StockFetcher Forums · Filter Exchange · /* TRO MARKET PROFILE DISPLAY */<< >>Post Follow-up
TheRumpledOne
6,362 posts
msg #57521
Ignore TheRumpledOne
modified
12/4/2007 12:33:20 PM

Fetcher[
/* TRO MARKET PROFILE DISPLAY */

SET{ UPPERLIM, HIGH 30 DAY HIGH }
SET{ LOWERLIM, LOW 30 DAY LOW }

/* NOTE YOU CAN USED FIXED VALUES FOR UPPERLIM */
/* AND LOWERLOW TO GET A MORE ACCURATE READING */

SET{ XRANGE, UPPERLIM - LOWERLIM }

SET{ PCT20X, XRANGE * .20 }
SET{ PCT20, PCT20X + LOWERLIM }
SET{ C20 , COUNT( CLOSE BELOW PCT20, 30) }

SET{ PCT40X, XRANGE * .40 }
SET{ PCT40, PCT40X + LOWERLIM }
SET{ C40X, COUNT( CLOSE BELOW PCT40 , 1) * COUNT( CLOSE ABOVE PCT20 , 1 ) }
SET{ C40 , COUNT( C40X EQUAL 1 , 30 ) }

SET{ PCT60X, XRANGE * .60 }
SET{ PCT60, PCT60X + LOWERLIM }
SET{ C60X, COUNT( CLOSE BELOW PCT60 , 1) * COUNT( CLOSE ABOVE PCT40 , 1 ) }
SET{ C60 , COUNT( C60X EQUAL 1 , 30 ) }

SET{ PCT80X, XRANGE * .80 }
SET{ PCT80, PCT80X + LOWERLIM }
SET{ C80X, COUNT( CLOSE BELOW PCT80 , 1) * COUNT( CLOSE ABOVE PCT60 , 1 ) }
SET{ C80 , COUNT( C80X EQUAL 1 , 30 ) }

SET{ C100X, COUNT( CLOSE BELOW UPPERLIM , 1) * COUNT( CLOSE ABOVE PCT80 , 1 ) }
SET{ C100 , COUNT( C100X EQUAL 1 , 30 ) }

ADD COLUMN C20
ADD COLUMN C40
ADD COLUMN C60
ADD COLUMN C80
ADD COLUMN C100

DRAW UPPERLIM ON PLOT PRICE
DRAW PCT20 ON PLOT PRICE
DRAW PCT40 ON PLOT PRICE
DRAW PCT60 ON PLOT PRICE
DRAW PCT80 ON PLOT PRICE
DRAW LOWERLIM ON PLOT PRICE

MARKET IS NASDAQ 100

SORT COLUMN 9 DESCENDING

]



Experiment with different percent line crossings... you may just find a "sweet spot".



TheRumpledOne
6,362 posts
msg #57523
Ignore TheRumpledOne
modified
12/4/2007 12:56:24 PM

Fetcher[
/* TRO MARKET PROFILE DISPLAY - 52 WEEK */

SET{ UPPERLIM, HIGH 52 WEEK HIGH }
SET{ LOWERLIM, LOW 52 WEEK LOW }

/* NOTE YOU CAN USED FIXED VALUES FOR UPPERLIM */
/* AND LOWERLOW TO GET A MORE ACCURATE READING */

SET{ XRANGE, UPPERLIM - LOWERLIM }

SET{ PCT20X, XRANGE * .20 }
SET{ PCT20, PCT20X + LOWERLIM }
SET{ C20 , COUNT( CLOSE BELOW PCT20, 30) }

SET{ PCT40X, XRANGE * .40 }
SET{ PCT40, PCT40X + LOWERLIM }
SET{ C40X, COUNT( CLOSE BELOW PCT40 , 1) * COUNT( CLOSE ABOVE PCT20 , 1 ) }
SET{ C40 , COUNT( C40X EQUAL 1 , 30 ) }

SET{ PCT60X, XRANGE * .60 }
SET{ PCT60, PCT60X + LOWERLIM }
SET{ C60X, COUNT( CLOSE BELOW PCT60 , 1) * COUNT( CLOSE ABOVE PCT40 , 1 ) }
SET{ C60 , COUNT( C60X EQUAL 1 , 30 ) }

SET{ PCT80X, XRANGE * .80 }
SET{ PCT80, PCT80X + LOWERLIM }
SET{ C80X, COUNT( CLOSE BELOW PCT80 , 1) * COUNT( CLOSE ABOVE PCT60 , 1 ) }
SET{ C80 , COUNT( C80X EQUAL 1 , 30 ) }

SET{ C100X, COUNT( CLOSE BELOW UPPERLIM , 1) * COUNT( CLOSE ABOVE PCT80 , 1 ) }
SET{ C100 , COUNT( C100X EQUAL 1 , 30 ) }

ADD COLUMN C20
ADD COLUMN C40
ADD COLUMN C60
ADD COLUMN C80
ADD COLUMN C100

DRAW UPPERLIM ON PLOT PRICE
DRAW PCT20 ON PLOT PRICE
DRAW PCT40 ON PLOT PRICE
DRAW PCT60 ON PLOT PRICE
DRAW PCT80 ON PLOT PRICE
DRAW LOWERLIM ON PLOT PRICE

MARKET IS NASDAQ 100

CHART-TIME IS 1 YEAR

SORT COLUMN 9 DESCENDING

]



Using the concept of market profile on a daily chart.


TheRumpledOne
6,362 posts
msg #57670
Ignore TheRumpledOne
12/6/2007 1:17:41 AM

Fetcher[
/* TRO MARKET PROFILE DISPLAY closed crossed above 80 pct line */

SET{ UPPERLIM, HIGH 30 DAY HIGH }
SET{ LOWERLIM, LOW 30 DAY LOW }

/* NOTE YOU CAN USED FIXED VALUES FOR UPPERLIM */
/* AND LOWERLOW TO GET A MORE ACCURATE READING */

SET{ XRANGE, UPPERLIM - LOWERLIM }

SET{ PCT20X, XRANGE * .20 }
SET{ PCT20, PCT20X + LOWERLIM }
SET{ C20 , COUNT( CLOSE BELOW PCT20, 30) }

SET{ PCT40X, XRANGE * .40 }
SET{ PCT40, PCT40X + LOWERLIM }
SET{ C40X, COUNT( CLOSE BELOW PCT40 , 1) * COUNT( CLOSE ABOVE PCT20 , 1 ) }
SET{ C40 , COUNT( C40X EQUAL 1 , 30 ) }

SET{ PCT60X, XRANGE * .60 }
SET{ PCT60, PCT60X + LOWERLIM }
SET{ C60X, COUNT( CLOSE BELOW PCT60 , 1) * COUNT( CLOSE ABOVE PCT40 , 1 ) }
SET{ C60 , COUNT( C60X EQUAL 1 , 30 ) }

SET{ PCT80X, XRANGE * .80 }
SET{ PCT80, PCT80X + LOWERLIM }
SET{ C80X, COUNT( CLOSE BELOW PCT80 , 1) * COUNT( CLOSE ABOVE PCT60 , 1 ) }
SET{ C80 , COUNT( C80X EQUAL 1 , 30 ) }

SET{ C100X, COUNT( CLOSE BELOW UPPERLIM , 1) * COUNT( CLOSE ABOVE PCT80 , 1 ) }
SET{ C100 , COUNT( C100X EQUAL 1 , 30 ) }

ADD COLUMN C20
ADD COLUMN C40
ADD COLUMN C60
ADD COLUMN C80
ADD COLUMN C100

DRAW UPPERLIM ON PLOT PRICE
DRAW PCT20 ON PLOT PRICE
DRAW PCT40 ON PLOT PRICE
DRAW PCT60 ON PLOT PRICE
DRAW PCT80 ON PLOT PRICE
DRAW LOWERLIM ON PLOT PRICE

close crossed above pct80
MARKET IS NASDAQ 100

SORT COLUMN 9 DESCENDING

]



TheRumpledOne
6,362 posts
msg #57774
Ignore TheRumpledOne
12/8/2007 2:52:20 PM

Looks like no one liked these...

Win some, lose some.


absorrel4
10 posts
msg #88936
Ignore absorrel4
3/1/2010 8:36:38 PM

TRO....wonder if you (or others) could help. I use Market Profile and I use the "edges" of price clusters as key reference points for my trade decisions. As I am sure you know, the clusters where there is the most price action can be anywhere within the previous year's range....near the top of the range, in the middle or at the bottom (or anywhere inbetween). I viewed your filter and I like how I can use the approach to get a count of where the stock traded over the last year (which will show me the general area of the price "clusters"). I am wondering how to take this to the next level. I would like to create a filter to show the area where the most repetitive trades occurred thoughout the year (for example, if the most action took place in the 10%, 20%, and 30% levels per your original filter)....I would then like the filter to tell me which stocks are just now breaking out of this this critical region/cluster. Any ideas? Thanks in advance!

TheRumpledOne
6,362 posts
msg #89051
Ignore TheRumpledOne
3/4/2010 9:04:43 AM

You would count the days price was at each level and display the results. See my RUN FOREST, RUN filter for an example of how to do that.



absorrel4
10 posts
msg #89078
Ignore absorrel4
3/4/2010 1:58:14 PM

Thanks....

mhome
12 posts
msg #104196
Ignore mhome
1/3/2012 2:51:57 PM

Hi absorrel4, did you manage to get your idea working? I've been trying to construct something similar but to no avail.

StockFetcher Forums · Filter Exchange · /* TRO MARKET PROFILE DISPLAY */<< >>Post Follow-up

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