Volume Profile Scan

[red_man_1111]

I've got this old code from developers web but unfortunately the developer doesn't provide support for it anymore, I've tried it into the custom watchlist study and into scanner hacker custom study with no luck, i get no results, I'm aware that every plot has to be set uncommented and as independent scan instance, but I still cant figure out how to ran these scans for the 6 independent queries it supposed to provide, if you can point me up in the right direction ill be much appreciated, thanks you.

1. scan to find stocks that have traded above the value area high and are retracing into it
2. scan to find stocks that have traded within the value area and are approaching the value area low
3. scan to find stocks that have traded below the value area low and are retracing into it
4. scan to find stocks that have traded within the value area and are approaching the value area high
5. price crossing above the POC
6. price crossing below the POC

INDICATOR

declare lower;

input scanUpperVaLimit = 100.0;

input scanUpperVaRange = 20.0;

input scanLowerVaLimit = 0.0;

input scanLowerVaRange = 20.00;

input scanLookbackBars = 3;

input pricePerRowHeightMode = {default AUTOMATIC, TICKSIZE, CUSTOM};

input customRowHeight = 1.0;

input timePerProfile = { MINUTE, HOUR, DAY,default WEEK, MONTH, "OPT EXP", BAR};

input multiplier = 1;

input onExpansion = no;

input profiles = 50;

input showPointOfControl = yes;

input showValueArea = yes;

input valueAreaPercent = 70;

input opacity = 50;

def period;

def yyyymmdd = getYyyyMmDd();

def seconds = secondsFromTime(0);

def month = getYear() * 12 + getMonth();

def day_number = daysFromDate(first(yyyymmdd)) + getDayOfWeek(first(yyyymmdd));

def dom = getDayOfMonth(yyyymmdd);

def dow = getDayOfWeek(yyyymmdd - dom + 1);

def expthismonth = (if dow > 5 then 27 else 20) - dow;

def exp_opt = month + (dom > expthismonth);

switch (timePerProfile) {

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];

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 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 plotsDomain = IsNaN(close) == onExpansion;

def vaHigh = if plotsDomain then hVA else Double.NaN;

def vaLow = if plotsDomain then lVA else Double.NaN;

rec priorVAHigh = if period!= period[1] then vaHigh[1] else priorVAHigh[1];

rec priorVALow = if period != period[1] then vaLow[1] else priorVALow[1];

def aboveVaHigh = lowest(low[1], scanLookbackBars) > priorVAHigh;

def belowVaLow = highest(high[1], scanLookbackBars) < priorVALow;

def insideVA = highest(high[1], scanLookbackBars) < priorVAHigh and lowest(low[1], scanLookbackBars) > priorVALow;

#now we need to define a percentile value expressing the relative​

#position of the close as compared to the value area​

def prctOfVA = ((close - priorVALow) / (priorVAHigh - priorVALow)) * 100;

def upperVaRange = prctOfVA < scanUpperVaLimit and prctOfVA > (scanUpperVaLimit - scanUpperVaRange);

def lowerVaRange = prctOfVa > scanLowerVaLimit and prctOfVA < (scanLowerVaLimit + scanLowerVaRange);

def aboveVaLong = upperVaRange and aboveVaHigh;​

​

#use this scan to find stocks that have traded above the value area high​

#and are retracing into it for a potential long setup​

#plot scan = aboveVaLong;​

#def insideVaLong = lowerVaRange and insideVA;​

​

#use this scan to find stocks that have traded within the value area​

#and are approaching the value area low for a potential long setup​

#plot scan = insideVaLong;​

#def belowVaShort = lowerVaRange and belowVaLow;​

​

#use this scan to find stocks that have traded below the value area low​

#and are retracing into it for a potential short setup​

#plot scan = belowVaShort;​

#def insideVaShort = upperVaRange and insideVA;​

​

#use this scan to find stocks that have traded within the value area​

#and are approaching the value area high for a potential short setup​

#plot scan = insideVaShort;​

​

#price crossing above the POC:​

#plot scan = close[1] < PreviousPOC[1] and close > PreviousPOC;​

​

#price crossing below the POC:​

#plot scan = close[1] > PreviousPOC[1] and close < PreviousPOC;​