volume profiles - TradeStation

[esemini]

1. Does anybody know where I can get multiple-day volume profiles for TradeStation (for ES e-mini)? More than 5 days back.

2. Is there a way (I know it cannot be done in Easy Language) to alter the sessions in the matrix window to allow for more flexible sessions? (the custom sessions offered by TradeStation are limited). Any help would be greatly appreciated.

 

[mokwit]

I have a vague memory that one of these:

http://www.1st-tradingtools.com/index.htm

can do that but they are for TS7+ not 2000i.

I am also looking for a way of doing this in TS2000i - thanks to Kiwi who posts here we can now do this with Sierra , but i also want to do it in TS2000i - maybe the Sirtrade MP add in http://www.sirtrade.com/market.htm but it seems it allows 1-31 days or more than 100 days...........

 

[Nana Trader]

Quote from esemini:

1. Does anybody know where I can get multiple-day volume profiles for TradeStation (for ES e-mini)? More than 5 days back.

Do you know how market profile works?
If yes, then you can build your own in Activitybars

 

[mokwit]

With the standard TS2k MP you enter anything longer than 1 day it defaults to 1 day e.g you can't create a 3 day profile by entering 1260 minutes (3x420 minute sessions) or 4420 (3x1420), you just get it defaulting to the 1 day profile.

If anyone knows different I am all ears.

 

[esemini]

thank you both for replying.

mokwit, I have recently looked into 1st tradingtools.com but they do not have the ability to have multiple days in one volume profile.

As far as sirtrade is concerned, I have also recently spoken to the owner (Pierre) and while he did have a fantastic volume profile that would give you at least a years price by volume information in one profile, he told me that it unexpectedly stopped "working" starting with Tradestation version 8 and he unfortunately, has no plans to fix it.

nanna trader, I am familiar with the market profiles available in activity bars in Tradestation, however, I am not looking for m
market profiles, I am looking for volume profiles.

mokwit, if you set the sessions in the Tradestation matrix from Sunday at 3:30pm to Friday at 3:15pm you will be able to get a five day profile in TS, (even though TS says it can't be done.) However, you will have to keep changing the start day so that it is one day behind the current day as a result of this, you can never see more than a four-day volume profile in TS after Friday. I know this sounds confusing, if you are interested in this, let me know and I will clarify.

 

[mokwit]

Maybe this?
http://www.theswingmachine.com/Price_Distrib_Anal/PriceDist_Main.htm
Anfeed back welcomed