1992issue C011-5
Volume-box construction with named spreadsheet macros
Spreadsheet automation can write each volume-box by binding named-labels to a working-block and running a command-macro that spends bar volume into upper-tick and lower-tick rows.
- A command-macro can calculate, test a condition, and branch while each volume-box is written. A recorded keystroke sequence is reserved for repetitive layout work.
- A named-label bound to a cell or to the working-block stays readable and remains valid after rows or columns are inserted. A hard-coded coordinate can later point at the wrong cell.
- The spend loop reads date, low, high, and volume from the cell-pointer, stores the upper-tick and lower-tick, then subtracts the volume-increment and advances a row offset until remaining volume is exhausted.
- A generated name-to-address table, or a label typed beside the bound cell, recovers locations after the builder is copied or a constant must be changed.
Two ways to store the builder
Spreadsheet automation for this construction can be stored either as a recorded keystroke sequence for repetitive layout work or as a command-macro that calculates and branches while each volume-box is built.
Command steps are typed as ordinary cell text and become executable only when enclosed in brace delimiters.
Named-labels and the working-block
A named-label can be bound to a single cell or to the working-block, a four-column array whose first cell is treated as the array origin.
Named-labels keep the construction readable and stay valid after rows or columns are inserted, whereas hard-coded coordinates can later point at the wrong cell.
How the command-macro starts
Execution starts by supplying the first command cell, by name or by address, through the spreadsheet macro-execute command or its assigned hot key.
A generated name-to-address table, or a label typed beside the bound cell, is used to recover locations when the builder is copied or a constant must be changed.
Spending volume into a volume-box
Each input bar supplies date, low, high, and volume. The command sequence initializes temporary high and low ticks from the cell-pointer, then stores those extremes as the upper-tick and lower-tick.
The loop repeatedly subtracts the volume-increment and advances a row offset until remaining volume is exhausted. After that loop returns, the builder writes the closing vertical side of the volume-box at the advanced row offset and then stores the starting row for the next volume-box.
All readings on this track · 20 readings
- 1987Intraday Value Area construction from TPO counts
- 1987Constructing session market profiles from half-hour auctions
- 1988Volume value area versus time-print filters
- 1988Auction control from a price, volume, and time ledger
- 1988Constructing intraday trade-facilitation percentile tables
- 1988Constructing session decisions from auction age and volume
- 1989Range extension after the opening auction
- 1989Constructing value maps from auction volume overlays
- 1989The bull hook as a next-session opening-range breakout filter
- 1990Incomplete volume-at-price samples and auction reads
- 1990Constructing overlay profiles to map auction value
- 1990Constructing daily overlay profiles for auction brackets and breaks
- 1990Volume-confirmed facilitation as an execution gate for half-hour breakouts
- 1992Volume-box construction with named spreadsheet macros
- 1993Commercial volume caps outside the value area
- 1993Hourly participant volume as a live filter for day trades
- 1999Assembling the daily auction from time-price opportunities
- 2000Who accepted price first in the auction
- 2002Treat the session as an auction: find value, then judge the breakout
- 2002Auction structure, trader constraints, and the opening range