Z-Scored Volume [KFB Quant]The Z-Scored Volume (CSV) indicator is designed to make it easier to identity potential market extremes.
What is the Z-Score?
The Z-Score is a statistical measure that quantifies how far a particular data point is from the mean of a group of data. It's expressed in terms of standard deviations from the mean.
How to calculate the Z-Score?
Z-Score = (Value - Mean) / StDev
How the script works
In this script we calculate the Z-Score of the charts volume.
We get the Mean of the predefined period in the Length Configuration tab by using the ta.sma function.
We get the StDev of the predefined period in the Length Configuration tab by using the ta.stdev function.
The default period is 360.
Past performance does not guarantee future results. This indicator is for informational & educational purposes only.
In den Scripts nach "Volume" suchen
Price by Volume ColumnsThis indicator allows you to identify how price changes for a given time period are sensitive to the volume. You will identify these changes as bars in the bottom of the chart. You may see the changes in bars for better understanding of price movements, identify trends. Please take trades at your own risk and discretion
Volume Profile Fixed Range Support and Resistance LevelsThis script is based on the excellent Volume Profile / Fixed Range indicator by @LonesomeTheBlue, so all credit for the foundations of this indicator goes to @LonesomeTheBlue
I basically made 5 instances of the original script and added horizontal lines at the beginning and end of the each Value Area. To use the script as a support and resistance tool without the Value Areas and Point of Control (POC) labels you just need to untick "Boxes" and "Labels" in the "Style" section of the “Settings”.
The default look-back periods (in bars) are 7, 30, 60, 180 and 365, but you can change this or the colour of the lines easily in the “Settings”.
The dashed lines are the respective POC.
I find this tool to be very useful for quickly identifying interest levels on any chart while also ensuring a certain amount of objectivity in your TA.
Hope you find it useful and thanks again to @LonesomeTheBlue for going through the trouble of coding this and being so generous to share it with the rest of us!
Good luck out there!
Volume Spread Analysis IchimokuThis version of the popular Ichimoku indicator is modified to let the user choose between his classic mode and the volume-weighted mode.
Every line of the indicator is customizable with this function.
The Kijun and Tenkan lines are choosable from:
1. The normal version, so the average of the high and the low of the selected period
2. The volume mode, so the average price of the selected input ponderated to the volume
The Senkau Span A is the average from the Kijun (fast line) and the Tenkan (slow line) lines and it's choosable from:
1. The normal price version
2. The volume mode
3. The average between points 1 and 2
4. The automatic average between the two fast lines that you've chosen
The Senkau Span B is the slowest line of the indicator, used to determine the long-term trend, and can be chosen from:
1. The normal average price between the high and the low of the selected period
2. The volume average price, using the Volume Weighted Moving Average
The Trama Backline is the popular "LUX Algo" T.R.A.M.A. indicator, which I'm thankful for, and can be fantastically used to display the current trend strength and condition. This line is readable in the following way:
- If the line is moving sideways, the trend may be in a consolidation phase
- If the line is moving upwards or downwards, the trend may be in a trend phase
Relative Volume IndicatorA simple indicator showing the relation of volume to highest volume for a define number of bars. Helps to differentiate periods of low and high volume.
Define the number of bars to find the highest volume used as a basis.
Apply a simple moving average to smoothen the volume. Set it to 1 to disable smoothing.
Define a threshold differentiating low and high volume.
Educational LTF -> HTF volume deltaThis script shows 1 of several technique to gather volume delta
-> more explanation can be found in the script itself,
Cheers!
Volume Profile and Volume Indicator by DGTVolume Profile (also known as Price by Volume) is an charting study that displays trading activity over a specified time period at specific price levels. It is plotted as a horizontal histogram on the finacial isntrumnet's chart that highlights the trader's interest at specific price levels.
The histogram is used by traders to predict areas of support and resistance. Price levels where the traded volume is high could be assumed as support and resistance levels.
Price may experience difficulty moving above or below areas with large bars. Usually there is a great deal of activity on both the buy and sell side and the market stays at that price level for a great deal of time
It is advised to use volume profile in conjunction with other forms of technical analysis to maximize the odds of success
Light version of Volume Profile is added to Price Action - Support & Resistance by DGT
Volume MA - LayeringProvides a volume moving average to show trends in volume. Meant to be used with Volatility MA, and Vol of Vol MA, layered on top of eachother.
Nifty 20 VolumeThis script computes the volume for Nifty 50 index. I am using top 20 stocks here that constitute about 75% of the Nifty 50. I had used the script created by @shijithlal as a base for this. He has used all 45-50 stocks in his script. You can look that up if you want a more accurate volume.
Heatmap Volume [xdecow]This indicator colors the volume bars and candles according to the volume traded. The calculation of the heat map zones is done as follows:
how many standard deviations the volume are distant from the average volume?
For a better visual experience, place the borders and wicks of the candles in a neutral color.
Weis Wave Volume (Pinescript 4)Port of LazyBear's Weis Wave Volume indicator to pinescript v4 from v2.
Intra-bar VolumeDisclamer : READ THIS BEFORE USING IT !!!
I have take and try to improuve the source code of indicator "intra-bar volume" by backtest-rookies.com
This indicator categorized the volume in lower timeframe, if the candle close up it's a buying volume, if it close down...
Beware that is not easy to work with different TF on tradingview so you have some limitation on the TF with this indicator. Also in TV we can't have a mutable variable in a security fonction.. so my approche is not clean but it works, if someone find better way, please comment or contact me :)
So by default the indicator can work on the following TF : 5m 15m 30m 60m 120m 240m 480m 720m 1D 1W 12M.
But ... this indicator need a lower timeframe and the number of bar to work correctly, in my code i suppose that the market run 24/7, so you need to adapte it or use intraday TF for other market.
To make sure that the indicator work correctly i have juste add circle, if it's green the buying+selling+balance volume is equal to the volume on the last close candle. If it's red theire is a problem.
I hope you enjoy it, feel free to modify the code and comment if you have any sugestion, i have just make it so maybe i will ajust some part of the code.
Angled Volume Profile [feeble]BETA VERSION
this indicator maps volume as brightness over an SMA. the brightness then fades over time.
It draws 30 bands, so you will need to load multiple instances to get a large picture.
Configure the settings, then copy and paste the indicator, modifying only the vertOffset attribute each time
Patience, bruh. This takes a long time load. Chrome runs it faster than Firefox. ¯\_(ツ)_/¯
Please let me know if you can think of how to optimize it.
Feedback is appreciated is you use it :)
sample with 6 instances:
settings:
useLog: enable if you are using a log graph
rowHeight: resolution of rows.
vertOffset: normally if you have 5 instances, the values will be -2,-1,0,1,2
fadeAmt: how long it takes for volume to fade once it is picked up
volumeMin and Max: the volume range displayed.
volumeResolution: time resolution at which volume data is collected - this is why the fadeAmt is so high, and why the graph runs out of data after a period back
EMA length: its Actually SMA but I wrote it wrong. eg. for a 20 day period on a 15min chart you go ( 20 days x 24 hrs x 4 quarter hours = 1920) - I hope to automate this in a future version :p
