Volume Profile Indicator & POCs For ThinkOrSwim

[Angrybear]

Did anyone figure out how to code the venom lines, they are different from R1 and S1

 

[Trading51]

The hidebubble function to hide the bubbles on the price axis is not able to be modified. So I made code to hide them all.

I then created addchartbubbles with the option to display the price at the end of the poc lines remaining uncrossed.

You may want to reduce the number of plots if this study slows your computer,

#Example_Prior Day_POC_Extended_until_Crossed_
[QUOTE]
#20171027 - BLT... chat request by Tb8... using parts of TOS VolumeProfile study to define POC
#Black lines are extended until POC crossed

# VolumeProfile
# TD Ameritrade IP Company, Inc. (c) 2010-2017
#

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);

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);

#Define Prior POC Calc.
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);

def CurHVA = HVA;
def CurLVA = LVA;

def PrevHVA = pHVA;
def PrevLVA = pLVA;

#Plot Prior POC
def xppoc    = if period != period[1] then 1 else if xppoc[1] == 1 and close crosses pPOC then 0 else xppoc[1];

plot PrevPOC = pPOC;

PrevPOC.SetPaintingStrategy(PaintingStrategy.POINTS);
PrevPOC.SetDefaultColor(Color.PLUM);

###
#20171027 - Additional Code for Limited Extended POC plot request by Tb8
input debug = no;
plot xx = if !debug then Double.NaN else period;
xx.SetPaintingStrategy(PaintingStrategy.VALUES_BELOW);

input c = close;#change this to some other price if desired

#Extends Plot of pPOC (Point of Control) for each day to the right
def p1a = if period == 90 then pPOC else p1a[1];
def p2a = if period == 89 then pPOC else p2a[1];
def p3a = if period == 88 then pPOC else p3a[1];
def p4a = if period == 87 then pPOC else p4a[1];
def p5a = if period == 86 then pPOC else p5a[1];
def p6a = if period == 85 then pPOC else p6a[1];
def p7a = if period == 84 then pPOC else p7a[1];
def p8a = if period == 83 then pPOC else p8a[1];
def p9a = if period == 82 then pPOC else p9a[1];
def p10a = if period == 81 then pPOC else p10a[1];
def p11a = if period == 80 then pPOC else p11a[1];
def p12a = if period == 79 then pPOC else p12a[1];
def p13a = if period == 78 then pPOC else p13a[1];
def p14a = if period == 77 then pPOC else p14a[1];
def p15a = if period == 76 then pPOC else p15a[1];
def p16a = if period == 75 then pPOC else p16a[1];
def p17a = if period == 74 then pPOC else p17a[1];
def p18a = if period == 73 then pPOC else p18a[1];
def p19a = if period == 72 then pPOC else p19a[1];
def p20a = if period == 71 then pPOC else p20a[1];

def p1b = if period == 70 then pPOC else p1b[1];
def p2b = if period == 69 then pPOC else p2b[1];
def p3b = if period == 68 then pPOC else p3b[1];
def p4b = if period == 67 then pPOC else p4b[1];
def p5b = if period == 66 then pPOC else p5b[1];
def p6b = if period == 65 then pPOC else p6b[1];
def p7b = if period == 64 then pPOC else p7b[1];
def p8b = if period == 63 then pPOC else p8b[1];
def p9b = if period == 62 then pPOC else p9b[1];
def p10b = if period == 61 then pPOC else p10b[1];
def p11b = if period == 60 then pPOC else p11b[1];
def p12b = if period == 59 then pPOC else p12b[1];
def p13b = if period == 58 then pPOC else p13b[1];
def p14b = if period == 57 then pPOC else p14b[1];
def p15b = if period == 56 then pPOC else p15b[1];
def p16b = if period == 55 then pPOC else p16b[1];
def p17b = if period == 54 then pPOC else p17b[1];
def p18b = if period == 53 then pPOC else p18b[1];
def p19b = if period == 52 then pPOC else p19b[1];
def p20b = if period == 51 then pPOC else p20b[1];

def p1c = if period == 50 then pPOC else p1c[1];
def p2c = if period == 49 then pPOC else p2c[1];
def p3c = if period == 48 then pPOC else p3c[1];
def p4c = if period == 47 then pPOC else p4c[1];
def p5c = if period == 46 then pPOC else p5c[1];
def p6c = if period == 45 then pPOC else p6c[1];
def p7c = if period == 44 then pPOC else p7c[1];
def p8c = if period == 43 then pPOC else p8c[1];
def p9c = if period == 42 then pPOC else p9c[1];
def p10c = if period == 41 then pPOC else p10c[1];
def p11c = if period == 40 then pPOC else p11c[1];
def p12c = if period == 39 then pPOC else p12c[1];
def p13c = if period == 38 then pPOC else p13c[1];
def p14c = if period == 37 then pPOC else p14c[1];
def p15c = if period == 36 then pPOC else p15c[1];
def p16c = if period == 35 then pPOC else p16c[1];
def p17c = if period == 34 then pPOC else p17c[1];
def p18c = if period == 33 then pPOC else p18c[1];
def p19c = if period == 32 then pPOC else p19c[1];
def p20c = if period == 31 then pPOC else p20c[1];

def p1d = if period == 30 then pPOC else p1d[1];
def p2d = if period == 29 then pPOC else p2d[1];
def p3d = if period == 28 then pPOC else p3d[1];
def p4d = if period == 27 then pPOC else p4d[1];
def p5d = if period == 26 then pPOC else p5d[1];
def p6d = if period == 25 then pPOC else p6d[1];
def p7d = if period == 24 then pPOC else p7d[1];
def p8d = if period == 23 then pPOC else p8d[1];
def p9d = if period == 22 then pPOC else p9d[1];
def p10d = if period == 21 then pPOC else p10d[1];

def p1 = if period == 20 then pPOC else p1[1];
def p2 = if period == 19 then pPOC else p2[1];
def p3 = if period == 18 then pPOC else p3[1];
def p4 = if period == 17 then pPOC else p4[1];
def p5 = if period == 16 then pPOC else p5[1];
def p6 = if period == 15 then pPOC else p6[1];
def p7 = if period == 14 then pPOC else p7[1];
def p8 = if period == 13 then pPOC else p8[1];
def p9 = if period == 12 then pPOC else p9[1];
def p10 = if period == 11 then pPOC else p10[1];
def p11 = if period == 10 then pPOC else p11[1];
def p12 = if period == 9 then pPOC else p12[1];
def p13 = if period == 8 then pPOC else p13[1];
def p14 = if period == 7 then pPOC else p14[1];
def p15 = if period == 6 then pPOC else p15[1];
def p16 = if period == 5 then pPOC else p16[1];
def p17 = if period == 4 then pPOC else p17[1];
def p18 = if period == 3 then pPOC else p18[1];
def p19 = if period == 2 then pPOC else p19[1];
def p20 = if period == 1 then pPOC else p20[1];


#Defines Crossing of 'c'(can be defined to be other prices) and a POC at any point after the extended POC line is plotted... initially this is defined as a one.. once crossed it becomes zero
def xp1a = if period[1] == 89 and period == 90 then 1 else if xp1a[1] == 1 and c crosses p1a then 0 else xp1a[1];
def xp2a = if period[1] == 88 and period == 89 then 1 else if xp2a[1] == 1 and c crosses p2a then 0 else xp2a[1];
def xp3a = if period[1] == 87 and period == 88 then 1 else if xp3a[1] == 1 and c crosses p3a then 0 else xp3a[1];
def xp4a = if period[1] == 86 and period == 87 then 1 else if xp4a[1] == 1 and c crosses p4a then 0 else xp4a[1];
def xp5a = if period[1] == 85 and period == 86 then 1 else if xp5a[1] == 1 and c crosses p5a then 0 else xp5a[1];
def xp6a = if period[1] == 84 and period == 85 then 1 else if xp6a[1] == 1 and c crosses p6a then 0 else xp6a[1];
def xp7a = if period[1] == 83 and period == 84 then 1 else if xp7a[1] == 1 and c crosses p7a then 0 else xp7a[1];
def xp8a = if period[1] == 82 and period == 83 then 1 else if xp8a[1] == 1 and c crosses p8a then 0 else xp8a[1];
def xp9a = if period[1] == 81 and period == 82 then 1 else if xp9a[1] == 1 and c crosses p9a then 0 else xp9a[1];
def xp10a = if period[1] == 80 and period == 81 then 1 else if xp10a[1] == 1 and c crosses p10a then 0 else xp10a[1];
def xp11a = if period[1] == 79 and period == 80 then 1 else if xp11a[1] == 1 and c crosses p11a then 0 else xp11a[1];
def xp12a = if period[1] == 78 and period == 79 then 1 else if xp12a[1] == 1 and c crosses p12a then 0 else xp12a[1];
def xp13a = if period[1] == 77 and period == 78 then 1 else if xp13a[1] == 1 and c crosses p13a then 0 else xp13a[1];
def xp14a = if period[1] == 76 and period == 77 then 1 else if xp14a[1] == 1 and c crosses p14a then 0 else xp14a[1];
def xp15a = if period[1] == 75 and period == 76 then 1 else if xp15a[1] == 1 and c crosses p15a then 0 else xp15a[1];
def xp16a = if period[1] == 74 and period == 75 then 1 else if xp16a[1] == 1 and c crosses p16a then 0 else xp16a[1];
def xp17a = if period[1] == 73 and period == 74 then 1 else if xp17a[1] == 1 and c crosses p17a then 0 else xp17a[1];
def xp18a = if period[1] == 72 and period == 73 then 1 else if xp18a[1] == 1 and c crosses p18a then 0 else xp18a[1];
def xp19a = if period[1] == 71 and period == 72 then 1 else if xp19a[1] == 1 and c crosses p19a then 0 else xp19a[1];
def xp20a = if period[1] == 70 and period == 71 then 1 else if xp20a[1] == 1 and c crosses p20a then 0 else xp20a[1];
def xp1b = if period[1] == 69 and period == 70 then 1 else if xp1b[1] == 1 and c crosses p1b then 0 else xp1b[1];
def xp2b = if period[1] == 68 and period == 69 then 1 else if xp2b[1] == 1 and c crosses p2b then 0 else xp2b[1];
def xp3b = if period[1] == 67 and period == 68 then 1 else if xp3b[1] == 1 and c crosses p3b then 0 else xp3b[1];
def xp4b = if period[1] == 66 and period == 67 then 1 else if xp4b[1] == 1 and c crosses p4b then 0 else xp4b[1];
def xp5b = if period[1] == 65 and period == 66 then 1 else if xp5b[1] == 1 and c crosses p5b then 0 else xp5b[1];
def xp6b = if period[1] == 64 and period == 65 then 1 else if xp6b[1] == 1 and c crosses p6b then 0 else xp6b[1];
def xp7b = if period[1] == 63 and period == 64 then 1 else if xp7b[1] == 1 and c crosses p7b then 0 else xp7b[1];
def xp8b = if period[1] == 62 and period == 63 then 1 else if xp8b[1] == 1 and c crosses p8b then 0 else xp8b[1];
def xp9b = if period[1] == 61 and period == 62 then 1 else if xp9b[1] == 1 and c crosses p9b then 0 else xp9b[1];
def xp10b = if period[1] == 60 and period == 61 then 1 else if xp10b[1] == 1 and c crosses p10b then 0 else xp10b[1];
def xp11b = if period[1] == 59 and period == 60 then 1 else if xp11b[1] == 1 and c crosses p11b then 0 else xp11b[1];
def xp12b = if period[1] == 58 and period == 59 then 1 else if xp12b[1] == 1 and c crosses p12b then 0 else xp12b[1];
def xp13b = if period[1] == 57 and period == 58 then 1 else if xp13b[1] == 1 and c crosses p13b then 0 else xp13b[1];
def xp14b = if period[1] == 56 and period == 57 then 1 else if xp14b[1] == 1 and c crosses p14b then 0 else xp14b[1];
def xp15b = if period[1] == 55 and period == 56 then 1 else if xp15b[1] == 1 and c crosses p15b then 0 else xp15b[1];
def xp16b = if period[1] == 54 and period == 55 then 1 else if xp16b[1] == 1 and c crosses p16b then 0 else xp16b[1];
def xp17b = if period[1] == 53 and period == 54 then 1 else if xp17b[1] == 1 and c crosses p17b then 0 else xp17b[1];
def xp18b = if period[1] == 52 and period == 53 then 1 else if xp18b[1] == 1 and c crosses p18b then 0 else xp18b[1];
def xp19b = if period[1] == 51 and period == 52 then 1 else if xp19b[1] == 1 and c crosses p19b then 0 else xp19b[1];
def xp20b = if period[1] == 50 and period == 51 then 1 else if xp20b[1] == 1 and c crosses p20b then 0 else xp20b[1];

def xp1c = if period[1] == 49 and period == 50 then 1 else if xp1c[1] == 1 and c crosses p1c then 0 else xp1c[1];
def xp2c = if period[1] == 48 and period == 49 then 1 else if xp2c[1] == 1 and c crosses p2c then 0 else xp2c[1];
def xp3c = if period[1] == 47 and period == 48 then 1 else if xp3c[1] == 1 and c crosses p3c then 0 else xp3c[1];
def xp4c = if period[1] == 46 and period == 47 then 1 else if xp4c[1] == 1 and c crosses p4c then 0 else xp4c[1];
def xp5c = if period[1] == 45 and period == 46 then 1 else if xp5c[1] == 1 and c crosses p5c then 0 else xp5c[1];
def xp6c = if period[1] == 44 and period == 45 then 1 else if xp6c[1] == 1 and c crosses p6c then 0 else xp6c[1];
def xp7c = if period[1] == 43 and period == 44 then 1 else if xp7c[1] == 1 and c crosses p7c then 0 else xp7c[1];
def xp8c = if period[1] == 42 and period == 43 then 1 else if xp8c[1] == 1 and c crosses p8c then 0 else xp8c[1];
def xp9c = if period[1] == 41 and period == 42 then 1 else if xp9c[1] == 1 and c crosses p9c then 0 else xp9c[1];
def xp10c = if period[1] == 40 and period == 41 then 1 else if xp10c[1] == 1 and c crosses p10c then 0 else xp10c[1];
def xp11c = if period[1] == 39 and period == 40 then 1 else if xp11c[1] == 1 and c crosses p11c then 0 else xp11c[1];
def xp12c = if period[1] == 38 and period == 39 then 1 else if xp12c[1] == 1 and c crosses p12c then 0 else xp12c[1];
def xp13c = if period[1] == 37 and period == 38 then 1 else if xp13c[1] == 1 and c crosses p13c then 0 else xp13c[1];
def xp14c = if period[1] == 36 and period == 37 then 1 else if xp14c[1] == 1 and c crosses p14c then 0 else xp14c[1];
def xp15c = if period[1] == 35 and period == 36 then 1 else if xp15c[1] == 1 and c crosses p15c then 0 else xp15c[1];
def xp16c = if period[1] == 34 and period == 35 then 1 else if xp16c[1] == 1 and c crosses p16c then 0 else xp16c[1];
def xp17c = if period[1] == 33 and period == 34 then 1 else if xp17c[1] == 1 and c crosses p17c then 0 else xp17c[1];
def xp18c = if period[1] == 32 and period == 33 then 1 else if xp18c[1] == 1 and c crosses p18c then 0 else xp18c[1];
def xp19c = if period[1] == 31 and period == 32 then 1 else if xp19c[1] == 1 and c crosses p19c then 0 else xp19c[1];
def xp20c = if period[1] == 30 and period == 31 then 1 else if xp20c[1] == 1 and c crosses p20c then 0 else xp20c[1];

def xp1d = if period[1] == 29 and period == 30 then 1 else if xp1d[1] == 1 and c crosses p1d then 0 else xp1d[1];
def xp2d = if period[1] == 28 and period == 29 then 1 else if xp2d[1] == 1 and c crosses p2d then 0 else xp2d[1];
def xp3d = if period[1] == 27 and period == 28 then 1 else if xp3d[1] == 1 and c crosses p3d then 0 else xp3d[1];
def xp4d = if period[1] == 26 and period == 27 then 1 else if xp4d[1] == 1 and c crosses p4d then 0 else xp4d[1];
def xp5d = if period[1] == 25 and period == 26 then 1 else if xp5d[1] == 1 and c crosses p5d then 0 else xp5d[1];
def xp6d = if period[1] == 24 and period == 25 then 1 else if xp6d[1] == 1 and c crosses p6d then 0 else xp6d[1];
def xp7d = if period[1] == 23 and period == 24 then 1 else if xp7d[1] == 1 and c crosses p7d then 0 else xp7d[1];
def xp8d = if period[1] == 22 and period == 23 then 1 else if xp8d[1] == 1 and c crosses p8d then 0 else xp8d[1];
def xp9d = if period[1] == 21 and period == 22 then 1 else if xp9d[1] == 1 and c crosses p9d then 0 else xp9d[1];
def xp10d = if period[1] == 20 and period == 21 then 1 else if xp10d[1] == 1 and c crosses p10d then 0 else xp10d[1];

def xp1 = if period[1] == 19 and period == 20 then 1 else if xp1[1] == 1 and c crosses p1 then 0 else xp1[1];
def xp2 = if period[1] == 18 and period == 19 then 1 else if xp2[1] == 1 and c crosses p2 then 0 else xp2[1];
def xp3 = if period[1] == 17 and period == 18 then 1 else if xp3[1] == 1 and c crosses p3 then 0 else xp3[1];
def xp4 = if period[1] == 16 and period == 17 then 1 else if xp4[1] == 1 and c crosses p4 then 0 else xp4[1];
def xp5 = if period[1] == 15 and period == 16 then 1 else if xp5[1] == 1 and c crosses p5 then 0 else xp5[1];
def xp6 = if period[1] == 14 and period == 15 then 1 else if xp6[1] == 1 and c crosses p6 then 0 else xp6[1];
def xp7 = if period[1] == 13 and period == 14 then 1 else if xp7[1] == 1 and c crosses p7 then 0 else xp7[1];
def xp8 = if period[1] == 12 and period == 13 then 1 else if xp8[1] == 1 and c crosses p8 then 0 else xp8[1];
def xp9 = if period[1] == 11 and period == 12 then 1 else if xp9[1] == 1 and c crosses p9 then 0 else xp9[1];
def xp10 = if period[1] == 10 and period == 11 then 1 else if xp10[1] == 1 and c crosses p10 then 0 else xp10[1];
def xp11 = if period[1] == 9 and period == 10 then 1 else if xp11[1] == 1 and c crosses p11 then 0 else xp11[1];
def xp12 = if period[1] == 8 and period == 9 then 1 else if xp12[1] == 1 and c crosses p12 then 0 else xp12[1];
def xp13 = if period[1] == 7 and period == 8 then 1 else if xp13[1] == 1 and c crosses p13 then 0 else xp13[1];
def xp14 = if period[1] == 6 and period == 7 then 1 else if xp14[1] == 1 and c crosses p14 then 0 else xp14[1];
def xp15 = if period[1] == 5 and period == 6 then 1 else if xp15[1] == 1 and c crosses p15 then 0 else xp15[1];
def xp16 = if period[1] == 4 and period == 5 then 1 else if xp16[1] == 1 and c crosses p16 then 0 else xp16[1];
def xp17 = if period[1] == 3 and period == 4 then 1 else if xp17[1] == 1 and c crosses p17 then 0 else xp17[1];
def xp18 = if period[1] == 2 and period == 3 then 1 else if xp18[1] == 1 and c crosses p18 then 0 else xp18[1];
def xp19 = if period[1] == 1 and period == 2 then 1 else if xp19[1] == 1 and c crosses p19 then 0 else xp19[1];
def xp20 = if period[1] == 0 and period == 1 then 1 else if xp20[1] == 1 and c crosses p20 then 0 else xp20[1];

#Plots of Extended POC for each day until a crossing of it occurs... the 'period < 90' prohibits the plot of the POC for periods prior to the day each POC is generated ... the 'xp1a == 0' stops the plot of each POC from the point the crossing has occurred
plot poc1a = if period < 90 or xp1a == 0 then Double.NaN else p1a;
plot poc2a = if period < 89 or xp2a == 0 then Double.NaN else p2a;
plot poc3a = if period < 88 or xp3a == 0 then Double.NaN else p3a;
plot poc4a = if period < 87 or xp4a == 0 then Double.NaN else p4a;
plot poc5a = if period < 86 or xp5a == 0 then Double.NaN else p5a;
plot poc6a = if period < 85 or xp6a == 0 then Double.NaN else p6a;
plot poc7a = if period < 84 or xp7a == 0 then Double.NaN else p7a;
plot poc8a = if period < 83 or xp8a == 0 then Double.NaN else p8a;
plot poc9a = if period < 82 or xp9a == 0 then Double.NaN else p9a;
plot poc10a = if period < 81 or xp10a == 0 then Double.NaN else p10a;
plot poc11a = if period < 80 or xp11a == 0 then Double.NaN else p11a;
plot poc12a = if period < 79 or xp12a == 0 then Double.NaN else p12a;
plot poc13a = if period < 78 or xp13a == 0 then Double.NaN else p13a;
plot poc14a = if period < 77 or xp14a == 0 then Double.NaN else p14a;
plot poc15a = if period < 76 or xp15a == 0 then Double.NaN else p15a;
plot poc16a = if period < 75 or xp16a == 0 then Double.NaN else p16a;
plot poc17a = if period < 74 or xp17a == 0 then Double.NaN else p17a;
plot poc18a = if period < 73 or xp18a == 0 then Double.NaN else p18a;
plot poc19a = if period < 72 or xp19a == 0 then Double.NaN else p19a;
plot poc20a = if period < 71 or xp20a == 0 then Double.NaN else p20a;

plot poc1b = if period < 70 or xp1b == 0 then Double.NaN else p1b;
plot poc2b = if period < 69 or xp2b == 0 then Double.NaN else p2b;
plot poc3b = if period < 68 or xp3b == 0 then Double.NaN else p3b;
plot poc4b = if period < 67 or xp4b == 0 then Double.NaN else p4b;
plot poc5b = if period < 66 or xp5b == 0 then Double.NaN else p5b;
plot poc6b = if period < 65 or xp6b == 0 then Double.NaN else p6b;
plot poc7b = if period < 64 or xp7b == 0 then Double.NaN else p7b;
plot poc8b = if period < 63 or xp8b == 0 then Double.NaN else p8b;
plot poc9b = if period < 62 or xp9b == 0 then Double.NaN else p9b;
plot poc10b = if period < 61 or xp10b == 0 then Double.NaN else p10b;
plot poc11b = if period < 60 or xp11b == 0 then Double.NaN else p11b;
plot poc12b = if period < 59 or xp12b == 0 then Double.NaN else p12b;
plot poc13b = if period < 58 or xp13b == 0 then Double.NaN else p13b;
plot poc14b = if period < 57 or xp14b == 0 then Double.NaN else p14b;
plot poc15b = if period < 56 or xp15b == 0 then Double.NaN else p15b;
plot poc16b = if period < 55 or xp16b == 0 then Double.NaN else p16b;
plot poc17b = if period < 54 or xp17b == 0 then Double.NaN else p17b;
plot poc18b = if period < 53 or xp18b == 0 then Double.NaN else p18b;
plot poc19b = if period < 52 or xp19b == 0 then Double.NaN else p19b;
plot poc20b = if period < 51 or xp20b == 0 then Double.NaN else p20b;

plot poc1c = if period < 50 or xp1c == 0 then Double.NaN else p1c;
plot poc2c = if period < 49 or xp2c == 0 then Double.NaN else p2c;
plot poc3c = if period < 48 or xp3c == 0 then Double.NaN else p3c;
plot poc4c = if period < 47 or xp4c == 0 then Double.NaN else p4c;
plot poc5c = if period < 46 or xp5c == 0 then Double.NaN else p5c;
plot poc6c = if period < 45 or xp6c == 0 then Double.NaN else p6c;
plot poc7c = if period < 44 or xp7c == 0 then Double.NaN else p7c;
plot poc8c = if period < 43 or xp8c == 0 then Double.NaN else p8c;
plot poc9c = if period < 42 or xp9c == 0 then Double.NaN else p9c;
plot poc10c = if period < 41 or xp10c == 0 then Double.NaN else p10c;
plot poc11c = if period < 40 or xp11c == 0 then Double.NaN else p11c;
plot poc12c = if period < 39 or xp12c == 0 then Double.NaN else p12c;
plot poc13c = if period < 38 or xp13c == 0 then Double.NaN else p13c;
plot poc14c = if period < 37 or xp14c == 0 then Double.NaN else p14c;
plot poc15c = if period < 36 or xp15c == 0 then Double.NaN else p15c;
plot poc16c = if period < 35 or xp16c == 0 then Double.NaN else p16c;
plot poc17c = if period < 34 or xp17c == 0 then Double.NaN else p17c;
plot poc18c = if period < 33 or xp18c == 0 then Double.NaN else p18c;
plot poc19c = if period < 32 or xp19c == 0 then Double.NaN else p19c;
plot poc20c = if period < 31 or xp20c == 0 then Double.NaN else p20c;

plot poc1d = if period < 30 or xp1d == 0 then Double.NaN else p1d;
plot poc2d = if period < 29 or xp2d == 0 then Double.NaN else p2d;
plot poc3d = if period < 28 or xp3d == 0 then Double.NaN else p3d;
plot poc4d = if period < 27 or xp4d == 0 then Double.NaN else p4d;
plot poc5d = if period < 26 or xp5d == 0 then Double.NaN else p5d;
plot poc6d = if period < 25 or xp6d == 0 then Double.NaN else p6d;
plot poc7d = if period < 24 or xp7d == 0 then Double.NaN else p7d;
plot poc8d = if period < 23 or xp8d == 0 then Double.NaN else p8d;
plot poc9d = if period < 22 or xp9d == 0 then Double.NaN else p9d;
plot poc10d = if period < 21 or xp10d == 0 then Double.NaN else p10d;

plot poc1 = if period < 20 or xp1 == 0 then Double.NaN else p1;
plot poc2 = if period < 19 or xp2 == 0 then Double.NaN else p2;
plot poc3 = if period < 18 or xp3 == 0 then Double.NaN else p3;
plot poc4 = if period < 17 or xp4 == 0 then Double.NaN else p4;
plot poc5 = if period < 16 or xp5 == 0 then Double.NaN else p5;
plot poc6 = if period < 15 or xp6 == 0 then Double.NaN else p6;
plot poc7 = if period < 14 or xp7 == 0 then Double.NaN else p7;
plot poc8 = if period < 13 or xp8 == 0 then Double.NaN else p8;
plot poc9 = if period < 12 or xp9 == 0 then Double.NaN else p9;
plot poc10 = if period < 11 or xp10 == 0 then Double.NaN else p10;
plot poc11 = if period < 10 or xp11 == 0 then Double.NaN else p11;
plot poc12 = if period < 9 or xp12 == 0 then Double.NaN else p12;
plot poc13 = if period < 8 or xp13 == 0 then Double.NaN else p13;
plot poc14 = if period < 7 or xp14 == 0 then Double.NaN else p14;
plot poc15 = if period < 6 or xp15 == 0 then Double.NaN else p15;
plot poc16 = if period < 5 or xp16 == 0 then Double.NaN else p16;
plot poc17 = if period < 4 or xp17 == 0 then Double.NaN else p17;
plot poc18 = if period < 3 or xp18 == 0 then Double.NaN else p18;
plot poc19 = if period < 2 or xp19 == 0 then Double.NaN else p19;
plot poc20 = if period < 1 or xp20 == 0 then Double.NaN else p20;

input showbubbles = yes;
AddChartBubble(showbubbles and showbubbles and barnumber()== highestall(barnumber()) and !isnan(prevpoc[1])  , PrevPOC, PrevPOC, Color.WHITE);
AddChartBubble(showbubbles and showbubbles and isnan(close[-1]) and !IsNaN(poc1[1]), poc1, poc1 , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc2[1]), poc2, poc2 , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc3[1]), poc3, poc3 , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc4[1]), poc4, poc4 , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc5[1]), poc5, poc5 , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc6[1]), poc6, poc6 , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc7[1]), poc7, poc7 , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc8[1]), poc8, poc8 , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc9[1]), poc9, poc9 , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc10[1]), poc10, poc10 , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc11[1]), poc11, poc11 , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc12), poc12, poc12 , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc13[1]), poc13, poc13 , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc14[1]), poc14, poc14 , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc15[1]), poc15, poc15 , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc16[1]), poc16, poc16 , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc17[1]), poc17, poc17 , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc18[1]), poc18, poc18 , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc19[1]), poc19, poc19 , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc20[1]), poc20, poc20 , Color.WHITE);

AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc1a[1]), poc1a, poc1a , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc2a[1]), poc2a, poc2a , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc3a[1]), poc3a, poc3a , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc4a[1]), poc4a, poc4a , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc5a[1]), poc5a, poc5a , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc6a[1]), poc6a, poc6a , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc7a[1]), poc7a, poc7a , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc8a[1]), poc8a, poc8a , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc9a[1]), poc9a, poc9a , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc10a[1]), poc10a, poc10a , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc11a[1]), poc11a, poc11a , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc12a), poc12a, poc12a , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc13a[1]), poc13a, poc13a , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc14a[1]), poc14a, poc14a , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc15a[1]), poc15a, poc15a , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc16a[1]), poc16a, poc16a , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc17a[1]), poc17a, poc17a , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc18a[1]), poc18a, poc18a , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc19a[1]), poc19a, poc19a , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc20a[1]), poc20a, poc20a , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc1b[1]), poc1b, poc1b , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc2b[1]), poc2b, poc2b , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc3b[1]), poc3b, poc3b , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc4b[1]), poc4b, poc4b , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc5b[1]), poc5b, poc5b , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc6b[1]), poc6b, poc6b , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc7b[1]), poc7b, poc7b , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc8b[1]), poc8b, poc8b , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc9b[1]), poc9b, poc9b , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc10b[1]), poc10b, poc10b , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc11b[1]), poc11b, poc11b , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc12b), poc12b, poc12b , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc13b[1]), poc13b, poc13b , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc14b[1]), poc14b, poc14b , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc15b[1]), poc15b, poc15b , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc16b[1]), poc16b, poc16b , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc17b[1]), poc17b, poc17b , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc18b[1]), poc18b, poc18b , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc19b[1]), poc19b, poc19b , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc20b[1]), poc20b, poc20b , Color.WHITE);

AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc1c[1]), poc1c, poc1c , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc2c[1]), poc2c, poc2c , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc3c[1]), poc3c, poc3c , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc4c[1]), poc4c, poc4c , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc5c[1]), poc5c, poc5c , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc6c[1]), poc6c, poc6c , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc7c[1]), poc7c, poc7c , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc8c[1]), poc8c, poc8c , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc9c[1]), poc9c, poc9c , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc10c[1]), poc10c, poc10c , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc11c[1]), poc11c, poc11c , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc12c), poc12c, poc12c , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc13c[1]), poc13c, poc13c , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc14c[1]), poc14c, poc14c , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc15c[1]), poc15c, poc15c , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc16c[1]), poc16c, poc16c , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc17c[1]), poc17c, poc17c , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc18c[1]), poc18c, poc18c , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc19c[1]), poc19c, poc19c , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(poc20c[1]), poc20c, poc20c , Color.WHITE);

AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(POC1d[1]), poc1d, POC1d , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(POC2d[1]), poc2d, POC2d , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(POC3d[1]), poc3d, POC3d , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(POC4d[1]), poc4d, POC4d , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(POC5d[1]), poc5d, POC5d , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(POC6d[1]), poc6d, POC6d , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(POC7d[1]), poc7d, POC7d , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(POC8d[1]), poc8d, POC8d , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(POC9d[1]), poc9d, POC9d , Color.WHITE);
AddChartBubble(showbubbles and isnan(close[-1]) and !IsNaN(POC10d[1]), poc10d, POC10d , Color.WHITE);


#Color and Line Weight
DefineGlobalColor("POC", Color.BLACK);

poc1.SetDefaultColor(GlobalColor("POC"));
poc2.SetDefaultColor(GlobalColor("POC"));
poc3.SetDefaultColor(GlobalColor("POC"));
poc4.SetDefaultColor(GlobalColor("POC"));
poc5.SetDefaultColor(GlobalColor("POC"));
poc6.SetDefaultColor(GlobalColor("POC"));
poc7.SetDefaultColor(GlobalColor("POC"));
poc8.SetDefaultColor(GlobalColor("POC"));
poc9.SetDefaultColor(GlobalColor("POC"));
poc10.SetDefaultColor(GlobalColor("POC"));
poc11.SetDefaultColor(GlobalColor("POC"));
poc12.SetDefaultColor(GlobalColor("POC"));
poc13.SetDefaultColor(GlobalColor("POC"));
poc14.SetDefaultColor(GlobalColor("POC"));
poc15.SetDefaultColor(GlobalColor("POC"));
poc16.SetDefaultColor(GlobalColor("POC"));
poc17.SetDefaultColor(GlobalColor("POC"));
poc18.SetDefaultColor(GlobalColor("POC"));
poc19.SetDefaultColor(GlobalColor("POC"));
poc20.SetDefaultColor(GlobalColor("POC"));

poc1a.SetDefaultColor(GlobalColor("POC"));
poc2a.SetDefaultColor(GlobalColor("POC"));
poc3a.SetDefaultColor(GlobalColor("POC"));
poc4a.SetDefaultColor(GlobalColor("POC"));
poc5a.SetDefaultColor(GlobalColor("POC"));
poc6a.SetDefaultColor(GlobalColor("POC"));
poc7a.SetDefaultColor(GlobalColor("POC"));
poc8a.SetDefaultColor(GlobalColor("POC"));
poc9a.SetDefaultColor(GlobalColor("POC"));
poc10a.SetDefaultColor(GlobalColor("POC"));
poc11a.SetDefaultColor(GlobalColor("POC"));
poc12a.SetDefaultColor(GlobalColor("POC"));
poc13a.SetDefaultColor(GlobalColor("POC"));
poc14a.SetDefaultColor(GlobalColor("POC"));
poc15a.SetDefaultColor(GlobalColor("POC"));
poc16a.SetDefaultColor(GlobalColor("POC"));
poc17a.SetDefaultColor(GlobalColor("POC"));
poc18a.SetDefaultColor(GlobalColor("POC"));
poc19a.SetDefaultColor(GlobalColor("POC"));
poc20a.SetDefaultColor(GlobalColor("POC"));

poc1b.SetDefaultColor(GlobalColor("POC"));
poc2b.SetDefaultColor(GlobalColor("POC"));
poc3b.SetDefaultColor(GlobalColor("POC"));
poc4b.SetDefaultColor(GlobalColor("POC"));
poc5b.SetDefaultColor(GlobalColor("POC"));
poc6b.SetDefaultColor(GlobalColor("POC"));
poc7b.SetDefaultColor(GlobalColor("POC"));
poc8b.SetDefaultColor(GlobalColor("POC"));
poc9b.SetDefaultColor(GlobalColor("POC"));
poc10b.SetDefaultColor(GlobalColor("POC"));
poc11b.SetDefaultColor(GlobalColor("POC"));
poc12b.SetDefaultColor(GlobalColor("POC"));
poc13b.SetDefaultColor(GlobalColor("POC"));
poc14b.SetDefaultColor(GlobalColor("POC"));
poc15b.SetDefaultColor(GlobalColor("POC"));
poc16b.SetDefaultColor(GlobalColor("POC"));
poc17b.SetDefaultColor(GlobalColor("POC"));
poc18b.SetDefaultColor(GlobalColor("POC"));
poc19b.SetDefaultColor(GlobalColor("POC"));
poc20b.SetDefaultColor(GlobalColor("POC"));

poc1c.SetDefaultColor(GlobalColor("POC"));
poc2c.SetDefaultColor(GlobalColor("POC"));
poc3c.SetDefaultColor(GlobalColor("POC"));
poc4c.SetDefaultColor(GlobalColor("POC"));
poc5c.SetDefaultColor(GlobalColor("POC"));
poc6c.SetDefaultColor(GlobalColor("POC"));
poc7c.SetDefaultColor(GlobalColor("POC"));
poc8c.SetDefaultColor(GlobalColor("POC"));
poc9c.SetDefaultColor(GlobalColor("POC"));
poc10c.SetDefaultColor(GlobalColor("POC"));
poc11c.SetDefaultColor(GlobalColor("POC"));
poc12c.SetDefaultColor(GlobalColor("POC"));
poc13c.SetDefaultColor(GlobalColor("POC"));
poc14c.SetDefaultColor(GlobalColor("POC"));
poc15c.SetDefaultColor(GlobalColor("POC"));
poc16c.SetDefaultColor(GlobalColor("POC"));
poc17c.SetDefaultColor(GlobalColor("POC"));
poc18c.SetDefaultColor(GlobalColor("POC"));
poc19c.SetDefaultColor(GlobalColor("POC"));
poc20c.SetDefaultColor(GlobalColor("POC"));

poc1d.SetDefaultColor(GlobalColor("POC"));
poc2d.SetDefaultColor(GlobalColor("POC"));
poc3d.SetDefaultColor(GlobalColor("POC"));
poc4d.SetDefaultColor(GlobalColor("POC"));
poc5d.SetDefaultColor(GlobalColor("POC"));
poc6d.SetDefaultColor(GlobalColor("POC"));
poc7d.SetDefaultColor(GlobalColor("POC"));
poc8d.SetDefaultColor(GlobalColor("POC"));
poc9d.SetDefaultColor(GlobalColor("POC"));
poc10d.SetDefaultColor(GlobalColor("POC"));

input lineweight = 2;
poc1.SetLineWeight(lineweight);
poc2.SetLineWeight(lineweight);
poc3.SetLineWeight(lineweight);
poc4.SetLineWeight(lineweight);
poc5.SetLineWeight(lineweight);
poc6.SetLineWeight(lineweight);
poc7.SetLineWeight(lineweight);
poc8.SetLineWeight(lineweight);
poc9.SetLineWeight(lineweight);
poc10.SetLineWeight(lineweight);
poc11.SetLineWeight(lineweight);
poc12.SetLineWeight(lineweight);
poc13.SetLineWeight(lineweight);
poc14.SetLineWeight(lineweight);
poc15.SetLineWeight(lineweight);
poc16.SetLineWeight(lineweight);
poc17.SetLineWeight(lineweight);
poc18.SetLineWeight(lineweight);
poc19.SetLineWeight(lineweight);
poc20.SetLineWeight(lineweight);

poc1a.SetLineWeight(lineweight);
poc2a.SetLineWeight(lineweight);
poc3a.SetLineWeight(lineweight);
poc4a.SetLineWeight(lineweight);
poc5a.SetLineWeight(lineweight);
poc6a.SetLineWeight(lineweight);
poc7a.SetLineWeight(lineweight);
poc8a.SetLineWeight(lineweight);
poc9a.SetLineWeight(lineweight);
poc10a.SetLineWeight(lineweight);
poc11a.SetLineWeight(lineweight);
poc12a.SetLineWeight(lineweight);
poc13a.SetLineWeight(lineweight);
poc14a.SetLineWeight(lineweight);
poc15a.SetLineWeight(lineweight);
poc16a.SetLineWeight(lineweight);
poc17a.SetLineWeight(lineweight);
poc18a.SetLineWeight(lineweight);
poc19a.SetLineWeight(lineweight);
poc20a.SetLineWeight(lineweight);

poc1b.SetLineWeight(lineweight);
poc2b.SetLineWeight(lineweight);
poc3b.SetLineWeight(lineweight);
poc4b.SetLineWeight(lineweight);
poc5b.SetLineWeight(lineweight);
poc6b.SetLineWeight(lineweight);
poc7b.SetLineWeight(lineweight);
poc8b.SetLineWeight(lineweight);
poc9b.SetLineWeight(lineweight);
poc10b.SetLineWeight(lineweight);
poc11b.SetLineWeight(lineweight);
poc12b.SetLineWeight(lineweight);
poc13b.SetLineWeight(lineweight);
poc14b.SetLineWeight(lineweight);
poc15b.SetLineWeight(lineweight);
poc16b.SetLineWeight(lineweight);
poc17b.SetLineWeight(lineweight);
poc18b.SetLineWeight(lineweight);
poc19b.SetLineWeight(lineweight);
poc20b.SetLineWeight(lineweight);

poc1c.SetLineWeight(lineweight);
poc2c.SetLineWeight(lineweight);
poc3c.SetLineWeight(lineweight);
poc4c.SetLineWeight(lineweight);
poc5c.SetLineWeight(lineweight);
poc6c.SetLineWeight(lineweight);
poc7c.SetLineWeight(lineweight);
poc8c.SetLineWeight(lineweight);
poc9c.SetLineWeight(lineweight);
poc10c.SetLineWeight(lineweight);
poc11c.SetLineWeight(lineweight);
poc12c.SetLineWeight(lineweight);
poc13c.SetLineWeight(lineweight);
poc14c.SetLineWeight(lineweight);
poc15c.SetLineWeight(lineweight);
poc16c.SetLineWeight(lineweight);
poc17c.SetLineWeight(lineweight);
poc18c.SetLineWeight(lineweight);
poc19c.SetLineWeight(lineweight);
poc20c.SetLineWeight(lineweight);

poc1d.SetLineWeight(lineweight);
poc2d.SetLineWeight(lineweight);
poc3d.SetLineWeight(lineweight);
poc4d.SetLineWeight(lineweight);
poc5d.SetLineWeight(lineweight);
poc6d.SetLineWeight(lineweight);
poc7d.SetLineWeight(lineweight);
poc8d.SetLineWeight(lineweight);
poc9d.SetLineWeight(lineweight);
poc10d.SetLineWeight(lineweight);

poc1.HideBubble();
poc2.HideBubble();
poc3.HideBubble();
poc4.HideBubble();
poc5.HideBubble();
poc6.HideBubble();
poc7.HideBubble();
poc8.HideBubble();
poc9.HideBubble();
poc10.HideBubble();
poc11.HideBubble();
poc12.HideBubble();
poc13.HideBubble();
poc14.HideBubble();
poc15.HideBubble();
poc16.HideBubble();
poc17.HideBubble();
poc18.HideBubble();
poc19.HideBubble();
poc20.HideBubble();

poc1a.HideBubble();
poc2a.HideBubble();
poc3a.HideBubble();
poc4a.HideBubble();
poc5a.HideBubble();
poc6a.HideBubble();
poc7a.HideBubble();
poc8a.HideBubble();
poc9a.HideBubble();
poc10a.HideBubble();
poc11a.HideBubble();
poc12a.HideBubble();
poc13a.HideBubble();
poc14a.HideBubble();
poc15a.HideBubble();
poc16a.HideBubble();
poc17a.HideBubble();
poc18a.HideBubble();
poc19a.HideBubble();
poc20a.HideBubble();

poc1b.HideBubble();
poc2b.HideBubble();
poc3b.HideBubble();
poc4b.HideBubble();
poc5b.HideBubble();
poc6b.HideBubble();
poc7b.HideBubble();
poc8b.HideBubble();
poc9b.HideBubble();
poc10b.HideBubble();
poc11b.HideBubble();
poc12b.HideBubble();
poc13b.HideBubble();
poc14b.HideBubble();
poc15b.HideBubble();
poc16b.HideBubble();
poc17b.HideBubble();
poc18b.HideBubble();
poc19b.HideBubble();
poc20b.HideBubble();

poc1c.HideBubble();
poc2c.HideBubble();
poc3c.HideBubble();
poc4c.HideBubble();
poc5c.HideBubble();
poc6c.HideBubble();
poc7c.HideBubble();
poc8c.HideBubble();
poc9c.HideBubble();
poc10c.HideBubble();
poc11c.HideBubble();
poc12c.HideBubble();
poc13c.HideBubble();
poc14c.HideBubble();
poc15c.HideBubble();
poc16c.HideBubble();
poc17c.HideBubble();
poc18c.HideBubble();
poc19c.HideBubble();
poc20c.HideBubble();

poc1d.HideBubble();
poc2d.HideBubble();
poc3d.HideBubble();
poc4d.HideBubble();
poc5d.HideBubble();
poc6d.HideBubble();
poc7d.HideBubble();
poc8d.HideBubble();
poc9d.HideBubble();
poc10d.HideBubble();

[/QUOTE]
Could you help with adding half a day or 720 min to the profile?

 

[SleepyZ]

Could you help with adding half a day or 720 min to the profile?

Sorry, but the current code does not seem to produce any useful results with my attempts to add this type of setting.

 

[bigboss]

Could you help with adding half a day or 720 min to the profile?

to get 4 hours:

• Set input timePerProfile to HOUR
• Set input multiplier to 4

to get 720 minutes:

• Set input timePerProfile to MINUTE
• set input multiplier to 720

 

[jungelbobo]

thanks you all for your priceless contribution. I am quite new to scripting and I spent my whole day trying to make changes to the script from @john3 to suit my need but to no avail.

Basically, I want to do a scan base off the previous daily LVA. I want to scan stock after the open, where the opening price is above or within VA, but the current price is below the VA. Can anyone help?

 

[SleepyZ]

thanks you all for your priceless contribution. I am quite new to scripting and I spent my whole day trying to make changes to the script from @john3 to suit my need but to no avail.

Basically, I want to do a scan base off the previous daily LVA. I want to scan stock after the open, where the opening price is above or within VA, but the current price is below the VA. Can anyone help?

See if this helps. It plots the previous day's HVA and LVA and a label with those values to use in your scan

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);

period = countTradingDays(min(first(yyyymmdd), yyyymmdd), yyyymmdd) - 1;


def count = CompoundValue(1, if period != period[1] then (count[1] + period - period[1]) % 1 else count[1], 0);
def cond = count < count[1] + period - period[1];

profile vol = VolumeProfile("startNewProfile" = cond, "numberOfProfiles" = 2, "pricePerRow" = TickSize(), "value area percent" = 70, 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 = pHVA;
plot PrevLVA = pLVA;

addlabel(1, "Previous: HVA: " + round(PrevHVA) + " |  LVA: " + round(PLVA), color.yellow);

 

[beerguyster]

Here is something I did awhile ago that may help. It isn't the most elegant code, but hopefully does what you are requesting.

What code would I have to change to what to have the line a different style/color once touched? Instead of disappearing. I think I found the location but don't know how to code it. And how can could I go about adding H/L value lines going back for 30+ days? Previous unfilled gaps lines also going back 30+ days would make tos go head to head with ninja and sierra btw thanks sleepyz this is one of the best codes to trade I've seen on here. Makes me compete with a big boy I know that uses a custom ninja setup he wont share.

 

[Whizz]

@lindosskier try with this https://tos.mx/CNLToy

Hey is there a post that goes into detail explaining this indicator?

 

[MerryDay]

Hey is there a post that goes into detail explaining this indicator?

Did you know that clicking on a member's name will allow you to see when a member was last seen on the uTS forum? @asianboy has not been seen in a while.
A search of the forum did not find any additional posts about this indicator.

It seems to be a simple Volume Standard Deviation Indicator.
It gives signals when:

• close crosses POC
• close crosses VAH
• close crosses VAL
• close crosses .5 StdDev
• close crosses 1 StdDev
• close crosses 2 StdDev

 

[draw9300]

Apologies if this script is itt already. Are there any VP scripts that do timeframes like 5m, 4hr?

thing i'm running into is not having the vp start at the beginning of a 5m/4hr rotation. so here's a 5m vp on a 1m but it's based on a 5 candle bar count so the opens are inconsistent to a real 5m open if that makes sense cause there's no option like here -

 

[MerryDay]

Apologies if this script is itt already. Are there any VP scripts that do timeframes like 5m, 4hr?


thing i'm running into is not having the vp start at the beginning of a 5m/4hr rotation. so here's a 5m vp on a 1m but it's based on a 5 candle bar count so the opens are inconsistent to a real 5m open if that makes sense cause there's no option like here -

No, we do not have what you are asking for here.
You would need to start a thread in the Question Forum.
Include:

1. An annotated image showing what you are attempting to achieved.
2. Most importantly, when asking for custom coding, provide an explanation of how this would be a profitable addition to traders' charts.

https://usethinkscript.com/threads/answers-to-commonly-asked-questions.6006/#post-58016

 

[zeek]

Hi @SleepyZ ,

I found this code by you somewhere in this thread and was wondering if you can help me make some adjustments to it. What i am looking for is a way to make the VAH and VAL display in a developing way. Basically, i want to see how the VAH & VAL changes up and down historically during the day.
And instead of just a line, i would like if possible to show it as a ribbon style similar to how this looks (see image). So one ribbon for the VAH and another for the VAL. I am guessing this ribbon is made with the addcloud function painting between a low and high price so in my example, let´s say the VAH price is 10.00, then you could use 5 cents on top of it to paint the cloud between 10.00 and 10.05. And vice versa, if VAL price is 7.00, then the addcloud can be painted between 7.00 and 6.95. Hope that makes sense and if it´s not possible to use a ribbon like this, the excisting horizontal line will work fine too.

https://imgur.com/a/6ePJ24i

#VolumeProfile break at trading zones

input pricePerRowHeightMode = {AUTOMATIC, default TICKSIZE, CUSTOM};
input customRowHeight = 1.0;
input onExpansion = no;
input profiles = 1000;
input showPointOfControl = yes;
input showValueArea = yes;
input valueAreaPercent = 70;
input opacity = 20;

def tz = if SecondsFromTime(0930) >= 0 and SecondsFromTime(1615) < 0 then 1 else if SecondsFromTime(1600) >= 0 then 2 else tz[1];

input debug = no;
plot x = if !debug then Double.NaN else tz;
x.SetPaintingStrategy(PaintingStrategy.VALUES_BELOW);

def cond = tz != tz[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();

input bubbles = yes;
input n  = 2;
def   n1 = n + 1;
AddChartBubble(bubbles and !IsNaN(close[n1]) and IsNaN(close[n]), VAHigh[n1], "VAH", color = Color.YELLOW, yes);
AddChartBubble(bubbles and !IsNaN(close[n1]) and IsNaN(close[n]), VALow[n1], "VAL", Color.YELLOW, no);
AddChartBubble(bubbles and !IsNaN(close[n1]) and IsNaN(close[n]), POC[n1], "POC", Color.RED, no);

 

[SleepyZ]

Hi @SleepyZ ,

I found this code by you somewhere in this thread and was wondering if you can help me make some adjustments to it. What i am looking for is a way to make the VAH and VAL display in a developing way. Basically, i want to see how the VAH & VAL changes up and down historically during the day.
And instead of just a line, i would like if possible to show it as a ribbon style similar to how this looks (see image). So one ribbon for the VAH and another for the VAL. I am guessing this ribbon is made with the addcloud function painting between a low and high price so in my example, let´s say the VAH price is 10.00, then you could use 5 cents on top of it to paint the cloud between 10.00 and 10.05. And vice versa, if VAL price is 7.00, then the addcloud can be painted between 7.00 and 6.95. Hope that makes sense and if it´s not possible to use a ribbon like this, the excisting horizontal line will work fine too.

https://imgur.com/a/6ePJ24i

#VolumeProfile break at trading zones

input pricePerRowHeightMode = {AUTOMATIC, default TICKSIZE, CUSTOM};
input customRowHeight = 1.0;
input onExpansion = no;
input profiles = 1000;
input showPointOfControl = yes;
input showValueArea = yes;
input valueAreaPercent = 70;
input opacity = 20;

def tz = if SecondsFromTime(0930) >= 0 and SecondsFromTime(1615) < 0 then 1 else if SecondsFromTime(1600) >= 0 then 2 else tz[1];

input debug = no;
plot x = if !debug then Double.NaN else tz;
x.SetPaintingStrategy(PaintingStrategy.VALUES_BELOW);

def cond = tz != tz[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();

input bubbles = yes;
input n  = 2;
def   n1 = n + 1;
AddChartBubble(bubbles and !IsNaN(close[n1]) and IsNaN(close[n]), VAHigh[n1], "VAH", color = Color.YELLOW, yes);
AddChartBubble(bubbles and !IsNaN(close[n1]) and IsNaN(close[n]), VALow[n1], "VAL", Color.YELLOW, no);
AddChartBubble(bubbles and !IsNaN(close[n1]) and IsNaN(close[n]), POC[n1], "POC", Color.RED, no);

Sorry, but this script will not show developing profiles, but new profiles for each period. These new profiles are independent of the previous ones.

 

[Glefdar]

This uses the script function to create the 3 profilles

Hi SleepyZ, this script for showing the day, week, and month period profile lines on the same chart is excellent, thank you for sharing this! One question, I think I already know that the answer is no but want to make sure: is it possible to use a "bars back" type of method to enable the study to correctly calculate the week and month POCs etc. while nonetheless having the chart settings configured to go back only one or two days? I want to use this with /ES but for some reason, /ES loads too slowly when more than a few days are displayed (this is not a problem with SPY, only /ES, so maybe it's an issue with futures charts being too resource intensive).

I also had another question, really a request if it's not very difficult to make the modification:

I see that this script plots a separate volume profile for extended hours and another for RTH, whereas this script plots the previous day's profile POC, VALH, etc. forward onto the current day. Can these scripts be easily combined in such a way that instead of the previous day's profile lines being plotted forward onto the current day, it is the extended hours profile lines that are plotted forward onto the current day?

 

[ssmike123]

Has anybody been able to successfully replicate the Trader Dale's Volume Profile Study for flexible intervals within the chart in TOS ?

Here is some minor tweaking to the ToS VolumeProfile study to add 5, 15, and 30 min options. It's not as cool as Trader Dale's but it allows for more fine grained profiles to be set. Here's the code, which you'll have to create a new study and paste it into:

# Paste this code into a new study

input pricePerRowHeightMode = {default TICKSIZE, AUTOMATIC, CUSTOM};
input customRowHeight = 1.0;
input timePerProfile = {CHART, MINUTE, FIVEMINUTE, QUARTERHOUR, default HALFHOUR, HOUR, DAY, WEEK, MONTH, "OPT EXP", BAR};
input multiplier = 1;
input onExpansion = no;
input profiles = 1000;
input showPointOfControl = yes;
input showValueArea = yes;
input valueAreaPercent = 70;
input opacity = 25;

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 FIVEMINUTE:
period = floor(seconds / 300 + day_number * 24 * 12);
case QUARTERHOUR:
period = floor(seconds / 900 + day_number * 24 * 4);
case HALFHOUR:
period = floor(seconds / 1800 + day_number * 24 * 2);
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];
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();
#END

One way to get closer to a flexible volume profile would be to add a parameter that allowed the user to set a start and end date. I have seen some anchored VWaps that allow the user to set the anchor date. But, that is beyond me

Here is a chart with 30 minute intervals,

https://imgur.com/uDLNCcP

Has anybody been able to successfully replicate the Trader Dale's Volume Profile Study for flexible intervals within the chart in TOS ?

https://www.trader-dale.com/flexible-volume-profile-forex-indicator/

 

[FutureTony]

@ssmike123
I am not familiar with TraderDale and was not able to see what his profile setup is. If you could describe in a bit more detail, I'm sure the TOS tools can be adjusted to work that way. There is another thread on Candle Aggregation which uses the volume profile at custom time-based intervals which is probably along the right track.

 

[ssmike123]

@ssmike123
I am not familiar with TraderDale and was not able to see what his profile setup is. If you could describe in a bit more detail, I'm sure the TOS tools can be adjusted to work that way. There is another thread on Candle Aggregation which uses the volume profile at custom time-based intervals which is probably along the right track.

@FutureTony.
Take a look at this Video Dale put out yesterday. It should be very clear.
https://www.trader-dale.com/nzd-chf-long-term-analysis-with-volume-profile/

 

[tron]

This might work on most symbols and timeframes that match the periods you requested. The way this works is to assign different values to each period, which remain the same until the next period. The variable cond then prints a new volume profile when the values change.

Hey @SleepyZ, Thanks for all you do . I'm trying to keep the period consistent in my profiles (either a day, week, or month), but only compute the volume profile based on regular market hours. I don't want a separate profile for RTH and one for ETH, I just want a single profile that was generated only using data from RTHs. Is this possible? If so, would you be willing to show me or explain to me how that's done? Hopefully this makes sense.

 

[SleepyZ]

Hey @SleepyZ, Thanks for all you do . I'm trying to keep the period consistent in my profiles (either a day, week, or month), but only compute the volume profile based on regular market hours. I don't want a separate profile for RTH and one for ETH, I just want a single profile that was generated only using data from RTHs. Is this possible? If so, would you be willing to show me or explain to me how that's done? Hopefully this makes sense.

See if this helps. There is some value area shading that lingers outside the RTHs that can be reduced at opacity, but it affects the RTH's opacity as well.

#VolumeProfile break at trading zones

input pricePerRowHeightMode = {AUTOMATIC, default TICKSIZE, CUSTOM};
input customRowHeight = 1.0;
input onExpansion = no;
input profiles = 1000;
input showPointOfControl = yes;
input showValueArea = yes;
input valueAreaPercent = 70;
input opacity = 10;

def tz = if SecondsFromTime(0400) >= 0 and SecondsFromTime(0930) < 0 then 0 else if SecondsFromTime(0930) >= 0 and SecondsFromTime(1600) < 0 then 1 else if SecondsFromTime(1600) >= 0 then 0 else tz[1];

input debug = no;
plot x = if !debug then Double.NaN else tz;
x.SetPaintingStrategy(PaintingStrategy.VALUES_BELOW);

def cond = if tz==0 then 1 else double.nan;
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 and tz==1;

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();

input bubbles = yes;
input n  = 2;
def   n1 = n + 1;
AddChartBubble(bubbles and !IsNaN(close[n1]) and IsNaN(close[n]), VAHigh[n1], "VAH", color = Color.YELLOW, yes);
AddChartBubble(bubbles and !IsNaN(close[n1]) and IsNaN(close[n]), VALow[n1], "VAL", Color.YELLOW, no);
AddChartBubble(bubbles and !IsNaN(close[n1]) and IsNaN(close[n]), POC[n1], "POC", Color.RED, no);

 

[tron]

See if this helps. There is some value area shading that lingers outside the RTHs that can be reduced at opacity, but it affects the RTH's opacity as well.

Thanks again for all the assistance. Maybe the solution you provided is only for intraday because it does some very strange things on the Daily timeframe. Here is what I'm using with modifications to automatically configure the period based on the Aggregation Period. On a Daily timeframe, the volume profile is based a Monthly period and on the 1h timeframe the volume profile is based on a weekly period, and minute timeframes are based on Daily period. What I was hoping for was a combination of these solutions, but maybe I'm way off base.

#
# Quant Trading App Volume Profile
# Created: September 15, 2021
#
# Credit: Bryant Littrean, Thinkorswim
# Contact: [email protected]
# Trading Litt Youtube: https://bit.ly/trading-litt-yt
# Quant Trading App Discord: https://quanttradingdiscord.com
# 20220427 Sleepyz added timeperprofile for Day, Week, Month options
#

def multiplier = 1;
def onExpansion = no;
def profiles = 1000;
input profileSession = {default Day, Week, Month};
input showPointOfControl = yes;
input showValueArea = yes;
input valueAreaPercent = 68;
input opacity = 60;
input showBubbles = no;
input pricePerRowHeightMode = {default AUTOMATIC, TICKSIZE, CUSTOM};
input customRowHeight = 1.0;

def period;
def yyyymmdd = GetYYYYMMDD();
def seconds = SecondsFromTime(0);
def month = GetYear() * 12 + GetMonth();
def year = GetYear();
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);
################################################################
##########  Set time period based on aggPeriod           #######
################################################################
def aggPeriod = GetAggregationPeriod();
if aggPeriod == AggregationPeriod.WEEK {
    period = Floor(year - First(year));
} else if aggPeriod == AggregationPeriod.DAY {
    period = Floor(month - First(month));
} else if aggPeriod == AggregationPeriod.HOUR {
    period = Floor(day_number / 7);
} else if (aggPeriod == AggregationPeriod.THIRTY_MIN or aggPeriod == AggregationPeriod.FIFTEEN_MIN or aggPeriod == AggregationPeriod.FIVE_MIN or aggPeriod == AggregationPeriod.THREE_MIN or aggPeriod == AggregationPeriod.MIN) {
    period = CountTradingDays(Min(First(yyyymmdd), yyyymmdd), yyyymmdd) - 1;
#} else if aggPeriod == AggregationPeriod.MIN or aggPeriod == AggregationPeriod.THREE_MIN {
#    period = Floor(seconds / 3600 + day_number * 24);
} else {
    period = 0;
}

def height;
switch (pricePerRowHeightMode) {
case AUTOMATIC:
    height = PricePerRow.AUTOMATIC;
case TICKSIZE:
    height = PricePerRow.TICKSIZE;
case CUSTOM:
    height = customRowHeight;
}
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, "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", CreateColor(70, 70, 70));
DefineGlobalColor("Point Of Control", CreateColor(255, 215, 0));
DefineGlobalColor("Value Area", CreateColor(95, 140, 230));
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);
POC.SetLineWeight(2);
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();

#20171027 - Additional Code for Limited Extended POC plot request by Tb8
input debug = no;
#plot xx = if !debug then Double.NaN else period;
def ldd = GetLastDay();
#plot xx = if debug then GetYear() else Double.NaN;
plot xx = if !debug then Double.NaN else period;
xx.SetPaintingStrategy(PaintingStrategy.VALUES_BELOW);