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Date/Time: Fri, 29 Nov 2024 08:25:31 +0000



[User Discussion] - Volume at Price - Ask/Bid Volume Split Profile Mode

View Count: 3065

[2020-05-31 07:17:32]
User345071 - Posts: 11
Hi

Would like to request an Ask/Bid Volume Split Profile option in the Volume at Price study.

Please see screenshot.
https://content.screencast.com/users/ninjus/folders/Default/media/6df31da1-b9d2-4cd8-bbb1-0ad4da4da036/05.31.2020-08.14.png

Thanks for your time.
imageVAP_bidaskVolumeSplitProfile.png / V - Attached On 2020-05-31 07:13:53 UTC - Size: 79.99 KB - 676 views
Attachment Deleted.
[2020-05-31 08:49:59]
Ackin - Posts: 1865
You can solve via numbersbars in another separate window with the setting of a large period in the chart settings.

note.
The only bad thing is that you will have a profile restart every x minutes according to the setting of the bar period in number bars
Date Time Of Last Edit: 2020-05-31 09:11:30
imagevolume split.png / V - Attached On 2020-05-31 08:49:55 UTC - Size: 32.47 KB - 563 views
[2020-05-31 09:22:14]
User345071 - Posts: 11
Thanks but I want to use the volume profile draw tool to create these split profiles over bars/candles from prior swings.
I really want to see the bid ask distribution visually over specific areas to gauge levels of passive and active activity.

I understand there is little chance this will be added though.

Just hoping :)
[2020-05-31 09:37:28]
Ackin - Posts: 1865
I agree and I understand what you want. The thread has been marked as a user discussion, so I'm a little worried that it will only stay with that hope-state. I can create a profile for you, but it won't be like a drag-drop tool in Sierra.

We'll see, this is quite an interesting thing, and Sierra programmers could implement it. Many people would probably appreciate it .... There were previously requirements for TPO together with the volume profile. This is a similar topic.

Maybe it would be enough if there was an implemented item in the volume setting of the profile "shifted left or righ by half the marked area". Intended as a drawing not in the marked rectangle but only in its half -compressed by 1/2 the width of the shape. In the second half, the second profile could be situated with the opposite calculation and the opposite polarity of the drawn bars. It would also solve the TPO profile.
Date Time Of Last Edit: 2020-05-31 09:39:32
[2020-06-08 12:41:38]
Ackin - Posts: 1865
Thanks but I want to use the volume profile draw tool to create these split profiles over bars/candles from prior swings.
I really want to see the bid ask distribution visually over specific areas to gauge levels of passive and active activity.

well...If you look at this picture, in this form it would be ok? Don't need other functionalities? I ask because I could create it as a graphic element but it will only be able to do only this ... nothing more (it will not be a volume profile as you know it)

https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=39722

Do you want?
[2020-06-08 14:39:43]
ninjus - Posts: 29
Perhaps. Can it be refreshed? So clear current volume and start accumulating again?
[2020-06-08 14:48:08]
Ackin - Posts: 1865
I imagine two options according to the user's choice:
1) period
2) start point to end chart

maybe also 3) start point to end period
[2020-06-08 16:33:25]
ninjus - Posts: 29
And this will display in the fill space?
I am currently using 4h chart with numbers bars with no scale borders to the left of my chart DOM to at least have something.

I'd love to save the space.

I'd love to be able to use the draw profile tool as well haha. But I'll leave that wish with the SC engineers.
image4hoursplitprofile.png / V - Attached On 2020-06-08 16:32:57 UTC - Size: 165.92 KB - 402 views
[2020-06-08 20:52:52]
Ackin - Posts: 1865
And this will display in the fill space?

maybe ... it's not so important where I'll display it ... today I solved the accumulation of levels as quickly as possible and I probably have solved it ... so now just some graphic design ... and then tests, tests, tests. .. before that I will release the beta version and I will inform you more about it ... it should be ready by the end of the week (I am solving other requests from the czsk forum together with that)
[2020-06-12 12:05:49]
Ackin - Posts: 1865
It's done for a higher time frame. Now I try for numbersbars chart with text-numbers-colors.
Date Time Of Last Edit: 2020-06-12 19:39:04
[2020-06-12 13:16:52]
User345071 - Posts: 11
Looks great. Let me know on the forum if you want me to test it.
[2020-06-12 14:47:58]
Ackin - Posts: 1865
I will definitely need testers :) Now I do coloring (signal length at price x color range) then I release for tests
[2020-06-12 19:29:09]
Ackin - Posts: 1865
And this will display in the fill space?
yes, done

Can it be refreshed? So clear current volume and start accumulating again?
in the next release will, write the restart criteria .... or do you want a button for it?




Tonight it will be in the update folder ... Coloring is done .... I also added a back summary of more than 500 bars back (user selectable) .... the calculation time is satisfactory but I will improve it, currently it's just a "working" version for a higher time frame., so please be forgiving some issues there ... :) ...

I wonder if it would not be interesting to filter the volume levels by size ... then there would probably be interesting SR levels




I also received a few emails...is it possible to add the following?
- whether it can be converted to TPO: yes
- summary of diagonal Imbalance in another profile: yes
-summarisation of price and time at bars: yes
-ZigZag volume profile: yes

just give me more time, this is new




btw. free but without source code
Date Time Of Last Edit: 2020-06-14 21:21:58
[2020-06-14 21:22:52]
Ackin - Posts: 1865
next update

- added filtering and numbers
Date Time Of Last Edit: 2020-06-16 15:46:46
[2020-06-16 15:46:33]
Ackin - Posts: 1865
- Speed improvement (attached img for settings 500 bars back, 90 days loading ...for tests)
- Possibility to filter areas
- Switching: profile / SR zones
image_profile test7.png / V - Attached On 2020-06-16 15:45:15 UTC - Size: 76.5 KB - 394 views
image_profile test8.png / V - Attached On 2020-06-16 15:45:24 UTC - Size: 61.21 KB - 371 views
[2020-06-18 13:24:11]
Ackin - Posts: 1865
- user defined values filtering (treshold max/ min input ask bid volume)
- display inside chart without fill space
- New selection category in profile settings "Calculation method"
Ask Bid, Delta at_price .........
- Comparison of time bars and filtering of the same time bars or vice versa
- offset text

- another speed improvement (100.000 bars per 1ms), then there is a problem with refresh graphics - I do not use OpenGL .... rendering directly into graphics or GDI+ would probably speed it up



next:
diagonal imbalances
Date Time Of Last Edit: 2020-06-18 13:49:08
image_profile test9.png / V - Attached On 2020-06-18 13:24:06 UTC - Size: 83.21 KB - 376 views
[2020-06-19 19:10:22]
Ackin - Posts: 1865
update tonight:

Added
+ Ask Bid Delta atprice
+ Ask Bid Diagonal
+ Ask Bid Delta atprice Ratio
+ Ask Bid Diagonal Ratio

I'm still thinking about the ratio of volume to trades, it would only make sense for a very small resolution chart
******************************
+ the volume profile display can be switched to the SR zones display, it is clearer than the volume profile
+ autoreset volume profile by Trade -> it resets and starts counting levels again from the beginning
+ improved tick filtering (user defined +- tick from Last price) -> Volume profile can be a constant height, for example, only 30 ticks up / down where in the middle is the last price (close to the last bar)
+ improved display of the profile result in volume or in the number of situations, it is possible to find out how many times the price has become, for example, diagonal imbalance since the beginning of the day in the size specified by the user. This numerical filtering looks much more useful than a fixed value that changes during the day.

I'm skipping time and its calculation so far, it slowed down the loading of the profile a lot.
- Auto Scale text and graphic display in the form of an image remained unfinished. After the weekend, I will finish transferring the zones to other charts. There was also a requirement to transfer values to the Spreadsheet ... this will be until the completion of tests of the correct calculation of all values ... the same alerts and auxiliary subgraphs for autotrading

With today's update, I consider this study complete until the end of the tests. I will probably also transfer the reset and filtering of the levels to the "Strength volume meter".


Have a nice weekend everyone
[2020-06-21 11:46:37]
Ackin - Posts: 1865
Fix:
cannot be hidden - done
unlock their fill space - done
filtering by total volume - diagonal is done


improve reset by your trade ... user choice: "trade start" or "trade exit" for reset volume profile

Added:
Filtering by total Volume
Type: new type "Table"
line until future for SR zones - done
new Type - SR zones + SR Lines
new Type - SR Lines
offset line until future - done
Date Time Of Last Edit: 2020-06-21 11:48:48
[2020-11-01 18:39:39]
User573721 - Posts: 26
Hi Ackin,

would it be possible to add alerts to this study? I use zones and I need to have information that there has been a touch or break. Thanks
[2020-11-02 10:52:58]
Ackin - Posts: 1865
I am currently working on more studies. I'll look into it in the next 14 days. Please remember when there is nothing here.
[2021-03-30 19:33:49]
Sargon Petros - Posts: 57
Hello,

Where do I find this Study?

Thanks
[2021-03-30 20:55:17]
Ackin - Posts: 1865
Hello,Where do I find this Study?

https://www.sierrachart.com/UserControlPanel.php?page=StudyStore&SCDLLName=zyp_download_free
[2021-04-01 10:39:41]
Sargon Petros - Posts: 57
Thanks - what is the name of the study?
[2021-04-01 10:44:06]
Ackin - Posts: 1865
Thanks - what is the name of the study?

study: _Zyp profile test
Library: Zyp sierra free 2020

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