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Date/Time: Sun, 05 May 2024 13:07:35 +0000

Post From: Volume By Price study calculation, export?

[2021-06-03 06:40:16] Link To Thread - Link To Post [Go To First Post]
User893505 - Posts: 5
Hello, I would like to ask you for a help with VolumeByPrice indicator - I try to figure out how the data is processed to show the horizontal lines, is it that each value change (NQ100 market) is counted from the perspective of volume (number of trades) and then displayed in the horizontal zones? Is there a way how to export VbP per each price for certain time period? I'd like to use automatic system and need to access this historical data to test this system if it works and counts the zones properly. Right now, I exported .txt intraday data file and I took the value from "Volume" column per each second and aggregate it to get the same values I can see in Sierra when looking at VolumeByPrice. Is this correct?