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Volumes

Cumulative Volume Delta Divergence [TradingFinder] Periodic EMA🔵 Introduction The Cumulative Volume Delta (CVD) is a powerful tool in technical analysis that is derived from market volume or trading activity. The Cumulative Volume Delta Divergence Detector Indicator helps traders identify Cumulative Volume Delta Divergences (CVD Divergence), which can provide reliable trading signals. These divergences, such as bullish and bearish CVD divergences, act as key indicators of potential trend reversals in financial markets. By analyzing CVD divergences, traders can gain insights into the strength of buying and selling pressure and make more informed predictions about price trends. The CVD indicator is particularly effective for traders who engage in day trading and scalping, as it helps identify price reversal points by analyzing volume and price behavior. Using the CVD indicator in combination with other technical tools such as support and resistance levels and candlestick patterns allows for a more accurate market analysis. 🔵 How to Use Divergences are one of the most important technical analysis signals that indicate the current strength of a price move may not be sustainable. Cumulative Volume Delta Divergence helps traders identify potential trading opportunities that may not be visible on the price chart alone. This type of divergence examines the relationship between buying and selling volume and price, enabling traders to better understand price trends. 🟣 Bullish CVD Divergence A bullish CVD divergence occurs when the price makes a lower low, but the CVD indicator shows a higher low. This indicates increasing buying pressure in the market, even though the price is declining. In other words, despite the price dropping, buyers are gradually gaining strength, which could signal a price reversal and the start of a bullish trend. How to use this signal : In this scenario, traders looking to go long can use this signal as a favorable opportunity to enter the market. After a bullish divergence, the market typically tends to move upward. To reduce risk, traders can wait for further confirmation from the price chart. For example, if the price breaks through the previous high after the divergence or breaks a resistance level, this could be a more reliable signal for entering the market. 🟣 Bearish CVD Divergence A bearish CVD divergence is the opposite of a bullish divergence. In this type of divergence, the price makes a higher high, but the CVD indicator shows a lower high. This indicates decreasing buying pressure and weakening momentum in the current bullish trend. A bearish divergence often serves as a warning of a potential market reversal to the downside. How to use this signal : Traders can use this divergence as an opportunity to exit long positions or enter short positions. When the CVD indicator makes a lower high compared to the price, it signals weakness in buyer strength. If traders receive further confirmation from the price chart, such as a break of key support levels or an increase in selling volume, this can serve as a stronger signal for the beginning of a bearish trend. 🟣 How to Build a Trading Strategy with Cumulative Volume Delta Divergence Using CVD divergence alone may not be sufficient. Traders should combine this tool with other technical analysis techniques and indicators to have more confidence in their decisions. For example, when observing a CVD divergence, traders can also analyze volume, trend lines, or candlestick patterns to get a more accurate market analysis. Additionally, risk management should always be a priority. Using stop-loss orders and properly sizing trades can help traders minimize their losses if they make a mistake. 🔵 Setting Divergence Fractal Period : Determines the period of swings. The minimum and default value is 2. CVD Period : You can set the period of " Periodic " and " EMA " modes. Cumulative Mode : It has three modes "Periodic" and "EMA". In "Periodic" mode, it accumulates the volume periodically and in "EMA" mode, it calculates the moving average of the volume. Market Ultra Data : If you turn on this feature, 26 large brokers will be included in the calculation of the trading volume. The advantage of this capability is to have more reliable volume data. You should be careful to specify the market you are in, FOREX brokers and Crypto brokers are different. 🔵 Conclusion The Cumulative Volume Delta (CVD) indicator is a powerful tool in technical analysis, helping traders better identify price trends and make more accurate market predictions. By identifying CVD divergences, traders can anticipate price reversals and time their market entries and exits accordingly. Bullish and bearish CVD divergences each provide valuable signals that can help traders identify the best entry and exit points in the market. A bullish CVD divergence signals strength in buying that will likely lead to a price increase, while a bearish CVD divergence indicates weakness in the bullish trend and the potential for the beginning of a bearish trend. Overall, combining CVD with other technical analysis tools and employing risk management strategies can help traders make better trading decisions and capitalize on available market opportunities.
Pine Script® Indikator
von TFlab
49
Cumulative Delta [TradingFinder] Volume + Periodic + EMA🔵 Introduction To fully grasp the concept of Cumulative Volume Delta (CVD), it's essential first to understand Volume Delta. In trading and technical analysis, the term "Delta" typically refers to the difference between two values or the rate of change between two data points. Volume Delta represents the difference between buying and selling pressure, calculated for each candlestick on a chart. This difference can vary across different timeframes. A positive delta indicates that buying volume exceeds selling volume, while a negative delta shows that selling volume is greater. When buying and selling volumes are equal, the volume delta equals zero. 🟣 What is Cumulative Volume Delta (CVD)? Cumulative Volume Delta (CVD) is a powerful tool in technical analysis that aggregates delta values for each candlestick, creating a comprehensive indicator that helps traders assess market trends. Unlike the standard Volume Delta, which compares delta on a candle-by-candle basis, CVD provides insight into the overall buying and selling pressure during key market swings. A downward-trending CVD suggests that selling pressure is dominating, which is typically a bearish signal. Conversely, an upward-trending CVD indicates bullish sentiment. This analysis becomes even more significant when comparing CVD with price action and market structure, helping traders to predict asset price directions. By evaluating market highs and lows, one can determine the market trend. A consistent rise in these points indicates an uptrend, while a consistent fall suggests a downtrend. 🔵 How to Use Understanding how to detect trend changes using Cumulative Volume Delta is crucial for traders. Typically, CVD aligns with market structure, moving in the same direction as price trends. However, divergences between CVD and price trends or signs of exhaustion in volume can be powerful indicators of potential market reversals. Recognizing these patterns can help traders make informed decisions and improve their trading strategies. 🟣 Identifying Trend Exhaustion with Cumulative Volume Delta (CVD) The Cumulative Volume Delta (CVD) indicator is especially effective in identifying weakening trends in the market. For instance, if gold's price hits a new low, but CVD does not follow suit, this may indicate a lack of seller interest despite the new low, signaling potential seller exhaustion. Most traders interpret this as a possible reversal from a bearish to a bullish trend. Similarly, if gold reaches a new high but CVD fails to do the same, it can suggest that buyers lack the strength to push the market higher, indicating a possible trend reversal. 🟣 Utilizing Cumulative Volume Delta (CVD) Divergence in Price Trend Analysis Another effective use of CVD is identifying divergences in price trends. For example, if CVD breaks a previous high or low while the price remains stable, this divergence often indicates that buying or selling pressure is being absorbed. For instance, if CVD rises sharply without a corresponding increase in gold prices, it may suggest that sellers are absorbing the buying pressure, potentially leading to a strong sell-off. Conversely, if gold prices remain stable while CVD declines, it could indicate that buyers are absorbing selling pressure, likely leading to a price increase once selling subsides. 🔵 Setting Cumulative Mode : It has three modes "Total", "Periodic" and "EMA". In "Total" mode, it collects the volume from the beginning to the end. In "Periodic" mode, it accumulates the volume periodically and in "EMA" mode, it calculates the moving average of the volume. Period : You can set the period of " Periodic " and " EMA " modes. Market Ultra Data : If you turn on this feature, 26 large brokers will be included in the calculation of the trading volume. The advantage of this capability is to have more reliable volume data. You should be careful to specify the market you are in, FOREX brokers and Crypto brokers are different. 🔵 Conclusion Cumulative Volume Delta (CVD) is a powerful analytical tool in financial markets that helps analysts and traders assess buying and selling pressure by aggregating and combining the volume delta for each candlestick. CVD can indicate the strength or weakness of a market trend. When CVD moves upward, it signals that buying pressure is dominant and is considered a bullish signal; conversely, a downward movement in CVD indicates that selling pressure is stronger and is viewed as a bearish signal. This indicator is particularly effective in identifying divergences and exhaustion in market trends. For example, if CVD does not align with price movements, it may suggest a potential trend reversal. Traders use this information to make more informed trading decisions, especially when identifying entry and exit points in the market. Overall, CVD is a tool that enables analysts to better understand market fluctuations and more accurately predict future market trends.
Pine Script® Indikator
von TFlab
4
Big Volumes HighlighterBig Volumes Highlighter Overview: The "Big Volume Highlighter" is a powerful tool designed to help traders quickly identify candles with the highest trading volume over a specified period. This indicator not only highlights the most significant volume candles but also color-codes them based on the candle's direction—green for bullish (close > open) and red for bearish (close < open). Whether you're analyzing volume spikes or looking for key moments in price action, this indicator provides clear visual cues to enhance your trading decisions. Features: Customizable Lookback Period: Define the number of candles to consider when determining the highest volume. Automatic Color Coding: Candles with the highest volume are highlighted in green if bullish and red if bearish. Visual Clarity: The indicator marks the significant volume candles with a triangle above the bar and changes the background color to match, making it easy to spot important volume events at a glance. Use Cases: Volume Spike Detection: Quickly identify when a large volume enters the market, which may indicate significant buying or selling pressure. Trend Confirmation: Use volume spikes to confirm trends or potential reversals by observing the direction of the high-volume candles. Market Sentiment Analysis: Understand market sentiment by analyzing the direction of the candles with the biggest volumes. How to Use: Add the "Big Volume Highlighter" to your chart. Adjust the lookback period to suit your analysis. Observe the highlighted candles for insights into market dynamics. This script is ideal for traders who want to incorporate volume analysis into their technical strategy, providing a simple yet effective way to monitor significant volume changes in the market.
Pine Script® Indikator
von thisiskanisk
Volume Insignts AnalyzerDescription: The Volume Insight Analyzer is an advanced Pine Script designed for traders who want a comprehensive view of volume dynamics on their charts. This script combines multiple volume-based indicators to help identify key trading opportunities, including significant volume days, volume dry-ups, and pocket pivots. Key Features: VDU (Volume Dry-Up) Detection: Automatically identifies and marks days when the volume is significantly below its moving average, helping to spot potential breakout or breakdown points. Customizable volume thresholds allow for tailored analysis based on your trading strategy. The Volume Dry-Up label appears when the volume is substantially below its average level and the price is near a key moving average. This condition indicates a period of equilibrium between supply and demand, suggesting a potential low-risk entry point for traders. Pocket Pivot Analysis using 5 and 10 Length Pocket Pivots: Highlights days with exceptionally high volume compared to recent history, indicating potential pocket pivots. Visual markers on the chart and volume bars color-coded for 5 and 10-day lengths. Pocket pivot points are identified when the volume on a given day exceeds the maximum volume observed over the past several days. Specifically, a 5-day pocket pivot point is marked when today's volume surpasses the highest selling volume of the last 5 days. A cluster of 5-day pocket pivot points within a base is a strong indicator of stock strength. Similarly, a 10-day pocket pivot point following a Volume Dry-Up (VDU) suggests a potential entry opportunity. Moreover, a pre-existing cluster of 5-day pocket pivot points before a 10-day pocket pivot point provides greater conviction in the trade. Volume Moving Averages: Set different lengths for primary and secondary moving averages to track volume trends over daily, weekly, and monthly timeframes. Options to display moving average lines on the volume chart. Volume Visualization: a. Major and Minor Volume Bars: Option to display bars that are either above or below average volume levels. Adjustable settings to show or hide these bars based on user preference. b. Volume Bar Coloring: Volume bars are color-coded based on significant volume thresholds, including green for bullish signals, red for bearish signals, and orange for volume dry-ups. Volume Metrics Table: A customizable table that displays real-time volume metrics including Relative Volume (RVOL), Turnover, and the number of high volume days. The table can be oriented horizontally or vertically and styled according to your theme preferences. Visual Indicators: a) Volume Dry-Up (VDU) Labels: Clearly marked VDU events with textual annotations on the chart. b) Bullish and Bearish Arrows: Arrows indicating potential bullish or bearish closes based on volume analysis, enhancing decision-making. Customization Options: a) Dark and Light Theme Support: Toggle between dark and light themes to match your chart settings. b) Adjustable Parameters: Easily configure input settings such as volume thresholds, MA lengths, and table display options to fit your trading style. How to Use: Set Parameters: Adjust the script settings such as volume thresholds, moving average lengths, and display preferences according to your analysis needs. Analyze Volume Patterns: Use the indicators and visual markers provided by the script to identify significant volume patterns and potential trading signals. Monitor Metrics: Refer to the volume metrics table for a quick overview of key volume-related statistics and trends. Make Informed Decisions: Utilize the visual cues and volume data provided by the script to enhance your trading strategy and make more informed decisions. Disclaimer: This script is for informational purposes only and should not be considered as trading advice. Use it in conjunction with other analysis tools and consult with a financial advisor if needed. Trading involves risk, and past performance does not guarantee future results.
Pine Script® Indikator
von PrasadJoshi12
1
Falcon - Volume & Level reaction Falcon - Volume & Level Reaction Our indicator, Falcon - Volume & Level Reaction, is designed to provide traders with comprehensive insights into price behavior through the calculation of horizontal volume profiles. By analyzing these profiles, the indicator identifies key levels and assesses price reactions, offering valuable trading signals. --- # Concept The Falcon - Volume & Level Reaction indicator is built to help traders identify and capitalize on key market levels by analyzing volume profiles and price behavior. This indicator enhances trading strategies by providing clear signals based on robust analysis, allowing traders to make informed decisions and improve their trading outcomes. --- # Functions 1. Volume Profile Calculation - Profile Period: Calculates horizontal volume profiles over a specified number of bars. - Peak Volumes: Identifies peak volume levels based on the sensitivity parameter. 2. Price Behavior Analysis - Primary Check: Determines if bars close above or below the peak level. - Secondary Checks: - Volume Decrease: Confirms a decrease in volume after the price touches the level. - Volatility Check: Ensures bars do not exceed the average ATR range. 3. Signal Generation - Combined Signals: The primary check generates initial long/short signals, while secondary checks strengthen these signals. - Real-time Alerts: Provides "Potential" short or long signals based on the current candle's closure relative to the level. 4. Comprehensive Analysis: Helps identify multiple factors that validate level protection and potential price reversals. --- # Description of Checks 1. Primary Check: Price Closure - This check assesses whether the bars close above or below the identified peak volume levels. If the price closes above the level, it generates a long signal; if it closes below, it generates a short signal. This check is fundamental as it directly indicates the price's interaction with significant volume levels. 2. Secondary Check 1: Volume Decrease - After the price touches a peak volume level, this check verifies if there is a subsequent decrease in trading volume. A decrease in volume after touching the level suggests reduced market interest at that price, which can indicate potential reversals or continuations based on the overall market context. 3. Secondary Check 2: Volatility Check - This check ensures that the price bars do not exceed the average ATR range after touching the peak volume level. Lower volatility near key levels indicates stability and strengthens the signal generated by the primary check, confirming the market's reaction to these levels. --- # How to Use the Indicator 1. Set Parameters: Define volume profile parameters such as profile period, number of peaks, and level sensitivity. 2. Analyze the Chart: Observe the peak volume levels displayed on the chart. 3. Receive Signals: Follow the buy or sell signals that appear when the price touches the level and the primary and secondary checks are met. 4. Respond to Alerts: When a "Potential" long or short signal appears, evaluate the closure of the current candle relative to the level to make a trading decision. Example of Work - Setup: - Result: --- # Input Parameters - Profile back: Defines the lookback period for volume profiles (10–500, step 1). - Max Profile: Sets the maximum number of profiles (10–300, step 5). - Profiles Length: Specifies the length of profiles (10–100, step 1). - Profiles Offset: Determines the offset for profiles (0–100, step 1). - Profiles Width: Sets the width of profiles (1–10). - Profiles Color: Chooses the color for profiles. - Lvls Color: Chooses the color for levels. - Lvl's sensitivity: Adjusts the sensitivity of levels (1–10). - tolerance: Sets the tolerance level (0.000–0.003, step 0.001). - tolerance ATR: Defines the ATR tolerance (1.0–4.0). --- Falcon - Volume & Level Reaction Индикатор на основе горизонтальных объемов помогает трейдерам выявлять ключевые уровни объемной проторговки, предоставляя четкие сигналы для принятия торговых решений. Функции – Определение и отображение пиковых уровней объемной проторговки. – Сигналы на покупку (Long) и продажу (Short) на основе поведения цены. – Анализ объема торгов до и после касания уровня. – Оценка волатильности цены в период консолидации. – Автоматическая подстройка под выбранный таймфрейм. – Отображение локальных максимумов и минимумов. Настройки – Количество баров назад VRVP: определяет период для расчета горизонтальных объемов. – Множитель ATR: коэффициент для вычисления волатильности. – Множитель погрешности: допустимая погрешность касания уровня. – Период расчета ATR: количество баров для расчета среднего ATR. – Отображение Local HH/LL: включение/выключение отображения локальных максимумов и минимумов. Версии Данный скрипт – упрощенная версия нашего индикатора с закрытым доступом. Открытая версия доступна для BTC и ETH, только на дневном таймфрейме, без возможности изменения параметров
Pine Script® Indikator
von falcon_academy
3
Volume ScoreVolume Score Indicator (VSCR) The Volume Score Indicator (VSCR) is a powerful tool designed to enhance your trading analysis by evaluating volume activity relative to historical levels. This indicator provides valuable insights into volume trends, highlighting significant volume spikes and their implications for price movements. Key Features: 1. Volume Analysis: a.) Volume (RVol): Calculates the relative volume based on the 50-day simple moving average. b.) High Volume Conditions: Identifies conditions where volume is significantly higher than historical levels, including: b1.) Highest Volume in 1 Year (HV1Y): Volume exceeds the highest volume of the year. b2.) Highest Volume in 3 Months (HVQ): Volume exceeds the highest volume of the past 3 months. c.) Pocket Pivot Volume (PPV): c1.) High Relative Volume: Volume is at least twice the 50-day moving average volume. c2.) Pocket Pivot Volume: Latest bar volume is higher than the highest down volume bar of the last 10 days. 2.Volume Score Calculation: a.) Computes a cumulative volume score (VSCR) based on the frequency and magnitude of identified high-volume conditions over a user-defined look-back period (default: 90 days). b.) Adds points to the volume score based on relative volume (RVol). For example, if the current day's relative volume is 500% of the 50-day average volume, 5 points will be added to the volume score. Formula: Volume Score = Volume Score + (RVol / 100) 3. Customizable Plotting: a.) High Volume Plotting (HV): Option to plot circles above bars when HV1Y or HVQ conditions are met. b.) Pocket Pivot Volume Plotting (PPV): Option to plot circles above bars when any of the Pocket Pivot Volume conditions are met. 4.Interactive Table Display: a.) Configurable table to display key volume metrics and scores. b.) Customizable table layout (horizontal or vertical) and positioning (top, middle, bottom; left, center, right). c.) Dynamic Background Coloring: The table cells are color-coded to highlight significant volume levels and scores: c1.) Blue: Indicates a very high volume score or count, signaling exceptionally strong volume activity (e.g., count >= 15, score >= 50). c2.) Green: Represents a high but not extreme volume level, suggesting notable volume activity (e.g., 10 <= count < 15, 40 <= score < 50). c3.) Orange: Marks moderate volume activity, which is still above average but less pronounced (e.g., 7 <= count < 10, 25 <= score < 40). c4.) Red: Signifies relatively low volume activity, potentially indicating less significant volume changes (e.g., count < 7, score < 25). 5.How to Use: a.) Input Parameters: a1.) Plot HV: Toggle to plot high volume i.e. HV1Y and HVQ conditions on the chart. When enabled green plot will appear above the price bars on the chart. a2.) Plot PPV: Toggle to plot pocket pivot volume conditions on the chart. When enabled orange plot will appear above the price bars on the chart. a3.) Look Back Period: Define the period for looking back to calculate volume conditions and scores (default: 90 days). b.) Table Display: b1.) Panel Options: Customize the table's position, layout, text size, and colors to suit your preferences. b2.) Volume Metrics: The table displays counts of high-volume events (HV1Y, HVQ & PPV) and the cumulative volume score, color-coded based on thresholds for easy interpretation. c.) Practical Applications: c1.) Volume Spike Detection: Quickly identify significant volume spikes that may indicate institutional buying. c2.) Historical Volume Context: Understand current volume activity in the context of historical volume patterns. c3.) Enhanced Decision Making: Use volume insights to make informed trading decisions, particularly around areas of significant volume changes. This indicator is an essential tool for traders looking to incorporate volume analysis into their trading strategy, providing clear and actionable insights into volume dynamics. ***Note*** Candlestick Exclusion: The indicator ignores any candles where the closing price is less than the opening price. All calculations and analysis are based on candles where the closing price is higher than the opening price.
Pine Script® Indikator
von SelfUnmade
5
Volume Spectrum Candles"Volume Spectrum Candles" is a visually intuitive trading indicator that enhances candlestick charts by incorporating trading volume directly into the color of each candle. Purpose and Utility: This tool assigns a unique color gradient to candlesticks, which varies from light to dark based on the volume of trades executed. This feature allows traders to immediately recognize and differentiate periods of varying trading activity at a glance. Target User: It is specifically designed for traders who integrate volume analysis into their trading strategies, offering a seamless blend of visual cues and technical data. Benefits: By providing a visual representation of volume intensity, traders can more effectively identify key market movements, helping to determine optimal entry and exit points. The color gradation adds a layer of quick analysis, making it easier to spot trends in trading volume without the need for additional indicators. Application and Versatility: Whether used by day traders to capture short-term price movements or by long-term investors to gauge broader market sentiment, "Volume Spectrum Candles" serves as a valuable addition to any trading setup.
Pine Script® Indikator
von GrandAlgo
Kalman Filter Volume Bands by TenozenHello there! I am excited to introduce a new original indicator, the Kalman Filter Volume Bands. This indicator is calculated using the Kalman Filter, which is an adaptive-based smoothing quantitative tool. The Kalman Filter Volume Bands have two components that support the calculation, namely VWAP and VaR. VWAP is used to determine the weight of the Kalman Filter Returns, but it doesn't have a significant impact on the calculation. On the other hand, VaR or Value at risk is calculated using the 99th percentile, which means that there is a 1% chance for the returns to exceed the 99th percentile level. After getting the VaR value, I manually adjust the bands based on the current market I'm trading on. I take the highest point (VaR*2) and the lowest point (-(VaR*2)) from the Kalman Filter, and then divide them into segments manually based on my preference. This process results in 8 segments, where 2 segments near the Kalman Filter are further divided, making a total of 12 segments. These segments classify the current state of the price based on code-based coloring. The five states are very bullish, bullish, very bearish, bearish, and neutral. I created this indicator to have an adaptive band that is not biased toward the volatility of the market. Most band-based indicators don't capture reversals that well, but the Kalman Filter Volume Bands can capture both trends and reversals. This makes it suitable for both trend-following and reversal trading approaches. That's all for the explanation! Ciao! Additional Reminder: - Please use hourly timeframes or higher as lower timeframes are too noisy for reliable readings of this indicator.
Pine Script® Indikator
von Tenozen
11
USD VolumeA volume tool but the candles represent Volume in USD Format which is usually here are some examples of what the numbers represent on the right-hand side. .01 = $10,000 .5 = $500,000 1 = $1,000,000 50 = $50,000,000 250 = $250,000,000 1000 = $1,000,000,000 The lower line is the "Average Volume" based on lifetime history. Anytime volume is below average, this likely denotes most people have capitulated or the markets have grown bored at these price ranges. A squeeze in volume primes the asset for a big move. The upper line is the 3rd standard of Deviation from the average line. Anytime volume touches that line or goes higher, this denotes its a very big move relative to how the asset typically trades. If the volume stays above this range for an extended period of time, it would be wise to watch the chart closely and start taking profits off the table whether you're shorting or longing the asset.
Pine Script® Indikator
von RookInvesting
1
Cumulative Volume Delta (CVD)█ OVERVIEW Cumulative Volume Delta (CVD) is a volume-based trading indicator that provides a visual representation of market buying and selling pressure by calculating the difference in traded volumes between the two sides. It uses intrabar information to obtain more precise ​volume delta information than methods using only the chart's timeframe. Volume delta is the net difference between Buy Volume and Sell Volume. Positive volume delta indicates that buy volume is more than sell volume, and opposite. So Cumulative Volume Delta (CVD) is a running total/cumulation of volume delta values, where positive VD gets added to the sum and negative VD gets subtracted from the sum. I found simple and fast solution how to calculate CVD, so made plain and concise code, here is CVD function : cvd(_c, _o, _v) => var tcvd = 0.0, delta = 0.0 posV = 0.0, negV = 0.0 totUV = 0.0, totDV = 0.0 switch _c > _o => posV += _v _c < _o => negV -= _v _c > nz(_c ) => posV += _v _c < nz(_c ) => negV -= _v nz(posV ) > 0 => posV += _v nz(negV ) < 0 => negV -= _v totUV += posV totDV += negV delta := totUV + totDV cvd = tcvd + delta tcvd += delta cvd where _c, _o, _v are close, open and volume of intrabar much lower timeframe. Indicator uses intrabar information to obtain more precise ​volume delta information than methods using only the chart's timeframe. Intrabar precision calculation depends on the chart's timeframe: CVD is good to use together with open interest, volume and price change. For example if CVD is rising and price makes good move up in short period and volume is rising and open interest makes good move up in short period and before was flat market it is show big chance to pump.
Pine Script® Indikator
von NoveltyTrade
2
True VolumeThis indicator is designed to provide in-depth analysis of volume data from multiple sources and distinguish highly liquid candles by measuring the density of the volume. By focusing on the density and concentration of volume, rather than just the volume itself, it offers a more nuanced view of the market. This can be particularly beneficial in markets like cryptocurrencies, where understanding the role of market makers versus retail traders is crucial for strategic trading. This is how it works: Multiple Asset Integration: Unlike standard volume indicators, True Volume allows the inclusion of up to four different assets (or the same asset from various exchanges) into its volume calculations. This feature provides a broader and more accurate total volume representation, essential in markets like cryptocurrencies where volume is dispersed across multiple exchanges. Adjustable Time Anchors: It offers various time anchor options, allowing traders to analyze volume data over different time periods or a specific amount of lookback candles. This flexibility helps in understanding volume trends over both short and long-term time frames. Volume Density Analysis: The core of this indicator is the innovative concept of Volume Density. It's calculated using a sigmoid function that normalizes the volume-to-price movement ratio in a unique way without needing a max cap or having the density column spike off the chart. This method helps in distinguishing between normal volume fluctuations and those that are unusually dense for the given price movement. This distinction is key in identifying potential market maker activities. The Visuals: The Volume Density is displayed in a unique way without compromising the original volume bars or cap the density. Infinite density can essentially be represented without having an infinitely large bar or caping out the density data. There's also two different color themes, optional bar color, and an option to flip the density bars up-side down for a different representation. Each of the original volume sources can be displayed separately as well. All colors as customizable as well for your own preference. Price Volume Trend (PVT): Included in this indicator is also the Price Volume Trend, which cumulatively measures the density delta, offering insights into the longer-term momentum of the market. How do I trade it? This indicator aims to give you insight into 'the other side of the trade', the Market Makers. When you buy, they provide liquidity by selling to you. That drives the Volume Density up. Consider whether the market maker is currently long or short and might need to cover their position by wicking price back, or "adjust inventory". Especially towards the end of a market session. Consider dense candles during market gaps or weekends to be market manipulation moves. The density also goes up when stop losses are hit. If price makes a higher high or lower low, high density could indicate a liquidation event.
Pine Script® Indikator
von AlgoRhythmica
8
SaAy New Volume ComputationOverview of the Indicator The "SaAy New Volume Computation" is a trading tool designed to give traders a clear understanding of market volume movements. It overlays on the main trading chart, providing insights into buying and selling pressures. Key Features of the Indicator Up and Down Volume Analysis Buying Pressure (Up Volume) : This metric totals the trading volume on days when the market closes higher than it opens, indicating a bullish or positive market sentiment. Selling Pressure (Down Volume) : Conversely, this measures the trading volume on days when the market closes lower than it opens, reflecting a bearish or negative sentiment. Comparative Volume Analysis Average Volume Comparison : The indicator also compares recent trading volume with the average volume over a set period. This comparison helps identify whether the current trading volume is unusually high or low compared to normal conditions. Practical Use for Traders Market Sentiment Understanding : By analyzing the up and down volumes, traders can get a sense of whether the market is dominated by buyers (bulls) or sellers (bears). Volume Trend Identification: Comparing current trading volumes with the average volume can help traders spot trends or significant changes in market activity. For example, a higher than average volume on a day with rising prices might suggest strong buying interest and a possible continuation of the upward trend. Conclusion Overall, the "SaAy New Volume Computation" indicator is a valuable tool for traders. It simplifies the complex task of volume analysis, providing easy-to-understand metrics that indicate market trends and trader sentiment. This can help traders make more informed decisions and better understand the dynamics of the markets they are trading in.
Pine Script® Indikator
von SaAy_Data
Volume Profile PlusThis indicator provides a high-resolution and high-precision implementation of Volume Profile with flexible range settings. Its key features include: 1. Support for a high resolution of up to 2,500 rows. 2. Capability to examine lower timeframe bars (default 5,000 intra-bars) for enhanced precision. 3. Three range modes — "Visible Range", "Anchored Range", and "All Range". 4. Highlighting of Point of Control and Value Area. 5. Extensive customization options allowing users to configure dimensions, on-chart placements, and color schemes. 🔵 Settings The settings screen, along with the explanations for each setting, is provided below: 🔵 High Resolution using Polyline Inspired by @fikira, this indicator utilizes the newly introduced `polyline` type in PineScript to plot the volume profile. It employs a single polyline instance to represent the entire histogram. With each polyline instance supporting up to 10,000 points and each histogram row requiring 4 points, this indicator can accommodate 2500 rows, resulting in a significantly higher resolution compared to conventional volume profile indicators that use `line`s or `box`es to draw the histogram. 🔵 High Precision Data-binning using Lower Timeframe Data Conventional volume profile indicators often face one or both of the following limitations: 1. They only consider volume within the chart's current timeframe. 2. They assign each bar's total volume to a single price bucket based on the bar's average price, rather than distributing volume across multiple price buckets. As a result, when the number of bars in the chart is low, those indicators may provide imprecise results, making it difficult to accurately identify significant volume nodes and the point of control. To address these limitations and enhance accuracy, this indicator examines data from lower timeframes and distributes the volume to fine-grained price buckets. It intelligently selects an appropriate lower timeframe to ensure precise output while complying with a maximum specified number of bars to maintain good performance. 🔵 Three Range Modes This indicator offers users the flexibility to choose from three range modes: 1. Visible Range (Default Mode): In this mode, the volume profile calculation begins at the time of the left-most bar displayed in the current viewport. As the user scrolls through the viewport, the volume profile updates automatically. 2. Anchored Range: This mode allows the user to set the start time either by using the datetime input boxes or by dragging the anchor line on the chart. 3. All Range: In this mode, the volume profile calculation is based on all the historical bars available in the chart.
Pine Script® Indikator
von AlphaViz
39
YD_Volume_Alert"YD_Volume_Alert" is a simple alert based on the increasing volume. Although it is a simple indicator, strategies to determine accumulation and distribution can be developed using this indicator, which will also be published as well. 📌 Usage, Details and Alert Using this indicator is simple. You can enter two scales, "Increased Percentage 1 (%)" and "Increased Percentage 2 (%)", with default values set to 200% and 500%. Signals are displayed in green and red triangles at the bottom of the bar, also printed with the text "Increased Volume" and "Hugely increased Volume". Alerts are provided as a combination of the chart's symbol and the set percentage. For example, "BINANCE:BTCUSDT.P 's Volume : 200% increased." =========================================================== "YD_Volume_Alert" 는 거래량 증가에 따른 얼러트를 제공하는 간단한 지표입니다. 간단한 지표이지만 위 지표를 이용하여 매집과 매도의 타이밍으로 이용하는 전략 또한 개발할 수 있으며, 이 역시도 퍼블리시 할 예정입니다. 📌 사용 예시와 알림 설정 지표를 사용하는 방법은 간단합니다. "Increased Percentage 1 (%)" 과 "Increased Percentage 2 (%)" 두 가지의 배율을 입력할 수 있으며, 기본값은 200%와 500%로 설정되어 있습니다. 시그널은 바 하단에 초록색, 빨간색 삼각형으로 각각 표시되며, "Increased Volume"과 "Hugely increased Volume"이라는 텍스트가 함께 출력됩니다. 얼러트는 자신이 설정한 차트의 심볼과 설정한 퍼센티지의 조합으로 제공되며 예를 들면 다음과 같습니다. "BINANCE:BTCUSDT.P 's Volume : 200% increased."
Pine Script® Indikator
von Yonsei_dent
6
improved volumeIt is an indicator that displays the trading volume. Red-colored candle bars indicate a decrease in trading volume. Green-colored candle bars indicate an increase in trading volume. The transparent yellow cloud above the volume bars represents the 21-bar moving average volume, which shows the average volume over the specified period. (You can change the number of bars and the type of moving average from the indicator settings.) This allows for easier comparison between the current trading volume and the average volume. In the price scale section, there are 4 target levels. They represent the following in ascending order: Average volume, Average volume multiplied by 2, Average volume multiplied by 3, Average volume multiplied by 4. Additionally, you can use the alarm feature based on these average volume levels.
Pine Script® Indikator
von UnknownUnicorn38480472
3
Volume and vPOC InsightsThe vPOC or volume point of control shows where most of the volume was traded. This is important because this is where the institutions and market makers have opened their positions, and these are the ones that move the markets! This indicator is designed to cut through the volume noise, and enable the hiding of lower volume data. The main setting allows you to define a lookback, and obscure the candles whose volume is less than x % of the highest volume in this lookback. Of the remaining candles, their vPOC will be displayed. There are extra settings to extend naked vPOCs, as well as the highs and lows of these high volume candles, plus an EMA based on the vPOC price levels. I must credit quantifytools @quantifytools who allowed me to utilize his code, for finding vPOCs using lower timeframe candles - there are comments in the code also. It works perfectly so why reinvent the wheel?
Pine Script® Indikator
von Texmoonbeam
16
High/Low VolumeIn this indicator, I show you a better way to define high/low values of volume (or any other indicator). Quite often, I get requests from my clients that an indicator level should be “high” or that it should be above a certain absolute level. The first request is hard to interpret mathematically, but traders can easily spot it on the chart. The second one is not flexible, and it might not make sense in another market regime. To solve that, you can compute dynamic high/low levels that represent unexpected extreme values that are adaptable to recent conditions. There are two pretty simple methods I’m using quite often in my scripts percentiles and sigma (standard deviations). Percentile looks back at X bars and computes the value under which a certain % of data points are located. So, for example, if we’re computing 90%tile and we’re looking at 100 bars, we’ll get a value under which we have values of precisely 90 bars for this indicator. It’s a good idea to use something like 5%tile for low level and 95%tile for high level. Sigma(σ) is related to standard deviation. If we assume that our data is normally distributed, then 68% of data points should be in the range of mean +-1σ, 95% → mean +-2σ. So we can assume that something above 2σ is a pretty rare and extreme event. In this script, I give you an example of how to compute both on volume, but you can easily change this to another indicator. The issue with volume is that it’s not normally distributed, and your low level will be quite often too low to detect any low levels. Ideally, we have to use a more sophisticated formula that fits volume distribution better. In this indicator, you can set the following parameters: Choose type: Percentile or Sigma Lookback Period High/Low Percentiles Sigmas # You can also receive alerts for high/low volume events. Disclaimer Please remember that past performance may not indicate future results. Due to various factors, including changing market conditions, the strategy may no longer perform as well as in historical backtesting. This post and the script don’t provide any financial advice.
Pine Script® Indikator
von QuantNomad
3
Donkey Kick - Volume ScreenerThis indicator allows users to screen up to 40 pairs based on total traded volume (in USD). Not all timeframes are created equal, and to avoid "moving the market" on lower timeframes the user can set the maximum desired trade size as a percentage of total traded volume. As an added feature the user can determine at a glance the margin size required for each respective trade position size based on the leverage parameter set by the user. There is also a filter for ATRP.
Pine Script® Indikator
von Crypto_Care_Bear