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Calculate Value Area - histogram
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histogram i daychart
Originally posted by sbgtrading View PostI revamped the VolumeZones code to display a rolling MarketProfile. This indicator calculates the VOC, TPO or VWTPO MarketProfile and currently calculates it based on the bars displayed in the chart frame.
I'll work on enhancing this indicator to permit user-defined start/stop periods. But for now, check it out and get your feedback in. Most of all, I'd like to hear how people trade this profitably.
NOTE: The indicator is programmed on V6.5, but I will look into transferring it down to V6.0.
Enjoy!
Ben
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Originally posted by NinjaTrader_Josh View PostNot sure, but I would think those indicators generally require volume to calculate hence their names with the V.
I actually use thinkorswim aswell for spot fx trading and have such a indicator there. But tos only has omx data for the past 6 months...
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Originally posted by deanz View PostHere is one for people who can not afford Volfix or Se7en.
It calculates using all the bars loaded that you asked for when you open a new chart, not just the ones showing on the chart. Here is a comparison between Volfix and Se7en.
Note: If I open a tick chart going back 2 months Ninja uses 650 MB of RAM and I only have 1,000 MB. This is with no indicators loaded, but the really bad thing is when I close the chart Ninja does not give my computer back that 650 MB of RAM, I have to close down Ninja to get my RAM back.... this is very disappointing programming I feel. So bear this in mind when you are trying to get super accurate levels over many weeks. It is better with lesser amounts of days, or using minutes or hourly bars for big look back periods, this will also let you see the histogram better too, to show you how big each level is compared with other levels.
Play with it a bit and you'll soon see what I mean.
I noticed the original CalculateValueAreaHisto does not work on the JPY/USD futures so neither does this one, must be something to do with there being 6 digits after the decimal.
Dean.
EDIT:
There is a similar indicator here:
http://www.ninjatrader-support2.com/...ad.php?t=18882
.
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Hi sbg and Dean.
Is there a way to use VOC in a 1 tick bar and not 1 min data to get more accuracy? is there any improvement for NT7?
thanks
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Hi Ben. your indicator CalculateValueAreaHIsto.zip could be what I need to overcome the volumezones plot based on the chart display problem. Do you have an updated version that allowuser-defined start/stop periods? Thanks.
revamped the VolumeZones code to display a rolling MarketProfile. This indicator calculates the VOC, TPO or VWTPO MarketProfile and currently calculates it based on the bars displayed in the chart frame.
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NTAustin and koganam kindly assisted.
This is now NT compatible.
exported on NT7.1.1000.6
ThxAttached Files
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Might want to check out this Volume Profile indicator as well: http://www.criticaldata.com/index.ph...volume-profile
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Originally posted by miker View PostMight want to check out this Volume Profile indicator as well: http://www.criticaldata.com/index.ph...volume-profile
What would be good is if the CalculateValueAreaHistoNT7 indicator could use actual volume rather than the VWTPO, TPO etc.as well as start/stop periods as already mentioned..
but I have no idea how/if it's possible to code it.
Many thxLast edited by dj22522; 07-16-2011, 07:42 AM.
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Full Disclosure: The one I referenced is authored by me. I developed it because I was dissatisfied with others on the market, free or not. I was inspired by the one developed by Investor/RT and which FuturesTrader71 uses. I wanted one like that in IRT; highly accurate, efficient, and as easy to use as possible.
miker (aka. CriticalTrader on Twitter)
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