I am trying to understand how the value area especially, vah and val are calculated with volume profile, in higher timeframe (daily, weekly, monthly) using pine/tradingview. There is no available pine code that documents or shows the method to calculate VAH and VAH (I could be wrong, but I would like to see a demonstration).
Reason, albeit in a different context is, that I am trying to code using python for the data downloaded using yfinance and I am seeing different values for VAH and VAH for the same symbol in tradingview, so I am not really sure whether it is a data problem or logic issue (either ways, I am kind of looking for a reliable method to calculate the volume profile metrics, outside tradingview, that match the exact values if not, when the data is ofcourse same to that of tradingview for the symbol in question. Consistency with tradingview indicator values is preferred with reliable method.