Basic Library to Create Volume Profiles – library MetaTrader 5
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This library provides a few simple public methods to create and plot Volume Profiles:
class VolumeProfile
  {
...
public:
  void              VolumeProfile(datetime _from, datetime _to);
                    ~VolumeProfile() {};
  double            GetHVPrice();
  void              Plot();
...
  };
GetHVPrice returns the price that is related to highest volume in the range.
Here is a sample script to instantiate and plot a desired Volume Profile:
#include <VolumeProfile.mqh>
voidOnStart()
  {
      datetime from=iTime(_Symbol, PERIOD_CURRENT,50);
      datetime to=iTime(_Symbol, PERIOD_CURRENT,20);
      VolumeProfile *VP = new VolumeProfile(from, to);
      VP.Plot();
      Print(VP.GetHVPrice());
      delete VP;
  }
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