thanks again for your dynamic PVP.
Have noticed an error with it a few times and today snapped a pic (attached).
Also, any chance of a dynamic VaT and VaB? (!).
I have also been tracking Gomi's Volume Profile which updates tick by tick. It often has different, or at least far more precise, PVP's because of course it doesn't average the volume distribution over the range of the bar after the close. But yours does an excellent job with far less computer demand.
Anyway, here is the error: sometimes, even though price is trading nowhere near the dynamic PVP (which in this example today was way above current action), the PVP will flip from down around where price action is and back up to an old PVP whose value cannot possibly have changed since no trades have occurred up there. Clearer on the picture than in this description.
So something is definitely wrong somewhere with the PVP calc, although when it happens it is quite obvious and only seems to be in this situation where it flips back to an old PVP for some reason to a price which is currently clearly out of the question and therefore more irritating than confusing.
And again: any chance of embedding vwap code in your dvalue area that can start and end at same time as dValue? (then I can build a good skew indy!)