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Date/Time: Sat, 27 Apr 2024 13:10:26 +0000

Post From: Volume By Price values calculation

[2021-09-20 18:39:19] Link To Thread - Link To Post [Go To First Post]
User58008 - Posts: 32
Hello, thank you very much for your reply, but I still have a question about the source of the data: Simply, what is the source of the data for the VbP calculation? I am trying to understand the indicator and getting an idea for my own automated system, so I thought that the data is taken from the exported intraday/bar data, but these data are sorted by time, its open/close/high/low values, but through this way I cannot get the volume information about each tick price. How could I solve this or what is the source of the data that VbP works with? Thank you