TAC Volume Profile Intraday

From the Idea of the Bull & Bear indicator Volume-by-Price levels

The volume Profile or “volume levels in horizontal” are represented by a two-dimensional axis, between price and volume.

The areas of acceptance (HVN “High Volume Node”) are areas with a high volume there is harmony between supply and demand, bought and sellers.

The areas of rejection (LVN “Low Volume Node”) are areas with very little volume and no acceptance there is no harmony between supply and demand.

HVN: The price spends more time in these levels and higher volume areas.

LVN: The price is rejected by the low volume in these levels serve as supports and resistance.

////Configuration

DPVP : Number of Volume Profiles that we can include, Recommanded (8)

Subasta: Auction : cancel auction

VWAP: Several VWAPs are attached with different temporalities that mark their supports and resistances.

PVP: cancels the profile Volume of the Graph

If subasta=1 then
 b=close > low and volume > high
 ce=close < high and volume > low
 if b or ce then
  volp=volume
 else
  volp=0
 endif
endif
if subasta=0 then
 volp=volume
endif

if intradaybarindex=0 then
 if max(1, intradaybarindex) then
  startbar=barindex
  hh=high
  ll=low
 endif
endif


if high>hh then
 hh = high
 idate = date[DPVP]
endif

if low<ll or ll=0 then
 ll = low
 idate = date[DPVP]
endif

div = (hh-ll)/10
i=0
volsum=summation[300](volp)
while i<10 do
 lrange=ll+div*i
 hrange=lrange+div
 volbull=0
 for j = 1 to 300 do
  if close[j]>=lrange and close[j]<=hrange then
   if close[j]>open[j] then
    volbull=volbull+volp[j]
   else
    volbull=volbull+volp[j]
   endif
  endif
 next

 bullbar = round((volbull*300)/volsum)*2

 if PVP=1 then
  if  today-idate<DPVP then
   drawrectangle(startbar,(hrange+lrange)/2,startbar+bullbar,(hrange+lrange)/2) coloured(0,100,200,20)
  endif
 endif


 i=i+1
wend


//////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////
//Zone VWWAP

hlc2 = (high+low)/2
if day<>day[1] then
 vwapsum =hlc2*volp
 volumesum=volp
else
 vwapsum= (vwapsum[1]+hlc2*volp)
 volumesum= (volumesum[1]+volp)
endif

myvwap = vwapsum/volumesum

if close>myvwap[1] then
 r=0
 g=128
 b=0
else
 r=128
 g=0
 b=0

endif


starta= Hour>9
pva=hlc2*volp

if starta then
 flaga=1
 startvolp=cumsum(volp)
 startpva=cumsum(pva)
endif

if startvolp=0 then
 demona=1
else
 demona=cumsum(volp)-startvolp
endif
if flaga then
 sr=(cumsum(pva)-startpva)/demona
else
 sr=undefined
endif

if close>sr[1] then
 ra=102
 ga=102
 ba=102
else
 ra=102
 ga=102
 ba=102
endif


If vwap=1 then
 r=r
 g=g
 b=b
 a=255
else
 r=0
 g=128
 b=0
 a=0
endif

if VWAP=1 then
 ra=ra
 ga=ga
 ba=ba
 a=255
else
 r=0
 g=128
 b=0
 a=0
endif


return myvwap coloured (r,g,b,a) style(point,2)  as "CTVWAP Intradia",sr coloured (ra,ga,ba,a) style(point,3) as "VWAP SR Dinamic"

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If subasta=1 then

b=close > low and volume > high

ce=close < high and volume > low

if b or ce then

volp=volume

else

volp=0

endif

if subasta=0 then

volp=volume

endif

if intradaybarindex=0 then

if max(1, intradaybarindex) then

startbar=barindex

hh=high

ll=low

endif

if high>hh then

hh = high

idate = date[DPVP]

endif

if low<ll or ll=0 then

ll = low

idate = date[DPVP]

endif

div = (hh-ll)/10

i=0

volsum=summation[300](volp)

while i<10 do

lrange=ll+div*i

hrange=lrange+div

volbull=0

for j = 1 to 300 do

if close[j]>=lrange and close[j]<=hrange then

if close[j]>open[j] then

volbull=volbull+volp[j]

else

volbull=volbull+volp[j]

endif

bullbar = round((volbull*300)/volsum)*2

if PVP=1 then

if today-idate<DPVP then

drawrectangle(startbar,(hrange+lrange)/2,startbar+bullbar,(hrange+lrange)/2) coloured(0,100,200,20)

endif

i=i+1

wend

//////////////////////////////////////////////////////////

//Zone VWWAP

hlc2 = (high+low)/2

if day<>day[1] then

vwapsum =hlc2*volp

volumesum=volp

else

vwapsum= (vwapsum[1]+hlc2*volp)

volumesum= (volumesum[1]+volp)

endif

myvwap = vwapsum/volumesum

if close>myvwap[1] then

r=0

g=128

b=0

else

r=128

g=0

b=0

endif

starta= Hour>9

pva=hlc2*volp

if starta then

flaga=1

startvolp=cumsum(volp)

startpva=cumsum(pva)

endif

if startvolp=0 then

demona=1

else

demona=cumsum(volp)-startvolp

endif

if flaga then

sr=(cumsum(pva)-startpva)/demona

else

sr=undefined

endif

if close>sr[1] then

ra=102

ga=102

ba=102

else

ra=102

ga=102

ba=102

endif

If vwap=1 then

r=r

g=g

b=b

a=255

else

r=0

g=128

b=0

a=0

endif

if VWAP=1 then

ra=ra

ga=ga

ba=ba

a=255

else

r=0

g=128

b=0

a=0

endif

return myvwap coloured (r,g,b,a) style(point,2) as "CTVWAP Intradia",sr coloured (ra,ga,ba,a) style(point,3) as "VWAP SR Dinamic"

volume volume profile volumes

Risk disclosure:

No information on this site is investment advice or a solicitation to buy or sell any financial instrument. Past performance is not indicative of future results. Trading may expose you to risk of loss greater than your deposits and is only suitable for experienced investors who have sufficient financial means to bear such risk.

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Filename : download the ITF files

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TAC Bolsa • 03/15/2019 #
It is recommended to use this indicator in Low temporalities.
Between 1 Minute and Maximum 30 Minutes

marcov66 • 03/15/2019 #
Hi, thanks for this useful indicator! I´ve just a quick question. Is it comparable with the Market/Volume profile? The outcome/information are the same? Thanks for your feedback Marco
- TAC Bolsa • 03/15/2019 #
  345/5000
  It is the same as a market profile or a volume profile.
  
  The only difference with the Volume or Markert profile is that it does not collect the price blocks … but everything will move …
  
  You have to see them in composite mode or in their context,
  Areas of high or low volume are clearly visible.
  
  Here you have a link of how it is interpreted.
  
  https://www.tiburonesdealetacorta.com/2018/11/tac-volumen-profile-intradia.html

marcov66 • 03/15/2019 #
Great ! Thanks a lot. Marco

Juanjo • 03/15/2019 #
Como siempre un trabajo brillante, Gracias por el aporte.
- TAC Bolsa • 03/15/2019 #
  Gracias Juanjo… esto no será nada cuando tengamos @Prorealtime11 esperamos dar un gran salto cuántico con la programación y desarrollo de nueva generación de indicadores de volumen.

Juanjo • 03/15/2019 #
Estoy esperando con muchas ganas prorealtime11, ..señalar que gracias a la lectura de vuestra pagina web, y de libros sobre Wyckoff, ..Anna Coluling, etc, he mejorado muchísimo mi operativa, de hecho, ..en todos mis sistemas incorporo el volumen y vuestros indicadores. Un saludo.

TAC Bolsa • 03/15/2019 #
Upgrade..

From the VWAP and activated auction you can see the areas of lower or greater volume.
- 19Tom85 • 03/15/2019 #
  Hi TAC Bolsa, your indicators are very value adding. May I ask you to please invite to your blog as it seems I can’t have access if I am not invited. Best regards

karim78300 • 03/15/2019 #
bonjours je n’arrive pas a a mettre votre code on me demande de définire la variable subasta pvp dpvp vwap je vous remercie de votre aide et de votre partage
Karim Paris
- TAC Bolsa • 03/15/2019 #
  Do not copy the code, download the indicator and then place it on the price.

Gianluca • 03/15/2019 #
THANK YOU AGAIN. You are such amazing

Stenozar • 03/15/2019 #
Hi TAC, I can’t see on the graph the Low volume and High volume areas; should they appear automatically?
thanks
- TAC Bolsa • 03/15/2019 #
  hello, not included, it’s just a way to interpret …
  
  If it will be included in the new version.
  
  https://pbs.twimg.com/media/D1rqYbkW0AE1qFC.jpg:large

JOSE LUIS CAPO • 03/15/2019 #
Muchisimas gracias por las valiosas herramientas de volumen que compartes con los usuarios de PRT y también por aportar tu conocimiento en tu maravilloso blog. Espero impacientemente el Range Volume Profile. Un saludo.

Gianluca • 03/15/2019 #
Hello what happened? why you close your web site? it was amazing!

Hendrix • 03/15/2019 #
Buonasera,
volevo sapere se era possibile avere l’indicatore solo con il volume profile di 4 giorni e su ogni giorno il POC.

Grazie

namrevlis24 • 03/15/2019 #
Hi,
is it possible to make the volume lines transparent? Your screenshot shows transparent lines (rectangles). I tried to change the 4th parameter in the “coloured” function of line
>> drawrectangle(startbar,(hrange+lrange)/2,startbar+bullbar,(hrange+lrange)/2) coloured(0,100,200,20)
to any values between 1 and 255 but nothing changes.
How did you get it running?
Thanks in Advance!
- Nicolas • 03/15/2019 #
  Try with 0

namrevlis24 • 03/15/2019 #
0 is no difference, unfortunately 😐
- namrevlis24 • 03/15/2019 #
  Hi, solution to have transparent lines is to use PRT V 10.3, not V 11 beta as I did 🙂

Gianluca • 03/15/2019 #
nicolas why prt doesn’t implement volume profile as standard indicator like the majority of the platforms?

TACBOLSA • 03/15/2019 #
Hi
Proximente will be available in different (VP)

https://tiburonesdealetacorta.blogspot.com/2019/11/tac-vp-initial-balance.html

marcov66 • 03/15/2019 #
Is there any possibility to plot the PVP? Thanks in advance. Marco
- TACBOLSA • 03/15/2019 #
  Hi
  Proximente will be available in different (VP)
  
  https://tiburonesdealetacorta.blogspot.com/2019/11/tac-vp-initial-balance.html

tobytarczy • 03/15/2019 #
Hi I am new to Pro RealTime platform. The TAC Volume profile is one that I would like to use. I have used it on Metatrader4 and it worked like a charm. The question I have is how do I create a customer indicator with the code above to include this indicator. I am on the latest version of PRT with IB as my broker. Many thanks in advance. I should also mention my trading coach uses TradeView and that is what I would like eventually to have on this platform

toby.tarczy • 03/15/2019 #
Hi I manged to load the indicator, great tool. Is there a way to speed up the refresh time on a chart. Taking a long time to load?

Many thanks

bremze33 • 03/15/2019 #
Hi! I Managed to load the indicator, but it doesn’t show up on price chart. It show seperate. How do I fix that it shows on/behind a price chart?

Tanks in advance
- bremze33 • 03/15/2019 #
  Never mind. Found it!

bremze33 • 03/15/2019 #
Another thing. Is it possible to make the graph lines a little thicker and not so long?
Because I’m using it in 30min and the Volume is poking into the next days Volume, and the lines are so thin I can’t really understand where is
any kind of accumulation of Volume.
Thanks in advance.

giumagi • 03/15/2019 #
Hi Sir, very good job done with this indicator, May I ask you to explain what is the line VWAP SR DINAMIC?

pmdr1969 • 03/15/2019 #
Hola soy nuevo en en esto. ¿Hay algo parecido pero pudiendo tu elegir las velas a a analizar? Muchas gracias

Iván I personally like it in daily timeframe

oliTR Many thanks Ivan, I copy/paste your code to try it but could only get a constant stable unif...

Iván Hi, I've copied the code above and it works... what asset are you trying? $indices array ...

Ciccarelli Franco Sembra molto interessante e volevo dei chiarimenti se possibile :Le righe commentate vanno l...

KumoNoJuzza Thank you @philippe59139 !! We finally have the VAL / VAH to play with. Could you attach th...

Nicolas Il doit y avoir impérativement plus d'unités affichées que le paramètre "BarsLimit". Ceci ét...

steffen_burat Hello Nicolas, I have a cumulative histogram update problem, the indicator often updates ...

taklause Hello Nicolas, if I try to use your indicator in a trading system, the error on prc pops up ...

Rafa Hi Nicolas! I can´t install this indicator. it installs in a separate window not as an av...

Nicolas Add it on the price, see how: https://www.prorealcode.com/blog/video-tutorials/how-to-add-an...

Frankyslo1 No consigo instalarlo en el precio en PRL-version 10

Khaled As this section of the forum is in English, I'll reply in English. I'm using PRT v11, so I d...

sal157011 Don't understand where it says: "Volume Pressure Histogram: Columns plotted in positive are ...

Khaled Not sure to understand the question. However, the columns (Histogram) represent the variable...

Alai-n Cela fonctionne très bien !!! Super Merci

andreabarbuscia Ciao Nicolas, molto bello questo indicatore, l'ho apprezzato molto. Lo sto testando insieme...

Alai-n Je poste ici un lien afin de mieux appréhender le CVD-Cumulative Volume Delta : https://www....

DELBERT Bonsoir , Nicolas , j'ai transféré votre indicateur sur ma PRT 10,3 et j'ai un méssage d'ére...

Nicolas Vous pouvez essayer en remplacant la ligne avec: vwapsd = sqrt(average[lengthz](square(clo...

DELBERT Bonsoir , merci Nicolas , a bientôt .

ChemaGeek Bonjour Nicolas, j'ai récemment découvert cet indicateur (Regularized Momentum 2017) et je l...

YvesRobert Bonjour, nouveau sur PRT (qq jours), j'essaie un peu de voir quel type d'indicateur me convi...

Ichimoku Reading I don't know in this case, I just downloaded it again and no problem for me. Try to downloa...

Ichimoku Reading What's the error that appears ?

Suzu Yuk Yes, it worked with 1Tick with 200 K . Thank you very much.

Daniele Maddaluno If you need to use it in PRT v11 take a look at this topic: https://www.prorealcode.com/top...

Monobrow Hi Daniele Thank you for the indicator, it looks very good. However, I have a problem so...

Anonymous Thanks very much for sharing, look forward to testing this idea out.

Barrabas15 Apparently, according to the attached data, there is an error in the indicator code. Attach...

Barrabas15 The files are at the end of the following link: https://www.prorealcode.com/topic/time-seg...

robertogozzi Thank you Barrabas15, the correct code is at https://www.prorealcode.com/topic/time-segmente...

Nicolas esta possible

bolsatonimora2 Hola Nicolas, perdona la molestia, pero podrias codificar el screener para rupturas de sopor...

Nicolas Utilice los foros para solicitar una codificación personalizada.

GARNIEPI hello I am looking for an anchored vwap intraday, indicator which allows you to visualize th...

withoutwings To be able to flexibly wrap around the full 24h (i.e. past midnight), or to use just a singl...

yeoreum Thank you very much for the screener, it reminds me on Minervini VCP. How to change th...

reecet any codes like this but in minutes and hours rather than days?

PHAN100 bonjour, je viens de tester ce screener, je constate une anomalie...il ne renvoie pas l'e...

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