Market Profile is a trading technique that was devised by J. Peter Steidlmayer in the 1980s.
This project takes OHLC(Open, High, Low and Close) data as input in the the form of a Python List or Pandas Dataframe and generates a market profile for the same. The market profile can be saved as a csv or can be further used for making trading decisions.
The easiest way to install is through pip.
pip install market-profile
Look up the example in examples folder to know about usage.
There are two types of market-profiles that can be generated.
- Normal Profile (where each time frame is distinct)
- Compacted Profile (where timeframes are compacted)
Use market-profile/profile_command_line.py for command line.
Example:
python profile_command_line.py [location of csv] [duration(ms)] --compact [t,f] --dest [destination to save file to(default is current working directory)]
Add this repository to PyPi.- Add a feature to visualise market-profile