I’ve been investigating volume profile and market profile strategies for some time now. Personally I’m convinced that even though spot currency market is decentralized without any authority like regular exchanges does have, volume still matters. Hence I’ve been flirting for a while with an idea writing custom tick volume profile indicator myself. With this article I’d like to share my code with you. And because this is my first attempt of graphical indicator I’d be very grateful for any constructive criticism especially from performance point of view

Let me sketch my basic idea I was thinking of before I’ve started writing the code. I wanted to create vertical histogram showing collective tick volume per each price level reached during some period of time. As a simple start I’ve took 24 hours range counted from midnight. The result looks like on following screenshot



Full source code is available on github [1]. I'd be really grateful for any constructive technical discussion under the article, so please feel free to leave your opinions.
My further intention with this indicator is to improve it specifically in following areas:

1. Drawing performance
2. Add Point of Control (POC) and Volume Area (VA)
3. Better graphical looking.

Cheers

Tomas

[1] https://goo.gl/flKRIi
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