KioseffTrading

Volume Profile Volume Delta OI Delta [Kioseff Trading]

KioseffTrading Premium 업데이트됨   
Hello!

This script serves to distinguish volume delta for any asset and open interest delta for Binance perpetual futures .


The image above provides further explanation of functionality and color correspondence.


The image above shows the indicator calculating volume at each tick level and displaying the metric.

The label color outline (neon effect) is configurable; the image above is absent the feature.


The image above shows Open Interest (OI) Delta calculated - similar to how the script calculates volume delta - for a Binance Perpetual Future pair.

This feature only works for Binance Futures pairs; the script will not load when trying to calculate OI Delta on other assets.

Additionally, a heatmap is displayable should you configure the indicator to calculate it.


The image above shows a heatmap using volume delta calculations.


The image above shows a heatmap using OI delta calculations.

Of course, these calculations - when absent requisite data - require some assumptions to better replicate calculations with access to requisite data.

The indicator assumes a 60/ 40 split when a tick level is traded at and only one metric - "buy volume" or "sell volume" is recorded. This means there shouldn't be any levels recorded where "buy volume" is greater than 0 and "sell volume" equals 0 and vice versa. While this assumption was performed arbitrarily, it may help better replicate volume delta and OI delta calculations seen on other charting platforms.

This option is configurable; you can select to have the script not assume a 60/ 40 split and instead record volume "as is" at the corresponding tick level.

The script also divides volume and open interest if a one-minute bar violates multiple tick levels. The volume or open interest generated on the one-minute bar will be divided by the number of tick levels it exceeds. The results are, subsequently, appended to the violated tick levels.

Further, the script can be set to recalculate after a user-defined time threshold is exceeded. You can also define the percentage or tick distance between levels.

Also, it'd be great if this indicator can nicely replicate volume delta indicators on other charting platforms. If you've any ideas on how price action can be used to better assume volume at the corresponding price area please let me know!

Thank you (:


릴리즈 노트: Added color configuration options.

릴리즈 노트: Last change for night; improved efficiency.
릴리즈 노트:
Added a "Classic Look" feature (selectable in user input settings). The mode displays data in a more "traditional" manner (:
릴리즈 노트:
Added an option to show only the current bar's data. Useful when appending several indicators to the chart (:

•Access to Next-Gen Optimization Tools: https://www.kiosefftrading.com/products

•Access to Proprietary Data: https://www.kiosefftrading.com/products


•Discord Server: https://discord.gg/3cKVU28Z9Z
오픈 소스 스크립트

이 스크립트의 오써는 참된 트레이딩뷰의 스피릿으로 이 스크립트를 오픈소스로 퍼블리쉬하여 트레이더들로 하여금 이해 및 검증할 수 있도록 하였습니다. 오써를 응원합니다! 스크립트를 무료로 쓸 수 있지만, 다른 퍼블리케이션에서 이 코드를 재사용하는 것은 하우스룰을 따릅니다. 님은 즐겨찾기로 이 스크립트를 차트에서 쓸 수 있습니다.

면책사항

이 정보와 게시물은 TradingView에서 제공하거나 보증하는 금융, 투자, 거래 또는 기타 유형의 조언이나 권고 사항을 의미하거나 구성하지 않습니다. 자세한 내용은 이용 약관을 참고하세요.

차트에 이 스크립트를 사용하시겠습니까?