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Dear Community,
I am searching for market profile indicator (P. Steidlmayer). It can be based on ticks or real volume. It gives a useful view of markets fair vallue. Has anybody coded this indicator?
Regards.
Markus
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Jared Broad
Welcome Markus, can you please find a coded implementation / example values of it in another platform? If we have an example one of the community can port it over to LEAN.
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.
Kbsaravana
I'm also interested in this Market/Volume profile indicator. here is a sample got it from online search
https://github.com/bfolkens/py-market-profileÂ
https://www.tradingview.com/support/solutions/43000502040-volume-profile/Trading view definition :Â
 Jared Broad , could you help to have this incidator soon?
Â
Jared Broad
Thanks, Saravana, I've made an issue for it here where you can follow along once its merged.Â
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.
P Chen
Did something like this a little while ago here:
https://www.quantconnect.com/forum/discussion/7716/working-out-value-area-a-k-a-market-profile-volume-profile-from-auction-market-theory/p1Â
Markus
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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