Session Volume Profile Indicator

Viewing 15 posts - 1 through 15 (of 27 total)
  • Author
    Posts
  • #134764 quote
    sixeight
    Participant
    Junior

    Hello All,

    I’m looking for some help with a session volume profile indicator. I’ve tried pretty much all of the volume profile indicators in the library but none of them seem to quite do what I’m looking for. As I have seen other threads mention, TradingView has a session volume profile (VPSV) as attached, I’m looking for something similar for PRT – it’s pretty integral to my trading and PRT is a bit useless without it. I appreciate PRT offers Volume at Price but that displays all visible bars and changes the POC based on timeframe. I’m looking for session volume, but it’d also be good to see the previous session volume profiles as well.

    I’m unsure whether this is a limitation of PRT (10.3 via IG) or whether it’s just not something people want?

    Any help would be amazing.

    Many thanks,

    Jonathan

    #136223 quote
    sixeight
    Participant
    Junior

    Just a quick addition to this – also interested in flexible volume profile as well – similar to TV and NinjaTrader

    #136309 quote
    robert123
    Participant
    Master

    This is the best I could come up with.

    I use it on a 1 min TF but you’ll have mess about with the variables.

    I cant paste images…so please dont give me hell for not doing so Vonasi!!

    RR

    defparam CALCULATEONLASTBARS=9000
    //defaults variables/////
    //i=200
    //el=26
    //x=31
    
    
    //////////////////////////////////////////////////volume/////////////////////////////////
    hi=high
    l=low
    c=close
    v=volume
     
    buying=v*((c-l)/close)/((hi-l)/close)
    selling=v*((hi-c)/close)/((hi-l)/close)
    //sv=selling
    //bv=buying
    if buying > selling then
    aaa = buying
    ra = 0
    ga = 255
    bbb = selling
    rb = 255
    gb = 0
    else
    aaa = selling
    ra = 255
    ga = 0
    bbb = buying
    rb = 0
    gb = 255
    endif
    
    
    
    
    
    
    
    
    
    
    
    
    
    
    
    
    bi=barindex
    //i=100
    //define first time factor
    factor=bi/i
    //x=1
    if bi=(i*factor) then
    
    factor=round(factor)
    endif
    if factor<>factor[1] then
    b=bi
    endif
    count=0
    while b=b[1] do
    count=count[1]+1
    break
    wend
    
    
    
    //e1=10
    e=pipsize
    for ii= .000001 to count[1] do
    
    if count[0]>.00001    then
    
    
    //DRAWRECTANGLE((barindex[0]-count[0])+((posav[0]))/x, close[0]-(e/e1),(barindex[0]-count[0]), close[0]+(e/e1)) coloured(0,255,0)
    DRAWRECTANGLE((barindex[0]-count[0])+(aaa/x), close[0]-(e/e1),(barindex[0]-count[0]), close[0]+(e/e1)) coloured(ra,ga,0)
    //DRAWRECTANGLE((barindex[0]-count[0])+((negav1[0]))/x, close[0]-(e/(e1*3)),(barindex[0]-count[0]), close[0]+(e/(e1*3))) coloured(255,0,0)
    DRAWRECTANGLE((barindex[0]-count[0])+(bbb/x), close[0]-(e/(e1*3)),(barindex[0]-count[0]), close[0]+(e/(e1*3))) coloured(rb,gb,0)
    endif
    
    break
    
    break
    next
    
    
    
    return close
    
    #136313 quote
    Vonasi
    Moderator
    Master

    I cant paste images…so please dont give me hell for not doing so Vonasi!!

    Just use a screen capture app such as Lightshot or similar and then attach the image file to your post via the attachments option under the box that you type your post in. That way no one needs to give anyone hell!

    #136608 quote
    sixeight
    Participant
    Junior

    Thanks Robert, do you have any images of how it loads on your system?

    #136747 quote
    robert123
    Participant
    Master

    No, for some reason I cant upload images. However if you use the given variables on a spx 1min chart, you will be able to see for yourself.

    RR

    #136755 quote
    Nicolas
    Keymaster
    Master

    The picture might be too big in size?

    #136756 quote
    sixeight
    Participant
    Junior

    Out of interest Nicolas, is there anyone/anyway to pay for an indicator to be developed on PRT? I notice you can with NinjaTrader. The reason for asking is I’ve had a few people discussing a flexible volume profile option for PRT and I would be keen to pay someone to build one if it is possible.

    #136763 quote
    robert123
    Participant
    Master

    No Nicholas – I have tried most things and put it down to my computer being too old. However this Volume profile has been updated since the last attempt. I be would grateful If you wouldnt mind posting an image for me. RR

    #136766 quote
    robert123
    Participant
    Master

    test

    #136773 quote
    Nicolas
    Keymaster
    Master

    I think that advanced Volume profile indicators will come in the marketplace.

    #136947 quote
    sixeight
    Participant
    Junior

    Sorry for my ignorance Nicolas, where is the marketplace and how could I find a volume profile indicator or request to pay for one?

    #136951 quote
    JC_Bywan
    Moderator
    Master

    Hello Sixeight, that was Nicolas giving me a big nudge with a smile because a while ago he talked me into putting my Volume Profile personal indicator in the future marketplace. He asked me to reply to you.

    Marketplace is not open yet, and I won’t bypass it for sales, but as you seem to be as enthusiast about volume profile as I am, I would be happy to send you a free beta test version including most of the customisation features I am currently adding to it, and renewing its expiry date as long as necessary, therefore keeping it free no strings attached until marketplace is open.

    Screen capture attached as an example for you to assess. I can send you other examples (time unit, instrument) if you want.

    Oliviertrader2020 thanked this post
    #136986 quote
    sixeight
    Participant
    Junior

    Hello Noobywan,

    This looks amazing – you could be my saviour. I will send a message to Nicolas now with my contact details.

    Looking forward to talking.

    #146979 quote
    swede_trader
    Participant
    Average

    Hi Noobywan, I’m also interested in the session volume indicator. Could you please give me some contact information or marketplace link?

    The swede

Viewing 15 posts - 1 through 15 (of 27 total)
  • You must be logged in to reply to this topic.

Session Volume Profile Indicator


ProBuilder: Indicators & Custom Tools

New Reply
Author
author-avatar
sixeight @sixeight Participant
Summary

This topic contains 26 replies,
has 9 voices, and was last updated by JC_Bywan
4 years, 3 months ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 06/05/2020
Status: Active
Attachments: 4 files
Logo Logo
Loading...