Version 1.4 2021.11.21
Recompilation.
Version 1.3 2015.05.20
Fixed an issue: MaxLevels parameter did not affect the amount of lines displayed when considering the volumes.
Version 1.2 2015.05.18
For volume oriented modes (UseVolumes is equal to tick_volumes or surrogate_volumes) new feature has been added: one could now specify WindowSize as 0. In this case indicator shows a "density" of volumes on every single bar. Please note that DeltaPoints and StepPoints parameters should be much less than usually in this mode, for example, 20 and 1 respectively.
Version 1.1 2015.05.06
The indicator has been significantly improved. In addition to existed algorithm of drawing levels based on price movements, new operational modes which utilize volumes are introduced, and optional "market depth" histogram is implemented.

New parameters:
- UseVolumes - one of the values: no_volumes, tick_volumes, surrogate_volumes; no_volumes (by default) corresponds to version 1.0; tick_volumes - calculation is based on formula with M1 volumes (it's used in my another indicator named VolumeDelta, please find details on its page); surrogate_volumes - calculation is based on the same formula, but relies on pseudo-real volumes (according to the algorithm, which is used in my another indicator named TrueVolumeSurrogate, please find details on its page); please bear in mind, that tick_volumes and surrogate_volumes modes require more CPU, so it makes sense to decrease MaxBar from standard value 1000 to, say, 100;
- Histogram - enable/disable histogram for the whole price range on the bar number Shift; by default - false;
- HistogramScaleDown - scaling coefficient of the histogram; by default - 10; please adjust the value appropriately for different modes in UseVolumes and HistogramType;
- HistogramWidth - histogram lines' width; by default - 3;
- HistogramType - one of the following types of volumes: volume_sell, volume_delta, volume_buy, volume_total (by default); when volume_delta is selected, the histogram is bidirectional - it can hold negative and positive values; this parameter takes no effect, if volumes are not used (UseVolumes = no_volumes);
- HistogramColor - histogram color, by default - gray.