Continuous Volume Profile v1.0

This script is a continuous real time Volume Profile. Unlike the standard Volume Profile that focuses on fixed/visible range it will update and plot the following on every bar.

• Point of Control (POC)
  
• Value Area High (VAH)
  
• Value Area Low (VAL)
  

You have the standard 3 parameters to configure:

Period Length
Number of Bins/Rows
Percent for Value Area


Please pm me if you would like to try the script.

發布通知:

Updated some logic and removed security repainting issues; should load more reliably and faster now.

Will continue to update and optimize in the future.

Adding a description I forgot to put in my original post:

• POC: White Stepline
  Value Area High: Highest Blue Line marking the top of the fill (Value Area)
  Value Area Low: Lowest White Line marking the bottom of the fill
  

發布通知:

Removed superfluous logic thereby reducing loading times.

發布通知:

Worked more on reducing the logic for the Value area calculation. Initially it had too many iterations due to a nested for loop. I reduced the number of iterations without introducing very much error at all for the value area calculation. Between the first, heaviest loading time version and this one I added around <=4% error to decrease loading times by more than half from my testing.

Keep in mind my value area calculation is already more accurate than most other scripts because I am updating POC and the range of inquiry for every bar/candle.

let me know what you guys think.

發布通知:

• Raised maximum period length to 5000 from 500
  
• Reduced loop time drastically; improved loading times for me by about 5x from previous iteration
  
• Added an 80 bin/rows option