Support Board
Date/Time: Tue, 26 Aug 2025 10:14:08 +0000
Post From: Value Area High/Low
| [2025-07-24 12:36:50] |
| User431178 - Posts: 764 |
|
I also coded my own version. For the most part, the value area high and low closely mirrors the value area identified by the "Volume Value Area Lines" study. But I'm wondering if anyone has any ideas how to get it to match it perfectly? I'd rather not have any discrepancy if possible.
The discrepancy is due to the use of a sorted price/volume vector, use POC centric expansion instead. When you convert the volume-at-price map to a sorted vector and then scan for the narrowest price range that contains the target volume: - You lose price-locality logic. - The algorithm no longer respects how volume clusters around the Point of Control (POC). - It treats all starting points equally — even low-volume edge prices — and evaluates all possible subranges. As a result, you may get a value area that's technically correct by volume, but misaligned with where the market actually traded most heavily. |