average and most volume price in bar

this is a suggestion about primary data feed

to compute the price that most and average volume happened within a bar.
i think that this particular information will help building averages and other studies more efficienly than using the closing price.

these 2 extra data prices are not tottaly arbitrary like the closing price they can be viewed as
sequencial (for bar interval) volume weighted data price...

from a coding point of view it will be quite hard and resource demanding for users to access such info

i dont know if the subject has been allready adressed but i would like to hear your input about it

regards

Dear andydandy,

There are no build-in functions to calculate the average price within a bar. You can do it in the code using the following principle (o +h +l + c ) / 4.