Without further ado, these are the step-by-step value area calculation:- Take the total buy and sell volume within a trading day and multiply it by 0.7 to determine 70% of the total volume.
- Record the greatest volume block aka the point of control (POC).
- Add the total volume of the first two blocks above the POC.
- Add the total volume of the first two blocks below the POC.
- Add to the POC the total volume, which is the greatest between the two volumes found at points 3 and 4.
- Repeat steps 3 and 4 adding the larger of the two numbers to the Value Area.
- Repeat the process until your Value Area slightly surpasses the number found in step 1.
- The highest row within the Value Area represents the Value Area High (VAH) while the lowest row within the Value Area represents the Value Area Low (VAL).
参考：Volume Profile算法详情
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