Need Help regarding Volume at Price (VAP)

Dear Amibroker,

I am currently building a system trading using Volume at Price (VAP) and i kindly need your help to code below logic in Amibroker:

Chart below is generated using my broker’s charting platform.


This is a example of 1 month daily chart. The VAP are shown as horizontal bars. I set that the number of VAP bars to 9 bars and the highest/most value of VAP is shown with a yellow horizontal line.

Based on this chart, we can see that the current close price is higher or above than the yellow horizontal bars.

Kindly need your help how to code an exploration AFL to show all stock which have the current close price above yellow line VAP, in the middle of yellow line VAP and also below the yellow line VAP.

Thank you

Surya Robertson

Hi Guys,

Looking forward for help :slight_smile:

You may want to share your code for others to look into , so that they can help you if you got stuck. otherwise, go through this

Dear Amsai,

Thank you for your response. I don't have the code, i'm asking how to code those logic. The above chart i print screen from my broker's charting tools.

Thank you.


Ohk . For intraday you may want to see this to get you started in that line