Page 1 of 1

Profile Aggregation for dealing with increased volatility | Usability Improvement | UI

Posted: Wed Mar 09, 2022 6:35 am
by magicdonkeyempor
Normally when you view the Cumulative Volume Profile, it looks like this:
1-Zoomed in CVP.jpg
1-Zoomed in CVP.jpg (365.44 KiB) Viewed 8196 times

Here we can see volumes for each price
although due to the high volatility, it's impossible to see actual price action

If we zoom out to a reasonable level, compressing the y[price]-axis,
then we get:
2-Visible Price action at appropriate zoom.jpg
2-Visible Price action at appropriate zoom.jpg (396.13 KiB) Viewed 8196 times

Here we can see the entire profile in detail
 - fantastic

However, sometimes we want to get an idea of profile sizes at aggregated tick sizes
 - e.g. 2/5/10 ticks etc

You've already done this for numbers:
3-number aggregation.jpg
3-number aggregation.jpg (63.61 KiB) Viewed 8196 times

Please can this be an OPTION for aggregation of the graphical profile
 - e.g. via a tick box somewhere
4-Aggregated bars.jpg
4-Aggregated bars.jpg (66.94 KiB) Viewed 8196 times

Note: I say OPTION, as sometimes it's useful to see the full profile details
 - other times, it's better to see the aggregated profile
 - depending on price action context!

Re: Profile Aggregation for dealing with increased volatility | Usability Improvement | UI

Posted: Wed Mar 09, 2022 7:05 am
by magicdonkeyempor
Alternatively you could just add a toggle tick box for aggregating the entire price axis
to keep everything simple & uniform:
Untitled-1.jpg
Untitled-1.jpg (58.06 KiB) Viewed 8192 times