;
PtrOffset = value4 - (UpperLimit / 4);
HighestToday = 0;
end;
Value3 = low;
If value3 * 2 <> intportion(value3 * 2) then value3 = value3 + .25;
While value3 >= low and value3 <= high begin
Value2 = intportion((Value3 - PtrOffset) * 2);
If value2 > 0 and value2 < UpperLimit then begin
MP[Value2] = MP[Value2] + 1;
{Show MP if required}
If MPDate = date or MPDate = 0 then begin
If MP[Value2] / 2 = intportion(MP[Value2] / 2) then
value8 = Text_New(date, CalcTime(Sess1StartTime,
intportion(MP[Value2] / 2) * BarInterval), Value3, "§");
end;
If MP[Value2] > HighestToday then BEgin
HighestToday = MP[Value2];
POCValue = value3;
end;
end;
value3 = value3 + 0.5;
end;
If time = sess1EndTime and date <> currentdate then begin
value8 = TL_New(Date, 1000, POCValue, Date, 1015, POCValue);
value7 = TL_SetExtRight(value8, true);
value7 = TL_SetColor(value8, ColorPOC);
If (date = JulianToDate(DateToJulian(currentdate)-1)) or
((dayofweek(currentdate)=Monday and
date = JulianToDate(DateToJulian(currentdate)-3))) then
TL_SetStyle(value8, 1) else value7 = TL_SetStyle(value8, InputStyle);
end;
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