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OK, but since all you need for Volume Profile is historical prices and volume (or tick) data, I guess it shouldn't be very difficult to implement a data structure that holds it as part of an EasyLanguage strategy. Plotting that on the chart is not absolutely necessary.
Next question is, before I go to write that from scratch, are there related scripts available?
One problem that you will encounter is that you can't get the volume at a price on historical charts. So you will either have to use 1 tick data or make approximations about the volume that was traded at each price on a bar. The latter will require for you to come up with a logic on how to split the volume - most codes will equally divide the total volume in a bar by the ticks (from high to low) and therefore give each price the same volume.
Having said that it's clear that the accuracy varies with the underlying chart. On 1 minute bars this would be good enough (in my opinion), on 30 minute bars probably not.
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Do you have any code on how to plot volume profile on data2 in MC.NET? My C# or VB programming skill are zero.
I am looking to plot volume profile on data2 where as data1 is of kind renko bars, since volume profile is not available to plot on this type charts, I am struggling to get what seems to be simple in Ninja and SC.
the link I posted has sample code and you can find samples in the MC.NET Programming Guide.
There are also code examples in the official MC forum, but they would all require some code modifications most likely.
