Market Profile Code for Tradestation:
From Tradestation 8.8
Set to 30 min chart
Space accordingly
Here it is, Market Profile for Tradestation, just cut and paste the code below:
(sometimes the copy over can move a few things, just run verify and it will show you where the minor mistakes may be, very easy fix)
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[LegacyColorValue = true];
input:compress(1),len(30),letter1(1),txtcolr(7),opncol(6),closcol(6),lastcol(6),VAprcnt(.70),Valcol(5),
Valsize(3),Stime(Sess1StartTime),passwrd(“dxlgkgk79ds8sncdk”);
vars:lett(“ABCDEFGHIJKLMNOPQRSTUVWXYZabcdefghijklmnopqrstuvwxyz”),t1(0),vsize(0),cpt(0),dl(0),
lcount(1),fp(0),daynum(0),d0(0),mid(0),dlo(0),pc(0),pc2(0),skp(0),labl(0),vala(0),vap(0),cp(0),t0(0),nuflag(0),
hh(0),ll(0),x(0),et(0), clet(“”),curtxt(“”),th(0),tl(0),tpstr(“00″),tot(0),va(0),d2p(0),oldclet(“”),
barhi(0),barlo(0),mintick(0),xpts(0),price(0),up(0),dn(0),oldup(0),olddn(0),flag(0),flag2(0) ;
array:pri[1000](0),tpo[1000](0),pristr[1000](“”);
nuflag=0;
if t0 <= Sess1EndTime and t > Sess1EndTime and Sess2StartTime <> 0 then nuflag=1;
if d <> d0 and Sess2StartTime = Sess2EndTime then nuflag=1;
if t0=sess1endtime then nuflag=1;
if currentbar=1 or nuflag=1 then begin
if currentbar=1 then begin
vap=VAprcnt;
x=currentdate;
if x < 991001 and x > 250101 and passwrd =”bngjdfjru57er” then value98=1;
if x < 991231 and x > 250101 and passwrd =”dxlgkgk79ds8sncdk” then value98=1;
if BlockNumber <> 32474 then value98=1;
value97= 1/value98;
vsize=mod(valsize+7,7);
if vsize < 2 then value88=5 else value88=vsize;
mintick = 1 point * minmove * compress;
xpts=500*mintick;
end;
lcount=letter1;
if currentbar > 1 then begin
if valcol <> 0 and flag2=0 then begin
mid=0;value23=0;
cpt=tl;cp=tl + (th-tl)/2; {center of dist.}
for x = tl to th begin
if pristr[x] <> “” then begin
pristr[x]=nutpstr(tpo[x],pristr[x],pri[x]);
value23=value23 + tpo[x]; {total tpo count}
if tpo[x]=mid and x <= cp then cpt=x;
if tpo[x]=mid and x>cp and(x-cp) < AbsValue(cp-cpt) then cpt=x;
if tpo[x] > mid then begin
cpt=x;
mid = tpo[x];
end;
end;
end;
va=value23 * vap;
x=mid;up=cpt;dn=cpt;
while x < va begin
value19=tpo[up+1]+tpo[up+2]; value20=tpo[dn-1]+tpo[dn-2];
if value19 >= value20 then begin
if x+tpo[up+1] >= va then begin
x=x+tpo[up+1]; up=up+1;
end else begin
x=x+value19; up=up+2;
end;
end else begin
if x+tpo[dn-1] >= va then begin
x=x+tpo[dn-1]; dn=dn-1;
end else begin
x=x+value20; dn=dn-2;
end;
end;
end;
if up > th then up=th; if dn < tl then dn=tl;
up= fp+((up-500)*mintick);
dn=fp+((dn-500)*mintick);
value62=fp+((cpt-500)*mintick);
labl= text_new(d2p,t1,dl-mintick,”VA:”+mp_str32(dn)+” “+mp_str32(up));
TEXT_SETSTYLE(labl,0,2);
TEXT_SETCOLOR(labl,valcol);
vala=TL_New(D2p,t1,up,D2p,t1,dn);
TL_SetColor(vala,valcol);
TL_SetSize(vala,vsize);
value60=TL_New(D2p,t1,value62+mintick/15,D2p,t1,value62-mintick/15);
TL_SetColor(value60,valcol);
TL_SetSize(value60,value88);
end;
pc2=0;
for value4=tl to th begin
price=fp+((value4-500)*mintick) ;
if price <= pc then pc2=value4;
end;
if pc2=0 then pc2=barlo;
curtxt=pristr[pc2];
if RightStr(curtxt,1) <> “<” then begin
text_setstring(pri[pc2],curtxt+” <”);
Text_SetColor(pri[pc2],closcol);
end;
end;
t1=t;
d2p=d;
labl=0;vala=0;
for value1=tl to th begin
pristr[value1]=”";
tpo[value1]=0;
end;
clet=curletstr(stime,len,letter1);
oldclet=clet;
dlo=l;
fp=o;
tpo[500]=1;
th=500;tl=500;
flag=0;
pri[500]= text_new(d,t1,o,” >”+clet);
pristr[500]=” >”+clet;
TEXT_SETSTYLE(pri[500],0,2);
TEXT_SETCOLOR(pri[500],opncol);
hh=o;ll=o;mid=1;tot=1;value22=currentbar;
dl=l;
if d= JulianToDate(LastCalcJDate) then flag2=1;
end;
clet=curletstr(stime,len,letter1) ;
t0=t;d0=d;pc=c;
barhi=intportion((xpts+h-fp+(mintick/10))/mintick);
barlo=ceiling((xpts+l-fp-(mintick/10))/mintick);
if barhi > th then th=barhi;
if barlo < tl then tl=barlo;
if l < dl then dl=l;
IF datacompression=0 and currentbar > value22 then begin
lcount=lcount+1;
if lcount=53 then lcount=1;
clet=midstr(lett,lcount,1) ;
hh=o;ll=o;flag=flag+1;
end;
value22=currentbar;
IF datacompression = 1 and oldclet <> clet then begin
hh=o;ll=o;flag=flag+1;
end;
for value4=barlo to barhi begin
price=fp+((value4-500)*mintick);
curtxt=pristr[value4];
if curtxt = “” then begin
tpo[value4]=1;
pri[value4]= text_new(d2p,t1,price,” ”+clet);
pristr[value4]=” ”+clet;
TEXT_SETSTYLE(pri[value4],0,2);
TEXT_SETCOLOR(pri[value4],txtcolr);
end else begin
if RightStr(curtxt,1) <> clet then begin
text_setstring(pri[value4],curtxt+clet);
pristr[value4]=curtxt+clet;
tpo[value4]=tpo[value4]+1;
end;
end;
end;
if h>hh then hh=h;
if l < ll then ll = l;
{——————————————————————————————}
if valcol <> 0 and lastbaronchart then begin
mid=0;value16=0;value23=0;
cpt=tl;cp=tl + (th-tl)/2; {center of dist.}
for x = tl to th begin
if pristr[x] <> “” then begin
pristr[x]=nutpstr(tpo[x],pristr[x],pri[x]);
value23=value23 + tpo[x]; {total tpo count}
if tpo[x]=mid and x <= cp then cpt=x;
if tpo[x]=mid and x>cp and(x-cp) < AbsValue(cp-cpt) then cpt=x;
if tpo[x] > mid then begin
cpt=x;
mid = tpo[x];
end;
end;
end;
va=value23 * vap;
if l < dlo then begin
dlo=l;
price=fp+((tl-501)*mintick);
if labl <> 0 then Text_SetLocation(labl,d2p,t1,price);
end;
if labl =0 then begin
price=fp+((tl-501)*mintick);
labl= text_new(d2p,t1,price,”-”);
TEXT_SETSTYLE(labl,0,2);
TEXT_SETCOLOR(labl,valcol);
end;
if va <> 0 then begin
value61=value18;
x=mid;up=cpt;dn=cpt;
while x < va begin
value19=tpo[up+1]+tpo[up+2]; value20=tpo[dn-1]+tpo[dn-2];
if value19 >= value20 then begin
if x+tpo[up+1] >= va then begin
x=x+tpo[up+1]; up=up+1;
end else begin
x=x+value19; up=up+2;
end;
end else begin
if x+tpo[dn-1] >= va then begin
x=x+tpo[dn-1]; dn=dn-1;
end else begin
x=x+value20; dn=dn-2;
end;
end;
end;
if up > th then up=th; if dn < tl then dn=tl;
value18=cpt;
oldup=up;
olddn=dn;
up= fp+((up-500)*mintick);
dn=fp+((dn-500)*mintick);
if flag=1 then value63=t;
if up > dn and flag > 1 then begin
if vala = 0 then begin
vala=TL_New(D2p,t1,up,D2p,t1,dn);
TL_SetColor(vala,valcol);
TL_SetSize(vala,vsize);
value62=fp+((value18-500)*mintick);
value60=TL_New(D2p,t1,value62+mintick/15,D2p,t1,value62-mintick/15);
TL_SetColor(value60,valcol);
TL_SetSize(value60,value88);
end else begin
if oldup <> up then TL_SetBegin(vala,D2p,t1,up);
if olddn <> dn then TL_SetEnd(vala,D2p,t1,dn);
end;
end;
if {value61 <> value18 and} flag > 1 then begin
value62=fp+((value18-500)*mintick);
TL_SetBegin(value60,D2p,t1,value62+mintick/15);
TL_SetEnd(value60,D2p,t1,value62-mintick/15);
end;
Text_SetString(labl,”VA:”+mp_str32(dn)+” “+mp_str32(up));
end;
end;
if lastcol > 0 then begin
if value10 = 0 and currentbar=3 then begin
value10=tl_new(value50,value51,c,d,t,c);
tl_setcolor(value10,lastcol);
tl_setsize(value10,0);
TL_SetExtLeft(value10,true);
end else if currentbar > 3 and LastBarOnChart then begin
tl_setend(value10,d,t,c);
tl_setbegin(value10,value52,value53,c);
end;
value52=value50;value53=value51;
value50=d;value51=t;
end;
plot1(l-mintick,”dummy”);
[LegacyColorValue = true];
input:compress(1),len(30),letter1(1),txtcolr(7),opncol(6),closcol(6),lastcol(6),VAprcnt(.70),Valcol(5),Valsize(3),Stime(Sess1StartTime),passwrd(“dxlgkgk79ds8sncdk”);
vars:lett(“ABCDEFGHIJKLMNOPQRSTUVWXYZabcdefghijklmnopqrstuvwxyz”),t1(0),vsize(0),cpt(0),dl(0),lcount(1),fp(0),daynum(0),d0(0),mid(0),dlo(0),pc(0),pc2(0),skp(0),labl(0),vala(0),vap(0),cp(0),t0(0),nuflag(0),hh(0),ll(0),x(0),et(0), clet(“”),curtxt(“”),th(0),tl(0),tpstr(“00″),tot(0),va(0),d2p(0),oldclet(“”),barhi(0),barlo(0),mintick(0),xpts(0),price(0),up(0),dn(0),oldup(0),olddn(0),flag(0),flag2(0) ;
array:pri[1000](0),tpo[1000](0),pristr[1000](“”);
nuflag=0;if t0 <= Sess1EndTime and t > Sess1EndTime and Sess2StartTime <> 0 then nuflag=1;if d <> d0 and Sess2StartTime = Sess2EndTime then nuflag=1;if t0=sess1endtime then nuflag=1;if currentbar=1 or nuflag=1 then begin if currentbar=1 then begin vap=VAprcnt; x=currentdate; if x < 991001 and x > 250101 and passwrd =”bngjdfjru57er” then value98=1; if x < 991231 and x > 250101 and passwrd =”dxlgkgk79ds8sncdk” then value98=1; if BlockNumber <> 32474 then value98=1; value97= 1/value98; vsize=mod(valsize+7,7); if vsize < 2 then value88=5 else value88=vsize; mintick = 1 point * minmove * compress; xpts=500*mintick; end; lcount=letter1; if currentbar > 1 then begin if valcol <> 0 and flag2=0 then begin mid=0;value23=0; cpt=tl;cp=tl + (th-tl)/2; {center of dist.} for x = tl to th begin if pristr[x] <> “” then begin pristr[x]=nutpstr(tpo[x],pristr[x],pri[x]); value23=value23 + tpo[x]; {total tpo count} if tpo[x]=mid and x <= cp then cpt=x; if tpo[x]=mid and x>cp and(x-cp) < AbsValue(cp-cpt) then cpt=x; if tpo[x] > mid then begin cpt=x; mid = tpo[x]; end; end; end; va=value23 * vap;
x=mid;up=cpt;dn=cpt; while x < va begin value19=tpo[up+1]+tpo[up+2]; value20=tpo[dn-1]+tpo[dn-2]; if value19 >= value20 then begin if x+tpo[up+1] >= va then begin x=x+tpo[up+1]; up=up+1; end else begin x=x+value19; up=up+2; end; end else begin if x+tpo[dn-1] >= va then begin x=x+tpo[dn-1]; dn=dn-1; end else begin x=x+value20; dn=dn-2; end; end; end; if up > th then up=th; if dn < tl then dn=tl; up= fp+((up-500)*mintick); dn=fp+((dn-500)*mintick); value62=fp+((cpt-500)*mintick); labl= text_new(d2p,t1,dl-mintick,”VA:”+mp_str32(dn)+” “+mp_str32(up)); TEXT_SETSTYLE(labl,0,2); TEXT_SETCOLOR(labl,valcol); vala=TL_New(D2p,t1,up,D2p,t1,dn); TL_SetColor(vala,valcol); TL_SetSize(vala,vsize); value60=TL_New(D2p,t1,value62+mintick/15,D2p,t1,value62-mintick/15); TL_SetColor(value60,valcol); TL_SetSize(value60,value88); end; pc2=0; for value4=tl to th begin price=fp+((value4-500)*mintick) ; if price <= pc then pc2=value4; end; if pc2=0 then pc2=barlo; curtxt=pristr[pc2]; if RightStr(curtxt,1) <> “<” then begin text_setstring(pri[pc2],curtxt+” <”); Text_SetColor(pri[pc2],closcol); end; end; t1=t; d2p=d; labl=0;vala=0; for value1=tl to th begin pristr[value1]=”"; tpo[value1]=0; end; clet=curletstr(stime,len,letter1); oldclet=clet; dlo=l; fp=o; tpo[500]=1; th=500;tl=500; flag=0; pri[500]= text_new(d,t1,o,” >”+clet); pristr[500]=” >”+clet; TEXT_SETSTYLE(pri[500],0,2); TEXT_SETCOLOR(pri[500],opncol); hh=o;ll=o;mid=1;tot=1;value22=currentbar; dl=l; if d= JulianToDate(LastCalcJDate) then flag2=1;end; clet=curletstr(stime,len,letter1) ;t0=t;d0=d;pc=c;barhi=intportion((xpts+h-fp+(mintick/10))/mintick);barlo=ceiling((xpts+l-fp-(mintick/10))/mintick);if barhi > th then th=barhi;if barlo < tl then tl=barlo;if l < dl then dl=l;IF datacompression=0 and currentbar > value22 then begin lcount=lcount+1; if lcount=53 then lcount=1; clet=midstr(lett,lcount,1) ; hh=o;ll=o;flag=flag+1; end;value22=currentbar;IF datacompression = 1 and oldclet <> clet then begin hh=o;ll=o;flag=flag+1;end;
for value4=barlo to barhi begin price=fp+((value4-500)*mintick); curtxt=pristr[value4]; if curtxt = “” then begin tpo[value4]=1; pri[value4]= text_new(d2p,t1,price,” ”+clet); pristr[value4]=” ”+clet; TEXT_SETSTYLE(pri[value4],0,2); TEXT_SETCOLOR(pri[value4],txtcolr); end else begin if RightStr(curtxt,1) <> clet then begin text_setstring(pri[value4],curtxt+clet); pristr[value4]=curtxt+clet; tpo[value4]=tpo[value4]+1; end; end;end;if h>hh then hh=h;if l < ll then ll = l;{——————————————————————————————}if valcol <> 0 and lastbaronchart then beginmid=0;value16=0;value23=0;cpt=tl;cp=tl + (th-tl)/2; {center of dist.}for x = tl to th begin if pristr[x] <> “” then begin pristr[x]=nutpstr(tpo[x],pristr[x],pri[x]); value23=value23 + tpo[x]; {total tpo count} if tpo[x]=mid and x <= cp then cpt=x; if tpo[x]=mid and x>cp and(x-cp) < AbsValue(cp-cpt) then cpt=x; if tpo[x] > mid then begin cpt=x; mid = tpo[x]; end; end;end;va=value23 * vap;if l < dlo then begin dlo=l; price=fp+((tl-501)*mintick); if labl <> 0 then Text_SetLocation(labl,d2p,t1,price);end;if labl =0 then begin price=fp+((tl-501)*mintick); labl= text_new(d2p,t1,price,”-”); TEXT_SETSTYLE(labl,0,2); TEXT_SETCOLOR(labl,valcol);end;if va <> 0 then beginvalue61=value18; x=mid;up=cpt;dn=cpt;while x < va begin value19=tpo[up+1]+tpo[up+2]; value20=tpo[dn-1]+tpo[dn-2]; if value19 >= value20 then begin if x+tpo[up+1] >= va then begin x=x+tpo[up+1]; up=up+1; end else begin x=x+value19; up=up+2; end; end else begin if x+tpo[dn-1] >= va then begin x=x+tpo[dn-1]; dn=dn-1; end else begin x=x+value20; dn=dn-2; end; end;end; if up > th then up=th; if dn < tl then dn=tl; value18=cpt;oldup=up;olddn=dn;up= fp+((up-500)*mintick);dn=fp+((dn-500)*mintick);if flag=1 then value63=t;if up > dn and flag > 1 then begin if vala = 0 then begin vala=TL_New(D2p,t1,up,D2p,t1,dn); TL_SetColor(vala,valcol); TL_SetSize(vala,vsize); value62=fp+((value18-500)*mintick); value60=TL_New(D2p,t1,value62+mintick/15,D2p,t1,value62-mintick/15); TL_SetColor(value60,valcol); TL_SetSize(value60,value88); end else begin if oldup <> up then TL_SetBegin(vala,D2p,t1,up); if olddn <> dn then TL_SetEnd(vala,D2p,t1,dn); end;end;if {value61 <> value18 and} flag > 1 then begin value62=fp+((value18-500)*mintick); TL_SetBegin(value60,D2p,t1,value62+mintick/15); TL_SetEnd(value60,D2p,t1,value62-mintick/15);end;Text_SetString(labl,”VA:”+mp_str32(dn)+” “+mp_str32(up));end;end;
if lastcol > 0 then beginif value10 = 0 and currentbar=3 then begin value10=tl_new(value50,value51,c,d,t,c); tl_setcolor(value10,lastcol); tl_setsize(value10,0); TL_SetExtLeft(value10,true);end else if currentbar > 3 and LastBarOnChart then begin tl_setend(value10,d,t,c); tl_setbegin(value10,value52,value53,c);end;value52=value50;value53=value51;value50=d;value51=t;end;
plot1(l-mintick,”dummy”);
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