Intraday-Volume-Profile-Code

CODE:
using System;
using WealthLab.Backtest;
using WealthLab.Core;
using WealthLab.Data;
using WealthLab.Indicators;
using System.Collections.Generic;

namespace WealthScript9 
{
    public class VPIIntraday : UserStrategyBase
    {
      
        public override void Initialize(BarHistory bars)
        {
         DrawIntradayVolumeProfile(bars, WLColor.FromArgb(255, 100, 200, 255));
         
         StartIndex = 1;
        }

        public override void Execute(BarHistory bars, int idx)
        {   
      }


      // copy this routine and call it from Initialize
      public void DrawIntradayVolumeProfile(BarHistory bars, WLColor clr, int alpha = 100, int profileBars = 20, double valueRange = 70, bool vpBehindBars = true, bool showVolumePane = false)
      {
         ChartDisplaySettings cds = new();
         cds.ShowVolumePane = showVolumePane;
         SetChartDrawingOptions(cds);         
         VolumeProfileItem _lastPOC = null;
         List<IChartPoint> points = new List<IChartPoint>();
         
         for (int idx = 1; idx < bars.Count; idx++)
         {
            if (bars.IsLastBarOfDay(idx) || idx == bars.Count - 1)
            {
               // draw level from previous day's POC
               if (_lastPOC is not null)
               {
                  double pocLvl = (_lastPOC.RangeMax + _lastPOC.RangeMin) / 2d;
                  DrawLine(idx, pocLvl, idx - bars.IntradayBarNumber(idx) - 1, pocLvl, WLColor.Gold, 2, behindBars: vpBehindBars);
               }

               int mbars = (bars.IntradayBarNumber(idx) + 1) * 2 / 3;        // max bars for POC
               VolumeProfile vp = new(bars, bars.IntradayBarNumber(idx) + 1, profileBars, valueRange, idx);

               foreach (VolumeProfileItem vpi in vp.Items)
               {
                  if (vpi.IsPOC)
                  {
                     _lastPOC = vpi;
                     continue;
                  }
                  int x1 = idx - (int)(vpi.WidthPct * mbars);
                  DrawVPI(x1, idx, vpi);
                  if (vpi.IsPOC)
                     _lastPOC = vpi;
               }
               //draw POC last
               if (_lastPOC is not null)
                  DrawVPI(idx - mbars, idx, _lastPOC);
            }
         }

         void DrawVPI(int x1, int x2, VolumeProfileItem vpi)
         {
            points.Clear();
            HistoricalDataPoint hdp = new(x2, vpi.RangeMin);
            points.Add(hdp);
            hdp = new(x2, vpi.RangeMax);
            points.Add(hdp);
            hdp = new(x1, vpi.RangeMax);
            points.Add(hdp);
            hdp = new(x1, vpi.RangeMin);
            points.Add(hdp);

            int aa = vpi.InValueArea ? alpha : alpha * 2 / 3;
            FillPolygon(points, clr.SetAlpha((byte)aa), behindBars: vpBehindBars);

            WLColor rclr = vpi.IsPOC ? WLColor.Gold : WLColor.Black;
            DrawRectangle(x1, vpi.RangeMin, x2, vpi.RangeMax, rclr, behindBars: vpBehindBars);
         }
      }
    }
}