VolumeProfileXray

[MiCe1999]

I was watching topstepTV and saw their X platform using volume area. Since I already had a code for VWAP selection I though it would be easy to make it into a volume profile. It came out better than expected since it updates real-time when dragged and resized. It's fast as it's using range bars as basis for volume calculation.As always, may have bugs, use at your own risk...

[MiCe1999]

Added option to draw bars on the left side of the screen and an option to keep left anchor at currentBar which means that it'll draw volume profile from left anchor to right most bar. Selection visualization when anchor is fixed to current bar could be better but it's good enough for now.

[aligator]

Added option to draw bars on the left side of the screen and an option to keep left anchor at currentBar which means that it'll draw volume profile from left anchor to right most bar. Selection visualization when anchor is fixed to current bar could be better but it's good enough for now.

Thanks Much. Is it possible to include an option for minute bars?

[MiCe1999]

Thanks Much. Is it possible to include an option for minute bars?

Can you give more details on what you output you're looking for?

[aligator]

Can you give more details on what you output you're looking for?

Sure. Time-basis (m, h, d) intervals are the most common bars used in trading world.

As noted above, your indicator uses Range Bars as basis for volume calculation. Another option added to the indicator would be to use time intervals i.e. 5-minute, 15-minute, 60-minute, etc. as the basis for volume calculation. Perhaps Tick bars, Renko bars, etc., can also be considered as additional options.

Cheers!

[MiCe1999]

Sure. Time-basis (m, h, d) intervals are the most common bars used in trading world.

As noted above, your indicator uses Range Bars as basis for volume calculation. Another option added to the indicator would be to use time intervals i.e. 5-minute, 15-minute, 60-minute, etc. as the basis for volume calculation. Perhaps Tick bars, Renko bars, etc., can also be considered as additional options.

Cheers!

There already exist a volume profile that does volume per candle stick.I coded a volume profile with VWAP that can be set to show last 15 minutes, or last x volume, etc: https://forum.ninjatrader.com/forum/...volume-profile