This library provides a few simple public methods to create and plot Volume Profiles:

public:     void              VolumeProfile(datetime _from, datetime _to, int _resolution_points);                      ~VolumeProfile() {};     double            GetHVPrice();     void              Plot();

• GetHVPrice returns the price that is related to highest volume in the range.
• _resolution_points holds the window size to quantize adjacent prices(counted in points)

#include <VolumeProfile.mqh>  void OnStart()    {        datetime from=iTime(_Symbol, PERIOD_CURRENT,50);        datetime to=iTime(_Symbol, PERIOD_CURRENT,20);        VolumeProfile *VP = new VolumeProfile(from, to, 5);        VP.Plot();        Print(VP.GetHVPrice());        delete VP;    }