Marketprofile: This is a complex script with various functions, including volume profile calculation, market session detection (such as the Asian session), opening range breakout management, and much more.
It uses a combination of technical analysis methods such as ATR (Average True Range), VPOC (Volume Point of Control), VAH (Value Area High), VAL (Value Area Low) and draws various graphical elements on the chart for visualization such as rectangles, lines and arrows to highlight price levels or important events.
The code is structured with several control flow instructions (if-else, while loops) to analyze price and volume data at different times of the day, with the aim of identifying potential trading opportunities. It adjusts dynamically according to market activity and makes extensive use of variables and arrays to store and manipulate data throughout the trading session.
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//defparam drawonlastbaronly=true //HourStart=1 //HourStop=23 starttimeUS = 151500 endtimeUS = 153000 IB=061000 atr=AverageTrueRange[14](close) dataOggi=date debutL = 143000 finL = 153000 //ScaleFactor=20 //NbrBars=200 dataTemp=dataOggi Conteggio=0 ValMinMaxFactor=1 Conteggio=0 valvolperc=0.7 once SelEnd=0 once SelStart=0 once CountDays=0 once PrezzoChiusura=0 once PrezzoApertura=0 once PrezzoLow=0 once PrezzoHigh=0 once ColoreSfondo=0 once LastStartBarIndex=0 once LastStopBarIndex=0 once LastPrezzoChiusura=0 //while CountDays=Maxdays do Conteggio=Conteggio+1 if date[Conteggio]<> dataTemp then CountDays=CountDays+1 SelEnd=0 SelStart=0 //PrezzoChiusura=0 endif OraBarra=hour[Conteggio] MinMaxFactor=ValMinMaxFactor*pipsize DiffHigh=abs(high[1]-high[2]) DiffMin=abs(low[1]-low[2]) //MinutiBarra=minute[Conteggio] if OraBarra=HourStart and SelStart=0 then DRAWVLINE(Barindex[Conteggio])Coloured(0,100,0) if Close[conteggio]>PrezzoChiusura then //Green R=127 G=255 B=0 else R=255 G=0 B=0 endif //DRAWRECTANGLE(Barindex[Conteggio],Close[conteggio],Barindex,PrezzoChiusura) Coloured(R,G,B) //DRAWTEXT("GAP", barindex, (Close[conteggio]+PrezzoChiusura)/2) DayStart=day MonthStart=month if DayStart and MonthStart then endif PrezzoApertura=open[Conteggio] SelStart=1 ColoreSfondo=0 LastStartBarIndex=barindex //DisegnaLariga endif if OraBarra=HourStop and SelEnd=0 then PrezzoChiusura=close[Conteggio] DayStop=day MonthStop=month //Calcolo POC StopLookback=barindex-LastStartBarIndex hh=highest[StopLookback](high) ll=lowest[StopLookback](low) op=open div = (hh-ll)/NbrBars i=0 volsum=summation[StopLookback](volume) startbar = barindex[StopLookback] maxbar = 0 checkprice = ll MaxTouch1 = 0 //step = 10 while i<NbrBars do lrange=ll+div*i hrange=lrange+div volbull=0 volbear=0 ij=1 ind=0 //reset index of array //for ij = 1 to StopLookback do while ij<=StopLookback do j=ij if close[j]>=lrange and close[j]<=hrange then if close[j]>open[j] then volbull=volbull+volume[j] else volbear=volbear+volume[j] endif endif ij=ij+1 wend //next bullbar = round((volbull*StopLookback)/volsum)*scalefactor bearbar = round((volbear*StopLookback)/volsum)*scalefactor if marketEtHeamap=1 then drawrectangle(startbar,lrange,startbar+bullbar,hrange) coloured(46,139,87,alpha)bordercolor(46,139,87,1) drawrectangle(startbar,lrange,startbar+bearbar,hrange) coloured(255,0,0,alpha)bordercolor(250,0,0,1) endif if bullbar>bearbar then RPoc=46 GPoc=139 BPoc=87 else RPoc=255 GPoc=0 BPoc=0 endif if(bullbar>maxbar) then vpoclevel = (lrange+hrange)/2 maxbar=bullbar endif if(bearbar>maxbar) then vpoclevel = (lrange+hrange)/2 maxbar=bearbar endif i=i+1 wend while checkprice<=hh do touch=0 //reset price touch for this price level for i = 0 to StopLookback-1 do if high[i]>=checkprice and low[i]<=checkprice then touch=touch+1 $hm[ind] = touch endif next if $hm[ind] > MaxTouch1 then MaxTouch1 = $hm[ind] MaxTouch2 = checkprice endif //define color CL=(hh+ll)/2 StdDev = (hh- ll) / 2 VX=0.7 VAH=CL + StdDev *vx VAL=CL - StdDev * vx g=rvg b=210 r = min($hm[ind]*12,g) //plot the result //drawtext("█",startbar,checkprice) coloured(r,0,0) if marketEtHeamap=1 then //drawtext("#touch#",startbar-step*3,checkprice) coloured(110,110,110) if sens=1 then drawrectangle(startbar-touch*coef/(1),(checkprice-step/2),startbar,checkprice+step/2)coloured(0,r,50,alpha)bordercolor(210,r,210,50) else drawrectangle(startbar-touch*coef/(-1),(checkprice-step/2),startbar,checkprice+step/2)coloured(0,r,50,alpha)bordercolor(210,r,210,50) endif endif if singlePrint=1 then if touch<=1 then drawrectangle(startbar,checkprice-step/2,Barindex[Conteggio]+box,checkprice+step/2)coloured(110,110,110,alpha)bordercolor(200,r,0,10) endif endif checkprice=checkprice+step //increase price check for next round ind=ind+1 //increase array index wend // Affichage de VAH et VAL //DRAWsegment(startbar, MaxTouch2[1], Barindex[Conteggio]+box, MaxTouch2[1]) coloured(r,0,150,250)style(dottedline,2) DRAWsegment(startbar, vpoclevel, Barindex[Conteggio]+box, vpoclevel) coloured(250,50,0,100)style(line,3) DRAWsegment(startbar, vpoclevel[1], Barindex[Conteggio]+box, vpoclevel[1]) coloured(250,50,0,100)style(dottedline,2) if Poc=1 then bar=startbar-(startbar-Barindex[Conteggio])/2 DRAWsegment(startbar, MaxTouch2, Barindex[Conteggio]+box, MaxTouch2) coloured(250,2500,150,250)style(line,3) DRAWsegment(startbar, VAH, Barindex[Conteggio]+box, VAH) coloured(r,0,150,250)style(line,3) DRAWsegment(startbar, VAL, Barindex[Conteggio]+box, VAL) coloured(r,0,150,250)style(line,3) drawtext("VAH #VAH#",bar,VAH+atr) coloured(110,110,110) drawtext("VAL #VAL#",bar,VAL-atr) coloured(110,110,110) drawrectangle(startbar,hh,Barindex[Conteggio],ll) coloured(0,0,0,1)bordercolor(46,139,87,150)style(DOTTEDLINE ,1) endif if niveaux=1 then yesterdayVPOC=vpoclevel[1] DRAWsegment(startbar, MaxTouch2, Barindex[Conteggio]+box, MaxTouch2) coloured(250,2500,150,250)style(line,3) drawtext(" #DayStop#/#MonthStop# VPOC [#yesterdayVPOC#]",BarIndex,vpoclevel[2],dialog,bold,10) coloured(0,0,0) DRAWTEXT(" #DayStart#/ #MonthStart# Close", barindex+box, PrezzoChiusura+(2*pipsize)) DRAWTEXT(" #DayStart#/ #MonthStart# Open", barindex+box, PrezzoApertura+(2*pipsize)) DRAWTEXT(" #DayStart#/ #MonthStart# High", barindex+box, hh)Coloured(255,0,255) DRAWTEXT(" #DayStart#/ #MonthStart# Low", barindex+box, ll)Coloured(255,0,255) drawrectangle(startbar-1, PrezzoApertura,startbar+1, PrezzoChiusura) coloured(255,55,150,250) bordercolor(210,210,210,50) DRAWARROW (startbar-2, PrezzoApertura) COLOURED (255, 0, 0) DRAWSEGMENT(startbar,PrezzoChiusura,Barindex[Conteggio]+box,PrezzoChiusura) Coloured(255,0,0) DRAWSEGMENT(startbar,PrezzoApertura,Barindex[Conteggio]+box,PrezzoApertura) Coloured(100,75,22) DRAWSEGMENT(startbar,hh,Barindex[Conteggio]+box,hh) Coloured(255,0,255) DRAWSEGMENT(startbar,ll,Barindex[Conteggio]+box,ll) Coloured(255,0,255) //endif endif SelEnd=1 DRAWVLINE(Barindex[Conteggio]) Coloured(255,0,0) ColoreSfondo=1 LastStopBarIndex=barindex //DisegnaLariga endif debutN = 153000 finN = 154500 // TRACE DU RECTANGLE DE L'OPR US IF time = debutN THEN hautN = 0 basN = 0 barredebutN = barindex ENDIF IF time = finN THEN barrefinN = barindex ENDIF IF time >= debutN AND time <= finN THEN IF high > hautN THEN hautN = high ENDIF IF low < basN OR time = debutN THEN basN = low ENDIF difN = round(abs(hautN-basN)) ENDIF if opr=1 then IF time >= finN THEN DrawText(" OPR H #difn#pts",barredebutN,hautN+4*pointsize,Dialog,Bold,10) coloured(0,0,0,250) DrawText(" OPR B",barredebutN,basN+4*pointsize,Dialog,Bold,10) coloured(0,0,0,250) drawsegment(barredebutN,hautN,Barindex[Conteggio],hautN) coloured(0,0,0,50) STYLE (dottedline,2) DRAWRECTANGLE(barredebutN,hautN,barrefinN,basN) coloured(0,0,255,Alpha)bordercolor(0,0,255,Alpha) drawsegment(barredebutN,basN,Barindex[Conteggio],basN) coloured(0,0,0,50) STYLE (dottedline,2) ENDIF endif // heures de session debut = 010000 fin = 090000 // TRACE DU RECTANGLE DE SESSION ASIATIQUE IF time = debut THEN haut = 0 bas = 0 barredebut = barindex ENDIF IF time = fin THEN barrefin = barindex ENDIF IF time >= debut AND time <= fin THEN IF high > haut THEN haut = high ENDIF IF low < bas OR time = debut THEN bas = low ENDIF dif = round(abs(haut-bas)) ENDIF if Asiatic=1 then IF time >= fin THEN DrawText(" Haut asiatique #dif#pts",barredebut,haut+4*pointsize,Dialog,Bold,10) coloured(0,0,0,250) DrawText(" Bas asiatique",barredebut,bas+4*pointsize,Dialog,Bold,10) coloured(0,0,0,250) drawsegment(barredebut,haut,Barindex[Conteggio],haut) coloured(0,0,0,50) STYLE (dottedline,2) DRAWRECTANGLE(barredebut,haut,barrefin,bas) coloured(255,255,0,50)bordercolor(255,255,0,1) drawsegment(barredebut,bas,Barindex[Conteggio],bas) coloured(0,0,0,50) STYLE (dottedline,2) ENDIF endif if IsLastBarUpdate then For j = 1 To nb do for i = 1 To StopLookback-1 do IF High[StopLookback*(j-1)+i]=hh[(j-1)*StopLookback] Then //hh=High[StopLookback*(j-1)+i] HighestI = BarIndex[StopLookback*(j-1)+i] DRAWTEXT(hh[(j-1)*StopLookback], HighestI, hh[(j-1)*StopLookback]+15, Dialog, Standard, 12) COLOURED(0,255,0) DRAWARROWDOWN(HighestI,hh[(j-1)*StopLookback]+2) COLOURED(0,255,00) endif IF Low[StopLookback*(j-1)+i]=ll[(j-1)*StopLookback] Then //ll=Low[StopLookback*(j-1)+i] LowestI = BarIndex[StopLookback*(j-1)+i] DRAWTEXT(ll[(j-1)*StopLookback], LowestI, ll[(j-1)*StopLookback]-15, Dialog, Standard, 12) COLOURED(200,0,0) DRAWARROWUP(LowestI,ll[(j-1)*StopLookback]-2) COLOURED(255,0,00) endif next next endif // TRACE DU RECTANGLE IB IF time = debutL THEN hautL = 0 basL = 0 barredebutL = barindex ENDIF IF time = finL THEN barrefinL = barindex ENDIF IF time >= debutL AND time <= finL THEN IF high > hautL THEN hautL = high ENDIF IF low < basL OR time = debutL THEN basL = low ENDIF difL = round(abs(hautL-basL)) ENDIF if imbalance=1 then if time=IB then barIB=barindex endif IF time >= finL THEN DrawText("Haut Imbalance #difL#pts",barIB+40,hautL+0.4,Dialog,Bold,10) coloured(0,0,0,250) DrawText("Bas Imbalance",barIB+40,basL+0.4,Dialog,Bold,10) coloured(0,0,0,250) drawsegment(barIB,hautL,Barindex[Conteggio],hautL) coloured(0,255,0,Alpha) STYLE (dottedline,1) DRAWRECTANGLE(barIB-1,hautL,barIB+1,basL) coloured(250,255,0,Alpha)bordercolor(0,255,0,1) drawsegment(barIB,basL,Barindex[Conteggio],basL) coloured(0,255,0,Alpha) STYLE (dottedline,1) drawrectangle(barredebutL, hautL,barrefinL, basL) coloured(255,255,150,60) bordercolor(210,210,210,50) ENDIF endif RETURN MaxTouch2,VAH,VAL |
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Very good work. Thanks for sharing
Très joli mais sans mode d’emploi
inexploitable
Pas sympa 🙁
Bonsoir Larouedegann et à l’ensemble de notre communauté,
Nous nous trouvons sur Prorealcode, un espace dédié au partage gratuit où chaque membre de la communauté peut bénéficier des idées et contributions de tous. la plateforme est animée par un esprit de partage, de convivialité et de bienveillance, valeurs qui constituent le cœur de notre engagement collectif.
Chaque utilisateur est invité à explorer et à utiliser les divers programmes disponibles, en y apportant sa touche personnelle. Nous encourageons donc, mesdames et messieurs, votre participation active : à vos programmes, et longue vie à ProRealCode !
Pour ceux parmi vous qui recherchent des programmes accompagnés de modes d’emploi détaillés ou d’autres fonctionnalités spécifiques, Marketplace constitue une option plus adaptée à vos besoins.
Je vous souhaite à tous une excellente fin de journée.
Cordialement,
Philippe.
Bonjour , merci pour le partage GRATUIT . Je voudrais vous demander comment adapter ce Marketprofile aux horaires Europe , OPR , pré-market , ….Exemple pour le DAX . Merci pour votre réponse et pour tous vos partages . Salutations .
Bonjour, OPR pour Moi serait de 9h à 9h15 et tu d’accords avec ce créneau?
Bonsoir , donc OPR = 9h00 a 9h15 et IB = 8h00 a 9h00 , que je dois changer a l’intérieur du programme . ( Début L , Fin L ) ? Merci pour votre réponse . Salutation .
voici pour toi,
1-//defparam drawonlastbaronly=true
2-//HourStart=1
3-//HourStop=23
4-starttimeUS = 090000
5-endtimeUS = 091500
6-IB=010000
7-atr=AverageTrueRange[14](close)
8-dataOggi=date
9-debutL = 080000
10-finL = 090000
260-debutN = 090000
261-finN = 091500
Bonsoir . SUPER , merci beaucoup , c’est très sympa a vous . Salutations .
Bonjour, merci beaucoup pour ce partage. Je vais regarder avec attention ce script et analyser comment l’intégrer dans mes setup. Au top
Bonjour , super taf!! serait il possible de faire un poc dynamique en timeframe 5 min en modifiant quelques parametres?
voici ce qu’il faudrait faire ou ajouter:
//poc dynamique
defparam calculateonlastbars=1000
HourStart=SesStart //15
HourStop=SesStop //23
//pocdefinition=10
//SesShow=1
Compteur=0
once CompteurPoc=0
once SelEnd=0
once SelStart=0
once SesRTH=0
once SesETH=0
once ColoreSfond=0
Compteur=Compteur+1
BarTemps=openhour[Compteur]//OraBarra
if BarTemps=HourStart and SelStart=0 then //Début de la session
SelStart=1
SelEnd=0
SesRTH=1
SesETH=0
CompteurPoc=0
if SesShow=1 then
ColoreSfond=1
DRAWVLINE(Barindex[Compteur])Coloured(0,100,0)
endif
endif
if BarTemps=HourStop and SelEnd=0 then
SelStart=0
SelEnd=1
SesETH=1
SesRTH=0
CompteurPoc=0
if SesShow=1 then
ColoreSfond=0
DRAWVLINE(Barindex[Compteur])Coloured(0,100,0)
endif
endif
ScaleFactor=3
NbrBars=POCDefinition
if ColoreSfond=1 then
BACKGROUNDCOLOR(255,0,0,5)
endif
if SesRTH=1 or SesETH=1 then
CompteurPoc=CompteurPoc + 1
lookback=CompteurPoc
hh=highest[lookback](high)
ll=lowest[lookback](low)
div = (hh-ll)/NbrBars
i=0
volsum=summation[lookback](volume)
maxbar = 0
while i=lrange and close[j]open[j] then
volbull=volbull+volume[j]
else
volbear=volbear+volume[j]
endif
endif
next
bullbar = round((volbull*lookback)/volsum)*scalefactor
bearbar = round((volbear*lookback)/volsum)*scalefactor
//VPOC
if(bullbar>maxbar) then
vpoclevel = (lrange+hrange)/2
maxbar=bullbar
endif
if(bearbar>maxbar) then
vpoclevel = (lrange+hrange)/2
maxbar=bearbar
endif
i=i+1
wend
if opentime=>SesStart then
DRAWSEGMENT(barindex, vpoclevel, barindex[1], vpoclevel[1])
endif
rgbA=0
rgbB=0
rgbC=0
if SesRTH=1 then
rgbA=138
rgbB=43
rgbC=226
else
rgbA=255
rgbB=69
rgbC=0
endif
endif
return //vpoclevel