Volume CVD and Open InterestVolume, Cumulative Delta Volume and Open Interest are great indications of strength and sentiment in the market. Until now they have required separate indicators, but this indicator can show them all.
With a clean and aesthetic plot, this indicator has the option to choose the data source:
- Volume - the total volume of transactions, buys and sells
- Up Volume - the total volume from buys only
- Down Volume - the total volume from sells only
- Up/Down Volume (Net) - the difference in the Buy Volume and Sell Volume
- Cumulative Delta - the sum of the up/down volume for the previous 14 bars
- Cumulative Delta EMA - a smoothed average of the sum of the up/down volume for the previous 14 bars, over a 14 period EMA
- Open Interest - a user defined ticker, whose value is added to the plot, while this is designed to be used with Open Interest tickers, you can actually choose any ticker you want, perhaps you want to see DXY while charting Bitcoin!
There are several customization features for the colour of the plot, with a nice gradient colouring from high to low. You can choose the lookback which defines only the highest and lowest values for the colour gradient. There is also an option for how the Open Interest value is determined, based on Close, Open or differences between previous values.
While similar, Volume and Open Interest are not the same. To me the simplest explanation is Volume shows the trades that have been executed and the buy/sell direction, while Open Interest shows the value of open trades that are yet to be completed.
Volume shows strength, sentiment and volatility.
Open Interest does not show direction, but does indicate momentum and liquidity in the market.
Cari dalam skrip untuk "volume"
Volume DeltaThis script is meant to only show you the most significant volume moves. The way it works is it takes the cumulative sum of the delta of the volume. You can go from current all the way to ten bars back in your delta window.
Review on what volume is: The Volume indicator measures how much of a given financial asset has traded in a specific period of time. Volume is measured by shares traded for stocks, whereas for futures, it is based on the number of contracts.
Hussarya Volume cumulated. Buy Sell.
Volume frome curent chart or cumulated volume from Binance, Bybit Kraken, Ftx and Coinbase.
You can chose also. log scale on simple or cumulated volume.
Colors:
Grey. total volume
Red. sell Volume
Green. Buy volume
Red or green shows only bigger value
Volume Footprint [LuxAlgo]This indicator estimates a volume footprint using tick data. The script automatically separates a candle into equidistant intervals with a width obtained from the average true range or a user-given width.
Settings
Method: Interval width calculation method. This ultimately determines the number of intervals separating one candle.
Width (At the right of Method): Atr period or user given width depending on the selected method. A lower user-given width would divide a candle into a higher number of intervals.
As Percent: Returns the accumulated volume within each interval as a percentage of the total candle volume.
Style
Display Type: Determines the appearance of the returned volume footprint.
Trend Color: Color to use based on whether a candle is bullish or bearish.
Usage
When applied to a chart, the user will be asked to select the settings to use for the volume footprint. Note that changing the settings afterward will reset the volume footprint, removing previously generated footprints.
A new footprint will appear on the confirmation of a new bar, as such this version might only be useful in lower timeframes.
A volume footprint allows users to see the number of contracts exchanged within a candle interval. It can as such be seen as some kind of intrabar volume profile.
This can be useful to see areas of interest within a candle.
Different Appearance
By default, the volume footprint makes use of colored boxes with a color based on whether the candle was bullish or bearish.
Another appearance that gives additional information is the gradient type, which uses intervals color based on the number of contracts exchanged within an interval relative to the total volume of the candle. A higher number of contracts within an interval would return a darker color by default.
The regular display type makes use of boxes with a single color, with lines on the side indicating whether the candle was bullish or bearish.
Volume spikeTo locate volume spikes, you compare a single day's volume to average volume. If one day's volume is two to three times the average volume, it will appear as a spike. Unusually large volume often foreshadows a major change in price trend.
Volume Difference IndicatorThis indicator is a simple volume difference indicator.
How it works:
First we calculate the on balance volume, and then we calculate the price volume trend.
For those unaware, the OBV subtracts all volumes when price records a lower close and adds them in the case of a higher price close. In contrast, PVT subtracts or adds only a proportion of the volume from its cumulative total in relation to a percentage change in price.
Using this knowledge, we are using the difference of OBV (the indicator with the entire amount added or subtracted), minus PVT (which subtracts a percent based on the percentage in price), this gives us a unique indicator which out puts a more whole picture of the two indicators. It shows us the difference of absolute volume minus relative volume based on the percent of close price. It allows us to see large shifts in volume BEFORE it happens.
How to use this indicator:
When there is a sharp increase of Volume Difference Indicator, but close has NOT risen, price tends to rise immediately following this. When the Volume Difference Indicator drops, but price has NOT changed, price tends to fall immediately following this.
Volume In USDDisplay volume in fiat base currency so that we can compare symbols in a list to find healthy one to trade.
Add a label so that we can see the latest volume number easier on mobile phone.
Volume Pressure AnalysisVolume Pressure Analysis is a new concept I have been working on designed to show the effort required to move price. An ideal tool for confirming trends or locating reversals early. This indicator can highlight whale action and market manipulation. It calculates volume vs volatility and displays the results as a meter:
Above 0 shows how easy price action is traveling, the bigger these bars the less volume and effort is required to push price. These are indicated with a teal or red arrows and can confirm the beginning or continuation of a trend. This is the natural direction the chart wants to travel at that time.
Below 0 shows how hard price is to move. The bigger these bars the more volume and effort is required to push price. When whales and market makers push price against its will these bars will get bigger.
Yellow arrows signal pressure in that direction and excessive amounts of volume is required to move price. These signals can lead to reversal/ pivot points as price action struggles to continue its trend. These signals can be turned on in settings or use the overlay version of this script to display signals on chart. This is a very powerful tool when used with relative volume.
Volume fightThe Volume fight indicator looks for the predominance of bullish or bearish trading volume on the chart by dividing the trading volume in the bar into 2 parts - "bullish volume" and "bearish volume", and comparing the weighted average values by volume with each other at a given distance.
This indicator is suitable for any instrument (cryptocurrency, Forex, stocks) and is able to work on any TF.
The Volume fight indicator should be used as an auxiliary indicator that tells you who is currently prevailing in the market - " bulls "or"bears".
To configure the indicator, it is necessary to set the range of evaluation of the predominance of bullish or bearish volume (the number of bars, by default-24 bars for TF=1H). The smaller the TF, the higher the range value should be used to filter out false signals.
When there is a predominance of "bulls" on the chart, a green triangle appears (relevant at the close of the bar) and the histogram is highlighted in green, when "bears" appear on the chart, a red triangle appears (relevant at the close of the bar) and the histogram is highlighted in red.
In the indicator settings, there is smoothing to reduce false signals and highlight the flat zone by specifying a percentage, at least which should be the difference between the forces of the "bullish" and "bearish" volume. If the difference between the volume forces is less than the specified one (by default-15%), the zone is considered flat and is displayed in gray on the histogram.
If you set the percentage to zero, the flat zones will not be highlighted, but there will be much more false signals, since the indicator becomes very sensitive when the smoothing percentage decreases.
There is a function-to show the color background of the current trading zone. For" bullish "- green, for" bearish " - red.
In the settings, you can enable the display and use of each signal in the trading zone, not only the initial one, but also each after the flat zone. By default, only the signal of the beginning of the ascending/descending zone is used.
The indicator has alerts for "bullish" and "bearish" movements. Use alerts - "Once per bar close".
If you have any questions, you can write to me in private messages or by using the contacts in my signature.
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Индикатор Volume fight ищет на графике преобладание бычьего или медвежьего объёма торгов путём разделения торгового объёма в баре на 2 части - "бычий объём" и "медвежий объём", и сравнения средне-взвешенных значений по объёму между собой на заданной дистанции.
Данный индикатор подходит для любого инструмента (криптовалюта, Forex, акции) и способен работать на любом ТФ.
Индикатор Volume fight следует использовать как вспомогательный индикатор, который подсказывает Вам кто сейчас преобладает на рынке - "быки" или "медведи".
Для настройки индикатора необходимо выставить диапазон оценки преобладания бычьего или медвежьего объема (количество баров, по умолчанию - 24 бара для ТФ=1Ч). Чем меньше ТФ, тем выше следует использовать значение диапазона, чтобы отфильтровать ложные сигналы.
При возникновении преобладания на графике "быков" появляется зелёный треугольник (актуален по закрытию бара) и гистограмма подсвечивается зелёным цветом, при возникновении на графике "медведей" появляется красный треугольник (актуален по закрытию бара) и гистограмма подсвечивается красным цветом.
В настройках индикатора есть сглаживание для уменьшения ложных сигналов и выделения зоны флета с помощью указания процента, не менее которого, должна быть разница между силами "бычьего" и "медвежьего" объёма. Если разница между силами объёмов меньше заданного (по умолчанию - 15%), то зона считается флетовой и отображается на гистограмме серым цветом.
Если выставить процент равным нулю, то зоны флета выделяться не будут, но будет гораздо больше ложных сигналов, так как индикатор становится очень чувствительным при снижении процента сглаживания.
Есть функция - показывать цветовой фон текущей торговой зоны. Для "бычьего" - зелёный, для "медвежьего" - красный.
В настройках можно включить отображение и использование каждого сигнал в торговой зоне, не только начального, но и каждого после зоны флета. По умолчанию - только сигнал начала восходящей/нисходящей зоны.
Индикатор имеет оповещения для "бычьего" и "медвежьего" движения. Используйте оповещения - "на закрытии бара".
По любым вопросам Вы можете написать мне в личные сообщения или по контактам в моей подписи.
Volume BricksVolume Bricks - As if a Renko made new bricks on volume.
Set a percentage of the previous day's volume and this will post new levels when accumulated volume meets that percentage.
It will also plot shapes (and labels for recent bars) when price movement is accompanied by more than one times the volume level specified.
Volume Buzz 2.0Volume Buzz/Volume Run Rate as seen on TC2000 and MarketSmith respectively.
Basically, the volume buzz tells you what percentage over average(100 time period moving average) the volume traded was. You can use this indicator to more readily identify above-average trading volume and accumulation days on charts. The percentage will show up in the top left corner, make sure to click the settings button and uncheck the second box(left of plot) in order to get rid of the chart line.
Pictured above, a chart with the volume on the bottom along with the 50-day moving average applied to volume. As you can see in the top left it will tell you the "volume buzz" of that day, telling you what days were on above-average volume and how above-average those days were.
Volume Divergence by MMIt's a simply volume indicator. You should watch for breaks on both volume uptrend and volume downtrend. It uses fibonacci numbers to build smoothed moving average of volume.
Also you can check divergences for trend reversal and momentum loss.
Volume Cloud [LucF]A strictly volume-based cloud. It plots current volume (green line) over its 20-period linear regression (red line) on the chart. Unlike Ichimoku's cloud, it is not offset. While probably not something that you would have on your charts all the time, it can provide a useful way to study the interaction between price and volume.
Because the green line is the current volume, you can forego volume columns when using the indicator.
Volume Cloud does have practical uses. I will show here how I use volume to help me in selecting better probability entries, with only Volume Cloud and my TLD indicator on the chart (the Volume Columns are there to provide context for first-time users of the Volume Cloud).
When looking for entries, I’m trying to find spots where a reversal from a bottom or a continuation after a pause is confirmed by increasing volume (preferably above average) candles with proper wick/body structure. The candle structure of increasing volume candles is important because for me, it provides granularity on the volume action during the candle. I view wicks as failed tests and body height as reinforcement of the price movement. As for candles where volume is not increasing, I mostly ignore them. This is a simplified account of my mindset; just the stories I trade with and that I believe provide an edge—and profits. I certainly don’t pretend having found an infallible way to trade, and there is much more to it that I can explain here, but let’s look at a chart.
Point 1: Solid increasing volume and above average down candle, but I don’t enter on big candles. The volume on that candle has reached a new high though, so I’m thinking bearish sentiment for the next bars.
Point 2: Nicely formed above average increasing volume candle, but I’m looking to short. A similar’ish candle 4 bars back was followed by non-descript action. After 2, a test of past resistance fails before reaching it and a lower low and then a lower high bring us to point 3.
Point 3: Exactly what I’m looking for. No upper wick, solid body that’s not too big, and the highest volume reached on chart yet as a bonus. I enter on the following candle and because of the solid context, I can use a tight stop at the previous candle’s high. Going down, I will move my stop to the high of any increasing volume candle going in my direction, starting when that point is at least as far from my entry as my stop (RR=1).
Point 4: This is the last point where I move my stop at the candle’s high and get stopped out at the following candle for a RR=3.75 trade. Notice how the very high volume at point 4 generates a relatively small body. This is often a sign of stopping volume that portends a reversal or a pause.
Point 5: A first above average increasing volume candle, but with longish wicks that don’t fit my idea of a solid candle. Definitely not a strong enough sign to bet on a reversal from the recent strong descent.
Point 6: This candle is a different story altogether. No lower wick, reasonably sized body, double the volume of previous candle and a close way above the previous 20 candles. Long entry with stop at candle 6’s low. I don’t move my stop on the candle following my entry because it wouldn’t put me at RR=1, so the first time I move my stop up is at candle just before point 7.
Point 7: I get stopped out for RR=3 after that candle because I will have moved my stop a second time, at candle’s 7 low.
I didn’t make these trades (can’t even short on Binance yet), and while this is a typical a posteriori story, it does reflect what I do in reality.
Volume Value per UnitThis script will plot the result of Volume / Close.
This is meant to normalize the volume of tickers with exponential growth, for example a ticker like $BTC that went from $1 to $50k. Having the volume divided by the close will normalize the volume for when the price was $1 and $50k.
Volume MA * Fibo levelsIn the scrypt above, the SMA of Volume is taken as a basis and the Fibonacci levels are calculated.
This can be useful for analyzing the trend in accordance with changes in volume.
Any feedback is appreciated!
Good luck with your trading!
Volume Profile per day with support/resistance linesThis indicator shows the volume profile by daily blocks and draws on the chart the support or resistance lines produced by the previous volume profile block. A support line will be created if in the previous block, the VPOC line was closer to the lowest price line of that block. This support line will be placed below the VPOC line, at a distance equal to the difference between the highest price of that block and the VPOC price. For the case of the resistance line, the logic applied is analogous.
These support and resistance lines are introduced because, according to the Gaussian bell, the VPOC is likely to be located in the middle, and these deviations can be used to trace support and resistance.
In addition, the indicator includes the following features:
- Change the colors of all plotted lines.
- Define the number of daily blocks to be displayed.
- Define the resolution when calculating the volume of each candle.
- Define the number of support/resistance lines to be displayed.
- Highest and lowest price lines, as well as vpoc line, volume histogram and support and resistance lines.
- Display or not, the vpoc line and the volume histogram.
The calculations performed by the script improve if the candles used are of a lower timeframe. This indicator has been tested in several markets, including cryptos, CFDs, Forex and Indices.
Volume on bar VSA - indicator V2Google translate.
This indicator compares the volume with its average value and tints it depending on whether the tail on the bar is bullish or bearish.
In the settings you can set (sensitivity) for tinting volumes of high and medium
Этот индикатор сравнивает объем со средним его значением и подкрашивает его в зависимости от того какой хвост на баре, бычий или медвежий.
В настройках можно задать (чувствительность) для подкрашивания объемов повышенных и средних
Volume spikesSimple indicator which shows volume spikes.
By default spike is defined as such when volume is 2 times higher than average volume for last 10 volume bars (this can be changed in settings)
Also instead of using average volume (SMA is used in this case) you can use WMA or EMA by changing settings
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.
Volume Price Spread AnalysisWith the same idea of the VSA i make the VPSA to make 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.
Can use others indicators over the VPSA, only write in CAPITAL letters open, high, low, close or hl2 at inputs section.
VolumeS as stochv1just to show a concept . I use volume S to make it as stoch and add to it MTF function
B=buy
S=sell
D=down
if you do not like the MTF fuction just remove it from code or put the time frame of graph to be exact as MTF one
I did not add alert as it just a concept idea , to make it more complex it easy if you add more indicators to it and then compare the signals
have fun
Volume (D)EMAA simple yet configurable indicator that shows recent traffic volumes.
The time period is specified as weeks/days/hours/minutes, not as bars.
Set the volume period to non-zero if you want to use a generalized double EMA instead of plain.
The ratio option will show the size of the current volume compared to the volume in the specified time period (expect to see something very non-Gaussian, say goodby to trusting your ATR and stddev, and say hello to fat tails.) With the "together" option, it compares the current volume to the both sides together (buy+sell), otherwise it compares it to just its own.
Volume and Volatility Ratio Indicator-WODI策略名称
交易量与波动率比例策略-WODI
一、用户自定义参数
vol_length：交易量均线长度，计算基础交易量活跃度。
index_short_length / index_long_length：指数短期与长期均线长度，用于捕捉中短期与中长期趋势。
index_magnification：敏感度放大倍数，调整指数均线的灵敏度。
index_threshold_magnification：阈值放大因子，用于动态过滤噪音。
lookback_bars：形态检测回溯K线根数，用于捕捉反转模式。
fib_tp_ratio / fib_sl_ratio：斐波那契止盈与止损比率，分别对应黄金分割（0.618/0.382 等）级别。
enable_reversal：反转信号开关，开启后将原有做空信号反向为做多信号，用于单边趋势加仓。
二、核心计算逻辑
交易量百分比
使用 ta.sma 计算 vol_ma，并得到 vol_percent = volume / vol_ma * 100。
价格波动率
volatility = (high – low) / close * 100。
构建复合指数
volatility_index = vol_percent * volatility，并分别计算其短期与长期均线（乘以 index_magnification）。
动态阈值
index_threshold = index_long_ma * index_threshold_magnification，过滤常规波动。
三、信号生成与策略执行
做多/做空信号
当短期指数均线自下而上突破长期均线，且 volatility_index 突破 index_threshold 时，发出做多信号。
当短期指数均线自上而下跌破长期均线，且 volatility_index 跌破 index_threshold 时，发出做空信号。
反转信号模式（可选）
若 enable_reversal = true，则所有做空信号反向为做多，用于在强趋势行情中加仓。
止盈止损管理
进场后自动设置斐波那契止盈位（基于入场价 × fib_tp_ratio）和止损位（入场价 × fib_sl_ratio）。
支持多级止盈：可依次以 0.382、0.618 等黄金分割比率分批平仓。
四、图表展示
策略信号标记：图上用箭头标明每次做多/做空（或反转加仓）信号。
斐波那契区间：在K线图中显示止盈/止损水平线。
复合指数与阈值线：与原版相同，在独立窗口绘制短、长期指数均线、指数曲线及阈值。
量能柱状：高于均线时染色，反转模式时额外高亮。
Strategy Name
Volume and Volatility Ratio Strategy – WODI
1. User-Defined Parameters
vol_length: Length for volume SMA.
index_short_length / index_long_length: Short and long MA lengths for the composite index.
index_magnification: Sensitivity multiplier for index MAs.
index_threshold_magnification: Threshold multiplier to filter noise.
lookback_bars: Number of bars to look back for pattern detection.
fib_tp_ratio / fib_sl_ratio: Fibonacci take-profit and stop-loss ratios (e.g. 0.618, 0.382).
enable_reversal: Toggle for reversal mode; flips short signals to long for trend-following add-on entries.
2. Core Calculation
Volume Percentage:
vol_ma = ta.sma(volume, vol_length)
vol_percent = volume / vol_ma * 100
Volatility:
volatility = (high – low) / close * 100
Composite Index:
volatility_index = vol_percent * volatility
Short/long MAs applied and scaled by index_magnification.
Dynamic Threshold:
index_threshold = index_long_ma * index_threshold_magnification.
3. Signal Generation & Execution
Long/Short Entries:
Long when short MA crosses above long MA and volatility_index > index_threshold.
Short when short MA crosses below long MA and volatility_index < index_threshold.
Reversal Mode (optional):
If enable_reversal is on, invert all short entries to long to scale into trending moves.
Fibonacci Take-Profit & Stop-Loss:
Automatically set TP/SL levels at entry price × respective Fibonacci ratios.
Supports multi-stage exits at 0.382, 0.618, etc.
4. Visualization
Signal Arrows: Marks every long/short or reversal-add signal on the chart.
Fibonacci Zones: Plots TP/SL lines on the price panel.
Index & Threshold: Same as v1.0, with MAs, index curve, and threshold in a separate sub-window.
Volume Bars: Colored when above vol_ma; extra highlight if a reversal-add signal triggers
