Volume at Price

[Maverick1]

Does anyone use volume at price in their trading? What kind of software do you use to get that data, I'm pretty unhappy with what Ensign offers in terms of the profile.... There was a service by the name of Chart-Ex by Lisa Erdmier but it seems like the site has gone stale.

Thanks for the pointers

 

[chartie]

Check out the VbP (Volume by Price) and VbP Detailed indicator at QuoteTracker

 

[maxpi]

I've written one for Tradestation before, big pain.... Ninjatrader has one

 

[mokwit]

Maxpi, would you be interested in sharing the code?

I looked at this and foresaw a huge pain in writing it. Unfortunately none of the commercially available VAP are flexible or right for how I want to use it.

I need a VAP indicator that adjusts automatically with the number of bars per page I am looking at.

Sorry if this request is upfront, but ya gotta hustle.

 

[Thomas Jackson]

You have it all wrong. Price at volume is what counts.

 

[mokwit]

..................also has anyone written/come across a VWAP indicator for DAILY charts - neeed to know what the VWAP is between eg a high and alow on daily chart.

 

[MandelbrotSet]

Quote from mokwit:

..................also has anyone written/come across a VWAP indicator for DAILY charts - neeed to know what the VWAP is between eg a high and alow on daily chart.

Here's what the VWAP looks like on a daily of the SPY