Hello,
Thank you very much for your e-mail.
IN 6.13 you have universal function
PriceVolDistribution
that allows to create distributions of any array vs any other array (not only price vs volume)
It also provides access to underlying data so people who wanted to access data from PlotVAPOverlay
can now use PriceVolDistribution instead.
AFL:
PriceVolDistribution( priceH, priceL, vol, bins, absolute = False, startbar = 0, endbar = -1 )
priceH - normally it is "high" array (but can be any other data array to create distribution)
priceL - normally it is "low" array (but can be any other data array to create distribution)
If you want distribution from single array, pass same array as priceH and priceL.
vol - normally "volume" array but it can be any array holding "frequency" or "volume" of data
bins - number of price levels / distribution bins to use
absolute - if True - returned distribution is in absolute volume values (sum of volume occurring at given price level)
if False - returned distribution is in relative volume values 0...1 ( with 1 being the maximum volume from the distribution)
startbar/endbar - start and end bar numbers from which to take data for the distribution.
PriceVolDistribution returns a matrix of [ bins, 2 ] (number of rows = bins, number of columns = 2)
In the first column we have price levels for the distribution
In the second column we have cumulative volume at given price level.
// a demo showing
// re-implementation of VAP overlay using
// PriceVolDistribution and low-level graphics
bi = BarIndex();
fvb = FirstVisibleValue( bi );
lvb = LastVisibleValue( bi );
mx = PriceVolDistribution( H, L, V, 100, False, fvb, lvb );
GfxSetCoordsMode( 1 );
GfxSelectPen( colorRed );
bins = MxGetSize( mx, 0 );
for( i = 0; i < bins; i++ )
{
price = mx[ i ][ 0 ]; // price level
relvolume = mx[ i ][ 1 ]; // relative volume 0..1
relbar = relvolume * (lvb-fvb+1);
GfxMoveTo( fvb, price );
GfxLineTo( fvb + relbar, price );
}
Plot( C, "Price", colorDefault, styleBar );
if( ParamToggle("BuildinVAP", "No|Yes") ) PlotVAPOverlay( 100, 100, colorGreen, 2 );
Best regards,
Tomasz Janeczko
amibroker.com
Hi Tomasz,
Is it just not possible to use other than Volumes as Input in VAP function?
If not, can you please make this function flexible to accept user defined Input?
Purpose: It will open a big door of opportunities for a user to Analyse the Market Profile at various Price points from multiple Dimensions.
So, can we have it please?
Posted by: Tomasz Janeczko <groups@amibroker.com>
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