Hello everyone,
I am new to QC, just started with the Automation approach. I want to test few basic buying/selling conditions based on the developing value area and POC of the volume profile on a 5 min TF. I want to test if worked in the past. Its doing decently sine past 6-8 months but I have no way to test it on a 5 yr time horizon. Found a Tradingview script and tweaked accordingly to use.
So is there any way to create the script in python/C# to backtest it on. Any guidence will be helpful
I have attached the screenshot along with the link for the tradingview script.
Thanks
value area at 40% on futures chart.
Louis Szeto
Hi Xerus
VolumeProfile indicator is what you’re looking for. We encourage users to create their own algorithm, please read through the indicator docs and some example algorithms to understand how to implement an a custom time interval indicator in the algorithm. If you need help after some trials, post your code/backtest here for further assistance.
Best
Louis
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Xerus lamtin
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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