PINE LIBRARY
SessionVolumeProfile
Library "SessionVolumeProfile"
calcProfile(highs, lows, volumes, rows)
Computes POC, VAL, VAH for 70% VA using 24 price rows.
Parameters:
highs (array<float>): Series of highs.
lows (array<float>): Series of lows.
volumes (array<float>): Series of volumes.
rows (simple int): simple int Number of price bins (default 24).
Returns: VolumeProfile object.
VolumeProfile
Volume profile levels from a session.
Fields:
poc (series float)
vah (series float)
val (series float)
totalVolume (series float)
calcProfile(highs, lows, volumes, rows)
Computes POC, VAL, VAH for 70% VA using 24 price rows.
Parameters:
highs (array<float>): Series of highs.
lows (array<float>): Series of lows.
volumes (array<float>): Series of volumes.
rows (simple int): simple int Number of price bins (default 24).
Returns: VolumeProfile object.
VolumeProfile
Volume profile levels from a session.
Fields:
poc (series float)
vah (series float)
val (series float)
totalVolume (series float)
Pine library
In true PulseWire spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in publications is governed by House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by PulseWire. Read more in the Terms of Use.
Pine library
In true PulseWire spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in publications is governed by House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by PulseWire. Read more in the Terms of Use.