Volume Agregado Perp + Spot BTC only

🔍 Aggregated Volume — Spot, Perpetual, or Both (with Bands & Alerts)
Overview:
This indicator aggregates volume data from multiple exchanges (Spot and Perpetual) into a single unified chart. It calculates the simple moving average (SMA) and standard deviation (STDEV) over the aggregated volume, and plots dynamic volume bands at customizable deviation levels.
Includes an option to display only Spot, only Perpetual, or both combined, and provides automatic alerts when volume breaks above or below each band level.
📊 How It Works
Fetches volume from top exchanges using request.security() (e.g., Binance, Bybit, Coinbase, OKX, Kraken, Bitget).
To avoid distortion caused by disproportionally large Perpetual contract volumes, perp data is normalized by dividing by 100. This brings it closer to Spot volume scale.
Computes SMA and STDEV of the aggregated volume, and plots upper/lower bands based on 1x, 2x, and 3x standard deviations.
Issues alerts when the current volume exceeds or drops below the defined thresholds.
🧠 Interpretation
Above Upper Bands (Lv1/Lv2/Lv3): Signals volume spikes, which can indicate breakouts, momentum ignition, or exhaustion moves depending on context. Higher levels (Lv3) suggest more extreme events.
Below Lower Bands: Indicates low activity, potential consolidation, or market pause.
Best used in combination with price structure, VWAP, order blocks, or volume delta/OI for deeper context.
⚙️ Parameters
SMA/STDEV Period – Default: 20 candles.
Band Levels (1/2/3 STDEV) – Fully configurable multipliers.
Volume Mode:
Spot – Only traditional spot exchange volume.
Perpetual – Only perpetual contracts (normalized).
Both – Combines both (default).