View attachment 19829
https://usethinkscript.com/threads/...pocs-for-thinkorswim.8153/page-15#post-127414
I have created a scan for finding specific Volume Profile distribution shapes based on the location of the Point of Control. >.65 for P shape profiles and <.35 for b shaped profiles
I am trying to make a scan where the POC is in the middle of the distribution (middle of value area), this would identify B and D shaped profiles but i cannot fix this error, would really appreciate some help.
here is the code with the error
plot Data = close;
#VolumeProfile_PreviousDay_displayed_NextDau
#20190426 Sleepyz
def height = PricePerRow.Ticksize;
input timePerProfile = {CHART, MINUTE, HOUR, default DAY, WEEK, MONTH, "OPT EXP", BAR};
input multiplier = 1;
input profiles = 1000;
input valueAreaPercent = 70;
def period;
def yyyymmdd = GetYYYYMMDD();
def seconds = SecondsFromTime(0);
def month = GetYear() * 12 + GetMonth();
def day_number = DaysFromDate(First(yyyymmdd)) + GetDayOfWeek(First(yyyymmdd));
def dom = GetDayOfMonth(yyyymmdd);
def dow = GetDayOfWeek(yyyymmdd - dom + 1);
def expthismonth = (if dow > 5 then 27 else 20) - dow;
def exp_opt = month + (dom > expthismonth);
switch (timePerProfile) {
case CHART:
period = 0;
case MINUTE:
period = Floor(seconds / 60 + day_number * 24 * 60);
case HOUR:
period = Floor(seconds / 3600 + day_number * 24);
case DAY:
period = CountTradingDays(Min(First(yyyymmdd), yyyymmdd), yyyymmdd) - 1;
case WEEK:
period = Floor(day_number / 7);
case MONTH:
period = Floor(month - First(month));
case "OPT EXP":
period = exp_opt - First(exp_opt);
case BAR:
period = BarNumber() - 1;
}
def count = CompoundValue(1, if period != period[1] then (count[1] + period - period[1]) % multiplier else count[1], 0);
def cond = count < count[1] + period - period[1];
profile vol = VolumeProfile("startNewProfile" = cond, "numberOfProfiles" = profiles, "pricePerRow" = height, "value area percent" = valueAreaPercent, onExpansion = no);
#Prior Day High/Low ValueAreas
def HVA = if IsNaN(vol.GetHighestValueArea()) then HVA[1] else vol.GetHighestValueArea();
def pHVA = CompoundValue(1, if cond then HVA[1] else pHVA[1], Double.NaN);
def LVA = if IsNaN(vol.GetLowestValueArea()) then LVA[1] else vol.GetLowestValueArea();
def pLVA = CompoundValue(1, if cond then LVA[1] else pLVA[1], Double.NaN);
plot PrevHVA = if isnan(close) then double.nan else pHVA;
plot PrevLVA = if isnan(close) then double.nan else pLVA;
PrevHVA.SetDefaultColor(Color.YELLOW);
PrevLVA.SetDefaultColor(Color.YELLOW);
PrevHVA.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
PrevLVA.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
#Prior Day POC Calculated
def POC = if IsNaN(vol.GetPointOfControl()) and cond then POC[1] else vol.GetPointOfControl();
def pPOC = CompoundValue (1, if cond then POC[1] else pPOC[1], Double.NaN);
plot PrevPOC = pPOC;
PrevPOC.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
PrevPOC.SetDefaultColor(Color.MAGENTA);
plot scan= (PrevPOC - PrevLVA) / (PrevHVA -PrevLVA) = .50;
