volumeProfileHigh
Volume Profile High represents the highest price level with significant trading volume. It helps identify the upper boundary of the volume profile and potential resistance levels.
volumeProfileHigh (tick)
Volume Profile High represents the highest price level with significant trading volume. It helps identify the upper boundary of the volume profile and potential resistance levels.
Input parameters
| Prop | Type | Default | Description |
|---|---|---|---|
minutes* | number | 60 | The lookback period in minutes |
levels | number | 24 | Number of price levels to divide the range into |
SQL example
TICK volumeProfileHigh WITH minutes=60, levels=24 > 100 THEN order SET size=100, price=51.00, transmit=truevolumeProfileVWAP
Volume Profile VWAP (Volume Weighted Average Price) represents the average price weighted by volume. It helps identify the true average price level where most trading occurred, often used as a reference for fair value.
volumeProfileLow
Volume Profile Low represents the lowest price level with significant trading volume. It helps identify the lower boundary of the volume profile and potential support levels.