Volume Profile for 1st hour only

[JoseyWales]

I wanted to modify the tos VP code so that it could show just one profile per day.
For example, I have a 1 minute chart and want to have a 15 minute profile but I only want to show the 1st 15 minute profile of that day.

I would set my time per profile to minutes with a multiplayer of 15. Problem is I get multiple 15 minute profiles throughout the day.

Is it possible to add some time qualifier in the code that says if the current time is greater than 15 minutes after open don't calculate it.
And an input to turn that on or off. "Show just 1st profile Y"

Thanks for any help anyone can provide

 

[SleepyZ]

I wanted to modify the tos VP code so that it could show just one profile per day.
For example, I have a 1 minute chart and want to have a 15 minute profile but I only want to show the 1st 15 minute profile of that day.

I would set my time per profile to minutes with a multiplayer of 15. Problem is I get multiple 15 minute profiles throughout the day.

Is it possible to add some time qualifier in the code that says if the current time is greater than 15 minutes after open don't calculate it.
And an input to turn that on or off. "Show just 1st profile Y"

Thanks for any help anyone can provide

This will show the 1st 15m VolumeProfile POC, VAHigh and VALow lines, with an option to extend them
Added minutes as an input. Adjust the time input end to match the minutes input. It is currently defaulted to 0945, which matches the 15m example

#VolumeProfile_1st_15m_Option_to_Extend

input extend  = yes;
input minutes = 15;
input begin   = 0930;
input end     = 0945;
def vpoc = reference VolumeProfile("time per profile" = "MINUTE", multiplier = minutes, "on expansion" = no).POC;
def vhi  = reference VolumeProfile("time per profile" = "MINUTE", multiplier = minutes, "on expansion" = no).VAHigh;
def vlo  = reference VolumeProfile("time per profile" = "MINUTE", multiplier = minutes, "on expansion" = no).VALow;
def vpoc_15 = if SecondsFromTime(begin) >= 0 and SecondsFromTime(end) < 0 then vpoc else if extend then vpoc_15[1] else double.nan;
def vhi_15 = if SecondsFromTime(begin) >= 0 and SecondsFromTime(end) < 0 then  vhi else if extend then vhi_15[1] else double.nan;
def vlo_15  = if SecondsFromTime(begin) >= 0 and SecondsFromTime(end) < 0 then  vlo else if extend then vlo_15[1] else double.nan;
plot poc    = vpoc_15;
plot VAHigh = vhi_15;
plot VALow  = vlo_15;

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

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"));

#

 

[JoseyWales]

Thank you sleepy.
I will play with this and see if I have any questions.

 

[SleepyZ]

Thank you sleepy.
I will play with this and see if I have any questions

Thanks.

This is qwirky as we are provided little control of the volumeprofile indicator.
So this will not work for various number of minutes with extended hours selected as the minutes option starts at random times dependent on the number of bars on the chart.
It will work most reliably without extended hours selected
The following version does not require you to input an end time as it is calculated on input minutes
Hope you can find it useful!

#VolumeProfile_1st_X_minuts_Option_to_Extend

input extend  = yes;
input minutes = 15;
input begin   = 0930;

def hr  = Round(begin / 100, 0);
def min = begin - 100 * Round(begin / 100, 0);
def addlhrs = RoundDown(minutes / 60, 0);
def addlmin = minutes - addlhrs * 60;
def addlminhrs = if (min + addlmin) >= 60 then 1 else 0;
def addlminmin = min + addlmin - addlminhrs * 60;
def end        = (hr + addlhrs + addlminhrs) * 100 + addlminmin;
AddVerticalLine(SecondsFromTime(end) == 0, AsPrice(end), Color.WHITE);
def vpoc = reference VolumeProfile("time per profile" = "MINUTE", multiplier = minutes, "on expansion" = no).POC;
def vhi  = reference VolumeProfile("time per profile" = "MINUTE", multiplier = minutes, "on expansion" = no).VAHigh;
def vlo  = reference VolumeProfile("time per profile" = "MINUTE", multiplier = minutes, "on expansion" = no).VALow;
def vpoc_15 = if SecondsFromTime(begin) >= 0 and SecondsFromTime(end) < 0 then vpoc else if extend then vpoc_15[1] else Double.NaN;
def vhi_15 = if SecondsFromTime(begin) >= 0 and SecondsFromTime(end) < 0 then  vhi else if extend then vhi_15[1] else Double.NaN;
def vlo_15  = if SecondsFromTime(begin) >= 0 and SecondsFromTime(end) < 0 then  vlo else if extend then vlo_15[1] else Double.NaN;
plot poc    = vpoc_15;
plot VAHigh = vhi_15;
plot VALow  = vlo_15;

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

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"));

#

 

[JoseyWales]

Hello Sleepy

I just saw your reply this morning. Not sure I understand fully what you mean by not working for various number of minutes. I think your revised is easier for my purpose however. This is what I was writing at the time you sent that.

This is kind of working great.

My intent is to run this for consecutive 15 minute time periods starting at 9:30 until the end of day in order to track the POC movement.

So the start time is always 9:30 but the end time extends by 15 minutes each time.

I did see you created code to do this but as you pointed out it is very resource heavy. Eventually I want to go down to 5 minute intervals.

I believe I have the setting correct but am getting some unexpected results.

I originally put in just the 1st 15 minutes and all good. Then the second 15 also seemed okay but the more I put in the stranger the results were.

Here are my settings and I did change the total minutes and end time for each.

Also attached is the chart of the 1st 37 or so minutes. The POCS for this study are the dark yellow or gold ones.

The bottom is the 1st 15, the next up the second and the top is the last developing one.

The top one should start at 9:30 but isn’t. And it should be down close to the red line which is the daily poc on the tos study.

If these kinks can be worked out another wish list items would be:

Have the POCS draw from the previous end poc. Maybe a start draw time input. Still needs to be calculated from 9:30 though.

Sorry I should have added my original final intent in my first post.

 

[SleepyZ]

Hello Sleepy

I just saw your reply this morning. Not sure I understand fully what you mean by not working for various number of minutes. I think your revised is easier for my purpose however. This is what I was writing at the time you sent that.

This is kind of working great.

My intent is to run this for consecutive 15 minute time periods starting at 9:30 until the end of day in order to track the POC movement.

So the start time is always 9:30 but the end time extends by 15 minutes each time.

I did see you created code to do this but as you pointed out it is very resource heavy. Eventually I want to go down to 5 minute intervals.

I believe I have the setting correct but am getting some unexpected results.

I originally put in just the 1st 15 minutes and all good. Then the second 15 also seemed okay but the more I put in the stranger the results were.

Here are my settings and I did change the total minutes and end time for each.

Also attached is the chart of the 1st 37 or so minutes. The POCS for this study are the dark yellow or gold ones.

The bottom is the 1st 15, the next up the second and the top is the last developing one.

The top one should start at 9:30 but isn’t. And it should be down close to the red line which is the daily poc on the tos study.

If these kinks can be worked out another wish list items would be:

Have the POCS draw from the previous end poc. Maybe a start draw time input. Still needs to be calculated from 9:30 though.

Sorry I should have added my original final intent in my first post.

View attachment 22603


View attachment 22604

If you are trying to track the bar by bar Daily movement of the POC/VAH/VAL lines, but want to lessen the performance hit of the previously provided bar by bar code, included in the folloing link, then the code in the link with a modification to allow a skipping of bars might work for you.

https://tos.mx/!o02sDatw

The image shows:
1. Regular Daily VolumeProfile as 3 lines
The Lines remain Horizontal throughout the Day and reflect the last values formed
2. Daily VolumeProfile Tracking in YELLOW Dots of the Bar by Bar tracking code
The Dots follow where the Horizontal Lines in '1.' have been throughout the Day
3. Daily VolumeProfile Tracking in Amber Dots of Bar by Bar, skipping plots every X bars input
The Dots also track the movement of the Horizontal Line, but update whenever input X bars occurs.
This might help the performance issue of the code described in '2' above.
The image shows an input bars = 5.
To track the whole day on 1m chart, use 2 copies,
one with bars = 5 and start = 0,
2nd with bars = 5 and start = 195
4. Regular VolumeProfile set to start at 0930 with a setting of timeperprofile of minutes, multiplier 20
This does not track the Daily VolumeProfile's movement profile by profile throughout the Day
It provides the Profile levels for the 20 minutes which may or may not be a Daily Profile levels