Support Board
Date/Time: Sun, 22 Dec 2024 23:54:02 +0000
Post From: Custom Indicator based on sc.VolumeAtPriceForBars
| [2015-05-09 16:47:17] |
| User911705 - Posts: 89 |
|
I am trying to figure out if the following is a) possible and b) would it be a tremendous drain on computer performance. I want to create what I call a "rolling vpoc" (vpoc is just the mode or high volume point. The trick is I don't want the vpoc just for a given bar, I want to calculate the vpoc for the last 'n' bars, and each new bar, look back 'n' bars and recalculate. A concrete example: let's say I have a 30min chart, and want a 100 period rolling vpoc. On each bar, the calculation would find the vpoc for the most recent 100 bars, or 3000 minutes. Each new bar would look back 3000 minutes. A rolling lookback window if you will. I have the code to find the vpoc for a given bar, and thought perhaps I could modify it by adding loops to examine prior bars, but that's as far as my limited skills take me. Thanks for your advice. |