Re: [amibroker] Re: Calculating VAP on base interval to display on higher timeframe charts

 

Hello,

Thank you very much for your e-mail.

There are some misunderstandings here.

Matrices are FULLY supported as static variables.

So you can store MATICES directly into static variables using
StaticVarSet and read it using StaticVarGet

There is no need to convert to string and back.

And as Jorgen wrote, if you need to calculate VAP on finer interval, use finer interval
to generate VAP data and store to static variable. Once it is done you can use
the data at any other interval as, like Jorgen said, the VAP data are timeframe independent
as is is just volume at given price level.

And no writing your own DLL would not be any faster than existing PriceVolDistribution


Best regards,
Tomasz Janeczko
amibroker.com

On 2016-07-17 12:03, jorgen.wallgren@gmail.com [amibroker] wrote:
Hi,

I am sorry, but I do not get it? Why do you compress the values? In my solution I can also manually set the VAP period. And in the 1-Tick time frame I use this:

MXVAP = PriceVolDistribution( High, Low, Volume, Lines, True, Start, LVB );
MXVAPData = MxToString( MXVAP );
StaticVarSetText( "~MXVAPData", MXVAPData, False );

and then in 6 higher time frames I use this:

MXVAPData = StaticVarGetText( "~MXVAPData" );
MXVAP = MxFromString( MXVAPData );

And I have no performance problems at all with this solution. It's dead on accurate and very, very fast calculating 1.5 to 2 million ticks.

Regards,

Jorgen.



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Posted by: Tomasz Janeczko <groups@amibroker.com>
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