[amibroker] Re: volume based MP

["eric tao" <erichtao@xxxxxxxxx>]

"cumulative volume"
could you elaborate on that?
did you mean adding up all volume for specific price point?

Eric

--- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxx> wrote:
>
> for value area you need to look at cumulative volume - not just
volume bars.
> 
> 30% and 70% of total volume are the value area points
> 
> ----- Original Message ----- 
> From: "eric tao" <erichtao@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, July 05, 2007 11:00 AM
> Subject: [amibroker] volume based MP
> 
> 
> > Hi Guys,
> > 
> > I'm trying to calculate volume based daily Market Profile. Is this the
> > right way to calculate Value area for volume base MP?
> > 
> > CP is the highest volume price point.
> > for VA, I compare the volume of each price around CP, pick the higher
> > volume from each pair until the accumulated volume is greater for
> > equal to 70 percent of the day's total volume.
> > 
> > Thank you.
> > 
> > 
> > 
> > 
> > 
> > Please note that this group is for discussion between users only.
> > 
> > To get support from AmiBroker please send an e-mail directly to 
> > SUPPORT {at} amibroker.com
> > 
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> > 
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> > 
> > Yahoo! Groups Links
> > 
> > 
> >
>




Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html
 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/