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Sort of Market Profile indicator
Updated: Views / Replies:46,558 / 89
Created: by gomi Attachments:40

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Sort of Market Profile indicator

  #51 (permalink)
 Vendor: www.innovative-trading-solutions-online.com 
Hartford, CT. USA
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: AMP/CQG, Kinetick
Favorite Futures: TF
 
RJay's Avatar
 
Posts: 677 since Jun 2009
Thanks: 726 given, 740 received

Gomi,

This is one amazing indicator!!!

You da Man!!!

Thanks for sharing,

RJay

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  #52 (permalink)
Elite Member
Sweden
 
Futures Experience: Intermediate
Platform: NinjaTrader
 
Posts: 49 since Mar 2010
Thanks: 29 given, 12 received

Great work as always Gomi. One thing I have noticed is that my indicator settings are not saved in my templates. Color bar mode and Daily bar mode always change back to Timecolor and true when I open my GomMP template. Also, POC, VA and VWAP change back to true for some reason. I have tried setting default etc. Not a big problem just wondering why that might be.

Mpe

 
  #53 (permalink)
Elite Member
CA
 
Futures Experience: Master
Platform: Marketdelta and Ninja
Broker/Data: Velocity
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ok i tried replacing scale to .max but it didn't work... i also couldn't figure out how to change the thickness of the lines.. anyone can help please?

 
  #54 (permalink)
Elite Member
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Futures Experience: Master
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mpe66..if you edit the script you can change the default settings.. that was pretty easy.i was able to do it. just find the line and replace true with false

 
  #55 (permalink)
Elite Member
Sweden
 
Futures Experience: Intermediate
Platform: NinjaTrader
 
Posts: 49 since Mar 2010
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Michael.H View Post
mpe66..if you edit the script you can change the default settings.. that was pretty easy.i was able to do it. just find the line and replace true with false

Thanks, I'll try that.

Mpe

 
  #56 (permalink)
Elite Member
budapest
 
Futures Experience: Beginner
Platform: ninja, strategy
Favorite Futures: es
 
Posts: 27 since Oct 2009
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first, thanks for this great indicator Gomi.

I have one question: is there any way to save and reload the volume profile? if i restart the NT the profiles are gone, and it plots just in real time, so is there a way to see the profiles from days back?
hope is clear enough,
thanks for any help

 
  #57 (permalink)
Elite Member
Paris
 
Futures Experience: None
Platform: NinjaTrader
 
Posts: 1,178 since Oct 2009
Thanks: 228 given, 4,098 received

you must enable write data =true

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  #58 (permalink)
Elite Member
Paris
 
Futures Experience: None
Platform: NinjaTrader
 
Posts: 1,178 since Oct 2009
Thanks: 228 given, 4,098 received

new version

changelog :

1. corrected the problem with the parameters not being saved on templates

2. added an option to make all VA, VWAP bars same length as POC bar

3. added and option to set the minimum height in pixels of POC/VA etc bars

4. added an option to smooth the volumes using a triangular moving average. Pedantic DSPers would call it "convolution by a Bartlett window". This is useful on irregular volume levels like on the DAX ( see chart). Caution, implementation is not optimized so rendering time is multiplied by the size of the smoothing window, so keep the smoothing to a small size. You can change smoothing size using ctrl + and ctrl -

5. + and - keys have been reassigned to changing the scale

6. Alt + and Alt - have been assigned to increasing/decreasing number of aggregated bars/days.

Attached Thumbnails
Sort of Market Profile indicator-nosmoothing.png   Sort of Market Profile indicator-smoothong.png  
Attached Files
Register to download File Type: zip GomMP1.5.zip (7.5 KB, 228 views)
The following 11 users say Thank You to gomi for this post:
 
  #59 (permalink)
Elite Member
Kansas City,MO
 
Futures Experience: Intermediate
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Broker/Data: zen fire
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Posts: 44 since Jan 2010
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Error Message

When I try to import, I get an error message that says there are errors in the ninja scripts that I'm trying to import.

Any ideas on what could be wrong?

 
  #60 (permalink)
Elite Member
CA
 
Futures Experience: Master
Platform: Marketdelta and Ninja
Broker/Data: Velocity
Favorite Futures: NQ
 
Posts: 670 since Apr 2010
Thanks: 64 given, 521 received


Gomi... Thank You for all your hard work.. it's all truly appreciated.. everything works beautifully...


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