Library "SessionVolumeProfile" Analyzes price & volume during regular trading hours to provide a session volume profile analysis. The primary goal of this library is to provide the developer with three values: the value area high, low and the point of control. The library also provides methods for rendering the value areas and histograms. To learn more about this library and how you can use it, click on the website link in my profile where you will find a blog post with detailed information.
debug(vp, position) Helper function to write some information about the supplied SVP object to the screen in a table. Parameters: vp (Object): The SVP object to debug position (string): The position.* to place the table. Defaults to position.bottom_center
getLowerTimeframe() Depending on the timeframe of the chart, determines a lower timeframe to grab volume data from for the analysis Returns: The timeframe string to fetch volume for
get(volumeProfile, lowerTimeframeHigh, lowerTimeframeLow, lowerTimeframeVolume) Populated the provided SessionVolumeProfile object with vp data on the session. Parameters: volumeProfile (Object): The SessionVolumeProfile object to populate lowerTimeframeHigh (float[]): The lower timeframe high values lowerTimeframeLow (float[]): The lower timeframe low values lowerTimeframeVolume (float[]): The lower timeframe volume values
drawPriorValueAreas(todaySessionVolumeProfile, extendYesterdayOverToday, showLabels, labelSize, pocColor, pocStyle, pocWidth, vahlColor, vahlStyle, vahlWidth, vaColor) Given a SessionVolumeProfile Object, will render the historical value areas for that object. Parameters: todaySessionVolumeProfile (Object): The SessionVolumeProfile Object to draw extendYesterdayOverToday (bool): Defaults to true showLabels (bool): Defaults to true labelSize (string): Defaults to size.small pocColor (color): Defaults to #e500a4 pocStyle (string): Defaults to line.style_solid pocWidth (int): Defaults to 1 vahlColor (color): The color of the value area high/low lines. Defaults to #1592e6 vahlStyle (string): The style of the value area high/low lines. Defaults to line.style_solid vahlWidth (int): The width of the value area high/low lines. Defaults to 1 vaColor (color): The color of the value area background. Defaults to #00bbf911)
drawHistogram(volumeProfile, bgColor, showVolumeOnHistogram) Given a SessionVolumeProfile object, will render the histogram for that object. Parameters: volumeProfile (Object): The SessionVolumeProfile object to draw bgColor (color): The baseline color to use for the histogram. Defaults to #00bbf9 showVolumeOnHistogram (bool): Show the volume amount on the histogram bars. Defaults to false.
v3 Updated library to use the lower timeframe bars to determine the session. This makes the code work for futures.
Updated: get(volumeProfile, lowerTimeframeHigh, lowerTimeframeLow, lowerTimeframeVolume, lowerTimeframeTime, lowerTimeframeSessionIsMarket) Populated the provided SessionVolumeProfile object with vp data on the session. Parameters: volumeProfile (Object): The SessionVolumeProfile object to populate lowerTimeframeHigh (array<float>): The lower timeframe high values lowerTimeframeLow (array<float>): The lower timeframe low values lowerTimeframeVolume (array<float>): The lower timeframe volume values lowerTimeframeTime (array<int>): The lower timeframe time values lowerTimeframeSessionIsMarket (array<bool>): The lower timeframe session.ismarket values (that are futures-friendly)
Информация о релизе
v4 Fixed a bug that wiped out the first bars on the session
Информация о релизе
v5 Small optimization moving away from arrays to maps.
v6 Fixed a bug that caused value areas to compute incorrectly when lower timeframes were missing data (ie. symbols moving on lower volume, missing candles)
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Библиотека Pine
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