hi Bertieb, yes indeed. Looked at this latest code and it is looking better although very slow. What I forgot to mention is that I want to use this POC and VAH for backtesting purposes using about 2 years of intraday data.
Why do you want to use regular trading hours only? Because the volumes outside the regular hours is so low it will have little weight in the profile, will probably hardly give a different profile. Maybe you can ask Kaka on the IT forum. I will have a look also, rgds, Ed From: bertieb_aus Sent: Saturday, June 19, 2010 4:00 PM To: [email protected] Subject: [amibroker] Re: Point of Control Hi Ed, The latest MP code from Inditrader shows previous days POC and VAH, and I believe extends the lines to the right into todays trading. Load up the code I'm using and see if it is what you wanted. For me, however, I'm pretty desperate to get the regular trading session profiles in Amibroker happening. Maybe I'll have to hunt down a professional coder. Regards beriteb --- In [email protected], "Edward Pottasch" <empotta...@...> wrote: > > yes I know about this code on Inditrader. > > I think that if you just want to use the market profile for daytrading there > is enough code available. Peronally I would like to use for instance the POC > and the VAH of the previous day for todays trading. Therefor I would like to > have functions that make these lines available. One glance on this IndiTrader > code shows that using AFL this is not an easy task. I have been planning to > learn to write DLL's in C++ to be able to do this but have not done much yet > .... > > regards, Ed > > > > > From: bertieb_aus > Sent: Saturday, June 19, 2010 1:20 PM > To: [email protected] > Subject: [amibroker] Re: Point of Control > > > > Please correct me if I am wrong, but aren't there are a lot of MP indicators > that have been written that contain the POC's and VA's. Please see the files > section of this yahoo group, and the file M.profile.rar > > Are these what you are after ? > > The only problem I have with these files (and its a big problem), is that > they are all looking at a full 24 hour session. So the initial balance etc is > all based on the trading from midnight. > > If these indicators had a parameter to set the trading times that one wanted > to look at, they would be perfect. > > Does anybody here have the capability to add a parameter for trading session > time (based on local time) to these AFL codes (the latest one Im using, > (contained in M.profile.rar) is Market Profile 10122009mod > > Thanks for any help anyone can provide. > > bertieb > > --- In [email protected], "Edward Pottasch" <empottasch@> wrote: > > > > yes indeed PlotVAP is already there, don't know why it is not implemented. > > Several other softwares have it built in like ensign. I have no experience > > with this software: > > > > http://ensign.editme.com/c070829 > > > > regards, Ed > > > > > > > > > > > > From: Rob > > Sent: Friday, June 18, 2010 12:52 PM > > To: [email protected] > > Subject: [amibroker] Re: Point of Control > > > > > > > > Ed, > > > > I am one of those who requested MP a long time back. > > It's a shame because inherently the POC and Value areas are already > > produced by the PlotVAPOverlayA() function... but there seems to be some > > resistance to simply returning their values via AFL. > > I have no idea why. > > > > Thanks > > > > --- In [email protected], "Edward Pottasch" <empottasch@> wrote: > > > > > > hi, > > > > > > this is tough using AFL. Several requests have been done for inherent > > > market profile functions but sofar I did not see anything yet. > > > > > > I used some code from the library but it is not very efficient (added > > > code, mp_ed.afl). The POC plotted in the code is from the previous day. > > > > > > On inditrader.com they did some work on the MP. Last code I had a look at > > > I added (MPNEW.afl), > > > > > > regards, Ed > > > > > > > > > > > > > > > From: Rob > > > Sent: Friday, June 18, 2010 11:10 AM > > > To: [email protected] > > > Subject: [amibroker] Point of Control > > > > > > > > > > > > I'm looking to create my own Point of Control (POC) calculation... I know > > > PlotVAPOverlayA already calculates it, but I can't return the value via > > > AFL (or the standard deviations around that value). > > > > > > So, basically at the very least I need to calculate a 'mode' price for > > > the days price action... > > > > > > Any ideas of an efficient way to do this...? > > > > > > Thanks > > > > > >
