Description
All core features of TPO Profile but in VOLUME
It also has the features of Order Flow Ticks
Last Update -> 16/11/2022
=================================================================
==== Volume Modes ===
Normal/Gradient Mode = Volume Profile with Fixed/Gradient Color
Buy vs Sell Mode = The name explains itself
Delta Mode = Volume Delta Profile
Normal+Delta Mode = Volume + Delta (Profile)
The Volume Calculation(in Bars Volume Source)
is exported, with adaptations, from the BEST VP I have see/used for MT4/MT5,
of FXcoder's (VP 10.2.1), author of the famous (Volume Profile + Range v6.0)
a BIG THANKS to HIM!
All parameters are self-explanatory.
Update:
16/11/2022 - A "new" and correct way of segmentation has been added, where there is no more "repaint/flicker" when a new high was formed in Live Market.
The old wrong segmentation has been replaced by this one.
=================================================================
/*
--------------------------------------------------------------------------------------------------------------------------------
Volume Profile
All core features of TPO Profile but in VOLUME
It also has the features of Order Flow Ticks
=== Volume Modes ===
*Normal/Gradient Mode = Volume Profile with Fixed/Gradient Color
*Buy vs Sell Mode = The name explains itself
*Delta Mode = Volume Delta Profile
*Normal+Delta Mode = Volume + Delta
The Volume Calculation(in Bars Volume Source)
is exported, with adaptations, from the BEST VP I have see/used for MT4/MT5,
of Russian FXcoder's https://gitlab.com/fxcoder-mql/vp (VP 10.1), author of the famous (Volume Profile + Range v6.0)
a BIG THANKS to HIM!
All parameters are self-explanatory.
For Better Performance, Recompile it on cTrader with .NET 6.0 instead .NET 4.x.
AUTHOR: srlcarlg
== DON"T BE an ASSHOLE SELLING this FREE and OPEN-SOURCE indicator ==
----------------------------------------------------------------------------------------------------------------------------
*/
using System;
using System.Globalization;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
namespace cAlgo
{
[Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class VolumeProfile : Indicator
{
[Parameter("Lookback:", DefaultValue = 5, MinValue = 1, MaxValue = 100, Group = "==== Volume Profile ====")]
public int Lookback { get; set; }
public enum VolumeSourceData
{
Ticks,
Bars,
}
[Parameter("Volume Source:", DefaultValue = VolumeSourceData.Bars, Group = "==== Volume Profile ====")]
public VolumeSourceData VolumeSourceInput { get; set; }
public enum VolumeModeData
{
Normal,
Gradient,
Buy_Sell,
Delta,
Normal_Delta
}
[Parameter("Volume Mode:", DefaultValue = VolumeModeData.Gradient, Group = "==== Volume Profile ====")]
public VolumeModeData VolumeModeInput { get; set; }
public enum ConfigRowData
{
Predefined,
Custom,
}
[Parameter("Config:", DefaultValue = ConfigRowData.Predefined, Group = "==== Volume Profile ====")]
public ConfigRowData ConfigRowInput { get; set; }
[Parameter("Custom Interval:", DefaultValue = "Daily", Group = "==== Custom Interval / Row Config ====")]
public TimeFrame CustomInterval { get; set; }
[Parameter("Custom Row Height:", DefaultValue = 1, MinValue = 0.2, Group = "==== Custom Interval / Row Config ====")]
public double CustomHeight { get; set; }
[Parameter("Bars Source:", DefaultValue = "Minute", Group = "==== Bars Volume Source ====")]
public TimeFrame BarsVOLSource_TF { get; set; }
public enum DistributionData
{
OHLC,
High,
Low,
Close,
Uniform_Distribution,
Uniform_Presence,
Parabolic_Distribution,
Triangular_Distribution,
}
[Parameter("Bar Distribution(Bars only):", DefaultValue = DistributionData.OHLC, Group = "==== Bars Volume Source ====")]
public DistributionData DistributionInput { get; set; }
public enum LoadFromData
{
According_to_Lookback,
Today,
Yesterday,
One_Week,
Custom
}
[Parameter("Load From:", DefaultValue = LoadFromData.Today, Group = "==== Ticks Volume Source ====")]
public LoadFromData LoadFromInput { get; set; }
[Parameter("Custom (dd/mm/yyyy):", DefaultValue = "00/00/0000", Group = "==== Ticks Volume Source ====")]
public string StringDate { get; set; }
public enum HistWidthData
{
_15,
_30,
_50,
_70,
_100
}
[Parameter("Histogram Width(%)", DefaultValue = HistWidthData._50, Group = "==== Histogram Settings ====")]
public HistWidthData HistWidthInput { get; set; }
public enum HistSideData
{
Left,
Right,
}
[Parameter("Histogram Side", DefaultValue = HistSideData.Left, Group = "==== Histogram Settings ====")]
public HistSideData HistSideInput { get; set; }
[Parameter("Fill Histogram?", DefaultValue = true, Group = "==== Histogram Settings ====")]
public bool FillHist { get; set; }
[Parameter("Opacity:", DefaultValue = 60, MinValue = 5, MaxValue = 100, Group = "==== Histogram Settings ====")]
public int OpacityHistInput { get; set; }
[Parameter("Opacity inside VA:", DefaultValue = 80, MinValue = 5, MaxValue = 100, Group = "==== Histogram Settings ====")]
public int OpacityHistVA_Input { get; set; }
[Parameter("Normal Color:", DefaultValue = Colors.Gray, Group = "==== Colors Histogram ====")]
public Colors RawColorHist { get; set; }
[Parameter("Normal Color inside VA:", DefaultValue = Colors.DeepSkyBlue, Group = "==== Colors Histogram ====")]
public Colors RawColorHist_VA { get; set; }
[Parameter("Gradient Color Min. Vol:", DefaultValue = Colors.RoyalBlue, Group = "==== Colors Histogram ====")]
public Colors RawColorGrandient_Min { get; set; }
[Parameter("Gradient Color Max. Vol:", DefaultValue = Colors.OrangeRed, Group = "==== Colors Histogram ====")]
public Colors RawColorGrandient_Max { get; set; }
[Parameter("Color Buy:", DefaultValue = Colors.DeepSkyBlue, Group = "==== Colors Histogram ====")]
public Colors RawColorBuy { get; set; }
[Parameter("Color Sell:", DefaultValue = Colors.Crimson, Group = "==== Colors Histogram ====")]
public Colors RawColorSell { get; set; }
[Parameter("Show Results(%)?", DefaultValue = true, Group = "==== Other settings ====")]
public bool ShowResults { get; set; }
[Parameter("Font Size Results:", DefaultValue = 10, MinValue = 1, MaxValue = 80, Group = "==== Other settings ====")]
public int FontSizeResults { get; set; }
[Parameter("Show OHLC Bar?", DefaultValue = false, Group = "==== Other settings ====")]
public bool ShowOHLC { get; set; }
[Parameter("Show Value Area?", DefaultValue = false, Group = "==== Other settings ====")]
public bool ShowVA { get; set; }
[Parameter("Show POC Migration?", DefaultValue = false, Group = "==== Other settings ====")]
public bool ShowMigration { get; set; }
[Parameter("Keep POC? (no VA)", DefaultValue = true, Group = "==== Other settings ====")]
public bool KeepPOC { get; set; }
[Parameter("Extended POCs?", DefaultValue = false, Group = "==== Other settings ====")]
public bool ExtendPOC { get; set; }
[Parameter("Extended VAs?", DefaultValue = false, Group = "==== Other settings ====")]
public bool ExtendVA { get; set; }
public enum ConfigInfoC
{
Top_Right,
Top_Left,
Bottom_Right,
Bottom_Left,
}
[Parameter("OHLC Bar Color:", DefaultValue = Colors.Gray, Group = "==== Others ====")]
public Colors RawColorOHLC { get; set; }
[Parameter("Info Corner Position:", DefaultValue = ConfigInfoC.Bottom_Left, Group = "==== Others ====")]
public ConfigInfoC ConfigInfoC_Input { get; set; }
[Parameter("Info Corner Color:", DefaultValue = Colors.Snow, Group = "==== Others ====")]
public Colors RawColorInfoC { get; set; }
[Parameter("Color POC:", DefaultValue = Colors.Gold, Group = "==== Point of Control ====")]
public Colors RawColorPOC { get; set; }
[Parameter("LineStyle POC:", DefaultValue = LineStyle.Solid, Group = "==== Point of Control ====")]
public LineStyle LineStylePOC { get; set; }
[Parameter("Thickness POC:", DefaultValue = 1, MinValue = 1, MaxValue = 5, Group = "==== Point of Control ====")]
public int ThicknessPOC { get; set; }
[Parameter("Color VA:", DefaultValue = Colors.AliceBlue, Group = "==== Value Area ====")]
public Colors RawColorVA { get; set; }
[Parameter("Opacity VA" , DefaultValue = 10, MinValue = 5, MaxValue = 100, Group = "==== Value Area ====")]
public int OpacityVA { get; set; }
[Parameter("LineStyle VA:", DefaultValue = LineStyle.Solid, Group = "==== Value Area ====")]
public LineStyle LineStyleVA { get; set; }
[Parameter("Thickness VA:", DefaultValue = 1, MinValue = 1, MaxValue = 5, Group = "==== Value Area ====")]
public int ThicknessVA { get; set; }
[Parameter("Color VAH:", DefaultValue = Colors.PowderBlue , Group = "==== Value Area ====")]
public Colors RawColorVAH { get; set; }
[Parameter("Color VAL:", DefaultValue = Colors.PowderBlue, Group = "==== Value Area ====")]
public Colors RawColorVAL { get; set; }
[Parameter("Developed for cTrader/C#", DefaultValue = "by srlcarlg", Group = "==== Credits ====")]
public string Credits { get; set; }
[Output("POC Migration Line", LineStyle=LineStyle.LinesDots, LineColor = "PaleGoldenrod", Thickness = 1)]
public IndicatorDataSeries POCMigration { get; set; }
private VerticalAlignment V_Align = VerticalAlignment.Top;
private HorizontalAlignment H_Align = HorizontalAlignment.Center;
private bool Wrong = false;
private List<double> allSegmentsPrices = new List<double>();
private IDictionary<double, double> allVolumesRank = new Dictionary<double, double>();
private IDictionary<double, double> allVolumesR_Up = new Dictionary<double, double>();
private IDictionary<double, double> allVolumesR_Down = new Dictionary<double, double>();
private IDictionary<double, double> allDeltaRank = new Dictionary<double, double>();
private IDictionary<double, double> CumulDeltaRank = new Dictionary<double, double>();
private List<ChartTrendLine> allPOCsLines = new List<ChartTrendLine>();
private List<ChartTrendLine> allVALines = new List<ChartTrendLine>();
private IDictionary<int, ChartRectangle> allRectangles = new Dictionary<int, ChartRectangle>();
private double HeightPips = 4;
private DateTime FromDateTime;
private TimeFrame VOL_TF;
private Bars LookBack_Bars;
private Bars _TicksOHLC;
private Bars VOL_Bars;
private double rowHeight = 0;
private double drawHeight = 0;
private double[] priceVA_LHP = {0, 0, 0};
private bool isLive = false;
private Color HistColor;
private Color HistColorVA;
private int Hist_VA_Opacity;
private Color VAColor;
private Color BuyColor;
private Color SellColor;
private int cleanedIndex;
private bool NewBar = false;
private double prevPrice;
protected override void Initialize()
{
// ========== Predefined Config ==========
if (ConfigRowInput == ConfigRowData.Predefined && (Chart.TimeFrame >= TimeFrame.Minute && Chart.TimeFrame <= TimeFrame.Day3))
{
if (Chart.TimeFrame >= TimeFrame.Minute && Chart.TimeFrame <= TimeFrame.Minute4)
{
if (Chart.TimeFrame == TimeFrame.Minute) {
VOL_TF = TimeFrame.Hour; SetHeight();
}
else if (Chart.TimeFrame == TimeFrame.Minute2) {
VOL_TF = TimeFrame.Hour2; SetHeight();
}
else if (Chart.TimeFrame <= TimeFrame.Minute4) {
VOL_TF = TimeFrame.Hour3; SetHeight();
}
void SetHeight() {
SetHeightPips(0.5, 8);
}
}
else if (Chart.TimeFrame >= TimeFrame.Minute5 && Chart.TimeFrame <= TimeFrame.Minute10)
{
if (Chart.TimeFrame == TimeFrame.Minute5) {
VOL_TF = TimeFrame.Hour4; SetHeight();
}
else if (Chart.TimeFrame == TimeFrame.Minute6) {
VOL_TF = TimeFrame.Hour6; SetHeight();
}
else if (Chart.TimeFrame <= TimeFrame.Minute8) {
VOL_TF = TimeFrame.Hour8; SetHeight();
}
else if (Chart.TimeFrame <= TimeFrame.Minute10) {
VOL_TF = TimeFrame.Hour12; SetHeight();
}
void SetHeight() {
SetHeightPips(0.5, 25);
}
}
else if (Chart.TimeFrame >= TimeFrame.Minute15 && Chart.TimeFrame <= TimeFrame.Hour8)
{
if (Chart.TimeFrame >= TimeFrame.Minute15 && Chart.TimeFrame <= TimeFrame.Hour) {
VOL_TF = TimeFrame.Daily; SetHeightPips(2, 50);
}
else if (Chart.TimeFrame <= TimeFrame.Hour8) {
VOL_TF = TimeFrame.Weekly; SetHeightPips(4, 140);
}
}
else if (Chart.TimeFrame >= TimeFrame.Hour12 && Chart.TimeFrame <= TimeFrame.Day3) {
VOL_TF = TimeFrame.Monthly; SetHeightPips(6, 220);
}
}
else
{
string[] timeBased = {"Minute", "Hour", "Daily", "Day"};
if (ConfigRowInput == ConfigRowData.Predefined)
{
string Msg = "'Predefined Config' is designed only for Standard Timeframe (Minutes, Hours, Days) \n Weekly and Monthly is not currently supported \n\n use 'Custom Config' to others Chart Timeframes (Renko/Range/Ticks).";
Chart.DrawStaticText("txt", $"{Msg}", V_Align, H_Align, Color.Orange);
Wrong = true;
return;
}
if (!(timeBased.Any(CustomInterval.Name.ToString().Contains)))
{
string Msg = $"'Volume Interval' is designed ONLY for TIME \n (Minutes, Hours, Days) \n Weekly and Monthly is not currently supported";
Chart.DrawStaticText("txt", $"{Msg}", V_Align, H_Align, Color.Orange);
Wrong = true;
return;
}
if (CustomInterval == Chart.TimeFrame || CustomInterval < Chart.TimeFrame)
{
string comp = CustomInterval == Chart.TimeFrame ? "==" : "<";
string Msg = $"Volume Interval ({CustomInterval.ShortName}) {comp} Chart Timeframe ({Chart.TimeFrame.ShortName})\nWhy?";
Chart.DrawStaticText("txt", $"{Msg}", V_Align, H_Align, Color.Orange);
Wrong = true;
return;
}
if (CustomInterval < TimeFrame.Minute15)
{
string Msg = "The minimum 'Custom Interval' is 15 minutes";
Chart.DrawStaticText("txt", $"{Msg}", V_Align, H_Align, Color.Orange);
Wrong = true;
return;
}
VOL_TF = CustomInterval;
HeightPips = CustomHeight;
}
void SetHeightPips(double digits5, double digits2)
{
if (Symbol.Digits == 5)
HeightPips = digits5;
else if (Symbol.Digits == 2)
{
HeightPips = digits2;
if (Symbol.PipSize == 0.1)
HeightPips /= 2;
}
}
string[] timesBased = {"Minute", "Hour", "Daily", "Day"};
if (!(timesBased.Any(BarsVOLSource_TF.Name.ToString().Contains)))
{
string Msg = $"'Bars Volume Source' is designed ONLY for TIME \n (Minutes, Hours, Days) \n Weekly and Monthly is not currently supported";
Chart.DrawStaticText("txt", $"{Msg}", V_Align, H_Align, Color.Orange);
Wrong = true;
return;
}
if ((VolumeModeInput == VolumeModeData.Buy_Sell || VolumeModeInput == VolumeModeData.Delta || VolumeModeInput == VolumeModeData.Normal_Delta) && BarsVOLSource_TF != TimeFrame.Minute)
{
string Msg = $"'Buy_Sell' and 'Delta' is designed ONLY for '1m Bars Volume Source'";
Chart.DrawStaticText("txt", $"{Msg}", V_Align, H_Align, Color.Orange);
Wrong = true;
return;
}
// ============================================================================
LookBack_Bars = MarketData.GetBars(VOL_TF);
if (LookBack_Bars.ClosePrices.Count < Lookback)
{
while (LookBack_Bars.ClosePrices.Count < Lookback)
{
int loadedCount = LookBack_Bars.LoadMoreHistory();
Print($"Loaded {loadedCount}, {VOL_TF.ShortName} LookBack Bars, Current Bar Date: {LookBack_Bars.OpenTimes.FirstOrDefault()}");
if (loadedCount == 0)
break;
}
}
if (VolumeSourceInput == VolumeSourceData.Ticks)
_TicksOHLC = MarketData.GetBars(TimeFrame.Tick);
else
VOL_Bars = MarketData.GetBars(BarsVOLSource_TF);
if (VolumeSourceInput == VolumeSourceData.Bars)
{
if (VOL_Bars.OpenTimes.FirstOrDefault() > LookBack_Bars.OpenTimes[LookBack_Bars.ClosePrices.Count - Lookback])
{
while (VOL_Bars.OpenTimes.FirstOrDefault() > LookBack_Bars.OpenTimes[LookBack_Bars.ClosePrices.Count - Lookback])
{
int loadedCount = VOL_Bars.LoadMoreHistory();
Print($"Loaded {loadedCount}, {BarsVOLSource_TF.ShortName} VOL Bars, Current Bar Date: {VOL_Bars.OpenTimes.FirstOrDefault()}");
if (loadedCount == 0)
break;
}
}
try {
DateTime FirstVolDate = VOL_Bars.OpenTimes.FirstOrDefault();
ChartVerticalLine lineInfo = Chart.DrawVerticalLine("VolumeStart", FirstVolDate, Color.Red);
lineInfo.LineStyle = LineStyle.Lines;
ChartText textInfo = Chart.DrawText($"VolumeStartText", $"{BarsVOLSource_TF.ShortName} Volume Data \n ends here", FirstVolDate, Bars.HighPrices[Bars.OpenTimes.GetIndexByTime(FirstVolDate)], Color.Red);
textInfo.FontSize = 8;
} catch {};
}
else
TickVolumeInitialize();
// Ex: 4 pips to VOL Distribuition(rowHeight)
rowHeight = (Symbol.PipSize) * HeightPips;
drawHeight = (Symbol.PipSize) * (HeightPips/2);
// ===== Colors with Opacity =====
int Hist_Opacity = (int)(2.55 * OpacityHistInput);
Color rawHist = Color.FromName(RawColorHist.ToString());
HistColor = Color.FromArgb(Hist_Opacity, rawHist.R, rawHist.G, rawHist.B);
Hist_VA_Opacity = (int)(2.55 * OpacityHistVA_Input);
Color rawHist_VA = Color.FromName(RawColorHist_VA.ToString());
HistColorVA = Color.FromArgb(Hist_VA_Opacity, rawHist_VA.R, rawHist_VA.G, rawHist_VA.B);
int VA_Opacity = (int)(2.55 * OpacityVA);
Color rawVA = Color.FromName(RawColorVA.ToString());
VAColor = Color.FromArgb(VA_Opacity, rawVA.R, rawVA.G, rawVA.B);
Color rawBuy = Color.FromName(RawColorBuy.ToString());
BuyColor = Color.FromArgb(Hist_Opacity, rawBuy.R, rawBuy.G, rawBuy.B);
Color rawSell = Color.FromName(RawColorSell.ToString());
SellColor = Color.FromArgb(Hist_Opacity, rawSell.R, rawSell.G, rawSell.B);
// === Info Corner ===
Color rawColor = Color.FromName(RawColorInfoC.ToString());
Color InfoColor = Color.FromArgb((int)(2.55 * 50), rawColor.R, rawColor.G, rawColor.B);
string strMode = ConfigRowInput == ConfigRowData.Predefined ? "Predefined" : "Custom";
string strVolSource = VolumeSourceInput == VolumeSourceData.Bars ? BarsVOLSource_TF.ShortName : $"Tick";
string volInfo = $"{VolumeModeInput} \n" +
$"VOL Data: {strVolSource} \n" +
$"VOL Interval: {VOL_TF.ShortName} \n" +
$"Row Height: {HeightPips} pip(s) \n";
VerticalAlignment v_align = VerticalAlignment.Bottom;
HorizontalAlignment h_align = HorizontalAlignment.Left;
if (ConfigInfoC_Input == ConfigInfoC.Bottom_Right)
h_align = HorizontalAlignment.Right;
else if (ConfigInfoC_Input == ConfigInfoC.Top_Left)
v_align = VerticalAlignment.Top;
else if (ConfigInfoC_Input == ConfigInfoC.Top_Right)
{
v_align = VerticalAlignment.Top;
h_align = HorizontalAlignment.Right;
}
Chart.DrawStaticText("VOL Info", volInfo, v_align, h_align, InfoColor);
DrawOnScreen("Calculating...");
string nonTimeBased = !(timesBased.Any(Chart.TimeFrame.ToString().Contains)) ? "Ticks/Renko/Range with 100% Histogram Width \n sometimes is recommended" : "";
string ticksInfo = $"Ticks Volume Source: \n 1) Naturally heavier \n 2) Large 'Lookback' or 'Tick Data' takes longer to calculate \n 3) Recommended for intraday only";
string showTicksInfo = VolumeSourceInput == VolumeSourceData.Ticks ? ticksInfo : "";
Second_DrawOnScreen($"Taking too long? You can: \n 1) Increase the rowHeight \n 2) Disable the Value Area (High Performance)\n\n {nonTimeBased} \n\n {showTicksInfo}");
if (Application.UserTimeOffset.ToString() != "03:00:00")
Third_DrawOnScreen("Set your UTC to UTC+3");
}
public override void Calculate(int index)
{
if (Wrong)
return;
// ==== Removing Messages ====
if (!IsLastBar) {
DrawOnScreen(""); Second_DrawOnScreen(""); Third_DrawOnScreen("");
}
Bars TF_Bars = LookBack_Bars;
// Get Index of VOL Interval to continue only in Lookback
int iVerify = TF_Bars.OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
if (TF_Bars.ClosePrices.Count - iVerify > Lookback)
return;
int TF_idx = TF_Bars.OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
int indexStart = Bars.OpenTimes.GetIndexByTime(TF_Bars.OpenTimes[TF_idx]);
// ====== Extended POC/VA ========
if (ExtendPOC && allPOCsLines.Count != 0 && IsLastBar && allPOCsLines.LastOrDefault().Y2 != priceVA_LHP[2])
{
for (int tl=0; tl < allPOCsLines.Count; tl++)
{
allPOCsLines[tl].Time2 = Bars.OpenTimes[index];
string dynDate = VOL_TF == TimeFrame.Daily ? allPOCsLines[tl].Time1.Date.AddDays(1).ToString().Replace("00:00:00", "") : allPOCsLines[tl].Time1.Date.ToString();
Chart.DrawText($"POC{allPOCsLines[tl].Time1}", $"{dynDate}", Bars.OpenTimes[index], allPOCsLines[tl].Y2+drawHeight, Color.FromName(RawColorPOC.ToString()));
}
}
if (ExtendVA && allVALines.Count != 0 && IsLastBar && allVALines.LastOrDefault().Time2 != Bars.OpenTimes[index])
{
for (int tl=0; tl < allVALines.Count; tl++)
allVALines[tl].Time2 = Bars.OpenTimes[index];
}
// === Clean Dicts/others ===
if (index == indexStart && index != cleanedIndex || (index-1) == indexStart && (index-1) != cleanedIndex)
{
allSegmentsPrices.Clear();
allVolumesRank.Clear();
allVolumesR_Up.Clear();
allVolumesR_Down.Clear();
allDeltaRank.Clear();
allRectangles.Clear();
double[] VAforColor = {0, 0, 0};
priceVA_LHP = VAforColor;
cleanedIndex = index == indexStart ? index : (index-1);
}
// Historical data
if (!IsLastBar)
{
if (!isLive)
VP(indexStart, index);
else
NewBar=true;
}
else
{
if (NewBar)
{
VP(indexStart, index);
NewBar = false;
return;
}
isLive = true;
// "Repaint" if the price moves half of rowHeight
if (Bars.ClosePrices[index] >= (prevPrice+drawHeight) || Bars.ClosePrices[index] <= (prevPrice-drawHeight))
{
for (int i=indexStart; i <= index; i++)
{
if (i == indexStart) {
allSegmentsPrices.Clear();
allVolumesRank.Clear();
allVolumesR_Up.Clear();
allVolumesR_Down.Clear();
allDeltaRank.Clear();
allRectangles.Clear();
}
VP(indexStart, i);
}
prevPrice = Bars.ClosePrices[index];
}
}
}
private void VP(int iStart, int index)
{
// ======= Highest and Lowest =======
Bars TF_Bars = LookBack_Bars;
int TF_idx = TF_Bars.OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
double highest = TF_Bars.HighPrices[TF_idx], lowest = TF_Bars.LowPrices[TF_idx], open = TF_Bars.OpenPrices[TF_idx];
// ======= Chart Segmentation =======
List<double> currentSegments = new List<double>();
double prev_segment = open;
while (prev_segment >= (lowest-rowHeight))
{
currentSegments.Add(prev_segment);
prev_segment = Math.Abs(prev_segment - rowHeight);
}
prev_segment = open;
while (prev_segment <= (highest+rowHeight))
{
currentSegments.Add(prev_segment);
prev_segment = Math.Abs(prev_segment + rowHeight);
}
allSegmentsPrices = currentSegments.OrderBy(x => x).ToList();
// ======= VP =======
if (VolumeSourceInput == VolumeSourceData.Ticks)
VolP_Tick(index);
else
VolP_Bars(index);
// ======= Drawing =======
if (allSegmentsPrices.Count == 0)
return;
for (int i = 0; i < allSegmentsPrices.Count; i++)
{
double priceKey = allSegmentsPrices[i];
if (!allVolumesRank.ContainsKey(priceKey))
continue;
/*
Indeed, the value of X-Axis is simply a rule of three,
where the maximum value will be the maxLength (in Milliseconds),
from there the math adjusts the histograms.
MaxValue maxLength(ms)
x ?(ms)
The values 1.25 and 4 are the manually set values
*/
double lowerSegment = allSegmentsPrices[i]-rowHeight;
double upperSegment = allSegmentsPrices[i];
double largestVOL = allVolumesRank.Values.Max();
double maxLength = Bars[index].OpenTime.Subtract(Bars[iStart].OpenTime).TotalMilliseconds;
var selected = HistWidthInput;
double maxWidth = selected == HistWidthData._15 ? 1.25 : selected == HistWidthData._30 ? 1.50 : selected == HistWidthData._50 ? 2 : 4;
double proportion = allVolumesRank[priceKey] * (maxLength-(maxLength/maxWidth));
if (selected == HistWidthData._100)
proportion = allVolumesRank[priceKey] * maxLength;
double dynLength = proportion / largestVOL;
Color dynColor = HistColor;
if (VolumeModeInput == VolumeModeData.Gradient)
{
Color rawMinColor = Color.FromName(RawColorGrandient_Min.ToString());
Color rawMaxColor = Color.FromName(RawColorGrandient_Max.ToString());
double Intensity = ((allVolumesRank[priceKey] * 100) / largestVOL) / 100;
double stepR = (rawMaxColor.R - rawMinColor.R) * Intensity;
double stepG = (rawMaxColor.G - rawMinColor.G) * Intensity;
double stepB = (rawMaxColor.B - rawMinColor.B) * Intensity;
int A = (int)(2.55 * OpacityHistInput);
int R = (int)Math.Round(rawMinColor.R + stepR);
int G = (int)Math.Round(rawMinColor.G + stepG);
int B = (int)Math.Round(rawMinColor.B + stepB);
dynColor = Color.FromArgb(A, R, G, B);
}
if (VolumeModeInput == VolumeModeData.Normal || VolumeModeInput == VolumeModeData.Normal_Delta || VolumeModeInput == VolumeModeData.Gradient)
{
ChartRectangle volHist;
volHist = Chart.DrawRectangle($"{iStart}_{i}_", Bars.OpenTimes[iStart], lowerSegment, Bars.OpenTimes[iStart].AddMilliseconds(dynLength), upperSegment, dynColor);
if (allRectangles.ContainsKey(i))
allRectangles[i] = volHist;
else
allRectangles.Add(i, volHist);
if (FillHist)
volHist.IsFilled = true;
if (HistSideInput == HistSideData.Right) {
volHist.Time1 = Bars.OpenTimes[index];
volHist.Time2 = Bars.OpenTimes[index].AddMilliseconds(-dynLength);
}
}
if (VolumeModeInput == VolumeModeData.Buy_Sell)
{
// Buy vs Sell = Pseudo Delta
double buy_Volume = 0;
try {buy_Volume = allVolumesR_Up.Values.Max();} catch {};
double sell_Volume = 0;
try {sell_Volume = allVolumesR_Down.Values.Max();} catch {};
double sideVolMax = buy_Volume > sell_Volume ? buy_Volume : sell_Volume;
double maxHalfWidth = selected == HistWidthData._15 ? 1.12 : selected == HistWidthData._30 ? 1.25 : selected == HistWidthData._50 ? 1.40 : 1.75;
double proportion_Up = 0;
try {proportion_Up = allVolumesR_Up[priceKey] * (maxLength - (maxLength/maxHalfWidth));} catch {};
if (selected == HistWidthData._100)
try {proportion_Up = allVolumesR_Up[priceKey] * (maxLength - (maxLength/3));} catch {};
double dynLength_Up = proportion_Up / sideVolMax;;
double proportion_Down =0;
try {proportion_Down = allVolumesR_Down[priceKey] * (maxLength - (maxLength/maxWidth));} catch {};
if (selected == HistWidthData._100)
try {proportion_Down = allVolumesR_Down[priceKey] * maxLength;} catch {};
double dynLength_Down = proportion_Down / sideVolMax;
ChartRectangle buyHist, sellHist;
if (allVolumesR_Down.ContainsKey(priceKey) && allVolumesR_Up.ContainsKey(priceKey))
{
sellHist = Chart.DrawRectangle($"{iStart}_{i}Sell", Bars.OpenTimes[iStart], lowerSegment, Bars[iStart].OpenTime.AddMilliseconds(dynLength_Down), upperSegment, SellColor);
buyHist = Chart.DrawRectangle($"{iStart}_{i}Buy", Bars.OpenTimes[iStart], lowerSegment, Bars[iStart].OpenTime.AddMilliseconds(dynLength_Up), upperSegment, BuyColor);
if (FillHist) {
buyHist.IsFilled = true;sellHist.IsFilled = true;
}
if (HistSideInput == HistSideData.Right) {
sellHist.Time1 = Bars.OpenTimes[index];
sellHist.Time2 = Bars.OpenTimes[index].AddMilliseconds(-dynLength_Down);
buyHist.Time1 = Bars.OpenTimes[index];
buyHist.Time2 = Bars.OpenTimes[index].AddMilliseconds(-dynLength_Up);
}
}
if (ShowResults)
{
double volBuy = allVolumesR_Up.Values.Sum();
double volSell = allVolumesR_Down.Values.Sum();
double percentBuy = (volBuy * 100) / (volBuy + volSell);
double percentSell = (volSell * 100) / (volBuy + volSell);
ChartText Left, Right;
Left = Chart.DrawText($"{iStart}BuySum", $"{Math.Round(percentBuy)}%", Bars.OpenTimes[iStart], lowest, SellColor);
Right = Chart.DrawText($"{iStart}SellSum", $"{Math.Round(percentSell)}%", Bars.OpenTimes[iStart], lowest, BuyColor);
Left.HorizontalAlignment = HorizontalAlignment.Left; Left.FontSize = FontSizeResults;
Right.HorizontalAlignment = HorizontalAlignment.Right; Right.FontSize = FontSizeResults;
if (HistSideInput == HistSideData.Right) {
Right.Time = Bars.OpenTimes[index];
Left.Time = Bars.OpenTimes[index];
}
}
}
else if (VolumeModeInput == VolumeModeData.Delta || VolumeModeInput == VolumeModeData.Normal_Delta)
{
// Delta
double Positive_Delta = allDeltaRank.Values.Max();
IEnumerable<double> allNegative = allDeltaRank.Values.Where(n => n < 0);
double Negative_Delta = 0;
try {Negative_Delta = Math.Abs(allNegative.Min());} catch {}
double deltaMax = Positive_Delta > Negative_Delta ? Positive_Delta : Negative_Delta;
double proportion_Delta = Math.Abs(allDeltaRank[priceKey]) * (maxLength - (maxLength/maxWidth));
if (selected == HistWidthData._100)
proportion_Delta = Math.Abs(allDeltaRank[priceKey]) * maxLength;
double dynLength_Delta = proportion_Delta / deltaMax;
ChartRectangle deltaHist;
try {
if (allDeltaRank[priceKey] >= 0)
deltaHist = Chart.DrawRectangle($"{iStart}_{i}ProfileDelta", Bars.OpenTimes[iStart], lowerSegment, Bars[iStart].OpenTime.AddMilliseconds(dynLength_Delta), upperSegment, BuyColor);
else
deltaHist = Chart.DrawRectangle($"{iStart}_{i}ProfileDelta", Bars.OpenTimes[iStart], lowerSegment, Bars[iStart].OpenTime.AddMilliseconds(dynLength_Delta), upperSegment, SellColor);
} catch {
deltaHist = Chart.DrawRectangle($"{iStart}_{i}ProfileDelta", Bars.OpenTimes[iStart], lowerSegment, Bars[iStart].OpenTime, upperSegment, HistColor);
}
if (FillHist)
deltaHist.IsFilled = true;
if (HistSideInput == HistSideData.Right) {
deltaHist.Time1 = Bars.OpenTimes[index];
deltaHist.Time2 = deltaHist.Time2 != Bars[iStart].OpenTime ? Bars.OpenTimes[index].AddMilliseconds(-dynLength_Delta) : Bars[iStart].OpenTime;
}
if (ShowResults)
{
double deltaBuy = allDeltaRank.Values.Where(n => n > 0).Sum();
double deltaSell = allDeltaRank.Values.Where(n => n < 0).Sum();
double percentBuy = 0;
double percentSell = 0;
try {percentBuy = (deltaBuy * 100) / (deltaBuy + Math.Abs(deltaSell));} catch {};
try {percentSell = (deltaSell * 100) / (deltaBuy + Math.Abs(deltaSell));} catch {}
ChartText Left, Right;
Right = Chart.DrawText($"{iStart}BuyDeltaSum", $"{Math.Round(percentBuy)}%", Bars.OpenTimes[iStart], lowest, BuyColor);
Left = Chart.DrawText($"{iStart}SellDeltaSum", $"{Math.Round(percentSell)}%", Bars.OpenTimes[iStart], lowest, SellColor);
Left.HorizontalAlignment = HorizontalAlignment.Left; Left.FontSize = FontSizeResults;
Right.HorizontalAlignment = HorizontalAlignment.Right; Right.FontSize = FontSizeResults;
if (HistSideInput == HistSideData.Right) {
Right.Time = Bars.OpenTimes[index];
Left.Time = Bars.OpenTimes[index];
}
}
}
// ============= Coloring Letters + VAL / VAH / POC =============
if (ShowVA)
{
double[] VAL_VAH_POC = VA_Calculation();
if (ShowMigration){
if (IsLastBar && NewBar)
POCMigration[index] = VAL_VAH_POC[2]-rowHeight;
else if (!IsLastBar)
POCMigration[index] = VAL_VAH_POC[2]-rowHeight;
}
// ==========================
ChartTrendLine poc = Chart.DrawTrendLine($"POC_{iStart}", TF_Bars.OpenTimes[TF_idx], VAL_VAH_POC[2]-rowHeight, Bars.OpenTimes[index], VAL_VAH_POC[2]-rowHeight, Color.FromName(RawColorPOC.ToString()));
ChartTrendLine vah = Chart.DrawTrendLine($"VAH_{iStart}", TF_Bars.OpenTimes[TF_idx], VAL_VAH_POC[1]+rowHeight, Bars.OpenTimes[index], VAL_VAH_POC[1]+rowHeight, Color.FromName(RawColorVAH.ToString()));
ChartTrendLine val = Chart.DrawTrendLine($"VAL_{iStart}", TF_Bars.OpenTimes[TF_idx], VAL_VAH_POC[0], Bars.OpenTimes[index], VAL_VAH_POC[0], Color.FromName(RawColorVAL.ToString()));
double[] VAforColor = {VAL_VAH_POC[0], VAL_VAH_POC[1], VAL_VAH_POC[2]};
priceVA_LHP = VAforColor;
poc.LineStyle = LineStylePOC; poc.Thickness = ThicknessPOC; poc.Comment = "POC";
vah.LineStyle = LineStyleVA; vah.Thickness = ThicknessVA; vah.Comment = "VAH";
val.LineStyle = LineStyleVA; val.Thickness = ThicknessVA; val.Comment = "VAL";
// ==== POC Lines ====
if (allPOCsLines.Contains(poc))
{
for (int tl=0; tl < allRectangles.Count; tl++)
{
if (allPOCsLines[tl].Time1 == poc.Time1) {
allPOCsLines[tl] = poc;
break;
}
}
}
else
allPOCsLines.Add(poc);
// ==== VAH / VAL Lines ====
if (allVALines.Contains(vah) || allVALines.Contains(val))
{
for (int tl=0; tl < allVALines.Count; tl++)
{
if (allVALines[tl].Comment == "VAH" && allVALines[tl].Time1 == vah.Time1)
allVALines[tl] = vah;
else if (allVALines[tl].Comment == "VAL" && allVALines[tl].Time1 == val.Time1)
allVALines[tl] = val;
}
}
else
{
if (!allVALines.Contains(vah))
allVALines.Add(vah);
if (!allVALines.Contains(val))
allVALines.Add(val);
}
if (VolumeModeInput == VolumeModeData.Normal)
{
Color rawPOC = Color.FromName(RawColorPOC.ToString());
Color opacifiedPOC = Color.FromArgb(Hist_VA_Opacity, rawPOC.R, rawPOC.G, rawPOC.B);
Color rawVAH = Color.FromName(RawColorVAH.ToString());
Color opacifiedVAH = Color.FromArgb(Hist_VA_Opacity, rawVAH.R, rawVAH.G, rawVAH.B);
Color rawVAL = Color.FromName(RawColorVAL.ToString());
Color opacifiedVAL = Color.FromArgb(Hist_VA_Opacity, rawVAL.R, rawVAL.G, rawVAL.B);
// =========== Coloring Retangles ============
foreach (int key in allRectangles.Keys)
{
if (allRectangles[key].Y1 > priceVA_LHP[0] && allRectangles[key].Y1 < priceVA_LHP[1])
allRectangles[key].Color = HistColorVA;
if (allRectangles[key].Y1 == priceVA_LHP[2]-rowHeight)
allRectangles[key].Color = opacifiedPOC;
if (allRectangles[key].Y1 == priceVA_LHP[1])
allRectangles[key].Color = opacifiedVAH;
else if (allRectangles[key].Y1 == priceVA_LHP[0])
allRectangles[key].Color = opacifiedVAL;
}
}
else
{
Color rawPOC = Color.FromName(RawColorPOC.ToString());
Color opacifiedPOC = Color.FromArgb(Hist_VA_Opacity, rawPOC.R, rawPOC.G, rawPOC.B);
foreach (int key in allRectangles.Keys)
{
if (allRectangles[key].Y1 == priceVA_LHP[2]-rowHeight)
allRectangles[key].Color = opacifiedPOC;
}
}
}
else if (!ShowVA && KeepPOC)
{
double priceLVOL = 0;
for (int k = 0; k < allVolumesRank.Count; k++)
{
if (allVolumesRank.ElementAt(k).Value == largestVOL) {
priceLVOL = allVolumesRank.ElementAt(k).Key;
break;
}
}
ChartTrendLine poc = Chart.DrawTrendLine($"POC_{iStart}", TF_Bars.OpenTimes[TF_idx], priceLVOL-rowHeight, Bars.OpenTimes[index], priceLVOL-rowHeight, Color.FromName(RawColorPOC.ToString()));
poc.LineStyle = LineStylePOC; poc.Thickness = ThicknessPOC; poc.Comment = "POC";
if (ShowMigration){
if (IsLastBar && NewBar)
POCMigration[index] = priceLVOL-rowHeight;
else if (!IsLastBar)
POCMigration[index] = priceLVOL-rowHeight;
}
// ==== POC Lines ====
if (allPOCsLines.Contains(poc))
{
for (int tl=0; tl < allRectangles.Count; tl++)
{
if (allPOCsLines[tl].Time1 == poc.Time1) {
allPOCsLines[tl] = poc;
break;
}
}
}
else
allPOCsLines.Add(poc);
Color rawPOC = Color.FromName(RawColorPOC.ToString());
Color opacifiedPOC = Color.FromArgb(Hist_VA_Opacity, rawPOC.R, rawPOC.G, rawPOC.B);
// =========== Coloring Retangles ============
foreach (int key in allRectangles.Keys)
{
if (allRectangles[key].Y1 == priceLVOL-rowHeight)
allRectangles[key].Color = opacifiedPOC;
}
}
}
// ====== Rectangle VA ======
if (ShowVA && priceVA_LHP[0] != 0)
{
ChartRectangle rectVA;
rectVA = Chart.DrawRectangle($"{TF_Bars.OpenTimes[TF_idx]}", TF_Bars.OpenTimes[TF_idx], priceVA_LHP[0], Bars.OpenTimes[index], priceVA_LHP[1]+rowHeight, VAColor);
rectVA.IsFilled = true;
}
if (!ShowOHLC)
return;
ChartText iconOpenSession = Chart.DrawText($"Start{TF_Bars.OpenTimes[TF_idx]}", "▂", TF_Bars.OpenTimes[TF_idx], TF_Bars.OpenPrices[TF_idx], Color.FromName(RawColorOHLC.ToString()));
ChartText iconCloseSession = Chart.DrawText($"End{TF_Bars.OpenTimes[TF_idx]}", "▂", TF_Bars.OpenTimes[TF_idx], Bars.ClosePrices[index], Color.FromName(RawColorOHLC.ToString()));
iconOpenSession.VerticalAlignment = VerticalAlignment.Center;
iconOpenSession.HorizontalAlignment = HorizontalAlignment.Left;
iconOpenSession.FontSize = 14;
iconCloseSession.VerticalAlignment = VerticalAlignment.Center;
iconCloseSession.HorizontalAlignment = HorizontalAlignment.Right;
iconCloseSession.FontSize = 14;
ChartTrendLine Session = Chart.DrawTrendLine($"Session{TF_Bars.OpenTimes[TF_idx]}", TF_Bars.OpenTimes[TF_idx], lowest, TF_Bars.OpenTimes[TF_idx], highest, Color.FromName(RawColorOHLC.ToString()));
Session.Thickness = 3;
}
private void VolP_Bars(int index)
{
DateTime startTime = Bars.OpenTimes[index];
DateTime endTime = Bars.OpenTimes[index+1];
if (IsLastBar)
endTime = VOL_Bars.Last().OpenTime;
for (int k = 0; k < VOL_Bars.Count; ++k)
{
Bar volBar;
volBar = VOL_Bars[k];
if (volBar.OpenTime < startTime || volBar.OpenTime > endTime)
{
if (volBar.OpenTime > endTime)
break;
else
continue;
}
/* The Volume Calculation(in Bars Volume Source) is exported, with adaptations, from the BEST VP I have see/used for MT4/MT5,
of Russian FXcoder's https://gitlab.com/fxcoder-mql/vp (VP 10.1), author of the famous (Volume Profile + Range v6.0)
/ I tried to reproduce as close to the original,
/ I would say it was very good approximation in most core options,
/ except the "Triangular", witch I had to interpret it my way, and it turned out different, of course.
/ "Parabolic" too but the result turned out good
*/
bool isBullish = volBar.Close >= volBar.Open;
if (DistributionInput == DistributionData.OHLC)
{
// ========= Tick Simulation ================
// Bull bar
if (volBar.Close >= volBar.Open)
{
// Average Tick Volume
double avgVol = volBar.TickVolume/(volBar.Open + volBar.High + volBar.Low + volBar.Close/4);
for (int i = 0; i < allSegmentsPrices.Count; i++)
{
double priceKey = allSegmentsPrices[i];
if (allSegmentsPrices[i] <= volBar.Open && allSegmentsPrices[i] >= volBar.Low)
AddVolume(priceKey, avgVol, isBullish);
if (allSegmentsPrices[i] <= volBar.High && allSegmentsPrices[i] >= volBar.Low)
AddVolume(priceKey, avgVol, isBullish);
if (allSegmentsPrices[i] <= volBar.High && allSegmentsPrices[i] >= volBar.Close)
AddVolume(priceKey, avgVol, isBullish);
}
}
// Bear bar
else
{
// Average Tick Volume
double avgVol = volBar.TickVolume/(volBar.Open + volBar.High + volBar.Low + volBar.Close/4);
for (int i = 0; i < allSegmentsPrices.Count; i++)
{
double priceKey = allSegmentsPrices[i];
if (allSegmentsPrices[i] >= volBar.Open && allSegmentsPrices[i] <= volBar.High)
AddVolume(priceKey, avgVol, isBullish);
if (allSegmentsPrices[i] <= volBar.High && allSegmentsPrices[i] >= volBar.Low)
AddVolume(priceKey, avgVol, isBullish);
if (allSegmentsPrices[i] >= volBar.Low && allSegmentsPrices[i] <= volBar.Close)
AddVolume(priceKey, avgVol, isBullish);
}
}
}
else if (DistributionInput == DistributionData.High || DistributionInput == DistributionData.Low || DistributionInput == DistributionData.Close)
{
var selected = DistributionInput;
if (selected == DistributionData.High)
{
double prevSegment = 0;
for (int i = 0; i < allSegmentsPrices.Count; i++)
{
if (allSegmentsPrices[i] >= volBar.High && prevSegment <= volBar.High)
AddVolume(allSegmentsPrices[i], volBar.TickVolume, isBullish);
prevSegment = allSegmentsPrices[i];
}
}
else if (selected == DistributionData.Low)
{
double prevSegment = 0;
for (int i = 0; i < allSegmentsPrices.Count; i++)
{
if (allSegmentsPrices[i] >= volBar.Low && prevSegment <= volBar.Low)
AddVolume(allSegmentsPrices[i], volBar.TickVolume, isBullish);
prevSegment = allSegmentsPrices[i];
}
}
else
{
double prevSegment = 0;
for (int i = 0; i < allSegmentsPrices.Count; i++)
{
if (allSegmentsPrices[i] >= volBar.Close && prevSegment <= volBar.Close)
AddVolume(allSegmentsPrices[i], volBar.TickVolume, isBullish);
prevSegment = allSegmentsPrices[i];
}
}
}
else if (DistributionInput == DistributionData.Uniform_Distribution)
{
double HL = Math.Abs(volBar.High - volBar.Low);
double uniVol = volBar.TickVolume/HL;
for (int i = 0; i < allSegmentsPrices.Count; i++)
{
if (allSegmentsPrices[i] >= volBar.Low && allSegmentsPrices[i] <= volBar.High)
AddVolume(allSegmentsPrices[i], uniVol, isBullish);
}
}
else if (DistributionInput == DistributionData.Uniform_Presence)
{
double uniP_Vol = 1;
for (int i = 0; i < allSegmentsPrices.Count; i++)
{
if (allSegmentsPrices[i] >= volBar.Low && allSegmentsPrices[i] <= volBar.High)
AddVolume(allSegmentsPrices[i], uniP_Vol, isBullish);
}
}
else if (DistributionInput == DistributionData.Parabolic_Distribution)
{
double HL = Math.Abs(volBar.High - volBar.Low);
double HL2 = HL / 2;
double hl2SQRT = Math.Sqrt(HL2);
double final = hl2SQRT / hl2SQRT;
double parabolicVol = volBar.TickVolume / final;
for (int i = 0; i < allSegmentsPrices.Count; i++)
{
if (allSegmentsPrices[i] >= volBar.Low && allSegmentsPrices[i] <= volBar.High)
AddVolume(allSegmentsPrices[i], parabolicVol, isBullish);
}
}
else if (DistributionInput == DistributionData.Triangular_Distribution)
{
double HL = Math.Abs(volBar.High - volBar.Low);
double HL2 = HL / 2;
double HL_minus = HL - HL2;
// =====================================
double oneStep = HL2 * HL2 / 2;
double secondStep = HL_minus * HL_minus / 2;
double final = oneStep + secondStep;
double triangularVol = volBar.TickVolume / final;
for (int i = 0; i < allSegmentsPrices.Count; i++)
{
if (allSegmentsPrices[i] >= volBar.Low && allSegmentsPrices[i] <= volBar.High)
AddVolume(allSegmentsPrices[i], triangularVol, isBullish);
}
}
}
void AddVolume(double priceKey, double vol, bool isBullish)
{
if (!allVolumesRank.ContainsKey(priceKey))
allVolumesRank.Add(priceKey, vol);
else
allVolumesRank[priceKey] += vol;
bool condition = (VolumeModeInput != VolumeModeData.Normal || VolumeModeInput != VolumeModeData.Gradient);
if (condition)
Add_BuySell(priceKey, vol, isBullish);
}
void Add_BuySell(double priceKey, double vol, bool isBullish)
{
if (isBullish)
{
if (!allVolumesR_Up.ContainsKey(priceKey))
allVolumesR_Up.Add(priceKey, vol);
else
allVolumesR_Up[priceKey] += vol;
}
else
{
if (!allVolumesR_Down.ContainsKey(priceKey))
allVolumesR_Down.Add(priceKey, vol);
else
allVolumesR_Down[priceKey] += vol;
}
if (!allDeltaRank.ContainsKey(priceKey))
{
if (allVolumesR_Up.ContainsKey(priceKey) && allVolumesR_Down.ContainsKey(priceKey))
allDeltaRank.Add(priceKey, (allVolumesR_Up[priceKey] - allVolumesR_Down[priceKey]));
else if (allVolumesR_Up.ContainsKey(priceKey) && !allVolumesR_Down.ContainsKey(priceKey))
allDeltaRank.Add(priceKey, (allVolumesR_Up[priceKey]));
else if (!allVolumesR_Up.ContainsKey(priceKey) && allVolumesR_Down.ContainsKey(priceKey))
allDeltaRank.Add(priceKey, (-allVolumesR_Down[priceKey]));
else
allDeltaRank.Add(priceKey, 0);
}
else
{
if (allVolumesR_Up.ContainsKey(priceKey) && allVolumesR_Down.ContainsKey(priceKey))
allDeltaRank[priceKey] += (allVolumesR_Up[priceKey] - allVolumesR_Down[priceKey]);
else if (allVolumesR_Up.ContainsKey(priceKey) && !allVolumesR_Down.ContainsKey(priceKey))
allDeltaRank[priceKey] += (allVolumesR_Up[priceKey]);
else if (!allVolumesR_Up.ContainsKey(priceKey) && allVolumesR_Down.ContainsKey(priceKey))
allDeltaRank[priceKey] += (-allVolumesR_Down[priceKey]);
}
}
}
// ====== Functions Area ======
private void VolP_Tick(int index)
{
DateTime startTime = Bars.OpenTimes[index];
DateTime endTime = Bars.OpenTimes[index+1];
if (IsLastBar)
endTime = _TicksOHLC.Last().OpenTime;
double prevTick = 0;
for (int tickIndex = 0; tickIndex < _TicksOHLC.Count; tickIndex++)
{
Bar tickBar;
tickBar = _TicksOHLC[tickIndex];
if (tickBar.OpenTime < startTime || tickBar.OpenTime > endTime)
{
if (tickBar.OpenTime > endTime)
break;
else
continue;
}
RankVol(tickBar.Close);
prevTick = tickBar.Close;
}
// ========= ========== ==========
void RankVol(double tickPrice)
{
double prev_segmentValue = 0.0;
for (int i = 0; i < allSegmentsPrices.Count; i++)
{
if (tickPrice >= prev_segmentValue && tickPrice <= allSegmentsPrices[i])
{
double priceKey = allSegmentsPrices[i];
if (allVolumesRank.ContainsKey(priceKey))
{
allVolumesRank[priceKey] += 1;
if (tickPrice > prevTick && prevTick != 0)
allVolumesR_Up[priceKey] += 1;
else if (tickPrice < prevTick && prevTick != 0)
allVolumesR_Down[priceKey] += 1;
else if (tickPrice == prevTick && prevTick != 0)
{
allVolumesR_Up[priceKey] += 1;
allVolumesR_Down[priceKey] += 1;
}
allDeltaRank[priceKey] += (allVolumesR_Up[priceKey] - allVolumesR_Down[priceKey]);
}
else
{
allVolumesRank.Add(priceKey, 1);
if (!allVolumesR_Up.ContainsKey(priceKey))
allVolumesR_Up.Add(priceKey, 1);
else
allVolumesR_Up[priceKey] += 1;
if (!allVolumesR_Down.ContainsKey(priceKey))
allVolumesR_Down.Add(priceKey, 1);
else
allVolumesR_Down[priceKey] += 1;
if (!allDeltaRank.ContainsKey(priceKey))
allDeltaRank.Add(priceKey, (allVolumesR_Up[priceKey] - allVolumesR_Down[priceKey]));
else
allDeltaRank[priceKey] += (allVolumesR_Up[priceKey] - allVolumesR_Down[priceKey]);
}
break;
}
prev_segmentValue = allSegmentsPrices[i];
}
}
}
private void DrawOnScreen(string Msg)
{
Chart.DrawStaticText("txt", $"{Msg}", V_Align, H_Align, Color.LightBlue);
}
private void Second_DrawOnScreen(string Msg)
{
Chart.DrawStaticText("txt2", $"{Msg}", VerticalAlignment.Top, HorizontalAlignment.Left, Color.LightBlue);
}
private void Third_DrawOnScreen(string Msg)
{
Chart.DrawStaticText("txt3", $"{Msg}", VerticalAlignment.Top, HorizontalAlignment.Right, Color.Yellow);
}
private void TickVolumeInitialize()
{
if (LoadFromInput == LoadFromData.Custom)
{
// ==== Get datetime to load from: dd/mm/yyyy ====
if (DateTime.TryParseExact(StringDate, "dd/mm/yyyy", new CultureInfo("en-US"), DateTimeStyles.None, out FromDateTime))
{
if (FromDateTime > Server.Time.Date) {
// for Log
FromDateTime = Server.Time.Date;
Print($"Invalid DateTime '{StringDate}'. Using '{FromDateTime}'");
}
}
srlcarlg
Joined on 25.07.2022
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: Volume Profile by srlcarlg.algo
- Rating: 5
- Installs: 7755
- Modified: 16/11/2022 14:59
Comments
Is it possible that you can update this script so it will work with cTrader Ver. 5+
Absolutely Fantastic, what a God-Send this Script is.
Thank you SO MUCH for providing this.
Happy Trading x
Olá, meu caro amigo gostaria de parabeniza-lo pois seu indicador e uma obra prima muito obrigado por compartilha-lo de forma gratuita…gostaria de saber como contata-lo, pois estou precisando desenvolver um indicador que personalize minha área de trabalho no CTrader, se tiver interesse peço que entre em contato para conversarmos. abraço
estou testando assim que concluit os testes farei um comentarei, antes disso não, porem agradeço ao esforço de colocar um indicador a comunidade
thank you for sharing this great tool, I hope this comes back to you in the best posible way. Blessings !
ottimo lavoro, grazie per averlo reso gratuito.
hey sir. excellent work. is there any video tutorial how trade with this indicator.
Excellent work, congratulations!
Thank you, it works: but the color library needs to be updated (( Warning CS0618: 'Colors' is obsolete: ))
My fault, it works now!
Hello, thanks for your awesome work.
I tried every kind of settings combinations , but I can't get (in Normal color Mode) the VA colored differently. It seems settings “normal color inside VA” doesn't work. at least for me.
Any Ideas? I'm using cTrader multi broker
Hello, very nice Volume Profile.
I have two questions:
1) How can I save the settings when I change it? Every time I close the indicator when I open it it shows again default settings.
2) When I select a custom interval the volume bars still shows as if it is weekly, regardless if I choose H4, D1 or Monthly for example. Am I playing with the wrong parameter to get the volume bars with a different interval on the chart?
Thank you in advance
since volume and order block is your thing ! :) can we have a decent supply demand indicator like Advanced Supply Demand in ctrader? thank you
Yes, something like this on right side of the chart, see the below links
https://images.app.goo.gl/YwA6eDZNAk4mW5qp7
https://images.app.goo.gl/gLSJMoEjA79vsXoT6
Thanks will be great if you can code it
Humm, actually this already has Buy&Sell/Delta aggregate for any period, now if you want to use Order Flow Ticks Data, just put "Ticks" as "Volume Source".
I didn't put the sum of the values because the percentage on each side is what matters.
But maybe I'm not understanding your question, please specify better or clarify your question with examples or links.
If it's promising enough maybe I'll consider putting it on.
@srlcarlg
thank you for your response, yes I can see that on Order flow ticks
but if it is on the volume profile it will be great because we will be able to see the aggregate for the period wanted say for example for the day
Order Flow Ticks already do it
is it possible to see the delta values at each bar? i.e. the value to be plotted next to each bar in real time
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Hi is possible to have some user guide ?