You can set different session times for each instrument by putting them into 'groups'... get under the hood and start looking at how you set up groups.
AB can already do what you want. --- In [email protected], "bertieb_aus" <bertieb_...@...> wrote: > > I found the intraday filter settings. Thanks for pointing that out. > > However that appears to be a global setting. I use interactive brokers that > feed futures into Amibroker. I follow futures from the Asian, European and > American time zones, so they all have their own trading hours. > > If I alter the trading hours in the database settings, it affects every > instrument - ie they are all on the same local trading times. The setting > 'Day time-compression' set to exchange time or local time, does not appear to > alter this at all. > > Also, I could not get that filter to work to show the night session profile. > When I set the night session to be from say 16:10 to 07:00, and then set the > database filter to be only the night session, data would still start at > 12.00am for some reason, and hence the profile would start then. Can the > Amibroker filter handle the night session going from one date to the next ? > (ie start at 17:00 Jun 17, finish at 07:00 June 18) ? > > So what I would really love is to have a parameter to change the trading > hours of the profile development for each of my contracts. > > The overnight session can provide some useful information, so its good to > have it available, but once you've collected this information, the main > profile I want to watch is just the regular trading session profile. > > > > bertieb > > --- In [email protected], "Rob" <sidhartha70@> wrote: > > > > If you set AB to only show the RTH hour session the code should work > > anyway... I'm looking at it right now in RTH session... looks fine. > > > > --- In [email protected], "Edward Pottasch" <empottasch@> wrote: > > > > > > 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" <empottasch@> 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 > > > > > > > > > > > > > > > > > > > > >
