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Volume Profiler (Cumulative)

The Divergence Software, Inc. Volume Profiler (Cumulative) is a price/volume analysis study that will calculate and display the cumulative volume traded at each price level for the total number of trading days that you have specified. It can be run in any Advanced Chart with an intraday bar interval from 1-min and up. The study will operate with stocks, futures, bonds, notes and currencies in conjunction with any eSignal Time Template. 




Example chart with cumulative histogram plotted encompassing 3 trading days, histogram color coding feature turned on.


Application

Can be loaded into any eSignal Advanced Chart that is using an intraday bar interval from 1-min and up. This study will not work with tick charts and will not work with daily, weekly or monthly charts.


Features
  • All operations are fully menu-driven.
     
  • Will work with any instrument that has a tick value. Has built-in logic to auto-detect the Tick Value for the security you are charting.
     
  • Allows you to override the auto-detect feature and specify a custom Tick Value and decimal Precision value.
     
  • Cumulative price/volume histogram can be toggled on/off. You can display a cumulative price/volume histogram for up to 21 days (e.g., current day plus 20 historical days). Cumulative price/volume histogram will update in realtime as new trades come in.
     
  • The cumulative price/volume histogram has graphics to help you track the the open and closing price of the range of days that you have selected and the volume above and below the price level with the highest volume for the day (Point of Control).
     
  • Lines for the Upper Value Area, Lower Value Area, Volume Weighted Average Price (VWAP), and Point of Control are plotted on the chart along with the price/volume histogram. All line styles and colors are fully user-definable.
     
  • Two different algorithms are provided for the Value Area calculations: the standard 70% algorithm and a true One-Standard Deviation calculation. Either one can be selected from the study menu.
     
  • The study can be configured to update at any frequency from 1 second to 5000 seconds. With this option you can control the amount of system resources utilized by the study.
     
  • Fully functional in eSignal Bar Replay mode.
     


    Example chart with the histogram toggled off. Only the Value Area information (in this case, cumulative 3-day) is displayed.


    Volume Profiler (Cumulative) Parameters
    Volume Profiler (Cumulative) Examples



    Copyright © 2005 Divergence Software, Inc.