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Сalculation algorithm for Value Area (VA)

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    Сalculation algorithm for Value Area (VA)

    Hi,
    I want to write an indicator defining the Value Area (VA) (zone that is about 68.2%), but I cannot find the calculation algorithm.

    I guess that exist several standart algorithms.
    Could you help me to find them?

    I'll be grateful for links or algorithm description here.

    What's the input data?
    What should be used TPO - Time Price Opportunity or POC - Point of Control?
    How is calculates Value Area Low (VAL) and Value Area High (VAH) correctly?

    #2
    Hello KeenEdge,
    Thanks for your post.

    The only thing I can think of that may help you is a script from the old fire sharing section of the forum called dValueArea, but I do not see it in the current file sharing section. I have attached that script here. Maybe you can analyze the code and make something of it. I would not be able to share any of the algorithms behind NinjaTraders Order flow stuff.


    Attached Files
    JoshNinjaTrader Customer Service

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      #3
      it is desirable to need a verbal description of the algorithm.
      I saw the source code, but I don't know where the author got the algorithm?

      Comment


        #4
        KeenEdge,

        I don't have any other information to provide on this. We can leave this forum post open for anyone else that has further information.

        JoshNinjaTrader Customer Service

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