Here is the market profile code what i use...for volume i use simple volume indicator which is default available in amibroker...
_SECTION_BEGIN("MarketProfile");
//------------------------------------------------------------------------------
PlotOHLC(O,H,L,C,"Price",IIf(C>O,colorGreen,colorRed),styleCandle);
EnMP2= ParamList("MarketProfile","Solid|Lines|Letters");
Type=ParamList("Type","Price Profile|Volume Profile");
Period= ParamList("Base","Hourly|Daily|Weekly|Monthly",1);
Den = Param("Density", 1, 0.25, 100, 0.25); // Resolution in terms of $
percent=Param("Value Area", 70, 1, 100, 1);
ViewPOC = ParamToggle("Show POC", "No|Yes",1);
Colorpoc=ParamColor("Color POC", colorYellow);
EnIB = ParamToggle("Show Initial Balance", "Yes|No");
IBBars = Param("Initial Balance Bars", 2, 0, 10, 1);
if(Period=="Daily"){
BarsInDay = BarsSince(Day() != Ref(Day(), -1));
Bot = TimeFrameGetPrice("L", inDaily, 0);
Top = TimeFrameGetPrice("H", inDaily, 0);
Vol = TimeFrameGetPrice("V", inDaily, 0);
}
if(Period=="Hourly"){
BarsInDay = BarsSince(Hour() != Ref(Hour(), -1));
Bot = TimeFrameGetPrice("L", inHourly, 0);
Top = TimeFrameGetPrice("H", inHourly, 0);
Vol = TimeFrameGetPrice("V", inHourly, 0);
}
if(Period=="Weekly"){
BarsInDay = BarsSince(DayOfWeek() < Ref( DayOfWeek(), -1 ));
Bot = TimeFrameGetPrice("L", inWeekly, 0);
Top = TimeFrameGetPrice("H", inWeekly, 0);
Vol = TimeFrameGetPrice("V", inWeekly, 0);
}
if(Period=="Monthly" ){
BarsInDay = BarsSince(Month() != Ref(Month(), -1));
Bot = TimeFrameGetPrice("L", inMonthly, 0);
Top = TimeFrameGetPrice("H", inMonthly, 0);
Vol = TimeFrameGetPrice("V", inMonthly, 0);
}
CurTop = HHV(H,BarsInDay+1);
Curbot = LLV(L,BarsInDay+1);
Range = Highest(Top-Bot);
TodayRange = Top - Bot;
AveRange = Sum(Top-Bot,30)/30;
LAveRange = AveRange[BarCount-1];
// Initialization
baseX = 0;
baseY = floor(Bot[0]/Den)*Den;
relTodayRange = 0;
firstVisBar = Status("firstvisiblebar");
lastVisBar = Status("lastvisiblebar");
D=.0005;
total=0;
shiftup=0;
shiftdn=0;
startr=0;
for (j=0; j <= 100; j++) {
x[j] = 0;
}
i0 = 0;
i1 = 0;
for (i=0; i<BarCount; i++) {
if (BarsInDay == 0 AND i < firstVisBar) {
i0 = i;
}
if (BarsInDay == 0 AND i >= lastVisBar) {
i1 = i;
}
}
i1 = BarCount-1;
for (i=i0; i<=i1; i++) {
if (BarsInDay == 0) {
baseX = i;
baseY = floor(Bot/Den)*Den;
maxY = floor(Top/Den)*Den;
relTodayRange = (maxY-baseY)/Den;
for (j=0; j <= relTodayRange; j++) {
x[j] = 0;
}
}
range_x=lastVisBar-firstVisBar;
spread = Param("X Space", 80, 1, 200, 1);
tpl = Param("Time Per Letter (mins)", 30, 1, 360, 1);
Intervalmin=Interval()/60;
flt =Param("First Letter (Bars)", 1, 1, 60, 1);
teb=ParamToggle("To Each Bar","No|Yes");
Color=Param("Color Threshold",20,1,50,1);
stopg=0;
stopr=0;
new=0;
Voloumeunit=Vol/LastValue(BarsInDay);
if (EnMP2 == "Letters") {
for (j=0; j<= relTodayRange; j++) {
if (L <= baseY+j*Den AND H >= baseY+j*Den AND BarsInDay==0 AND stopg==0) {startg=j; stopg=1;}
if (L <= baseY+j*Den AND H >= baseY+j*Den AND BarsInDay==0) {startr=j;}
if (L <= baseY+j*Den AND H >= baseY+j*Den) {
PlotText(StrExtract(" A , B , C , D , E , F , G , H , I , J , K , L , M , N , O , P , Q , R , S , T , U , V , W , X , Y , Z, a , b , c , d , e , f , g , h , i , j , k , L , m , n ,o , p , q , r , s , t , u , v , w , x , y , z ",
IIf(BarsInDay<flt,0,ceil(BarsInDay/(tpl/Intervalmin))-0)), baseX+IIf(teb==1,BarsInDay,x[j]*(range_x/spread)), baseY+j*Den,
IIf(BarsInDay==0,IIf(C>O,IIf(j==startg,colorWhite,colorWhite),IIf(j==startr,colorWhite,colorWhite)),colorWhite),ColorHSB(10+((ceil(BarsInDay/(tpl/Intervalmin)))*Color),160,140));
x[j]++;
}
}
}
else if (EnMP2 == "Lines" OR EnMP2 == "Solid") {
for (j=0; j<= relTodayRange; j++) {
if (L <= baseY+j*Den AND H >= baseY+j*Den) {
if(Type=="Price Profile"){x[j]=x[j]+1;}
else if(Type=="Volume Profile"){x[j]=x[j]+round(V/Voloumeunit);}
}
}
}
// Draw Initial Balance after 11am bar is complete
if (BarsInDay == IBBars+1 AND EnIB == 0) {
Line1 = LineArray(i-2, curtop[i-1],i+7, curtop[i-1],0,True);
Plot(Line1,"",colorLightGrey,styleLine+styleDashed|styleNoRescale);
Line1 = LineArray(i-2, curbot[i-1],i+7, curbot[i-1],0,True);
Plot(Line1,"",colorLightGrey,styleLine+styleDashed|styleNoRescale);
}
// Examine x[j]
if ((i < BarCount - 1 AND BarsInDay[i+1] == 0) OR i == BarCount-1) {
maxXj = 0;
maxj = 0;
for (j=0; j<= relTodayRange; j++) {
if (maxXj < x[j]) {maxXj = x[j]; maxj = j; StaticVarSet("Maxj",j); new=j;
}
}
for ( n = 1; n <= relTodayRange; n++ ) {
total[n]=x[n]+total[n-1];
}
Value_area=(total[relTodayRange]*percent)/100;
for ( a = 1; a <= relTodayRange; a++ )
{
if(Maxj-a>0 AND Maxj+a<relTodayRange)
{
if(MaxXj+total[Maxj+a]-total[Maxj]+total[Maxj-1]-total[Maxj-(a+1)]>=Value_area) {shiftup=a; shiftdn=a; break;}
}
else if(Maxj-a<1 )
{
if(MaxXj+total[Maxj+a]-total[Maxj]+total[Maxj-1]>=Value_area){shiftup=a; shiftdn=maxj-1; break;}
}
else if(Maxj+a>relTodayRange )
{
if(MaxXj+total[relTodayRange]-total[Maxj]+total[Maxj-1]-total[Maxj-(a+1)] >=Value_area){shiftup=relTodayRange-maxj; shiftdn=a; break;}
}
}
Vah = LineArray(baseX, baseY+(maxj+shiftup)*Den, i, baseY+(maxj+shiftup)*Den,0,True);
Val = LineArray(baseX, baseY+(maxj-shiftdn)*Den, i, baseY+(maxj-shiftdn)*Den,0,True);
poc = LineArray(baseX, baseY+maxj*Den, i, baseY+maxj*Den,0,True);
Plot(Vah,"",ParamColor("Color_VA", colorPink),styleLine|styleDots|styleNoRescale);
Plot(Val,"",ParamColor("Color_VA", colorPink),styleLine|styleDots|styleNoRescale);
if(ViewPOC==1){Plot(poc,"",Colorpoc,styleLine|styleNoRescale);}
PlotText(""+(baseY+(maxj+shiftup)*Den),i-5,baseY+(maxj+shiftup)*Den,colorWhite);
PlotText(""+(baseY+(maxj-shiftdn)*Den),i-5,baseY+(maxj-shiftdn)*Den,colorWhite);
if(ViewPOC==1){PlotText(""+(baseY+maxj*Den),i-5,baseY+maxj*Den,Colorpoc);}
}
if (i < BarCount - 1 AND BarsInDay[i+1] == 0 OR i == BarCount-1) {
for (p = 1; p < relTodayRange+1; p++){
line = LineArray(baseX, baseY+p*Den, baseX+x[p], baseY+p*Den);
line2 = LineArray(baseX, baseY+(p-1)*Den, baseX+x[p-1], baseY+(p-1)*Den);
if (EnMP2 == "Solid")
{
PlotOHLC( Line, Line, Line2, Line2, "",IIf(p>(maxj+shiftup),ParamColor("Color_VAH", colorLavender),IIf(p<=(maxj+shiftup)AND p>(maxj-shiftdn),ParamColor("Color_VA", colorLightBlue),ParamColor("Color_VAL", colorLavender))) ,styleCloud|styleNoRescale|styleNoLabel);
}
if (EnMP2 == "Lines")
{
Plot(line,"",IIf(p>(maxj+shiftup),ParamColor("Color_VAH", colorLavender),IIf(p<=(maxj+shiftup)AND p>(maxj-shiftdn),ParamColor("Color_VA", colorLightBlue),ParamColor("Color_VAL", colorLavender))) , styleLine);
}
}
}
}