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 Investor/RT Tour ( more on Technical Indicators )
Volume Price Statistics (VPS)
The Formula . . . 

. . .more on Formulas 

See "Preferences" section below.
 
 
The Presentation . . . 

. . . more on Charts 

Above is a 30-minute of the S&P Mini Contract (ES #F, eSignal).  The VPS indicator is plotted twice in the chart.  In the upper pane, it's showing the Volume POC as a red stepped line.  In the lower pane, it's showing the POC Volume as a histogram.
 
The Preferences . . . 

. . . more on Preferences 

  • Statistic - Style and color used to draw the VWAP and VWAP bands (if applicable).
       - Volume POC - The volume based POC, or price within the bar at which the most volume traded.
       - POC Volume - The volume of the POC, or the maximum volume at any price within the bar.
       - POC Volume % - The POC Volume as a percent of the total volume of the bar.
       - Avg Volume at Price - The average volume at price of all prices traded within the bar.
       - Max Trades Price (Mode) - The price at which the most trades were executed.
       - Max Trades at Price - The maximum amount of trades at any single price within the bar.
       - VWAP of Bar - The volume-weighted average price, computed using the volume and price of all trades within the bar.
       - Volume of Upper X Prices - The total volume of the highest x prices in the bar.
       - Volume of Lower X Prices- The total volume of the lowest  x prices in the bar.
       - Volume of Upper X % of Range - The total volume of the highest x% of the range of the bar.
       - Volume of Lower X % of Range- The total volume of the lower x% of the range of the bar.
       - Volume Ratio (X Prices) - Ratio of the volume at the upper x prices divided by the volume at the lower x prices.
       - Volume Ratio (X Percent)- Ratio of the volume at the upper x% of bar divided by the volume at the lower x% of bar.
       - Volume Diff (X Prices) - Difference between the volume at the upper x prices and the volume at the lower x prices.
       - Volume Diff (X Percent)- Difference between the volume at the upper x% of bar and the volume at the lower x% of bar.
     

  • Draw as - Style, color, and size used to draw the VPS indicator within the chart.
 
The Description . . .
The Volume Price Statistics indicator provides the user with a variety of statistical measures based on the volume at price.  These statistic options are described in more detail above.
RTL Token . . .VSP ( more )
The RTL Token for the Volume Price Statistics indicator is VPS.  A signal that looks for the POC Volume to be greater than 1000 would use the following syntax:

VPS > 1000

Where VPS is setup with statistic "POC Volume".
 
Keyboard Adjustment . . .
NA

For more information on technical indicator adjustment, click here.
 
User Strategies . . . 

If you have a User Strategy you'd like to share, please email to support@linnsoft.com