Support Board
Date/Time: Mon, 10 Mar 2025 20:34:31 +0000
Post From: Volume by Price - Yesterday's values for Statistics
| [2022-04-04 22:27:26] |
| mwnl - Posts: 29 |
|
Hello, I am conducting some statistical analysis using 60 min data for different futures contracts. I am using the spreadsheet study to export the data I need into excel. I would like to know how I can get yesterday's VbP data to be printed in the spreadsheet for todays session. When I export today's data, I want to see the VbP info for today alongside the VbP info for yesterdays session too. For example, today is the 4-Apr-2022, I want to see the VPOC, Value area high and low for 1-Apr-2022 and 4-Apr-2022 on the same lines in the spreadsheet. I have a workaround in Excel but it means I have to make manual adjustments when I change the data source to another instrument that has a different regular trading session. For example the ES and CL have different RTH sessions (crude finishes at 14:30 ET). My requirement for this feature is for statistical analysis and the charts will not be used to monitor price in real time. Is there a way to achieve this please? Thanks |