Implement a Market Profile Indicator in LEAN.

Expected Behavior

Support for Market Profile Indicator

Actual Behavior

No support in LEAN for MP Indicator

Potential Solution

Implement from examples:

• https://github.com/bfolkens/py-market-profile
• https://www.tradingview.com/support/solutions/43000502040-volume-profile/

Checklist

• I have completely fille

Hey,

First of all thank you for the hard work put into this, it's a really awesome project that I still learn how to use.
I'm not that proficient in using python so that is why I'll put my suggestion here. I have used python more for machine learning stuff and there the option of searching hyperparameters was also between grid and random search. However, I found that using bayesian optimizati

Need implementation of Variable Index Dynamic Average (VIDYA). I have tried to calculate based on this indicator on tradingview Variable Index Dynamic Average (VIDYA) but it results in wrong calculation

    p = 10
    alpha = 2 / (p + 1)
    df['cmo'] = ta.cmo(df.close, length=p, talib=False).abs()

Description

When naming a bot with characters such as < and or > it attempts to create a file with that name and also remove that file when deleting which fails:

error running rm command for bot configs: error in bash command 'rm /Users/user/.kelp/bot_data/configs/usd_<>_xlm*' for namespace 'rm': (eWait=exit status 1, outputBytes=, eRead=<nil>)

We should disallow names t