Thanks
--- In amibroker@yahoogroups.com, reinsley <reins...@...> wrote:
>
>
> |// Market Profile
> //
> http://www.inditraders.com/showthread.php?t=1526&highlight=market+profile&page=20
>
>
>
> _SECTION_BEGIN("MarketProfile");
> //------------------------------------------------------------------------------
>
>
> //
> // Formula Name: Market Profile
> //
> // Use with 5/15min chart
> // Originial - From AFL library
> // Edited by - Milind / KAKA
>
> //Market Profile 10/12/2009
>
>
> //------------------------------------------------------------------------------
>
>
> // This is a modified version of afl date 09/19/2009 as listed above
> // Contains a couple changes:
> // 1) a more correct (but not complete) calculation of POC.
> // 2) attempt to avoid the out of bound runtime error that
> // sometimes occurs. See below:
> //
> // Here are changes to emulate the arrays x[] and total[] so
> // that the array size are not limited by Barcount.
> // Now one probably should not get the out of bound error even
> // if the density or ticksize is smaller. Of course, there will
> // be more overhead in calculation.
> // johncw 20091010
> // Wrapper start
> _N(VarKey = NumToStr(GetChartID(), 1.0, *False*) + "_");
> _N(VarTotal = "V_T" + VarKey);
> _N(VarX = "V_x" + VarKey);
>
> *function* L_StaticVarSet(L_name, L_value)
> {
> *local* L_name, L_value;
> StaticVarSet(L_name + VarKey, L_value);
> }
>
> *function* L_StaticVarGet(L_name)
> {
> *local* L_name;
> *return*(StaticVarGet(L_name + VarKey));
> }
>
> *function* x_g(L_idx)
> {
> *local* L_idx;
> *return* VarGet(VarX + L_idx);
> }
>
> *function* x_s(L_idx, L_value)
> {
> *local* L_idx, L_value;
> VarSet(VarX + L_idx, L_value);
> }
>
> *function* total_g(L_idx)
> {
> *local* L_idx;
> *return* VarGet(VarTotal+L_idx);
> }
>
> *function* total_s(L_idx, L_value)
> {
> *local* L_idx, L_value, L_name;
> VarSet(VarTotal+L_idx, L_value);
> }
> // Wrapper end
> //------------------------------------------------------------------------------
>
>
>
>
> PlotOHLC(*O*,*H*,*L*,*C*,"Price",IIf(*C*>*O*,*colorGreen*,*colorRed*),*styleCandle*);
>
>
>
>
> EnMP2= ParamList("MarketProfile","Solid|Lines|Letters");
> styleLines = ParamStyle("Style", *styleLine*, *maskAll*);
>
> Type=ParamList("Type","Price Profile|Volume Profile");
> Period= ParamList("Base","Hourly|Daily|Weekly|Monthly",1);
>
> Den = Param("Density", 1, 0.25, 100, 0.25); // Resolution in terms of $
> percent=Param("Value Area", 70, 1, 100, 1);
> ViewTPOCount= ParamToggle("Show TPO Count", "No|Yes",1);
> Viewvalues= ParamToggle("Show Values", "No|Yes",1);
>
> ViewPREVIOUS = ParamToggle("Previous Values", "No|Yes",1);
>
> ViewVALVAH = ParamToggle("Show VAL VAH Line", "No|Yes",1);
> Viewfill = ParamToggle("Show VA Fill", "No|Yes",0);
> Colorpoc=ParamColor("Color POC", *colorYellow*);
> Colorfill=ParamColor("Color Fill", ColorRGB(20,40,60));
>
>
> EnIB = ParamToggle("Show Initial Balance", "Yes|No");
> IBBars = Param("Initial Balance Bars", 2, 0, 10, 1);
>
> *if*(Period=="Daily"){
> BarsInDay = BarsSince(Day() != Ref(Day(), -1));
> Bot = TimeFrameGetPrice("L", *inDaily*, 0);
> Top = TimeFrameGetPrice("H", *inDaily*, 0);
> Vol = TimeFrameGetPrice("V", *inDaily*, 0);
> }
>
> *if*(Period=="Hourly"){
> BarsInDay = BarsSince(Minute() != Ref(Minute(), -1));
> Bot = TimeFrameGetPrice("L", *in5Minute*, 0);
> Top = TimeFrameGetPrice("H", *in5Minute*, 0);
> Vol = TimeFrameGetPrice("V", *in5Minute*, 0);
> }
>
> *if*(Period=="Weekly"){
> BarsInDay = BarsSince(DayOfWeek() < Ref( DayOfWeek(), -1 ));
> Bot = TimeFrameGetPrice("L", *inWeekly*, 0);
> Top = TimeFrameGetPrice("H", *inWeekly*, 0);
> Vol = TimeFrameGetPrice("V", *inWeekly*, 0);
> }
>
> *if*(Period=="Monthly" ){
> BarsInDay = BarsSince(Month() != Ref(Month(), -1));
> Bot = TimeFrameGetPrice("L", *inMonthly*, 0);
> Top = TimeFrameGetPrice("H", *inMonthly*, 0);
> Vol = TimeFrameGetPrice("V", *inMonthly*, 0);
> }
>
> CurTop = HHV(*H*,BarsInDay+1);
> Curbot = LLV(*L*,BarsInDay+1);
> Range = Highest(Top-Bot);
> TodayRange = Top - Bot;
>
> AveRange = Sum(Top-Bot,30)/30;
> LAveRange = AveRange[*BarCount*-1];
>
> // Initialization
> baseX = 0;
> baseY = floor(Bot[0]/Den)*Den;
> relTodayRange = 0;
> firstVisBar = Status("firstvisiblebar");
> lastVisBar = Status("lastvisiblebar");
>
> D=.0005;
> //total=0;
> totaldn=0;
> totalup=0;
> shiftup=0;
> shiftdn=0;
> startr=0;
>
> i0 = 0;
> i1 = 0;
> *for* (i=0; i<*BarCount*; i++) {
> x_s(i, 0); // should not need this
> *if* (BarsInDay[i] == 0 *AND* i < firstVisBar) {
> i0 = i;
> }
> *if* (BarsInDay[i] == 0 *AND* i >= lastVisBar) {
> i1 = i;
> }
> }
>
> i1 = *BarCount*-1;
> *for* (i=i0; i<=i1; i++) {
> *if* (BarsInDay[i] == 0) {
> baseX = i;
> baseY = floor(Bot[i]/Den)*Den;
> maxY = floor(Top[i]/Den)*Den;
> relTodayRange = (maxY-baseY)/Den;
>
> *for* (j=0; j <= relTodayRange; j++) {
> x_s(j, 0);
>
> }
> }
>
> range_x=lastVisBar-firstVisBar;
> spread = Param("X Space", 80, 1, 200, 1);
> tpl = Param("Time Per Letter (mins)", 30, 1, 360, 1);
> Intervalmin=Interval()/60;
> flt =Param("First Letter (Bars)", 1, 1, 60, 1);
> teb=ParamToggle("To Each Bar","No|Yes");
> Color=Param("Color Threshold",20,1,50,1);
> stopg=0;
> stopr=0;
> new=0;
>
> Voloumeunit=Vol[i]/LastValue(BarsInDay);
>
>
> *if* (EnMP2 == "Letters") {
> *for* (j=0; j<= relTodayRange; j++) {
> *if* (*L*[i] <= baseY+j*Den *AND* *H*[i] >= baseY+j*Den) {
> PlotText(StrExtract(" A , B , C , D , E , F , G , H , I , J , K , L ,
> M , N , O , P , Q , R , S , T , U , V , W , X , Y , Z, a , b , c , d , e
> , f , g , h , i , j , k , L , m , n ,o , p , q , r , s , t , u , v , w ,
> x , y , z ",
> IIf(BarsInDay[i]<flt,0,ceil(BarsInDay[i]/(tpl/Intervalmin))-0)),
> baseX+IIf(teb==1,BarsInDay[i],x_g(j)*(range_x/spread)), baseY+j*Den,
> *colorWhite*,ColorHSB(10+((ceil(BarsInDay[i]/(tpl/Intervalmin)))*Color),160,140));
>
>
> x_s(j, x_g(j)+1);
>
> }
> }
> }
>
> *else* *if* (EnMP2 == "Lines" *OR* EnMP2 == "Solid") {
> *for* (j=0; j<= relTodayRange; j++) {
> *if* (*L*[i] <= baseY+j*Den *AND* *H*[i] >= baseY+j*Den) {
> *if*(Type=="Price Profile"){x_s(j, x_g(j)+1);}
> *else* *if*(Type=="Volume Profile"){x_s(j,
> x_g(j)+round(*V*[i]/Voloumeunit));}
>
> }
> }
> }
>
> // Draw Initial Balance after 11am bar is complete
> *if* (BarsInDay[i] == IBBars+1 *AND* EnIB == 0) {
> Line1 = LineArray(i-2, curtop[i-1],i+7, curtop[i-1],0,*True*);
> Plot(Line1,"",*colorLightGrey*,*styleLine*+*styleDashed*|*styleNoRescale*);
> Line1 = LineArray(i-2, curbot[i-1],i+7, curbot[i-1],0,*True*);
> Plot(Line1,"",*colorLightGrey*,*styleLine*+*styleDashed*|*styleNoRescale*);
> }
>
> // Examine x[j]
> *if* ((i < *BarCount* - 1 *AND* BarsInDay[i+1] == 0) *OR* i ==
> *BarCount*-1) {
> maxXj = 0;
> maxj = 0;
> midrange = int(relTodayRange/2)+1;
> *for* (j=0; j<= relTodayRange; j++) {
> *if* (maxXj < x_g(j)) {
> maxXj = x_g(j); maxj = j; L_StaticVarSet("Maxj",j); new=j;
> } *else* *if* ( MaxXj == x_g(j)) {
> *if* (abs(midrange-j) < abs(midrange-L_StaticVarGet("Maxj"))) {
> maxXj = x_g(j); maxj = j; L_StaticVarSet("Maxj",j); new=j;
> }
> }
> }
> total_s(0, 0);
> *for* ( n = 1; n <= relTodayRange; n++ ) {
> total_s(n, x_g(n) + total_g(n-1));
> }
>
> Value_area=(total_g(relTodayRange)*percent)/100;
>
> *for* ( a = 1; a <= relTodayRange; a++ )
> {
> *if*(Maxj-a>0 *AND* Maxj+a<relTodayRange)
> {
> *if*(MaxXj+total_g(Maxj+a)-total_g(Maxj)+(total_g(maxj)-MaxXj)-total_g(Maxj-(a+1))>=Value_area)
>
> {shiftup=a; shiftdn=a; *break*;}
> }
> *else* *if*(Maxj-a<1 )
> {
> *if*(MaxXj+total_g(Maxj+a)-total_g(Maxj)+(total_g(maxj)-MaxXj)>=Value_area){shiftup=a;
>
> shiftdn=maxj-1; *break*;}
> }
> *else* *if*(Maxj+a>relTodayRange )
> {
> *if*(MaxXj+total_g(relTodayRange)-total_g(Maxj)+(total_g(maxj)-MaxXj)-total_g(Maxj-(a+1))
>
> >=Value_area){shiftup=relTodayRange-maxj; shiftdn=a; *break*;}
> }
> }
>
> Vah = LineArray(baseX, baseY+(maxj+shiftup)*Den, i,
> baseY+(maxj+shiftup)*Den,0,*True*);
> Val = LineArray(baseX, baseY+(maxj-shiftdn)*Den, i,
> baseY+(maxj-shiftdn)*Den,0,*True*);
> Vah1 = LineArray(i, baseY+(maxj+shiftup)*Den, i+BarsInDay[i],
> baseY+(maxj+shiftup)*Den,0,*True*);
> Val1 = LineArray(i, baseY+(maxj-shiftdn)*Den, i+BarsInDay[i],
> baseY+(maxj-shiftdn)*Den,0,*True*);
> poc = LineArray(baseX, baseY+maxj*Den, i, baseY+maxj*Den,0,*True*);
> poc1 = LineArray(i, baseY+maxj*Den, i+BarsInDay[i],
> baseY+maxj*Den,0,*True*);
>
> *if*(ViewVALVAH==1)
> {
> Plot(Vah,"",ParamColor("Color_VA",
> *colorBlueGrey*),*styleLine*|*styleNoRescale*);
> Plot(Val,"",ParamColor("Color_VA",
> *colorLightBlue*),*styleLine*|*styleNoRescale*);
> Plot(poc,"",Colorpoc,*styleLine*|*styleNoRescale*);
> }
> *if*(ViewPREVIOUS==1)
> {
> Plot(Vah1,"",ParamColor("Color_VA",
> *colorBlueGrey*),*styleDashed*|*styleNoRescale*);
> Plot(Val1,"",ParamColor("Color_VA",
> *colorLightBlue*),*styleDashed*|*styleNoRescale*);
> Plot(poc1,"",Colorpoc,*styleDashed*|*styleNoRescale*);
> }
>
>
> *if*(Viewvalues==1)
> {
> PlotText(""+(baseY+maxj*Den),i-5,baseY+maxj*Den,Colorpoc);
> PlotText(""+(baseY+(maxj+shiftup)*Den),i-5,baseY+(maxj+shiftup)*Den,*colorWhite*);
>
>
> PlotText(""+(baseY+(maxj-shiftdn)*Den),i-5,baseY+(maxj-shiftdn)*Den,*colorWhite*);
>
>
> *if*(ViewTPOCount==1){PlotText(""+(total_g(maxj)-MaxXj)+" /
> "+(total_g(maxj-shiftdn-1)),basex,bot[i]-(Top[i]-bot[i])*0.05,ParamColor("Color_Below_VA",
>
> *colorGrey40*));
> PlotText(""+(total_g(relTodayRange)-total_g(maxj))+" /
> "+(total_g(relTodayRange)-total_g(maxj+shiftup)),basex,Top[i],ParamColor("Color_Above_VA",
>
> *colorGrey40*));
> }
>
>
>
> }
>
> }
>
> *if* (i < *BarCount* - 1 *AND* BarsInDay[i+1] == 0 *OR* i ==
> *BarCount*-1) {
>
> *for* (p = 1; p < relTodayRange+1; p++){
> line = LineArray(baseX, baseY+p*Den, baseX+x_g(p), baseY+p*Den);
> line2 = LineArray(baseX, baseY+(p-1)*Den, baseX+x_g(p-1),
> baseY+(p-1)*Den);
>
> *if* (EnMP2 == "Solid")
> {
> PlotOHLC( Line, Line, Line2, Line2,
> "",IIf(p>(maxj+shiftup),ParamColor("Color_Above_VA",
> *colorGrey40*),IIf(p<=(maxj+shiftup)*AND*
> p>(maxj-shiftdn),ParamColor("Color_VA",
> *colorBlueGrey*),ParamColor("Color_Below_VA", *colorGrey40*)))
> ,*styleCloud*|*styleNoRescale*|*styleNoLabel*);
> }
> *if* (EnMP2 == "Lines")
> {
> Plot(line,"",IIf(p>(maxj+shiftup),ParamColor("Color_Above_VA",
> *colorGrey40*),IIf(p<=(maxj+shiftup)*AND*
> p>(maxj-shiftdn),ParamColor("Color_VA",
> *colorBlueGrey*),ParamColor("Color_Below_VA", *colorGrey40*))) ,
> styleLines|*styleNoLabel*);
> }
>
> }
> *if*(Viewfill==1){PlotOHLC(Vah,Vah,Val,Val,"",Colorfill,*styleCloud*|*styleNoRescale*|*styleNoLabel*);}
>
>
>
> }
> }
>
>
> _SECTION_END();|
>
>
> Le 22/08/2010 18:03, bistrader a écrit :
> >
> > Is there a Point & Figure afl that comes with AmiBroker? If not, is
> > there a Stocks and Commodities afl or any afl out there that is Point
> > & Figure?
> >
> >
>
