No registration required! (Why?)

Market Profile calculator


I was checking out the beta Market profile calculator. great idea btw, but I could not get it to work. I trade the ES and there is numbers set up for the ES. It says to enter the Raw high/Low data here. When I do, the profile does not appear to be correct. Any thoughts are appreciated
Printer
The input data that you have for 14 Sep looks different to mine: 9:30 to 16:00 EST

102975	103275
103425 103650
103525 103900
103750 104000
103850 103900
103675 103825
103800 103825
103800 103800
103750 103975
103925 104250
104225 104325
104250 104325
104200 104525
104400 104425
Yes, it does!
I took it from barcharts.com
http://charts.barchart.com/chart.asp?sym=ESZ9&data=Z30&jav=adv&vol=Y&divd=Y&evnt=adv&grid=Y&late=y&code=BSTK&org=stk&fix=

Then after reading your message I pulled up IB chart and data.
it looks different again.
e.g. in CT
8:30-9:00 1035.00 1029.50
9:00-9:30 1036.50 1032.25

Frustrating.

Click image for original size
No Description Entered


Click image for original size
No Description Entered
quote:
Originally posted by day trading

Brackets are the 30 minute bars during the Regular Trading Session (RTH). So there are typically 13 of those for the E-mini S&P500 from 9:30a to 4:15p ET so you'd need to enter 13 lines in the calculator with 2 numbers on each line, just like the sample data that's already on that page...

(Page1 of thread)

quote:
Originally posted by day trading

The input data that you have for 14 Sep looks different to mine: 9:30 to 16:00 EST ...
(Page3 of thread)

Looking at your data for 14-Sep-2009 it looks like you used 14 bars of input data. Would 9:30 to 16:00 ET give 13 bars?

thanks
I usually include the last 15 minutes from 16:00 to 16:15 as the last bracket.
quote:
Originally posted by day trading

I usually include the last 15 minutes from 16:00 to 16:15 as the last bracket.



Thanks. What are the plus and minuses of doing that?
It captures the closing volume and also the trades that have to be closed before the end of day because of various limit or strategy restrictions (or mandates).
What is the Market Profile Calculator and where I can I look at it?

Thanks
quote:
Originally posted by Rockard

What is the Market Profile Calculator and where I can I look at it?

It takes 30 minute highs and lows of the market during the Regular Trading Hours (RTH) and creates a Market Profile of letters out of it.

You can look at it here: Market Profile Calculator
Thanks for that Day Trading. Is there a way to get the calculator into an excel spreadsheet, so that I can play around with it a bit. I trade the Australian index market.

I have been doing manual MP charts in excel, but the calculator would make things a lot easier.

Thanks again
It's not available in Excel unfortunately.
Some traders ignore the last bracket but I believe that most traders include it. I think that you should include it as there is significant day trading closing out that happens in that bracket.