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Re: [EquisMetaStock Group] VAP (volume at price) indicator



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roy, 
i beleive there's a way to produce more bars with the
20 bar formula you send
instead of using the Highestsince/lowest since
one could use another variable to target a more
accurate price zone such as :
q2:=input("define the upper limit for price
zone",0,100000,highestSince(1,A=0,C))
and same for the lower limit
that way, obviously, if one need more accuracy he can
use , for instance, 20volume bars between 1300and 1320
another 20 bar between 1280 and 1300 and so forth

also i was wondering whetever it was possible to draw
the horizontal bars from the left side of the limit
zone, rather than as it is the case now, from the
right

also i think i wasn't dreaming this morning when i
receive an email from you about another code for a
60bar version but i can't find it, would you be so
kind to send it again with the code ?
thanks in advance




--- Roy Larsen <rlarsen@xxxxxxxxxxxxxx> wrote:
> 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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> > To unsubscribe from this group, send an email to:
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> >
> >
> >
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> >
> 
> 
> 
> 


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