- Disable Tick replay
- Set 'Common - Profile accuracy' = Minute.
Use installed workspace: MZpack - TPO w VolumeProfile - Minute Accuracy or download it here.
Calculation of profiles for one year of ES futures requires only 10-15 seconds on an average machine in Minute accuracy mode. Tick replay data are not used with Minute accuracy.
Also, we recommend setting ‘Ticks per level’ = 10..20
Note, to emulate Daily bars use 1440 Minute bars.
Minute volumes are being spread proportionally across each minute range.
Volumes of up bars are buy volumes, volumes of down bars are sell volumes.
For strategies API: Calculation of the profiles will be OnBarClose – this means ‘on close of each 1 Min interval according to Profile Accuracy’.
Orderflow Calculation mode is ‘UpDownTick’
The rest is the same as for Tick accuracy
Orderflow settings are not available for Minute accuracy.
On historical data, the Minute accuracy shows volume spreading is very close to Tick accuracy for large profiles.
But we don’t recommend using Delta with Minute accuracy on historical data!
TPO is identical in both modes for historical and real-time.