Volume Profile
We have analyzed your query and provided screenshot, we have achieved your requirement “Candle chart with volume profile” by workaround with the help of ChartDockingControl to add bar chart and position it for 24h worth of Volume based on the price levels.
Hi Yuvaraj,
Thank you for the code. I followed as you suggested and created a sample small project with a set of real data. Attached the project solution for your reference. If you execute the project, you can see below issues with it -
- The profile bars are not plotted as per the volume amount (All are of same length).
- The profile location is not proper. Altough the X-Axis start and End shows the month start and end (as expected) the Y-Axis price bar is not where the price is actually located on the plot.
- The MaxVol Price stripline is not visible at all.
Not sure what's wrong with it. Request you to please check and help me fixing the issue.
NOTE: To execute click on the show button first and then Scroll Right button to scroll on newer data and scroll left to scroll old days data.
Thanks,
Amitabha
Attachment: VolProfile_SFusion_fe5aa421.zip
Hi Yuvaraj ,
Thank you for the response. Regarding the "
The Volume profile location issue
" , please find the details as below -
If you observe the sample data that gets loaded in function Load_Data() ,you will see that after the Candles Are loaded with real life data for Open / High / Low / Close / Volume, the Volume profiles are loaded for 4 months (Here Also the data is accurate and based on real life data).
**NOTE: Please set the Display_Count = 100 in the code before running the application to get the full view of 3 months for better understanding and getting an image same as attached.
- Month 1 - which starts On 1st April 2021 and End On 30th April 2021. The Volume against each price level is the volume computed based on the data loaded in the candles within the period 1st April 2021 and 30th April 2021. The Minimum Price level within this timeframe is 6415 which has a Accumulated Volume Of
193054 [As you can see in the
Load_Data() function] And Maximum Price Level is 6784.85 which has a accumulated volume of 250081 within the same one month time frame. Same for other price levels as well.
Now while plotting the Volume profile The Horizontal Bar At
6415
should be placed at Main Chart's Y Axis value of
6415
And similarly the Upper boundary of the volume profile should be placed at
6784.85
of Main Chart's Y Axis value. Also the Extent to which each of the Volume Bars will go on the right should be in proportion of the volume at that price level [ which is expected since the profile is added to an inner chart which I believe will scale separately in accordance with the Volume at each price level ]. However that is not happening as you could see and mentioned also . Maybe some small miss at my end in assigning some parameters of the inner chart Or some issue that may require a fix at your end. Attached an image showing the location of the volume profile.
2. Month 2 -
StartDate = new DateTime(2021, 5, 01)
EndDate = new DateTime(2021, 05, 31);
Minimum Price level And Corresponding volume at that Prive level =6400 / 208730
Maximum Price level And Corresponding volume at that Prive level =7086.3 / 179569
The Volume profile for this time Zone should start at
Minimum Price level
6400
And End At
7086.3
Of the Main Chart Control's Y Value [As that plots the price in Y Axis]
Same for Other months as well. Please let me know if you need more clarification. Attached an image below showing the expected location of the profile placement . The expected location is shown in a rectangular Box of Purple color and added remarks over the chart.
Thanks,
Amitabha
