Price Distribution Indicator Errors
Price Distribution Indicator Errors
Having issues plotting this. It compiles fine in PLE but it gives an array bounds. wrong index value error. Any ideas??
Here's the code.
[LegacyColorValue = TRUE];
input: date1(0), time1(930), time2(1600), HistColor(darkgray), ValueArea(.6), ValueColor(blue);
input: EveryMins(15), MinsBack(15);
input: ShoHist(true);
{ This displays price histograms EveryMins. The lookback period is MinsBack.
It works for both minute and tick bars, even 1tick bars. Try with S&P 1minute bars
or S&P 1tick bars.
Inputs:
date1  draws histrograms for this date; all date if its 0
time1, time2  draws histograms within this date range
HistColor  the color of the histogram
ValueColor  the color of the value area
ValueArea  portion of the prices that will be colored; range 0 to 1
EveryMins  draw a histogram every, say, 15 minutes
MinsBack  how far back to analyze prices, typically the same as EveryMins
ShoHist  if false, just the value area is plotted like a bar
}
array: vol[5000](0);
var: base(10000);
var: ii(0), ij(0), hh(0), ll(0), cbStart(0), bb(0), maxv(0), han1(0), m1(0), m2(0);
var: mins(0), cb(0), cbPrev(0), targ(0), Sanity(false);
var: iivmax(0), totv(0), vmaxpc(0), vhh(0),vll(0), loop(0);
if currentbar = 1 then begin
hh = h;
ll = l;
end;
mins = EveryMins*intportion(timetominutes(time)/EveryMins);
if (date1 = date or date1 = 0) and ((time >= time1 and time <= time2) or time1 = 0 or time2 = 0) and
mins <> mins[1] then begin
{ plot1(c,"",red,default,5);}
{ clear v array }
for ii = ll * 10  base to hh * 10  base begin
vol[ii] = 0;
end;
{ find start of interval }
cb = 0;
Sanity = true;
targ = timetominutes(time)  MinsBack;
while targ <= timetominutes(time[cb]) and Sanity begin
cb = cb+1;
if cb >= currentbar then Sanity = false;
if date[cb] <> date then Sanity = false;
if cb > 1000 then Sanity = false;
end;
cb = cb  1;
{ add bars to list }
hh = h;
ll = l;
for ij = cb  1 downto 0 begin
m1 = l[ij];
m2 = h[ij];
if hh < m2 then hh = m2;
if ll > m1 then ll = m1;
if m1 > c[ij+1] + .10 then m1 = c[ij+1] + .10
else if m2 < c[ij+1]  .10 then m2 = c[ij+1]  .10;
for ii = m1 * 10  base to m2 * 10  base begin
vol[ii] = v[ii] + 1;
end;
end;
{ find value area }
maxv = 0;
totv = 0;
for ii = ll * 10 to hh * 10 begin
totv = totv + v[ii  base];
if maxv < v[ii  base] then begin
maxv = v[ii  base];
iivmax = ii;
end;
end;
vmaxpc = maxv;
vhh = iivmax;
vll = iivmax;
sanity = true;
loop = 0;
if maxV > 0 then
while sanity and vmaxpc / totv < ValueArea begin
loop = loop + 1;
if loop > 50 then sanity = false;
if v[vhh + 1  base] > v[vll  1  base] then begin
vhh = vhh + 1;
vmaxpc = vmaxpc + v[vhh  base];
end else begin
vll = vll  1;
vmaxpc = vmaxpc + v[vll  base];
end;
end;
{ display the list }
if ShoHist then
for ii = ll * 10 to hh * 10 begin
if maxV > 0 then begin
bb = v[ii  base] * (currentbar  cbPrev) / maxV;
if time[bb] <> time then begin
han1 = tl_new(date[bb],time[bb],ii*.1,date,time,ii*.1);
tl_setextleft(han1,false);
tl_setextright(han1,false);
tl_setcolor(han1,HistColor);
if ii >= vll and ii <= vhh then tl_setcolor(han1,ValueColor);
if ii = iivmax then tl_setcolor(han1,cyan);
end;
end;
end;
{ plot2(iivmax*.1,"",cyan,default,4);}
plot3(vhh*.1,"",ValueColor,default,0);
plot4(vll*.1,"",ValueColor,default,0);
cbPrev = currentbar;
end;
if false then begin
plot1(0,"");
plot2(0,"");
plot3(0,"");
plot4(0,"");
end;
[LegacyColorValue = TRUE];
input: date1(0), time1(930), time2(1600), HistColor(darkgray), ValueArea(.6), ValueColor(blue);
input: EveryMins(15), MinsBack(15);
input: ShoHist(true);
{ This displays price histograms EveryMins. The lookback period is MinsBack.
It works for both minute and tick bars, even 1tick bars. Try with S&P 1minute bars
or S&P 1tick bars.
Inputs:
date1  draws histrograms for this date; all date if its 0
time1, time2  draws histograms within this date range
HistColor  the color of the histogram
ValueColor  the color of the value area
ValueArea  portion of the prices that will be colored; range 0 to 1
EveryMins  draw a histogram every, say, 15 minutes
MinsBack  how far back to analyze prices, typically the same as EveryMins
ShoHist  if false, just the value area is plotted like a bar
}
array: vol[5000](0);
var: base(10000);
var: ii(0), ij(0), hh(0), ll(0), cbStart(0), bb(0), maxv(0), han1(0), m1(0), m2(0);
var: mins(0), cb(0), cbPrev(0), targ(0), Sanity(false);
var: iivmax(0), totv(0), vmaxpc(0), vhh(0),vll(0), loop(0);
if currentbar = 1 then begin
hh = h;
ll = l;
end;
mins = EveryMins*intportion(timetominutes(time)/EveryMins);
if (date1 = date or date1 = 0) and ((time >= time1 and time <= time2) or time1 = 0 or time2 = 0) and
mins <> mins[1] then begin
{ plot1(c,"",red,default,5);}
{ clear v array }
for ii = ll * 10  base to hh * 10  base begin
vol[ii] = 0;
end;
{ find start of interval }
cb = 0;
Sanity = true;
targ = timetominutes(time)  MinsBack;
while targ <= timetominutes(time[cb]) and Sanity begin
cb = cb+1;
if cb >= currentbar then Sanity = false;
if date[cb] <> date then Sanity = false;
if cb > 1000 then Sanity = false;
end;
cb = cb  1;
{ add bars to list }
hh = h;
ll = l;
for ij = cb  1 downto 0 begin
m1 = l[ij];
m2 = h[ij];
if hh < m2 then hh = m2;
if ll > m1 then ll = m1;
if m1 > c[ij+1] + .10 then m1 = c[ij+1] + .10
else if m2 < c[ij+1]  .10 then m2 = c[ij+1]  .10;
for ii = m1 * 10  base to m2 * 10  base begin
vol[ii] = v[ii] + 1;
end;
end;
{ find value area }
maxv = 0;
totv = 0;
for ii = ll * 10 to hh * 10 begin
totv = totv + v[ii  base];
if maxv < v[ii  base] then begin
maxv = v[ii  base];
iivmax = ii;
end;
end;
vmaxpc = maxv;
vhh = iivmax;
vll = iivmax;
sanity = true;
loop = 0;
if maxV > 0 then
while sanity and vmaxpc / totv < ValueArea begin
loop = loop + 1;
if loop > 50 then sanity = false;
if v[vhh + 1  base] > v[vll  1  base] then begin
vhh = vhh + 1;
vmaxpc = vmaxpc + v[vhh  base];
end else begin
vll = vll  1;
vmaxpc = vmaxpc + v[vll  base];
end;
end;
{ display the list }
if ShoHist then
for ii = ll * 10 to hh * 10 begin
if maxV > 0 then begin
bb = v[ii  base] * (currentbar  cbPrev) / maxV;
if time[bb] <> time then begin
han1 = tl_new(date[bb],time[bb],ii*.1,date,time,ii*.1);
tl_setextleft(han1,false);
tl_setextright(han1,false);
tl_setcolor(han1,HistColor);
if ii >= vll and ii <= vhh then tl_setcolor(han1,ValueColor);
if ii = iivmax then tl_setcolor(han1,cyan);
end;
end;
end;
{ plot2(iivmax*.1,"",cyan,default,4);}
plot3(vhh*.1,"",ValueColor,default,0);
plot4(vll*.1,"",ValueColor,default,0);
cbPrev = currentbar;
end;
if false then begin
plot1(0,"");
plot2(0,"");
plot3(0,"");
plot4(0,"");
end;
Here's the original TS code. I made some changes because it uses v in an array and v is already defined. So, i changed v to vol. That's probably where my issues are.
 Attachments

 PRICEDIST.ELA
 (6.19 KiB) Downloaded 25 times
Thanks for forwarding those posts! What did you increase the array_v to? I've tried a few and still getting an error.
Hi thehaul,
Kill me, I don't remember. But it was something like rather a million than a few thousand. I quit playing with Market Profile (I was not satisfied with the indicator) and put it on hold after reading this thread http://forum.tssupport.com/viewtopic.ph ... hlight=dom in which Marina suggested that MC might soon have a Market Profile builtin. So I am waiting
BTW, does your AGN data feed have daily Open Interest?
Regards