VPOC, Value Area High and Value Area Low Calculations

Discussion in NinjaTrader

Updated May 11, 2018

5,566 views
6 thanks given
1 followers

Search this Thread

VPOC, Value Area High and Value Area Low Calculations

May 11th, 2018, 11:10 AM	#1 (permalink)
Koepisch @ Germany Market Wizard Experience: Beginner Platform: NinjaTrader Broker: Mirus Futures/Zen-Fire Trading: FDAX Posts: 568 since Nov 2011 Thanks Given: 440 Thanks Received: 518	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

Can you help answer these questions
from other members on NexusFi?

EA

Platforms and Indicators

No book, only a stair: journaling fills where price move …

Cryptocurrency

requesting .nrd replay files from 2026 spy and qqq

The Elite Circle

I developed a free AI-powered (Kronos) forecasting indic …

The Elite Circle

My Rant with AMP Futures

Trading Reviews and Vendors

Best Threads (Most Thanked)
in the last 7 days on NexusFi

Would you consider buying or leasing an algo?

6 thanks

Trading Journal (Neural Network Production Pipeline Mode …

4 thanks

Trading psychology articles

4 thanks

Big Mike in Ecuador

3 thanks

The Scalpers Journey

2 thanks

May 11th, 2018, 12:04 PM

#2 (permalink)

xplorer

London UK

Site Moderator

Experience: Beginner

Platform: CQG

Broker: S5

Trading: Futures

Posts: 6,354 since Sep 2015

Thanks Given: 16,062

Thanks Received: 16,253

Koepisch

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.

Reply With Quote

Thanked by:

May 11th, 2018, 12:07 PM	#3 (permalink)
Popsicle Pretoria Gauteng Elite Member Experience: Intermediate Platform: Sierra Charts Trading: NQ Posts: 250 since May 2016 Thanks Given: 2,448 Thanks Received: 553	Very nice description for how it is calculated. https://www.tradingview.com/wiki/Volume_Profile

Thanked by:

jrobertburgoyne, Kiks, Koepisch, wwwingman, xplorer

Last Updated on May 11, 2018

NexusFi

About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top

no new posts