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separate volume profile in globex session?


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separate volume profile in globex session?

  #1 (permalink)
 jz166 
NY, USA
 
Experience: Intermediate
Platform: NT/IB TWS
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hi.
.NET64 version.

Is it possible that we have a separate volume profile for globex session on ES? thats from 4:30pm to 9:29:59 am eastern.
thanks!

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  #2 (permalink)
 ocpb 
Hartford CT, USA
 
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jz166 View Post
hi.
.NET64 version.

Is it possible that we have a separate volume profile for globex session on ES? thats from 4:30pm to 9:29:59 am eastern.
thanks!

The newest version of MC (14 beta, downloadable now) is advertised as including a tool for arbitrary VP "drawing" between any range of time / bars. (It may also be possible to program this functionality via custom studies.)

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  #3 (permalink)
 ABCTG   is a Vendor
 
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jz166,

as @ocpb mentioned in MC.NET you can write custom studies that access the volume profile information. With that you could draw your own profiles, but it will require some familiarity with C#.
Another approach could be to use multiple data streams on the same chart - each showing different sessions and each with it's own volume profile.

Regards,

ABCTG

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