[Beta] Volume Footprint Statistics

2023년 1월 17일

This is a script extending the functionality of "Volume Footprint" or "Volume Footprint Classic". It is showing table with candle statistics of Volume Footprint chart.

This script can be used by ANY user. You DO NOT NEED to have PRO or PREMIUM account to use it.

As a user, you have the flexibility to select the desired level of data precision for the analysis. We highly recommend using the highest precision possible, as it provides the most accurate results. However, it's important to keep in mind that Trading View has several limitations and not all levels of precision are available on all intervals. The higher the precision, the shorter the history of available data.
If, after adding the script or changing the precision, you encounter an error message stating "'The study references too many candles in history'", it may be necessary to reduce the precision level in the script settings to resolve the issue.

This script is a part of the "Volume Footprint" toolkit, which includes:
I. Footprint chart visualization scripts in two variants:
⠀⠀Volume Footprint - Presenting data on sides of the candle.
⠀⠀Volume Footprint Classic - Presenting volume data on the right side of the candle.
II. Supporting tools - They can support both Volume Footprint and Volume Footprint Classic scripts:
⠀⠀Volume Footprint Statistics - Script presents, in tabular form, basic statistics calculated from candle volume data, such as Delta, min Delta, max Delta and more.
⠀⠀Volume Footprint Charts - Tool presents in line chart form, basic statistics calculated from candle volume data, such as Delta, min Delta, max Delta and more.
⠀⠀Volume Footprint Candle Charts - Tool presents in candle chart form, basic statistics calculated from candle volume data, such as Delta, min Delta, max Delta and more.
⠀⠀Volume Footprint Candles - Tool drawing candles adapted for footprint chart scripts.
III. Tools dedicated to more detailed analysis:
⠀⠀Volume Delta In Candle - A line chart showing changes in delta values over a period equal to the chart interval.
⠀⠀Volume Cumulative Delta in Interval - A line chart showing changes in cumulative delta over a period equal to the chart interval.

Script with limited access, contact author to get authorization

User Interface:
In field after time marker script can show any configuration of the following fields:

• Missing Volume
  
• ∑ Volume Up
  
• ∑ Volume Down
  
• ∑ Volume
  
• Delta (Volume Up - VolumeDown)
  
• min Delta
  
• max Delta
  
• Delta %
  
• Cash
  

Script settings:
Data precision - One of 6 standard levels of data precision: ▉▇▆▅▃▁, where ▉ means the highest precision and ▁ the lowest available precision and two special values "W" and "M" dedicated for biggest intervals. The highest precision should be available for 15-minute chart, but for a 1D chart, it may hit TradingView limitations and the script will not be launched by the platform with error: "'The study references too many candles in history'". The general recommendation is to use the highest available precision for a given instrument and interval.

Reset value with candle start - If selected includes in stats only values from current candle (values are starting on each candle with 0). If unchecked stats are counted from last interval and values have continuation with new candle (We have cumulative delta instead of simple delta).

Instrument and Volume status - A dialog showing basic chart information: Instrument type, Volume type, Smallest change, slot height.

Font size - Font used to show all the value: T(iny), S(mall), N(ormal), L(arge)

Color pickers for text, value background and label background.

Classic - Switch between "Volume Footprint" and "Footprint Classic" support

Missing Volume - Checking if all candle volume was counted.

∑ Volume Up - Sum of volume Up in that candle
∑ Volume Down - Sum of volume Down in that candle
∑ Volume - Candle volume

Delta (Volume Up - VolumeDown) - Difference between volume Up and Down.
min Delta - Smallest delta in that candle
max Delta - Biggest delta in that candle
Delta % - Delta as percent of candle volume (from -100% to 100%) and color selectors for highlighting value greater than 10% or smaller than -10%

Cash* - Cash value transfered in the candle. * - Value available only then "Reset value with candle start" is selected.



Troubleshooting:
In case of any problems, send error details to the author of the script.

Known issues:
"The study references too many candles in history" - Change "Data precision" settings to some lower value.

2023년 1월 17일

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Package of improvements

2023년 1월 19일

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Package of improvements

2023년 1월 23일

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Added color settings

2023년 1월 29일

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Package of improvements:
- Added Cash statistics
- Addition precision levels dedicated to 1W and 1M charts.
- Verification with main script feature
- Improved error reporting

2023년 1월 31일

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Added "Instrument and Volume status" dialog

2023년 2월 15일

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Set of improvements:
- Posibility of drawing below bar or on the right of it - To support both Volume Footprint and Volume Footprint Classic scripts.
- Experimental background color change feature based on current field value.

2023년 3월 7일

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Added "Reset value with candle start"

2023년 4월 13일

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Alerts - Option to send alerts if delta is over/under 1%/20%

2023년 6월 18일

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Added short labels