Support Board
Date/Time: Tue, 06 May 2025 18:40:48 +0000
Post From: TPO rounding errors for Value Area calculation
| [2024-12-12 14:23:29] |
| User992529 - Posts: 32 |
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I have added a screenshot. Seems the difference comes from the positioning of the POC. The 6 increment one seems to think there was an F period TPO. There was a small price wick exactly at the start of F period that on 6 price increments gets picked up. The functionality is in line with documentation altough a bit confusing. What I would propose is the following: add some pre-processing to calculate POC at maximum resolution (1 tick x time) and then assign it the right bin, then continue from there with the ln:1 settings for tick and continue with existing VA calculations. This would make the 6 price increment then calculate correctly. This makes it critical on days that had double distributions like 11 Dec as such the algo could confuse between the two POC's at higher increments. |
 difference.png / V - Attached On 2024-12-12 14:11:50 UTC - Size: 22.09 KB - 37 views |