Very impressive Fernando, well done!
Was wondering why the if and else coding ... and then I realised that you have written this for both MQL4 as well as MQL5. Love your work!
@Rob Hayne #: Very impressive Fernando, well done! Was wondering why the if and else coding ... and then I realised that you have written this for both MQL4 as well as MQL5. Love your work!
Thank you and you are welcome! I have carried out a minor update to the code.

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Time Segmented Volume (TSV):
Based on the original “Time Segmented Volume (TSV)” developed by Worden Brothers, Inc.
Author: Fernando Carreiro