Hello, my friends, this is a new fine-grained volume profile indicator. As is known to all, the volume profile indicator is a charting tool that shows how much volume has occurred at each price throughout the trading session. The volume profile indicates the prices favored by the market or those ignored by the market, which can give traders clues as to where prices are likely to go shortly.
(1) Indicator description
This indicator is based on the function "request.security_lower_tf". See the related usage note for details if you need it.
Support for obtaining volume from a lower timeframe than the current chart and calculating a more fine-grained volume distribution
Due to the increased complexity of the calculation, you need to set a reasonable timeframe to avoid calculation timeout.
Hello everyone. I found that the historical data obtained by function <request.security_lower_tf> was wrong in the real-time bar state. However, in the history bar state, the historical data obtained by this function was correct. Hence, I have fixed this problem and added support for real-time mode. In addition, I am still working on fixing the problem of long computation time. Thank you for your understanding and support.
Hello, my friends. I have adopted several faster calculation methods to update the script Volume Profile Premium. In addition, I found that the calculated volume profile is incorrect in the "replay" mode. Although I have fixed this problem, enabling the "realtime" mode in the "replay" mode will still lead to incorrect results. I suggest disabling the "realtime" mode in the "replay" mode. I'm trying to fix this problem for flexible usage. Thank you for your understanding and support.
I'm currently getting this error: "Study Error" "Calculation takes too long to execute (>40000 ms)"
Is there a fix for this?
dandrideng
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@snazzy888, A finer volume-price relationship requires more calculation time. Please try to set the current timeframe and the lower timeframe properly. I'm looking for some more robust algorithms for faster volume-profile updating.
"Study Error"
"Calculation takes too long to execute (>40000 ms)"
Is there a fix for this?