Programming and Back Testing Volume Profile and Value Areas

[SimpleMeLike]

VP is just another one technical indicator. No more no less. Any programming language can do it in 1-2-3. I've did several profile strategies on C#. The only one difficult - you need a ticks instead of bars.

Thanks InvBox,

This is nice to know it can be done. What i was more interesting in is volume profile confluence zones. Meaning those volume profile prices that occur repeatly over a weekly, or monthly time frame. They will make for good support and resistance areas.

Thanks,

 

[InvBox]

This is nice to know it can be done.

It is easy to code on C# or Java.

What i was more interesting in is volume profile confluence zones. Meaning those volume profile prices that occur repeatly over a weekly, or monthly time frame. They will make for good support and resistance areas.

They will bring more accuracy in signals. Any volume based indicators cannot use as is. My point they will be tightly used with any price based signals, as a double checked trigger.

 

[InvBox]

Thanks Steve, i am currently reviewing NinjaTrader or Tradestation as my platform for programming. NinjaTrader is free to trial, repeatly.

NT do not have build-in features for volume profiles. Think you will be limited by platform capabilities.

 

[SimpleMeLike]

NT do not have build-in features for volume profiles. Think you will be limited by platform capabilities.

Thanks for the comments InBox,

I am still reviewing different platforms. Do you have any recommendations?

Thanks

 

[InvBox]

I am still reviewing different platforms. Do you have any recommendations?

Only as a standalone C#. NT restrict C# possibilities.

See the StockSharp or Lean as a start point.

 

[SimpleMeLike]

Only as a standalone C#. NT restrict C# possibilities.

See the StockSharp or Lean as a start point.

Thank you InvBox for the recommendations.

I have not programmed in #C since college (7 years ago) but the logic brain is still here. So I am still newbie.