Highest Volume Index by ParaticaIt's an algorithm used in Paratica. It shows volume based volatility.
Volume Profile
Short Premium Average (@BTC_JackSparrow)Used to calculate average premium on shorts.
Choose index and contract tickers & you are good to go.
Analyze for each asset what PA premium on a certain side leads to.
Use this to get an understanding for HTF bias.
% Volume (%V)Read about it in the book of Buff Pelz Dormeier "Investing with Volume Analysis: Identify, Follow, and Profit from Trends" .
Normalized volume ( %V ) is a concept that uses an average of volume to plot volume. The volume total for the current bar is divided by the average volume (over the last n bars) to form a ratio. This ratio is multiplied by 100 and plotted in the same way that traditional volume is plotted as vertical bars on the horizontal plane, which creates a normalized volume scale of 0 to 100 . This allows for easy interpretation of volume’s relative movements, with 50 being typical or average volume, numbers below 50 being light volume, and numbers above 50 being heavier volume.
Good luck!
Volume Profile: Intra-bar VolumeThis indicator was developed as part of a free blog post tutorial on the Backtest-Rookies website for detailed code commentary, head over there.
Scope
The indicator shall attempt to do the following:
Look at a lower time-frame. E.g 5 minutes when on a 1-hour chart.
Create a function to loop through through candles and make an assessment.
If the candle it closed up, the volume will be categorized as buying volume. Conversely, if it closed down, the volume will be categorized as selling volume
The function will then be passed to the security() function to run on a lower timeframe.
All buying volume and selling volume from the lower time-frame shall be summed and displayed on the main chart.
Important Note
This indicator will not give you genuine buying or selling volume. It simply follows the assumption that if price closed up, there must have been more buyers than sellers and if it closed down we assume the opposite.
Usage
In order to use this indicator, users will need to calculate how many lower time-frame bars are contained in the time-frame on the main chart. So for example, the default settings are configured for the indicator to be run on the 1H chart. As a result, we need to set the "Bars on Lower Timeframe" input to 12. This is because there are 12 x 5-minute bars in 60 minutes.
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
Real Volume BTCStudy based and adjusted in real Bitcoin volume. It shows important areas of great activity that will help you make better decisions.
This indicator also shows complete cycles of price action based on volume.
In combination with other indicators, it becomes a powerful tool.
Volume Squeeze Momentum by HypesterTradingview is basically composed by reskins of many great contributors such as Chrismood, Lazybear, RicardoSandos and a few others. Without those guys I would not be able to learn how to code PINE - since the "documentation" is horrible and support is basically also non-existent. So thank you!
So here is another contribution to the community, which I chose to not disclose the code since the community usually reskin the code and do not give credit and this code is 100% mine.
I believe that the volume tools available are poor and lagging so here is my contribution.
I use this tool to filter noise and eliminate fake reversal signals, momentum readings and trend changes on my Spectro M. Use at your own risk.
I've added some pre-set volume profiles and trend configs. Also, the bar colors for ease of use, and all of that can be easily turned on/off and changed in the config menu.
Let me know what you think!
Δ Volume Finder Vol Delta v1.0 by 🇨🇷🇾🇵🇹🇴🇷🇹🇭🇾🇭🇲🇸Δ Volume Finder Vol Delta v1.0 by 🇨🇷🇾🇵🇹🇴🇷🇹🇭🇾🇭🇲🇸
General Description
💰This indicator is given FREE to all our premium indicator subscribers.
🔊Volume Finder is an indicator designed to provide additional insights, and actionable information from the vanilla volume indicator you are all used to.
ℹ More information is never a bad thing! This indicator gives you several tools in one package. The aim is to give volume some additional depth and utility.
🕞The indicator works on any timeframe and any market that has basic volume data (stocks, forex, crypto).
📜 Features
🎚 First off the volume bars are split into positive volume and negative volume. This allows you to more easily visualize the amount of a "green" candle that was actually SELLS, and vice versa - the amount of a "red" candle that were actually BUYS.
🌈It will auto gradient the volume levels based on historical volume range for whatever instrument you are looking at. Yellow bars are deviated outside the lower range (many times this will precede a breakout / breakdown).
🚫If you do not wish to set the auto gradient, you can manually set the levels you would like via settings, or turn it off.
🚦 Next is the Volume Delta. This is the line that is oscillating above and below zero. This shows you the net positive or negative volume. In other words, it shows you the total positive or negative volume.
➕➖ Third are options for EMA plots of the total positive volume and total negative volume. This should be pretty self explanatory.
📩 Lastly is a system that generates alerts when volume breaks out past a certain user defined level. You can plot these alerts as one or both of the following: colored bars on the price chart, or alert bubbles within the indicator pane.
💭Please leave me any ideas or feedback you have!
💬Questions? Comments? Want to get access to an entire suite of proven trading indicators? Come visit us on telegram and chat, or just soak up some knowledge. We make timely posts about the market, news, and strategy everyday. Our community isnt open only to subscribers - everyone is welcome to join.
Relative Volume - VPA / VSA / Better VolumeVolume is important.
Volume is VERY important.
But all the existing methods of volume analysis and order flow analysis fall into the same trap: they're all extremely complicated, hard to learn, and difficult for the human brain to distill down to an actual, tradable signal.
The Relative Volume Gradient Paintbars indicator seeks to address this issue by reducing and simplifying concepts from Volume Price Analaysis (VPA), Volume Spread Analysis (VSA), and Market Profile / Volume Profile into a single indication with varying levels of intensity. Rather than adding more complex symbology and cluttering up your charts with arrows and signals and lines as many volume indicators do, relative volume intuitively takes advantage of the dimension of color, and plays to your brain's automatic recognition of color intensity to highlight areas of interest on a chart where large volumes are being traded. These areas can in turn point out levels of support and resistance, or show strength in a move, exposing the actions of larger market participants that are behind a move.
The Relative Volume indicator can calculate based on a time-segmented / time-based / bar-specific average of volume, adjusting for some of the typical spikes in volume that happen at the beginning and end of a trading day; Or it can be calculated based on any length and type of moving average of volume that is desired: simple, exponential, weighted, Wilders, price-weighted, Hull, or TEMA.
This indicator does more than just normal relative share volume. It can also do relative volume-per-range. The idea behind this setting is that when more volume is being traded but very little movement is happening, this can indicate substantial support or resistance, where a lot of trades are likely being absorbed by larger operators. You can choose your own range calculation for this setting, whether you prefer True Range, high-low range, candle body range, close to close range, or any of several other custom settings.
Moreover, the levels or thresholds at which the color intensity changes are completely user-controlled, so you can adjust them upward to tune out more noise, or downward to increase the level of sensitivity. In addition, all of the colors for each of the thresholds are completely user-controlled.
We hope to see TradingView add support for Richard Arms' CandleVolume or Equivolume before too long, as well as Tick Volume or Trade Count Volume data, all of which can add a lot of power to this method of trading.
VFAP Bands: Volume Flow Aggregate Price Lite [NeoButane]A lighter trial version of VFAP Bands:
This current iteration is only usable on Coinbase's LTCUSD ticker.
See more info about VFAP Bands here: medium.com
VFAP Bands: Volume Flow Aggregate Price [NeoButane]What VFAP accomplishes is finishing what VWAP started, which is to find the best liquidity for market makers to profit off the bid/ask spread. What price is the best? Of course, nobody would tell you this. Otherwise it would be easy for bigger market participants to hunt or prevent being hunted.
This is where VFAP comes in: by being able to visualize optimal liquidity zones, you will be able to enter/exit positions at the safest entries, front run the market makers, and get stopped out at the coolest prices.
The bands are consistently wicked into and provide insight to minute timeframe movements. The levels are areas of high volume where traders may be trapped or defending their position.
See here for pricing and more information: medium.com
Pictured below are the true basis bands. In a tightening/nonvolatile range, They are able to pre-define the range by having a modified formula and being sooner to update than the traditional VFAP bands.
Trial version here:
MVWAP Scalper Prototype [NeoButane]This is a tool that is best utilized on timeframes under 30 minutes.
Besides the MVWAP, the horizontal levels provide support/resistance and shows a 'magnet' to where price might go again.
FIG - Volume Spread analysis Volume spread analysis is a very powerful tool developed by Tom Williams. Probably considered as the father of Volume spread analysis. He is a Syndicate trader who knows well about how smart moneys are playing their role.
I have developed an Indicator with Trading View called Volume spread analysis. We in FIG strongly believe that, we cannot beat or out perform institutional traders, instead we have to travel along with them . With that in mind we follow the footprints of Smart players who leave behind trails. People who are wise enough pick the trails along with us and earn descent amount of profit.
I have designed this indicator, so that it is capable of giving signals for all the phenomenon explained in the Tom Williams book.
Note The calculation of spread and volume are based on my research and analysis. To know more about me and my trading skills just follow me in trading view.
This Indicator is successful for the following phenomenon presently.
Trapped Buyers
Trapped Sellers
Stopping Volume (long)
Buying Climax
Selling Climax
I will be giving constant updates to indicator whenever a signal becomes successful. Other indicators are under test. so kindly disable those indicators in the settings window,. after an update you can start using other phenomenons.
Stay tuned. Follow us in ( FIG )
Volume spread for VSAThis indicator tells us whether the volume is ultrahigh volume,high volume, low volume or average volume. These volume has to be used along with price spread.
Wait for the VSA indicator it will be released in one month.
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There are many markets, strategies, and investment timeframes, but one thing never changes – accurate, timely information makes a huge difference to your bottom line results.
The SPYderCrusher Market Research Analysis Suite takes the guesswork out of price changes with clear, actionable data, supported by extensive quantitative testing. We help make your work easier, your results better, and your insight more precise.
The Analysis Suite was formerly a paid add-on package in direct partnership with TradingView. It was the highest-selling software on the platform for good reason – it’s effective. To expand our data, features, and user-experience, we made the move to host client resources on our own. Becoming a client is easy – just a few clicks at www.scmrtrends.com and you’re activated!
Aside from software access, membership includes:
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All designed specifically to improve your market timing and expertise. Our value proposition clear: the SPYderCrusher Analysis Suite finds attractive opportunities faster and more accurately than competitors. Clear understanding of price changes increases your confidence, saves you time, and lowers your costs.
About SPYderCrusher DollarFlow™
Uses: SPYderCrusher DollarFlow™ normalizes volume into dollars – the benefit is you can see the exact amount of money flowing through a security on any timeframe. Compare different markets with built-in features to measure statistically significant dollar flows in multiple timeframes.
- Easily find breakouts / breakdowns with the highest (or lowest) money flows
- Measure & compare different markets / securities on the same chart
- Create custom time periods
Example Chart Above: The sample chart above shows the SPYderCrusher DollarFlow™ three different ways on NASDAQ:NFLX .
- In pane #1, is the standard DollarFlow™. Brighter colors indicate statistically significant readings – this is the normal setting
- One click changes DollarFlow™ to cumulative total for the week (pane #2)
- Another option is to overlay on the main chart, with just the High / Low flags, and custom measurement period to “this week, over the last quarter”
Notice that High “H” flags tend to suggest exhaustion, and short-term mean-reversion, while Low “L” flags suggest continuation of a predominant trend.
Supercharge your volume analysis with SPYderCrusher DollarFlow™. PURCHASE HERE .
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Thank you for your interest and your support - it's incredibly appreciated
- Daniel Jassy, CFA
Founder of SPYderCrusher Market Research
About - learn about our background and our expertise in quantitative finance
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Dynamic Volume ProfileThe result of standard volume profile is fix for a specified period of time. However, in this script the result is dynamic, because its calculated for every bar. In this script you can see the change of Point of Control , Value Area High and Value Area Low in real time.
Point of Control is the price level for the time period with the highest traded volume.
The area between value area low and value area high (green background) is the area where 70% of traded volume happen. You can customize this percentage value in input section.
Trader can customize input:
Period length
Number of rows
Percentage of value area
Reference:
www.tradingview.com
Smart VolumeOut of beta!
This script distinguishes up/down volume based on lower resolution.
It's important to set correct input "Detailed Resolution" — it affects detalization/loading speed. If equal to chart resolution, should match builtin "volume". The lower it is, the more detalized up/down border.