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OPEN-SOURCE SCRIPT

Aggregated Volume Spot & Futures

By HALDRO
Updated
 ⚉ 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.
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[B]
  • Mode[/B] — Choose Mode.
        • [B]Volume —[/B] This displays the Volume
        • [B]Volume (Colored) —[/B] Shows aggregated volume but applying different volume colors for different exchanges.
        • [B]Delta —[/B] This displays the difference between the number of sellers and buyers.
        • [B]Cumulative Delta —[/B] This displays the cumulative delta between sellers and buyers.
        • [B]Spot & Perp —[/B] Shows Spot and Futures volume at the same time.
        • [B]Delta (Spot - Perp) —[/B] Shows the difference between Spot and Futures Volume.
        • [B]Liquidations —[/B] Displays Potential Liquidations. (Calculated between the difference in volume between Futures and Spots)
        • [B]OBV —[/B] On Balance Volume.
        • [B]MFI —[/B] Money Flow Indicator.

  • •  [B]Data Type —[/B] Choose Single or Aggregated data.
        • [B]Single —[/B] Show only current Volume.
        • [B]Aggregated —[/B] Show Aggregated Volume.

  • [B]Volume By —[/B] You can also select how the volume is displayed.
        • [B]COIN —[/B] Volume in Actives.
        • [B]USD —[/B] Volume in United Stated Dollar.
        • [B]EUR —[/B] Volume in European Union.
        • [B]RUB —[/B] Volume in Russian Ruble.

  • [B]Calculate By —[/B] Choose how Aggregated Volume it is calculated.
        • [B]SUM —[/B] This displays the total volume from all sources.
        • [B]AVG —[/B] This displays the average price of the volume from all sources.
        • [B]MEDIAN —[/B] This displays the median volume from all sources.
        • [B]VARIANCE —[/B] This displays the variance of the volume from all sources.
           [B]* 🡅 [/B]Be Careful, Reacts to Every Mode.

  • Additional features
        • [B]Show MA —[/B] Show Movieng Average of Volume.
             • [B]MA Period —[/B] Period of MA.
        • [B]Lookback —[/B] Lookback period for 'Cumulative Delta' and for 'MFI'.
        • [B]Liquidation Filter —[/B] Filters out small or negative difference values.
        • [B]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. [/B]
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     ⚉ ＮＯＴＥＳ ⚉
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    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 .
Release Notes
  • The description and name of the indicator was changed to a more correct one.
  • Completely changed the methods of extraction and processing of volumes for more accurate correctness.
  • The accuracy of volume extraction has increased significantly and works like clockwork :)
  • Added Volume (Colored) option in Mode - allows you to see the volumes of selected exchanges more clearly.
  • Tips for some functions have been added, as well as a slightly modified settings interface for more convenient operation.
  • By default, the indicator shows volumes in USD, but you can still manage it.
  • Due to the update of tickers on TV, changes have been made to get more aggregated volumes and they are easier to manage.

Enjoy your use!
aggregatedCVDdeltaliquidationVolume IndicatorvolumedeltaVolume

Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publication is governed by House rules. You can favorite it to use it on a chart.

Want to use this script on a chart?

HALDRO

Disclaimer

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