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Auction Market Theory and Market Profile

  • #5,581
  • Apr 28, 2014 3:29pm Apr 28, 2014 3:29pm
Quoting i_v
By the way is there somebody that will be so kind to share M1 data with VOLUME for few years.
try this:

http://www.dukascopy.com/swiss/engli...ch/historical/


this seem to be the best data you can get for free

the volume data Dukascopy delivers is not the usual volume tick data, but it is real volume from their SWFX marketplace (which is one of the biggest liquidity pools)
  • #5,582
  • Apr 28, 2014 7:59pm Apr 28, 2014 7:59pm
Hi Frocus, is it possible for me to hide the information box on lower left? I set ShowPriceProfile to False but nothing happens. Is that it? thanks for all your work. Wish I could help but I think your programming skill is WAY beyond mine. I just code simple stuff.
  • #5,583
  • Edited 10:21pm Apr 28, 2014 10:07pm | Edited 10:21pm
I thinks there are still two another good choice for volumeprofile trading


1. You can download it from the official site clusterdelta.ru

but I can't read Russian.

Maybe any russian friends can tell us how to make it run


2. MPFreehand
I can't find it in this forum and this thread. any one can share it
  • #5,584
  • Apr 29, 2014 3:34am Apr 29, 2014 3:34am
Quoting xpinbar
1. You can download it from the official site clusterdelta.ru but I can't read Russian. Maybe any russian friends can tell us how to make it run
It's not free. $4.40/month for basic packet, $9.90/month for advanced packet.
  • #5,585
  • Apr 29, 2014 4:33am Apr 29, 2014 4:33am
xpinbar >

Thank you for your suggestion.

Attached Image (click to enlarge)
Click to Enlarge Name: screen.PNG Size: 42 KB


cluster_deltaVolume profile looks good.

1/ It's possible to get goot VP for MT4.

2/ It's possible to use 100-days historic.

Now, I have some difference between Volume profile-Marketscopte and Volume Profile-MT4 wich is strange because my data is identical (FXCM).

If there is coder who wants to develop some stuff for V-profiling, please take this indicator. It's almost perfect.

An option "X-days or weeks or month" should be add.
  • #5,586
  • Apr 29, 2014 4:34am Apr 29, 2014 4:34am
Quoting Ploughman
{quote} It's not free. $4.40/month for basic packet, $9.90/month for advanced packet.
I'm using Cluster_VP for free.
  • #5,587
  • Edited 5:32am Apr 29, 2014 5:17am | Edited 5:32am
Quoting Beyondprice
{quote} I'm using Cluster_VP for free.
How to make it run ?

after I installed it

no any volumeprofile apeared

Please give more detail , thanks
  • #5,588
  • Apr 29, 2014 5:19am Apr 29, 2014 5:19am
Quoting Beyondprice
{quote} I'm using Cluster_VP for free.
Well, sometimes its work without authorization, but sometimes not (at least for me).
  • #5,589
  • Apr 29, 2014 6:22am Apr 29, 2014 6:22am
Attached Image (click to enlarge)
Click to Enlarge Name: screen.PNG Size: 124 KB


It's becoming good.

Actually, the problem is Metatrader 4. This plateform sucks. Anyway, we know that's possible to make some good Volume profil&Market profile indicators.

Not perfect at all.

But you can draw you HVN/LVN and that's the most important. If there is a coder who is interested by improving this indicator, let me know...
  • #5,590
  • Apr 29, 2014 6:23am Apr 29, 2014 6:23am
Quoting xpinbar
{quote} How to make it run ? after I installed it no any volumeprofile apeared Please give more detail , thanks
You have to check "Import DDL" and it works.
  • #5,591
  • Apr 29, 2014 6:31am Apr 29, 2014 6:31am
Already shorted yesterday but I'm looking for buying EU on previous POC. It's a Peak-20 daysnd100days. We'll see.

Attached Image (click to enlarge)
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  • #5,592
  • Apr 29, 2014 6:36am Apr 29, 2014 6:36am
Quoting Beyondprice
xpinbar >I have some difference between Volume profile-Marketscopte and Volume Profile-MT4 wich is strange because my data is identical (FXCM).
I think that Cluster Delta is using external data (indicatior is connecting to ClusterDelta Servers online. I’m not absolutely sure but 99%, have to decompile to check).
During my play with volume/market profile indicators (and some others indicators with complicated calculation algorithms over allot of data) I can say that mt4 have terrible performance (it is not secret by the way).
I think that the solutions of the problem with calculation of volume histogram for long piriod of time are:
1.Using a external DLL that performs computations asynchronously (send input data to the DLL after that check for result and when it is ready indicator draws histogram but nt waiting dll to finish with calculations).
2.Calculations to be done in an external EXE(Program) which reads data from a MT4 history files and records processed results in files that is read by theindicator that is drawing histigram .
Of course there are other programming tricks that can help, adding dely 1s ( we do not need a recalculation of the histogram 100 times per second) , calculated distribution of the the volume in 1M bar to be keep and not to recalculate it every time , using any of the multithreading calculations some of can be done in parallel.
  • #5,593
  • Apr 29, 2014 6:49am Apr 29, 2014 6:49am
I'd like to use simple things but it seems hard to trade on MT4 by using Profling trading.

Alternative are Marketscope where the package is 60 dollars (composite TPO/Volume profile + Market Profile TPO/Volume) or susbcribe to Sierra Chart 30US/month. SC provides Fooprint, Tape & DOM tools.
  • #5,594
  • Apr 29, 2014 7:10am Apr 29, 2014 7:10am
Quoting i_v
{quote} I think that Cluster Delta is using external data (indicatior is connecting to ClusterDelta Servers online.
It is. CME data.
  • #5,595
  • Apr 29, 2014 7:12am Apr 29, 2014 7:12am
There are E-signal and NinjaTrader also with good VP/MP packages, alternative is MarketDelta probably.
I still have not given up about MT4 but if VPMP so "mission impossible" .. ..
  • #5,596
  • Apr 29, 2014 7:13am Apr 29, 2014 7:13am
Quoting Beyondprice
I'd like to use simple things but it seems hard to trade on MT4 by using Profling trading. Alternative are Marketscope where the package is 60 dollars (composite TPO/Volume profile + Market Profile TPO/Volume) or susbcribe to Sierra Chart 30US/month. SC provides Fooprint, Tape & DOM tools.
If you do not trade on M1-M240, then you can use RVL indicator. Its basically same as clusterdelta but do not update in realtime (only after CME publish their data on FTP) and do not have VAH/VAL. But VAH/VAL is not so important. So many terminals/indicators and so many different vah/val calculations in them.
  • #5,597
  • Apr 29, 2014 7:13am Apr 29, 2014 7:13am
Quoting Beyondprice
{quote} You have to check "Import DDL" and it works.
of course , I always check " import DDL" .

Still can not make it run .

I tried it on other MT4

somehting like this below, just a very small right- profile on M15 chart
whatever I changed the "comment_Perofile_period_" and "Comment_VP_Position" parameter

Attached Image (click to enlarge)
Click to Enlarge Name: testxx.png Size: 17 KB


any suggestion about that?

Thanks
  • #5,598
  • Apr 29, 2014 7:23am Apr 29, 2014 7:23am
Quoting xpinbar
{quote} of course , I always check " import DDL" . Still can not make it run . I tried it on other MT4 somehting like this below, just a very small right- profile on M15 chart whatever I changed the "comment_Perofile_period_" and "Comment_VP_Position" parameter {image} any suggestion about that? Thanks
Maybe you should adjust forex_shift setting.
  • #5,599
  • Apr 29, 2014 7:36am Apr 29, 2014 7:36am
Does someone know a Profile-indicator which shows TPO by colouring volume? I believe I saw sth like that here once.

Attached Image (click to enlarge)
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  • #5,600
  • Apr 29, 2014 7:38am Apr 29, 2014 7:38am
Quoting xpinbar
{quote} of course , I always check " import DDL" . Still can not make it run . I tried it on other MT4 somehting like this below, just a very small right- profile on M15 chart whatever I changed the "comment_Perofile_period_" and "Comment_VP_Position" parameter {image} any suggestion about that? Thanks

Don't know. Try to install it again.
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