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JSE Wyckoff Wave Volume Code// The Stock Market Institute (SMI) describes an propriety indicator the "SMI Wyckoff Wave" for US Stocks. This code is an attempt to make a Wyckoff Wave for the Johannesburg Stock Exchange (JSE). // The JSE Wyckoff Wave is in a separate code. This is the code for the volume of the wave. Please see code for the JSE Wyckoff Wave which goes with this indicator. // // The Wave presents a normalized price for the 10 selected stocks (An Index for the 10 stocks). // The theory is to select stocks that are widely held, market leaders, actively traded and participate in important market moves. // This is only my attempt to select 10 stocks and a different selection can be made. // I am not certain how SMI determine their weightings but what I have done it to equalize the Rand value of the stock volumne so that moves are of equal magnitude. // The then provides a view of the overall condition of the market and volume flow in the market. // // I have used the September 2018 price to normalize the stock price for the 10 selected stocks based. The stocks and weightings can be changed periodically depending on the performance and leadership. // // Please, let me know if there is a better work around this. The stocks and their weightings are: "JSE:BTI"/0.79 "JSE:SHP"/2.87 "JSE:NPN"/0.18 "JSE:AGL"/1.96 "JSE:SOL"/1.0 "JSE:CFR"/4.42 "JSE:MND"/1.40 "JSE:MTN"/7.63 "JSE:SLM"/7.29 "JSE:FSR"/8.25
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SteynTrade tarafından
1
pipe_finder. Reversal Indicator for Pipe Top & Bottom Patterns.Simple indicator to find pipe bottom and top patterns. Definition: - Pipe Bottom: - Positive Difference from Open and Close is greater than the average thickness of the last "x" candles multiplied by sensitivity "y" - The previous candle is red and the current candle is green - Trend Definition - (Trend for EMA length 'z" has a slope less than 0 or pointed downwards) - The average of the current and previous candle's volume is greater than the average volume for the last "n" candles. - Pipe Top: - Positive Difference from Open and Close is greater than the average thickness of the last "x" candles multiplied by sensitivity "y" - The previous candle is green and the current candle is red - Trend Definition - (Trend for EMA length 'z" has a slope greater than 0 or pointed upwards) - The average of the current and previous candle's volume is greater than the average volume for the last "n" candles. Settings: Sensitivity: How thick do the pipe candles have to be? (Greater sensitivity = more alerts) Candle Thickness Average Period: The number of past candles used for measuring the average body size of candlestick. Filter EMA Length: Length of the EMA used to filter between bull trends and bear trends. Volume EMA Length: Length of the volume EMA.
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andrewqiu9774 tarafından
VWMA + SMA BBollinger + RSI Strategy (ChartArt) mod by BiO618This is a script I remade from the original ChartArt's "CA_RSI_Bolling_Strat". I added a VWMA following the SMA basis curve. BBand was made with the SMA curve, +2DS. The point of adding VWMA to the script is to get a fast correlation between price change and volume change. How to interpret it: Since 3-Intervals-VWMA = (P1*V1 + P2*V2 + P3*V3) / (V1+V2+V3) As the volume grows, VWMA get smaller. If the price goes to the upper band, and the VWMA follows it, Price grew more than Volume, and a correction would happen soon. If the price goes to the lower band, and the VWMA follows it, Price dipped with a lot of Volume, and a continuation of trend would be expected. If the price goes to the upper band, and the VWMA stays close to SMA, Price grew with a correspondient Volume, and the continuation of trend would be expected. If the price goes to the lower band, and the VWMA stays close to SMA, Price dipped with low Volume, a correction would happen soon. Remember that NO INDICATOR is flawless, support your interpretation with other indicators like RSI and MACD. Hope you enjoy it! φ!
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BiO-618 tarafından
1
Accumulation/Distribution Volume (ADV) [cI8DH]This is the simplified and optimized version of my original ADV indicator. It shows both regular volume bars and the accumulated/distributed (A/D) portion of them. The equation is elegant and intuitive. It calculates candle body to candle height ratio and multiplies it by volume: volume*(close-open)/(high-low). This is the building block of my three other indicators, ADL, ADP and ADMF. - The volume bars has two shades of green and red. The dark shade shows amount of A/D and the light shade shows total volume (what you see on a regular volume indicator). When money volume is enabled, volume is multiplied by price. As you can see in the chart below, trade volume in terms of USD was growing over the past years. - Blue line is the moving average of A/D and the orange line is for total volume. When "Baseline Chart" option is enabled, this moving average is identical to ADMF indicator which can be a powerful indicator for assessing buy/sell pressure as well as money flow and volume divergences. You can turn off volume bars (from style menu) for better visibility or you can use the below indicators. Please note that ADMF is now available as a part of ADP indicator as well and I recommend using the latter since ADP can also replace CMF and MFI indicators. - If you change the aggregation to cumulative (while having money volume disabled), the gray line becomes identical to On Balance Volume (OBV) and the blue line identical to my ADL indicator. The latter I would argue is more accurate than Chaikin's ADL, William's A/D and OBV.
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cI8DH tarafından
25
Volume Share - Bitcoin Retail % [cryptorae]I've been keeping my eyes on retail BTC trading volume as a % of total BTC trading volume (charted). It's the single best chart showing the death of sentiment in this bear market. Retail fell to as low as 5.6% on 6/8. The good news is that the % has stabilized at these levels. I think retail interest will need to trend higher in tandem with higher price moves for us to break through key resistance levels. To know why, let's look closer at the anatomy of the recent bull and bear market. In the 2017 bull market: - Retail interest trended higher or sideways with each drive up - Average retail volume share was ~46% In other words, price movements were dominated by infusions of new money. In the 2018 bear market: - Retail interest trended LOWER with each recovery in price - Average retail volume share was ~15% In other words, price movements were dominated by money exchanging through the hands of traders. Open thoughts: - If the bear market persists and prices reach critical levels, I think that retail % would spike as some finally rush for the exit and new investors happily jump in - If prices recover w/o a sustained increase in retail %, I'd not be so quick to call a bull market Things I classify as "retail": - Bitflyer - Bithumb - Coinbase - Bistamp - Kraken Things classified as "non-retail" - Bitmex - Bitfinex The formula is retail / (retail + non-retail) The script is open for you to modify if you disagree. Let me know your thoughts/tweaks.
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cryptorae tarafından
12
Oil ETF VolumeDirexxion Daily has both 'bear' and 'bull' oil ETFs. This tracks the volume in both combined. It also tracks them individually: the bear ETF is the red line, and bull the green. NOTE: the color of the volume bars is determined by whatever ticker you're currently looking at, and whether current close is gt/lt previous close. It is intended to be used while looking at the USOIL chart. The colors will be inverted if you're looking at the 'bear' ETF! as the higher closes will actually mean price is going down :D
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some_guy tarafından
2
Accumulation/Distribution Money Flow [Cyrus c|:D]This indicator should be more accurate than other indicators in its class (including MFI, CMF, ADL, and OBV) for measuring buy/sell pressure, identifying trend change through divergence and calculating Accumulation/Distribution (A/D) level (I will explain why in a separate TA). This indicator is based on my previous indicator "Accumulation/Distribution Volume". It does not include the volume bars. The volume effect is adjustable as well. Application: - Buy/sell pressure: above 0 shows buy pressure, below 0 shows sell pressure. - Divergence: as shown in the chart above, this indicator diverged from BTC price during swing lows and highs in the shown period. - Accumulation/distribution: set Aggregation=Sum, Volume Exponent=10 and uncheck Price Factor. Recommendations: - Never use SMA - Use larger length EMA for confirmation of divergence or buy/sell pressure (EMA 27 is equal to RMA 14 which is used in RSI). . A/D mode is not recommended for hidden divergence. My Setup: - I use one instances of this indicator with default settings for buy/sell pressure - A second instance for A/D level overlaid on the main chart - One instance of "Accumulation/Distribution Volume" as a replacement for volume indicator This indicator can also replicate Accumulation/Distribution Line (improved by True Range), On Balance Volume, and Price Volume Trend. Read more details on the description of the previous indicator: I strongly recommend reading about similar indicators for potential uses e.g. www.tradingview.com(MFI) and www.tradingview.com(PVT) I will publish a TA about correctly measuring divergence and using these indicators. Please report any problems you find in the comments.
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cI8DH tarafından
55
Accumulation/Distribution VolumeThis is a simple yet powerful indicator that can replace volume, Money Flow, Chaikin Money Flow, Price Volume Trend (PVT), Accumulation/Distribution Line (ADL), On Balance Volume (OBV). When "Baseline Chart" option is disabled, it looks similar to regular volume. The volume bars has two shades of green and red. The dark shade shows amount of accumulation and the light shade shows total volume (what you see on a regular volume indicator). Blue line is the moving average (or cumulative total) of A/D and the gray line is for total volume. When money volume is enabled, volume it multiplied by price. As you can see in the chart below, trade volume in terms of USD was declining after ATH. This is not the case in regular volume chart which shows instrument volume (chart above). In Baseline view, the aggregation method you choose can turn it into different indicators. With EMA/SMA aggregation, blue and gray line shows buy/sell pressure. At 0, there is not buy or sell pressure. If you turn off volume bars (from style menu), it gives you a reliable indicator to measure divergence. This should be more reliable than most other range-bound indicators (i.e. RSI, MFI, CMF). I will publish a TA about correctly measuring divergence (it's a must read even if you are a pro trader). Make sure that the length is set to a large number on smaller TFs such as 4h. For following results, set aggregation to cumulative and turn off money volume: When wick weight=0, the GRAY line is identical to OBV indicator. When normalized by spread and wick weight=10, the BLUE line is identical to ADL (improved by true range). When normalized by previous bar price, wick weight=0, the BLUE line is identical to PVT. How I use this indicator: - Baseline chart, replaced my regular volume indicator - Mostly 4h TF for divergence - EMA aggregation (and occasional cumulative aggregation) with length above 50. I change the length to 100 and 200 for confirmation. - Wick weight=0 or max 2. With this indicator, you can learn how different indicators are built and how they are different from each other. I will publish a TA to explain more about different indicators and their pros and cons. I will publish this indicator without volume bars and additional options to make it range bound.
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cI8DH tarafından
36
Volume Factored Relative Strength Index (VFRSI)RSI is an indicator that is dependent only on price. I modified RSI to factor in volume as well. On BTC chart presented above, VFRSI is more accurate than RSI in detecting extreme conditions (green line is VFRSI). In some instances, it seems to be better than RSI in detecting divergences as well (scroll to March 2018). In smaller time frames, it reduces the bart effect present on RSI without compromising responsiveness (unlike moving averages). Features: - Parameterized variables - Includes regular RSI - Includes an adjustable weight factor to reduce the effect of volume. At 0, it is identical to RSI. PS: If you have seen a similar indicator, please let me know. Otherwise, this indicator has the potential to replace regular RSI. Your feedback is very welcome :) c|:D
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cI8DH tarafından
30