MARKET PROFILE, POC VAH VAL dynamiques

• 05/17/2025 at 4:42 PM #247239
  larouedegann

  Bonjour,
  entendons-nous bien il ne s’agit pas de volumes (VOLUME PROFILE), mais de temps passés sur le prix (MARKET PROFILE).
  j’ai demandé à l’IA de bien vouloir me créer un POC,VAH,VAL dynamiques (joint ci-dessous) mais il a quelques problèmes
  avec le code pine. Il y a quelque erreurs dans ce code. Si un informaticien pourrait se pencher dessus et ainsi en faire bénéficier la communauté
  je le remercie d’avance.

  // === Paramètres === tickSize = 0.25 // Résolution du profil en points maxLevels = 200 // Nombre max de niveaux de prix valueAreaPercent = 70 // Pourcentage de la Value Area // === Détection d’un nouveau jour === newDay = (date <> date[1]) if newDay then i_reset = 0 minPrice = low maxPrice = high endif // === Initialisation progressive des niveaux TPO === if i_reset < maxLevels then if i_reset = 0 then setglobal("freq0", 0) if i_reset = 1 then setglobal("freq1", 0) if i_reset = 2 then setglobal("freq2", 0) if i_reset = 3 then setglobal("freq3", 0) if i_reset = 4 then setglobal("freq4", 0) if i_reset = 5 then setglobal("freq5", 0) if i_reset = 6 then setglobal("freq6", 0) if i_reset = 7 then setglobal("freq7", 0) if i_reset = 8 then setglobal("freq8", 0) if i_reset = 9 then setglobal("freq9", 0) // [...] à répéter jusqu’à freq199 i_reset = i_reset + 1 endif // === Mise à jour min/max journalier === if low < minPrice then minPrice = low endif if high > maxPrice then maxPrice = high endif // === Calcul du nombre de niveaux à suivre === range = maxPrice - minPrice nbBins = min(maxLevels, ceil(range / tickSize) + 1) // === Mise à jour des niveaux de fréquence (TPO) === for i = 0 to nbBins - 1 do level = minPrice + i * tickSize if level >= low and level <= high then freq = getglobal("freq" + i) setglobal("freq" + i, freq + 1) endif next // === Détermination du POC === pocIdx = 0 maxFreq = getglobal("freq0") totalFreq = maxFreq for i = 1 to nbBins - 1 do freq = getglobal("freq" + i) totalFreq = totalFreq + freq if freq > maxFreq then maxFreq = freq pocIdx = i endif next // === Calcul Value Area (70%) === target = totalFreq * valueAreaPercent / 100 sum = getglobal("freq" + pocIdx) up = pocIdx + 1 down = pocIdx - 1 while sum < target do fUp = 0 fDown = 0 if up < nbBins then fUp = getglobal("freq" + up) endif if down >= 0 then fDown = getglobal("freq" + down) endif if fUp >= fDown and up < nbBins then sum = sum + fUp up = up + 1 elsif down >= 0 then sum = sum + fDown down = down - 1 else break endif wend // === Résultats convertis en prix === poc = minPrice + pocIdx * tickSize vah = minPrice + (up - 1) * tickSize val = minPrice + (down + 1) * tickSize // === Tracé === return poc coloured("red") style(line,2) as "POC", vah coloured("green") style(dottedline) as "VAH", val coloured("green") style(dottedline) as "VAL"

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  // === Paramètres === tickSize = 0.25             // Résolution du profil en points maxLevels = 200             // Nombre max de niveaux de prix valueAreaPercent = 70       // Pourcentage de la Value Area // === Détection d’un nouveau jour === newDay = (date <> date[1]) if newDay then    i_reset = 0    minPrice = low    maxPrice = high endif // === Initialisation progressive des niveaux TPO === if i_reset < maxLevels then    if i_reset = 0 then setglobal("freq0", 0)    if i_reset = 1 then setglobal("freq1", 0)    if i_reset = 2 then setglobal("freq2", 0)    if i_reset = 3 then setglobal("freq3", 0)    if i_reset = 4 then setglobal("freq4", 0)    if i_reset = 5 then setglobal("freq5", 0)    if i_reset = 6 then setglobal("freq6", 0)    if i_reset = 7 then setglobal("freq7", 0)    if i_reset = 8 then setglobal("freq8", 0)    if i_reset = 9 then setglobal("freq9", 0)    // [...] à répéter jusqu’à freq199    i_reset = i_reset + 1 endif // === Mise à jour min/max journalier === if low < minPrice then    minPrice = low endif if high > maxPrice then    maxPrice = high endif // === Calcul du nombre de niveaux à suivre === range = maxPrice - minPrice nbBins = min(maxLevels, ceil(range / tickSize) + 1) // === Mise à jour des niveaux de fréquence (TPO) === for i = 0 to nbBins - 1 do    level = minPrice + i * tickSize    if level >= low and level <= high then       freq = getglobal("freq" + i)       setglobal("freq" + i, freq + 1)    endif next // === Détermination du POC === pocIdx = 0 maxFreq = getglobal("freq0") totalFreq = maxFreq for i = 1 to nbBins - 1 do    freq = getglobal("freq" + i)    totalFreq = totalFreq + freq    if freq > maxFreq then       maxFreq = freq       pocIdx = i    endif next // === Calcul Value Area (70%) === target = totalFreq * valueAreaPercent / 100 sum = getglobal("freq" + pocIdx) up = pocIdx + 1 down = pocIdx - 1 while sum < target do    fUp = 0    fDown = 0    if up < nbBins then       fUp = getglobal("freq" + up)    endif    if down >= 0 then       fDown = getglobal("freq" + down)    endif    if fUp >= fDown and up < nbBins then       sum = sum + fUp       up = up + 1    elsif down >= 0 then       sum = sum + fDown       down = down - 1    else       break    endif wend // === Résultats convertis en prix === poc = minPrice + pocIdx * tickSize vah = minPrice + (up - 1) * tickSize val = minPrice + (down + 1) * tickSize // === Tracé === return poc coloured("red") style(line,2) as "POC",        vah coloured("green") style(dottedline) as "VAH",        val coloured("green") style(dottedline) as "VAL"

  

  larouedegann

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  05/19/2025 at 10:58 AM #247306
  Iván

  Comme je te l’ai mentionné dans un post précédent, je te laisse ici le code pour le calcul du POC. Tu verras maintenant qu’il se met à jour à chaque bougie.
  Le calcul de la zone de valeur, je te le laisse.

  //------------------------------------------------------// //PRC_Rolling POC Volume profile //version = 0 //26.04.24 //Iván González @ www.prorealcode.com //Sharing ProRealTime knowledge //------------------------------------------------------// //-----Inputs-------------------------------------------// plook=40 res=15 scale=30 hlen=25 //------------------------------------------------------// //-----Create arrays for High, Low and volume-----------// maxx = highest[plook](high) minn = lowest[plook](low) step = (maxx-minn)/res //height of the rectangle volsum=summation[plook](volume) startbar = barindex+7 //------------------------------------------------------// //-----Calculation POC----------------------------------// for i=0 to res-1 do binsize=0 volsize=0 mybot=minn+(i*step) mytop=minn+((i+1)*step) $bottomboundaries[i]=mybot $topboundaries[i]=mytop for j=0 to plook-1 do if close[j]>=mybot and close[j]<=mytop then volsize=volsize+volume[j] endif next $VolLen[i]=volsize volbar = (volsize*res/volsum)*scale next for k=0 to res-1 do if $VolLen[k]=ArrayMax($VolLen) then x = k break endif next poc = ($topboundaries[x]+$bottomboundaries[x])/2 //------------------------------------------------------// return poc as "POC" coloured("orange")style(line,3)

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  //------------------------------------------------------// //PRC_Rolling POC Volume profile //version = 0 //26.04.24 //Iván González @ www.prorealcode.com //Sharing ProRealTime knowledge //------------------------------------------------------// //-----Inputs-------------------------------------------// plook=40 res=15 scale=30 hlen=25 //------------------------------------------------------// //-----Create arrays for High, Low and volume-----------// maxx = highest[plook](high) minn = lowest[plook](low) step = (maxx-minn)/res //height of the rectangle volsum=summation[plook](volume) startbar = barindex+7 //------------------------------------------------------// //-----Calculation POC----------------------------------// for i=0 to res-1 do binsize=0 volsize=0 mybot=minn+(i*step) mytop=minn+((i+1)*step) $bottomboundaries[i]=mybot $topboundaries[i]=mytop for j=0 to plook-1 do if close[j]>=mybot and close[j]<=mytop then volsize=volsize+volume[j] endif next $VolLen[i]=volsize volbar = (volsize*res/volsum)*scale next   for k=0 to res-1 do if $VolLen[k]=ArrayMax($VolLen) then x = k break endif next   poc = ($topboundaries[x]+$bottomboundaries[x])/2 //------------------------------------------------------// return poc as "POC" coloured("orange")style(line,3)

  

  Iván

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  05/19/2025 at 6:32 PM #247342
  larouedegann

  ok merci

  

  larouedegann

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  06/08/2025 at 5:36 PM #248073
  larouedegann

  Après plusieurs essais, voilà ce que l’on peut faire avec chatgpt.

  Je ne sais pas si ce code est exact mais au moins il existe

  DEFPARAM CalculateOnLastBars = 500 defparam drawonlastbaronly = true // ----- Paramètres ----- increment = pointsize // tick size once $tpoCounts[0] = 0 once $priceLevels[0] = 0 // Réinitialisation à chaque nouvelle session IF OpenDay <> OpenDay[1] THEN UnSet($tpoCounts) UnSet($priceLevels) ENDIF // Ajout ou incrément d’un niveau found = 0 FOR i = 0 TO LastSet($priceLevels) DO IF ABS(close - $priceLevels[i]) <= increment / 2 THEN $tpoCounts[i] = $tpoCounts[i] + 1 found = 1 BREAK ENDIF NEXT IF found = 0 THEN i = LastSet($priceLevels) + 1 $priceLevels[i] = close $tpoCounts[i] = 1 ENDIF // ----- Calcul POC, VAH, VAL ----- totalTPO = 0 maxTPO = 0 pocIndex = 0 FOR i = 0 TO LastSet($tpoCounts) DO totalTPO = totalTPO + $tpoCounts[i] IF $tpoCounts[i] > maxTPO THEN maxTPO = $tpoCounts[i] pocIndex = i ENDIF NEXT // VAH / VAL sur 70 % autour du POC valueAreaTPO = totalTPO * 0.7 areaTPO = $tpoCounts[pocIndex] lowIndex = pocIndex highIndex = pocIndex WHILE areaTPO < valueAreaTPO AND (lowIndex > 0 OR highIndex < LastSet($tpoCounts)) DO valLow = 0 valHigh = 0 IF lowIndex > 0 THEN valLow = $tpoCounts[lowIndex - 1] ENDIF IF highIndex < LastSet($tpoCounts) THEN valHigh = $tpoCounts[highIndex + 1] ENDIF IF valHigh >= valLow THEN highIndex = highIndex + 1 areaTPO = areaTPO + valHigh ELSE lowIndex = lowIndex - 1 areaTPO = areaTPO + valLow ENDIF WEND POC = $priceLevels[pocIndex] VAH = max($priceLevels[lowIndex], $priceLevels[highIndex]) VAL = min($priceLevels[lowIndex], $priceLevels[highIndex]) DRAWTEXT(" POC",barindex,POC,SansSerif,Bold,20)coloured(255,255,0) DRAWTEXT(" VAH",barindex,VAH,SansSerif,Bold,20)coloured(0,255,0) DRAWTEXT(" VAL",barindex,POC,SansSerif,Bold,20)coloured(255,0,0) RETURN POC COLOURED(255,255,0) AS "POC"style(line,4), VAH COLOURED(0,255,0) AS "VAH"style(line,4), VAL COLOURED(255,0,0) AS "VAL"style(line,4)

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  DEFPARAM CalculateOnLastBars = 500 defparam drawonlastbaronly = true   // ----- Paramètres ----- increment = pointsize // tick size once $tpoCounts[0] = 0 once $priceLevels[0] = 0   // Réinitialisation à chaque nouvelle session IF OpenDay <> OpenDay[1] THEN UnSet($tpoCounts) UnSet($priceLevels) ENDIF   // Ajout ou incrément d’un niveau found = 0 FOR i = 0 TO LastSet($priceLevels) DO IF ABS(close - $priceLevels[i]) <= increment / 2 THEN $tpoCounts[i] = $tpoCounts[i] + 1 found = 1 BREAK ENDIF NEXT   IF found = 0 THEN i = LastSet($priceLevels) + 1 $priceLevels[i] = close $tpoCounts[i] = 1 ENDIF   // ----- Calcul POC, VAH, VAL ----- totalTPO = 0 maxTPO = 0 pocIndex = 0   FOR i = 0 TO LastSet($tpoCounts) DO totalTPO = totalTPO + $tpoCounts[i] IF $tpoCounts[i] > maxTPO THEN maxTPO = $tpoCounts[i] pocIndex = i ENDIF NEXT   // VAH / VAL sur 70 % autour du POC valueAreaTPO = totalTPO * 0.7 areaTPO = $tpoCounts[pocIndex] lowIndex = pocIndex highIndex = pocIndex   WHILE areaTPO < valueAreaTPO AND (lowIndex > 0 OR highIndex < LastSet($tpoCounts)) DO valLow = 0 valHigh = 0 IF lowIndex > 0 THEN valLow = $tpoCounts[lowIndex - 1] ENDIF IF highIndex < LastSet($tpoCounts) THEN valHigh = $tpoCounts[highIndex + 1] ENDIF   IF valHigh >= valLow THEN highIndex = highIndex + 1 areaTPO = areaTPO + valHigh ELSE lowIndex = lowIndex - 1 areaTPO = areaTPO + valLow ENDIF WEND   POC = $priceLevels[pocIndex] VAH = max($priceLevels[lowIndex], $priceLevels[highIndex]) VAL = min($priceLevels[lowIndex], $priceLevels[highIndex]) DRAWTEXT("                POC",barindex,POC,SansSerif,Bold,20)coloured(255,255,0) DRAWTEXT("                VAH",barindex,VAH,SansSerif,Bold,20)coloured(0,255,0) DRAWTEXT("                VAL",barindex,POC,SansSerif,Bold,20)coloured(255,0,0)     RETURN POC COLOURED(255,255,0) AS "POC"style(line,4), VAH COLOURED(0,255,0) AS "VAH"style(line,4), VAL COLOURED(255,0,0) AS "VAL"style(line,4)

   

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  larouedegann

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