|
PureBytes Links
Trading Reference Links
|
My understanding is that you take the day's (week, month or whatever time
frame you want) entire volume, then do 2 calculations:
1. start adding the volume at each price (starting from highest price) until
the volume equals 15% of your total volume. That's your upper VA
2. Repeat for volumes starting at the lowest price.
The value area will contain 70% of the days total volume.
----- Original Message -----
From: "eric tao" <erichtao@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, July 06, 2007 11:37 AM
Subject: [amibroker] Re: volume based MP
> "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
>
>
>
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/
|