Volume Profile Indicator

[tenebriox]

Hello, I'm new to trady, and I would like to implement a volume profile indicator, and I didn't find anything related with that. I would need to calculate the volume profile for a specific period (last 24h for example). I Does anybody ever realized that or would have some guidelines for a good implementation ? Thanks

[ridicoulous]

Hi @tenebriox According to tradingview, Essentially, Volume Profile takes the total volume traded at a specific price level during the specified time period and divides the total volume into either buy volume or sell volume and then makes that information easily visible to the trader. It is quite easy to perform this on tick trades, which was introduced in my fork of this library , but I have no idea, how implement this indicator by Ohlcv candles.

P.S. I see, that Karl, owner of this library quite busy to take look here, so welcome to contributing in forks=)