Casa_VolumeProfileSession

Library "Casa_VolumeProfileSession"
Analyzes price and volume during regular trading hours to provide a session volume profile,
including Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL).
Calculates and displays these levels historically and for the developing session.
Offers customizable visualization options for the Value Area, POC, histogram, and labels.
Uses lower timeframe data for increased accuracy and supports futures sessions.
The number of rows used for the volume profile can be fixed or dynamically calculated based on the session's price range and the instrument's minimum tick increment, providing optimal resolution.

calculateEffectiveRows(configuredRows, dayHigh, dayLow)
  Determines the optimal number of rows for the volume profile, either using the configured value or calculating dynamically based on price range and tick size
  Parameters:
    configuredRows (int): User-specified number of rows (0 means auto-calculate)
    dayHigh (float): Highest price of the session
    dayLow (float): Lowest price of the session
  Returns: The number of rows to use for the volume profile

debug(vp, position)
  Helper function to write some information about the supplied SVP object to the screen in a table.
  Parameters:
    vp (Object): The SVP object to debug
    position (string): The position.* to place the table. Defaults to position.bottom_center

getLowerTimeframe()
  Depending on the timeframe of the chart, determines a lower timeframe to grab volume data from for the analysis
  Returns: The timeframe string to fetch volume for

get(volumeProfile, lowerTimeframeHigh, lowerTimeframeLow, lowerTimeframeVolume, lowerTimeframeTime, lowerTimeframeSessionIsMarket)
  Populated the provided SessionVolumeProfile object with vp data on the session.
  Parameters:
    volumeProfile (Object): The SessionVolumeProfile object to populate
    lowerTimeframeHigh (array<float>): The lower timeframe high values
    lowerTimeframeLow (array<float>): The lower timeframe low values
    lowerTimeframeVolume (array<float>): The lower timeframe volume values
    lowerTimeframeTime (array<int>): The lower timeframe time values
    lowerTimeframeSessionIsMarket (array<bool>): The lower timeframe session.ismarket values (that are futures-friendly)

drawPriorValueAreas(todaySessionVolumeProfile, extendYesterdayOverToday, showLabels, labelSize, pocColor, pocStyle, pocWidth, vahlColor, vahlStyle, vahlWidth, vaColor)
  Given a SessionVolumeProfile Object, will render the historical value areas for that object.
  Parameters:
    todaySessionVolumeProfile (Object): The SessionVolumeProfile Object to draw
    extendYesterdayOverToday (bool): Defaults to true
    showLabels (bool): Defaults to true
    labelSize (string): Defaults to size.small
    pocColor (color): Defaults to #e500a4
    pocStyle (string): Defaults to line.style_solid
    pocWidth (int): Defaults to 1
    vahlColor (color): The color of the value area high/low lines. Defaults to #1592e6
    vahlStyle (string): The style of the value area high/low lines. Defaults to line.style_solid
    vahlWidth (int): The width of the value area high/low lines. Defaults to 1
    vaColor (color): The color of the value area background. Defaults to #00bbf911)

drawHistogram(volumeProfile, bgColor, showVolumeOnHistogram)
  Given a SessionVolumeProfile object, will render the histogram for that object.
  Parameters:
    volumeProfile (Object): The SessionVolumeProfile object to draw
    bgColor (color): The baseline color to use for the histogram. Defaults to #00bbf9
    showVolumeOnHistogram (bool): Show the volume amount on the histogram bars. Defaults to false.

Object
  Object Contains all settings and calculated values for a Volume Profile Session analysis
  Fields:
    numberOfRows (series int): Number of price levels to divide the range into. If set to 0, auto-calculates based on price range and tick size
    valueAreaCoverage (series int): Percentage of total volume to include in the Value Area (default 70%)
    trackDevelopingVa (series bool): Whether to calculate and display the Value Area as it develops during the session
    valueAreaHigh (series float): Upper boundary of the Value Area - price level containing specified % of volume
    pointOfControl (series float): Price level with the highest volume concentration
    valueAreaLow (series float): Lower boundary of the Value Area
    startTime (series int): Session start time in Unix timestamp format
    endTime (series int): Session end time in Unix timestamp format
    dayHigh (series float): Highest price of the session
    dayLow (series float): Lowest price of the session
    step (series float): Size of each price row (calculated as price range divided by number of rows)
    pointOfControlLevel (series int): Index of the row containing the Point of Control
    valueAreaHighLevel (series int): Index of the row containing the Value Area High
    valueAreaLowLevel (series int): Index of the row containing the Value Area Low
    lastTime (series int): Tracks the most recent timestamp processed
    volumeRows (map<int, float>): Stores volume data for each price level row (key=row number, value=volume)
    ltfSessionHighs (array<float>): Stores high prices from lower timeframe data
    ltfSessionLows (array<float>): Stores low prices from lower timeframe data
    ltfSessionVols (array<float>): Stores volume data from lower timeframe data