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Volumedelta

BTC Net Volume (Spot) (by JaggedSoft, fixed by SLN)• WHAT: This indicator plots the aggregated net volume delta of BTC spot pairs from 8 exchanges over the last 60 periods (default settings). Tracks the following pairs: "BINANCE:BTCUSDT" "BITFINEX:BTCUSD" "POLONIEX:BTCUSDT" "BITTREX:BTCUSDT" "COINBASE:BTCUSD" "BITSTAMP:BTCUSD" "KRAKEN:XBTUSD" "BITGET:BTCUSDT" "GEMINI:BTCUSD" • HOW TO USE: Used for confirmation when watching futures that can experience quick movements in the form of liquidation-events. If the oscillator is green or trending upward, it's confirming a positive bias. The inverse is true for a negative bias. This is especially true on higher timeframes. Can also be used to find correlations between different tech-assets. • NOTES: I forked JaggedSofts indicator to fix the data-source error it was having. Let me know if you want to customize exchanges or add more pairs, maybe I can add that in the future! This indicator replaces the outdated alternative linked here : Please only use this one • LIMITATIONS: Only tested with normal japanese candlesticks . • THANKS: to the creator of this script, JaggedSoft. It's a great indicator! • DISCLAIMER: Not financial Advice, use at your own risk.
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stresslessness tarafından
Volume Spread AnalyzerThis indicator is unseen on Tradingview and wants to be the number 1 indicator for the volume spread analysis. Its formula, as simple as useful, compares the effort (volume) of the candle with the results, or the price movement. This way it's possible to apply the famous Volume Spread Analysis with a simple and complete indicator that's 100% objective. This indicator can be used on almost any market, but it gives the best results on markets which has constant and high volume, like forex markets, for example. There are 4 different modes that you can choose from, and all of the use different approaches and techniques to measure the same concept: the efficiency of the price compared to the effort of buyers and sellers: 1. The first one analyzes the formula for ONLY buy candles and ONLY for sell candles, and then plots the column oscillator to show the difference. 2. The second function shows the same formula but applied to any candle, and then confronts the two lines generated by the effort of the positive candle and the negative one as an area. You also have a single-step line on the chart that shows the real-time single-candle effort to result from efficiency. 3. Comparison between the single candle effort and the average efficiency, useful to filter out bad entry candles that could lead to a stop loss. 4. Absorbion analyzer: with this option, you can choose between the single candle and multi-candle mode. 4.1: Single candle mode display, as a pink circle on the oscillator, the candles that are more likely an absorption. 4.2: Multi-candle mode display the summation of the single candle value, to analyze the entire movement and identify the part of the trend that can be absorbed when compared to the other. For almost any function o the indicator, the fast line input changes the fast line that you see on the chart (i suggest not increasing it above 3 for optimal results), and the slow line changes the moving average or the area that shows the difference between the other lines, you can set the slow line to 1 to have as a result the simple difference of the other lines, or you can set it to a higher value like 50 to show the middle or long term bias.
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OmegaTools tarafından
1
Aggregated Volume Spot & Futures ⚉ ＯＶＥＲＶＩＥＷ ⚉ The indicator presents a comprehensive approach to Aggregated Volume Data . Works on almost all CRYPTO Tickers! The script also includes several input parameters that allow the user to control which exchanges and currencies are included in the aggregated data. This script allows the user to choose from several data display modes, including volume, spot & perp, delta, cumulative delta, and others. The user can also choose how volume is displayed (in assets, U.S. dollars or euros) and how it is calculated (sum, average, median, or dispersion). WARNING Indicator is for CRYPTO ONLY. ______________________  ⚉ ＳＥＴＴＩＮＧＳ ⚉ ‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾ Mode — Choose Mode.     • Volume — This displays the Volume     • Volume (Colored) — Shows aggregated volume but applying different volume colors for different exchanges.     • Delta — This displays the difference between the number of sellers and buyers.     • Cumulative Delta — This displays the cumulative delta between sellers and buyers.     • Spot & Perp — Shows Spot and Futures volume at the same time.     • Delta (Spot - Perp) — Shows the difference between Spot and Futures Volume.     • Liquidations — Displays Potential Liquidations. (Calculated between the difference in volume between Futures and Spots)     • OBV — On Balance Volume.     • MFI — Money Flow Indicator. •   Data Type — Choose Single or Aggregated data.     • Single — Show only current Volume.     • Aggregated — Show Aggregated Volume. Volume By — You can also select how the volume is displayed.     • COIN — Volume in Actives.     • USD — Volume in United Stated Dollar.     • EUR — Volume in European Union.     • RUB — Volume in Russian Ruble. Calculate By — Choose how Aggregated Volume it is calculated.     • SUM — This displays the total volume from all sources.     • AVG — This displays the average price of the volume from all sources.     • MEDIAN — This displays the median volume from all sources.     • VARIANCE — This displays the variance of the volume from all sources.         * 🡅 Be Careful, Reacts to Every Mode. Additional features     • Show MA — Show Movieng Average of Volume.          • MA Period — Period of MA.     • Lookback — Lookback period for 'Cumulative Delta' and for 'MFI'.     • Liquidation Filter — Filters out small or negative difference values.     • Show Table — Table shows the current volume of the last candle. Also in the Mode "Colored" shows the color of exchanges if they have volume. ________________  ⚉ ＮＯＴＥＳ ⚉ ‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾ I don't pretend to be the best choice for calculating CVD , Delta and Liquidations, the calculations are chosen to be optimal from what I have seen and know. If you have any ideas what to add to my work to add more sources or make calculations cooler, suggest in DM .
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HALDRO tarafından
68
Igniting CandlesDisplays (and alerts) abrupt changes in volume, by default it compares previous candle volume to the current one but average volume over custom look-back period can be specified. Simply adjust filter to the volume change (or average volume) required before visual indication and alert will fire. The theory is that large changes in volume forecast the future movement; certainly combine this indicator with other tools to build a more sound trading plan.
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TradeSeekers tarafından
1
Open Interest Profile (OI)- By LeviathanThis script implements the concept of Open Interest Profile, which can help you analyze the activity of traders and identify the price levels where they are opening/closing their positions. This data can serve as a confluence for finding the areas of support and resistance , targets and placing stop losses. OI profiles can be viewed in the ranges of days, weeks, months, Tokyo sessions, London sessions and New York sessions. A short introduction to Open Interest Open Interest is a metric that measures the total amount of open derivatives contracts in a specific market at a given time. A valid contract is formed by both a buyer who opens a long position and a seller who opens a short position. This means that OI represents the total value of all open longs and all open shorts, divided by two. For example, if Open Interest is showing a value of $1B, it means that there is $1B worth of long and $1B worth of short contracts currently open/unsettled in a given market. OI increasing = new long and short contracts are entering the market OI decreasing = long and short contracts are exiting the market OI unchanged = the net amount of positions remains the same (no new entries/exits or just a transfer of contracts occurring) About this indicator *This script is basically a modified version of my previous "Market Sessions and Volume Profile by @LeviathanCapital" indicator but this time, profiles are generated from Tradingview Open Interest data instead of volume (+ some other changes). The usual representation of OI shows Open Interest value and its change based on time (for a particular day, time frame or each given candle). This indicator takes the data and plots it in a way where you can see the OI activity (change in OI) based on price levels. To put it simply, instead of observing WHEN (time) positions are entering/exiting the market, you can now see WHERE (price) positions are entering/exiting the market. This is the same concept as when it comes to Volume and Volume profile and therefore, similar strategies and ways of understanding the given data can be applied here. You can even combine the two to gain an edge (eg. high OI increase + Volume Profile showing dominant market selling = possible aggressive shorts taking place) Green nodes = OI increase Red nodes = OI decrease A cluster of large green nodes can be used for support and resistance levels (*trapped traders theory) or targets (lots of liquidations and stop losses above/below), OI Profile gaps can present an objective for the price to fill them (liquidity gaps, imbalances, inefficiencies, etc), and more. Indicator settings 1. Session/Lookback - Choose the range from where the OI Profile will be generated 2. OI Profile Mode - Mode 1 (shows only OI increase), Mode 2 (shows both OI increase and decrease), Mode 3 (shows OI decrease on left side and OI increase on the right side). 3. Show OI Value Area - Shows the area where most OI activity took place (useful as a range or S/R level ) 4. Show Session Box - Shows the box around chosen sessions/lookback 5. Show Profile - Show/hide OI Profile 6. Show Current Session - Show/hide the ongoing session 7. Show Session Labels - Show/hide the text labels for each session 8. Resolution - The higher the value, the more refined a profile is, but fewer profiles are shown on the chart 9. OI Value Area % - Choose the percentage of VA (same as in Volume Profile's VA) 10. Smooth OI Data - Useful for assets that have very large spikes in OI over large bars, helps create better profiles 11. OI Increase - Pick the color of OI increase nodes in the profile 12. OI Decrease - Pick the color of OI decrease nodes in the profile 13. Value Area Box - Pick the color of the Value Area Box 14. Session Box Thickness - Pick the thickness of the lines surrounding the chosen sessions Advice The indicator calculates the profile based on candles - the more candles you can show, the better profile will be formed. This means that it's best to view most sessions on timeframes like 15min or lower. The only exception is the Monthly profile, where timeframes above 15min should be used. Just take a few minutes and switch between timeframes and sessions and you will figure out the optimal settings. This is the first version of Open Interest Profile script so please understand that it will be improved in future updates. Thank you for your support. ** Some profile generation elements are inspired by @LonesomeTheBlue's volume profile script
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LeviathanCapital tarafından
20
CVD Ichimoku(s)ENGLISH What is this indicator? This is a combination of two indicators: the CVD - Cumulative Volume Delta Candles published by TradingView (version v3 2022.07.11) with two Ichimoku clouds: one for the current time frame and another for a bigger time frame. The user of the indicator can define that bigger time frame with a multiplier. By default it multiplies x6 the current TF (for example, if you watch at the 1 hour time frame the second kumo belongs to 6 hour TF). Additionaly, an orange line replicates the senko span A without displacement. It is extra layer of visual information that can be hidded from settings. How it should be used? Delta Volume indicators can be hard to read. This format gives the trader an overview of where the agressive buyers/sellers are in relation to past market orders. And relative to price if used in combination with the classic Ichimoku indicator on price. I recommend to use it as a support for your ideas applying Ichimoku's calculations deep knowledge. CATALÀ* Què és aquest indicador? És una combinació de dos indicadors: el CVD - Cumulative Volume Delta Candles publicat per TradingView (versió v3 2022.07.11) amb dos Ichimoku clouds: on pel time frame actual i un altre per un time frame superior. L'usuari de l'indicador pot definir aquest time frame superior mitjançant un multiplicador. Per defecte multiplica x6 el TF actual (per exemple, si uses l'indicador al time frame d'1 hora, el segon kumo correspondrà al TF de 6 hores). Adicionalment hi ha una línia taronja que replica el senko span A sense desplaçament. És una capa extra d'informació visual que pot ser amagada des de la configuració. Com s'ha de fer servir? Els indicadors de Delta Volume poden ser difícils de llegir. Aquest format dona al tradejador una visió global d'on són els compradors/venedors agressius en relació al mercat d'ordres passat. I relatiu al preu en combinació amb el clàssic indicdor Ichimoku sobre preu. Recomano usar-lo com a suport per les teves idees aplicant un profund coneixement dels càlculs d'Ichimoku. *Catalan is a language speaked since 8th century in most eastern territories of the current Spain (Catalunya, Illes Balears, País Valencià), south of France and some zones of Italy. Catalan is spoken by some 9,000,000 people in Spain and some 125,000 in France, as well as by some 30,000 in Andorra and some 40,000 in Alghero.
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hakunamatata007 tarafından
4
Volume composition / quantifytools— Overview While net volume is useful information, it can be a blunt data point. Volume composition breaks down the content of volume, allowing a more detailed look inside each volume node. Volume composition consists of the following information: Total volume (buy and sell). By default gray node. Dominating volume (buy or sell). By default dark green/dark red node. Dominating active volume (buy or sell). By default light green/light red node. Dominating volume as percentage of total volume. Dominating active volume as percentage of total active volume. Buy and sell volume is defined by volume associated with lower timeframe up/down moves. This classification is further broken down to passive/active, standing for decreasing/increasing volume, e.g. a move up with volume higher than previous bar volume = active buy volume, a move up with volume lower than previous bar volume = passive buy volume. Volume data is fetched from a lower timeframe that is automatically adjusted to fit the timeframe you're using. By default, the following settings are applied: Charts <= 30 min: 1 minute timeframe Charts > 30 min & <= 3 hours : 5 minute timeframe Charts > 3 hours & <= 8 hours : 15 minute timeframe Charts > 8 hours & <= 1D: 1 hour timeframe Charts > 1D & <= 3D : 2 hour timeframe Charts > 3D: 4 hour timeframe Timeframe settings can be changed via input menu. The lower the timeframe, the more precision you get but with the cost of less historical data and slower loading time. Users can also choose which source to use for determining buy/sell volume, e.g. using close as source, a close that is higher than previous close would be considered as buy volume. This could be replaced with OHLC4 for example, resulting in a volume direction based on OHLC average. Volume composition of current chart can also be replaced with any other chart volume composition: — Visuals Breakdown of visual elements: 1. Symbol and timeframe used for volume composition calculations. By default the chart that is viewed and automatically selected lower timeframe. 2. Dominating volume threshold exceeded. Can be defined via input menu, 70% of total volume by default. 3. Dominating volume as percentage of total volume. Plotted below volume nodes, without % symbol. 4. Dominating active volume, + or - symbol, standing for buy and sell. Plotted below dominating volume percentage. When dominating volume and dominating active volume sides are in a disagreement (e.g. dominating volume is on buy side while dominating active volume is on sell side) this symbol will appear inside brackets, (+) or (-). 5. Dominating active volume as percentage of total active volume. Plotted below +/- symbol. 6. Dominating active volume threshold exceeded. Can be defined via input menu, 70% by default. Dominating volume & active volume percentages can be rounded to single numbers to avoid clutter caused by overlapping values. The percentage values will be rounded to closest single number value, e.g. dominating volume percentage at 54% = 5, dominating volume percentage at 55% = 6. Volume anomalies can be highlighted on the chart with a color for studying the events and their past implications in greater detail. Available anomalies for highlights are the following: Buy volume threshold exceeded Sell volume threshold exceeded Active buy volume threshold exceeded Active sell volume threshold exceeded Volume & active volume divergence — Practical guide Volume is arguably one of the most important data points as it directly relates to liquidity. High volume can be an indication of strength (price likely to continue moving) or absorption (price likely to halt/turn). Same applies to active volume, but with an element of aggression. High active volume serves as an indication of exuberance or otherwise forceful transacting, like stop losses triggering. With these principles in mind, the composition of volume allows distinguishing potentially important events. Example #1 : Identifying areas of trapped market participants Often when volume spikes distinctively, we can make the case that price has found sufficient liquidity to halt/turn. Since we know which side was absorbed, in what quantity and type (passive/active), we can identify areas of trapped market participants. In such scenarios, the higher the dominant active volume and volume spike itself, the better. Example #2 : Identifying a healthy trend A healthy trend is one that has an active and consistent bid driving it. When this is the case, it can be seen in consistently supportive active volume. Example #3 : Identifying inflection points When dominant side of volume and dominant side of active volume diverge, something is up. A divergence often marks an area of indecision, hinting an imminent move one way or the other.
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quantifytools tarafından
100
Volume CVD and Open Interest HeatmapTaking Volume and Open Interest data to the next level of visualization I created a 'heatmap'. The indicator uses a colour gradient and plots boxes from the source candle to the current candle with one of the following data sources: - Volume - the total volume of transactions, buys and sells - Up Volume - the total volume from buys only - Down Volume - the total volume from sells only - Up/Down Volume (Net) - the difference in the Buy Volume and Sell Volume - Cumulative Delta - the sum of the up/down volume for the previous 14 bars - Cumulative Delta EMA - a smoothed average of the sum of the up/down volume for the previous 14 bars, over a 14 period EMA - Open Interest - a user defined ticker, whose value is added to the plot, while this is designed to be used with Open Interest tickers, you can actually choose any ticker you want, perhaps you want to see DXY while charting Bitcoin! You can define the lookback period, though you should make sure your timeframe for volume source data, is high enough to accommodate the lookback. TradingView will only fetch 5000 candles worth of data, so at 1 min volume data, you can only lookback 83 hours. While similar, Volume and Open Interest are not the same. To me the simplest explanation is Volume shows the trades that have been executed and the buy/sell direction, while Open Interest shows the value of open trades that are yet to be completed. Volume shows strength, sentiment and volatility . Open Interest does not show direction, but does indicate momentum and liquidity in the market. With this novel way of visualizing these, you can also now determine where all that liquidity and positions came from and therefore might have resting liquidity below.
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Texmoonbeam tarafından
46
Volume CVD and Open InterestVolume, Cumulative Delta Volume and Open Interest are great indications of strength and sentiment in the market. Until now they have required separate indicators, but this indicator can show them all. With a clean and aesthetic plot, this indicator has the option to choose the data source: - Volume - the total volume of transactions, buys and sells - Up Volume - the total volume from buys only - Down Volume - the total volume from sells only - Up/Down Volume (Net) - the difference in the Buy Volume and Sell Volume - Cumulative Delta - the sum of the up/down volume for the previous 14 bars - Cumulative Delta EMA - a smoothed average of the sum of the up/down volume for the previous 14 bars, over a 14 period EMA - Open Interest - a user defined ticker, whose value is added to the plot, while this is designed to be used with Open Interest tickers, you can actually choose any ticker you want, perhaps you want to see DXY while charting Bitcoin! There are several customization features for the colour of the plot, with a nice gradient colouring from high to low. You can choose the lookback which defines only the highest and lowest values for the colour gradient. There is also an option for how the Open Interest value is determined, based on Close, Open or differences between previous values. While similar, Volume and Open Interest are not the same. To me the simplest explanation is Volume shows the trades that have been executed and the buy/sell direction, while Open Interest shows the value of open trades that are yet to be completed. Volume shows strength, sentiment and volatility. Open Interest does not show direction, but does indicate momentum and liquidity in the market.
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Texmoonbeam tarafından
10
Volume Profile Volume Delta OI Delta [Kioseff Trading]Hello! This script serves to distinguish volume delta for any asset and open interest delta for Binance perpetual futures. The image above provides further explanation of functionality and color correspondence. The image above shows the indicator calculating volume at each tick level and displaying the metric. The label color outline (neon effect) is configurable; the image above is absent the feature. The image above shows Open Interest (OI) Delta calculated - similar to how the script calculates volume delta - for a Binance Perpetual Future pair. This feature only works for Binance Futures pairs; the script will not load when trying to calculate OI Delta on other assets. Additionally, a heatmap is displayable should you configure the indicator to calculate it. The image above shows a heatmap using volume delta calculations. The image above shows a heatmap using OI delta calculations. Of course, these calculations - when absent requisite data - require some assumptions to better replicate calculations with access to requisite data. The indicator assumes a 60/40 split when a tick level is traded at and only one metric - "buy volume" or "sell volume" is recorded. This means there shouldn't be any levels recorded where "buy volume" is greater than 0 and "sell volume" equals 0 and vice versa. While this assumption was performed arbitrarily, it may help better replicate volume delta and OI delta calculations seen on other charting platforms. This option is configurable; you can select to have the script not assume a 60/40 split and instead record volume "as is" at the corresponding tick level. The script also divides volume and open interest if a one-minute bar violates multiple tick levels. The volume or open interest generated on the one-minute bar will be divided by the number of tick levels it exceeds. The results are, subsequently, appended to the violated tick levels. Further, the script can be set to recalculate after a user-defined time threshold is exceeded. You can also define the percentage or tick distance between levels. Also, it'd be great if this indicator can nicely replicate volume delta indicators on other charting platforms. If you've any ideas on how price action can be used to better assume volume at the corresponding price area please let me know! Thank you (:
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KioseffTrading tarafından
130
Delta Volume Channels [LucF]█  OVERVIEW This indicator displays on-chart visuals aimed at making the most of delta ​volume information. It can color bars and display two channels: one for delta ​volume, another calculated from the price levels of bars where delta ​volume divergences occur. Markers and alerts can also be configured using key conditions, and filtered in many different ways. The indicator caters to traders who prefer chart visuals over raw values. It will work on historical bars and in real time, using intrabar analysis to calculate delta ​volume in both conditions. █  CONCEPTS Delta Volume ​The ​volume delta concept divides a bar's ​volume in "up" and "down" ​volumes. The delta is calculated by subtracting down ​volume from up ​volume. Many calculation techniques exist to isolate up and down ​volume within a bar. The simplest techniques use the polarity of interbar price changes to assign their ​volume to up or down slots, e.g., On Balance Volume or the Klinger Oscillator . Others such as Chaikin Money Flow use assumptions based on a bar's OHLC values. The most precise calculation method uses tick data and assigns the ​volume of each tick to the up or down slot depending on whether the transaction occurs at the bid or ask price. While this technique is ideal, it requires huge amounts of data on historical bars, which usually limits the historical depth of charts and the number of symbols for which tick data is available. This indicator uses intrabar analysis to achieve a compromise between the simplest and most precise methods of calculating ​volume delta. In the context where historical tick data is not yet available on TradingView, intrabar analysis is the most precise technique to calculate ​volume delta on historical bars on our charts. TradingView's Volume Profile built-in indicators use it, as do the CVD - Cumulative ​Volume Delta Candles and CVD - Cumulative Volume Delta (Chart) indicators published from the TradingView account . My Volume Delta Columns Pro indicator also uses intrabar analysis. Other ​volume delta indicators such as my Realtime 5D Profile use realtime chart updates to achieve more precise ​volume delta calculations. Indicators of that type cannot be used on historical bars however; they only work in real time. This is the logic I use to assign intrabar ​volume to up or down slots:  • If the intrabar's open and close values are different, their relative position is used.  • If the intrabar's open and close values are the same, the difference between the intrabar's close and the previous intrabar's close is used.  • As a last resort, when there is no movement during an intrabar and it closes at the same price as the previous intrabar, the last known polarity is used. Once all intrabars making up a chart bar have been analyzed and the up or down property of each intrabar's ​volume determined, the up volumes are added and the down volumes subtracted. The resulting value is ​volume delta for that chart bar, which can be used as an estimate of the buying/selling pressure on an instrument. Delta ​Volume Percent (DV%) This value is the proportion that delta ​volume represents of the total intrabar ​volume in the chart bar. Note that on some symbols/timeframes, the total intrabar ​volume may differ from the chart's ​volume for a bar, but that will not affect our calculations since we use the total intrabar ​volume. Delta ​Volume Channel The ​​DV channel is the space between two moving averages: the reference line and a DV%-weighted version of that reference. The reference line is a moving average of a type, source and length which you select. The DV%-weighted line uses the same settings, but it averages the DV%-weighted price source. The weight applied to the source of the reference line is calculated from two values, which are multiplied: DV% and the relative size of the bar's ​volume in relation to previous bars. The effect of this is that DV% values on bars with higher total ​volume will carry greater weight than those with lesser ​volume. The ​DV channel can be in one of four states, each having its corresponding color:  • Bull (teal): The DV%-weighted line is above the reference line.  • Strong bull (lime): The bull condition is fulfilled and the bar's close is above the reference line and both the reference and the DV%-weighted lines are rising.  • Bear (maroon): The DV%-weighted line is below the reference line.  • Strong bear (pink): The bear condition is fulfilled and the bar's close is below the reference line and both the reference and the DV%-weighted lines are falling. Divergences In the context of this indicator, a divergence is any bar where the slope of the reference line does not match that of the DV%-weighted line. No directional bias is assigned to divergences when they occur. Divergence Channel The divergence channel is the space between two levels (by default, the bar's low and high ) saved when divergences occur. When price has breached a channel and a new divergence occurs, a new channel is created. Until that new channel is breached, bars where additional divergences occur will expand the channel's levels if the bar's price points are outside the channel. Prices breaches of the divergence channel will change its state. Divergence channels can be in one of five different states:  • Bull (teal): Price has breached the channel to the upside.  • Strong bull (lime): The bull condition is fulfilled and the ​DV channel is in the strong bull state.  • Bear (maroon): Price has breached the channel to the downside.  • Strong bear (pink): The bear condition is fulfilled and the ​DV channel is in the strong bear state.  • Neutral (gray): The channel has not been breached. █  HOW TO USE THE INDICATOR Load the indicator on an active chart (see here if you don't know how). The default configuration displays:  • The ​DV channel, without the reference or DV%-weighted lines.  • The Divergence channel, without its level lines.  • Bar colors using the state of the ​DV channel. The default settings use an Arnaud-Legoux moving average on the close and a length of 20 bars. The DV%-weighted version of it uses a combination of DV% and relative ​volume to calculate the ultimate weight applied to the reference. The DV%-weighted line is capped to 5 standard deviations of the reference. The lower timeframe used to access intrabars automatically adjusts to the chart's timeframe and achieves optimal balance between the number of intrabars inspected in each chart bar, and the number of chart bars covered by the script's calculations. The Divergence channel's levels are determined using the high and low of the bars where divergences occur. Breaches of the channel require a bar's low to move above the top of the channel, and the bar's high to move below the channel's bottom. No markers appear on the chart; if you want to create alerts from this script, you will need first to define the conditions that will trigger the markers, then create the alert, which will trigger on those same conditions. To learn more about how to use this indicator, you must understand the concepts it uses and the information it displays, which requires reading this description. There are no videos to explain it. █  FEATURES The script's inputs are divided in four sections: "DV channel", "Divergence channel", "Other Visuals" and "Marker/Alert Conditions". The first setting is the selection method used to determine the intrabar precision, i.e., how many lower timeframe bars (intrabars) are examined in each chart bar. The more intrabars you analyze, the more precise the calculation of DV% results will be, but the less chart coverage can be covered by the script's calculations. DV Channel Here, you control the visibility and colors of the reference line, its weighted version, and the DV channel between them. You also specify what type of moving average you want to use as a reference line, its source and length. This acts as the ​DV channel's baseline. The DV%-weighted line is also a moving average of the same type and length as the reference line, except that it will be calculated from the DV%-weighted source used in the reference line. By default, the DV%-weighted line is capped to five standard deviations of the reference line. You can change that value here. This section is also where you can disable the relative ​volume component of the weight. Divergence Channel This is where you control the appearance of the divergence channel and the key price values used in determining the channel's levels and breaching conditions. These choices have an impact on the behavior of the channel. More generous level prices like the default low and high selection will produce more conservative channels, as will the default choice for breach prices. In this section, you can also enable a mode where an attempt is made to estimate the channel's bias before price breaches the channel. When it is enabled, successive increases/decreases of the channel's top and bottom levels are counted as new divergences occur. When one count is greater than the other, a bull/bear bias is inferred from it. Other Visuals You specify here:  • The method used to color chart bars, if you choose to do so.  • The display of a mark appearing above or below bars when a divergence occurs.  • If you want raw values to appear in tooltips when you hover above chart bars. The default setting does not display them, which makes the script faster.  • If you want to display an information box which by default appears in the lower left of the chart.   It shows which lower timeframe is used for intrabars, and the average number of intrabars per chart bar. Marker/Alert Conditions Here, you specify the conditions that will trigger up or down markers. The trigger conditions can include a combination of state transitions of the ​DV and the divergence channels. The triggering conditions can be filtered using a variety of conditions. Configuring the marker conditions is necessary before creating an alert from this script, as the alert will use the marker conditions to trigger. Markers only appear on bar closes, so they will not repaint. Keep in mind, when looking at markers on historical bars, that they are positioned on the bar when it closes — NOT when it opens. Raw values The raw values calculated by this script can be inspected using a tooltip and the Data Window. The tooltip is visible when you hover over the top of chart bars. It will display on the last 500 bars of the chart, and shows the values of ​DV, DV%, the combined weight, and the intermediary values used to calculate them. █  INTERPRETATION The aim of the ​DV channel is to provide a visual representation of the buying/selling pressure calculated using delta ​volume. The simplest characteristic of the channel is its bull/bear state. One can then distinguish between its bull and strong bull states, as transitions from strong bull to bull states will generally happen when buyers are losing steam. While one should not infer a reversal from such transitions, they can be a good place to tighten stops. Only time will tell if a reversal will occur. One or more divergences will often occur before reversals. The nature of the divergence channel's design makes it particularly adept at identifying consolidation areas if its settings are kept on the conservative side. A gray divergence channel should usually be considered a no-trade zone. More adventurous traders can use the ​DV channel to orient their trade entries if they accept the risk of trading in a neutral divergence channel, which by definition will not have been breached by price. If your charts are already busy with other stuff you want to hold on to, you could consider using only the chart bar coloring component of this indicator: At its simplest, one way to use this indicator would be to look for overlaps of the strong bull/bear colors in both the ​DV channel and a divergence channel, as these identify points where price is breaching the divergence channel when buy/sell pressure is consistent with the direction of the breach. I have highlighted all those points in the chart below. Not all of them would have produced profitable trades, but nothing is perfect in the markets. Also, keep in mind that the circles identify the visual you would be looking for — not the trade's entry level. █  LIMITATIONS  • The script will not work on symbols where no ​volume is available. An error will appear when that is the case.  • Because a maximum of 100K intrabars can be analyzed by a script, a compromise is necessary between the number of intrabars analyzed per chart bar   and chart coverage. The more intrabars you analyze per chart bar, the less coverage you will obtain.   The setting of the "Intrabar precision" field in the "DV channel" section of the script's inputs   is where you control how the lower timeframe is calculated from the chart's timeframe. █  NOTES Volume Quality If you use ​volume, it's important to understand its nature and quality, as it varies with sectors and instruments. My Volume X-ray indicator is one way you can appraise the quality of an instrument's intraday ​volume. For Pine Script™ Coders  • This script uses the new overload of the fill() function which now makes it possible to do vertical gradients in Pine. I use it for both channels displayed by this script.  • I use the new arguments for plot() 's `display` parameter to control where the script plots some of its values,   namely those I only want to appear in the script's status line and in the Data Window.  • I wrote my script using the revised recommendations in the Style Guide from the Pine v5 User Manual. █  THANKS To PineCoders . I have used their lower_tf library in this script, to manage the calculation of the LTF and intrabar stats, and their Time library to convert a timeframe in seconds to a printable form for its display in the Information box. To TradingView's Pine Script™ team. Their innovations and improvements, big and small, constantly expand the boundaries of the language. What this script does would not have been possible just a few months back. And finally, thanks to all the users of my scripts who take the time to comment on my publications and suggest improvements. I do not reply to all but I do read your comments and do my best to implement your suggestions with the limited time that I have.
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LucF tarafından
50
[Kronorium] Volume-Based Regime ChangesColor coded indicator that depicts different types of unusual volume activity. Arrows along the top will signify bearish or bullish presence. Blue arrows on the bottom indicate a bullish-regime entering, conversely, red arrows along the top will indicate a bearish-regime entering. Unusual Volume is displayed along the top of the screen as yellow flags. This alert is agnostic-- no particular direction. At this point you must consult moving averages, or other price related indicators to decide a direction. Volume alerts are calculated against the variable "Volume Lookback" -- volume within this window will be referenced against itself. Whenever volume expands or contracts beyond the windowed-range, alerts will be dispatched accordingly in that direction.
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thatguyastro tarafından
5
Aggregated Delta (Buy/Sell) Volume - InFinito||||||||||||||||CREDITS|||||||||||||||| Modified & Updated script from MARKET VOLUME by Ricardo M Arjona @XeL_Arjona that Includes Aggregated Volume , Delta Volume , Volume by Side Aggregation code originally from Crypt0rus ||||||||||||||||NOTES|||||||||||||||| - Calculated based on Aggregated Volume instead of by symbol volume . Using aggregated data makes it more accurate and allows to compare volume flow between different kinds of markets (Spot, Futures , Perpetuals, Futures+Perpetuals and All Volume ). - As well, in order to make the data as accurate as possible, the data from each exchange aggregated is normalized to report always in terms of 1 BTC . In case this indicator is used for another symbol, the calculations can be adjusted manually to make it always report data in terms of 1 contract/coin. - The indicator can be used for any coin/symbol to aggregate volume , but it has to be set up manually - The indicator can be used with specific symbol data only by disabling the aggregation option, which allows for it to be used on any symbol - Previously Included with "Aggr. CDV / Delta Volume" this functionality has been removed from the latter indicator for functionality and simplicity purposes. ||||||||||||||||FUNCTIONALITY|||||||||||||||| Aggregated Delta Volume: Based off Xel_Arjona's calculation, buy and sell volume is estimated each period. This indicators can display both Buy Volume and Sell Volume for each period. By Default, this indicator displays Delta Volume by side, which is the difference between the estimated buy and sell volume. By checking the Option "Show all volume by side", instead of the Delta volume, all Buy and Sell Volume will be displayed by side
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In_Finito_ tarafından
9
Upvol and DownvolThis is a tweaked version of What's Added? - No negative graph lines (I want to see the crossovers in volume) - Added NQ - Adjusted enabled tickers (ES and the current ticker are enabled) - Adjusted the moving average to better fit the strategy I was backtesting How to use? I watch it with other indicators for the cross over in positive delta/negative delta of the volume - short volume crossing above long? consider going long - long volume crossing below short consider going short Also watching the total volume to see if it's going up or down (don't enter if it's dropping or consider getting out)
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yareally tarafından
Cumulative DeltaThis scripts calculates the cumulative volume delta within the current day. Options allow you to change the display type of this data (3 different configurations are given in the chart above) The following options are available: Colors selection Reset cumulative delta everyday (can be disable to keep a continuous calculation of the delta over days) Show histogram (used to display the delta as a positive/negative histogram) Show daily High/Low levels (draw highest and lowest delta levels within the day) Show candles (display the cumulative delta as candles) Show Moving average (display a moving average which is reseted everyday at the same time as the cumulative delta itself) Moving average length This script will be updated if I feel the need to improve things or to add new features
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noop-noop tarafından
26
Singular and Cumulative Volume Delta (SVD+CVD)This a Volume Delta indicator with Cumulative Volume Delta. I have been studying Volume Delta and CVD trading strategies and indicator styles. This implementation was developed to test a basic trailing window / oscillator approach. Script has been republished as public and searchable. Changelog from private era follows. Jun 9 (2022) Release Notes: Added option to use EMA/SMA based cumulation. This will not scale well with singular data, so default view is still SUM. Jun 9 (2022) Release Notes: Outdated comment correction. Jun 9 (2022) Release Notes: Added default option to normalilze visual scale of MA cumulation types. The averaging creates a singular value sized results, instead of a range-sums. This multiples that candle result by the range length to get a range-sum sized result. Added option to scale the cumulation size relative to the volume size. 1-to-1 scaling creates singular deltas that can be hard to see with all options on. This allows you to beef them up for visual or weighting purposes. Jun 15 (2022) Release Notes: * Added break even level for current delta. Tells where current delta must land for cumulative delta to stay flat. * Added comparison of historical cumulative levels to current level. The historical levels are the initial values going into current accumulation window. * Changed title of indicator to be more generic, clear, and searchable. Jun 15 (2022) Release Notes: * Added option to have the cumulation cutoff line AFTER or OVER the end of the cumulation window. This change is to ensure the indicator clearly documents it's behavior and avoids confusion on this / last cumulation window semantics. * Bugfix: Initial levels were pulled from cumulation line which was AFTER end of window. This has been changed to the initial values INSIDE the cumulation window. * Code cleanup. June 17th (2022) Release Notes: Marked as beta because TV confirmed they no longer allow private scripts to be changed to public. (Despite lingering documentation that says otherwise. June 17th (2022) Re-published as public.
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JollyWizard tarafından
27
[VC] Cumulative Delta PLUS It is a Merged Version of our following two indicators. V.C Box Chart Histogram & V.C Cumulative Delta Histogram. We merged them at the user's request & convenience. This merged version also helps to save space for other indicators. Description & Usage Description & Usage will remain the same as described in individual descriptions of the above-mentioned parent indicators. Only one additional input is added to adjust the scale, named "Scale_Setting''. Because now it's a merged version of 2 different indicators & both indicators have their different scale levels. To bring both indicators on an equal scale so that they can be visualised better, we have added scale adjustment settings that are easy to understand. Let's elaborate it. Scale adjustment settings belong to the Cumulative length of the ' 'Cumulative Delta Indicator'' . Keep in mind that the best scale setting is keeping the scale setting values near or equal to cumulative length. For example: If you set cumulative length 20, the scale setting value should also be 20 or near 20 (like 17, 18, 19 etc.). (It depends on you, how large cumulative columns you want to see relative to Box chart Histogram) Note: Any scale setting value can be used, it only affects visuals, not the actual calculations. Disclaimer Note: V.C Cumulative Delta Histogram It is purely Volume, Delta, Demand & Supply imbalance and comparative analysis-based tool. Before applying this Indicator to your study, you should clear your concepts about Volume, Delta & Spread, Demand & Supply, and Aggressive & Passive behaviour of buyers/sellers. Some basic understanding of Sir Richerd Wyckoff's Theory can also be helpful.
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VcTradingMethod tarafından
15
[VC] Cumulative Delta Histogram V1.0The V.C Cumulative Delta Histogram shows the market's ongoing Buying/Selling pressure. It helps to determine whether Supply or Demand is dominating and in control. ➤If the Cumulative Delta Increases, the buyers are in control.➚ ➤If the Cumulative Delta Decreases, the sellers are in control.➘ The use cases for this Indicator are vast and correlated with our other Delta Indicators. The following examples will explain how to use this Indicator. Example 1 EUR / USD In the above example, Negative Cumulative Delta Decreased & Turned into Positive Cumulative Delta. That indicates that sellers are losing control & buyers are getting power. As a confirmation on the ' 'Box Chart Histogram'' it is evident that Demand is also increasing. And on ''Wave Chart Index'' as a 3rd confirmation, you can see that the Delta has also increased compared to previous waves. Example 2 Positive Delta on Cumulative Delta Histogram is decreasing & Negative Delta started increasing. On the Box Chart Histogram , Demand is decreasing & Supply is increasing. Additionally, on the Wave Chart Index , the Delta of the wave is also decreasing. (in short, besides ''Cumulative Delta Histogram," Box chart Histogram & Wave Chart Index is also adding additional confirmation) Note: Two types of Delta sources are included in this Cumulative Delta Indicator. Type A: Simple Delta Type B: Delta % Simple Delta is the difference between Net Buying - Selling pressure. Delta % also works in the same calculation, but a Volume weighted algorithm is applied on it. You may use any of them that suits your analysis. VC Cumulative Delta Histogram Settings & Inputs Source: Allows you to choose the source, Between Simple Delta & Delta %. Cumulative Length: Allows you to Change the cumulative length. Positive & Negative Color: It allows you to change the colors. Style Menue Allows you to change the style & color of the histogram. Disclaimer Note: V.C Cumulative Delta Histogram It is purely Volume , Delta, Demand & Supply imbalance and comparative analysis-based tool. Before applying this Indicator to your study, you should know about Volume , Delta & Spread, Demand & Supply, and Aggressive & Passive behaviour of buyers/sellers. Some basic understanding of Sir Richerd Wyckoff's Theory can also be helpful.
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VcTradingMethod tarafından
4
[VC] Cumulative Delta Volume BarsLet's first learn what is Delta & How to Use Cumulative Delta Volume Bars? Cumulative Delta Volume Bars is one of the leading indicators that you can use when trading order flow. It gives you an instant snapshot of the buying and selling pressure in a market. After reading the detailed description of "Cumulative Delta Volume Bars," you will understand how volume delta provides a critical edge by allowing you to spot significant potential reversals in the market. You will also learn to use this Cumulative Delta indicator in depth. (including rest session usability features) What is Delta Volume? Delta Volume is the difference between Buying and Selling Power. Delta Volume is calculated by taking the difference between the volume traded at the offer price and the volume traded at the bid price. (in simple words, the difference between buying pressure & selling pressure) If delta volume is more than zero, you have more buying pressure than selling & vice versa, and if delta volume is less than zero, you have more selling pressure than buying. In Order-Flow Analysis , traders used Cumulative Delta to measure the relationship between the Buying & Selling pressure Vs Price. Cumulative delta volume takes the delta values for every bar and successively adds them together to provide a graph, as seen below visually. Let me demonstrate by giving examples of how cumulative Delta can help measure the buying or selling pressure relative to the price move. ★ Trading Absorption & Exhaustion concepts with Delta See the chart below & try to analyze the next possible move on the basses on the analysis mentioned on the chart. ➽➽ If you said Short, you were correct. ✅ Till Point A , both price & cumulative were aligned. (means there were no imbalances between Delta & Price). But on Point B , the Cumulative Delta broke the previous resistance clearly and moved even further away from the resistance level, but the Price couldn't break the last resistance. It interprets that buyers applied a lot of buying pressure but no result. (Aggressive buying pressure absorbed by Passive sellers) Due to this vast effort or failed attempt, buyers were exhausted and had no more strength to pull the Price up. That's why the Price reversed from Point B . See below image ★ Cumulative Delta Volume Bars is helpful when determining buying or selling pressure at different key price levels, such as swing highs or lows. Let's recap on swing highs and swing lows. ➽ A swing high (S.H) is formed when the high reaches higher than the price action around it. Once the Price moves above a prior swing high and begins to retrace, a new swing high is formed. ➽ A swing low (S.L) is formed when the low reaches lower than price action around it. Once the Price moves below a prior swing low and begins to retrace, a new swing low is formed. ➽ When the Price makes higher highs and higher lows, a market is considered an uptrend. ➽ When the Price is making lower lows followed by lower highs, a market is considered a downtrend. When evaluating Delta, it's beneficial to compare delta values at swing lows or swing highs to determine the amount of selling or buying pressure and how the market reacts. The actual Power of Delta is revealed when we use it to determine the market's reaction to powerful buying or selling. We want to see if the market has reacted as we would expect or not. In the above Example, you will notice that every time price breaks a swing, Delta does as well. It makes sense as it takes selling pressure to break a swing low or buying pressure to break a swing high. In simple words, we can say that there is no anomaly between delta direction & price direction. In simple words (No Absorption or Exhaustion) But what's occurring when this isn't the case, and we have divergence between Price and Delta? Let's analyze it with real examples. ★ Understanding Delta Divergence. (Lack of Harmony in Buying/Selling Pressure & Price Move) Notice how the Price breaks out of the previous resistance level on the above chart, but the Delta didn't yet reach even close to its last resistance level. It's a clear divergence between Price and Delta. Buyers may be slightly exhausted at the previous resistance level, and Price & Delta may retrace slightly. But in a broader view, it reflects a strong bullish signal. See the above chart & see when and why the Price moved. I hope it will help you understand the underlying relation & story between Price & Delta. Cumulative Delta & Trade Management Delta will help you spot significant reversals, but it can also be used to help manage your open trade. You want to see a high correlation between Delta and Price when in a long or short position. Suppose you're short while the Price is breaking a new low. You want to see Delta breaking low if sellers aren't interested in selling at the recent lows, represented by Delta not breaking lows. The probability of a short term reversal or a significant retrace increases. When in a position, always be on the lookout for exhaustion and absorption, signalling a reversal potential. What Includes in V.C Cumulative Delta Volume Bars Indicator Inputs & Settings Reset accumulation on new session: Allows you to rest accumulation at the start of each session (you may choose your customized starting & ending time as well by enabling ''Customize Rest Session Time'' Start/End of Session & During Session: Allows you to show/hide & choose the background color & separator of each session ''Customize Rest Session Time'' When this setting is enabled, your customized given time will be applied, which can be set from the below box. Note: set your time in minutes. For Example, if you want to reset the session after every hour, you need to put 60. If you're going to reset after every 8 hours, you need to put 480. Additionally, your chart time frame must be lower than your customized rest time. Reset Each Minutes: Allows you to put your desired rest time in minutes. For Example, for 1 hour 60, for 8 hours 480. (8x60) Reset Each: Allows you to choose rest time from the drop-down menu. Note: To apply this setting, don't enable the ''CUSTOMIZE RESET SESSION TIME''. Select Session: Allows you to set customized starting & ending times of the session instead of the exchange's default time. For Example, the exchange reset time is 20:00, but if you want 22:00, first, you need to set your chart time as an exchange from the right bottom of the chart, and then you need to put 22:00 22:00 in both fields. Note: Put the same starting & ending time. In simple words, it should not be greater than or less than 24 hours. Type: It allows you to select Delta type. (there are two delta types you can choose from, 1st Simple Delta, 2nd Delta % or Volume Weighted Delta) Candle Colors: Allows you to change the color of candles. Envelope Indicator: Allows you to apply to Envelop Indicator on the delta candle. (all default settings of the Envelop Indicator can be customized as well) See the below chart with Envelop applied to Delta Candles & Price Candles. (can be used to measure the Delta & Price movement at the micro-level) Bollinger Bands Indicator: Allows you to apply to Bollinger Bands Indicator on the delta candle. (all default settings of the Bollinger Bands Indicator can be customized as well) See the below chart with Bollinger Bands applied to Delta Candles & Price Candles. (can be used to measure the Delta & Price movement at the micro-level) Start/End of Session on Chart Allows you to change the first & last candle of the session. Style Settings: Allows you to control all the visual settings of delta candles, Envelop & Bollinger bands. ------------------------------------------------- ➽Conclusion: Cumulative Volume Delta Bars is one of the leading indicators you can include as an order flow trader in your arsenal. It gives you an inside look at buying and selling pressure and how the market reacts. But Keep in mind, in trading & technical analysis, nothing is 100% certain. No indicator can give you a 100% success rate. There is no holy grail in the financial market. As a trader, with the help of technical & fundamental indicators, our goal is to find an edge over the market. A simple definition of an edge is: Anything that adds a few points to the winning side of an equation builds an edge that lasts a lifetime. A trading edge defines your technical or strategic advantage in the highly competitive market environment. Traders can establish multiple edges by starting with popular strategies and customizing rules to lower the risk of getting trapped with the emotional crowd. Disclaimer Note: V.C Cumulative Delta Volume Bars It is purely Volume, Delta, Demand & Supply imbalance and comparative analysis based tool. Before applying this Indicator to your study, you should know about Volume, Delta & Spread, Demand & Supply, and Aggressive & Passive behaviour of buyers/sellers. Some basic understanding of Sir Richerd Wyckoff's Theory can also be helpful.
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VcTradingMethod tarafından
19
LTF -> HTF volume delta Up/DownThis script derives from my previous Educational LTF -> HTF volume delta script. Total volume is displayed as columns in the background. With request.security_lower_tf() we get data from a lower timeframe. In this case, volume, which is placed in an 'up-array' when the 'lower timeframe close' > 'lower timeframe open', or in an 'down-array' when the 'lower timeframe close' < 'lower timeframe open'. This is displayed here as 2 (red/green) lines When you're at a chart timeframe (Higher timeframe), lower than Daily, the lower timeframe is automatically 50x smaller than the higher timeframe. Example D = 1440 minutes -> divided by 50 = 28.8 or rounded a lower timeframe of 29 minutes When this number is below 1, it will take the '1 minute timeframe' as lower timeframe If the higher timeframe chart is Daily or higher, a 'x minute-lower timeframe' chart is calculated from the timeframe.multiplier multiplied by 25, for example a 2D higher timeframe will do the 'lower timeframe calculations' with a 50 minute TF (25 * 2 'D') Looking at for example BTC on the Daily higher timeframe, some interesting observations can be done when looking at the 'spikes' This script doesn't have build in arrows, it is merely made to give some stimulation, and hopefully some of you can work further on this technique, because I think it is very promising! I want to thank Tradingview very deeply, why? Just so many reasons, development, moderation, organisation, helpdesk, ... The amount of work they are doing is incredible!
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fikira tarafından
13