Support Board

Date/Time: Sun, 05 May 2024 21:26:51 +0000

Volume by Price

[2020-05-11 00:54:08] #1 [Go To First Post]
User111911 - Posts: 8
Hi, Is there an existing functionality in the VbP chart (or if not could I request it please) where I can specify both the price range and the volume for VbP. Currently I can draw price range bars and set the VbP around it but if the volume in that range is low, then the VbP may not be that useful. I am looking for a functionality that can automatically extend the VbP to dates (where price may have visited the same range in previous periods) until the volume specification is met. For example, a VbP drawn for the price range of say 2850 to 2950 for the ES, which gathers all VbP volume from the most recent historical periods until an aggregate volume of 14 million contracts is achieved for the entire VbP chart. Thank you.

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