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Herman,
No there is no option to 'read' data calculated by PlotVAPOverlay
but... as Dimitris has shown some months ago
it is possible to calculate these data directly in AFL.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Herman van den Bergen" <psytek@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, July 08, 2003 11:42 AM
Subject: RE: [amibroker] Volume At Price
> Very nice :-) I learned something new :-)
>
> Can we "read" the data (for use in formula) that makes up the display array?
>
> thanks Tomasz,
> herman
>
> -----Original Message-----
> From: Tomasz Janeczko [mailto:amibroker@xxxxxx]
> Sent: Tuesday, July 08, 2003 4:10 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Volume At Price
>
>
> Hello,
>
> As there was some questions about how Volume At Price (VAP) works
> here are some explanantions.
>
> VAP shows total volume of trading that occurred at given price level.
> VAP is calculated from data bars that are currently visible.
>
> Actual algorithm involves not ONE price but High-Low price RANGE.
>
> AmiBroker DISTRIBUTES equally bar's volume over High-Low range
> to produce VAP histogram. For example if bar's volume is 10000
> and H-L range spans 3 'lines" of VAP histogram than each of 3 lines
> involved gets added 10000/3 to produce statistics.
>
> This gives much more accurate results than using single price
> as some other implementations do.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
>
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