# NEOTICKER DATA BEGIN
ScriptType=Indicator
Description=Example Delphi Volume Profile
Name=ex_del_volprof
Language=DelphiScript
Links=1
MinBars=0
TimerInterval=100
EarlyBinding=0
MetaStyle=Normal
ValueRange=Same as Source
Placement=Smart
Multiplot_num_plots=1
Multiplot_color_0=255
Multiplot_style_0=Line
Multiplot_width_0=1
Multiplot_enabled_0=1
Multiplot_breakstyle_0=0
UpdateByTick=1
FloatMarker=1
DepthData=0
TradingSystemUI=0
PrimaryLinkOnly=0
NotifyOnRemoval=0
Param_count=4
Param_name_0=slot size
Param_inuse_0=1
Param_type_0=real
Param_default_0=0.25
Param_name_1=from price
Param_inuse_1=1
Param_type_1=real
Param_default_1=1050
Param_name_2=to price
Param_inuse_2=1
Param_type_2=real
Param_default_2=1130
Param_name_3=report window
Param_inuse_3=1
Param_type_3=string
Param_default_3=myreport
Explanation_Lines=3
Explanation0=This indicator print out bid/ask trades in a report window.
Explanation2=This indicator require a chart and a report window, result print to report window.
# NEOTICKER DATA END

function ex_del_volprof : double;
Const TStore  = 10;
      BTrades = 0;
      ATrades = 1;
      CurrBN  = 2;
var i : integer;
    s : string;
    tvol, slotsize : double;
    ppprice, bvol, avol : double;
begin
   slotsize := param1.real;

   if itself.firstcall then
   begin
     pheap.allocatepriceprofile('TAB', slotsize, param2.real, param3.real);
     pheap.allocatepriceprofile('TAA', slotsize, param2.real, param3.real);

     pheap.allocate(TStore);
   end;

   // reset price profile at start of day
   if data1.date [0] <> data1.date [1] then
   begin
     pheap.clearpriceprofile('TAB', param2.real, param3.real);
     pheap.clearpriceprofile('TAA', param2.real, param3.real);
   end;

   if data1.haslasttrade then // a new tick arrive
   begin
     // first tick of new bar print result
     if data1.barsnum [0] <> pheap.value [CurrBN] then
     begin
       report.clear(param4.str);

       report.addline (param4.str, 'Price   BidTrades  AskTrades    Total');

       for i := 0 to pheap.priceprofileslotcount('TAB')-1 do
       begin
         pheap.priceprofileslotinfo('TAB', i, ppprice, bvol);
         pheap.priceprofileslotinfo('TAA', i, ppprice, avol);

         if (avol > 0) or (bvol > 0) then
         begin
           tvol := bvol+avol;
           s :=  format( '%6.2f  %8.0f   %8.0f %8.0f',
                         [ppprice, bvol, avol, tvol]);
           report.addline (param4.str, s);
         end;
       end;
     end;

     if data1.daytotalbidtrades > pheap.value [BTrades] then
        pheap.priceprofileaddprice ( 'TAB',
                                     data1.lasttradeprice,
                                     data1.lasttradesize);

     if data1.daytotalasktrades > pheap.value [ATrades] then
        pheap.priceprofileaddprice ( 'TAA',
                                     data1.lasttradeprice,
                                     data1.lasttradesize);
   end;

   pheap.value [BTrades] := data1.daytotalbidtrades;
   pheap.value [ATrades] := data1.daytotalasktrades;
   pheap.value [CurrBN]  := data1.barsnum [0];

   result := Data1.Value [0];
end;