I opened indicator VolumeProfile, and read source code. Please read method OnMarketData.
By the end of the method, there is a piece of code i paste below:
if (price >= askPrice)
volumeInfoItem.up += volume;
else if (price <= bidPrice)
volumeInfoItem.down += volume;
else
volumeInfoItem.neutral += volume;
Let's focus on the last line: volumeInfoItem.neutral += volume;
Could you explan to me in what kind of situation the price could be between askPrice and bidPrice?
Thanks.
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