Aggregate VPVR [CE]Aggregate VPVR
Aggregate Volume automatically fetches and aggregates futures volume data from multiple exchanges such as Binance, OKX, and Bybit -- for any crypto asset, and highlights the volume bars that exceed a user-defined threshold.
Using this logic the CE team have put together a new VPVR script that uses aggregated data to produce new profile. The tool takes a fresh look at the VPVR usage by highlighting the VA in the ratio of contribution to volume by each exchange.
Each exchange is toggleable so users can view data related to the exchange and aggregate as needed e.g.
Binance + bybit
OKX + bybit
Binance + OKX
Customizable widths:
5 %
Customizable widths:
35 %
Additional customizations include ticksize, above is 10 ticksize, below is an example of 5 ticksize for increased granularity:
Finally the benefit of this vs traditional VPVR is seeing exchange participation at high volume levels across available assets.
Aggregatevpvr
Aggregate VPVR + [CE]Aggregate VPVR +
Aggregate Volume automatically fetches and aggregates futures volume data from multiple exchanges such as Binance, OKX, and Bybit -- for any crypto asset, and highlights the volume bars that exceed a user-defined threshold.
Using this logic the CE team have put together a new VPVR script that uses aggregated data to produce new profile. The tool takes a fresh look at the VPVR usage by highlighting the VA in the ratio of contribution to volume by each exchange.
Each exchange is toggleable so users can view data related to the exchange and aggregate as needed e.g.
Binance + bybit
OKX + bybit
Binance + OKX
Additional benefits of + mode:
Rolling Bar Mode
Rolling bar mode comes with the added benefit of a persistent number of bars the profile will elapse, this makes it perfect for users who may change their chart often + will reflect the rolling bars in history also.
Developing VA + Developing POC
Additionally comes with developing Value area and POC making it easier to back test strategies as we can see the interaction with price at time of the VA/POC relevant to the candle.
Finally the addition of alerts:
Re enter VA
Leave VA
Cross above POC
Cross below POC
