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Date/Time: Fri, 13 Jun 2025 07:40:46 +0000



Post From: VAPElement at prices which are not traded/Missing documentation

[2022-10-18 10:37:35]
User255315 - Posts: 133
Hi SC,
I have observed sometimes when the numbers bars are formed there are price levels with total volume as zero.
I am assuming these are the prices that were not traded in the bar.

I also read the documentation for sc.VolumeAtPriceForBars and noticed a new member function for GetVAPElementAtPriceIfExists which would help me reconstruct the numbers bars for my custom study correctly. (ACSIL Interface Members - Variables and Arrays: sc.VolumeAtPriceForBars Member Function Descriptions)

However there are no examples for this function and there is another parameter called insertion index which is not mentioned in the documentation.

Could you help me with an example of the correct function usage or tell me what to pass as the insertionindex in the function, I would be much obliged.