Price Volume Distribution - Wealth Lab Forum

RA81

#1

7/20/2009 12:46 AM

I can't find the answer in the forum, so make new topic

I need to make such indicator: clasters of volumes.

Description:
I have a Chart with one security. Then I need to calc volumes at any prices and plot a histogramm starting form right side to left side of the chart. Example. At price 137 i have summ volume = 3450045 , at price 136 summ volume = 2004059, and so on. The result is - histogramm of volumes
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I can make this histogramm via chartstyle module using Graphics, but there is one problem. How to get area filled with price and date Axis? otherwise my histogramm overlaps with Axis, and volume pane

Or may be there is another way to do the indicator? (Amibroker support drawing everything you want)

PS: and how to use wealthlab Color picker in my settings form for chartstyle?

Cone

#2

7/20/2009 2:28 AM

This isn't a good example of a Chart Style. You can simply draw rectangles like the Price by Volume Study did in v4. See the QuickRef: Cosmetic Chart

Actually, I'm surprised we haven't translated the Price Volume Distribution yet.

QUOTE:
Amibroker support drawing everything you want

What do you like about Wealth-Lab that Amibroker doesn't have?

Cone

#3

7/20/2009 2:35 AM

Actually, it looks like I've already made a stab at it... found this in one of my Strategy folders -

CODE:
Please log in to see this code.

Size:

Color:

Actually, it looks like I've already made a stab at it... found this in one of my Strategy folders -

[CODE]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class PriceVolumeDist : WealthScript
	{
		protected override void Execute()
		{
			int Lookback = Bars.Count - 1;
			
			double p1 = 0; double p2 = 0; double xInc = 0;
			double vol = 0; double maxvol = 0; int nBin = 0;
			int bar = Bars.Count - 1;
			List<double> lstBin = new List<double>();
			List<double> lstVal = new List<double>();

int Start = bar - Lookback;
			if( Start < 0 )
				Start = 0;

int Span = bar - Start + 1;
			double xHigh = Highest.Value(bar, Close, Span );
			double xLow = Lowest.Value(bar, Close, Span );
			double xRange = xHigh - xLow;
			
			if( xRange > 10000 ) xInc = 1000; else
				if( xRange > 1000 ) xInc = 100; else
				if( xRange > 100 ) xInc = 10; else
				if( xRange > 10 ) xInc = 1; else
				if( xRange > 1 ) xInc = 0.5; else
				xInc = 0.25;
			
			double xBin = Math.Floor( xLow / xInc );
			xBin *= xInc;
			
			lstBin.Add( xBin );
			lstVal.Add( 0 );
			
			while( xBin <= xHigh )
			{
				xBin += xInc;
				lstBin.Add( xBin );
				lstVal.Add( 0 );
			}

maxvol = 0;

for(int b = Start; b <= bar; b++)
			{
				for(nBin = 0; nBin <= lstBin.Count-1; nBin++)
				{
					xBin = lstBin[nBin];
					if( Close[b] <= xBin )
						break;
				}
				
				vol = lstVal[nBin];
				vol += Math.Round( Volume[bar] );
				if( nBin <= lstVal.Count - 1 )
					lstVal[nBin] = vol;

if( vol > maxvol )
					maxvol = vol;				
			}
			
			for(nBin = 0; nBin <= lstBin.Count-1; nBin++)
			{
				xBin = lstBin[nBin];
				p1 = xBin - xInc / 2;
				p2 = xBin + xInc / 2;
				vol = lstVal[nBin];
				int b1 = Bars.Count - (int)Math.Round( 100d * ( vol / maxvol ) );
				if (vol < 1) continue;
				// PrintDebug( b1 + "\t" + vol );				
				int b2 = Bars.Count - 1;
				double[] rectangle = { b1, p1, b1, p2, b2, p2, b2, p1 }; // counter-clockwise
				DrawPolygon( PricePane, Color.Blue, Color.FromArgb( 30, Color.Blue ), LineStyle.Invisible, 1, true, rectangle );
			}
		}
	}
}[/CODE]

Eugene

#4

7/20/2009 3:09 AM

Just dropped in to say that your method is also available in Community.Components:

Price Volume Distribution

Cone

#5

7/20/2009 3:19 AM

Eugene, you're good. I think Glitch gets the credit for this one in v4 though.

Eugene

#6

7/20/2009 3:24 AM

Done.

RA81

#7

7/20/2009 4:45 AM

QUOTE:
Just dropped in to say that your method is also available in Community.Components:

uups, i didnt use this dll before.

QUOTE:
Actually, it looks like I've already made a stab at it... found this in one of my Strategy folders -

thanks a lot for code :), i can find it in sources of Community.Components

QUOTE:
What do you like about Wealth-Lab that Amibroker doesn't have?

lets forget about amibroker :). It's a good soft, but WLD 5, i think, will be much better.

QUOTE:
This isn't a good example of a Chart Style. You can simply draw rectangles like the Price by Volume Study

but there is one problem, that x coord is binded to bar dates (but i think this is not a big trouble. So YOU WIN).

and how to use wealthlab Color picker in my settings form for chartstyle?

Cone

#8

7/20/2009 7:16 AM

See code for ColorFinder.

RA81

#9

7/20/2009 11:00 AM

QUOTE:
See code for ColorFinder.

no. how to make color picker like in ADX indicator settins for example. I can make button with standart color dialog but may be in WLD there is special component?

Eugene

#10

7/20/2009 11:12 AM

Hardly a special component: the one that pops up when you invoke the ADX is a standard Windows color picker.

RA81

#11

8/5/2009 2:51 AM

QUOTE:
no. how to make color picker like in ADX indicator settins for example. I can make button with standart color dialog but may be in WLD there is special component?

I have the answer: this control is Fidelity.Components.ColorPickerPanel

I have now another problem and may be not only I. How to draw text on the pane relative with Bar number (like DrawLine, DrawPoligon etc)? I try to extend WLD code and WealthLab.WSDrawingObjects namespace but internal abstract void Render(Graphics g, ChartPane pane, ChartRenderer cr). So what to do now?

Cone

#12

8/5/2009 3:53 AM

Until Fidelity releases documentation for these API's, I'm afraid advanced programmers are left to their own devices. Sad, I know.

RA81

#13

8/5/2009 5:09 AM

QUOTE:
Until Fidelity releases documentation for these API's, I'm afraid advanced programmers are left to their own devices. Sad, I know.

problem is deeper. internal restrict access and override methods outside assembly, so may be in higher versions you will change internal to protected? This will be usefull i think.

RA81

#14

8/6/2009 1:30 AM

I have extend WealthLab.WSDrawingObjects with new WSDText2 class and now i Can plot Text(wich is attached to bar number and value not X, Y coords) on any pane. Everybody who intrested in my code please write to me (i cant post it here).

Cone

#15

8/6/2009 1:34 AM

Why wouldn't you just use AnnotateBar for attaching text above and below a specified bar?

RA81

#16

8/6/2009 2:33 AM

QUOTE:
Why wouldn't you just use AnnotateBar for attaching text above and below a specified bar?

sometimes when i plot the result of my calculations on the pane, AnnotateBar will annotate only bar, not group of bars or other figures. But i need annotate MY DRAWINGS not one bar.

For what exist possibility to plot lines/rectangles/circles programmatically if i Can't plot text values which this lines/rectangles/circles represent? Figures are illustrative but, text is informative.

SlickChick

#17

11/19/2020 3:57 AM

Unable to find "Price Volume Distribution" in my current version of WL. Is it still available?
Tried running the C# example...errors

Eugene

#18

11/19/2020 6:15 AM

1. Copy/paste the sample code in WL as is. Your code is incomplete so it will not compile.
2. Install Community Components and restart WLD.
3. Don't use external image hosters, use "Add Attachments" to attach a screenshot (edited your post).