Market Profile Code

_SECTION_BEGIN("MarketProfile");
//------------------------------------------------------------------------------
//
// Formula Name: Market Profile
//
// Use with 5/15min chart
// Originial - From AFL library

//Market Profile 10/12/2009


//------------------------------------------------------------------------------
// This is a modified version of afl date 09/19/2009 as listed above
// Contains a couple changes:
// 1) a more correct (but not complete) calculation of POC.
// 2) attempt to avoid the out of bound runtime error that
// sometimes occurs. See below:
//
// Here are changes to emulate the arrays x[] and total[] so
// that the array size are not limited by Barcount.
// Now one probably should not get the out of bound error even
// if the density or ticksize is smaller. Of course, there will
// be more overhead in calculation.
// johncw 20091010
// Wrapper start
_N(VarKey = NumToStr(GetChartID(), 1.0, False) + "_");
_N(VarTotal = "V_T" + VarKey);
_N(VarX = "V_x" + VarKey);

function L_StaticVarSet(L_name, L_value)
{
local L_name, L_value;
StaticVarSet(L_name + VarKey, L_value);
}

function L_StaticVarGet(L_name)
{
local L_name;
return(StaticVarGet(L_name + VarKey));
}

function x_g(L_idx)
{
local L_idx;
return VarGet(VarX + L_idx);
}

function x_s(L_idx, L_value)
{
local L_idx, L_value;
VarSet(VarX + L_idx, L_value);
}

function total_g(L_idx)
{
local L_idx;
return VarGet(VarTotal+L_idx);
}

function total_s(L_idx, L_value)
{
local L_idx, L_value, L_name;
VarSet(VarTotal+L_idx, L_value);
}
// Wrapper end
//------------------------------------------------------------------------------


PlotOHLC(O,H,L,C,"Price",IIf(C>O,colorGreen,colorRed),styleCandle);


EnMP2= ParamList("MarketProfile","Solid|Lines|Letters");
styleLines = ParamStyle("Style", styleLine, maskAll);

Type=ParamList("Type","Price Profile|Volume Profile");
Period= ParamList("Base","Hourly|Daily|Weekly|Monthly",1);

Den = Param("Density", 1, 0.25, 100, 0.25); // Resolution in terms of $
percent=Param("Value Area", 70, 1, 100, 1);
ViewTPOCount= ParamToggle("Show TPO Count", "No|Yes",1);
Viewvalues= ParamToggle("Show Values", "No|Yes",1);

ViewPREVIOUS = ParamToggle("Previous Values", "No|Yes",1);

ViewVALVAH = ParamToggle("Show VAL VAH Line", "No|Yes",1);
Viewfill = ParamToggle("Show VA Fill", "No|Yes",0);
Colorpoc=ParamColor("Color POC", colorYellow);
Colorfill=ParamColor("Color Fill", ColorRGB(20,40,60));


EnIB = ParamToggle("Show Initial Balance", "Yes|No");
IBBars = Param("Initial Balance Bars", 2, 0, 10, 1);

if(Period=="Daily"){
BarsInDay = BarsSince(Day() != Ref(Day(), -1));
Bot = TimeFrameGetPrice("L", inDaily, 0);
Top = TimeFrameGetPrice("H", inDaily, 0);
Vol = TimeFrameGetPrice("V", inDaily, 0);
}

if(Period=="Hourly"){
BarsInDay = BarsSince(Minute() != Ref(Minute(), -1));
Bot = TimeFrameGetPrice("L", in5Minute, 0);
Top = TimeFrameGetPrice("H", in5Minute, 0);
Vol = TimeFrameGetPrice("V", in5Minute, 0);
}

if(Period=="Weekly"){
BarsInDay = BarsSince(DayOfWeek() < Ref( DayOfWeek(), -1 ));
Bot = TimeFrameGetPrice("L", inWeekly, 0);
Top = TimeFrameGetPrice("H", inWeekly, 0);
Vol = TimeFrameGetPrice("V", inWeekly, 0);
}

if(Period=="Monthly" ){
BarsInDay = BarsSince(Month() != Ref(Month(), -1));
Bot = TimeFrameGetPrice("L", inMonthly, 0);
Top = TimeFrameGetPrice("H", inMonthly, 0);
Vol = TimeFrameGetPrice("V", inMonthly, 0);
}

CurTop = HHV(H,BarsInDay+1);
Curbot = LLV(L,BarsInDay+1);
Range = Highest(Top-Bot);
TodayRange = Top - Bot;

AveRange = Sum(Top-Bot,30)/30;
LAveRange = AveRange[BarCount-1];

// Initialization
baseX = 0;
baseY = floor(Bot[0]/Den)*Den;
relTodayRange = 0;
firstVisBar = Status("firstvisiblebar");
lastVisBar = Status("lastvisiblebar");

D=.0005;
//total=0;
totaldn=0;
totalup=0;
shiftup=0;
shiftdn=0;
startr=0;

i0 = 0;
i1 = 0;
for (i=0; i<BarCount; i++) {
x_s(i, 0); // should not need this
if (BarsInDay == 0 AND i < firstVisBar) {
i0 = i;
}
if (BarsInDay == 0 AND i >= lastVisBar) {
i1 = i;
}
}

i1 = BarCount-1;
for (i=i0; i<=i1; i++) {
if (BarsInDay == 0) {
baseX = i;
baseY = floor(Bot/Den)*Den;
maxY = floor(Top/Den)*Den;
relTodayRange = (maxY-baseY)/Den;

for (j=0; j <= relTodayRange; j++) {
x_s(j, 0);

}
}

range_x=lastVisBar-firstVisBar;
spread = Param("X Space", 80, 1, 200, 1);
tpl = Param("Time Per Letter (mins)", 30, 1, 360, 1);
Intervalmin=Interval()/60;
flt =Param("First Letter (Bars)", 1, 1, 60, 1);
teb=ParamToggle("To Each Bar","No|Yes");
Color=Param("Color Threshold",20,1,50,1);
stopg=0;
stopr=0;
new=0;

Voloumeunit=Vol/LastValue(BarsInDay);


if (EnMP2 == "Letters") {
for (j=0; j<= relTodayRange; j++) {
if (L <= baseY+j*Den AND H >= baseY+j*Den) {
PlotText(StrExtract(" A , B , C , D , E , F , G , H , I , J , K , L , M , N , O , P , Q , R , S , T , U , V , W , X , Y , Z, a , b , c , d , e , f , g , h , i , j , k , L , m , n ,o , p , q , r , s , t , u , v , w , x , y , z ",
IIf(BarsInDay<flt,0,ceil(BarsInDay/(tpl/Intervalmin))-0)), baseX+IIf(teb==1,BarsInDay,x_g(j)*(range_x/spread)), baseY+j*Den,
colorWhite,ColorHSB(10+((ceil(BarsInDay/(tpl/Intervalmin)))*Color),160,140));
x_s(j, x_g(j)+1);

}
}
}

else if (EnMP2 == "Lines" OR EnMP2 == "Solid") {
for (j=0; j<= relTodayRange; j++) {
if (L <= baseY+j*Den AND H >= baseY+j*Den) {
if(Type=="Price Profile"){x_s(j, x_g(j)+1);}
else if(Type=="Volume Profile"){x_s(j, x_g(j)+round(V/Voloumeunit));}

}
}
}

// Draw Initial Balance after 11am bar is complete
if (BarsInDay == IBBars+1 AND EnIB == 0) {
Line1 = LineArray(i-2, curtop[i-1],i+7, curtop[i-1],0,True);
Plot(Line1,"",colorLightGrey,styleLine+styleDashed|styleNoRescale);
Line1 = LineArray(i-2, curbot[i-1],i+7, curbot[i-1],0,True);
Plot(Line1,"",colorLightGrey,styleLine+styleDashed|styleNoRescale);
}

// Examine x[j]
if ((i < BarCount - 1 AND BarsInDay[i+1] == 0) OR i == BarCount-1) {
maxXj = 0;
maxj = 0;
midrange = int(relTodayRange/2)+1;
for (j=0; j<= relTodayRange; j++) {
if (maxXj < x_g(j)) {
maxXj = x_g(j); maxj = j; L_StaticVarSet("Maxj",j); new=j;
} else if ( MaxXj == x_g(j)) {
if (abs(midrange-j) < abs(midrange-L_StaticVarGet("Maxj"))) {
maxXj = x_g(j); maxj = j; L_StaticVarSet("Maxj",j); new=j;
}
}
}
total_s(0, 0);
for ( n = 1; n <= relTodayRange; n++ ) {
total_s(n, x_g(n) + total_g(n-1));
}

Value_area=(total_g(relTodayRange)*percent)/100;

for ( a = 1; a <= relTodayRange; a++ )
{
if(Maxj-a>0 AND Maxj+a<relTodayRange)
{
if(MaxXj+total_g(Maxj+a)-total_g(Maxj)+(total_g(maxj)-MaxXj)-total_g(Maxj-(a+1))>=Value_area) {shiftup=a; shiftdn=a; break;}
}
else if(Maxj-a<1 )
{
if(MaxXj+total_g(Maxj+a)-total_g(Maxj)+(total_g(maxj)-MaxXj)>=Value_area){shiftup=a; shiftdn=maxj-1; break;}
}
else if(Maxj+a>relTodayRange )
{
if(MaxXj+total_g(relTodayRange)-total_g(Maxj)+(total_g(maxj)-MaxXj)-total_g(Maxj-(a+1)) >=Value_area){shiftup=relTodayRange-maxj; shiftdn=a; break;}
}
}

Vah = LineArray(baseX, baseY+(maxj+shiftup)*Den, i, baseY+(maxj+shiftup)*Den,0,True);
Val = LineArray(baseX, baseY+(maxj-shiftdn)*Den, i, baseY+(maxj-shiftdn)*Den,0,True);
Vah1 = LineArray(i, baseY+(maxj+shiftup)*Den, i+BarsInDay, baseY+(maxj+shiftup)*Den,0,True);
Val1 = LineArray(i, baseY+(maxj-shiftdn)*Den, i+BarsInDay, baseY+(maxj-shiftdn)*Den,0,True);
poc = LineArray(baseX, baseY+maxj*Den, i, baseY+maxj*Den,0,True);
poc1 = LineArray(i, baseY+maxj*Den, i+BarsInDay, baseY+maxj*Den,0,True);

if(ViewVALVAH==1)
{
Plot(Vah,"",ParamColor("Color_VA", colorBlueGrey),styleLine|styleNoRescale);
Plot(Val,"",ParamColor("Color_VA", colorLightBlue),styleLine|styleNoRescale);
Plot(poc,"",Colorpoc,styleLine|styleNoRescale);
}
if(ViewPREVIOUS==1)
{
Plot(Vah1,"",ParamColor("Color_VA", colorBlueGrey),styleDashed|styleNoRescale);
Plot(Val1,"",ParamColor("Color_VA", colorLightBlue),styleDashed|styleNoRescale);
Plot(poc1,"",Colorpoc,styleDashed|styleNoRescale);
}


if(Viewvalues==1)
{
PlotText(""+(baseY+maxj*Den),i-5,baseY+maxj*Den,Colorpoc);
PlotText(""+(baseY+(maxj+shiftup)*Den),i-5,baseY+(maxj+shiftup)*Den,colorWhite);
PlotText(""+(baseY+(maxj-shiftdn)*Den),i-5,baseY+(maxj-shiftdn)*Den,colorWhite);
if(ViewTPOCount==1){PlotText(""+(total_g(maxj)-MaxXj)+" / "+(total_g(maxj-shiftdn-1)),basex,bot-(Top-bot)*0.05,ParamColor("Color_Below_VA", colorGrey40));
PlotText(""+(total_g(relTodayRange)-total_g(maxj))+" / "+(total_g(relTodayRange)-total_g(maxj+shiftup)),basex,Top,ParamColor("Color_Above_VA", colorGrey40));
}



}

}

if (i < BarCount - 1 AND BarsInDay[i+1] == 0 OR i == BarCount-1) {

for (p = 1; p < relTodayRange+1; p++){
line = LineArray(baseX, baseY+p*Den, baseX+x_g(p), baseY+p*Den);
line2 = LineArray(baseX, baseY+(p-1)*Den, baseX+x_g(p-1), baseY+(p-1)*Den);

if (EnMP2 == "Solid")
{
PlotOHLC( Line, Line, Line2, Line2, "",IIf(p>(maxj+shiftup),ParamColor("Color_Above_VA", colorGrey40),IIf(p<=(maxj+shiftup)AND p>(maxj-shiftdn),ParamColor("Color_VA", colorBlueGrey),ParamColor("Color_Below_VA", colorGrey40))) ,styleCloud|styleNoRescale|styleNoLabel);
}
if (EnMP2 == "Lines")
{
Plot(line,"",IIf(p>(maxj+shiftup),ParamColor("Color_Above_VA", colorGrey40),IIf(p<=(maxj+shiftup)AND p>(maxj-shiftdn),ParamColor("Color_VA", colorBlueGrey),ParamColor("Color_Below_VA", colorGrey40))) , styleLines|styleNoLabel);
}

}
if(Viewfill==1){PlotOHLC(Vah,Vah,Val,Val,"",Colorfill,styleCloud|styleNoRescale|styleNoLabel);}

}
}


_SECTION_END();