Hi everyone,
I'm building an automated trading system that uses the Profile Pack's auction data (VAH, VAL, POC, Arb Zones, VWAP) to identify trade setups. Currently I'm extracting this data visually from screenshots, but I'd like to move to a programmatic approach for reliability and precision.
I have two questions:
1. Can a custom C# or Python indicator reference the Profile Pack indicator on the same chart and read its computed values?
Specifically, I'd like to access:
- The VAH, VAL, and POC for each auto-split sub-profile (not just the daily composite)
- Arb Zone boundaries and their status (Fresh/Tested/Broken)
- VWAP for each split segment
- Split points (where the auto-splitting algorithm divided the session)
I know the Tickblaze Scripts API allows composite indicators (one indicator referencing another). Does this work with Profile Pack, or is it a closed/opaque indicator that doesn't expose its internal data?
2. If direct access isn't possible, is there a recommended approach for exporting Profile Pack data to an external application?
For example:
- Does Profile Pack write any data to files that could be read externally?
- Is there a way to access its values through the Strategy Desktop's scripting environment?
- Any other integration path you'd recommend?
My goal is to pipe the structured auction data (exact price levels, not visual estimates) to a Python-based agent that makes trading decisions. Any guidance on the best way to bridge Profile Pack data to an external system would be hugely appreciated.
Thanks in advance!