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One tick difference in calculation Value Area


Hi Daytrading,

I made a c# program to calculate ES market profile VAH, POC and VAL using Esignal half hour data. I just export the data from Esignal and my program reads it and show market profile in a form.
What I found out is that for some days my calculation is exactly same as your every day post, but for some days there is a one-tick off between mine and yours on either VAH or VAL. Like the one for today (DEC 16, 2009), my VAH is 1107.50, yours is 1107.75.
What I figured is that when the calculation goes to the last two rows of tpos where the sum of tpos exceeded 70%, I would check if only add the first one row of the last two rows of tpos the 70% has already reached, then I just use one row.

I guess one tick is not a big deal, just want to be precise on how we calculate it.
Compare it to the online Market Profile Calculator with the same data and let me know if there's a difference. That one's in C#. The figures that are posted in this forum doesn't use that calculator - it uses a different one.
I got a new result from the calculator. The data I used is:

Date: Dec 15, 2009 For Dec 16, 2009

1106 1103.25
1107.5 1103.5
1109.5 1106.5
1109 1107
1108.25 1106.75
1108 1106.5
1107 1105.25
1106.75 1104.25
1106 1104
1106.25 1105
1106 1104.75
1106 1102.75
1103.75 1100.25
1104.75 1103.25

the result from calculator was:
VAH= 1107.75
POC= 1105.25
VAL= 1103.25

Your post was:
VAH= 1107.75
POC= 1105.25
VAL= 1103.75

My program got:
VAH= 1107.50
POC= 1105.25
VAL= 1103.75


Did you use the esignal data to calculate your post?
Did you use 68% or 70% of total tpos in the calculator and in the post?
I compared the data for tomorrow:
ES H0
Date: dec 16, 2009 for Dec 17, 2009

1111 1108
1111 1108
1111 1108.5
1111.75 1109.75
1111.75 1109.75
1110.5 1109.25
1110.25 1109
1110 1109
1110 1108.75
1111 1106.5
1109.25 1105.5
1107.25 1103
1105.75 1103
1106 1104.5

Calculator got:
VAH= 1111.25
POC= 1109.75
VAL= 1105.75

your post is:
VAH= 1111.25
POC= 1109.75
VAL= 1106.25

My program got:
VAH= 1111.25
POC= 1109.75
VAL= 1106.75

This time my program and your post have 2 tick difference, this is the first time I see it more than 1 tick. (I only checked about 15 or so days visually )
And for two days, your calculator didn't agree with your post. it could be data difference, but if you use esignal data.....it should be the same, cause I export the data from esignal....