In November 2009 issue of Active Trader there is an article about Market Profile charts.
"Tracking "price acceptance" with Market Profile. Merging profiles can reveal price levels a market is likely to gravitate toward." BY ROBIN MESCH --- In [email protected], "Edward Pottasch" <empotta...@...> wrote: > > nooo we are not! Since a few weeks I can even choose from TWO internet > providers, cable and DSL. Thinking of taking both and using a twin wan router > so maybe I can have a trading day without losing my connection for a change :) > > regards, Ed > > > > > ----- Original Message ----- > From: Ton Sieverding > To: [email protected] > Sent: Tuesday, October 13, 2009 12:27 PM > Subject: Re: [amibroker] Market profile, Value Area, POC etc > > > > Normally I would answer that Belgians are being discriminated in this world > but since you are also living in Belgium it must be me -) > > Regards, Ton. > > ----- Original Message ----- > From: Edward Pottasch > To: [email protected] > Sent: Monday, October 12, 2009 3:50 PM > Subject: Re: [amibroker] Market profile, Value Area, POC etc > > > > > not sure Ton. I just registered and then clicked on the AFL file and the > download commences. That's all I do. > > regards, Ed > > > > > > ----- Original Message ----- > From: Ton Sieverding > To: [email protected] > Sent: Monday, October 12, 2009 3:41 PM > Subject: Re: [amibroker] Market profile, Value Area, POC etc > > > > > That's what I did Ed. Subscribing ... Only this does not give me the > authorization to download the AFL files. I'm getting underneath mentioned > message. How did you get the AFLs on your system ? > > Regards, Ton. > > ----- Original Message ----- > From: Edward Pottasch > To: [email protected] > Sent: Monday, October 12, 2009 2:36 PM > Subject: Re: [amibroker] Market profile, Value Area, POC etc > > > > > Ton, > > I think first subscribe at http://www.inditraders.com/ it is free. > Then you can download the files. I did not add the AFL's to my post because > they posted so many versions. Best to get them yourself, > > regads, Ed > > p.s. this is the true link to the thread: > http://www.inditraders.com/showthread.php?t=1526 > > this thread also contains comments on the market profile: > http://www.inditraders.com/showthread.php?t=492 > > > > > ----- Original Message ----- > From: Ton Sieverding > To: [email protected] > Sent: Monday, October 12, 2009 2:21 PM > Subject: Re: [amibroker] Market profile, Value Area, POC etc > > > > > Ed what does this mean and how can I get the AFL code ... > > AMS, you do not have permission to access this page. This could be > due to one of several reasons: > 1.. Your user account may not have sufficient privileges to > access this page. Are you trying to edit someone else's post, access > administrative features or some other privileged system? > 2.. If you are trying to post, the administrator may have > disabled your account, or it may be awaiting activation. > Regards, Ton. > > ----- Original Message ----- > From: Edward Pottasch > To: [email protected] > Sent: Monday, October 12, 2009 12:31 PM > Subject: Re: [amibroker] Market profile, Value Area, POC etc > > > > > hi, > > these guys at inditraders did some programming, in this thread > there is some code: > > > http://www.inditraders.com/showthread.php?t=1526&highlight=market+profile+Amibroker+kaka > > 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 ----- > From: reinsley > To: [email protected] > 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 > > >
