Volume Profile positive and negative volumes are signed to volume, not price

[delicateear]

According to referenced descriptions, Volume Profile should:

  4. Divide the volume into positive volume and negative volume (optional). 

Note that negative volume for a price zone is the sum of volume for all down days in that zone, 
while positive volume is the total of volume for all up days in that price zone.

Instead, vp does:

    signed_volume = signed_series(volume, initial=1)
    pos_volume = signed_volume[signed_volume > 0] * volume
    neg_volume = signed_volume[signed_volume < 0] * -volume

This creates a time series that is signed according to whether the volume increased or decreased on that candle.

Expected behavior

The sign should be determined by the change in price.

We want to see how much volume accompanied rising prices, or falling prices - not how much volume accompanied rising volume and falling volume.