Tape (Time and Sales)

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This indicator is a synthesized "Tape" (aka. Time and Sales) from real time market data. It's specifically designed to be performant, expediting trading insights and decisions.

The table contains color-coded price action, volume size, and a timestamp data for each chart update. Because chart updates are independent of exchange orders, 1 chart update may combine more than 1 exchange and/or order. Even so, you're able to see very small and fast order flow changes, made possible by measuring real time volume differentials, and correlating them with price action.

Real time volume differentials are required for this indicator to be most useful. This is not ideal for historical analysis or TradingViews Replay feature.

You can can configure:
  • Table Position and Text Size
  • The Timestamp (visibility, format, timezone)
  • The number of lines to print
  • Volume Parameters (minimum size, large sizes, decimal precision)
  • Highlighting and Enlarging large sized prints
  • All the colors

This script illustrates:
  • The complimentary nature of loops and arrays
  • A method for iterative table management
Nota Keluaran:
Minor cleanup.
Nota Keluaran:
Added bar volume metrics: Up, Down, Absorbed, Total, Ratio, and Move.

Metrics adopt the bars timescale and reset with each new bar. They are off by default, but will display above the tape when enabled. You also have the ability to specify signal levels (where you would like each metric to be highlighted).

↑ Up is the total bar volume correlated with rising prices.
↓ Down is the total bar volume correlated with falling prices.
→ Absorbed is the total bar volume correlated with unchanging prices. Aka. the price absorbed the volume.
+ Total is the sum of all bar volume.
% Ratio is the ratio between up and down bar volume. Up volume is the numerator in positive ratios and Down volume is the numerator in negative ratios. Absorbed volume is added to the denominator of both positive and negative ratios.
⇅ Move is the bar volume of a continuous directional move. This excludes Absorbed volume.
☳ Accumulation is the bar volume accumulating at the current price. Accumulation is different from Absorbed because it includes the volume of the last price change, and resets back to 0 at the next price change.
Nota Keluaran:
Added ability for traders to specify the tables frame and border (width and color).
Nota Keluaran:
• Minor improvements to array management.
Nota Keluaran:
• Inputs were set to not display in the status line, minimizing chart clutter.
Nota Keluaran:
Substantial edits, aimed at improving performance.
• Added / set max_bars_back to 0, reducing historical buffer requirements for all variables.
• Eliminated all unnecessary var declarations to eliminate their performance penalty.
• Put the core logic inside a single iteration loop to force variables declared inside the loop to lose their historical data after each execution.
• Changed the price / volume source to be a 1 second chart, encouraging prints to be more frequent and granular.
• Added the ability to specify if the newest data should print at the top or bottom of the tape.
• Other minor changes.
Nota Keluaran:
• Refined the tape inversion feature.
• Adjusted setting order and display.
Nota Keluaran:
• Bug fix. The ratio now resets when the bar closes, rather than being reset every tick.
Skrip sumber terbuka

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