Price Profile efs searching

[kiki]

hello eSignal staff;
i have been searching for Price Profile efs written by Futurenets.co.uk as that was what i have been looking for and I have asked customer support staff, but they seem can't help me to find it out. If you can please kindly send it to me through pm or email. Deeply appreciate it..If Paul is still in this Forum, please kindly help. Thanks a lot for the reply.

[Barros]

I founded this file

.

/****************************************************************************************************
You are welcome to use this code freely. You may redistribute it provided you include this comment 
block, plus a description of any changes you make.

If you extend it, or adapt it to other uses, I'd appreciate a look at what
you've done. Thanks.

Alternatively please let me have your ideas for future versions.

Check my web site ([url]http://www.futurenets.co.uk[/url]) or eSignal's file share ([url]http://forum.esignal.com/[/url])
for latest version. 

Paul Williams
[email][email protected][/email]

Versions:
01Sep2002 - Version 1.00 - Initial distribution.
05Jul2003 - Version 1.10 - Usage, bar color, profile type and observation details.
06Jul2003 - Version 1.20 - BarsBack replaced with StartBar - can be a number or date mm/dd/yyyy.
07Jul2003 - Version 1.21 - Fixed input handling bug.
07Jul2003 - Version 1.22 - setCursorLabelName.
01Aug2003 - Version 1.23 - Offset input to shift profile in view.
31Oct2003 - Version 1.24 - Value line added.
01Feb2004 - Version 1.25 - Replaced StartBar parameter with DaysBack.

========================================
USAGE:
1. DaysBack - number of days back to profile.
2. BarsForward = number of bars forward from the starting point (default 10000000).
3. PriceTick = price interval e.g. miniS&P use 0.25 (default 1).
4. Composite = set to any number e.g. 1 to combine profile days.
5. Offset = number of bars to offset the profile, useful when out of view.

BAR COLORS:
1. Red - 1st hour initial balance.
2. Blue - 1st standard deviation.

PROFILE TYPES:
1. Balance Day - prices stay within initial balance range.
2. Directional Day - prices extend in one direction above or below the initial balance range.
3. Trend Day - prices move significantly away from the initial balance range.
4. Uncertain Day - prices extend in both directions above and below the initial balance range.

OBSERVATIONS:
1. Buying/selling towards previous value area. 
2. Buying/selling away from previous value area.
3. Value areas providing support/resistance.

*****************************************************************************************************/

function preMain() {
    setPriceStudy(true);
    setStudyTitle("MP");
    setCursorLabelName("MP");
    setPlotType(PLOTTYPE_LINE)
    setDefaultBarThickness(1); 
    setDefaultBarFgColor(Color.red);
    setDefaultBarStyle(PS_DASH); 
    var fp1 = new FunctionParameter("DaysBack", FunctionParameter.NUMBER);
    fp1.setLowerLimit(1);        
    fp1.setDefault(2); 
    var fp2 = new FunctionParameter("BarsForward", FunctionParameter.NUMBER);
    fp2.setLowerLimit(1);        
    fp2.setDefault(1000000); 
    var fp3 = new FunctionParameter("PriceTick", FunctionParameter.NUMBER);
    fp3.setLowerLimit(0);        
    fp3.setDefault(1.0); 
    var fp4 = new FunctionParameter("Composite", FunctionParameter.STRING);
    fp4.setName("Composite");
    fp4.addOption("True");
    fp4.addOption("False");
    fp4.setDefault("False");    
    var fp5 = new FunctionParameter("Offset", FunctionParameter.NUMBER);
    fp5.setLowerLimit(0);        
    fp5.setDefault(0); 
}

var vInit = false;
var aMPprice = new Array(1);
var aMPtpo1 = new Array(1);
var aMPtag1 = new Array(1);
var aMPtpo2 = new Array(1);
var aMPtag2 = new Array(1);
var aMPclr2 = new Array(1);
var vStartFlag = false;
var vOSFlag = false;
var vOS = 0;
var vBarsFwdCount = 0;
var vBarNow = 0;
var vPriceInt = null;
var vDayStart = false;
var vLastHigh;
var vLastLow = 0; 
var vMPTag = 0;
var vMPStart = 0;
var vMPSize = 1;
var vMPStartTime = 0;
var vValPoint = null;
var vStartTime;
var vDaysBack;
var vBarsForward;
var vPriceTick;
var vComposite;
var vOffset;

function initMP() {

    var i;

    for(i = 0; i < (vMPSize-1); i++) {
        aMPprice.pop();
        aMPtpo1.pop();
        aMPtag1.pop();
        aMPtpo2.pop();
        aMPtag2.pop();
        aMPclr2.pop();
    }    
    vMPSize = 1;
    vMPStart = vBarNow;
    aMPprice[0] = getValue("Open");
    aMPtpo1[0] = 0;
    aMPtag1[0] = 0;
    aMPtpo2[0] = 0;
    aMPtag2[0] = 0;
    aMPclr2[0] = 0;
    
    return null;
}

function resizeMP() {

    var diff;
    var qty;
    var nextprice;
    var i;

    diff = vLastHigh - aMPprice[vMPSize - 1];
    if (diff > 0) {
        qty = (diff / vPriceInt) + 1;
        nextprice = aMPprice[vMPSize - 1];
        for (i = 0; i < qty; i++) {
            nextprice += vPriceInt;
            aMPprice.push(nextprice);
            aMPtpo1.push(0);
            aMPtag1.push(0);
            aMPtpo2.push(0);
            aMPtag2.push(0); 
            aMPclr2.push(0);
            ++vMPSize;
        }
    }

    diff = aMPprice[0] - vLastLow;
    if (diff > 0) {
        qty = (diff / vPriceInt) + 1;
        nextprice = aMPprice[0];
        for (i = 0; i < qty; i++) {
            nextprice -= vPriceInt;
            aMPprice.unshift(nextprice);
            aMPtpo1.unshift(0);
            aMPtag1.unshift(0);
            aMPtpo2.unshift(0);
            aMPtag2.unshift(0); 
            aMPclr2.unshift(0);
            ++vMPSize;
        }
    }

    return null;
}

function subtractTPO() {

    var i;
    
    for (i = 0; i < vMPSize; i++) {
        if ((vLastLow <= aMPprice[i]) && (vLastHigh >= aMPprice[i])) {
            aMPtpo2[i] -= 1;
        }
    }

    return null;
}

function addTPO(ValueUpdate) {

    var i;
    var j;
    var k;
    var firsthour = false;
    var rawt = getValue("rawtime");
    
    if ((rawt - vMPStartTime) < 3600) firsthour = true;

    if ((ValueUpdate > 0) && (firsthour == false)) {
        var tpoMax = 0;
        var tpoMaxCnt = 0;    
        var tpoMaxIndex = new Array(vMPSize);        
        var tpoTotal = 0;
    }
    
    for (i = 0; i < vMPSize; i++) {
    
        if ((vLastLow <= aMPprice[i]) && (vLastHigh >= aMPprice[i])) {
        
            aMPtpo2[i] += 1;            
            if (aMPtag2[i] == 0) {            
                vMPTag++;
                aMPtag2[i] = vMPTag;
            }     
            var vdrawOS = -1 * (Math.abs(vBarNow - vMPStart) + vOffset);    
            if (aMPclr2[i] == 0)
                drawLineRelative(vdrawOS, aMPprice[i], vdrawOS + aMPtpo2[i], aMPprice[i], PS_SOLID, 1, Color.grey, aMPtag2[i]);
            else
                drawLineRelative(vdrawOS, aMPprice[i], vdrawOS + aMPtpo2[i], aMPprice[i], PS_SOLID, 1, Color.blue, aMPtag2[i]);
                
            if (firsthour == true) aMPtpo1[i] = 1;
            if ((aMPtpo1[i] == 1) && (aMPtag1[i] == 0)) {
                ++vMPTag;
                aMPtag1[i] = vMPTag;
            }
            var vdrawOS = -1 * (Math.abs(vBarNow - vMPStart) + vOffset);
            drawLineRelative(vdrawOS, aMPprice[i], vdrawOS + aMPtpo1[i], aMPprice[i], PS_SOLID, 1, Color.red, aMPtag1[i]);
        }
        
        if ((firsthour == false) && (ValueUpdate > 0)) {
            tpoTotal += aMPtpo2[i];
            if ((i == 0) || (aMPtpo2[i] > tpoMax)) {
                tpoMax = aMPtpo2[i];
                tpoMaxCnt = 1;  
                tpoMaxIndex[tpoMaxCnt-1] = i;
            }
            else if (aMPtpo2[i] == tpoMax) {
                tpoMaxCnt++;
                tpoMaxIndex[tpoMaxCnt-1] = i;
            }         
            
        }
        
    }
    
    if ((firsthour == false) && (ValueUpdate > 0) && (tpoTotal > 0)) {
        for (i = 0; i < vMPSize; i++) aMPclr2[i] = 0;
        k = tpoMaxCnt - 1;
        if (k > 0) {
            var vPrice = getValue("Close");
            var diffmin = 0;
            var diff = 0;
            for (i = 0; i < tpoMaxCnt; i++) {
                j = tpoMaxIndex[i];
                diff = Math.abs(aMPprice[j] - vPrice);
                if ((i ==0) || (diff < diffmin)) {
                    k = i;
                    diffmin = diff;
                }
            }        
        }
        i = tpoMaxIndex[k];

        vValPoint = aMPprice[i];
        
        aMPclr2[i] = 1;
        var tpoCount = aMPtpo2[i];
        var tpoValue = tpoCount / tpoTotal;
        var UprIndex = i + 1;
        var Uprtpo = 0;
        var LwrIndex = i - 1;
        var Lwrtpo = 0;
        while (tpoValue < 0.68) {
            if (LwrIndex >= 0) Lwrtpo = aMPtpo2[LwrIndex];
            if (UprIndex < vMPSize) Uprtpo = aMPtpo2[UprIndex];
            if (Uprtpo >= Lwrtpo) {
                aMPclr2[UprIndex] = 1;
                tpoCount += aMPtpo2[UprIndex];
                UprIndex += 1;
                Uprtpo = 0;                   
            }
            else {
                aMPclr2[LwrIndex] = 1;
                tpoCount += aMPtpo2[LwrIndex];
                LwrIndex -= 1;
                Lwrtpo = 0;                   
            }
            tpoValue = tpoCount / tpoTotal;
        }
        for (i = 0; i < vMPSize; i++) {
            vdrawOS = -1 * (Math.abs(vBarNow - vMPStart) + vOffset);    
            if (aMPclr2[i] == 0)
                drawLineRelative(vdrawOS, aMPprice[i], vdrawOS + aMPtpo2[i], aMPprice[i], PS_SOLID, 1, Color.grey, aMPtag2[i]);
            else
                drawLineRelative(vdrawOS, aMPprice[i], vdrawOS + aMPtpo2[i], aMPprice[i], PS_SOLID, 1, Color.blue, aMPtag2[i]);
        }     
    }

    return;
}

function main(DaysBack, BarsForward, PriceTick, Composite, Offset) {

    var tmp;
    var vInterval = getInterval();
    if (vInterval == "D" || vInterval == "W" || vInterval == "M") return null;

    if (vInit == false) {
        vInit = true;
        clearLines(); 
        vDaysBack = DaysBack;
        vBarsForward = BarsForward;
        vPriceInt = PriceTick;
        vComposite = Composite;
        vOffset = -1 * Offset;
        var vOSet = getOldestBarIndex();
        vStartTime = getValue("rawtime",-vOSet);
        for(var i = 0; i < vDaysBack; ++i) {
            if (getFirstBarIndexOfDay(vStartTime) > getOldestBarIndex()) {
                var vPrevDay = getPreviousTradingDay(vStartTime);
                var vPrevDayStart = getFirstBarIndexOfDay(vPrevDay);
                vOSet = getOldestBarIndex() - vPrevDayStart;
                vStartTime = getValue("rawtime", -vOSet);                
            }
        }        
    }
 
    if (vStartFlag == false) {
        var t = getValue("rawtime");
        var vFirstIndex = getFirstBarIndexOfDay(t);
        if (vFirstIndex == getCurrentBarIndex()) {
            if (t >= vStartTime) vStartFlag = true;
        }      
    }
    
    if (vDayStart == true) vBarsFwdCount++;

    if ((vStartFlag == true) && (vBarsFwdCount < vBarsForward)) {
        if (getBarState() == BARSTATE_NEWBAR) {
            if (vOSFlag == true) vOS += 1;
            vBarNow = getCurrentBarIndex() + vOS;
            if (vOSFlag == false && vBarNow == 0) vOSFlag = true;
            vLastHigh = getValue("High");
            vLastLow = getValue("Low");
            tmp = getValue("rawtime");
            if (tmp != null) 
                var vFirstIndex = getFirstBarIndexOfDay(tmp);
            if (vFirstIndex == getCurrentBarIndex()) {
                vLastHigh = getValue("High");
                vLastLow = getValue("Low");
                if (vComposite == "False") {
                    vMPStartTime = tmp;
                    initMP();
                    vDayStart = true;
                    vBarsFwdCount = 0;
                    resizeMP();
                    addTPO(1);
                }
                else {
                    if (vDayStart == false) {
                        vMPStartTime = tmp;
                        initMP();
                        vDayStart = true;
                        vBarsFwdCount = 0;
                        resizeMP();
                        addTPO(1);                        
                    }
                    else {
                        resizeMP();
                        addTPO(1);
                    }
                }
            }
            else if (vDayStart == true) {
                resizeMP();
                addTPO(1);
            }
        }
        else if (vDayStart == true) {
            if ((getValue("High") > vLastHigh) || (getValue("Low") < vLastLow)) {
                subtractTPO();
                vLastHigh = getValue("High");
                vLastLow = getValue("Low");
                resizeMP();
                addTPO(0);
            }
            else {
                vLastHigh = getValue("High");
                vLastLow = getValue("Low");
            }
        }

    }

    return vValPoint;
}

function db(a,b,c) {
    debugPrintln(getMonth() + " " + getDay() + " " + getHour() + " " + getMinute() + " " + a + " " + b + " " + c);
} 

[kiki]

Paul's Profile Efs....

Thank you Barros for your kind reply and send me the efs...i will look at the efs and will keep you update...many thanks Barros and Paul from Futurenets.co.uk...for all your generous and kind help me...kiki

[kiki]

Price Profile

Hi Barros; I have experienced with the Price Profile efs written by Futurenets.co.uk that you sent..it looks great to me, except i wonder why when i put in Davsback 2, it will give me 3 days and if i put in Daysback = 4 it will give me 5 days...do you know what goes wrong with this extra one? what i need to do to fix this problem. Thanks always

[Barros]

I beleive

Hi Kiki,
You have the today market more 1, 2, 3.... days back.

[ideaman]

Re: I beleive

Hi Barros:

Perhaps you can help me understand this indicator. I had asked Paul Williams to explain it. He said he's temporarily tied up but will get back to me. I am interested in this indicator.

1-I understand the the red vertical dashes is the 1st hour's price range.
2-The Blue lines are 1 STDDev. But one STD Dev of what?
3- Are the blue and grey lines volume at each price level?
3-What is that red dashed line for that's zig zags thru the prices?

TIA,

dom

[Barros]

Seach Google about Market Profile

Hi people,
I am not a specialist in this strategy. I only had the file kept.
Try to search at Google and you will find information about the subject
Barros.

[Barros]

The response

On March, 29, 2004 I made the same Kiki question: Where can I get a Price (Market) Profile Manual?
Now after two years I received it:

Re. your email: please visit http://www.futurenets.co.uk/products.htm for latest product information.

My e-mail:
Sent: Monday, March 29, 2004 2:27 PM
Subject: PriceProfile Manual


Dear Sirs,
Could you send me, or suggest where can I get a Price(Market)Profile Manual?
Thank you for your attention.
Truly,
Manoel Barros.

PS: Congratulations for the PP.