Tracking Historical Developing Volume Profile VPOC, VAHigh and VALow on intraday timeframe

cmdlinetrader · Nov 22, 2022

TOS's Volume Profile study will always plot one horizontal line for the entire day on intraday chart, for VPOC, VAHigh and VALow, and as new data comes in, for example on a 1min chart, those lines may remain the same or move up or down to reflect an updated value area. What I would like (and I haven't been able to figure out how to do it) instead of one horizontal line representing the VPOC for the entire day, I would like the chart to keep a history of where the VPOC was at for example 9:30am, 9:31am...and so on if on a 1min chart. So for example, if between 9:30am and 9:59am the VPOC was at $100, and it changed to $105 at 10am, this is represented on the chart as two separated lines: one at $100 from 9:30 to 9:59, and one at $105 start at 10am to the current time. Is this even possible?

For a bit more info on this, here are the plots that generate VPOC, VAHigh and VALow taken from the native volume profile indicator.

Code:

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

I was thinking there must be a way to try to extract the value at each time slice and have it be a fixed value in some other array, but no luck.

SleepyZ · Nov 23, 2022

cmdlinetrader said:
TOS's Volume Profile study will always plot one horizontal line for the entire day on intraday chart, for VPOC, VAHigh and VALow, and as new data comes in, for example on a 1min chart, those lines may remain the same or move up or down to reflect an updated value area. What I would like (and I haven't been able to figure out how to do it) instead of one horizontal line representing the VPOC for the entire day, I would like the chart to keep a history of where the VPOC was at for example 9:30am, 9:31am...and so on if on a 1min chart. So for example, if between 9:30am and 9:59am the VPOC was at $100, and it changed to $105 at 10am, this is represented on the chart as two separated lines: one at $100 from 9:30 to 9:59, and one at $105 start at 10am to the current time. Is this even possible?

For a bit more info on this, here are the plots that generate VPOC, VAHigh and VALow taken from the native volume profile indicator.

Code:

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

I was thinking there must be a way to try to extract the value at each time slice and have it be a fixed value in some other array, but no luck.

Here is a script that does a bar by bar plot of the VolumeProfile. It is very resource intensive, so it may not work on all computers. It has 100 iterations.

The following chart example is a 2m chart timeframe with 2 copies of the script loaded. The first script has a input start of 0 (default) and the 2nd has an input start of 99. This will cover the entire RTH session.

In the image also is a TOS volumprofile study to confirm how the bar by bar script maps to the base script.

Ruby:

#VolumeProfile_bar_by_bar_Flexible_100_Iterations

#POC
#VolumeProfile_bar_by_bar

# plots POC, VAH and VAL for profiles starting at RTH Open and ending 1,2,3 etc bars later
# Not a realistic solution to the problem
# Nube
# 20220712 Sleepyz - Modified Nube's (TOS lounge) script to add additional else if statements to allow this to track these 3 variables on 5m and greater intraday periods. This can be very resource intense

def bn = BarNumber();
def na = Double.NaN;

script TestPro {
    input Start = 1;
    input nBars = 0;
    def bn    = BarNumber();
    def na    = Double.NaN;
    def EndBar        = if   bn == Start + nBars
                        then bn else EndBar[1];
    def NewProfile    = bn == Start or
                        bn crosses above EndBar;

    profile testProfile = VolumeProfile("startNewProfile" = NewProfile
, "onExpansion" = no, "numberOfProfiles" = 99, "pricePerRow" = TickSize(), "value area percent" = 70);

    plot hva = if   bn == EndBar
           then testProfile.GetHighestValueArea()
           else na;
    plot lva = if   bn == EndBar
           then testProfile.GetLowestValueArea()
           else na;
    plot poc = if   bn == EndBar
           then testProfile.GetPointOfControl()
           else na;
}
def RTHOpen = GetDay() == GetLastDay()  &&  GetTime() crosses above RegularTradingStart(GetYYYYMMDD());
def RTHBar = highestall(CompoundValue(1,
             if   RTHOpen
             then bn - 1
             else double.nan, 0));

input start = 0;

def hva =
if  bn == RTHBar + start + 1 then TestPro(RTHBar,  start + 1).hva else
if  bn == RTHBar + start + 2 then TestPro(RTHBar,  start + 2).hva else
if  bn == RTHBar + start + 3 then TestPro(RTHBar,  start + 3).hva else
if  bn == RTHBar + start + 4 then TestPro(RTHBar,  start + 4).hva else
if  bn == RTHBar + start + 5 then TestPro(RTHBar,  start + 5).hva else
if  bn == RTHBar + start + 6 then TestPro(RTHBar,  start + 6).hva else
if  bn == RTHBar + start + 7 then TestPro(RTHBar,  start + 7).hva else
if  bn == RTHBar + start + 8 then TestPro(RTHBar,  start + 8).hva else
if  bn == RTHBar + start + 9 then TestPro(RTHBar,  start + 9).hva else
if  bn == RTHBar + start + 10 then TestPro(RTHBar,  start + 10).hva else
if  bn == RTHBar + start + 11 then TestPro(RTHBar,  start + 11).hva else
if  bn == RTHBar + start + 12 then TestPro(RTHBar,  start + 12).hva else
if  bn == RTHBar + start + 13 then TestPro(RTHBar,  start + 13).hva else
if  bn == RTHBar + start + 14 then TestPro(RTHBar,  start + 14).hva else
if  bn == RTHBar + start + 15 then TestPro(RTHBar,  start + 15).hva else
if  bn == RTHBar + start + 16 then TestPro(RTHBar,  start + 16).hva else
if  bn == RTHBar + start + 17 then TestPro(RTHBar,  start + 17).hva else
if  bn == RTHBar + start + 18 then TestPro(RTHBar,  start + 18).hva else
if  bn == RTHBar + start + 19 then TestPro(RTHBar,  start + 19).hva else
if  bn == RTHBar + start + 20 then TestPro(RTHBar,  start + 20).hva else
if  bn == RTHBar + start + 21 then TestPro(RTHBar,  start + 21).hva else
if  bn == RTHBar + start + 22 then TestPro(RTHBar,  start + 22).hva else
if  bn == RTHBar + start + 23 then TestPro(RTHBar,  start + 23).hva else
if  bn == RTHBar + start + 24 then TestPro(RTHBar,  start + 24).hva else
if  bn == RTHBar + start + 25 then TestPro(RTHBar,  start + 25).hva else
if  bn == RTHBar + start + 26 then TestPro(RTHBar,  start + 26).hva else
if  bn == RTHBar + start + 27 then TestPro(RTHBar,  start + 27).hva else
if  bn == RTHBar + start + 28 then TestPro(RTHBar,  start + 28).hva else
if  bn == RTHBar + start + 29 then TestPro(RTHBar,  start + 29).hva else
if  bn == RTHBar + start + 30 then TestPro(RTHBar,  start + 30).hva else
if  bn == RTHBar + start + 31 then TestPro(RTHBar,  start + 31).hva else
if  bn == RTHBar + start + 32 then TestPro(RTHBar,  start + 32).hva else
if  bn == RTHBar + start + 33 then TestPro(RTHBar,  start + 33).hva else
if  bn == RTHBar + start + 34 then TestPro(RTHBar,  start + 34).hva else
if  bn == RTHBar + start + 35 then TestPro(RTHBar,  start + 35).hva else
if  bn == RTHBar + start + 36 then TestPro(RTHBar,  start + 36).hva else
if  bn == RTHBar + start + 37 then TestPro(RTHBar,  start + 37).hva else
if  bn == RTHBar + start + 38 then TestPro(RTHBar,  start + 38).hva else
if  bn == RTHBar + start + 39 then TestPro(RTHBar,  start + 39).hva else
if  bn == RTHBar + start + 40 then TestPro(RTHBar,  start + 40).hva else
if  bn == RTHBar + start + 41 then TestPro(RTHBar,  start + 41).hva else
if  bn == RTHBar + start + 42 then TestPro(RTHBar,  start + 42).hva else
if  bn == RTHBar + start + 43 then TestPro(RTHBar,  start + 43).hva else
if  bn == RTHBar + start + 44 then TestPro(RTHBar,  start + 44).hva else
if  bn == RTHBar + start + 45 then TestPro(RTHBar,  start + 45).hva else
if  bn == RTHBar + start + 46 then TestPro(RTHBar,  start + 46).hva else
if  bn == RTHBar + start + 47 then TestPro(RTHBar,  start + 47).hva else
if  bn == RTHBar + start + 48 then TestPro(RTHBar,  start + 48).hva else
if  bn == RTHBar + start + 49 then TestPro(RTHBar,  start + 49).hva else
if  bn == RTHBar + start + 50 then TestPro(RTHBar,  start + 50).hva else
if  bn == RTHBar + start + 51 then TestPro(RTHBar,  start + 51).hva else
if  bn == RTHBar + start + 52 then TestPro(RTHBar,  start + 52).hva else
if  bn == RTHBar + start + 53 then TestPro(RTHBar,  start + 53).hva else
if  bn == RTHBar + start + 54 then TestPro(RTHBar,  start + 54).hva else
if  bn == RTHBar + start + 55 then TestPro(RTHBar,  start + 55).hva else
if  bn == RTHBar + start + 56 then TestPro(RTHBar,  start + 56).hva else
if  bn == RTHBar + start + 57 then TestPro(RTHBar,  start + 57).hva else
if  bn == RTHBar + start + 58 then TestPro(RTHBar,  start + 58).hva else
if  bn == RTHBar + start + 59 then TestPro(RTHBar,  start + 59).hva else
if  bn == RTHBar + start + 60 then TestPro(RTHBar,  start + 60).hva else
if  bn == RTHBar + start + 61 then TestPro(RTHBar,  start + 61).hva else
if  bn == RTHBar + start + 62 then TestPro(RTHBar,  start + 62).hva else
if  bn == RTHBar + start + 63 then TestPro(RTHBar,  start + 63).hva else
if  bn == RTHBar + start + 64 then TestPro(RTHBar,  start + 64).hva else
if  bn == RTHBar + start + 65 then TestPro(RTHBar,  start + 65).hva else
if  bn == RTHBar + start + 66 then TestPro(RTHBar,  start + 66).hva else
if  bn == RTHBar + start + 67 then TestPro(RTHBar,  start + 67).hva else
if  bn == RTHBar + start + 68 then TestPro(RTHBar,  start + 68).hva else
if  bn == RTHBar + start + 69 then TestPro(RTHBar,  start + 69).hva else
if  bn == RTHBar + start + 70 then TestPro(RTHBar,  start + 70).hva else
if  bn == RTHBar + start + 71 then TestPro(RTHBar,  start + 71).hva else
if  bn == RTHBar + start + 72 then TestPro(RTHBar,  start + 72).hva else
if  bn == RTHBar + start + 73 then TestPro(RTHBar,  start + 73).hva else
if  bn == RTHBar + start + 74 then TestPro(RTHBar,  start + 74).hva else
if  bn == RTHBar + start + 75 then TestPro(RTHBar,  start + 75).hva else
if  bn == RTHBar + start + 76 then TestPro(RTHBar,  start + 76).hva else
if  bn == RTHBar + start + 77 then TestPro(RTHBar,  start + 77).hva else
if  bn == RTHBar + start + 78 then TestPro(RTHBar,  start + 78).hva else
if  bn == RTHBar + start + 79 then TestPro(RTHBar,  start + 79).hva else
if  bn == RTHBar + start + 80 then TestPro(RTHBar,  start + 80).hva else
if  bn == RTHBar + start + 81 then TestPro(RTHBar,  start + 81).hva else
if  bn == RTHBar + start + 82 then TestPro(RTHBar,  start + 82).hva else
if  bn == RTHBar + start + 83 then TestPro(RTHBar,  start + 83).hva else
if  bn == RTHBar + start + 84 then TestPro(RTHBar,  start + 84).hva else
if  bn == RTHBar + start + 85 then TestPro(RTHBar,  start + 85).hva else
if  bn == RTHBar + start + 86 then TestPro(RTHBar,  start + 86).hva else
if  bn == RTHBar + start + 87 then TestPro(RTHBar,  start + 87).hva else
if  bn == RTHBar + start + 88 then TestPro(RTHBar,  start + 88).hva else
if  bn == RTHBar + start + 89 then TestPro(RTHBar,  start + 89).hva else
if  bn == RTHBar + start + 90 then TestPro(RTHBar,  start + 90).hva else
if  bn == RTHBar + start + 91 then TestPro(RTHBar,  start + 91).hva else
if  bn == RTHBar + start + 92 then TestPro(RTHBar,  start + 92).hva else
if  bn == RTHBar + start + 93 then TestPro(RTHBar,  start + 93).hva else
if  bn == RTHBar + start + 94 then TestPro(RTHBar,  start + 94).hva else
if  bn == RTHBar + start + 95 then TestPro(RTHBar,  start + 95).hva else
if  bn == RTHBar + start + 96 then TestPro(RTHBar,  start + 96).hva else
if  bn == RTHBar + start + 97 then TestPro(RTHBar,  start + 97).hva else
if  bn == RTHBar + start + 98 then TestPro(RTHBar,  start + 98).hva else
if  bn == RTHBar + start + 99 then TestPro(RTHBar,  start + 99).hva else
if  bn == RTHBar + start + 100 then TestPro(RTHBar,  start + 100).hva else
na;

def lva =
if  bn == RTHBar + start + 1 then TestPro(RTHBar,  start + 1).lva else
if  bn == RTHBar + start + 2 then TestPro(RTHBar,  start + 2).lva else
if  bn == RTHBar + start + 3 then TestPro(RTHBar,  start + 3).lva else
if  bn == RTHBar + start + 4 then TestPro(RTHBar,  start + 4).lva else
if  bn == RTHBar + start + 5 then TestPro(RTHBar,  start + 5).lva else
if  bn == RTHBar + start + 6 then TestPro(RTHBar,  start + 6).lva else
if  bn == RTHBar + start + 7 then TestPro(RTHBar,  start + 7).lva else
if  bn == RTHBar + start + 8 then TestPro(RTHBar,  start + 8).lva else
if  bn == RTHBar + start + 9 then TestPro(RTHBar,  start + 9).lva else
if  bn == RTHBar + start + 10 then TestPro(RTHBar,  start + 10).lva else
if  bn == RTHBar + start + 11 then TestPro(RTHBar,  start + 11).lva else
if  bn == RTHBar + start + 12 then TestPro(RTHBar,  start + 12).lva else
if  bn == RTHBar + start + 13 then TestPro(RTHBar,  start + 13).lva else
if  bn == RTHBar + start + 14 then TestPro(RTHBar,  start + 14).lva else
if  bn == RTHBar + start + 15 then TestPro(RTHBar,  start + 15).lva else
if  bn == RTHBar + start + 16 then TestPro(RTHBar,  start + 16).lva else
if  bn == RTHBar + start + 17 then TestPro(RTHBar,  start + 17).lva else
if  bn == RTHBar + start + 18 then TestPro(RTHBar,  start + 18).lva else
if  bn == RTHBar + start + 19 then TestPro(RTHBar,  start + 19).lva else
if  bn == RTHBar + start + 20 then TestPro(RTHBar,  start + 20).lva else
if  bn == RTHBar + start + 21 then TestPro(RTHBar,  start + 21).lva else
if  bn == RTHBar + start + 22 then TestPro(RTHBar,  start + 22).lva else
if  bn == RTHBar + start + 23 then TestPro(RTHBar,  start + 23).lva else
if  bn == RTHBar + start + 24 then TestPro(RTHBar,  start + 24).lva else
if  bn == RTHBar + start + 25 then TestPro(RTHBar,  start + 25).lva else
if  bn == RTHBar + start + 26 then TestPro(RTHBar,  start + 26).lva else
if  bn == RTHBar + start + 27 then TestPro(RTHBar,  start + 27).lva else
if  bn == RTHBar + start + 28 then TestPro(RTHBar,  start + 28).lva else
if  bn == RTHBar + start + 29 then TestPro(RTHBar,  start + 29).lva else
if  bn == RTHBar + start + 30 then TestPro(RTHBar,  start + 30).lva else
if  bn == RTHBar + start + 31 then TestPro(RTHBar,  start + 31).lva else
if  bn == RTHBar + start + 32 then TestPro(RTHBar,  start + 32).lva else
if  bn == RTHBar + start + 33 then TestPro(RTHBar,  start + 33).lva else
if  bn == RTHBar + start + 34 then TestPro(RTHBar,  start + 34).lva else
if  bn == RTHBar + start + 35 then TestPro(RTHBar,  start + 35).lva else
if  bn == RTHBar + start + 36 then TestPro(RTHBar,  start + 36).lva else
if  bn == RTHBar + start + 37 then TestPro(RTHBar,  start + 37).lva else
if  bn == RTHBar + start + 38 then TestPro(RTHBar,  start + 38).lva else
if  bn == RTHBar + start + 39 then TestPro(RTHBar,  start + 39).lva else
if  bn == RTHBar + start + 40 then TestPro(RTHBar,  start + 40).lva else
if  bn == RTHBar + start + 41 then TestPro(RTHBar,  start + 41).lva else
if  bn == RTHBar + start + 42 then TestPro(RTHBar,  start + 42).lva else
if  bn == RTHBar + start + 43 then TestPro(RTHBar,  start + 43).lva else
if  bn == RTHBar + start + 44 then TestPro(RTHBar,  start + 44).lva else
if  bn == RTHBar + start + 45 then TestPro(RTHBar,  start + 45).lva else
if  bn == RTHBar + start + 46 then TestPro(RTHBar,  start + 46).lva else
if  bn == RTHBar + start + 47 then TestPro(RTHBar,  start + 47).lva else
if  bn == RTHBar + start + 48 then TestPro(RTHBar,  start + 48).lva else
if  bn == RTHBar + start + 49 then TestPro(RTHBar,  start + 49).lva else
if  bn == RTHBar + start + 50 then TestPro(RTHBar,  start + 50).lva else
if  bn == RTHBar + start + 51 then TestPro(RTHBar,  start + 51).lva else
if  bn == RTHBar + start + 52 then TestPro(RTHBar,  start + 52).lva else
if  bn == RTHBar + start + 53 then TestPro(RTHBar,  start + 53).lva else
if  bn == RTHBar + start + 54 then TestPro(RTHBar,  start + 54).lva else
if  bn == RTHBar + start + 55 then TestPro(RTHBar,  start + 55).lva else
if  bn == RTHBar + start + 56 then TestPro(RTHBar,  start + 56).lva else
if  bn == RTHBar + start + 57 then TestPro(RTHBar,  start + 57).lva else
if  bn == RTHBar + start + 58 then TestPro(RTHBar,  start + 58).lva else
if  bn == RTHBar + start + 59 then TestPro(RTHBar,  start + 59).lva else
if  bn == RTHBar + start + 60 then TestPro(RTHBar,  start + 60).lva else
if  bn == RTHBar + start + 61 then TestPro(RTHBar,  start + 61).lva else
if  bn == RTHBar + start + 62 then TestPro(RTHBar,  start + 62).lva else
if  bn == RTHBar + start + 63 then TestPro(RTHBar,  start + 63).lva else
if  bn == RTHBar + start + 64 then TestPro(RTHBar,  start + 64).lva else
if  bn == RTHBar + start + 65 then TestPro(RTHBar,  start + 65).lva else
if  bn == RTHBar + start + 66 then TestPro(RTHBar,  start + 66).lva else
if  bn == RTHBar + start + 67 then TestPro(RTHBar,  start + 67).lva else
if  bn == RTHBar + start + 68 then TestPro(RTHBar,  start + 68).lva else
if  bn == RTHBar + start + 69 then TestPro(RTHBar,  start + 69).lva else
if  bn == RTHBar + start + 70 then TestPro(RTHBar,  start + 70).lva else
if  bn == RTHBar + start + 71 then TestPro(RTHBar,  start + 71).lva else
if  bn == RTHBar + start + 72 then TestPro(RTHBar,  start + 72).lva else
if  bn == RTHBar + start + 73 then TestPro(RTHBar,  start + 73).lva else
if  bn == RTHBar + start + 74 then TestPro(RTHBar,  start + 74).lva else
if  bn == RTHBar + start + 75 then TestPro(RTHBar,  start + 75).lva else
if  bn == RTHBar + start + 76 then TestPro(RTHBar,  start + 76).lva else
if  bn == RTHBar + start + 77 then TestPro(RTHBar,  start + 77).lva else
if  bn == RTHBar + start + 78 then TestPro(RTHBar,  start + 78).lva else
if  bn == RTHBar + start + 79 then TestPro(RTHBar,  start + 79).lva else
if  bn == RTHBar + start + 80 then TestPro(RTHBar,  start + 80).lva else
if  bn == RTHBar + start + 81 then TestPro(RTHBar,  start + 81).lva else
if  bn == RTHBar + start + 82 then TestPro(RTHBar,  start + 82).lva else
if  bn == RTHBar + start + 83 then TestPro(RTHBar,  start + 83).lva else
if  bn == RTHBar + start + 84 then TestPro(RTHBar,  start + 84).lva else
if  bn == RTHBar + start + 85 then TestPro(RTHBar,  start + 85).lva else
if  bn == RTHBar + start + 86 then TestPro(RTHBar,  start + 86).lva else
if  bn == RTHBar + start + 87 then TestPro(RTHBar,  start + 87).lva else
if  bn == RTHBar + start + 88 then TestPro(RTHBar,  start + 88).lva else
if  bn == RTHBar + start + 89 then TestPro(RTHBar,  start + 89).lva else
if  bn == RTHBar + start + 90 then TestPro(RTHBar,  start + 90).lva else
if  bn == RTHBar + start + 91 then TestPro(RTHBar,  start + 91).lva else
if  bn == RTHBar + start + 92 then TestPro(RTHBar,  start + 92).lva else
if  bn == RTHBar + start + 93 then TestPro(RTHBar,  start + 93).lva else
if  bn == RTHBar + start + 94 then TestPro(RTHBar,  start + 94).lva else
if  bn == RTHBar + start + 95 then TestPro(RTHBar,  start + 95).lva else
if  bn == RTHBar + start + 96 then TestPro(RTHBar,  start + 96).lva else
if  bn == RTHBar + start + 97 then TestPro(RTHBar,  start + 97).lva else
if  bn == RTHBar + start + 98 then TestPro(RTHBar,  start + 98).lva else
if  bn == RTHBar + start + 99 then TestPro(RTHBar,  start + 99).lva else
if  bn == RTHBar + start + 100 then TestPro(RTHBar,  start + 100).lva else
na;

def poc =
if  bn == RTHBar + start + 1 then TestPro(RTHBar,  start + 1).poc else
if  bn == RTHBar + start + 2 then TestPro(RTHBar,  start + 2).poc else
if  bn == RTHBar + start + 3 then TestPro(RTHBar,  start + 3).poc else
if  bn == RTHBar + start + 4 then TestPro(RTHBar,  start + 4).poc else
if  bn == RTHBar + start + 5 then TestPro(RTHBar,  start + 5).poc else
if  bn == RTHBar + start + 6 then TestPro(RTHBar,  start + 6).poc else
if  bn == RTHBar + start + 7 then TestPro(RTHBar,  start + 7).poc else
if  bn == RTHBar + start + 8 then TestPro(RTHBar,  start + 8).poc else
if  bn == RTHBar + start + 9 then TestPro(RTHBar,  start + 9).poc else
if  bn == RTHBar + start + 10 then TestPro(RTHBar,  start + 10).poc else
if  bn == RTHBar + start + 11 then TestPro(RTHBar,  start + 11).poc else
if  bn == RTHBar + start + 12 then TestPro(RTHBar,  start + 12).poc else
if  bn == RTHBar + start + 13 then TestPro(RTHBar,  start + 13).poc else
if  bn == RTHBar + start + 14 then TestPro(RTHBar,  start + 14).poc else
if  bn == RTHBar + start + 15 then TestPro(RTHBar,  start + 15).poc else
if  bn == RTHBar + start + 16 then TestPro(RTHBar,  start + 16).poc else
if  bn == RTHBar + start + 17 then TestPro(RTHBar,  start + 17).poc else
if  bn == RTHBar + start + 18 then TestPro(RTHBar,  start + 18).poc else
if  bn == RTHBar + start + 19 then TestPro(RTHBar,  start + 19).poc else
if  bn == RTHBar + start + 20 then TestPro(RTHBar,  start + 20).poc else
if  bn == RTHBar + start + 21 then TestPro(RTHBar,  start + 21).poc else
if  bn == RTHBar + start + 22 then TestPro(RTHBar,  start + 22).poc else
if  bn == RTHBar + start + 23 then TestPro(RTHBar,  start + 23).poc else
if  bn == RTHBar + start + 24 then TestPro(RTHBar,  start + 24).poc else
if  bn == RTHBar + start + 25 then TestPro(RTHBar,  start + 25).poc else
if  bn == RTHBar + start + 26 then TestPro(RTHBar,  start + 26).poc else
if  bn == RTHBar + start + 27 then TestPro(RTHBar,  start + 27).poc else
if  bn == RTHBar + start + 28 then TestPro(RTHBar,  start + 28).poc else
if  bn == RTHBar + start + 29 then TestPro(RTHBar,  start + 29).poc else
if  bn == RTHBar + start + 30 then TestPro(RTHBar,  start + 30).poc else
if  bn == RTHBar + start + 31 then TestPro(RTHBar,  start + 31).poc else
if  bn == RTHBar + start + 32 then TestPro(RTHBar,  start + 32).poc else
if  bn == RTHBar + start + 33 then TestPro(RTHBar,  start + 33).poc else
if  bn == RTHBar + start + 34 then TestPro(RTHBar,  start + 34).poc else
if  bn == RTHBar + start + 35 then TestPro(RTHBar,  start + 35).poc else
if  bn == RTHBar + start + 36 then TestPro(RTHBar,  start + 36).poc else
if  bn == RTHBar + start + 37 then TestPro(RTHBar,  start + 37).poc else
if  bn == RTHBar + start + 38 then TestPro(RTHBar,  start + 38).poc else
if  bn == RTHBar + start + 39 then TestPro(RTHBar,  start + 39).poc else
if  bn == RTHBar + start + 40 then TestPro(RTHBar,  start + 40).poc else
if  bn == RTHBar + start + 41 then TestPro(RTHBar,  start + 41).poc else
if  bn == RTHBar + start + 42 then TestPro(RTHBar,  start + 42).poc else
if  bn == RTHBar + start + 43 then TestPro(RTHBar,  start + 43).poc else
if  bn == RTHBar + start + 44 then TestPro(RTHBar,  start + 44).poc else
if  bn == RTHBar + start + 45 then TestPro(RTHBar,  start + 45).poc else
if  bn == RTHBar + start + 46 then TestPro(RTHBar,  start + 46).poc else
if  bn == RTHBar + start + 47 then TestPro(RTHBar,  start + 47).poc else
if  bn == RTHBar + start + 48 then TestPro(RTHBar,  start + 48).poc else
if  bn == RTHBar + start + 49 then TestPro(RTHBar,  start + 49).poc else
if  bn == RTHBar + start + 50 then TestPro(RTHBar,  start + 50).poc else
if  bn == RTHBar + start + 51 then TestPro(RTHBar,  start + 51).poc else
if  bn == RTHBar + start + 52 then TestPro(RTHBar,  start + 52).poc else
if  bn == RTHBar + start + 53 then TestPro(RTHBar,  start + 53).poc else
if  bn == RTHBar + start + 54 then TestPro(RTHBar,  start + 54).poc else
if  bn == RTHBar + start + 55 then TestPro(RTHBar,  start + 55).poc else
if  bn == RTHBar + start + 56 then TestPro(RTHBar,  start + 56).poc else
if  bn == RTHBar + start + 57 then TestPro(RTHBar,  start + 57).poc else
if  bn == RTHBar + start + 58 then TestPro(RTHBar,  start + 58).poc else
if  bn == RTHBar + start + 59 then TestPro(RTHBar,  start + 59).poc else
if  bn == RTHBar + start + 60 then TestPro(RTHBar,  start + 60).poc else
if  bn == RTHBar + start + 61 then TestPro(RTHBar,  start + 61).poc else
if  bn == RTHBar + start + 62 then TestPro(RTHBar,  start + 62).poc else
if  bn == RTHBar + start + 63 then TestPro(RTHBar,  start + 63).poc else
if  bn == RTHBar + start + 64 then TestPro(RTHBar,  start + 64).poc else
if  bn == RTHBar + start + 65 then TestPro(RTHBar,  start + 65).poc else
if  bn == RTHBar + start + 66 then TestPro(RTHBar,  start + 66).poc else
if  bn == RTHBar + start + 67 then TestPro(RTHBar,  start + 67).poc else
if  bn == RTHBar + start + 68 then TestPro(RTHBar,  start + 68).poc else
if  bn == RTHBar + start + 69 then TestPro(RTHBar,  start + 69).poc else
if  bn == RTHBar + start + 70 then TestPro(RTHBar,  start + 70).poc else
if  bn == RTHBar + start + 71 then TestPro(RTHBar,  start + 71).poc else
if  bn == RTHBar + start + 72 then TestPro(RTHBar,  start + 72).poc else
if  bn == RTHBar + start + 73 then TestPro(RTHBar,  start + 73).poc else
if  bn == RTHBar + start + 74 then TestPro(RTHBar,  start + 74).poc else
if  bn == RTHBar + start + 75 then TestPro(RTHBar,  start + 75).poc else
if  bn == RTHBar + start + 76 then TestPro(RTHBar,  start + 76).poc else
if  bn == RTHBar + start + 77 then TestPro(RTHBar,  start + 77).poc else
if  bn == RTHBar + start + 78 then TestPro(RTHBar,  start + 78).poc else
if  bn == RTHBar + start + 79 then TestPro(RTHBar,  start + 79).poc else
if  bn == RTHBar + start + 80 then TestPro(RTHBar,  start + 80).poc else
if  bn == RTHBar + start + 81 then TestPro(RTHBar,  start + 81).poc else
if  bn == RTHBar + start + 82 then TestPro(RTHBar,  start + 82).poc else
if  bn == RTHBar + start + 83 then TestPro(RTHBar,  start + 83).poc else
if  bn == RTHBar + start + 84 then TestPro(RTHBar,  start + 84).poc else
if  bn == RTHBar + start + 85 then TestPro(RTHBar,  start + 85).poc else
if  bn == RTHBar + start + 86 then TestPro(RTHBar,  start + 86).poc else
if  bn == RTHBar + start + 87 then TestPro(RTHBar,  start + 87).poc else
if  bn == RTHBar + start + 88 then TestPro(RTHBar,  start + 88).poc else
if  bn == RTHBar + start + 89 then TestPro(RTHBar,  start + 89).poc else
if  bn == RTHBar + start + 90 then TestPro(RTHBar,  start + 90).poc else
if  bn == RTHBar + start + 91 then TestPro(RTHBar,  start + 91).poc else
if  bn == RTHBar + start + 92 then TestPro(RTHBar,  start + 92).poc else
if  bn == RTHBar + start + 93 then TestPro(RTHBar,  start + 93).poc else
if  bn == RTHBar + start + 94 then TestPro(RTHBar,  start + 94).poc else
if  bn == RTHBar + start + 95 then TestPro(RTHBar,  start + 95).poc else
if  bn == RTHBar + start + 96 then TestPro(RTHBar,  start + 96).poc else
if  bn == RTHBar + start + 97 then TestPro(RTHBar,  start + 97).poc else
if  bn == RTHBar + start + 98 then TestPro(RTHBar,  start + 98).poc else
if  bn == RTHBar + start + 99 then TestPro(RTHBar,  start + 99).poc else
if  bn == RTHBar + start + 100 then TestPro(RTHBar,  start + 100).poc else
na;

plot
LoVA = if   bn > HighestAll(RTHBar)
       then lva else na;
plot
HiVA = if   bn > HighestAll(RTHBar)
       then hva else na;
plot
PointOfControl = if   bn > HighestAll(RTHBar)
                 then poc else na;

LoVA.SetDefaultColor(Color.VIOLET);
LoVA.SetPaintingStrategy(PaintingStrategy.LINE_VS_SQUARES);
LoVA.EnableApproximation();
LoVA.SetLineWeight(2);
HiVA.SetPaintingStrategy(PaintingStrategy.LINE_VS_SQUARES);
HiVA.SetDefaultColor(Color.VIOLET);
HiVA.EnableApproximation();
HiVA.SetLineWeight(2);
PointOfControl.SetDefaultColor(Color.YELLOW);
PointOfControl.SetPaintingStrategy(PaintingStrategy.LINE_VS_SQUARES);
PointOfControl.EnableApproximation();
PointOfControl.SetLineWeight(2);

AddCloud(close, PointOfControl, color1 = Color.GREEN, showBorder = yes);

#POC Variance to Close
input label_VAR = no;
AddLabel(label_VAR, "Close: " + AsText(close) + " POC: " + AsText(PointOfControl) + " %Var: " + AsPercent((close - PointOfControl) / PointOfControl), if close > PointOfControl then Color.GREEN else if close < PointOfControl then Color.RED else Color.WHITE);


#Cloud - Close Proximity to Pointofcontrol
input showcloud = yes;

def crossbn     = if close crosses PointOfControl then bn else Double.NaN;
def touch       = Between(PointOfControl, low, high);
AddCloud(if showcloud and !touch and bn >= HighestAll(crossbn)
         then close
         else Double.NaN,
         PointOfControl,
         Color.GREEN, Color.RED);

#Vertical lines when close crosses POC
input showvertical = yes;
AddVerticalLine(showvertical and close crosses PointOfControl,
                "",
                if close crosses above PointOfControl
                then Color.GREEN
                else Color.RED, stroke = Curve.FIRM);
;

cmdlinetrader · Nov 24, 2022

Thanks! I was afraid of this, having to keep/construct an instance of VolumeProfile() object for each bar starting from the first bar, which makes it pretty resource intensive indeed.

Thought · Dec 23, 2022

SleepyZ said:
Here is a script that does a bar by bar plot of the VolumeProfile. It is very resource intensive, so it may not work on all computers. It has 100 iterations.

The following chart example is a 2m chart timeframe with 2 copies of the script loaded. The first script has a input start of 0 (default) and the 2nd has an input start of 99. This will cover the entire RTH session.

In the image also is a TOS volumprofile study to confirm how the bar by bar script maps to the base script.

Hi, I would like to know what version on MacBook that can cover the entire RTH. I have 2017 macbook pro ventura 13.0.1 with a 4 GB Graphics intel and 16GB Memory

SleepyZ · Dec 23, 2022

Thought said:
Hi, I would like to know what version on MacBook that can cover the entire RTH. I have 2017 macbook pro ventura 13.0.1 with a 4 GB Graphics intel and 16GB Memory

Sorry, but I don't have a MacBook. I think that one just has to try it on whatever computer owned and see if it works on it. The script works, so that should not be a problem, but individual performance issues are.

Best of luck!

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Tracking Historical Developing Volume Profile VPOC, VAHigh and VALow on intraday timeframe

cmdlinetrader

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SleepyZ

SleepyZ

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cmdlinetrader

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Thought

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SleepyZ

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