hi.
My guess at the short answer is, no you can’t.
From your description I think your describing say daily pivot points but with ‘price on Volume’ instead. Cool idea!
With reference to indicators, proBuilder only gives access to the ‘Volume’ constant. This is just a total volume which you can access the different values for each bar in a chart. These values relate to the time periods of the Timeframe being used.
I’ve just looked at ‘Volume on Price, though you can add it to chart panel, you can’t ‘call’ it from code and is not listed, which is a sign in itself.
When you hover over the volume bars the cursor info states +/- volume, in reference to the bar colours, and total vol being the sum of both. To get decent resolution of this data you would have to go to a lower timeframe and calculate it yourself.
1 ‘Tick’ time frame gives highest resolution of data, but you cant mix tick and time timeframe data, apparently.
That leads to sticking with time, highest resolution 1second, but the rule about mixing timeframe and that they have to be a multiple of the default timeframe would mean you can only display at the lowest timeframe you use. That could be a lot of bars.
And that’s before you even think of calculating and parsing data results you want.
At this point I’m not saying you can’t program something up, but just pointing out the limitations you could hit while doing so , and not being able to output the data in the form you want. This would be guided by what your trying to do with the data.
That takes care of in the box solution, now looking outside the box!
So that leads to a very inconvenient, static solution.
Now when you open a chart the units setting depict the number of bars loaded, I don’t think you set the loaded historical bars to a specific amount or date range.
To isolate the ‘Volume on Price (VoP)’ for a day, set the timeframe to say to 1hour, set the VoP lookback to cover 24hours (24), adjust window to display only 25 bars. Then at the stroke of midnight the VoP will display the last days data results. Take snapshot of data in window. Or use screen recorder with screen saver off. Do this ever day. What a nightmare.
I’ve only been using PRT a few months and know even less about what has been done with repect to indicator’s so don’t take anything I say as written in stone.
Though i’m sure this isn’t the answer you were looking for, I feel that ‘no you can’t’ doesn’t help, but why you can’t could be helpful in the future and allow you to move on in life.
I would be interested if anyone can enlighten me,us, about anything in my comments which may not be correct or elaborate/expand further.
Just to summarize, you could code something up but the path is lined with obstacles, but you also could compile the data manually to see if its useful and worth taking the path, or at least being prepared for it, if you do.
PRT with ProBuild is a powerful but strange beast, it can solve complex problems with a few instruction’s or turn what seems like a simple request into a nightmare. Yours seems to fall in the latter category. Welcome to the dark side!
All the best.
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