algorithm for volume at price by bar

[coolmoss]

Hello,

I'm trying to create an indicator that will be based on having volume at price for each bar data available. I've tried studying some sample code (like the gomi market profile indicator) but there is so much going on in the examples I've studied that I can't figure out what is what.

So, I'm trying to start as simple as possible. Am I going to need to create a array for each bar? If so, can anyone give some insight on how the array would be created and assigned values? The indicator I want to build is the high volume price for each bar and then learn from that to do more sophisticated things.

Any suggestions or very basic code sample much appreciated.

[NinjaTrader_Joydeep]

Hello coolmoss,
Thanks for your note.

Profile indicators can be complex.

You can refer to the "VolumeProfile" indicator that comes with NinjaTrader as an reference.

You may also refer to the code of the indicator dValueArea

http://ninjatrader.com/support/forum/local_links.php?action=ratelink&linkid=355&catid=-1&lpage=1