Henry's Vwap-VolumeThis Indicator is meant to provide Futures Volume and Vwap Signal in spot charts of Nifty and Banknifty Traders.
Concepts and Features of this indicators are as follows :
1) Now u don't have to select and change to futures scrip often or have both spot and futures chart in same window to watch the Futures Volume and Vwap.
2) U get Both Volume and Vwap signal as a indicator in single pane.
3) Its for Nifty and Banknifty Traders specially.
4)Volume with moving average is from the futures chart of banknifty or nifty,also may select any other futures script as per ur need.
(MOVING AVERAGE of VOLUME is plotted in Blue columns over the Volume.)
5)Vwap signal is also derived from the futures chart of banknifty or nifty,also may select any other futures script as per ur need.
(VWAP SIGNAL is plotted in GREEN or RED as background.If futures price higher than Vwap then Green , opposite for Red. )
6)The idea of this script is to give extra confirmation of a clear down or uptrend while u are in the spot chart.(nifty and banknifty)
7) U can select and change any scrip u like.But I urge to use futures chart of banknifty or nifty.
I hope this indicator will help a lot of retail investor save their hard earned money in the stock market and benefit from Mr. NK's strategy.
How to Use :
Go Long - when background is Green.
Go Short -when background is Red.
(Also take confirmation from the blue columns -moving average of volumes.volume higher or less than it.)
Limitations :
U can only use it for intraday,less than 1D timeframe.
Will not work in sideways market.
Take help of other indicators also like Rsi,adx,etc.
Best of Luck,
Henry
Hacim
Volume Histogram [SpiritualHealer117]This indicator is a histogram produced with Pinescript's boxes and is helpful for spotting support, resistance, and key levels. The indicator shows the volume executed at each source price over a customizable time period. The "Key Level" in this indicator is the price at which the most volume was executed, and the "Major Levels" are levels where volume was over a percentile threshold, which you can customize in settings. Feel free to give any feedback on the indicator or make a copy for yourself!
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
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- 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.
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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
Daily Volume, RVol, RRVol, and RS/RW LabelsHeads-up display of essential Real Day Trading criteria
Daily Volume
Relative Strength/Weakness
ATR 14 and ATR 14 percent of price
Relative Volume (RVol)
Relative Volume to SPY RVol (RRVol)
Candle DifferenceA simple script to show the price different between the previous candle and all the points of the current open candle. (including: high, low, open)
They are color labeled. (You check what each color means in the settings of the script)
Ultimate IndicatorThis is a combination of all the price chart indicators I frequently switch between. It contains my day time highlighter (for day trading), multi-timeframe long-term trend indicator for current commodity in the bottom right, customizable trend EMA which also has multi-timeframe drawing capabilities, VWAP, customizable indicators with separate settings from the trend indicator including: EMA, HL2 over time, Donchian Channels, Keltner Channels, Bollinger Bands, and Super Trend. The settings for these are right below the trend settings and can have their length and multiplier adjusted. All of those also have multi-timeframe capabilities separate from the trend multi-time settings.
The Day Trade Highlight option will draw faint yellow between 9:15-9:25, red between 9:25-9:45, yellow between 9:45-10:05. There will be one white background at 9:30am to show the opening of the market. while the market is open there will be a very faint blue background. For the end of the day there will be yellow between 15:45-15:50, red between 15:50-16:00, and yellow between 16:00-16:05. During the night hours, there is no coloring. The purpose of this highlight is to show the opening / closing times of the market and the hot times for large moves.
The indicators can also be colored in the following ways:
1. Simple = Makes all colors for the indicator Gray
2. Trend = Will use the Donchian Channels to get the short-trend direction and by default will color the short-term direction as Blue or Red. Unless using Super Trend, the Donchian Channel is used to find short-term trend direction.
3. Trend Adv = Will use the Donchian Channels to get the short-trend direction and by default will color the short-term direction as Blue or Red. Unless using Super Trend, the Donchian Channel is used to find short-term trend direction. If there is a short-term up-trend during a long-term down-trend, the Blue will become Navy. If short-term down-trend during long-term up-trend, the Red will be Brown.
4. Squeeze = Compares the Bollinger Bands width to the Keltner Channels width and will color based on relative squeeze of the market: Teal = no squeeze. Yellow = little squeeze. Red = decent squeeze. White = huge squeeze. if you do not understand this one, try drawing the Bollinger Bands while using the Squeeze color option and it should become more apparent how this works. I also recommend leaving the length and multiplier to the default 20 and 2 if using this setting and only changing the timeframe to get longer/shorter lengths as I've seen that changing the length or multiplier can more or less make it not work at all.
Along with the indicator settings are options to draw lines/labels/fills for the indicator. I enjoy having only fills for a cleaner look.
The Labels option will show Buy/Sell signals when the short-term trend flips to agree with the long-term trend.
The Trend Bars option will do the same as the Labels option but instead will color the bars white when a Buy/Sell option is given.
The Range Bars option shows will color a bar white when the Close of a candle is outside of a respective ranging indicator option (Bollinger or Keltner).
The Trend Bars will draw white candles no matter which indicator selection you make (even "Off"). However, Range Bars will only draw white when either Bollinger or Keltner are selected.
The Donchian Channels and Super Trend are trending indicators and should be used during trending markets. I like to use the MACD in conjunction with these indicators for possibly earlier entries.
The Bollinger Bands and Keltner Channel are ranging indicators and should be used during ranging markets. I like to use the RSI in conjunction with these indicators and will use 60/40 for overbought and oversold areas rather than 70/30. During a range, I wait for an overbought or oversold indication and will buy/sell when it crosses back into the middle area and close my position when it touches the opposite band.
I have a MACD/RSI combination indicator if you'd like that as well :D
As always, trade at your own risk. This is not some secret indicator that will 100% win. As always, the trades you see in the picture use a 1:1.5 or 1:2 risk to reward ratio, for today (August 8, 2022) it won 5/6 times with one trade still open at the end of the day. Manage your account correctly and you'll win in the long term. Hit me up with any questions or suggestions. Happy Trading!
MTF VWAP & StDev BandsMulti Timeframe Volume Weighted Average Price with Standard Deviation Bands
I used the script "Koalafied VWAP D/W/M/Q/Y" by Koalafied_3 and made some changes, such as adding more standard deviation bands.
The script can display the daily, weekly, monthly, quarterly and yearly VWAP.
Standard deviation bands values can be changed (default values are 0.618, 1, 1.618, 2, 2.618, 3).
Also the previous standard deviation bands can be displayed.
Price Action Signals V2Indicator that shows buy/sell signals based on price action and volume as it relates to a double EMA. If the candle is above the double EMA, we look for candles with long wicks on the top indicating selling pressure. If the candle is below the double EMA , we look for candles with a long bottom wick indicating buying pressure. The user defined parameters are the length of the double EMA and the length of the volume moving average. Lower timeframes such as 5 minutes and lower are better off using lower lengths while higher timeframes should user higher lengths. Your mileage will vary.
Note, while this indicator can signal the beginning of long term trends, it will also signal minor retracements. Do not blindly buy or sell based on a signal appearing, pay attention to where the candle is in the overall trend and wait for confirmation to avoid losses.
SPY Volume Weighted CloseHey everyone!
Deciding to make this indicator public and open access.
This is a volume weighted close indicator for SPY. It is a statistics based indicator.
How it works:
It uses volume data mixed with some price action data to prospectively predict where SPY's price will close within a 30 minute interval.
As such, its different from other indicators in the sense that its not reactive, it proactive and actively predicts the price that SPY will see within the next 30 minutes and where SPY will most likely close at.
It has 3 bands. The main centre band (blue, but colour can be changed) is the most likely price that SPY will close at within the next 30 minutes.
The Upper Level Confidence and Lower Level Confidence bands are the expected range that the analysis thinks SPY will remain confined in based on current volume and price action.
How to Use it:
I personally use this in place of VWAP, but the applications are infinite. Take a look at the chart below:
Applications:
This is specifically programmed for SPY but I have used it with other stocks such as QQQ, UPRO and DIA. However, using it with those stocks, the upper and lower confidence bands are not helpful. But YMMV with other stocks. This is specifically designed for SPY.
Let me know your questions and thoughts!
Thanks for reading and checking this out!
Spot v Perp aggrRollingVWAPThis indicator is a rolling VWAP that shows an aggregated BTC VWAP for both spot markets and futures markets
Spot VWAP is shown in BTC orange while perp VWAP is shown in blue
This is useful for identifying which market (spot or perps) is pushing trending moves
If the spot VWAP is more closely following the trend, then spot is pushing the move
If the perp VWAP is more closely following the trend, then perps are pushing the move
e.g. In the following picture you can see that the move down was followed much more closely by the spot VWAP, therefore you can assume that the move is being pushed my spot
Average Daily Range (ADR) (Multi Timeframe, Multi Period)Average Daily Range (ADR)
(Multi Timeframe, Multi Period, Extended Levels)
Tips
• Narrow Zones are an indication of breakouts. It can be a very tight range as well.
• Wider Zones can be Sideways or Volatile.
What is this Indicator?
• This is Average Daily Range (ADR) Zones or Pivots.
• This have Multi Timeframe, Multi Period (Up to 3 Levels) and Extended Target Levels.
Advantages of this Indicator
• This is a Leading indicator, not Dynamic or Repaint.
• Helps to identify the reversal points.
• The levels are more accurate and not like the old formulas.
• Can practically follow the Buy Low and Sell High principle.
• Helps to keep minimum Stop Loss.
Who to use?
• Highly beneficial for Day Traders
• It can be used for Swing and Positions as well.
What timeframe to use?
• Any timeframe.
When to use?
• Any market conditions.
How to use?
Entry
• Long entry when the Price reach at or closer to the Green Support zone.
• Long entry when the Price retrace to the Red Resistance zone.
• Short entry when the Price reach at or closer to the Red Resistance zone.
• Short entry when the Price retrace to the Green Support zone.
• Long or Short at the Pivot line.
Exit
• Use past ADR levels as targets.
• Or use the Target levels in the indicator for breakouts.
• Use the Pivot line as target.
• Use Support or Resistance Zones as targets in reversal method.
What are the Lines?
Gray Line:
• It the day Open or can be considered as Pivot.
Red & Green ADR Zones:
• Red Zone is Resistance.
• Green Zone is Support.
• Mostly price can reverse from this Zones.
• Multiple Red and Green Lines forms a Zone.
• These lines are average levels of past days which helps to figure out the maximum and minimum price range that can be moved in that day.
• The default number of days are 5, 7 and 14. This can be customized.
Red & Green Target Lines:
• These are Target levels.
What are the Labels?
• First Number: Price of that level.
• Numbers in (): Percentage change and Change of price from LTP (Last Traded Price) to that Level.
General Tips
• It is good if Stock trend is same as that of the Index trend.
• Lots of indicators creates lots of confusion.
• Keep the chart simple and clean.
• Buy Low and Sell High.
• Master averages or 50%.
VWAP For NIFTY & BANKNIFTY [Zero54]NIFTY and BANKNIFTY Being Index do not have VWAP (because there is no volume generated). This is a simple script that displays NIFTY's future VWAP on NIFTY's Spot chart and similarly, displays BANKNIFTY's future VWAP on BANKNIFTY's sport chart. Fast and quick. Just few lines of code. No hefty un-necessary calculations.
No settings necessary. The script automatically detects NIFTY and BANKNIFTY and displays the corresponding VWAP.
Enjoy and share the knowledge. If you love this script, please boost/love this script and add a comment. Cheers!
NSE:NIFTY
NSE:BANKNIFTY
Volume MédioEsse script cria uma temperatura no volume comparando ele com o seu valor médio, assim se o volume é muito menor que a média, ele fica frio, ou seja, azul escuro, e conforme aumenta vai ficando com cores mais quentes
VWAP DelayedDisplay VWAP and VWAP standard deviation plots only during the specified time period. Useful if you want to avoid seeing all of the lines bunched up at the beginning of the day. Note that VWAP is calculated for the full day just not displayed until the specified time period. Optionally, you can include/exclude pre-market data in the VWAP calculation for the day.
Buy_Sell_Vol_with_50EMAThis indicator displays both buyer and seller volume with the 50 Exponential Moving Average (50 EMA).
Courtesy of, The Compound Trading Group.
Volume Analysis*Sourced code from Volume Flow v3 by oh92 for Bull\Bear volume flow calculations. Thank you so much for your engineering skills!
This indicator integrates the Ma-over-MA crossover strategy in oh92's V3 DepthHouse calculation with a volume-over-MA
calculation to further narrow down "Areas of Interest" levels for a potential re-test zone to the right of the chart.
I added a Moving Average calculation for a multi-level cloud and further broke down more conditions to highlight both
volume flow crossover on the High and Extreme High MA's and also high and extreme high volume spikes on set period average
without bull\bear conditions. Original Bull/Bear Spikes are still viewable although that was the only plot from oh92's script
that was integrated.
Session backgrounds set for research purposes.
Please note: Setting MA Cloud to "None" will remove all plots calculated with the MA Cloud from the chart entirely. Turn off visuals
in the Style tab.
SMA VWAP BANDS [qrsq]Description
This indicator is used to find support and resistance utilizing both SMA and VWAP. It can be used on lower and higher time frames to understand where price is likely to reject or bounce.
How it works
Rather than using the usual calculation for the VWAP, instead this script smooths the volume first with the SMA and then respectively calculates the smoothed multiplication of high, low and close price with the volume individually. These values are then divided by the smoothed volume to find individual VWAP's for each of the sources. The standard deviations of these are calculated, resulting in an upper, lower and middle band. It is essentially VWAP bands with some smoothed calculations in the middle.
How to use it
I like to use the bands for LTF scalping as well as HTF swings.
For scalping:
I tend to use either the 5m or 15m TF
I then set the indicator's TF to 1m
I will take a scalp based on the bands confluence with other PA methods, if price is being either supported or rejected.
For swings:
I tend to use a variety of TFs, including: 30m, 1H, 4H, D
I then set the indicator's TF to "Chart"
I will take a swing based on the bands confluence with other PA methods, if price is being either supported or rejected.
I also tend to use them on perpetual contracts as the volume seems to be more consistent and hence results in more accurate support and resistance.
Multiple Frequency Volatility CorrelationThis is a complex indicator that looks to provide some insight into the correlation between volume and price volatility.
Rising volatility is depicted with the color green while falling volatility is depicted with purple.
Lightness of the color is used to depict the length of the window used, darker == shorter in the 2 -> 512 window range.
Point of Control V2 The genesis of this project was to create a POC library that would be available to deliver volume profile information via pine to other scripts of indicators and strategies.
This is a republish of an invite only script to open access
This is the indicator version of the library function.
A few points of significance:
- Allows the choice of reset of the study period, day/week or bars. This is simple enough to expand to other conditions
- Bar count resets starting from the beginning of the data set (bar index =0) vs bars back from the end of the data set
- A 'period' in this context is the time between resets - the start of the POC (eg. start of Day or Week) until it resets (for example at the beginning of a next day or week)
- Automates the determination of the increment level rather than the user specifying ticks or price brackets
- Does not allow for setting the # of rows and then calculating the implied price increment levels
- When a period is complete it is often useful to look back at the POCs of historical periods, or extend them forward.
- This script will find the historical POCs around the current price and display them rather than extend all the historical POC lines to the right
- This script also looks across all the period POCs and identifies the master POC or what I call the Grand POC, and also the next 3 runner up POCs
This indicator is also available as a library.
BINANCE:BTCUSDT NSE:NIFTY OANDA:XAUUSD NASDAQ:AAPL TVC:USOIL
VolumeThis helps to view volume data for Nifty and BankNifty indices based on the futures volume. Other scrips' volume will be same as the available data.
#rvtradesetups #basils
Banknifty Volume - IN
This simple indicator computes the average Relative Strength Index of each Banknifty stock and displays the volume on the chart with color schemes while the average line indicates the average RSI of all Bank Stocks. This indicator works on Banknifty and its stocks.
It works on all time frames
How You can use this?
You can use this indicator for Volume analysis if the average RSI line is above the 0 line, the stock is moving upside and vice versa for Downside .
High volume zone█ OVERVIEW
Show high volume zone in a lower timeframe.
█ CONCEPTS
1- Choose an amount of volume (1 000 by default)
2- Choose a timeframe (1 minute by default)
3- It highlight every zone where volume was > 1000 in less than one minute
█ OTHER SECTIONS
Limitation:
- Unfortunately, I didn't find a way to make it in a lower timeframe than 1 minute with Pinescript
- It is truncate by minute so a high volume between two lower tf candles may not be count
If you have a solution for these, glad to hear it.
Hussarya Volume cumulated. Buy Sell.
Volume frome curent chart or cumulated volume from Binance, Bybit Kraken, Ftx and Coinbase.
You can chose also. log scale on simple or cumulated volume.
Colors:
Grey. total volume
Red. sell Volume
Green. Buy volume
Red or green shows only bigger value