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Here's a 20 bar version. Getting more bars starts getting difficult from
this point on. Not impossible definitely more difficult. In this example the
3 borders have been commented out. The "K" variable has been introduced to
keep the number of constants to <= 40.
Roy
{Volume By Price 20-C}
D:=Input("Periods, 0=Full Chart",0,2000,150);
N:=Input("Scaling Factor",1,20,4);
D:=LastValue(If(D=0,LastValue(Cum(1)-1),D));
F:=LastValue(Cum(1));
A:=F-D<Cum(1);
B:=LastValue(Cum(If(A,V,0)));
Q:=LastValue(HighestSince(1,A=0,C));
R:=LastValue(LowestSince(1,A=0,C));
I:=(Q-R)/20; K:=.5;
X:=LastValue(Cum(If(C<(R+I) AND A,V,0))/B);
ValueWhen(1,F-X*D*N<Cum(1),R+I*K);
X:=LastValue(Cum(If(C>=(R+I) AND C<(R+I*2) AND A,V,0))/B);
ValueWhen(1,F-X*D*N<Cum(1),R+I*3*K);
X:=LastValue(Cum(If(C>=(R+I*2) AND C<(R+I*3) AND A,V,0))/B);
ValueWhen(1,F-X*D*N<Cum(1),R+I*5*K);
X:=LastValue(Cum(If(C>=(R+I*3) AND C<(R+I*4) AND A,V,0))/B);
ValueWhen(1,F-X*D*N<Cum(1),R+I*7*K);
X:=LastValue(Cum(If(C>=(R+I*4) AND C<(R+I*5) AND A,V,0))/B);
ValueWhen(1,F-X*D*N<Cum(1),R+I*9*K);
X:=LastValue(Cum(If(C>=(R+I*5) AND C<(R+I*6) AND A,V,0))/B);
ValueWhen(1,F-X*D*N<Cum(1),R+I*5.5);
X:=LastValue(Cum(If(C>=(R+I*6) AND C<(R+I*7) AND A,V,0))/B);
ValueWhen(1,F-X*D*N<Cum(1),R+I*6.5);
X:=LastValue(Cum(If(C>=(R+I*7) AND C<(R+I*8) AND A,V,0))/B);
ValueWhen(1,F-X*D*N<Cum(1),R+I*7.5);
X:=LastValue(Cum(If(C>=(R+I*8) AND C<(R+I*9) AND A,V,0))/B);
ValueWhen(1,F-X*D*N<Cum(1),R+I*8.5);
X:=LastValue(Cum(If(C>=(R+I*9) AND C<(R+I*10) AND A,V,0))/B);
ValueWhen(1,F-X*D*N<Cum(1),R+I*9.5);
X:=LastValue(Cum(If(C>=(R+I*10) AND C<(R+I*11) AND A,V,0))/B);
ValueWhen(1,F-X*D*N<Cum(1),R+I*10.5);
X:=LastValue(Cum(If(C>=(R+I*11) AND C<(R+I*12) AND A,V,0))/B);
ValueWhen(1,F-X*D*N<Cum(1),R+I*11.5);
X:=LastValue(Cum(If(C>=(R+I*12) AND C<(R+I*13) AND A,V,0))/B);
ValueWhen(1,F-X*D*N<Cum(1),R+I*12.5);
X:=LastValue(Cum(If(C>=(R+I*13) AND C<(R+I*14) AND A,V,0))/B);
ValueWhen(1,F-X*D*N<Cum(1),R+I*13.5);
X:=LastValue(Cum(If(C>=(R+I*14) AND C<(R+I*15) AND A,V,0))/B);
ValueWhen(1,F-X*D*N<Cum(1),R+I*14.5);
X:=LastValue(Cum(If(C>=(R+I*15) AND C<(R+I*16) AND A,V,0))/B);
ValueWhen(1,F-X*D*N<Cum(1),R+I*15.5);
X:=LastValue(Cum(If(C>=(R+I*16) AND C<(R+I*17) AND A,V,0))/B);
ValueWhen(1,F-X*D*N<Cum(1),R+I*16.5);
X:=LastValue(Cum(If(C>=(R+I*17) AND C<(R+I*18) AND A,V,0))/B);
ValueWhen(1,F-X*D*N<Cum(1),R+I*17.5);
X:=LastValue(Cum(If(C>=(R+I*18) AND C<(R+I*19) AND A,V,0))/B);
ValueWhen(1,F-X*D*N<Cum(1),R+I*18.5);
X:=LastValue(Cum(If(C>=(R+I*19) AND A,V,0))/B);
ValueWhen(1,F-Int(X*D*N)=Cum(1),R+I*19.5);
{ValueWhen(1,F-D=Cum(1),Q);
ValueWhen(1,F-D<=Cum(1) AND F-D>Cum(1)-2,If(A,R,Q));}
----- Original Message -----
From: "le corbeaux masque" <lecorbeauxmasque7@xxxxxxxxx>
To: <equismetastock@xxxxxxxxxxxxxxx>
Sent: Monday, August 25, 2003 10:18 AM
Subject: Re: [EquisMetaStock Group] VAP (volume at price) indicator
> thanks roy,
>
> well here's how i use it (see attached file)
> first we're looking for a market that has already been
> somewhat extended and that has already started a pull
> back whose debt we're trying to estimate.
>
> as an example let's use last week's nasdaq run :
> the chart shows the cme:es03u+globex contract,30min
> chart
>
> as you can see from the chart i started the VAP
> at the bottom of the trend (1210)
> the we're observing the VAP and looking for "valley"
> and "peak"
>
> as a rule (and contrary to comon beleif) "valley" are
> aera of strong s/r ; we're watching for one to be
> broken to enter a trade in the direction of the ST
> trend
>
> for instance a break below the lower pink line (pink :
> intermediate valley=weaker support) will trigger a
> short with a target into the lower yellow line (strong
> support) ect...
>
> thanks for the code you send me, at first it seems to
> correspond to what i'm looking for,except that to
> better identify "valley" and "peaks" i need more
> volume bar to be displayed : it's getting late in
> europe so i'll try to go thru your code tommarow to
> see if i can't add some more horizontal bars
> into it
>
> appart from that, this VAP of yours seems even more
> friendly and easy to use than the one from qchart....
> thank you very much
>
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