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How to view a "Quarter" / 3 month period for Volume Profile?

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Skyfly93

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I'm trying to view volume profile for a "QUARTER" (past 3 months) period, but not sure how to code it. Anyone have any suggestions? TOS volume profile code below.

Code:
#
# TD Ameritrade IP Company, Inc. (c) 2010-2018
#

input pricePerRowHeightMode = {default AUTOMATIC, TICKSIZE, CUSTOM};
input customRowHeight = 1.0;
input timePerProfile = {default CHART, MINUTE, HOUR, HOUR2, HOUR4, HOUR9, DAY, DAY2, WEEK, MONTH, "OPT EXP", BAR, YEAR};
input multiplier = 1;
input onExpansion = no;
input profiles = 1000;
input showPointOfControl = yes;
input showValueArea = yes;
input valueAreaPercent = 70;
input opacity = 15;

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);
def year = getYear();
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 HOUR2:
    period = Floor(seconds / 7200 + day_number * 24);
case HOUR4:
    period = Floor(seconds / 14400 + day_number * 24);
case HOUR9:
    period = Floor(seconds / 32400 + day_number * 24);
case DAY:
    period = CountTradingDays(Min(First(yyyymmdd), yyyymmdd), yyyymmdd) - 1;
case DAY2:
    period = CountTradingDays(Min(First(yyyymmdd), yyyymmdd), yyyymmdd) - 2;
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;
case YEAR:
    period = Floor(year - First(year));
 
Solution
I'm trying to view volume profile for a "QUARTER" (past 3 months) period, but not sure how to code it. Anyone have any suggestions? TOS volume profile code below.

See if this helps
Code:
#Example_VolumeProfile_Quarter_Year
#
# TD Ameritrade IP Company, Inc. (c) 2010-2021
#

input pricePerRowHeightMode = {default AUTOMATIC, TICKSIZE, CUSTOM};
input customRowHeight = 1.0;
input timePerProfile = {default CHART, MINUTE, HOUR, DAY, WEEK, MONTH, QUARTER, YEAR, "OPT EXP", BAR};
input multiplier = 1;
input onExpansion = yes;
input profiles = 1000;
input showPointOfControl = yes;
input showValueArea = yes;
input valueAreaPercent = 70;
input opacity = 50;

def period;
def yyyymmdd = getYyyyMmDd();
def seconds = secondsFromTime(0);
def month...
I'm trying to view volume profile for a "QUARTER" (past 3 months) period, but not sure how to code it. Anyone have any suggestions? TOS volume profile code below.

See if this helps
Code:
#Example_VolumeProfile_Quarter_Year
#
# TD Ameritrade IP Company, Inc. (c) 2010-2021
#

input pricePerRowHeightMode = {default AUTOMATIC, TICKSIZE, CUSTOM};
input customRowHeight = 1.0;
input timePerProfile = {default CHART, MINUTE, HOUR, DAY, WEEK, MONTH, QUARTER, YEAR, "OPT EXP", BAR};
input multiplier = 1;
input onExpansion = yes;
input profiles = 1000;
input showPointOfControl = yes;
input showValueArea = yes;
input valueAreaPercent = 70;
input opacity = 50;

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 qtr = if getmonth()==1 then 1 else if getmonth()==4 then 2 else if getmonth()==7 then 3 else if getmonth()==10 then 4 else qtr[1];
def year = getyear();
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 QUARTER:
    period = qtr;
case YEAR:
period = Floor(year - First(year));
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 = if timePerProfile==timeperProfile.Quarter then  period!=period[1] else count < count[1] + period - period[1];
def height;
switch (pricePerRowHeightMode) {
case AUTOMATIC:
    height = PricePerRow.AUTOMATIC;
case TICKSIZE:
    height = PricePerRow.TICKSIZE;
case CUSTOM:
    height = customRowHeight;
}

profile vol = volumeProfile("startNewProfile" = cond, "onExpansion" = onExpansion, "numberOfProfiles" = profiles, "pricePerRow" = height, "value area percent" = valueAreaPercent);
def con = compoundValue(1, onExpansion, no);
def pc = if IsNaN(vol.getPointOfControl()) and con then pc[1] else vol.getPointOfControl();
def hVA = if IsNaN(vol.getHighestValueArea()) and con then hVA[1] else vol.getHighestValueArea();
def lVA = if IsNaN(vol.getLowestValueArea()) and con then lVA[1] else vol.getLowestValueArea();

def hProfile = if IsNaN(vol.getHighest()) and con then hProfile[1] else vol.getHighest();
def lProfile = if IsNaN(vol.getLowest()) and con then lProfile[1] else vol.getLowest();
def plotsDomain = IsNaN(close) == onExpansion;

plot POC = if plotsDomain then pc else Double.NaN;
plot ProfileHigh = if plotsDomain then hProfile else Double.NaN;
plot ProfileLow = if plotsDomain then lProfile else Double.NaN;
plot VAHigh = if plotsDomain then hVA else Double.NaN;
plot VALow = if plotsDomain then lVA else Double.NaN;

DefineGlobalColor("Profile", GetColor(1));
DefineGlobalColor("Point Of Control", GetColor(5));
DefineGlobalColor("Value Area", GetColor(8));

vol.show(globalColor("Profile"), if showPointOfControl then globalColor("Point Of Control") else color.current, if showValueArea then globalColor("Value Area") else color.current, opacity);
POC.SetDefaultColor(globalColor("Point Of Control"));
POC.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
VAHigh.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
VALow.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
VAHigh.SetDefaultColor(globalColor("Value Area"));
VALow.SetDefaultColor(globalColor("Value Area"));
ProfileHigh.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
ProfileLow.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
ProfileHigh.SetDefaultColor(GetColor(3));
ProfileLow.SetDefaultColor(GetColor(3));
ProfileHigh.hide();
ProfileLow.hide();
Capture.jpg
 
Solution

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It doesn't seem to work in my code. I only want to show the VAL, VAH, and POC.
Code:
# =================================
# Volume Profile Definition Section
# =================================

def profiles = 50;
def customRowHeight = 1.0;
def multiplier = 1;
def onExpansion = ShowTodayOnly;
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);
def qtr = if getmonth()==1 then 1 else if getmonth()==4 then 2 else if getmonth()==7 then 3 else if getmonth()==10 then 4 else qtr[1];
def period = qtr ;
#floor(qtr - first(qtr));
def height = PricePerRow.TICKSIZE;

rec 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];



#============================
# Plot POC VAH VAL Section
#============================

profile tpo = if ProfileType == ProfileType.Volume then VolumeProfile("startNewProfile" = cond, "onExpansion" = onExpansion, "numberOfProfiles" = profiles, "pricePerRow" = height, "value area percent" = valueAreaPercent)
    else TimeProfile("startNewProfile" = cond, "onExpansion" = onExpansion, "numberOfProfiles" = profiles, "pricePerRow" = height, "value area percent" = valueAreaPercent);


rec PC = if cond == 1 then tpo.GetPointOfControl()[1] else PC[1];
plot POC = Round(If(ValueAreaMode == ValueAreaMode."Auto", PC, if NewDay then PointOfControl else PC) / TickSize(), 0) * TickSize();
POC.SetDefaultColor(Color.WHITE);
POC.SetStyle(Curve.FIRM);
POC.SetLineWeight(2);
AddChartBubble(bar == HighestAll(bar) and ShowBubbles, POC, "POC", Color.WHITE, no);

rec hVA = if cond == 1 then tpo.GetHighestValueArea()[1] else hVA[1];
plot VAH = Round(If(ValueAreaMode == ValueAreaMode."Auto", hVA, if NewDay then ValueAreaHigh else hVA) / TickSize(), 0) * TickSize();
VAH.SetDefaultColor(Color.PINK);
VAH.SetStyle(Curve.FIRM);
AddChartBubble(bar == HighestAll(bar) and ShowBubbles, VAH, "VAH", Color.PINK, no);

rec lVA = if cond == 1 then tpo.GetLowestValueArea()[1] else lVA[1];
plot VAL =  Round(If(ValueAreaMode == ValueAreaMode."Auto", lVA, if NewDay then ValueAreaLow else lVA) / TickSize(), 0) * TickSize();

VAL.SetDefaultColor(Color.Light_GREEN);
VAL.SetStyle(Curve.FIRM);
AddChartBubble(bar == HighestAll(bar) and ShowBubbles, VAL, "VAL", Color.Light_GREEN, no);
 
It doesn't seem to work in my code. I only want to show the VAL, VAH, and POC.

# =================================
# Volume Profile Definition Section
# =================================

def profiles = 50;
def customRowHeight = 1.0;
def multiplier = 1;
def onExpansion = ShowTodayOnly;
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);
def qtr = if getmonth()==1 then 1 else if getmonth()==4 then 2 else if getmonth()==7 then 3 else if getmonth()==10 then 4 else qtr[1];
def period = qtr ;
#floor(qtr - first(qtr));
def height = PricePerRow.TICKSIZE;

rec 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];



#============================
# Plot POC VAH VAL Section
#============================

profile tpo = if ProfileType == ProfileType.Volume then VolumeProfile("startNewProfile" = cond, "onExpansion" = onExpansion, "numberOfProfiles" = profiles, "pricePerRow" = height, "value area percent" = valueAreaPercent)
else TimeProfile("startNewProfile" = cond, "onExpansion" = onExpansion, "numberOfProfiles" = profiles, "pricePerRow" = height, "value area percent" = valueAreaPercent);


rec PC = if cond == 1 then tpo.GetPointOfControl()[1] else PC[1];
plot POC = Round(If(ValueAreaMode == ValueAreaMode."Auto", PC, if NewDay then PointOfControl else PC) / TickSize(), 0) * TickSize();
POC.SetDefaultColor(Color.WHITE);
POC.SetStyle(Curve.FIRM);
POC.SetLineWeight(2);
AddChartBubble(bar == HighestAll(bar) and ShowBubbles, POC, "POC", Color.WHITE, no);

rec hVA = if cond == 1 then tpo.GetHighestValueArea()[1] else hVA[1];
plot VAH = Round(If(ValueAreaMode == ValueAreaMode."Auto", hVA, if NewDay then ValueAreaHigh else hVA) / TickSize(), 0) * TickSize();
VAH.SetDefaultColor(Color.PINK);
VAH.SetStyle(Curve.FIRM);
AddChartBubble(bar == HighestAll(bar) and ShowBubbles, VAH, "VAH", Color.PINK, no);

rec lVA = if cond == 1 then tpo.GetLowestValueArea()[1] else lVA[1];
plot VAL = Round(If(ValueAreaMode == ValueAreaMode."Auto", lVA, if NewDay then ValueAreaLow else lVA) / TickSize(), 0) * TickSize();

VAL.SetDefaultColor(Color.Light_GREEN);
VAL.SetStyle(Curve.FIRM);
AddChartBubble(bar == HighestAll(bar) and ShowBubbles, VAL, "VAL", Color.Light_GREEN, no);
Since the code you provided is not the same as your original request and does not seem to have all parts of the code, I can not test it. However, the changes I made in what I posted for the TOS version of Volume Profile, had another change that is necessary in it that you did not reflect in your most recent code. Change the def cond and see if that helps.
def cond = if period==qtr then period!=period[1] else count < count[1] + period - period[1];
 
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