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  • Fast: Optimized data structures and algorithm for fast calculations, accelerating your backtests
  • Precise Value Zone: Based on real-time volumetric data for each price level (1 tick accuracy)
  • API: for the development of strategies and indicators based on Value Areas / POC; see an API usage example
  • Configurable: Set the percentage of the value area (defaults to 70%)
  • Thread-safe: calculate the current value area at any time without worrying about concurrency issues
  • Live and History: obtain Value Areas from historical sessions as well as the current Value Area, visually and/or programmatically

  • Volume profile: check the Value Area levels on its Volume Profile by displaying it in the output window, with a live refresh

Dynamic Value Area with API


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