The Volume at Price for Bars Study monitors the traded volume (volume at price data) at the lowest and highest price levels (up to 14) for each chart bar.
The data is exposed via subgraphs, allowing for user defined analysis to be performed and/or alerts to be configured, and displayed in a numeric information table.
The study is summarised in the following update post – Volume at Price for Bars.
Note:
- This study can only be used on charts with a chart data type of ‘Intraday Chart‘
- It is recommended to use ‘Intraday Data Storage Time Unit‘ setting ‘1 Tick’
Inputs
Defines the minimum total traded volume per bar required before the volume at price data is inclued for analysis.
- Min: 0
- Max: 1000000
Price Levels to Display (In:2)
Defines the maximum number of price levels to display from the low and high of each chart bar.
- Min: 1
- Max: 14
Minimum Bar Range (ticks) (In:3)
Specify the minimum bar range (Low to High inclusive) required before a chart bar is considered for analysis.
- Min: 2
- Max: 20
Ignore prices beyond mid-line of bar (In:4)
Yes:
If the bar range is < 2 * price levels to display, then only the price levels above or below the mid-line price will be considered during analysis of the bar high or bar low respectively.
No:
The first five price levels from high to low, or low to high, are considered during analysis regardless of whether they are above or below the mid-line price.
Background Color (In:5)
Specify the background color to be used for the numeric information table.
Transparent Background (In:6)
Background Color is ignored and numeric information table is drawn with transparent background.
Font Size (0 = Use Chart Font Size) (In:7)
Defines the font size (in pixels) used for the numeric information table display.
Note: Use Chart Font Size is not compatible with OpenGL graphics, in this case the font size must be set to the preferred size.
- Min: 0
- Max: 100
Draw Zeros (In:8)
If Draw Zeros is enabled, then all cells in the numeric information table that would otherwise be empty will instead be filled with zeros.
Set Text Color Automatically (In:9)
When enabled, the subgraph colors for text display will be automatically over-written using the appropriate color from: ‘Text Color – Ask’, ‘Text Color – Bid’ or ‘Text Color’.
Text Color – Ask (In:10)
Specify the color to be used for Ask Text values when ‘Set Text Color Automatically’ is enabled.
Text Color – Bid (In:11)
Specify the color to be used for Bid Text values when ‘Set Text Color Automatically’ is enabled.
Subgraphs
Default: Visible
Defines the visibility, color, linestyle and line width used for the grid of the numeric information table.
Ask Volume Low +1 (SG3)
Ask Volume Low +2 (SG4)
Ask Volume Low +3 (SG5)
Ask Volume Low +4 (SG6)
Ask Volume Low +5 (SG7)
Ask Volume Low +6 (SG8)
Ask Volume Low +7 (SG9)
Ask Volume Low +8 (SG10)
Ask Volume Low +9 (SG11)
Ask Volume Low +10 (SG12)
Ask Volume Low +11 (SG13)
Ask Volume Low +12 (SG14)
Ask Volume Low +13 (SG15)
Default: Visible
Defines the visibility and color used for Ask Volume Low subgraphs.
Displays the ask volume at price for the lowest price levels (upto 14).
Bid Volume Low +0 (SG16)
Bid Volume Low +1 (SG17)
Bid Volume Low +2 (SG18)
Bid Volume Low +3 (SG19)
Bid Volume Low +4 (SG20)
Bid Volume Low +5 (SG21)
Bid Volume Low +6 (SG22)
Bid Volume Low +7 (SG23)
Bid Volume Low +8 (SG24)
Bid Volume Low +9 (SG25)
Bid Volume Low +10 (SG26)
Bid Volume Low +11 (SG27)
Bid Volume Low +12 (SG28)
Bid Volume Low +13 (SG29)
Default: Visible
Defines the visibility and color used for Bid Volume Low subgraphs.
Displays the bid volume at price for the lowest price levels (upto 14).
Ask Volume High -0 (SG30)
Ask Volume High -1 (SG31)
Ask Volume High -2 (SG32)
Ask Volume High -3 (SG33)
Ask Volume High -4 (SG34)
Ask Volume High -5 (SG35)
Ask Volume High -6 (SG36)
Ask Volume High -7 (SG37)
Ask Volume High -8 (SG38)
Ask Volume High -9 (SG39)
Ask Volume High -10 (SG40)
Ask Volume High -11 (SG41)
Ask Volume High -12 (SG42)
Ask Volume High -13 (SG43)
Default: Visible
Defines the visibility and color used for Ask Volume High subgraphs.
Displays the ask volume at price for the highest price levels (upto 14).
Bid Volume High -0 (SG44)
Bid Volume High -1 (SG45)
Bid Volume High -2 (SG46)
Bid Volume High -3 (SG47)
Bid Volume High -4 (SG48)
Bid Volume High -5 (SG49)
Bid Volume High -6 (SG50)
Bid Volume High -7 (SG51)
Bid Volume High -8 (SG52)
Bid Volume High -9 (SG53)
Bid Volume High -10 (SG54)
Bid Volume High -11 (SG55)
Bid Volume High -12 (SG56)
Bid Volume High -13 (SG57)
Default: Visible
Defines the visibility and color used for Bid Volume High subgraphs.
Displays the bid volume at price for the highest price levels (upto 14).
