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VPOC, Value Area High and Value Area Low Calculations


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VPOC, Value Area High and Value Area Low Calculations

  #1 (permalink)
 Koepisch 
@ Germany
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Hi,

can anybody guide me to the description how the VPOC, Value Area High and Value Area Low are calculated?

I don't want to dissect the ALTOGomMP indicator to only answer this question. I want to create a mean + lean indicator based at the NT tick files.

Thanks,
Koepisch

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  #2 (permalink)
 
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 xplorer 
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Koepisch View Post
Hi,

can anybody guide me to the description how the VPOC, Value Area High and Value Area Low are calculated?

I don't want to dissect the ALTOGomMP indicator to only answer this question. I want to create a mean + lean indicator based at the NT tick files.

Thanks,
Koepisch

I don't know the calculation for the Value Area but VPOC is straightforward: it's the price with the most traded volume for the day/session.

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 Popsicle 
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Very nice description for how it is calculated.

https://www.tradingview.com/wiki/Volume_Profile

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Last Updated on May 11, 2018


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