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Access POC, VAH, VAL
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Access POC, VAH, VAL
How can we access the POC, VAH, VAL of the Volumetric bar type programmatically?Tags: None
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Hello luxurious_04,
Thank you for your post.
The point of control (POC) is the single largest data point in the profile. In Volumetric bars, we can get POC from GetMaximumVolume. GetMaximumVolume gets the highest Ask, Bid or combined volume (long value) for the bar and returns the price at which it occurred.
The way GetMaximumVolume works is as follows:
- pass in true for getting the highest Ask volume.
- pass in false for getting the highest Bid volume.
- pass in null for getting the highest combined volume.
Please reference this Help Guide link for more information about using GetMaximumVolume - https://ninjatrader.com/support/help...tric_bars2.htm
Value Area is not offered through the data access methods.
Value Area would represent the price range which reflects 68% of the volume in a bar. So you can consider looping through each price level from Low[0] to High[0] and use GetTotalVolumeForPrice to get the volume for each price level. You could then use that information to calculate the range which would have 68% of the total bar volume.
This would require some additional logic to calculate the value area from these price levels, but you can then identify the Value Area High price level and the Value Area Low price level from there.
Please let us know if we may further assist.
Brandon H.NinjaTrader Customer Service
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Hello mjtrad,
Thanks for your note.
Please see post #2 in regards to getting the POC, VAH, and VAL values in a script.
You could use AddPlot() to create a plot in the script and then you could assign the POC, VAH, and VAL values that you calculated to the plot(s).
See this help guide page for more information: https://ninjatrader.com/support/help...ghtsub=addplot
Let us know if we may assist further.Brandon H.NinjaTrader Customer Service
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Hello mjtrad,
Thanks for your note.
As far as an example to demonstrate how to calculate VAH and VAL, our Volume Profile indicator is closed source so we do not have an example. The DValueArea indicator is an open-source indicator though that you may find helpful.
You could find the DValueArea indicator in the NinjaTrader EcoSystem User App Share center linked below.
This is a conversion of the DValueArea. Please contact the original author for any questions or comments. Update Aug 10th, 2021: An improperly implemented timespan was causing xml errors in the Strategy Builder
Let us know if we may assist further.Brandon H.NinjaTrader Customer Service
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