Hi All,

I've built a Volume Profile indicator in C# and would love feedback, suggestions, or algo ideas.  It's based on the TradingView implementation of Volume Profile.  The indicator value is the Point of Control. The PoC appears to be accurate and close to TV's.

Other available data from the profile:
ValueArea - Returns the lower and upper bound of value area.  This needs work, the area is too wide at the moment.
RelativeVolume - Returns the percentage volume of the current price area compared to the entire profile.
UpDownPercent - Returns the percent of UP candles in the current price area.

Run the backtest to see example values for AAPL.

 

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