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)
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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 TradingView. Read more in the Terms of Use.