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Matlab - creating Market and Volume Profile's
Started:September 11th, 2013 (12:34 AM) by Big Mike Views / Replies:1,627 / 2
Last Reply:September 12th, 2013 (11:27 AM) Attachments:0

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Matlab - creating Market and Volume Profile's

Old September 11th, 2013, 12:34 AM   #1 (permalink)
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Matlab - creating Market and Volume Profile's

Will anyone share code for creating a Volume Profile in Matlab?

I did find this rather simplistic and outdated code for creating a market profile TPO, but it is not complete.

% clear all
% clc;
% %assuming tick by tick data
% data = load('may01d.mat');
% ESdata = data.ESlast;

for i=1:periods
for m=1:size(g,1)

B = MP;%A(:,2:end) ;
B(B==0) = inf ;
B = sort(B,2) ; % sort each row
B(isinf(B)) = 0 ;

for l=1:numel(B)
if B(l)~=0

Final_MP={ESprices char(TPO)};

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Old September 11th, 2013, 12:34 AM   #2 (permalink)
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Old September 12th, 2013, 11:27 AM   #3 (permalink)
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I haven't used the tool myself, and most likely it requires some bug fixes but take a look at the following:

TechAnalTool - File Exchange - MATLAB Central

I am not certain if this version even includes the market profile but there is a button "Market Profile" so worth checking anyway

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