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Volume Pressure Based Buy and Sell SignalsThis script uses a volume pressure indicator to generate buy and sell signals. The volume pressure indicator is calculated by taking the sum of the product of volume and price change over a specified period of time, and then dividing that sum by the total volume over the same period. This gives a measure of the amount of buying pressure or selling pressure in the market. The script then compares the volume pressure indicator to a moving average of the volume pressure indicator. When the volume pressure indicator crosses above the moving average, a buy signal is generated. When the volume pressure indicator crosses below the moving average, a sell signal is generated. This script is beneficial to traders because it can help them to identify potential trend reversals. When the volume pressure indicator crosses above the moving average, it indicates that there is a growing amount of buying pressure in the market. This could be a sign that the trend is about to reverse from a downtrend to an uptrend. Conversely, when the volume pressure indicator crosses below the moving average, it indicates that there is a growing amount of selling pressure in the market. This could be a sign that the trend is about to reverse from an uptrend to a downtrend.
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HabibiBudo tarafından
2
Volume Intensity OscillatorIntroducing the "Volume Intensity Oscillator" indicator, an advanced tool that utilizes the PeacefulIndicators library to gauge market volume intensity. This innovative indicator is designed to help traders identify potential market trends and improve their trading analysis. The Volume Intensity Oscillator offers the following key features: Adjustable input parameters, enabling you to modify the length and the option to remove negative values according to your trading preferences. A visually appealing display, with the Volume Intensity Oscillator represented as columns in different colors based on the direction of the market movement (red for bearish and green for bullish). Powered by the rvo function from the PeacefulIndicators library, the core functionality of the Volume Intensity Oscillator ensures accurate and reliable results. To integrate the Volume Intensity Oscillator into your trading analysis, simply add the script to your chart and customize the input parameters as needed. We hope this script, built upon the PeacefulIndicators library, becomes a valuable asset to your trading strategy.
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The_Peaceful_Lizard tarafından
3
Volume Buoyancy [LucF]█  OVERVIEW This indicator uses simple analysis of past ​volume to determine how well it supports recent market activity. What I call Volume buoyancy measures the strength and direction of that support. █  CONCEPTS Buoyancy In physics, buoyancy is the force described in Archemedes' principle :       Any object, wholly or partially immersed in a fluid, is buoyed up by a force equal to the weight of the fluid displaced by the object. I use the term loosely in this indicator's context, as "​Volume buoyancy" here can be directed either up or down, indicating that past ​volume displays a ​bullish or ​bearish bias. The calculation of buoyancy begins from a target quantity of ​volume summed over n bars. We then search chart bars backward, adding the ​​volume of up and down bars in two different slots until each slot reaches the target. We then calculate two average distances: one each for the up and down bars whose ​volume was summed to reach the target. These average distances are then subtracted and the difference is divided by the farthest distance we had to go to find the target ​in either up or down bars. The last part of the calculations looks like this: (avgDistanceDn - avgDistanceUp) / barsAnalyzed When the average distance of down bars is greater than that of up bars, buoyancy will be positive, indicating that past activity favors the upside and vice versa. The force's strength, which in the case of actual buoyancy is the weight of the displaced fluid, in our case is measured by the size of the gap between the average distance of up vs down bars in relation to the farthest distance we had to go in the past. Buoyancy is always between +1 and -1, with values higher/lower than 0.3/-0.3 typically being unsustainable. █  HOW TO USE THE INDICATOR Load the indicator on an active chart (see here if you don't know how). The default configuration displays:  • Buoyancy as a monochrome gray line.  • A channel between buoyancy and its MA, colored in one of four colors. The MA is not plotted by default, but you can see where it is with the channel.   The default settings use an Arnaud Legoux moving average over 20 bars.  • A fill between the MA and the centerline, which can be one of two colors.  • A high level at 0.30, a low level at -0.30 and the centerline at zero. The default target is the sum of ​volume in the last 20 bars. █  FEATURES The indicator's settings allow you to define:  • A higher timeframe you want the calculations to be made on. Note that you should then ensure your chart's timeframe is always lower than the higher timeframe you specified,   as calculating on a timeframe lower than the chart's does not make much sense because the indicator is then displaying only the value of the last intrabar in the chart bar.  • The number of bars for which to add volume to obtain the target value that will be searched for in past up and down bars.  • The display of the buoyancy and MA lines, the channel between them and the fill between the MA line and the centerline.  • The type and length of the MA. Using the "Style" tab of the indicator's settings, you can change the type and width of the lines, and the level values. █  INTERPRETATION Buoyancy shares the properties and shortcomings of many oscillators:  • It tends to be noisy, which is why the MA line can be helpful.  • The safest way to use it may be as a rough sentiment indicator, i.e., by paying more attention to its bull/bear state above/below the centerline.  • The more intrepid traders will want to use the channel between the main line and the MA, as it will provide earlier information than main line crosses of the centerline. Decreasing the number of bars for which the source is added to calculate the target value will increase the noise level, somewhat like decreasing an MA's length would, but keep in mind that the number of bars is not the length of an MA. █  LIMITATIONS Under some circumstances, the indicator will display zero values because it cannot find the target in past bars. This will happen at the beginning of the dataset when not enough past bars have elapsed, or in the rarer cases anywhere in the dataset, when the target cannot be found in the `MAX_BARS_BACK` number of bars defined in the first line of the indicator's code (the default is 1000). The calculations use a very primitive interpretation of ​volume similar to that of OBV , where all the ​volume of a bar is attributed to either the up or down slot. The indicator nonetheless produces results I think can be useful because we are not so much calculating precise buying/selling pressure as trying to build a big picture of where past activity over many bars appears to be taking price. ​Volume data is notoriously high-variance; large values that come into or exit the calculations' ​scope can produce sudden variations in results, somewhat like the drop-off effect in moving averages. █  NOTES  • The script can be used with any chart timeframe, including seconds.  • Historical values will always produce the same results. In real time, values will change until the bar closes.
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LucF tarafından
10
Volume Distribution DeviationThis indicator explores the question - "Does a currency's PERCENTAGE of trading volume verses other currencies show an insight into market sentiment?" Specifically, it calculates the average market share based on the same time of day for a given number of days back (10 days by default) for trades involving the selected currency then presents fluctuations from that average as a percentage. For example, assume that currencies involving EUR (EURUSD, EURAUD, EURCAD etc…) on average account for 20% of trading volume at 8am GMT (London open) however today at London open EUR crosses account for 30% at London open – 50% higher than usual. Does this information give us a heads up for market sentiment for the next few hours? And what if EUR volume was 50% higher than average and USD was 30% lower than average – should we focus on EUR and pass on USD that session? Note that the indicator is not presenting information regarding volume quantity – it is showing you interest in that currency within the volume occurring that day. I already have an indicator that compares volume quantity to average volume quantity for that time of day, this takes the concept a little further and shows the normalised deviations from that average. So if USD volume was up 50% and NZD was up 50% they will show as equal on the indicator even though the actual traded volume of USD is probably x10 higher. I find the 15 minute timeframe gives the most meaningful data. I use an 8 window chart and display the deviations for each currency (NZD, AUD, JPY, CHF, EUR, GBP, CAD, USD). If you set to 'Automatic' the indicator will automatically chose the currency based on the currency you crossed with gold (OANDA:XAUNZD, OANDA:XAUAUD, OANDA:XAUJPY, OANDA:XAUCHF, OANDA:XAUEUR, OANDA:XAUGBP, OANDA:XAUCAD, OANDA:XAUUSD). I tend to look at the average deviation rather than an isolated spike. There are features in the indicator to try to summarise and highlight impactful data - highlighted deviations over a set tolerance (10% by default) and the SMA of the deviations. Good luck
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john_everist tarafından
Volume PressureBreaks down volume into buyers (green part) vs sellers (red part). It is recommended to set the volume's scale, especially if you switch tickers on the same chart. Follow these steps: Select the Volume Pressure indicator's 3 dots (...) Select Pin To Scale Select a separate scale from the main chart, such as Pin To New Left Scale (Z) Left click and hold the scale on the side of the chart and drag it up/down to bring the volume bars into the desired area To update to the latest version, just close the indicator and add it again.
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David-Hamilton tarafından
2
Volume+Price Action AlertThis script identifies sudden changes in both volume and price. You can set the sensitivities for both volume change and price change with respect to the moving averages. There are four inputs in this script: the first two parameters indicate the length for moving averages of volume and price and the last two parameters indicate how much the volume change (e.g. 2 times) or the price change (e.g. 0.01; that is 1 percent of close price) should be.
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UnknownUnicorn1746696 tarafından
15
volume 5 min smiley JayyThis script plots volume. Intraday volume forms a smiley high at both ends and low in the middle at least for the cash session which is what this script concerns itself with. I created this as a curiosity but I figure others might be interested. If you are using 5 min charts then it will also plot the average for that particular time slot going back 10, 20 or 30 days and presents the mean for that bar as a black line. It also calculates the standard deviation over that period of time. Clearly the volume data is positively skewed so the mean and standard deviation are a little misleading. That aside it does provide a interesting perspective. The script likely could be reduced in size to accomplish the same thing with less tedium but it is what it is. I likely will add an option for 15 minutes in the future. If you are using BATS data you will find errors in low volume stocks because BATS data sometimes misses bars. The calculation relies on 78 5 min bars in a day (9:30 to 16:00 hrs). I built a little checker in the format. If the red line does not show at the beginning of the day then smiley will not work. For example SPY works well but NUGT does not. I have not found an issue will real time data. There are a few options for bar colouring. They will be obvious when you play with them. current close versus last close, close versus open and volume relative to last bar.
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jayy tarafından
Volume to Candle Size RatioThe "Volume to Candle Size Ratio" indicator calculates the ratio of volume to candle size for any time-based candles. It offers user-defined thresholds for percentage change and absolute value, coloring histogram bars based on whether the ratio or percentage increase exceeds specified thresholds. This indicator helps traders visualize volume dynamics relative to candle size, aiding in identifying potential trading opportunities.
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TexasTrader104 tarafından