Is there any way to get the upper/lower points of a value area of a volume profile within NinjaScript? Also, I want to be able to pass in different percentages values for calculating the VA.
Ideally, I'm looking to pass in:
1) a starting bar
2) an ending bar
3) a percentage value for the value area (say 20%)
...and have it return the upper and lower numbers for the value area.
Note, the number of bars varies and is not constant and neither is the VA%. For example, Some condition triggers and I may need the upper/lower VA points for 24% of the VA for 70 bars. The next time the condition occurs I may need 41% of the VA for 153 bars.
Is there anything that you can point me to that would do this from within NinjaScript? I've looked around and haven't found anything yet.
Thanks,
gbrad

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