Version of Volume Profile with some additional options compared to the standard Prorealtime version:

1. possibility to configure the start time of the VP in HHMMSS
2. possibility to use it with a fixed number of bars (like PRT) or with a fixed bar width (by setting the AutoBars=1 parameter and adjusting the bar width with AutoBarsW in pips), so as to have bars of constant size every day (and perhaps more relevant to the average daily volatility of the instrument)

The difference compared to PRT’s VP is that all volume and average bar position values are stored in the two arrays $volCD and $posCD, and are therefore available for any further processing:

• search for minimum and maximum points
• statistics
• interpolation between points (at the bottom of the code there is an example of a simple interpolation between the values of each bar to plot an average curve, which can be calibrated with IntFact)

The VP of PRT is more accurate because in tick mode it uses the maximum detail of information for each individual tick of volume and price level, while this attributes the volume of each individual candle to a single point (I recommend using Totalprice – (H+L+O+C)/4 or MedianPrice – (H+L)/2).