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Date/Time: Sat, 18 May 2024 23:42:30 +0000

Post From: sc.VolumeAtPriceForBars

[2019-09-16 15:40:48] Link To Thread - Link To Post [Go To First Post]
Devil_On_WallStreet - Posts: 67
Quick question.... For most of my VAP calculations iterating from the high/low price works fine and because I mostly use fixed range bar types it is easy to specify levels I want to analyze/compare... But what if I want to quickly specify that I want the bid/ask data from the level or 2 just above the current price... without knowing how many levels are in the bar AND without having to iterate with code to check if sc.Last == VAPlevel1, VAPlevel2, etc.... Basically is there any examples of code for getting VAPElement sc.Last+1 until now all of my code has iterated through the VAP like in the picture attached... but I've always needed to specify the exact level by H/L +/- ticks Or is it possible to... iterate through the VAP levels using sc.Close as the starting point and iterate up and down from there... instead of starting at the H/L of the bar? Date Time Of Last Edit: 2019-09-17 01:16:14


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