Volume At Price (VAP)
The Volume at Price indicator adds horizontal histograms, representing traded volume to bar, line and candlestick charts. By default the VAP appears along the price axis, but this can be changed to the left side of the screen using the properties menu.
In the example below, 70% of the traded volume is shaded a darker gray. The longest volume is shaded blue. Right-click the data and click Properties to configure these colors and other attributes.
Note: You cannot apply the VAP technical indicator to Price Distribution and Tick charts. VAP applied to a spread chart is based on price updates to the spread chart. Each price update on either leg of a spread chart is assigned a volume value of one.
Each horizontal bar is centered on the price level and represents the relative total volume traded at that price.
The longest bar on the VAP technical indicator extends to the percentage as defined in the Display Percentage property setting. All other bars are in lengths proportional to the longest bar.
Right-click the VAP and click Properties to modify Display Percentage and other attributes. This includes setting the VAP for transactions in a day (Reset Daily) or a set number of bars (Reset Interval).