Configuration for how you want to construct the profile. The session (London / Frankfurt / New York), and the tick size & multiplier.
List of generated Market Profiles.
Each market profile includes:
// Assuming 'candles' is an array of ICandle objects representing the price data
// Create a volume profile with a specified tick size
const marketProfile: IMarketProfile = MarketProfile.build({ candles, tickSize: 0.1, tickMultiplier: 100, pricePrecision: 2, period: MARKET_PROFILE_PERIODS.DAILY, timezone: 'Europe/London' });
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Calculates the market profile for an array of candles. Typically, you use 30m candles, but you can theoretically use any timeframe.