Calculating per bar Volume Point of Control (VPOC) on intraday chart

[lgmqy2000]

Hi,

I’m trying to work out how to calculate per bar VPOC (volume point of control) at an intraday timeframe, e.g. 30mins chart.

I would appreciate If anyone has code to share or could guide me on how to do this.

Regards,
Tony.

[empottasch]

have a look in this thread:

How to get the most traded area value of previous day intraday data

made an update. When scrolling the chart there was a problem with the display of the volume profile. Also renamed arrays. It is explained in the file but also the names of the arrays are now all displayed at their levels themselves. made some other changes as well, for instance in the exploration. Let me know if there are errors. And more importantly, don’t forget to inform me (an no-one else) if you found the holy grail. /* in reply to: http://forum.amibroker.com/t/how-to-get-the-most-traded-…

[beppe]

@empottasch

I need to check all your previous posts…

Your contributions will keep me busy for quite a while! So much to learn!

[empottasch]

hehe, thanks beppe. That code is best used with 5 minute data or 15min data. 1 min data also works but getting slower.

as fxshrat pointed out in that thread: the smaller your timeframe, the more accurate the levels are calculated. But when working with tick or seconds data this code would be too slow. You then need to calculate the levels just once at the end of day and store them in persistent variables and calculate real time levels only for the last day. But I found that the levels are actually very accurate when you are either in the 1, 5 or 15min timeframe, the difference mostly just a few ticks. That is good enough for us mortals. We can never compete with the Royals at Wallstreet anyways

[Nick1985]

Same here,

I’m trying to work out how to calculate HHV of Volume Bar Of "Previous day" in an intraday timeframe, e.g. 5mins chart.

I would appreciate If anyone has code to share or could guide me on how to do this.

Regards,
Nick.