Hi all,  Here's my first contribution to the community: an attempted implementation of the value area calculation from auction maket theory (Steidlmayer, Dalton etc). Couldn't find this on QC and other implementations I've seen floating on other sites seem to be wrong. Briefly:

"The value area represents the area of greatest trade facilitation and acceptance of value in the day timeframe and is signified by the price region where 70 percent of the day’s volume occurred." (Page 331, Mind Over Markets: Power Trading with Market Generated Information). 

As a stand-alone signal, it probably won't get you very far but in combination with others trading signals can help you verify when price action is consolidating, overextended etc. You pass the function bars from a History call and it returns the the Point of Control (most traded price), the high and the low of the value area as decimals. 

It works most of the time but could still use alot of testing and improvement (am fairly new to developing in c#).   Major bug at the moment is the backtest hangs on certain days (e.g. Feburary 5th and 6th 2020) yet works fine others (all days in March so far, e.g.) and I can't seem to figure out why. Open to any suggestions and feedback!