Доработать стандартный индикатор динамического Volume/Delta/Trades Profile для платформы ATAS.
POC - максимальный обьем прошедший за опреленный период времени. MPOC - максимальный обьем который чуть меньше POC(Пример скрин"POC MPOC"
Необходимо чтобы индикатор мог автоматически выделять эти обьемы для Volume/Delta/ Profile
Так как обьем по Delta имеет определенную специфику, и из-за того что bid/ask может меняться в любую сторону и значение Delta, необходимо чтобы MPOC И POC показывало максимальный обьем прошедший, то есть значение Delta было 172 но потом когда цена дошла до этого уровня, значение дельты поменялось на 142. Нам необходимо выделить именно наибольшее значение дельты прошедшее за время то есть 172. Или наимееньшее если значение если дельта отрицательная.
Так же необходимо реальзовать удобное переключение между Volume/Delta/Trades Profile, по примеру как это реализованно в платформе SBPROX(Скрин "SBPROX")
Существует так же необходимость выключить основоной обьем и оставить только MPOC и POC
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