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볼륨 인디케이터

Slow Volume Oscillator Indicator - Just a Better Way To TradeThis script is nothing new. However, I feel that traders do not know the full potential it can provide if they just increase the lookback periods. Tradingview's default Vol Osc uses a fast setting of 5 and a slow setting of 10. It just paints pointless scribbling. Slow all your indicators down and wake up to a whole new world of Technical Analysis. To create consistency with variables I typically use Fib numbers for lookback periods. (3,5,8,13,21,34,55,89,144,233,377,610,987) As noted in chart. An increase in volume can be either bullish or bearish. It's up to you to decide which way price action will move. If you use with other indicators you can create more confirmations. More confirmations = peace of mind My favorite indicators are (Detrended Price Oscillator, Momentum, MACD, Chaikin Money Flow, Ultimate Oscillator, and this Volume Oscillator) Here is just one example of MACD strategy indicator that can be used with this Vol Oscillator
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Craig_Claussen의
4
Volume Effectiveness [BigBitsIO]This Volume Effectiveness indicator is designed to allow users to try and identify how effective volume is on each candle, and smoothing those values over time to try to find trends. Volume Effectiveness is the % change in price for each single unit of volume on the associated candle. The value can be positive or negative, but there is an option to just monitor an absolute value. Features: - Volume Effectiveness - Toggle if Volume Effectiveness should be an absolute value - Toggle visibility of bars - Smoothed moving average of Volume Effectiveness - Adjustable period on the smoothed moving average - Several moving average types available to use for the smoothed moving average - Toggle visibility of smoothed moving average
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BigBitsIO의
5
Volume Price ROC Tracker and Shadow CandlesWhen price goes up on negative volume, then market is telling there is doubts in investors mind. The SPX upside recent month was a on. Lower volume so, the rally in my view will not last. Read my articles on current market. This very simple scripts shows if price drop or gain was on a upside volume or down side. It is a visual track on the candle reflecting the volume ROC overlapped as a price movement on the actual candle. So don't mistake it with a moving average. Red means volume was down even if price has gone up. Basically if a price goes up on a increase ROC volume then you can trust it. Otherwise it is likely that it won't last. If you can improve on this idea, it would be great. I think there is not enough volume related scripts that diggs a bit deeper to describe the market behaviour in the future. After all all technical analysis are supposed to tell us about future price not just how it was in the past.
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stockmarketupdate의
Relative Volume RVOL AlertsRelative Volume or RVOL is an indicator used to help determine the amount of volume change over a given period of time. It is often used to help traders determine how in-play a ticker is. General rule of thumb is the higher the RVOL, the more in play a stock is. I myself like to use it as a substitute of the volume indicator itself. Basic Calculation: Relative Volume = Current Volume / Average Volume Crossover Signals: Any time there is a volume spike which causes a crossover of the user set 'Smoothed Moving Average' or 'Threshold' a green/red dot will appear at the top. The color of the dot is dependent on closing of the candle. Therefore it does not necessarily mean price will continue in that direction since volume spikes often happen in peaks or valleys. Threshold: The level at which custom alerts and signal can be set. The higher the value, the more volume required to trigger. Built in Alerts: You can set custom alerts for the crossovers of the adjustable threshold, or the average RVOL band.
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oh92의
36
VRSI-MARSI StrategyI wanted to create an indicator which resembles price movement, aside to volume movement. The "yellow-blue" line is the MA(5) of the RSI (9) of closing price. The "orange" line is the MA(5) of the RSI (9) of Volume . (Default plot of RSI and VRSI is not visible but can be made visible ("Settings" > "Style" > set "Opacity" of "RSI & VRSI")) The Long (Buy) condition is triggered when the MA(5) of the RSI (9, close) goes up. The Short (Sell) condition is triggered when the MA(5) of the RSI (9, close) goes down. Comparing the price movement with the "orange" Volume line helps to spot a possible trend change, for example when price goes up and an ascending Volume line starts to flatten or starts descending, this could be a sign that the Bullish trend is weakening, predicting a possible trend change. Or, when for example a downwards price movement is accompanied with a rising Volume line, this can be a sign of large Bearish power. Because it still is a RSI indicator, the midline (50), and Oversold/Overbought area's (20-30 & 70-80) are important to watch, especially the MARSI! A second strategy is made (VRSI-MARSI Strategy 2) where the Long/Short condition is triggered when "MA RSI (close) - MA RSI ( Volume )" crosses. ------------------------------------------------------------------------------------------------------------------------------------------------------------------------- The Long & Short entries, as well as the Entry Close are visible 1 bar after the trigger. When the blue line changes in a yellow line (and vice versa) it will show a candle earlier (see yellow dashed lines = (1)). Also, the condition is fulfilled when the candle closes (2), but the order doesn't take place in the same bar, but the next (3). Because this is a strategy the "actual Order" will not take place at the "Close" of the candle (2), but at the "Open" at the NEXT candle (3). I also have this strategy as a study (A+B), where the "Buy" & "Sell" shows a candle earlier. ------------------------------------------------------------------------------------------------------------------------------------------------------------------------- The entries are default 5% of equity, without pyramiding, which already gives large profits. A large part of the profit is because of the Entry Close of the Long & Short entries. You can easily turn these off (Settings > Inputs) to see what profit the strategy gives without Entry Close. Here they are disabled: ------------------------------------------------------------------------------------------------------------------------------------------------------------------------- More information available in the script ;-)
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fikira의
9
VRSI-MARSI AI wanted to create an indicator which resembles price movement, aside to volume movement. MARSI (= MA RSI(close)) = "yellow-blue" line which is the MA(5) of the RSI (9) of closing price. VRSI (= MA RSI(Volume)) = "orange" line which is the MA(5) of the RSI (9) of Volume . (Default plot of RSI and VRSI is not visible but can be made visible ("Settings" > "Style" > set "Opacity" of "RSI & VRSI")) Because it still is a RSI indicator, the midline (50), and Oversold/Overbought area's (20-30 & 70-80) are important to watch, especially the MARSI! Comparing the price movement with the "orange" Volume VRSI line helps to spot a possible trend change, for example when price goes up and an ascending Volume VRSI line starts to flatten or starts descending, this could be a sign that the Bullish trend is weakening, predicting a possible trend change. Or, when for example a downwards price movement is accompanied with a rising Volume VRSI line, this can be a sign of large Bearish power. This study comes with Bollinger Bands as an assisting tool, it is default made not visible but can be made visible ("settings" > "style" > Set "Opacity" of "basis, upper & lower") You can see where the MARSI ("yellow-blue" line) crosses the "basis", or bounces off the bands, ... All this is seen in "VRSI-MARSI B" "VRSI-MARSI A" contains the alerts: 1) Long/Short = "Triangle UP/DOWN", color: lime/red Condition: Movement of MA(5) of RSI (9) of price (close ) 2) Long2/Short2 = ">", color: lime/red Condition: Long/Short condition is true for 2 or more bars (= continuation) 3) Long3/Short3 = "•", color: lime/red Condition: MA RSI (Close) crosses MA RSI ( Volume ) 1 or more alerts can easily be disabled if desired (settings > inputs) Thanks! ------------------------------------------------------------------------------------------------------------------------------------------------------------------------- More information available in the script ;-)
Pine Script® 인디케이터
fikira의
8
VRSI-MARSI BI wanted to create an indicator which resembles price movement, aside to volume movement. MARSI (= MA RSI(close)) = "yellow-blue" line which is the MA(5) of the RSI (9) of closing price. VRSI (= MA RSI(Volume)) = "orange" line which is the MA(5) of the RSI (9) of Volume . (Default plot of RSI and VRSI is not visible but can be made visible ("Settings" > "Style" > set "Opacity" of "RSI & VRSI")) Because it still is a RSI indicator, the midline (50), and Oversold/Overbought area's (20-30 & 70-80) are important to watch, especially the MARSI! Comparing the price movement with the "orange" Volume VRSI line helps to spot a possible trend change, for example when price goes up and an ascending Volume VRSI line starts to flatten or starts descending, this could be a sign that the Bullish trend is weakening, predicting a possible trend change. Or, when for example a downwards price movement is accompanied with a rising Volume VRSI line, this can be a sign of large Bearish power. This study comes with Bollinger Bands as an assisting tool, it is default made not visible but can be made visible ("settings" > "style" > Set "Opacity" of "basis, upper & lower") You can see where the MARSI ("yellow-blue" line) crosses the "basis", or bounces off the bands, ... All this is seen in "VRSI-MARSI B" "VRSI-MARSI A" contains the alerts: 1) Long/Short = "Triangle UP/DOWN", color: lime/red Condition: Movement of MA(5) of RSI (9) of price (close ) 2) Long2/Short2 = ">", color: lime/red Condition: Long/Short condition is true for 2 or more bars (= continuation) 3) Long3/Short3 = "•", color: lime/red Condition: MA RSI (Close) crosses MA RSI ( Volume ) 1 or more alerts can easily be disabled if desired (settings > inputs) Thanks! ------------------------------------------------------------------------------------------------------------------------------------------------------------------------- More information available in the script ;-)
Pine Script® 인디케이터
fikira의
4
QuantNomad - Bitcoin NVT/NVTSIn this script I included 2 quite interesting indicators for Bitcoin: * NVT (Network Value to Transactions Ratio) * NVTS (NVT Signal) Both indicators are based on Bitcoin Network Value (Market Cap) and 24h transaction volume. For both these values I'm using Quandl datasets from Blockchainc.com: market_cap: QUANDL:BCHAIN/MKTCP transac_vol: QUANDL:BCHAIN/ETRVU Calculation for both indicators are pretty simple: NVT = median(market_cap / transac_vol, 14 bars) NVTS = market_cap / sma(transac_vol, 90 bars) NVT and NVTS are cryptocurrency's answers to P/E ratio. They can help you to understand if bitcoin is under/overvalued. When NVT or NVTS is relatively high it can be a pretty good point to short bitcoin, if it's low it good time to buy bitcoin. NVT Ratio - was created by Willy Woo NVT Signal - was created by Dimitry Kalichkin Because of different sources of transaction volume data, these indicators can differ in values from originals, but magnitude should be the same. This is a pretty simple example where you can select only static overbought/oversold levels and when indicator will be above/below it you will see in changing in color. I have many more things in my head how these indicators can be developed further and what strategies can be derived from them, but as is they can be a pretty good base for you. Will share my advanced findings later.
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QuantNomad의
1
Relative Volume Combined With a Cumulative FunctionHi everyone The today's script was suggested by a follower. -------------------------------------- 1 minute of Knowledge -------------------------------------- Many traders look at volume as a pre-signal that a move may happen. In trading, some say that "the volume precedes the movement". This simply means that often volume will increase before a significant move in the stock. Imagine if a unique trader is buying a crypto/stock. The volume is unlikely to move. But, if all the mass goes to mass spot buy an asset, then we could see a volume spike announcing a potential upwards move. --------------------------------------------- What's the story with that indicator? --------------------------------------------- It's an interesting way of presenting the volume data. Will show the total volume for the selected period. You can choose between relative and cumulative presentation. The users can display the consecutive rising volume above the 0 line and the failing volume below that line. -------------------------------------- Mix knowledge with usefulness -------------------------------------- A price making a higher/high (HH) or lower/low (LL) has a real and strong meaning- a HH or LL on a volume has a significant meaning also. Increasing volume for a stock/crypto, could signify that buyers were willing to purchase a bigger number of shares at a higher price (comparatively to the day before) Obviously, non-stop crazy buying/shorting won't work at some point - and that "some point" may hurt a bit. Such volume indicator combined with others like momentum or strength indicators is a nice trading strategy. The volume announces that a move may happen and the other indicators will confirm the prophecy :) Peace Dave
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Daveatt의
3
Range Force Impulse The "Range Force Impulse" indicator combines 4 useful indicators into one, freeing up chart real-estate and giving the trader insight into trend health, bull/bear commitment, range and volatility all at a glance. The indicator consists of the following: Direction - True Range and Average True Range columns shown above and below 0 depending on direction of the period's price -- TR (gray) shows the current period's trading volatility -- ATR (Impulse colors, see below) shows an EMA of TR over a specified length -- Can be used to determine stops and targets (Example: Stop loss at prev close - ATR, Target at 2x ATR) Index - Alexander Elder's EMA of (change(close) * volume), shows crosses above 0 (green) and below 0 (red), and intermediate signals -- Shows bull vs. bear interest/commitment/dominance -- Elder recommends EMA length of 2 for daily chart buy/sell signals, and 13 for weekly chart bull/bear dominance & trend direction signals -- Intermediate signals are shown above 0 when falling (salmon), or below 0 when rising (pale yellow) System - Range columns are colored using Alexander Elder's censorship system (green: do not short, red: do not long, blue: is up to you) -- Shows overall trend health (Macd histogram and EMA up/down changes)
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zephurr의
4
Volume Price Confirmation Indicator by 2tmThis script is based on Buff Pelz Dormeier’s article “Investing with Volume Analysus” As you knows the Volume is the Only Indicator to prior Candles. So, Lot's of CMT(Charted Market Technicians) invest the Volume Indicator and the Buff Dormeier's VPCI is very popular. If you have interest let's prey to God Google then he'll be answered. Anyway, The Basic Logic is this. a. VPC=SUM(C*V,PERIOD)/SUM(V,PERIOD)-MA(C,PERIOD) b. VPR= SUM(C*V,PERIOD)/SUM(V,PERIOD)/MA(C,PERIOD) c. VM=AVG(V,PERIOD)/AVG(V,PERIOD*K) d. VPCI=VPC*VPR*VM Feel free to use my script.
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Siyeon의
4
Lancelot ATR Volume MeterThis is an experiment I did a while back ago. I often think On Balance Volume is a great indicator as trend direction and volume cannot lie. However, I bumped into a few problems. It is slow, doesn't show volatility and often time it is prone to chop. That's why I added ATR to the equation. Original OBV calculation src > 0? : +volume : src < 0? -volume Modified OBV with ATR src > 0 ? +volume * (volume / atr) : src < 0? -volume * (volume / atr) I have used 2 ema for this modified OBV. ema 3 ema 18 By adding ATR to the equation we can smooth out many erratic price movement. (Stop hunting) Also, when price move slowly but steady, often prepping for a big move, this indicator will move faster. In short, this indicator prevents you from being stop hunted and also provide great entry for a trending market. Works well on BTCUSD XBTUSD, as well as other major liquid Pair. Feel free to follow me on Twitter @Lancelot_Auger for more free Alpha. Please acknowledge my effort by like and follow. And lastly, Save Hong Kong, the revolution of our times.
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Lancelot_Augur의
19
Volume Weighted DistanceThis script holds several useful functions from statistics and machine learning (ML) and takes measurement of a volume weighted distance in order to identify local trends. It attempts at applying ML techniques to time series processing, shows how different distance measures behave and gives you an arsenal of tools for your endeavors. Tested with BTCUSD. REM: oddly enough, many people forget that the scripts in PS are generally just STUDIES, i.e. exercises, experiments, trials, and do not embody a final solution. Please treat them as intended ;))
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capissimo의
2