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Excel Spreadsheet to calculate price only VAH, VAL, POC?


Hi,

I want to play around with some back testing of market profile size.
I'm looking for an Excel or Numbers.app spreadsheet that will calculate Market Profile for different markets and days. I need it to do exactly what your online calculator does, which does not factor in volume, only price. I'm looking to experiment with different ranges and again, backtest in various instruments.

Anyone have feedback on where to find a calculator like this.

I generally use the day only, 14 (half hour) row calculation like you do online.
And thank you by the way, excellent job on your daily online MP Calc.. I use it every day for standard Russell 2k.

Thanks all.

BarefootHank
I tried once to create a market profile calculator using just formulas in Excel and discovered that it was impossible. It would have to include some VBA programing which made me create the one that's on the web here.

I could adapt that calculator to work with volume as well but how would you input the data into the calculator? Do you already that the total volume at each price? Or would supply every trade that happened in a given session?
Hiya,

Not necessary to mod... i'm not interested in volume... it'd be fine just to basically do what your's does online here.
Just the highs and lows of each :30 period to determine price level value area.

You've got a great calculator here. I just need to backtest and probably manipulate the percentage of activity area.

Thanks for all that you do here.

Hank
What if I added the percentage used to calculate the value area as an input box which defaults to what it is now (70%) and then you could change it to experiment? Would that work or do you need something extra for back testing with it?
Wow, that'd be awesome.
Something curious just happened now that I'm in the forum again.
I went to run the regular hi's and lows for the Russell and a message popped up that said it's too wide, that I need to become a premium member?
Is there any way around that just for this evening?

With the work you're talking about doing, I definitely want to become a premium member soon, as I appreciate your efforts... just not able to tonight.

Thanks
Hank
yeah, this is the message:
The profile that you are trying to create is 204
ticks wide and the maximum number of ticks
for standard users has been set to 200. If you
become a Premium Member then you will be
able to enter profiles that are 2000 ticks wide.
The only reason reason that we restrict this is
because it takes considerable server
processing power to calculate the profile.
I just signed up as a premium member.
Didn't mean to be a cheap bastage :) I thought it cost more.
* sorry for the Johnny Dangerously / Roman Moroni reference.

LOL

Hank

I've added the "Value Area Percent" to the Market Profile Calculator. It defaults to 70% but you can change it to anything from 0 to 100. Why anyone might want these two extremes I'm not sure but they're there if you need them. Let me know if that helps?
Phenomenal, thank you so much... and so quickly as well.

Best Always.

Hank
I used Rithmic data feed with my excel to construct a similar structure.
This explains how to do it