This indicator is not common. Volume profile is the distribution of volume over price. It is formed tick by tick and partially forgets past values over time interval. When volume on any bar is lower than specified critical value the bar is cut.
roll_volume_profile(ticks, timeFrame, step, alpha, cut)read 'Ticks' section in Processor
indicator period in seconds, when to apply alpha correction
price round off value, bar width
multiplication coefficient must be between (0,1]
threshold volume when to delete bar
data.table with columns time, profile where profile is data.table with columns time, price, volume
Other technical indicators: bbands,
crossover, ema,
roll_lm, roll_percent_rank,
roll_range, roll_sd,
rsi, sma,
stochastic