Is there a way to build a CUMULATIVE volume profile (price by volume histogrm) in Excel using data transported from TradeStation or even manual input if necessary? Any help would be greatly appreciated. TYA
Here's a volume profile built in Excel. I don't use TS, so you'll have to figure out how to get your data into the file. Zip file includes the excel file, plus a word dcoument with some explanatory notes. babyG
Baby G, Thank you so much for all of the info. Your profiles look great. Now all I have to do is find a way to import the info from TradeStation other than manual entry. Profits to you. es e-mini
Nice spreadheet Baby Gorilla! esemini, Here is how I export data from Tradestation: 1. In Tradestation, create a 1 min chart window with the Volume indicator 2. Select View --> Data Window from the Tradestation menu 3. In the Data Window, click on "show all" 4. In the Data Window, click on "Save" and save the data as a .txt file 5. Now, in Excel, open the data file. When it prompts you for the delimiter, specify "comma" and accept all of the other default settings. 6. When the data appears in Excel, tweak it as necessary and you're done Hope this helps.
HispaTrader, Thank you for your explanation on importing data to Excel. I will give it a try. Your method is close enough to "automatic" for me. (It sure beats typing in each volume level at the end of the week). Profits to you. es e-mini