Henry, Any of this two ways... Today I had wrote some big part of my own VP indicator. This is simple, but an execution speed of this solution is too low (typical algorithm of VP calculation takes some resources). In my previous project written an MS Visual C++ had no problems with speed of executio...

Hello! I need to create running volume profile with continuous value area & POC calculation based on "N previous ticks" realtime data. How can do this? I have read https://www.multicharts.com/trading-software/index.php/4.7.6_Volume_Profile , nice & simple example. But this example based on discrete ...