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Volume/Market ProfileVolume/Market Profile is a 2 in 1 Volume Profile and Market Profile Indicator. This indicator is my own calculations for compiling a volume profile and market profile. The profile is progressively calculated live as the chart develops. I have made use of both Boxes AND Lines to allow me to display a finer granularity profile by displaying up to twice the max amount of lines allowed in tradingview. I have spent a lot of time to make sure the values are getting appended exactly as intended so that I can assure this profile is operating as precisely as possible within the limitations of the data available. To make my calculations easier to use in other places, I have made my volume profile a function that can be extracted and used whenever you need values from a volume profile. Feel free to read through the script if you don't understand how this profile is developed. I have made a commentary of my volume profile function to help you understand what exactly happens to compile the profiles. As mentioned before, This indicator doubles as a market profile. To view both at the same time you will need to add the indicator on your chart twice. I have built in comprehensive customizations to allow you to display your profiles however fits your needs. Timeframe: The aggregation period for profiles, to see a 1 week profile, change the timeframe to 1 week. Note: You can add custom timeframes by adding a custom timeframe in your chart timeframe dropdown menu. When you add timeframes in this area, they appear as options within indicators with the timeframe input. Sensitivity: Allows for greater or less granularity changes. The calculation method for granularity automatically changes depending on the range of your chart. Note: Multiply this value by 100 and that will be the max range (in ticks) of your price before the indicator automatically adjusts to make the profile less granular. (ex. If price ranges $1, and 1 tick is $0.01, granularity will be 0.01 with a sensitivity of 1+) Value Area %: % of total volume to display as the value zone. (_% of total profile values are contained within the value zone) Calculate as Market Profile: Uses a 1 Instead of the candle volume, to display a Market Profile. (If selected POC -> TPOC) Display Size: Sets the # of bars from the profile axis to the profile's max value. If set negative, profile will be displayed left of axis, if positive, profile will be displayed to the right of the axis. Display Offset: Sets the # of bars in front(or behind) the current chart bar to set the axis of the profile. If negative, the axis will be to the left of the current chart bar, if positive the axis will be right of the current chart bar. Display Historical POC/VAH/VAL: Choose to display historical poc,vah,val lines. Colors: I'm not explaining colors. Enjoy!
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SamRecio tarafından
87
Volume Spread for VSA CustomHey everyone, I have been using volume a lot more lately as price action can sometimes get manipulated but volume shows us the truth! Anyways, I have enjoyed the Volume Spread for VSA indicator but wished I had the code to change a few settings. This volume indicator includes spread analysis with the ability to customize input values and I'm making it open source so you can do with it as you please. I have made notes all throughout the code to give suggestions on a few changes or why I have written it in such a way. I have also tried to section everything off to make it easier to see where each piece of the code is used. Overall I think it is a good example of how to code cleanly and how to add useful notes when you are learning Pine for yourself :D The indicator on the price chart is my Donchian Channel indicator, which you can also find on my profile. This is the one I use every day.
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theehoganator tarafından
10
Aggregated Volume - By InFinitoVolume indicator that works like a normal Volume indicator with the following additional features: - Aggregates Volume across different exchanges and Market Types - *Original Aggregation Code By Crypt0rus* - Displays data by Market Type and combinations of Market Types (Spot, Futures , Perpetuals, Futures+Perpetuals & All Volume ) - Allows for the user to select the exchanges from which to aggregate Volume (This allows for the aggregation of any other pair i.e ETH, SOL, LUNA) - Normalizes the Volume reported through TradingView by every exchange in order to homogenize the data (i.e Binance reports Bitcoin Volume in BTC terms BUT FTX reports Bitcoin Volume in USD) - Allows for manual input of how Volume is reported in a particular Pair/Exchange (i.e If you want to aggregate data from the BTCEUR pair, you can select 'Other' and introduce the Value of EUR in USD terms) COIN: Select this option if the volume is reported in terms of the asset traded ( BTC , ETH, SOL, etc....) USD: Select this option if the Volume is reported in terms of the USD amount traded OTHER: Select this option in case the Volume is reported in another currency (EUR, ETH, etc....) NOTE: *ALL VOLUME IS AGGREGATED IN TERMS OF THE ASSET TRADED, FOR EXAMPLE IN THIS CASE: BTC . BUT IF YOU'RE AGGREGATING BNB PAIRS, VOLUME WILL BE CALCULATED TO BE DISPLAYED IN BNB TERMS* Feel free to leave suggestions/questions in the comments or to message them directly to me
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In_Finito_ tarafından
3
Volume Pressure BarsDescription This indicator transforms the normal volume bars into buying and selling segments. This allows the user to easily see how much buying and selling pressure is occurring on any given timeframe. The buying and selling pressure values are calculated using the following equations: buyingPressure = volume * (close - low) / (high - low) sellingPressure = volume * (high - close) / (high - low) Moving Average Line Also included in this indicator is the optional moving average line. This allows the user to easily see if volume is above or below the average line. All aspects of the moving average line can be adjusted. The line can be toggled on & off, the length of the moving average can be adjusted, the mathematical smoothing function can be chosen, and the color & style of the line can be configured. Scaling If the volume pressure bars are displayed on the same “pane” as the price candles, then the volume bars can be scaled up or down. In the Input settings check the “Scale Bars” checkbox. Then increase the “Scaling Factor” number to make all of the volume bars smaller (to allow more room on your chart) or decrease the number to make the volume bars bigger. IMPORTANT NOTE #1: scaling only works when the volume pressure bars are in the same pane as the price candles. If the volume pressures bars are in their own pane, then the “Scale Bars” toggle has no effect. IMPORTANT NOTE #2: if the volume pressure bars are in the same pane as the price candles then there will be a sizable gap between the bottom of the volume bars and the time axis on the TradingView chart. This IS NOT a bug in this indicators code. The gap IS a bug in the TradingView platform that affects all volume indicators besides the default volume indicator that comes with each blank chart. To remove the gap then move the “_Vol Bars” indicator to its own pane above or below the main pain. Volume Numbers In Pine Script there is not a true stacked bar chart plot. What the author has to use are multiple bar charts that are in front and behind each other. This gives the impression that the bars are truly stacked because the selling pressure is always smaller than the total volume on any given bar. There is no issue to visually look at the bars and see their heights but if the user used their cursor to hover on a bar to get the actual volume pressure values it leads to issues. To address this problem the author has created a third invisible bar called “Buy Vol Label” that is the buy pressure volume value. Thus when the user hovers the cursor over a bar the first value (from left to right) is the total volume for the bar, the second value is the sell pressure, the third value is the buy pressure, and the fourth value (if toggled on) is the moving average value.
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Infinity_Trading_ tarafından
12
Volume based support resistance with SwingThere has been an endless debate on how to derive volume levels on the Price Action One such method which I have encountered (being pointed by one of my followers Anjan Gadade) is to take the (High+Low+close)/3, as an ambient level when volume is above average (sma20) and also when volume is above its Standard Deviation 2 To make sense of the volume level structure I tested it with Swing points, for extra confluence, and i must say, this can be used as a good indication of trend if combined together So I thought to open Source it, to people who might be looking for a much visual Interpretation! Enjoy!
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Ankit_1618 tarafından
11
Volume Difference Delta Cycle OscillatorVolume Difference Delta Cycle Oscillator indicator: Using the power of my Volume Difference Indicator and standard deviations based on Bollinger Bands and more, we present this wonderful indicator with the following features: Price Action Histogram: This is the bread and butter of this graph, if the PAH is above 0, this is considered a BULL cycle, and if below 0, this is considered a BEAR cycle. The histogram will move up and down based on the Histagram settings you set in the properties field. Be careful, we advise using default settings. Custom Overbought & Oversold Lines:mean These lines can be used to identify when to buy and sell the security, and help you make sense of the action of the histogram. Change the color, size, and linewidth! These lines are what are used to perform the trades with the strategy as well, so if you change them, they will make an impact on the strategy itself. EzSpot Background: Do you want to turn your brain off and just trade when you you're inside an Overbought or Oversold line? Awesome! Turn on EzSpot backgrounds, and when it's green, go long, when it's red go short! Simple as that! How it works: By taking the Delta of the Volume Difference Indicator we're able to find the rate of change of the amount of change of volume, allowing us to see changes in volume before price changes. To add onto these, we supercharge it by taking the output of this line as the input source of bollinger bands which we use to output the %B of the Delta of the Volume Difference Indicator. Separately, we calculate the %B of the current close to use later. The final step is taking the second %B (which is an indication of where price lies on the curve of historical price data), and from it subtract the first %B, which allows us to visualize the standard deviation of the closing price, minus the standard deviation of Delta of the Volume Difference , which in essence allows us to see when volume changes but price does not and vice versa. This final output is then plotted along with an over bought and over sold line, which we use to perform our trades on. Simplified: This indicator shows the cycles of price action - volume based on the rate of the rate of volume changes based on price and the closing price. Super Simple: Notice when volume increases but price hasn't, and vice versa with this indicator.
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tathal tarafından
5
Volume and Moving average,will this model working in real-trade?i`ve recently made this script through few month,understand me if there are some incorrect grammar or something. basically this script is based on moving average strategy and the bollinger bands if the buy volume is bigger than sell volume,also buy volume is bigger then daily average volume than it`s defined current market is bullish and entered(of course there is some other conditions) the exit condition is find the highest price after entered,keep refresh the highest price through time and then,if the current price is ?%lower then highest price,it will closed the position. my question is this : 1 this model will working in real-trade? 2 why the winning rate is 100%? - i`ve coded if the position margin over -10%,close the position this code isn`t work? or the other profit line is prevent that happened?
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Ayden_C tarafından
2
Volume Profile Auto [line]This project is about: - VPSV - array.new_line() - array.new_box() VPSV (pine) is one of the rare features that draws lines/figures BETWEEN bars It doesn't run on Pine script, which makes it possible to do such things. I wanted to have something similar while a restriction of Pine script is the impossibility to draw between bars, the only way I could think of is by using line width In this script the higher timeframe is started with several lines (left) and a box, this box goes further until the higher timeframe ends. During the creation of the box, each candle (lower timeframe) in this box (higher timeframe - period) is checked for position and volume, the volume is added to the left line, so when you see a thicker line, this means at that level there is more volume traded. One of the big differences with other volume profiles is that many look back to a previous period, here when a period starts, the lines collect data - volume until the period ends, it is especially very visible in very low TF's (seconds) This is my first script with array.new_line() - array.new_box(), which is a very nice Pine feature! I hope this script can be helpful to see the possibilities Settings: 'Parts' -> amount of lines (left of box) 5 Parts: 15 Parts: 25 Parts: 50 Parts: 'Max Width' -> Sets the max width of the lines 'Automatic Settings' -> Sets the higher time frame automatically, see the tooltip ⓘ for more info The yellow line is the max volume line of that period, last period has a red line (POC), also referring the max. Cheers!
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fikira tarafından
51
Volume Status by BobRivera990This indicator is a tool that shows a relative view of the trading volume and classifies the volume into 5 different levels and makes it easy to compare it in different periods. It is also specifically designed for detecting failed (fake) breakouts. How it works? This tool uses something similar to Bollinger Bands , but with more bands. I used two standard deviations (positive and negative) on either side of a simple moving average ( SMA ) of the trading volume . I also used twice the standard deviation (negative and positive) on either side of the SMA to create more bands. The classification is made as follows: Usage: This indicator is a tool to compare the volume , relatively and in different periods. It is also a good tool for detecting failed (fake) breakouts. Fake Breakouts Occurs when a support or resistance is broken but the market does not accept and support these price changes. This lack of support will cause trading volume to decrease during or after the breakout. So, if the indicator shows Low-Volume or Minor-Volume status at the time of the breakout or right after that, it may be a fake breakout. The truth is you cannot avoid false breakouts completely as long as you trade breakouts but you can minimize the risk and the loss. Thank you all for forming this unique community. Parameters: " Volume SMA Length " => The length of the simple moving average of the Volume
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BobRivera990 tarafından
10
Relative VolumeVolume can be a very useful tool if used correctly. Relative volume is designed to filter out the noise and highlight anomalies assisting traders in tracking institutional movements. This tool can be used to identify stop loss hunters and organized dumps. It uses a variety of moving averages to hide usual activity and features an LSMA line to show trend. Trend columns are shown to highlight activity and can be seen at bottom of the volume columns, this is done using ZLSMA and LSMA. The above chart shows an example of 2 indicators being used on the 15 min chart. The bottom indicator is set to the 1 min chart. Traders can see a large dump on the 1 min chart as institutions wipe out any tight stop losses. Next they buy back in scooping up all those long positions. This is an example layout using a split screen setup and multiple timeframes ranging from 1 min to 30 mins. This gives a clear indication of trends and make it easy to pickup on institutional behaviour. Tip: Double clicking indicator background will maximize RVOL to the split screen window.
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veryfid tarafından
68
Volume Indicator wih EOD volume predictionThis indicator displays the volume of each session in a similar manner of the default volume indicator However it add on the last bar a green bar that shows the expected volume for the end of the session One might use it to anticipate the end of day volume and decide if the current price action is strong or not This might also be used to anticipate the appearance of a pocket pivot signal or buyable gap up This indicator is designed to be used on daily chart exclusively
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AntoineLeo tarafından
10
Volume EffectivenessI have been trying to work with volume as an indicator for quite some time, as it holds qualities as a 'leading indicator'. However, please note that any indicator which to some extent predict a future trend has its issues as it can be misleading. But, in some datasets in a selected timeframe the leading properties of volume as an indicator are useful. So this script is not too complicated. It shows a numeric which resembles the 'effectiveness of volume' in moving price. For example, if a small volume creates a large price change - the Volume Effectiveness indicator will be high and show a spike Whereas, if a large volume creates a small price change - the Volume Effectiveness indicator will be low I used 3 metrics to represent Volume Effectiveness (these are different colors on the bar chart) One price difference is the absolute(high - low) for each bar Another is the absolute(open - close) The 'open-close' is smaller than the 'high-low', so note this when viewing the bar charts The final metric depends on if the open is greater than the close or vice-versa But it considers the 'absolute(high-low)' and the difference between the open and the high (or low) and the close and the low (or high) So the final metric is the largest of the 3 metrics and is generally the most useful of the 3 however, the other 2 are displayed to provide a better understanding of what 'Volume Effectiveness' displays Note, I use absolute values so they are only positive, i.e. there are no negative values to represent a price drop within a bar So, why is this indicator useful - its because volume is a leading indicator A decreasing volume tends to suggest a price change is coming Also, when the volume within a bar is very small, its Volume Effectiveness tends to go very high That means a small trade volume creates a relatively large change in price This is ideal conditions for a big pump (or big dump - although this indicator seems to work better before pumps) A large spike in the Volume Effectiveness is commonly/sometimes preceding a big pump So watch this indicator - and if there is a big spike - evaluate other market conditions to consider getting into position Large spikes in the Volume Effectiveness can precede big price changes and therefore can provide a leading indication before a pump or dump Timeframe is important - I found on the daily timeframe this indicator did not provide sufficient lead to be useful. Similarly on the <15min timeframe the spikes were not highly correlated with pumps/dumps However, in medium timeframes (15mins, 1hour, 4hours) this indicator can be useful for predicting sizeable price changes.
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MoonFlag tarafından
7
Volume-Supported Linear Regression TrendHello Traders, Linear Regression gives us some abilities to calculate the trend and if we combine it with volume then we may get very good results. Because if there is no volume support at up/downtrends then the trend may have a reversal soon. we also need to check the trend in different periods. With all this info, I developed Volume-Supported Linear Regression Trend script. The script checks linear regression of price and volume and then calculates trend direction and strength. You have option to set Source, Short-Term Period and Long-Term Period. you can set them as you wish. By default: Close is used as "Source" Short-Term Period is 20 Long-Term Period is 50 in following screenshot I tried to explain short term trend (for uptrend). Volume supports the trend? any volume pressure on trend? possible reversal? same idea while there is downtrend. in following screenshot I tried to explain long term trend: You can also check Positive/Negative Divergences to figure out possible reversals (to automate it, you can use Divergence for Many Indicators v4 , it has ability to check divergences on external indicators) Enjoy!
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LonesomeTheBlue tarafından
116
Volume Brakeout v1Volume Brakout indicator is used to help determine trend direction strictly based on Negative and Positive volume data. How to Read: - Moving Average crossovers are used to help determine a possible trend change or retracement. - The area cloud on the bottom is calculated by the difference of the moving averages. This could be used to help determine the trending volume strength. - Bright colored volume bars are large volume spikes calculated by the x factor in the options. Other changes: - Volume Depth is going open source with numerous of its indicators. This is only one of many! - Volume is now displayed without being altered for calculations.
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dineshdeore tarafından
3
Volume-Weighted Indicators VWMA/VWAP/EMA_by WWAs traders and investors now urge to console volume factors into their price action analysis. This script is an attempt to combine volume-weighted moving average (VWMA), volume-weighted average price (VWAP), along with the exponential moving average (EMA). I have found that this indicator works quite well with the stock market. How to use the indicator: Buy when the VWAP and EMA lines crossing up VWMA. Sell when the VWAP and EMA crossing down each other OR both VWAP and EMA crossing down VWAP Any modificatio is welcomed, but please let me know.
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WANDI87 tarafından
1
Volume Price ROC Tracker and Shadow CandlesWhen price goes up on negative volume, then market is telling there is doubts in investors mind. The SPX upside recent month was a on. Lower volume so, the rally in my view will not last. Read my articles on current market. This very simple scripts shows if price drop or gain was on a upside volume or down side. It is a visual track on the candle reflecting the volume ROC overlapped as a price movement on the actual candle. So don't mistake it with a moving average. Red means volume was down even if price has gone up. Basically if a price goes up on a increase ROC volume then you can trust it. Otherwise it is likely that it won't last. If you can improve on this idea, it would be great. I think there is not enough volume related scripts that diggs a bit deeper to describe the market behaviour in the future. After all all technical analysis are supposed to tell us about future price not just how it was in the past.
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stockmarketupdate tarafından
Volume Flow v3DepthHouse Volume Flow indicator is used to help determine trend direction strictly based on Negative and Positive volume data. How to Read: - Moving Average crossovers are used to help determine a possible trend change or retracement. - The area cloud on the bottom is calculated by the difference of the moving averages. This could be used to help determine the trending volume strength. - Bright colored volume bars are large volume spikes calculated by the x factor in the options. Other changes: - DepthHouse is going open source with numerous of its indicators. This is only one of many! - Volume is now displayed without being altered for calculations.
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oh92 tarafından
38