No registration required! (Why?)

VA Calculation

I see that you post the VA based on TPO. Can you also start a thread where the VA is calculated based on volume?

We might incorporate this sort of information with the daily notes some day. We've done it before and at that time called it MTaP (Most Trade at Price) and when we were analysing it we discovered that it did not warrant a separate calculation as TPO overlapped with it 90% of the time.