View Full Version : iMarketProfile1_65
hegh2000
01-10-2010, 06:17 AM
hello,
Market Profile, based on TPO (Time Price Opportunity).
This indicator includes three versions Daily, Weekly and Monthly.
parameter details:
Mode:
0 - daily
1 - Weekly
2 - Monthly
Opacity:
color depth
Profile:
True - Display profile
mode = 0 and profile = true daily with profile
mode = 1 and profile = true Weekly with profile
mode = 2 and profile = true Monthly with profile
false - only three values of VA and POC from the previous session
mode = 0 and profile = false the VA and POC from yesterday
mode = 1 and profile = false the VA and POC last week
mode = 2 and profile = false the VA and POC of the past month
SessionLengthHours:
example:
7:30 = 7.5 (note comma)
TPOCount:
if BullCount >= BearCount then green else red
rotation factor:
if > = 0 then green else red
Volume:
if Volume >= Volume AVG then green else red
POC only in daily, only CURRENTDAY:
if POC [0]> POC [1] green
if POC [0] <POC [1] red
if POC [0] == POC [1] black
for daily :
Red: First 30 minutes
Cyan: second 30 minutes
Black: last hour
green for the rest of the day
for Weekly :
Day 1 couelur red
Day 2 couelur orange
Day 3 couelur Green
Day 4 couelur pink
Day 5 couelur cyan
for Monthly :
Week 1 couelur red
Week 2 couelur orange
Week 3 couelur Green
Week 4 couelur pink
Week 5 couelur cyan
mode = 2 and profile = true (Monthly) is not recommended for use intraday
More details are on the first frame, daily.
This indicator is a evolution of MarketProfile1.2 of Sartis23, with my thanks.
1-65 for NT 6.5
************************************************** ****
iMarketProfile1_7
profile:
0: profile without text [panel 1, daily]
1: profile + text [panel 2, daily]
2: old values (yesterday, last week or last month) [panel 3 daily]
3: old values + current values [panel 4, weekly]
************************************************** *****
iMarketProfile1_65_1_1b or iMarketProfile1_7_1b
b = beta
display choices between Rectangle or Letter
2 new parameters:
RT = 0 = Rectangel (default)
RT = 1 = Letter
if RT = 1
then you have another parameter TL (Letter size) that allows you to set the font size according to the resolution of your screen;
Warning:
NT handles much better than the display rectangle Letter, which is why I have restricted this option only in the Daily (mode == 0).
************************************************** *****
iMarketProfile2_7
I remember only the changes, others are identical to previous
settings:
Mode:
0 - daily
1 - Weekly
2 - Monthly
Type :
0: profile without text
1: profile + text
2: last values (yesterday, last week or last month)
3: last values + current values
Left To Right :
true : The profile is drawn from left to right
false : The profile is drawn from right to left
Merge :
True : You must select a start date (not to exceed the number of days of history)
Colors :
you can choose the color segments of the profile, ValueArea Color, POC Color and the rest of Profile
Initial Balance :
Persistant = true : all days IB is display
Show Extention = True : IB Extention in display
for Extensions, you can choose the coefficients of each independently (double precision)
for other parameters (improves text display report):
Display = true : the text is displayed
Height: the height of the text from profile
Width: distance of text from profile
************************************************** *****
adrien
mea109
01-10-2010, 06:59 AM
merciiiiiiiiiiiiiiiiiiiii
PrTester
01-10-2010, 09:08 AM
Really nice work, Thanks
Nomar
01-10-2010, 01:15 PM
Adrien,
Wow !!! Excellent program. Lots of code to learn from.
Only question I had was why the Ib_h & Ib_b extension (horizontal) lines don't draw on my 30M chart.
Thank You for sharing.
fxspain
01-10-2010, 01:18 PM
Fantastic work. THANK YOU.
hegh2000
01-10-2010, 01:23 PM
Adrien,
Wow !!! Excellent program. Lots of code to learn from.
Only question I had was why the Ib_h & Ib_b extension (horizontal) lines don't draw on my 30M chart.
Thank You for sharing.
hello,
The IB form horizontal lines are traced only on the current day and if the session is open.
I traced his hand for the demonstration, you will have tomorrow in fact.
zikonc
01-11-2010, 05:41 PM
hello....say I want to have a profile of an overnight session...do you mind explaining how to set up an indicator for it?......say the session starts at 22:00 and ends at 05:00 the following day........it looks like that OpenHour+OpenMinute+SessionLengthHours <= 24.......thanks
hegh2000
01-12-2010, 12:44 AM
hello,
for now, we can not.
But when I some time, I'll watch.
zikonc
01-12-2010, 01:47 AM
thanks.......this is still a great indicator........
stevenrjohnson
01-15-2010, 12:43 PM
Excellent indicator! Thanks,
Couple of questions: what is rotation factor, TPO Count, Bear/Bull count?
Also-would it be possible to create a Volume Price indicator very similar to these? Total Volume at each price..
hegh2000
01-15-2010, 02:56 PM
Excellent indicator! Thanks,
Couple of questions: what is rotation factor, TPO Count, Bear/Bull count?
Also-would it be possible to create a Volume Price indicator very similar to these? Total Volume at each price..
hi,
for TPOCount (BearC/BullC) :
Number of selling TPO's = above POC
Number of buying TPO's = below POC
for Rotation Factor :
A rotation factor is a number designed to keep track of price trends by periodes . There is an up rotation factor, a down rotation factor, the total being the sum of the two. The up (down) rotation factor is computed for a period as follows. If the high (low) is greater than the high (low) of the preceding period, add 1. If the high (low) is less than the high (low) of the preceding periods, subtract 1. If the high (low) is the same as the high (low) of the preceding period, add zero. A large positive up (down) rotation factor means there is a trend to higher highs (lows). A large negative up (down) rotation factor means there is a trend to lower highs (lows).
for last question: I believe that is possible.
SARdynamite
01-24-2010, 09:28 AM
Félicitations Adrien, tu as du en baver.
This is for sure an indicator of great interest for anyone. Especially since most MP indicators are to be paid for.
Anyone to convert it for Ninja 7 ???
subterfuge
01-27-2010, 01:48 PM
Since the ES opens at 2.30pm in my time zone, do I put 'open hour' as 14 and 'open minute' as 30, in the properties of the indicator?
I notice that the value high and low changes throughout the day which makes sense. However, I downloaded an indicator ages ago that put in the value area highs and lows and POC which never changed throughout the day?(i guess they were based on yesterdays information?)
thanks (new to all of this)
hegh2000
01-27-2010, 03:23 PM
hello,
everything you just said is correct.
For the hour, 2:30 pm = 14:30.
For values, if profile = true, values change, as are those of today.
If profile = false, you will have the values of yesterday and those will not change.
dj22522
01-27-2010, 05:54 PM
Thank you for your indicator hegh2000.
I have been trying to utilize it as per this thread.
http://www.ninjatrader-support2.com/vb/showthread.php?p=141525#post141525
It will explain how I would also prefer to get Total Volume at Price.
Many thx
TheAnalyst13
02-18-2010, 12:54 PM
I wanted to ask you guys two things. Since I am pretty new to using market profile and Ninjatrader. First of all which of the indicators do you thing is more correct. iMarketproile1 or D-ValueArea. On yesterdays NQ chart the POC varies by 4 points which is a lot. Secondly do you change the opening and closing hours on your charts for the indicator or do you leave 12 am to 12 am or do you use regular trading hours only 0830-1515 CST. What opening hour and closing hour do you use to apply market profile correctly. Thank you.
anmir55
02-26-2010, 07:37 AM
Hello, thank you hegh2000 for your indicator. I tried to import in NinjaTrader 7 but it's not possible, there are differents errors. Is there any version for NT 7?
Thank you
TheAnalyst13
02-26-2010, 12:31 PM
Hegh2000, you are genius. Very powerful tool and works very smooth. With some other Marketprofile scripts it would slow down my quad core desktop. This one works like a charm.
hegh2000
02-26-2010, 04:47 PM
Hello, thank you hegh2000 for your indicator. I tried to import in NinjaTrader 7 but it's not possible, there are differents errors. Is there any version for NT 7?
Thank you
hello,
the current version is for NT 6.5 (it does not work for NT 7).
iMarketProfile1_7 version is in testing.
It is distributed only to a few beta testers.
While all reports are not satisfactory, I could not publish it publicly.
So please wait a little longer.
Thank you
Adrien
anmir55
02-27-2010, 04:09 AM
Thank you Adrien
anmir55
02-27-2010, 04:41 AM
Hello again in my country ES session starts at 15:30, if I change in indicators parameters - OpenHour= 15 and OpenMinute=30 nothing appear in chart only appears if OpenHour < = 8. If I change sessions begins and ends in NT properties 15:30 - 00:00, the same nothing appears in chart. could you help me?
Thank you
hegh2000
02-27-2010, 07:06 AM
Hello again in my country ES session starts at 15:30, if I change in indicators parameters - OpenHour= 15 and OpenMinute=30 nothing appear in chart only appears if OpenHour < = 8. If I change sessions begins and ends in NT properties 15:30 - 00:00, the same nothing appears in chart. could you help me?
Thank you
hello,
in the properties of the Chart put the start and end at 00.
anmir55
02-27-2010, 07:45 AM
Hello, I'm sorry but firt I put in properties 00:00 to 00:00 and it didn't appear nothing...
Thank you
hegh2000
02-27-2010, 08:51 AM
can you make a screen of settings used?
anmir55
02-27-2010, 09:37 AM
Hello again, there are two screens, one with start sesion at 9 o'clock and another with 15:00.
hegh2000
02-27-2010, 11:01 AM
try this :
in the properties of the Chart put the start and end at 00.
in indicateur properties, 15h30 with session lenght = 6,5.
anmir55
02-27-2010, 11:38 AM
Hello, now it's ok, start at 15:30 but finish at 21:30, if I change session lenght= 6,5 to 8, it's the same and if I change session lenght= 9 or more dissapear chart.
Thank you very much
hegh2000
02-27-2010, 12:16 PM
15h30 + 8, is Ok for me.
15h30 + 9 = 24h30, this is not possible.
anmir55
02-27-2010, 12:22 PM
thank you very much
kntabdguy
03-01-2010, 07:36 AM
Hi Adrien,
First off, thanks for this excellent indicator. Very impressive. I just uploaded this last week and I like it very much. There is an issue though that I can't figure out.
I just changed my charts for the rollover and I lose the profile. Is there an adjustment that is needed? I am assuming there is a look back feature that needs more data so it's not plotting??
Any help would be appreciated.
Thanks
Rod
hegh2000
03-01-2010, 09:50 AM
hello,
if you have enough history, there is no reason to lose the profile.
In daily, it will take just a day, for the week and month, it will be more historic.
Have you any error messages in the log ?
kntabdguy
03-01-2010, 10:02 AM
Yea, here is the error log:
Error on calling the 'OnBarUpdate' method for indicator 'iMarketProfile1_65' on bar 4: iMarketProfile1_65.DrawText: startBarsAgo out of valid range 0 through 4 was 11
hegh2000
03-01-2010, 10:40 AM
can you make a screen of the indicator settings and chart?
kntabdguy
03-01-2010, 01:13 PM
Yea, Here they are.
hegh2000
03-01-2010, 01:58 PM
I just reproduced the error (on ZN 6/10).
can you check the data before 24/02 and tell me if you have them all (the starting and end time of each session)?
kntabdguy
03-01-2010, 02:03 PM
Sorry, I hate to be ignorant but, I am not sure what data you want me to check? Did you mean the market replay data in Ninja? I do have this back to 12/01/2009.
Here is a image of properties of my chart.
http://i47.tinypic.com/2iiwver.jpg
hegh2000
03-01-2010, 02:33 PM
on your screen in BarChar, look at the time of the first and last bar (each session, 23/2, 22/2, etc...).
kntabdguy
03-01-2010, 03:35 PM
Yea they appear to be complete. I did just exclude the weekends and on the 5 minute chart I get no errors and the profile shows. But when I change it back to a tick chart it goes away.
?????
kntabdguy
03-01-2010, 03:58 PM
Not sure why but when I changed the look back from 12 days to 6 days. I eliminate the errors. Anything more than 6 days the market profile goes away.
hegh2000
03-01-2010, 04:10 PM
because the data before 24/02 on ZN 6/10 are bad.
That's why I asked you to check the data before that date.
kntabdguy
03-01-2010, 04:16 PM
All good now.
Thanks
norin
03-02-2010, 08:48 AM
Thanks hegh2000 (http://www.ninjatrader-support2.com/vb/member.php?u=6965) for this great indicator.
I have a question.
It works great for me on futures contract (euro and US) but i can't make it work on index (^djia, ^cac, etc...).
Could somenone give me the right parameters (i've tried all the tips of this topic without success)?
Thanks. ;)
hegh2000
03-02-2010, 09:23 AM
hello,
on which unit of time you want to use it?
norin
03-04-2010, 05:35 AM
I use it on 30 min timeframe.
hegh2000
03-04-2010, 09:41 AM
hi,
Have you any error messages in the log ?
norin
03-04-2010, 10:42 AM
Here is the error in the log
04/03/2010 18:39:45|3|4|Error on calling the 'OnBarUpdate' method for indicator 'iMarketProfile1_65' on bar 13: L'index se trouve en dehors des limites du tableau.
04/03/2010 18:39:54|3|4|Error on calling the 'OnBarUpdate' method for indicator 'iMarketProfile1_65' on bar 78: L'index se trouve en dehors des limites du tableau.
04/03/2010 18:40:08|3|4|Error on calling the 'OnBarUpdate' method for indicator 'iMarketProfile1_65' on bar 13: L'index se trouve en dehors des limites du tableau.
04/03/2010 18:40:26|3|4|Error on calling the 'OnBarUpdate' method for indicator 'iMarketProfile1_65' on bar 13: L'index se trouve en dehors des limites du tableau.
04/03/2010 18:40:26|3|4|Error on calling the 'OnBarUpdate' method for indicator 'iMarketProfile1_65' on bar 13: L'index se trouve en dehors des limites du tableau.
04/03/2010 18:40:57|3|4|Error on calling the 'OnBarUpdate' method for indicator 'iMarketProfile1_65' on bar 13: L'index se trouve en dehors des limites du tableau.
04/03/2010 18:40:57|3|4|Error on calling the 'OnBarUpdate' method for indicator 'iMarketProfile1_65' on bar 13: L'index se trouve en dehors des limites du tableau.
hegh2000
03-04-2010, 10:47 AM
How many days in history you have on the chart ?
(^cac) These codes correspond to what Broker?
norin
03-04-2010, 11:20 AM
60 days in the data serie.
And ^Cac ^DJIA, etc... is the name used by Interactive Brokers (my broker) for indexes.
hegh2000
03-04-2010, 11:37 AM
can you try on 15 or 30 days?
PatientTrader
03-04-2010, 12:50 PM
Thanks Adrien for the mp indicator. Will this also work in ninja 7? I tried to import into nt7,but was getting an import error.
Thanks
PatientTrader
hegh2000
03-04-2010, 01:04 PM
read post #19
PatientTrader
03-04-2010, 01:16 PM
Thanks Adrien.
Patienttrader
norin
03-05-2010, 06:01 AM
So I Have tried 15 and 30 days, try to change open hour and minutes, session length, etc...
No result... :confused:
It works like a charm on futures and currencies, but not on indexes...
I have attached a file of the result (it seems to draw something in the beginning of the chart, and stops...)
hegh2000
03-05-2010, 06:20 AM
hi,
What are your begin and end time in the chart settings?
norin
03-05-2010, 06:27 AM
00 and 00
I have tried 15:30 and 22:00 and it dosoen't work either.
hegh2000
03-05-2010, 06:57 AM
I do not understand why this does not work.
In addition, you say it works on all the future.
norin
03-05-2010, 07:02 AM
Yes, great on futures and currencies.
On indexes, i get this message in the log:
05/03/2010 14:45:13|3|4|Error on calling the 'OnBarUpdate' method for indicator 'iMarketProfile1_65' on bar 13: L'index se trouve en dehors des limites du tableau.
But no problem if you don't understand why. Your indic is still great and helps me a lot.
Thank you for your time and kindness. ;):)
winJR
03-05-2010, 07:20 AM
I would just like to make a request. A couple of questions were asked in post #16 that were never answered. I had the same questions. Perhaps the answer is not easy or would take too much room to post here. If someone is brave enough, maybe they can answer it in a word document and attach the answer here if its too long to post. Thank you very much in advance for all the traders working together. You all rock!!
TheAnalyst13
03-05-2010, 08:35 AM
I agree it would be great. This might be also too simple that nobody bothered answering it. Like I said I'm very new to Market Profile and Ninjatrader.
Here is the question:
Do you change the opening and closing hours on your charts properties for the indicator or do you leave 12 am to 12 am. Or do you use regular trading hours only 0830-1515 CST for the indicator settings? What opening hour and closing hour do you use to apply market profile correctly. Thank you.
hegh2000
03-05-2010, 10:06 AM
hello,
I read all the posts, but I did not answer all questions.
For hours, I suppose you trading the U.S. market. I trade only the European market hours from Paris to know 8h-22h.
All my graph are configured for hourly europpéens.
Regarding differences between the 2 indicators, I do not know, I only use this one.
TheAnalyst13
03-05-2010, 03:26 PM
thank you, I love what you have done.
Happy trading to all.
DaveS
03-20-2010, 10:58 AM
norin.
I know that at least some Indexes do not report Volume. Volume data is necessary for this indicator.
Try placing the native NinjaTrader indicator 'VOL' on your Index chart, if the Index reports Volume you will see it as a histogram.
hegh2000
03-20-2010, 02:27 PM
hello,
thank you for the suggestion, but remember that this indicator is based on the price not volume.
In the picture below, a copy I submitted to a Friend (beta tester), this is a test version for the indices.
You notice that the index generates as much of TPO in one day that his future in a month.
Does this solution is viable or usable in Intraday, I ask myself.
DaveS
03-20-2010, 03:11 PM
Sorry Adrien.
I did not analyse the code, just found Volume in several Methods starting at line 390 and wrongly assumed it to be important.
By the way, thanks for a realy excellent indicator.
While I'm here, has anybody been in the JPJ Trading room? Any opinions?
norin
03-21-2010, 04:01 AM
Thanks everybody for the help you provide.
If it's too heavy on the indice, i will live with futures and forex (it's, by the way, what i trade).
And perhaps with NT7 supporting multicore, such cpu intensive indicators will be easier to put on many charts at a time.
;)
winJR
03-22-2010, 07:03 PM
Very nice indicator...very nice. I am learing about Market Profile. Can someone explain to me the color significance of the profile as its building intraday. There is red, cyan, green, and black . Thanks.
DaveS
03-23-2010, 02:44 AM
winJR.
If you go back to the first post in this thread, hegh2000 has expained the colors and a lot more. Look also at the first chart displayed there.
I also am trying to learn about MP and would like to hear of any educational recources.
winJR
03-23-2010, 01:06 PM
I thought I had looked at first post, missed it. I have looked it over and Heigh, what an awesome job. I do have a question, for a newbie here with Market profile. The VA_h is the value area high and the VA_b is the value area low, correct? so that is telling us that 70% of the trades have taken place btwn these two values, am I correct? What is the significance of the IB_h and IB_b lines plotted for the current session? thanks in advance. I read through whole thread, hope i didnt miss the answer to that one as well. lol.
hegh2000
03-23-2010, 01:30 PM
hello,
IB = Initial balance or the first hour of trading
exe.
if the market opens at 8:00, IB_h and IB_b are the lowest and the highest reached between 8:00 to 9:00.
winJR
03-23-2010, 01:34 PM
Thanks much.
winJR
03-24-2010, 05:17 PM
If i set the mode to 1 to get a weekly MP, do I need to the hours to? as far as start time goes and also what do i need to set the sessionlengthhours to? thanks in advance amigo!
hegh2000
03-25-2010, 10:50 AM
hi,
whatever the mode, the start time and sessionlengthhours must be informed .
mtfalk64
04-01-2010, 01:34 PM
I am not a programmer and hope that there is someone that can add additional items to this wonderful indicator. What I was looking for is a plotted line that is calulated from the first 30 minutes of the open to give the size of the range + 50% and 100% of that value. Example: if the market profile gives in the first 30 minutes of opening a range from 1100 to 1106 then a plotted line at 1109, 1112 for the high side, 1097, 1094 for the low side. This would not change after the first 30 minutes of trading. Can anyone help or if you don't understand at least ask. Also is there a way to hve the POC blocks a different color then the rest of the MP instead of the little arrow?
The PIC will give you all an idea what I am talking about. This is such a great indicator and I do want to thank everyone for helping in this forum.
Thanks
Mike
hegh2000
04-01-2010, 03:18 PM
hello
for the first, you do not have to change the indicator.
Create another rather like SimpleGetHighLow for a specific time, then modify it by adding lines as you want.
For the second, by cons, it would modify the indicator itself.
I give you 2 examples with syntax and where you need to insert it, then you choose.
line 944 :
DrawLine("tag1"+ compteur, false, CurrentBar - BarCount, TPOPrice, CurrentBar - BarCount - TPOHigh, TPOPrice, Color.Yellow, DashStyle.Solid, 2);
or
DrawRectangle("tag1"+ compteur, false, CurrentBar - BarCount, TPOPrice, CurrentBar - BarCount - TPOHigh, TPOPrice+TickSize, Color.Yellow, Color.Yellow, 2);
mtfalk64
04-01-2010, 06:57 PM
Thanks Hegh200, but I have no idea what to do with that in the first place. Thanks you anyways for giving some direction.
Mike
aviat72
04-01-2010, 10:44 PM
I did a quick port for NT7. All I did was change some of the WriteText commands. I am not sure whether it is supposed to be working the way it should but at least it is a start.
I am attaching a chart showing the weekly profile and the files with the few edits I made to make it compile in NT7Beta
I am not sure I understand the meaning of the colors here but this certainly is a great start.
mtfalk64
04-02-2010, 04:56 AM
The colors are each day of the week. Mon is orange, Tues is Green. These two colors are just a example of the different colors but do two charts on a weekly and one a daily and squeeze the daily one together a little and look on the weekly and you will see.
Mike
SWFL Trader
04-03-2010, 06:14 PM
winJR.
If you go back to the first post in this thread, hegh2000 has expained the colors and a lot more. Look also at the first chart displayed there.
I also am trying to learn about MP and would like to hear of any educational recources.
Educational Resources for Market Profile:
"Mind over Markets" by Dalton & Jones
"Steidlmayer on the Markets" by Steidlmayer & Hawkins
Great indicator, good job.............
hegh2000
04-08-2010, 11:13 AM
hi,
I changed the indicator.
This corrects the bug closed days for mode 1 (weekly).
adrien
trader1512
04-08-2010, 02:32 PM
can anyone tell me where this indicator is on the site, i cant seem to locate it. also, is it ready for NT7
lentrader1
04-08-2010, 03:15 PM
hello
for the first, you do not have to change the indicator.
Create another rather like SimpleGetHighLow for a specific time, then modify it by adding lines as you want.
For the second, by cons, it would modify the indicator itself.
I give you 2 examples with syntax and where you need to insert it, then you choose.
line 944 :
DrawLine("tag1"+ compteur, false, CurrentBar - BarCount, TPOPrice, CurrentBar - BarCount - TPOHigh, TPOPrice, Color.Yellow, DashStyle.Solid, 2);
or
DrawRectangle("tag1"+ compteur, false, CurrentBar - BarCount, TPOPrice, CurrentBar - BarCount - TPOHigh, TPOPrice+TickSize, Color.Yellow, Color.Yellow, 2);
Hi heg2000 bonsoir :)
As mtfalk64 in his post mentioned see attached picture, is it possible to implement the IB50% an IB100% lines in the indicator? These lines are very important for finding trading descisions. I missed it in your excellent indicator.
Thanks
Heinz :)
hegh2000
04-08-2010, 03:36 PM
can anyone tell me where this indicator is on the site, i cant seem to locate it. also, is it ready for NT7
hi,
in first post.
hegh2000
04-08-2010, 03:37 PM
Hi heg2000 bonsoir :)
As mtfalk64 in his post mentioned see attached picture, is it possible to implement the IB50% an IB100% lines in the indicator? These lines are very important for finding trading descisions. I missed it in your excellent indicator.
Thanks
Heinz :)
hi,
try this.
mtfalk64
04-08-2010, 05:24 PM
Hegh2000,
I take it that the lines for the high and low IB will only print on the current day. and the past days are erased? Would it be a problem to have it keep the prior days as this is also one area that if we have two high double IB would be a strong possible reversal. Again thank you for helping us out and taking time out of your day for this.
Oh boy this does look sweet. Nice work Hegh2000
Mike
hegh2000
04-09-2010, 10:02 AM
Hegh2000,
I take it that the lines for the high and low IB will only print on the current day. and the past days are erased? Would it be a problem to have it keep the prior days as this is also one area that if we have two high double IB would be a strong possible reversal. Again thank you for helping us out and taking time out of your day for this.
Oh boy this does look sweet. Nice work Hegh2000
Mike
hi,
like that ?
belecona
04-09-2010, 11:31 AM
Hi Adrien
Big Big Thank You for sharing your MP indicator with us. I will attend a MP webinar next Sun and am extremely thrilled to uncover your thread today.
Let's hope that I will learn how to benefit from your Amazing master piece in days. Else I will certainly knock at your door for sos and guidance. Thank you.
Beth :)
trader1512
04-09-2010, 01:02 PM
has anyone tested this with version 7? i cannot get it to import.
aviat72
04-09-2010, 10:09 PM
Hi Hegh:
(1) Reuse the NT7 compatible file attached
I am attaching a version of the file which also works on NT7. This has the latest IB persistance and 50-100% extension stuff. Could you please use this file as the starting point for future changes. All my changes are in an #if NT7 block and just change the DrawText Functions.
I have renamed this fileas iMarketProfile_65_7_1_1 (1_1 being 1.1 for the new functionality you just added) instead of using 1/Test etc. to maintain better version tracking.
(2)
Is it possible to write some export functions to get real-time values for different statistics you plot?
For eg:
GetIBHigh(int daysAgo)
GetIBLow(int daysAgo)
GetRotationFactor(int daysAgo)
GetBullishTPOCount(int daysAgo)
GetBearishTPOCount(int daysAgo)
GetPOC(int daysAgo)
GetVAH(int daysAgo)
GetVAL(int daysAgo)
with daysAgo set to zero for current trading day.
You will have to maintain an Array variable (not DataSeries) for every day you calculate the statistics for, and return the values from that Array.
hegh2000
04-10-2010, 05:26 AM
hi aviat72,
thank for the contribution,
I posted iMarketProfile1_7 (for NT 7) soon.
I just need a little more time to finalize, it changes compared to version 6.5.
For now I have some problems with one of my PC, I have crashes, I do not know if it's NT 7 or Windows 7 64 bits that causes me problems.
But we'll have them.
winJR
04-11-2010, 11:01 AM
Love the indicator and do so much appreciate all the continued hard work in improving such a great indicator. I would like to add my requests for future improvements. One would be to have the POC continue to chart show as long as it remains a naked poc. Once touched then it disappear.
thanks.
Serninja
04-12-2010, 11:26 AM
Hello hegh2000,
thank you very much for your indicator!
My MarketProfile isn't plotting the upper blue IB_h correctly, since it's one tick below. Please take a look at the chart.
Thanks again and
regards,
hegh2000
04-12-2010, 12:27 PM
hello
value and the plot are both correct.
Why?
To view the profile, I use the DrawRectangle. For this I must give a starting point (the exact value) and an end point (the value + TickSize).
That's why you feel that the rectangle is not in front of the value.
hegh2000
04-15-2010, 01:29 PM
hello
I added iMarketProfile1_7 (for NT 7) in the first post.
Please read the relevant part for the profile parameter is numeric in this version.
adrien
trader1512
04-15-2010, 02:07 PM
sorry, i may not be doing something right but i cannot get anything out of the NT7 version. i put the cs file into my indicators folder, recompiled and then loaded it on a new chart.
nothing is coming up.
any help would be appreciated.:mad:
hegh2000
04-15-2010, 02:19 PM
did you try to import .zip file ?
trader1512
04-15-2010, 02:47 PM
where might i find the zip file. i have checked on the indicator forum and it was not there.
hegh2000
04-15-2010, 02:59 PM
in the first post of this thread, you do not see the indicator iMarketProfile1_7 ?
trader1512
04-15-2010, 03:40 PM
the zip file does not import and the cs file does not show up. the import fails with the infamous Ninja message,the ninjascript archive file may contain duplicate method names that already exist on your pc or there is a required file missing on either your pc or in the import archive
hegh2000
04-15-2010, 03:49 PM
I just delete and import the one I posted.
I have no error message.
Which one do you imported ?
trader1512
04-15-2010, 03:55 PM
your 4/9 9:02am post.
playafh69
04-17-2010, 01:58 AM
is it possible to have the indicator plotted on the right side, also if you can change its width so that it doesn't overlap the candles on the chart?
Thanks again for this great indicator
hegh2000
04-17-2010, 03:01 PM
hi,
if you put the profile on right side, it will hide the bars. In addition, in all representations of MarketProfile, the profile is from left to right .
In version 7, I changed the display, the edge of rectangels are no longer drawn, only the Background, which, by changing the Transparency, no longer hide the Bars.
playafh69
04-17-2010, 03:51 PM
its true, most market profile charts are drawn from left to right, but I wanted the profile for that days session only, and its much cleaner when its on the right side. Thought it might be possible..... Here's what im talking about... its much cleaner when you can see where price is building volume when its right next to it. and you can just create the margin offset in the chart properties to be higher so it won't block it...
Doable?
http://i43.tinypic.com/2qlu9o3.jpg
Thanks
mtfalk64
04-22-2010, 07:38 AM
Thanks you so much for your support Hegh2000. This is so wonderful of you and everyone else that help non-programmers like myself.
Thank you again.
hi,
if you put the profile on right side, it will hide the bars. In addition, in all representations of MarketProfile, the profile is from left to right .
In version 7, I changed the display, the edge of rectangels are no longer drawn, only the Background, which, by changing the Transparency, no longer hide the Bars.
Hi, I would love to see this indicator attached to the side of the chart instead of a time line in the chart.
When using a smaller time frame or a different chart type, Indicator disappears off the left side of chart. :confused:
I looked at the code, and looked, and looked...
A little beyond me!!!
RJay
hegh2000
04-22-2010, 11:34 AM
hello
there are limitations in the instructions DrawRectangle used by NT.
But I'll watch, if I find a solution, I'll let you know.
hello
there are limitations in the instructions DrawRectangle used by NT.
But I'll watch, if I find a solution, I'll let you know.
JTrealStats is attached to the side of the chart using chart position reference.
willi9723
04-22-2010, 12:08 PM
Hello there, what's the file for the Market profile for ninja 7? I can't find the right one, thanks. This is the message a got after trying the MarketProfile1_7, thanks.
http://www.screencast.com/users/willi9723/folders/Jing/media/fb51b1cd-5302-4933-9bae-f45b84d76f10
http://http://www.screencast.com/users/willi9723/folders/Jing/media/fb51b1cd-5302-4933-9bae-f45b84d76f10
hegh2000
04-22-2010, 02:26 PM
I do not know what type of message.
This does not like error message import of Nt.
NinjaTrader_Josh
04-22-2010, 03:38 PM
willi9723,
Please be sure you are on NT7B14 as the zip utility has changed and requires the latest version.
hegh2000
04-22-2010, 05:28 PM
the indicator has been generated in beta 14
willi9723
04-22-2010, 07:12 PM
ok, let me try... thanks
willi9723
04-22-2010, 07:26 PM
Done! thank you guys.
PandaTrader
04-27-2010, 10:28 AM
Hegh2000, have you thought about adding in your code VTPOs/ Volume Profiles? It would be great, if it is not to hard to add to the code?
Thanks for the great work with all your indicators.
hegh2000
05-05-2010, 02:04 PM
hello
This indicator is based on the price. So, no, I do not think the change to add VTPO.
For in this case, the whole algorithm must change.
psudan
06-02-2010, 01:54 PM
Should the file work with NT7B16? Trying to import it but getting errors!
NinjaTrader_Josh
06-02-2010, 02:15 PM
psudan,
Please post the exact error message you see. Please first try to compile your NinjaScript before importing too. Can you compile successfully?
psudan
06-02-2010, 03:24 PM
psudan,
Please post the exact error message you see. Please first try to compile your NinjaScript before importing too. Can you compile successfully?
The ZIP import failed but the CS is OK, manage to compile it and it is running.
Thanks for your help.
nestor
06-03-2010, 09:47 AM
Hegh2000, I took the liberty to change your code partially to give color to the 30 brackets
If anyone is interested let me know and I will post it. (on as is basis only - I am by no means a coder)
Hegh, is it very difficult to make your code real-time?
Thanks very much for sharing your code with the community, if you are around Amsterdam, get in touch and I buy you a drink.
hegh2000
06-03-2010, 10:01 AM
hi,
try to Calculate On Bar Close = false and you have your real-time indicator.
But everything depends on the load on your system too.
nestor
06-03-2010, 02:16 PM
Hegh,
Stunning! it works, will experience load test tomorrow.
Thanks for quick reply/answer
Regards,
PandaTrader
06-08-2010, 12:13 PM
Does the indicator work with NT7?
anmir55
06-08-2010, 12:39 PM
Read Post #1
moncar
07-19-2010, 09:14 AM
I have the indicator but Lines from POC, Vab and VAh do not display in the chart. only the 1 hour low and High. How can I ma ke the lines for these values to display in the chart. Than you
hegh2000
07-19-2010, 01:02 PM
hi,
can you give me a Screen of the chart and your settings ?
donthiessen
07-19-2010, 03:47 PM
looking for some one to make a prgram a indicator for me. I think is simple , but then again if I could program I would not be asking for help.
Please let me know who to contact and give my idea and a cost for it .
Thanks
Don Thiessen
donthiessen@shaw.ca
moncar
07-19-2010, 05:10 PM
Here is a snapshots of the problems.
http://www.4shared.com/document/op8wyMnH/indicators.html
hegh2000
07-20-2010, 01:03 AM
for the three lines POC VAh and VAB, there was never a line.
So it's normal that you do not.
moncar
07-20-2010, 06:24 AM
How can I make the lines to display in the chart. This will help me to follow the price action changes in the intraday ( 8:30- 3:15 PM CST) trading time.
hegh2000
07-20-2010, 10:35 AM
line 522 (just after drawLine (VAL),
add these three lines:
DrawLine("lVAh" + compteur, true, CurrentBar - BarCount, TPOHighZone, CurrentBar - BarCount - TPOHigh, TPOHighZone, Color.Green, DashStyle.Solid, 1);
DrawLine("lVAb" + compteur, true, CurrentBar - BarCount, TPOLowZone, CurrentBar - BarCount - TPOHigh, TPOLowZone, Color.HotPink, DashStyle.Solid, 1);
DrawLine("lPOC" + compteur, true, CurrentBar - BarCount, TPOPrice, CurrentBar - BarCount - TPOHigh, TPOPrice, Color.Red, DashStyle.Solid, 1);
moncar
07-20-2010, 11:39 AM
Thank you hegh2000. One last favor, can you make the changes to the indicator? because I do not have any experience in modifying indicators o program. Thank you
hegh2000
07-20-2010, 11:44 AM
you can try this
hegh2000
07-31-2010, 06:06 AM
please see the first post
************************************************** ******
iMarketProfile1_65_1_1b or iMarketProfile1_7_1b
b = beta
display choices between Rectangle or Letter
2 new parameters:
RT = 0 = Rectangel (default)
RT = 1 = Letter
if RT = 1
then you have another parameter TL (Letter size) that allows you to set the font size according to the resolution of your screen;
Warning:
NT handles much better than the display rectangle Letter, which is why I have restricted this option only in the Daily (mode == 0).
begin with the letters "A" to "Z", everything is beyond "a"
Each letter represents a half-hour of trading, whatever your chosen time unit
jedigeneral
08-01-2010, 06:39 AM
This MP is bangin'! Sooo cool!
Just one request or question more likely. I load it on the fesx in NT7, which for me starts at hour:18, minute:00 my time. So the session goes over the midnight hour. If I enter anything over 5.59 for session length, nothing shows up? As soon as I press OK, it simply shows the chart instantly (ie no time for any calculations). But 5.59 (being one minute before midnight - 23.59), it calculates and gives me a beautiful profile.
OK this could be me setting it up wrong.
Any ideas?
Blackadder
08-02-2010, 01:01 AM
Nice work
:D
Blackadder
08-02-2010, 03:04 AM
The Imarket profile indicator needs a setting for number of ticks per Letter.
When u look at a contract like CL , with a very small tick size and a lot of movement , u need to have more than 1 tick per price level to be able to wiev it properly.
othervise it is super!
:cool:
hoseman
08-19-2010, 05:13 PM
Does anyone have a good source for market profile on ninja trader. I would really appreciate it thanks.:confused:
smasters
08-21-2010, 01:19 PM
where is this indicator?
NinjaTrader_Austin
08-21-2010, 07:38 PM
smasters, the indicator is available for download on the first post of this thread (http://www.ninjatrader.com/support/forum/showpost.php?p=137814&postcount=1).
Insearch
08-24-2010, 08:14 PM
Hi,
say I wanted to break up certain sections of an intraday session and have individual market profiles for each sub section, is that possible with this? The sections are not standard, I'd pick them depending on the session, ie, the sub-sections for today are not necessarily the same ones for tomorrow, etc . . .
If not, does anyone know of any other indicator on this forum that can perform that task? And secondly, would that work with a Zenfire feed?
andycph
08-25-2010, 09:54 AM
I'd like to know if this is possible too. Thanks.
hegh2000
08-27-2010, 01:02 PM
hi,
would you clarify Sub-Section ?
With an example, it is even better.
mea109
08-27-2010, 03:26 PM
yop all
yop Adrien
sorry all i'm french,i'm speak very bad english
Adrien,merci pour tes MP ,c'est super
d'apres ce que j'ai vu , je dois etre le seul,mais il marche pas en UT 30 sur nt 6.5
en 5 minutes aucun probleme
y a t il moyen de voir/conserver l'ib des jours precedent?
(ne me cries pas dessus,merci)
merci a toi
hegh2000
09-15-2010, 04:35 AM
hello
I uploaded a new compilation with b 21.
You will find Package1_7 containing:
iMarketProfile1_7
iMarketProfile1_71b
Do not use below beta 21
soulartist
09-21-2010, 10:46 PM
Hi, I downloaded and installed the indicator (both versions 6.5 and 7 on 2 different computers) but cannot make it work right.
I understand this is supposed to display TPOs as letters (from the picture in this forum) but what I am getting is only a color plot. Please see attached screenshot for v6.5 with the settings displayed, it is the same for v7. What am I doing wrong?
If somebody could post a screenshot of the TPO/letters format with the standard settings displayed, would much appreciate it.
Thanks
soulartist
hegh2000
09-22-2010, 12:36 AM
hello
the option of tpos in letters added to the revision 1b (iMarketProfile1_65_1b or iMarketProfile1_7_1b).
soulartist
09-25-2010, 01:51 AM
the option of tpos in letters added to the revision 1b (iMarketProfile1_65_1b or iMarketProfile1_7_1b).
Thanks. Where do I find version iMarketProfile1_7_1b? I know it used to be on the 1st page but I don't see it any more.
hegh2000
09-26-2010, 01:13 PM
hi,
You will find Package1_7 containing:
iMarketProfile1_7
iMarketProfile1_71b
Do not use below beta 21
Allen
10-03-2010, 05:06 PM
Are iMarketProfile1_7 and iMarketProfile1_71b work with NT7 beta 22 ?
I get error message when I try to compile them.
hegh2000
10-04-2010, 05:54 AM
hi,
yes, it works for any version greater than b 20.
What is your error message?
Allen
10-04-2010, 08:21 AM
Thank you for your respond, Now , no error message.
I just wonder what is the different between iMarketProfile1_7 and iMarketProfile1_71b .
Thanks again.
Allen
10-04-2010, 02:16 PM
My MP open hour is 8 am and open minute is 30 and I am in US central time which is already set correctly. My question is why MP operate until like 12:30 pm and not till market close which is 3:15 pm.
Please look at the attachment.
ricochet
10-04-2010, 02:21 PM
Can not get iMarketProfile1_7_1b to import on beta 22. It worked fine on previous versions.
Get an error of "Import failed. The NT Script Archive file may contain duplicate method names that already exist on your PC or there is a required file missing on either your PC or in the import archive." I have no other MP type indicators imported.
Deleted previous version of NT before installing v22. All other indicators install properly. NT Support tried it also and got same error message and referred me back to the author.
Any ideas?
BTW very nice programming.
hegh2000
10-04-2010, 03:05 PM
hi,
Allen,
what's your sessionLengthHours ?
ricochet,
Normally, the version b 21 should work with b 22.
Unless there has been a change I do not know.
I uploaded the same version, but compiled with b 22, try again this compilation.
Allen
10-04-2010, 08:16 PM
SessionLengthHours is set for 14
See attachment please.
Allen
10-04-2010, 08:30 PM
Hi, ricochet,
I had same problem but not anymore.
I first copied NT7 beta 21 to another directory or (for your case maybe somewhere else) and then uninstalled it and installed a new NT7 beta 22 then I copied any custom made indicator, strategy or workspace from NT7 beta 21 in to NT7 beta 22 and make sure you compile the indicator, strategy.
If you don't first copy NT7 beta 21 and install new NT7 b 22, you are going to lose all data.
ricochet
10-04-2010, 09:41 PM
hi,
Allen,
what's your sessionLengthHours ?
ricochet,
Normally, the version b 21 should work with b 22.
Unless there has been a change I do not know.
I uploaded the same version, but compiled with b 22, try again this compilation.
hegh2000,
I could not compile it as it gave that error message immediately. Found that on this pc Windows is blocking certain file types within a zip file. Was able to import the indy on a different pc fine, so just copied those .cs files over to this pc and compiled them without error. Tested and it works fine.
Allen, thx for the suggestion, see above for my fix.
hegh2000
10-04-2010, 11:39 PM
hi,
Allen,
Did you try 7 as sessionLengthHours?
8h30(start) + 7 (sessionLengthHours) = 15h30 (end)
Allen
10-05-2010, 07:39 AM
Yes I did but still same problem, in fact I tried all the hours (numbers) but no luck.
hegh2000
10-05-2010, 10:34 AM
You can post a chart with 15 days of history?
Allen
10-05-2010, 11:36 AM
You can post a chart with 15 days of history?
I did that, I had chart history from 5 to 20 days and didn't work.
hegh2000
10-05-2010, 11:44 AM
do as many as you can.
I think (after looking at the screen) there is no problem.
But I would check.
Allen
10-05-2010, 01:58 PM
do as many as you can.
I think (after looking at the screen) there is no problem.
But I would check.
Thank you.
yellowTrader
10-17-2010, 06:13 AM
Hello guys,
The iMarketProfile1_7 indicator everyone is talking about seems to be a very useful tool but I just can't seem to find a link to download it.
Can someone post it please?
Thanks
gsxrorlando
10-17-2010, 07:03 AM
http://www.ninjatrader.com/support/forum/showthread.php?t=24539&page=11
I think this is the one
yellowTrader
10-17-2010, 08:01 AM
Thanks a lot gsx
Allen
10-17-2010, 01:41 PM
Hello guys,
The iMarketProfile1_7 indicator everyone is talking about seems to be a very useful tool but I just can't seem to find a link to download it.
Can someone post it please?
Thanks
Usually the link is on the bottom part of last page of this thread (page 12 now).
http://www.ninjatrader.com/support/forum/showthread.php?t=24539&highlight=sessionLengthHours&page=12
emini.ninja
11-08-2010, 12:54 PM
Is a version with the TPO letters available for NT 7? If it is, can someone please point me in the right direction?
Thanks!
Allen
11-08-2010, 01:28 PM
Is a version with the TPO letters available for NT 7? If it is, can someone please point me in the right direction?
Thanks!
Look at the thread below yours.
brooksrimes
11-16-2010, 03:40 PM
When I try to compile "iMarketProfile1_65_1b.cs", I get the errors:
'NinjaTrader.Data.Bars' does not contain a definition for 'GetSessionDate' and no extension method 'GetSessionDate' accepting a first argument of type 'NinjaTrader.Data.Bars' could be found (are you missing a using directive or an assembly reference?) x 2
and
No overload for method 'DrawText' takes '10' arguments x 6
Appreciate any help.
NinjaTrader_RyanM
11-16-2010, 04:25 PM
Brooksrimes,
Please make sure you are importing the correct version. 6.5b should be for 6.5. You can use the File > Utilities > Import ninjaScript feature to import the zip file directly.
brooksrimes
11-16-2010, 05:58 PM
Ryan,
The file I got is ...1b. That should be the correct one, right?
I couldn't get the import function to read the zip file. So I unzipped the *.cs file, moved it to the indicator directory and then used the Edit function to load it and tried to compile.
Brooks
hegh2000
11-17-2010, 12:37 PM
hello,
This problem may occur if you try to import a script from 6.5 in Nt 7 (> b 21).
a reminder:
1_65 for 6.5 Nt
package1_7 for NT 7
NinjaTrader_Brett
11-17-2010, 12:47 PM
Hello,
Also if you cant import the indicator most likely it needs corrections by the indicator developer to import correctly. Moving the file in manually will not resolve the issue.
Let me know if I can be of further assistance.
ckait
11-20-2010, 02:55 PM
Nice work on the profile. If i want to plot a 24 hour profile say from 6:30 am pst to 6:30 am pst is that possible? I want to plot the weekly but have all hours accounted for .
hegh2000
11-21-2010, 03:16 PM
hello,
if SessionBreak is between, not.
For a weekly profile, use mode = 1.
ckait
11-21-2010, 04:21 PM
Im using mode 1 for weekly but when i try to make the session length more than 14 it doesnt plot could you maybe post a screen shorof the settings to get a 24 hour weekly profile ? Im not finding where the session break option is.
hegh2000
11-21-2010, 04:52 PM
there is no option for SessionBreak.
I was talking about SessionBreak of the instrument (for ES is midnight to FESX is 8:00).
You can exceed 14 hours of Length, provided they do not exceed the time SessionBreak, (8+14 = 22, OK, 20 + 14, No. Ok).
ckait
11-21-2010, 05:12 PM
unfortunately im still not understanding. is there a way to tell it to plot from 12 to 12 and use the default 24/7 option ? a picture is worth a thousand words.
djkiwi
11-23-2010, 01:42 PM
Hi hegh2000
Firstly, thanks for a great indicator. Have been looking around for something like this for some time so great someone has provided it. I have been grappling with an issue though. For some reasons the profile is missing every second letter, starting with A, C, E, G etc. I am using ninja 7 and using 6.30 as starting time and using 6.5 hours. Doesn't matter which time frame I use it is still the same problem. (Picture attached). Wondering if you had seen this issue before? Thanks. DJ
hegh2000
11-23-2010, 03:24 PM
hi,
non, i did not notice that, thks.
can you try this and tell me if it's ok.
Nt 7 RC1 .
djkiwi
11-23-2010, 04:23 PM
Hi hegh2000, thanks very much for the fast response. This has fixed the problem, but seems to have created another one at the same time. I now have those letters but it does not complete the entire day. Please see attached picture which shows the letters stopping at L or M and stopping about 10.30 or 11.00 am. I have set the start for 6.30 and duration of 6.5 hours. I am using the very latest ninja 7 version. I know the ninja guys changed some time functions in the most recent version.
Thanks. DJ
ckait
11-23-2010, 05:12 PM
what about the ability to generate a 24 hour profile can you explin hoe to do that or show a screen shot of the propper settings?
djkiwi
11-23-2010, 06:20 PM
Hi hegh2000, the profile is working correctly after all. I misinterpreted the chart. Again thanks for the useful indicator.
Cheers
DJ
djkiwi
11-23-2010, 07:13 PM
Hi hegh2000
I'm trying to create the 50% IB high and Low in Ninja 7 that you outlined earlier for 6.5. I tried to copy the draw rectangle command in the code but got an error. Line 944 has changed so not sure where it would go now. Any ideas would be appreciated. Thanks. DJ
hello
for the first, you do not have to change the indicator.
Create another rather like SimpleGetHighLow for a specific time, then modify it by adding lines as you want.
For the second, by cons, it would modify the indicator itself.
I give you 2 examples with syntax and where you need to insert it, then you choose.
line 944 :
DrawLine("tag1"+ compteur, false, CurrentBar - BarCount, TPOPrice, CurrentBar - BarCount - TPOHigh, TPOPrice, Color.Yellow, DashStyle.Solid, 2);
or
DrawRectangle("tag1"+ compteur, false, CurrentBar - BarCount, TPOPrice, CurrentBar - BarCount - TPOHigh, TPOPrice+TickSize, Color.Yellow, Color.Yellow, 2);
hegh2000
11-24-2010, 12:11 AM
No. # 83, I posted a version of IB extensions (for NT 6.5).
This may give you ideas.
Ninjaman
11-24-2010, 07:09 AM
Hey can this be made into a 24 hour profile or could you show us how to do it?
hegh2000
11-24-2010, 08:53 AM
hi,
OpenHour and OpenMinute = 0
and
SessionLength = 24
Ninjaman
11-24-2010, 01:07 PM
Thanks for your help. I will give it a try
djkiwi
11-24-2010, 01:52 PM
Thanks Hegh2000 for the tip. For those interested I have put in the Initial Balance Range extensions for 25% / 50% and 100% for NT 7 and attached the file.
Cheers
DJ
coolmoss
11-28-2010, 12:49 PM
Thanks Hegh2000 for the tip. For those interested I have put in the Initial Balance Range extensions for 25% / 50% and 100% for NT 7 and attached the file.
Cheers
DJ
Thanks DJ.
Can you please tell me how to use the .cs file? I don't see how to import it as a NinjaScript?
Cool
djkiwi
11-29-2010, 11:10 PM
Hi There, no problem. You need to:
1. Save the file
2. Open the file in notepad
3. Generate a new indicator
4. Copy and paste the code into the indicator you created, compile and save as a new indicator
Good luck
DJ
coolmoss
11-30-2010, 06:54 AM
Thanks!
My apologies, but another question....
I have the 7.0 version from Hegh installed and working. However, when set to update on bar close as False, it pretty much brings my computer to a halt. CPU usage is around 60%, if on True, it drops to 10%. Is this normal?
djkiwi
12-01-2010, 06:45 PM
Hi Cool, well you need a pretty grunty pc to use onbarupdate false. I used to run 2 x P2 dual core computers that used to max out and ninja used to crash often, now run a very grunty quadcore computer with no problems. Cheers.DJ
Braulio
12-06-2010, 03:43 AM
The open/close arrows are missing.
Has anyone had this problem?
I'm using iMarketProfile1_7_1_c with NT7.0.1000.1 (the latest)
Thanks
hegh2000
12-06-2010, 08:11 AM
hi,
if Profile = 0, you do the profile, no additional info.
Set Profile = 1, you'll have the rest
hegh2000
01-03-2011, 03:27 PM
hello,
I edited a new version (V2):
iMarketProfile2_7
Read the first to for details of settings and changes.
I tried to take into account a maximum of requests and suggestions to the thread.
Adrien
arorts
01-08-2011, 01:10 AM
Hi hegh2000,
Thanks a lot for your awesome job.
I'm trying to plot a stock and have a couple of questions:
a) Should I use the time of the stock exchange it trades (i.e. AAPL would trade in NYSE @ 9:30 or should I use my local zone time in the Pacific Time Zone: 6:30 )?
b) The TPO letters seem extremely busy/compressed and they render unreadable even if I don't use candlestick but regular bars. Not sure if I'm doing something wrong but no matter what letter size I use, it displays as the attached image.
Thanks for your feedback!!
hegh2000
01-08-2011, 05:06 AM
hi,
LocalTime is always being used.
For Letter Size adjusts the size of the letters.
The V2 offers more possibilities than the V1 (the one you are currently using).
sam777
01-08-2011, 07:15 AM
hegh2000,
For Ver. 7 - Can u please tell me which is the latest version of market profile to download and explanation (write-up) I am very familiar with profile and when I saw the very first post, I got a very good idea of what it does and it is excellent as I have used one from fin-alg.
Thx Sam
hegh2000
01-08-2011, 07:46 AM
Package_7 containing:
iMarketProfile1_7
iMarketProfile2_7
the latest is :
iMarketProfile2_7
for explanations, you will find the first post
sam777
01-09-2011, 10:25 AM
Hi hegh2000,
Thx and I downloaded the indicator and played with the parameters. I plotted ES chart and issues as follows:
With Daily and as follows:
With Mode=0 and Type = 1, the POC,VaH, VaL - for current day (friday in this case) is closer to the Thursday's Profile and Thursday's same closer to Wednesday's.......This causes confusion with the display. Can we offset the text so that it is to the right of the profile? I tried under Settings:POC & VA text with Width = 0 (current). I tried putting numbers but didn't work. What are we supposed to do with Width parameter if that is what takes care of the issue?
In Type=1, is it possible to have lines drawn along with the text to the right of the profile for POC, VaH and VaL?
With Mode=0 and Type=3, it works great but loose profile. However, lines and text are aligned to the right.
IB Extensions: Persistent (says all IB extension days) = True draws all IB and False = Current Day. I tried False but wouldn't draw IB Extensions for current day. In other words False doesn't work only TRUE works and draws current and previous days IB Extensions.Is there a way to just have IB Extensions for the current day as extensions for previous days just adds lot of clutter.
Extension Multiplier 1-4. What do these relate to 50%, 100%, 150%, 200% or some other percentages. I remember some where in the posts reading these percentages but couldn't locate that post. Would be nice if u add that to post #1. It says one can change the multipliers - so if 250% would that be multiplier 2.5 as an example?
I also see some numbers just above the profile - 5 (Friday), 1 (Thursday), 11 (Wednesday) - what do they represent? Are these Rotation Factor numbers and how are these numbers to be read? ie 5, 1, 11 in this example?
The bull/bear count at the top within brackets is fine. The number outside the bracket is that the total TPO count. In Friday's case we have 209(123/64)?.
In the profile itself (colors) POC = Red - I see a wide horizontal bar ie instead of one price, I see it over few ticks almost 4 ticks on Friday. Likewise, Thursday.
Volume numbers at the bottom -- there are two. Which one is which?
Now with 2 profiles and as follows:
I plotted 2 profiles on the same chart (obviously with different colors) - weekly and daily. The numbers really get very confusing to decipher due to the way they are displayed. Also, unable to change the colors/size of the numbers and be able to distinguish that way as in Daily.
Likewise, plotted monthly and weekly on the same chart and same issues as in Daily.
Please excuse me, if I have asked redundant questions as today is my very first time with this indicator and may not have fully understood the parameters - did what I understood based on the explanation of the parameters.
I like the indicator functionality wise and just needs more refinement cosmetically
Thx Sam
hegh2000
01-10-2011, 09:14 AM
hi,
with a screen, I'll understand better.
for profile:
Left to Right = text appears to the left
Right to Left = text appears on the right
for Number:
Factor rotation
For IB:
if Persistent = false
normal CurrentDay has no meaning on Saturday or Sunday, try today
sam777
01-10-2011, 03:37 PM
Hegh2000, Thx for the reply. Refer my post #202
1. I tried under Settings:POC & VA text with Width = 0 (current). I tried putting numbers but didn't work. What should I put for Width parameter?
2. Is it possible to have lines drawn along with the text to the right of the profile for POC, VaH and VaL? It helps with Candlestick chart with lines across the chart like IB Extension.
3. Extension Multiplier 1-4. What do these relate to 50%, 100%, 150%, 200% or some other percentages.
4. Rotation Factor numbers how to interpret the numbers - ex. say 12 v/s 7 ........
5. In the profile POC = Red - I see a wide horizontal bar few ticks wide instead of one price. Ex ES today has POC = 1264, however, the profile shows RED over 4 ticks (green/red/orange profile)
6. Volume numbers at the bottom -- there are two. Which one is which?
You can try as attaching image doesn't make much sense. Just try the parameters I have indicated and you will see.
Thx Sam
hegh2000
01-11-2011, 10:37 AM
Width parameter lets you adjust the distance of text from the profile, it can not move the text of another side of the profile.
lines for the moment not.
For extensions, I left the choice to users.
for volume, left volume avg, right, current volume
arorts
01-12-2011, 10:07 PM
hi,
LocalTime is always being used.
For Letter Size adjusts the size of the letters.
The V2 offers more possibilities than the V1 (the one you are currently using).
Hello:
I played around with the settings of Profile version 2_7 to make it work and I noticed the following:
a) That the profile colors run all the way down beyond low of the day
b) If I just switch to a different stock with a higher price, the profile gets corrected but the letters become unreadable no matter what font size I use, in the attached file I increased the font size since to various sizes but it always looked like a black bar..
Please see attached images...any thoughts?
Thank you,
hegh2000
01-13-2011, 02:18 AM
hi,
given the large number of TPO, it is very difficult to obtain letters correctly visible, you can try one or two profiles, but I'm not sure.
By cons, for the colors, there's a real problem.
Unfortunately, I can not reproduce the same.
Look in Session Manager, see the schedule of the instrument.
daveste99
01-13-2011, 08:31 AM
Hello -
Am I missing something here? Is there supposed to be a file to download with the indicators? I can't seem to find a link here or on Big Mike.
Thanks,
Dave
hegh2000
01-13-2011, 01:19 PM
hi arorts,
can you test it and tell me if this version fixes your problem ?
daveste99
01-13-2011, 01:25 PM
Thank you very much Hegh2000, for the link to the indicators.
Dave
sam777
01-18-2011, 09:34 AM
hegh2000,
Can u let me know how to email the writer of dvaluearea indicator? May be u can answer or forward to the dvaluearea guy. Question is - can he have the developing dynamically show as the day progresses the POC, VaH and VaL? It only shows as horizontal lines (3) as day progresses without showing the curve dynamically as the day progresses.
Thx Sam
arorts
01-18-2011, 10:49 PM
hi arorts,
can you test it and tell me if this version fixes your problem ?
Hello hegh200,
Great improvement! I think the color bleed disappeared. However, I'd like to let you know my following observations:
a) The various data points don't seem to show in the Data Box even when the 'Display Data in Data box' variable is set to 'True'. (They always show 'N/A') as I mouse over any market profile bar.
b) The TPO letters still show unreadable. Note: this occurs even if I increase the font size to 10, 20, etc.Doesn't seem to matter. It just shows a larger black bar...
Please note that the letter issue happens only on certain stocks: with 'C' stock the letters show correctly but with 'AAPL' stock they don't. I think this is perhaps related to the price scale of the stock. However, both stocks trade the same exact market hours and should have the same exact number of letters in any given trading session so not sure how to prevent this issue.
c) It doesn't show the POC, Value area high and value area low Plots :the horizontal lines that should show next to each profile. I enabled them in the 'Plots' menu but they don't show even if I increase the line width.
(See attached screenshot).
Hope this helps.
Thanks a lot!
Best,
arorts
hegh2000
01-22-2011, 09:30 AM
hi,
As I said in my previous post, on some instruments, there is a lot too TPO. Letters will be unusable because they are too close.
For Values in Data-Box, norrmal, they are not shown in Type = 1.
arorts
01-27-2011, 03:12 AM
hi,
As I said in my previous post, on some instruments, there is a lot too TPO. Letters will be unusable because they are too close.
For Values in Data-Box, norrmal, they are not shown in Type = 1.
I see. What about the missing horizontal lines of the item C) I described previously? :
"It doesn't seem to show the POC, Value area high and value area low Plots: the horizontal lines that should show next to each profile. I enabled them in the 'Plots' menu but they don't show even if I increase the line width."
Another thing you might want to consider for the weekly profile, instead of showing a different color for each day, it could show the same color family but using different gradients. For example, dark red might indicate Monday as the oldest day, then gradually transition to light red then to orange and then yellow. That way it'd probably be easier to follow than having a completely different color for each day of the week...
Just some thoughts...
Thanks!!
hegh2000
01-28-2011, 12:58 PM
can you post a screen please ?
arorts
01-28-2011, 08:47 PM
can you post a screen please ?
Hi,
It's the same image I had posted before. Attached here as well...
Hope that helps...
Thanks!!
mercury
02-27-2011, 04:58 AM
Hello,
Im new user to NT7, tried iMP2_7 but NT used to crash, so then i tried iMP1_7_1b ...this is what looks like.. see attached image
what im doing wrong ?
plz help
Regards
hegh2000
02-27-2011, 05:47 AM
hi,
have you tried V2 (iMarketProfile2_7) ?
mercury
02-27-2011, 09:52 PM
Hello,
hegh2000
"tried iMP2_7 but NT used to crash,"
but got it working now, Changed Tick size from 0.05 to 0.5..
however im still not getting TPOs, even after changing Tick Size to 5.
generally daily change in NIFTYF1(index future India) is 1% or above ..tick size increment is 0.05..so do we need any changes in code.
charts attached...
Thanks n Regards,
Mercury
sam777
03-15-2011, 06:58 PM
hegh2000,
Settings - TYPE
IB extensions do not plot unless TYPE = 1.TYPE = 2 and 3 it doesn't draw IB's at all.
TYPE = 1. It shows the VAH, VAL and POC as text and profile painted with colors. TYPE = 2 and 3, it draws lines across for VAH, VAL & POC with text but now doesn't paint the profile with colors and is lost visually.
It would be great to have as in TYPE = 1 with all IB's shown (profile painted with colors) and with VAH, VAL and POC as in TYPE = 2 and 3 - lines with text drawn across the profile. This would make it a great tool.
Also, intraday as profile levels are calculated ie Developing Market Profile, we can have levels drawn as lines with text across the profile (painted with colors). If it shows the real time curve (levels VAH, VAL, POC) as it develops instead of just one horizontal line for each, it will be truly excellent.
The dvaluearea indicator does the draw the VAH, VaL and POC as lines across the profile with text, however, doesn't draw the IB extensions which is excellent with the I_MarketProfile.
The dvaluearea indicator does draw the Developing Profile but doesn't dynamically show the VAH, VAL and POC as the curve develops - just shows horizontal lines av VAH, VAL and POC and that doesn't indicate how the trail - actual levels are moving intraday.
So with features as in # 1 and # 2 above (in bold) incorporated in I_MarketProfile, it will be an excellent tool. At least I am hoping that we can get # 1 incorporated.
Thanks Sam
mystiq
03-20-2011, 03:53 AM
hi,
As I said in my previous post, on some instruments, there is a lot too TPO. Letters will be unusable because they are too close.
For Values in Data-Box, norrmal, they are not shown in Type = 1.
* can your indicator be used in market analyer?
hegh2000
03-20-2011, 02:13 PM
hi mystiq,
i've never tried.
SLASH
04-12-2011, 11:47 AM
Hi heg I get following errror when I try to import indi
Import failed.The NinjaScript Archive File may contain duplicate method names that already exist on your PC or there is a required file missing on either your PC or in the import archive
regards
nh
hegh2000
04-13-2011, 12:24 AM
hi,
with which version ?
- indicator
- NT
- OS
SLASH
04-13-2011, 09:52 AM
hi,
with which version ?
- indicator
- NT
- OS
iMarketProfile1_7
iMarketProfile2_7
Microsoft Windows XP
Professional
Version 2002
Service Pack 2
NT 7.0.0.20
When I import Indicator I get following error
Import failed.The NinjaScript Archive File may contain duplicate method names that already exist on your PC or there is a required file missing on either your PC or in the import archive
hegh2000
04-13-2011, 01:32 PM
I do not think that the indicator of the cause, but NT.
You can ask one of the Nt administrator if there have been major changes between 7.0.0.20 and Nt NT 7.0.1000.4.
Have you tried to put the .cs file in the NT indicator directory and compile ?
SLASH
04-13-2011, 08:39 PM
I do not think that the indicator of the cause, but NT.
You can ask one of the Nt administrator if there have been major changes between 7.0.0.20 and Nt NT 7.0.1000.4.
Have you tried to put the .cs file in the NT indicator directory and compile ?
Even I can't unzip indicator I get following message .................
! C:\Documents and Settings\Administrator\Desktop\New Folder (2)\iMarketProfile2_7.zip: Unknown method in Indicator\iMarketProfile2_7.cs
! C:\Documents and Settings\Administrator\Desktop\New Folder (2)\iMarketProfile2_7.zip: Unknown method in Info.xml
! C:\Documents and Settings\Administrator\Desktop\New Folder (2)\iMarketProfile2_7.zip: No files to extract
hegh2000
04-14-2011, 12:06 AM
you can try this
SLASH
04-14-2011, 08:56 AM
you can try this
Thanks hegh
please tell me how do I name indicator iMarketProfile2_7 in indicator wizard.I am not able to write 2_7
SLASH
04-14-2011, 09:03 AM
you can try this
Ok copied it in indicator folder and compiled ,but I get following error
'NinjaTrader.Data.Bars' does not contain a definition for 'GetTradingDayFromLocal' and no extension method 'GetTradingDayFromLocal' accepting a first argument of type 'NinjaTrader.Data.Bars' could be found (are you missing a using directive or an assembly reference?)
I am from INDIA
hegh2000
04-14-2011, 10:47 AM
this indicator has been compiled under NT 7.0.1000.4.
Certainly there are instructions that have changed since version 7.0.20.
Unfortunately, I can not go back to a previous version (beta version).
SLASH
04-14-2011, 08:59 PM
this indicator has been compiled under NT 7.0.1000.4.
Certainly there are instructions that have changed since version 7.0.20.
Unfortunately, I can not go back to a previous version (beta version).
no problem now ,I was still using beta ver :D
SLASH
04-27-2011, 10:47 AM
Hegh please tell me about volume.how is volume and average volume calculated and for what period ?
Also tell me how can I merge data from ,say 1April to 10 April and another merge from 20 april to 26 April I want to exclude period from 11 to 19 April and current day from merging
regards
nh
hegh2000
04-30-2011, 03:59 PM
hi,
Average Volume = Total Volume / Session count
for merge :
from Date to Current Day
you can't exclude Current Day
SLASH
05-09-2011, 10:46 AM
Thanks hegh
please also tell me how can I change IB extention multiple to .5 or .8 etc ...
regards
nh
hegh2000
05-09-2011, 10:58 AM
NT dose not recognize "." point
you must use "," comma
so
0.5 = 0,5
SLASH
05-09-2011, 06:46 PM
Thanks again ,:D
please also tell how can i change IB time period from 60 minute to 45 minute
regards
nh
SLASH
05-09-2011, 06:56 PM
NT dose not recognize "." point
you must use "," comma
so
0.5 = 0,5
I get following messsage
0,5 is not a valid value for Double.
koganam
05-09-2011, 07:08 PM
I get following messsage
0,5 is not a valid value for Double.
Just use 0.5. Hegh2000 is in France, so his computer is probably using French regional settings. A fractional value in US or any English regional settings is delineated by a period, not a comma.
SLASH
05-10-2011, 07:37 PM
Just use 0.5. Hegh2000 is in France, so his computer is probably using French regional settings. A fractional value in US or any English regional settings is delineated by a period, not a comma.
Thanks koganam it is working now .
please also tell me how can I change IB time period from 60 minute to 45 minute
regards
nh
mercury
06-04-2011, 01:54 AM
hello, anyone here can help in plotting imarketprofile2_7 indicator on ES.
Today i got tick data from mirus future, n i don't know anything about it as i never traded it. its kind of complete unknown thing to me.
im on NT 7.0.1000.5, imarket profile works well on NiftyFuture, Indian index future.
plz someone help setign me up ES Mp charts.
jasterm
06-04-2011, 10:51 AM
First off, thanks SO much for this indicator! It's simply amazing!
1) as far as session times on the ES, I'm trying to get the indicator to plot from 4:30pm EST, to 4:15pmEST the following day. I've set the following below parameters, but nothing seems to plot. Times based on the PIT sessions work fine. Am I doing something wrong?
Open Hour = 16
Open Minute = 30
Session Length Hours = 24
2) For some reason, the IB lines aren't being drawn on my 9:30am - 4:15pm chart session. Settings are below:
Settings: Initial Balance
Persistant = False
Show Extention = False
Ex. Multiplier 1-4 = 1-4
3) Is there a way to plot separate lines/markers for single standard deviations from the POC? I'm not a programmer, but based on the information we have, it would be a great addition, I think... Just wondering if there were plans to include this, and/or if this is something easily done w/ the configurations already listed.
Thanks again for not only your work, but also your support!
hegh2000
06-15-2011, 04:13 AM
hi,
as I already explained, a session may not exceed-Day Break (midnight).
4:30 p.m. + 24> 24 (midnight)
hytom11
06-27-2011, 05:38 AM
Hi,realay greath stuff this one:) is there any way how to customise it to be volume based on (so, count with volume at level instead price at level) or to show volume numers for each level beside TPO level bar?
Tx,
and good programing:)
Insearch
06-29-2011, 07:52 PM
Hi, I just tried to import v2_7 into NT . . . I'm using NT7 v7.0.0.19
Previously I was using NT6.5 and had been using the iMarketProfile1_65
I get the following error message in importing iMarketProfile2_7:
"Import failed. The NinjaScript Archive file may contain duplicate method names that already exist on your PC or there is a required file missing on either your PC or in the import archive"
Can anyone help? Thx
lasolas
06-29-2011, 08:44 PM
I am using it ok. When that message comes up it asks you do you want to replace them. Just click yes.
I think you should be using the latest version of NT7 bye the way. This is a great free indicator. One of the best.
PS. I am no expert.
Insearch
06-29-2011, 10:03 PM
I am using it ok. When that message comes up it asks you do you want to replace them. Just click yes.
I think you should be using the latest version of NT7 bye the way. This is a great free indicator. One of the best.
PS. I am no expert.
Thanks . . . I believe it must have been teh verion of NT I was using . . . I downloaded v1000.5 and I was able to import the script OK . . .
SLASH
08-18-2011, 11:31 AM
Hi I have changed to different lettre size ,still I am not able to see letters ?
nh
http://img163.imageshack.us/img163/9195/16944650.jpg (http://imageshack.us/photo/my-images/163/16944650.jpg/)
koganam
08-18-2011, 06:31 PM
Hi I have changed to different lettre size ,still I am not able to see letters ?
nh
http://img163.imageshack.us/img163/9195/16944650.jpg (http://imageshack.us/photo/my-images/163/16944650.jpg/)
What is the TickSize of your instrument?
matt3m
08-19-2011, 04:50 PM
This seems interesting, how can I access the most updated code?
Thanks,
Matt