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Volume Indicator

Volume Price Spread Analysis 2With the same idea of the VPSA i make the VPSA2 to make Heiken Ashi style synthetic graph of the price and the volume effect, its easy to see the volume trends. Each instrument have a more clear time frame to see the volume patterns. I see very useful like a secondary analysis layer. in the graph show the same RSI with price and VPSA2 like source. Can use others indicators over the VPSA, only write in CAPITAL letters open, high, low, close or hl2 at inputs section. Ideas, corrections & comments. They are always welcome.
Pine Script™ indicator
by eldeivit
7
BUY & SELL PRESSURE by RegressionBUY & SELL PRESSURE by Regression Analysis at candle price/volume (Rate-Of-Change) Ver. 3 By Ricardo M Arjona @XeL_Arjona DISCLAIMER: The Following indicator/code IS NOT intended to be a formal investment advice or recommendation by the author, nor should be construed as such. Users will be fully responsible by their use regarding their own trading vehicles/assets. The embedded code and ideas within this work are FREELY AND PUBLICLY available on the Web for NON LUCRATIVE ACTIVITIES and must remain as is. WHAT'S THIS? This is my 3rd. revision of the original implementation for AmiBroker by Karthik Marar's of it's BUY AND SELL PRESSURE INDICATORS but this time, constructed under a complete REGRESSIVE ANALYSIS premise based in Rate Of Change (A kind of Slope but measured in % Performance). Some minimal adaptation's (and cleaning) have been made: Instead of simple Range calculation at price, Rate Of Change (Regressive) is used. Oscillator of Pressure can be deactivated in favor of a simple RoC Cumulative Pressures at candle. Oscillator can read Volume data from external tickers for accurate Index calculation. ( NYA can use TVOL as example.) Code is small, cleaner and faster =) ! Cheers! Any feedback will be welcome... @XeL_Arjona
Pine Script™ indicator
by xel_arjona
2
EVWMA Acc/Dist. Pressure & FRACTAL BANDS by @XeL_ArjonaEVWMA ACCUMULATION/DISTRIBUTION PRESSURE & FRACTAL BANDS Version: 3.0 @ 4.11.2015 By Ricardo M Arjona @XeL_Arjona DISCLAIMER: The following indicator IS NOT INTENDED TO BE A FORMAL INVESTMENT ADVICE OR TRADING RECOMMENDATION BY THE AUTHOR, nor should be construed as such. Users will be fully responsible by their use regarding any kind of trading vehicles or assets. The following script and ideas within this work are FREELY AND PUBLICLY availables on the Web for NON LUCRATIVE ACTIVITIES and must remain as is. -== IMPORTANT: THIS IS AN EXPERIMENTAL INDICATOR ==- What is this? This work is a derivation of my previous Accumulation/Distribution scripts publicly available in TradingView in an effort to clean, speedup and make the indicator cleaner as possible. The current indicator is based on already tested and Mathematically proof concepts as described below: The MAIN Rolling back median line or "Vortex" is constructed by a simple and equal weighting of distributed volume along the candle range (This approach is just an "estimator" of Buyers Vs. Sellers given the lack of tick resolution in TradingView, a real "DELTA" can only be 100% reliable with Market Depth (Ask/Bid ticks)), Given this, with each "volume weights", the price is post-processed against a true statistical Average calculation formerly: ELASTIC VOLUME WEIGHTED MOVING AVERAGE. The FRACTAL BANDS are just Standard Deviation's with GOLDEN RATIO as multiplier (1.618) derived one from each other within it's origin on the former "Vortex Median". The Standard Error Bands comply as the original indicator described by Jon Andersen but given the true statistical nature of EVWMA, the original LinReg line has been substituted by the former. ALL NEW IDEAS OR MODIFICATIONS to this indicator are welcome in favor to deploy a better technical tool. Any important addition to this work MUST REMAIN PUBLIC by means of CreativeCommons CC & TradingView user rules. (C) 2015 @XeL_Arjona
Pine Script™ indicator
by xel_arjona
7
SN Smoothed Balance of Power v2Hi all, here is an updated version of the indicator script I published yesterday. The goal of this indicator is to try and find darkpool activity. The indicator itself is not enough to fully identify darkpool but it should be able to detect quiet accumulation. What makes this Balance of Power different from others on TV is that it is smoothed by using a moving average. Notes: - The values that are default are completely arbitrary except for the VWMA length (a 14-day period for the 1D chart is the norm). For instance the limit where it shows red/green I picked because it works best for the 1D chart I am using. Other TF's and charts will need tweaking of all the values you find in the options menu to get the best results. - I modified the indicator such that it is usable on charts that do not show volume. HOWEVER, this chart is default to NYMEX: CL1!. To get different volume data this needs to be changed in the option menu. - I am in no way an expert on darkpool/HFT trading and am merely going from the information I found on the internet. Consider this an experiment. Credits: - Lazybear for some of the plotting-code - Igor Livshin for the formula - TahaBintahir for the Symbol-code (although I'm not sure who the original author is...)
Pine Script™ indicator
by SatNam
4
Volume Weighted Market Mean 3.0 [Dia]150924 - v3.0 This script is a complete rewrite of the previous version here . It gathers market data from up to 8 different Bitcoin exchange pairs (8 is maximum due to script limitations).The influence of each single exchange can be customized individually, default is 50% for 0-fee exchanges, 10% for futures and 100% for all others. For each single exchange a standard deviation from the composite mean price and a average price range are determined. To make data from exchanges with different liquidity comparable, all single exchange price ranges are normalized to the range of the composite mean price. To make data from exchanges with different fee structure (= exchanges that constantly trade at a premium / discount) comparable, all single exchange prices are corrected by their respective standard deviations. To account for trade volume, all price data is weighted by the current candles volume. - optional Heikin Ashi candle display - optional EMAs - lots of switches to play around with ;-)
Pine Script™ indicator
by Diabolicus
1