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consider the situation like This one.
notice there's no price action left beyond UFH. This is a 0% volume.
--- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxx> wrote:
>
> When price action is tilted, the volume will reflect that.
>
> When you get 0% on other side, there is a problem with program structure.
>
> Computations are within price range that contains volume, so 15% of volume
> can never be zero. If volume is tilted to higher prices, then it will take
> mire price ranges to accumulate the 15% on the low price side than on the
> high price side.
>
> Alternately, Tomasz is planning on providing volume based MP on version
> 5.0. I assume it is still in the plans.
>
>
>
>
> ----- Original Message -----
> From: "eric tao" erichtao@xxx
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Friday, July 06, 2007 2:24 PM
> Subject: [amibroker] Re: volume based MP
>
>
> > Ara, I'm afraid it's not right approach. we use volume based MP to
> > find trading range and the price action bias. there are times when the
> > weight is tilted to lower or upper side of the price action and cause
> > other side to be 0%. I remember it's called a buyer/seller market.
> > Is there anyone actually wrote mp indicator?
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" ara1@ wrote:
> >>
> >> 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@
> >> 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@> 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@>
> >> >> 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
> >
> >
> >
>
__._,_.___
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
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