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Old 01-09-2012, 11:55 AM   #211
Creamers
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Thumbs up Meanwhile added Virgin POCīs

All credits go to Dean. Meanwhile I added the famous VPOC (also called vpc's) to the code. I want to share this again here...
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File Type: zip dValueAreaVPC.zip (14.6 KB, 399 views)
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Old 02-17-2012, 09:20 PM   #212
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Default Which profile type?

Can someone explain the difference between the different profile types please.

I just want to show the day's "volume" poc as it evolves during the day. I am unclear about what volume weighted price (vwap?) and volume at close are.

Thanks.
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Old 02-17-2012, 09:40 PM   #213
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Originally Posted by mic.o8o View Post
Can someone explain the difference between the different profile types please.

I just want to show the day's "volume" poc as it evolves during the day. I am unclear about what volume weighted price (vwap?) and volume at close are.

Thanks.
dValueArea plots the evolving VPOC (price where most volume traded). Volume Weighted Average Price (VWAP) is altogether a different indicator. You can get 'SessionVWAP' indicator for that.

VolumeProfile is also available from other sources.

Good luck,
Kumar.
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Old 02-17-2012, 11:48 PM   #214
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Thanks kumar, I found my answers in the earlier pages of this thread.
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Old 04-02-2012, 12:52 PM   #215
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Default Oscillator help

I wrote an oscillator based on the DValue. Now this is on a version which also shows evolving VaB and VaT. The code is messy because Dean's original coding is way beyond my skill level.

The oscillator is really quite good and of course works on all time frames/charts without any input tweaking except start and end times, duration of session. But when the session ends and new one begins the value spikes (somehow it becomes the Close Price I think) and so the display doesn't work properly.

If anyone would be interested in solving this display issue (and generally cleaning up the code), I believe this could be a very helpful indicator, one that can be used to incorporate volume price analysis into system coding rules.

I have attached the code, and also a picture showing the oscillator display kicking out (as the session ended 20 minutes ago), and then scrolling the chart to the left to exclude this time, the oscillator working. The oscillator in question is the one with the magenta histogram.

The chart displays the DValue with RtVAB, RtVAT, RTPOC, also Vwap (magenta) and Ichi clouds in two time-frames.
The oscillator beneath the one in question plots the skew (vwap relative to RtPOC) which is also quite handy. I have posted this somewhere else in this thread.

As always, thanks to Dean V for developing this excellent resource.

(Please, no-one here needs to mention that you can always pay someone to do this!)
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File Type: png Crude April2 - osc no good.png (52.0 KB, 310 views)
File Type: png Crude April2 osc ok.png (142.0 KB, 257 views)
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File Type: zip DValueAshOsc.zip (16.7 KB, 146 views)
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Old 04-03-2012, 06:55 AM   #216
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hey cclsys,

i have a problem, look at the pic.

thx for help!
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File Type: png test.png (102.1 KB, 142 views)
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Old 04-03-2012, 12:09 PM   #217
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Need to put oscillator in a different panel. But the way it jumps around, that's what I could use help fixing (from an experienced programmer type).
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Old 04-03-2012, 12:11 PM   #218
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Default some support-resistance pictures

Here is a recent (10 minutes ago) picture showing the the Rt DValue levels (along with the 'predictive' Ichimoku Clouds drawn 27 and 81 bars before they happen) can be so helpful.

There was a big sell off at 3.00 (no doubt a Fed announcement). Note how the price went straight to the blue line (yesterdays VaB price at close). This is not unusual.
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File Type: jpg 2012-04-03-TF Ichi-DValSR-example. jpg.jpg (171.1 KB, 255 views)
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Old 04-03-2012, 12:23 PM   #219
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Default Oscillator in action

This pic of crude has vertical lines drawn on main chart at points where the oscillator has clearly changed trend. Of note: several times the oscillator 'signaled' just a bar or three ahead of the price breaking out of the Ichi Clouds which often signifies a significant break out level. Anyway...

Again, no inputs to tweak (except start/end of session). It held short very well during some extended bounces prior to big down move. I think this one is worth getting to display right, also to get rid of the bad bars which would throw it off for strategy development purposes but again, I lack the programming skills to effect this.

Is Dean still around?
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File Type: jpg 2012-04-03-Crude Ichi-DVal late pm.jpg (294.7 KB, 416 views)
Last edited by cclsys; 04-03-2012 at 12:25 PM.
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Old 04-26-2012, 03:10 PM   #220
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Hello

Can You help me to get these indicator.

I got like this

https://lh5.googleusercontent.com/-e...-2012%2560.jpg
Last edited by BobyGill; 04-26-2012 at 03:14 PM.
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Old 04-27-2012, 04:10 PM   #221
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Hello DeanV

Please can you tell me where I can find the file sharing area? Can you send me the link?

Thanks
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Old 04-29-2012, 12:26 PM   #222
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Bobygill,

Here is a link to the file sharing section : http://www.ninjatrader.com/support/f...ks.php?catid=4
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Old 06-25-2012, 12:12 AM   #223
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Hi bene111,

Try to "Reloasd all historical data"
Usually helps.
Cheers
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Old 07-28-2012, 11:25 PM   #224
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Quote:
Originally Posted by cclsys View Post
This pic of crude has vertical lines drawn on main chart at points where the oscillator has clearly changed trend. Of note: several times the oscillator 'signaled' just a bar or three ahead of the price breaking out of the Ichi Clouds which often signifies a significant break out level. Anyway...

Again, no inputs to tweak (except start/end of session). It held short very well during some extended bounces prior to big down move. I think this one is worth getting to display right, also to get rid of the bad bars which would throw it off for strategy development purposes but again, I lack the programming skills to effect this.

Is Dean still around?
@cclsys

Could you show me the setting for your indicator and dValuearea indicaotor?
Thanks.
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Old 01-29-2013, 09:41 PM   #225
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Default Addition to this code

If anyone was so inclinded I believe a great addition to this indicator would be for the evolving lines to print where they are and when they move leave the original line where it was, stop there and print the new line starting where it moved from. At the moment it just moves the entire line so during the day you will never know where the evolving was before. It is very beneficial to know where the evolving was before. So you would end up with a stair stepping line. Does this make sense to anyone?
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