Support Board
Date/Time: Sat, 15 Mar 2025 03:21:24 +0000
Post From: Backtesting with volume profile, value area
| [2025-02-06 02:51:18] |
| PS - Posts: 42 |
|
Thanks for your reply, John. I don't have my mind set on one specific function, but in general I am looking to: 1. Compare and contrast value areas from multiple periods. (i.e. high overlap of value areas across multiple days) 2. Use value area levels for algorithmic trading decisions (VA low, VA high, POC, etc.) 3. Using the profile itself to find high volume nodes and low volume nodes 4. Analyze the profile itself to determine the "type" of distribution for the day (P-shaped, b-shaped, Gaussian, double distribution, etc.) Probably some other examples I'm not thinking of now, but I think this is pretty comprehensive. Thanks, PS |