Value Areas - dValueArea

[danieljsalas]

Hi DeAN with VOC here, It´s default is for 1 tick? not 1 minute? ...can you explain more on this since i dont get it straight...thanks a lot

daniel

[tinkerz]

If you can dean that would be great, many thanks

[DeanV]

Program / Ninja has this limitation for this application... It's Bar Based. That means it's going to take the data it can from each bar, and apply it for the different ways the "Profile Type" says. Since it's bar based, for Volume data it only gets one number per bar. That amount is distributed accross the price ticks (High to Low) in the different ways. For VOC (Vol at Close), all of it will go to the Close price.

If you run program on faster bars (100 tick chart) then you'll get a more detailed result (but eat up more CPU resources). On a 30 min. chart, program will calc 1x per 30 min. and for VOC, put all the volume over those 30 min (vol data for that bar) on the Close price, leaving the rest of that bar range empty.

Hope that helps.
Dean.

[SLASH]

30 min profile

Hi deanV great indicator ,thanks for sharing.
I am a intraday trader I want to trade according to 30 minutes profiles .Please tell me how can I get 30 min profile or is there any modification needed in dvalue indicator to get 30 min profiles .
Also help me with my strategy http://www.ninjatrader.com/support/f...236#post175236
thanks in advance
nh

[DeanV]

Changing program to do sub-daily profiles might be a little involved. There are a few different places to check / perhaps modify. A variable called CSEndTime is the key, so look for that to start chaseing it down.

I'd create a striped down version for backtesting... eliminate the plot override stuff (not needed for what you want), and probably a number of the other inputs. Just focus on the parts you are interested in. For what you mentioned it would be the main plots (VAt, VAb, POC, etc.) that your interested in.

[SLASH]

Thanks Dean! 30 Min profile done, but last one minute bar is not included in half hour profile. Say I got 9:01 to 9:29 minute bars included in profile but minute bar of 9:30 looks like not included. This is repeated every half hour. Do I try to edit this portion -

if(CurrentBar<3) {
CSStartTime = new DateTime(Time[0].Year,Time[0].Month,Time[0].Day,OpenHour,OpenMinute,0,0,DateTimeKind.Utc);
CSEndTime = CSStartTime.AddHours(sessionLengthInHours);
if(CurrentBar>1) SetCurSessEndTime(); //get it started (skip bad 1st bar data issue).
SesNum.Set(0);
return;

[mystiq]

weekly dvalue

Changing program to do sub-daily profiles might be a little involved. There are a few different places to check / perhaps modify. A variable called CSEndTime is the key, so look for that to start chaseing it down.

I'd create a striped down version for backtesting... eliminate the plot override stuff (not needed for what you want), and probably a number of the other inputs. Just focus on the parts you are interested in. For what you mentioned it would be the main plots (VAt, VAb, POC, etc.) that your interested in.

Hi DeanV,

great tool-- do you have any updates on the weekly-DValue you was working on?

mystiq

[DeanV]

hattori, No. That section just gets some inital data numbers during first few bars, to get it started. Won't effect the 1 bar off issue going forward. Your probably getting hit with some Greater or Equal issue. A quick try would be to change CSEndTime CompareTo (a few lines down from your reference area) to ">=" (add the equals) and see if that works or mess's up (might be different for different chart bar length settings, but work for your 1 min. bars). If that can't get you there, try things on setting that CSEndTime... main function is "SetCurSessEndTime", but might be a few other places scattered around to check for special conditions, etc.. Note that once the end time is set, the program uses that to then set the start time, so could be either one that's at issue. Could be you'll have the chase down all the date related usage and just try something to see how it effects it. Also, once the date/time is set, the program really uses bar numbers to do it's real work so that could be "off by one" in one of the functions that sets or scans the bars.

mystiq, Havn't done anthing with that directly... probably won't for months or more. An slopy way to get there would be to setup a chart and set the end date for Sunday (for this example) so it dosn't change during the week. Setup the program to combine last 7 days and use those numbers in other charts or whatever. Then on Monday move the Sunday date forward a week. You'd have to fiddle with it each week.

Hope that helps.

[SLASH]

Thanks Dean, will try your suggestion and let you know the result.

[mystiq]

hattori, No. That section just gets some inital data numbers during first few bars, to get it started. Won't effect the 1 bar off issue going forward. Your probably getting hit with some Greater or Equal issue. A quick try would be to change CSEndTime CompareTo (a few lines down from your reference area) to ">=" (add the equals) and see if that works or mess's up (might be different for different chart bar length settings, but work for your 1 min. bars). If that can't get you there, try things on setting that CSEndTime... main function is "SetCurSessEndTime", but might be a few other places scattered around to check for special conditions, etc.. Note that once the end time is set, the program uses that to then set the start time, so could be either one that's at issue. Could be you'll have the chase down all the date related usage and just try something to see how it effects it. Also, once the date/time is set, the program really uses bar numbers to do it's real work so that could be "off by one" in one of the functions that sets or scans the bars.

mystiq, Havn't done anthing with that directly... probably won't for months or more. An slopy way to get there would be to setup a chart and set the end date for Sunday (for this example) so it dosn't change during the week. Setup the program to combine last 7 days and use those numbers in other charts or whatever. Then on Monday move the Sunday date forward a week. You'd have to fiddle with it each week.

Hope that helps.

mystiq, Havn't done anthing with that directly... probably won't for months or more. An slopy way to get there would be to setup a chart and set the end date for Sunday (for this example) so it dosn't change during the week. Setup the program to combine last 7 days and use those numbers in other charts or whatever. Then on Monday move the Sunday date forward a week. You'd have to fiddle with it each week.

Hope that helps.


Thx -

[mystiq]

best chart settings for 30min intraday

Dean,
Just had a quick look at Dvalue_M, this is very exciting.
I have been using DvalueArea - by far the most useful indicator for me and I used to rely on other people to provide a usable a composite. This addition makes Ninja very usable for me.
Really appreciate all your hard work. Thank you.
Kumar

kumar - can you post a chart to see your usage of dvalue_M?


****can anybody recommend the BEST settings for Dvalue on a 30min intraday chart?****
??dValueArea(False8,20,0.7,vmtpo,8,200,1)??

[mystiq]

lvn alerts

DeanV

what value for alerts would LVN be coded as? i am only interested in the extreme LVN values for alerts...is this possible?

mystiq love your indy....

[SLASH]

Dean,

How can I use this indicator for 30 Min. and day profile.
I want to use original indicator as it is, in addition to that I need 30 min profile indicator also.
I saved indicator in other name also, renamed every instance of dValueArea in code but it is not working.
Do I need rename all public vars?
Thanks.

[mystiq]

market analyzer

how would Dvalue indicator be set-up in market analyzer?

[SLASH]

Hi Dean,
Tried a lot but can't Get correct results, VAH, VAL and POC are not plotting correctly.
Beginning half hour VAH, VAL and POC are not plotting.
I do not require histo. Could you help me fix correct 30 Min time frame ?
Open Hour : Minute - 09:00. SessionLength - 0.5.[Total day session length 6.50 hrs]
This is the result -

Thanks