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.
Vpsv
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
Volume Profile Auto [line]This project is about:
- VPSV
- array.new_line()
- array.new_box()
VPSV (pine) is one of the rare features that draws lines/figures BETWEEN bars
It doesn't run on Pine script, which makes it possible to do such things.
I wanted to have something similar while a restriction of Pine script is the impossibility to draw between bars, the only way I could think of is by using line width
In this script the higher timeframe is started with several lines (left) and a box, this box goes further until the higher timeframe ends.
During the creation of the box, each candle (lower timeframe) in this box (higher timeframe - period) is checked for position and volume, the volume is added to the left line, so when you see a thicker line, this means at that level there is more volume traded.
One of the big differences with other volume profiles is that many look back to a previous period, here when a period starts, the lines collect data - volume until the period ends, it is especially very visible in very low TF's (seconds)
This is my first script with array.new_line() - array.new_box(), which is a very nice Pine feature!
I hope this script can be helpful to see the possibilities
Settings:
'Parts' -> amount of lines (left of box)
5 Parts:
15 Parts:
25 Parts:
50 Parts:
'Max Width' -> Sets the max width of the lines
'Automatic Settings' -> Sets the higher time frame automatically, see the tooltip ⓘ for more info
The yellow line is the max volume line of that period, last period has a red line (POC), also referring the max.
Cheers!
