SPX Intraday Mood IndicatorThe SPX Intraday Mood Indicator tries to gauge the intraday market direction of the S&P 500 (SPX) by focusing on internal market data.
Based on the 0DTE Mood Indicator concept. Overall strength/weakness is converted into a directional Mood Percentage which can help with choosing a trade type.
Use at your own risk and discretion. Potential trade ideas offer no guarantees. Intraday Charts Only. Turn off extended hours data. Only works on SPX.
This first version is untested and I am only sharing it to gather feedback on its accuracy, use at your own risk.
TICK
Tick Renko Chart - Percent BasedA Renko Tick chart based on continuously adjusting percentage.
Live Renko bricks formed by tick data
Adjustable brick width
Outline mode, or line mode for more bricks
Scalp with a Renko, get weird.
The settings can and will break the script if you turn them up too high. Turning off outline mode will not look as nice, but can potentially allow for a larger number of bricks.
Tick Stream with Tick-Matching AnalysisThis is a simple live tick-chart with optional tick-matching.
Stream Live ticks
Set Matching conditions (price difference, volume or both)
Tick lines will increase in width when there's a match.
Optionally plot labels with volume and price change information.
Well-documented source code for pine nuts.
Tick Data DetailedHello All,
After Tick Chart and Tick Chart RSI scripts, this is Tick Data Detailed script. Like other tick scrips this one only works on real-time bars too. it creates two tables: the table at the right shows the detailed data for Current Bar and the table at the left shows the detailed data for all calculated bars (cumulative). the script checks the volume on each tick and add the tick and volume to the specified level (you can set/change levels)
The volume is multiplied by close price to calculate real volume .There are 7 levels/zones and the default levels are:
0 - 10.000
10.000 - 20.000
20.000 - 50.000
50.000 - 100.000
100.000 - 200.000
200.000 - 400.000
> 400.000
With this info, you will get number of ticks and total volumes on each levels. The idea to separate this levels is in order to know which type of traders trade at that moment. for example volume of whale moves are probably greater than 400.000 or at least 100.000. Or volume of small traders is less than 10.000 or between 20.000-50.000.
You will get info if there is anomaly on each candle as well. what is anomaly definition? Current candle is green but Sell volume is greater than Buy volume or current candle is red but Buy volume is greater than Sell volume . it is shown as (!). you should think/search why/how this anomaly occurs. You can see screenshot about it below.
also "TOTAL" text color changes automatically. if Buy volume is greater than Sell volume then its color becomes Green, if Sell volume is greater than Buy volume then its color becomes Red (or any color you set)
Optionally you can change background and text colors as shown in the example below.
Explanation:
How anomaly is shown:
You can enable coloring background and set the colors as you wish:
And Thanks to @Duyck for letting me use the special characters from his great script.
Enjoy!
Tick RenkoTick Renko, bars are formed on live chart.
note:there is a issue that creates artifacts while there is not enough history loaded.
Tick ChartHello All,
Tick Chart is created using ticks and each candlestick in Tick Chart shows the price variation of X consecutive ticks ( X : Number of Ticks Per Candle ). for example if you set Number of Ticks Per Candle = 100 then each candlestick is created using 100 ticks. so, Tick Charts are NOT time-based charts (like Renko or Point & Figure Charts). Tick is the price change in minimum time interval defined in the platform. There are several advantages of Tick Charts. You can find many articles about Tick Charts on the net.
Tick Chart only works on realtime bars.
You can set " Number of Ticks Per Candle " and " Number of Candles" using options. You can change color of body, wicks abd volume bars as well.
The script shows current, minimum, maximum and average volumes. it also shows OHLC values on the last candle.
Tick Chart using different number of ticks
Volume info:
Enjoy!
Tick Delta VolumeExperimental:
this script only works on live updating bars(market open and live), the longer it runs the more accurate it will be.
displays:
- total intrabar volume processed(may not be equal to volume).
- last delta tick change in volume.
- this bar delta avg and stdev per tick.
- a overall of all live candles processed avg and stdev of the deltas processed.
Mod and Round To Tick FunctionI have not found this function anywhere on Tradingview but it can be very useful in setting orders in a strategy and non-integer boundaries for certain indicator designs. Its a bit underwhelming, but in other languages you can call a mod() function and the output will be the remainder of the integer.
If you want to set an order at a specific tick value, particularly in futures, you can't set it at a specific tick when using calculated values like ATR or Standard Deviation without a function like this.
It can also be used to clean up certain band/envelope style indicators if you want to have a straight line, but don't want to simply round to an integer.
Credit for the round to tick aspect goes to the eternal fountain of resources, the Backtesting & Trading Engine script from @pinecoders
This is just another tool to throw in the box for when you might need it.
Cross impro test by Canundo Crossover Crossunder Tick valuesThis is a script where I tried to check the following things:
Even thought the tick of an asset is, for example 0.5, there are calculated prices, like SMA's that have even more decimals. Leading to crosses happening that for example happen at the same price. Consequently triggering totally useless in side markets. What happens if SMA values are restricted to the tick resolution? (Option works on it's own or with a combination of the others.)
What happens if I set my own tick value, like 0.8 instead of 0.5, what will be the effect for calculated values that are used for crossings? Will tick sizes improve the success rate? (This option will work only when the first option is active.)
Can success rate, especially for sideway markets be improved when adding a spread between MA's, so that it triggers less in sideway markets? (Option works on it's own or with a combination of the others.)
First of all, I had a hard time to round prices properly when it needs to be dynamic and working for different assets with different amounts of decimal values in the tick. The solution is that abs(floor(syminfo.mintick)) will give you the amount of decimals a tick has. It works for all ticks that are at least lower than 10. I'm not sure how huge ticks are out there. I did not implement this solution at the end since I found another way to test it.
Findings:
The first option, when activated, takes out half the trades and raises the percent profitability by 8% so there is some effect. However, all of the tested options have less advantage than I hoped for but are nevertheless something worthy for sideway markets. The first option just forces the MA's from the example to use the tick resolution.
See these two images. One when the first option is off, the second when it's active.
The lines are the MA's with adjusted values, the crosses are the places of the MA's when left as is.
Here a screenshot of the third option set to the value 2 on the 1 minute XBTUSD chart.
The advantage is that less trades trigger that have a low change in price and so less trading fees will happen.
The disadvantage is that all options can implement some delay for a crossing since the crossing will trigger once a slightly bigger move into the direction was taken.
This test environment was not meant to be profitable but to test the effects.
Maybe someone finds it interesting or wanted to test the same, so here you can save some work.
TICK IndicatorThis indicator is meant for primarily day trading. This indicator displays TICK in an easy to follow format and becomes more visible when there is a strong move in either direction
NYSE Volume UP FLOW VS Down FLOW ULTIMATE VOLDNYSE Volume UP FLOW VS Down FLOW ULTIMATE StokedStocks
BASED OFF THE VOLD INDEX
The VOLD (also $VOLD) is the difference between the up volume and down volume on the NYSE. i.e. NYSE $UVOL minus $DVOL; the net up volume.
If you consider that VOLD is the net value between UVOL (up volume) and DVOL (down volume) then you need to understand these two to understand VOLD.
UVOL or DVOL are a total of the volume on all stocks that are up or down in price. Up or down is based on the previous session's closing price. The size of the stock's price change is irrelevant.
If the stock is up only $.01, then its volume is grouped into the UVOL total. If that stock's price then drops by $.02 it will be down $.01 and the day's volume for that stock will now be grouped with the DVOL total.
Note that when a stock moves from being an up stock to a down stock its volume will be removed from the UVOL total and added to the DVOL total. Say the stocks volume is 1 million shares when it moves from up to down. The DVOL will increase by 1 million and the UVOL will decrease by 1 million which means that VOLD will decrease by 2 million.
NYSE Up/Down Volume Ratio is often used as a barometer for stocks trading on all U.S. Exchanges even though it is calculated based on stocks listed on the New York Stock Exchange.
NYSE Up/Down ratio represents the volume of NYSE stocks that are advancing divided by the volume of declining stocks.
The volume of advancing stocks or upside volume is the sum of the volume or the number of shares traded associated with stocks that closed higher.
The downside volume is the total number of shares traded that are associated with stocks that closed lower.
The interpretation of the NYSE Up/Down ratio is rather simple. A value higher than one indicates that there is more volume associated with up stocks than with down stocks and it is usually interpreted as a bullish signal.
Obviously, a bearish signal occurs when the NYSE Up/Down ratio is lower than one, which tells us that there are more volume associated with down stocks than with up stocks.
Check out my other indicators and website stokedstocks.wordpress.com for tons of free stock training books and pictures and settings
Market Internals [Makit0] MARKET INTERNALS INDICATOR v0.5beta
Market Internals are suitable for day trade equity indices, named SPY or /ES, please do your own research about what they are and how to use them
This scripts plots the NYSE market internals charts as an indicator for an easy and full visualization of market internal structure all in one chart, useful for SPY and /ES trading
Description of the Market Internals
- TICK: NYSE stocks ticking up vs stocks ticking down, extreme values may point to trend continuation on trending days or reversal in non trending days, example of extreme values can be 800 and 1000
- ADD: NYSE stocks going up vs stocks going down, if price auctions around the zero line may be a non trend day, otherwise may be a trend day
- VOLD: NYSE volume of stocks up vs volume of stocks going down, identify clearly where the volume is going, as example if volume is flowing down may be a good idea no to place longs
- TRIN: NYSE up stocks vs down stocks ratio divided by up volume vs down volume ratio. A value of 1 indicates parity, below that the strength is on the long side, above the strength is in the short side.
A basic use of market internals may be looking for divergences, for example:
- /ES is trading in a range but ADD and VOLD are trending up nonstop, may /ES will break the range to the upside
- /ES is trading in a range and ADD and VOLD are trading around the zero line but got an extreme reading on TICK, may be a non trending day and the TICK extreme reading is at one of the extremes of the /ES range, may be a good probability trade to fade that move
- /ES is trading in a trend to the downside, ADD and VOLD too, you catch a good portion of the move but are fearful to flat and miss more gains, you see in the TICK a lot of extreme values below -800 so your're confident in the continuation of the downtrend, until the TICK goes beyond -1000 and you use that signal to go flat
Market internals give you context and confirmation, price in /ES may be trending but if market internals do not confirm the move may a reversal is on its way
Price is an advertise, you can see the real move in the structure below, in the behavior of the individual components of the market, those are the real questions:
- How many stocks are going up/down (ADD)
- How many volume is flowing up/down (VOLD)
- How many stocks are ticking up/down (TICK)
- What is the overall volume breath of the market (TRIN)
FEATURES:
- Plot one of the four basic market internal indices: TICK, ADD, VOLD and TRIN
- Show labels with values beyond an user defined threshold
- Show ZERO line
- Show user defined Dotted and Dashed lines
- Show user defined moving average
SETTINGS:
- Market internal: ticker to plot in the indicator, four options to choose from (TICK, ADD, VOLD and TRIN)
- Labels threshold: all values beyond this will be ploted as labels
- Dot lines at: two dotted lines will be plotted at this value above and below the zero line
- Dash lines at: two dashed lines will be plotted at this value above and below the zero line
- MA type: two options avaiable SMA (Simple Moving Average) or EMA (Exponential Moving Average)
- MA length: number of bars to calculate the moving average
- Show zero line: show or hide zero line
- Show dot line: show or hide dotted lines
- Show dash line: show or hide dashed lines
- Show labels: show or hide labels
GOOD LUCK AND HAPPY TRADING
TICK Extremes IndicatorSimple TICK indicator, plots candles and HL2 line
Conditional green/red coloring for highs above 500, 900 and lows above 0, and for lows below -500, -900, and highs above 0
Probably best used for 1 - 5 min timeframes
Always open to suggestions if criteria needs tweaking or if something else would make it more useful or user-friendly!
Tick Tick BoomThis is THE tick tick boom method from the GOLD MINDS group!
When we enter a trade the line changes color.
If your charts are not in UTC time then you can adjust the UTC offset time. If your charts are in UTC-9 then set this to 9, if you are in UTC+1 set this to -1, if your charts are un UTC then set this to 0.
I noticed daily pivots, support, and resistance levels are pretty useful targets here. Uncheck the box if you would like to see the levels.
Many thanks to Dimitri Wallace!
Cumulative TickThis is a script that I use to plot the cumulative TICKS. It resets at the beginning of the session (or whatever time is entered on the input variable) and then starts adding, or subtracting if negative).
TICKv2USI:TICK
FX:SPX500
CME_MINI:ES1!
High/Low/Close/SMA of $TICK
Changes:
editable SMA lenght of HL/2 instead of ema of ohlc4. (green line)
added close (yelllow).
added 4 more editable lines.
