Bar POC

Reading the volume traded at each price of a bar.

Source: src/Data/BarPoc.cs · Calculated on: desktop or server

A marker on every bar at the price which traded the most volume, its point of control.

What it shows

• Asking for the volume by price.
• Walking the prices of a bar.
• Integer ticks (PinT) and their conversion to prices.
• A series drawn as markers.

Asking for the data

public override void OnSet(bool setDefault, bool themeOverride)
{
    NeedVbp = true;
    // ...
}

The volume by price is built only for the indicators which ask for it, because it costs memory and time on every chart load.

Walking the profile of a bar

foreach (int pinT in bar.PriceList)
{
    if (!bar.VbpListAll.TryGetValue(pinT, out var levels) || levels == null)
        continue;
    if (levels[0].TotVol > pocVolume)
    {
        pocVolume = levels[0].TotVol;
        pocPinT = pinT;
    }
}
point.Y[0] = VAn.FromPinT(pocPinT).Price;

levels[0] is the volume of every trade at that price, with TotVol, AskVol, BidVol and the number of trades.

Markers

CurrentStyle = SeriesType.Square;
AvailableStyle = (int)(SeriesType.Square | SeriesType.Diamond | SeriesType.Cross | SeriesType.Cicle);

The user can choose among the styles listed in AvailableStyle.

Things to notice

• The example checks PriceList and VbpListAll for null and hides the point: not every symbol has volume by price.
• The open bar is recalculated in OnEnd, so the marker moves while the bar trades.

Try

• Show the POC only when it is in the upper or lower third of the bar.
• Add the value area of the bar as a Range series.