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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
Volume Momentum [LucF]Volume momentum gives much more information than a simple volume MA. It does require interpretation however, since increasing volume momentum can indicate strengthening of both an up or down movement. Volume momentum peaks and bottoms are also interesting as they often lead to shifts in price movement. In order to help interpretation, I color rising volume momentum using price momentum. Green indicates volume-supported upward price movement and red indicates volume-supported downward price movement. As to falling volume momentum, in my world view it indicates exhaustion or disinterest which requires prior price activity to be interpreted. In strong and steady price movements it can indicate a mere pause. After high price volatility often signalling a top or bottom, falling volume momentum often leads reversals. Features Two optional MAs on the main volume momentum line, with crosses on the short MA. A higher time frame line (shown by default), with the higher time frame being a user-defined multiple of the current chart’s interval. The default is 8, so that a 15m chart will also show a 2h volume momentum. Two Markers Tops/Bottoms (marker 1): these occur on high/low price momentum pivots situated in favorable regions, combined with volume momentum peaks. Pauses/Reversals (marker 2): these simply identify volume momentum high pivots that often lead to shifts in price movement. They are not directional. You can choose to color bars where these markers occur (shown on chart). You can show only long or short markers. Alerts You can define alerts on any combination of markers you configure. After defining the markers you want the alert to trigger on, make sure you are on the interval you want the alert to be monitoring at, then create the alert, select Volume Momentum, use the default “Configured Markers” alert condition and choose your triggering window (usually “Once Per Bar Close”). Once the alert is created, you can change the indicator's inputs with no effect on the alert. Use Cases The higher time frame line is very useful in situating current volume activity in a larger context. I consider all peaks in volume momentum as potentially significant events. When looking for an entry, I will often wait for the descending volume momentum to change direction at a shorter interval, using price momentum to confirm that increasing volume is working in my favor. Volume momentum variations can often inform otherwise insignificant price momentum activity. Here I use price momentum to color volume momentum; inversely, I also use volume momentum to color my momentum indicator. Notes Where the markers on my Volume Columns indicator focus on confirming strength of price movements, this indicators’ markers try to focus on shifts in price movement. My volume momentum is calculated using a smoother variant of CCI which came to be known as WaveTrend.
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LucF tarafından
19
Volume Based S/RI got a question if it would be possible to Automatically draw S/R levels based on Volume rather than RSI as I had earlier done in this script; Well it certainly is and it looks as though it might even be tradeable. The indicator compares the size of volume bars so that if there is a noticeable increase in volume (noticeable here meaning above the indicator threshold) it marks the bar high and low prior to the bigger volume candle.
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shtcoinr tarafından
22
Volume ImpactVolume Impact (The area) Average Volume (The thick line, xTrigger) Volume Impact = Volume Chance - Average Volume It provides very reliable buy sell signals. Buy(green) when increasing, sell(red) when decreasing. Volume Impact might drop before the actual price so it has an early warning potential. Before trend changes volume average diverges from the prices. It moves reverse to the prices. Also before trend changes, volume impact peaks diverges from price peaks. So you know a big drop is coming. Klinger Volume Oscillator inspired this indicator... This data is there but it is more difficult to interpret. In summary, you can foresee trend changes.
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umur.ozkul tarafından
3