Calculate a volume weighted market mean price across various exchanges. Indicator shows mean values of high, low and ohcl/4, weighted by corresponding volume. - Optional: display of simple arithmetic mean of prices - Optional: additional price lines for single exchanges. - EMA smoothing of results
Price Overlay for Multiple Method Choice Divergence Detection:
An indicator that multiply the closing price with the current volume. (close X volume) This will show the relative interest in the underlying asset regardless of the price change over time. For the case of FXCM, when the price fell from $16 to $1, its volume spiked 16x at the same time given the fact that 16x more shares can now be purchased with the same...
As described here: update: added divergence detection.
ACCUMULATION / DISTRIBUTION CLOUD with MORPHIC DEVIATION BANDS Ver. 2.0.beta.23:08:2015 by Ricardo M. Arjona @XeL_Arjona DISCLAIMER The Following indicator/code IS NOT intended to be a formal investment advice or recommendation by the author, nor should be construed as such. Users will be fully responsible by their use regarding their own trading...
VOLUME PRESSURE COMPOSITE AVERAGE WITH BANDS Ver. 1.0.beta.10.08.2015 By Ricardo M Arjona @XeL_Arjona DISCLAIMER: The Following indicator/code IS NOT intended to be a formal investment advice or recommendation by the author, nor should be construed as such. Users will be fully responsible by their use regarding their own trading vehicles/assets. The...
EXPERIMENTAL: Accumulation and Distribution Divergence detection.
The Herrick Payoff Index is designed to show the amount of money flowing into or out of a futures contract. The Index uses open interest during its calculations, therefore, the security being analyzed must contain open interest. The Herrick Payoff Index was developed by John Herrick.When the Herrick Payoff Index is above zero, it shows that money is flowing into...
BUY & SELL PRICE TO VOLUME PRESSURE By Ricardo M Arjona @XeL_Arjona DISCLAIMER: The Following indicator/code IS NOT intended to be a formal investment advice or recommendation by the author, nor should be construed as such. Users will be fully responsible by their use regarding their own trading vehicles/assets. The embedded code and ideas within this...
BUY & SELL PRICE TO VOLUME PRESSURE By Ricardo M Arjona @XeL_Arjona DISCLAIMER: The Following indicator/code IS NOT intended to be a formal investment advice or recommendation by the author, nor should be construed as such. Users will be fully responsible by their use regarding their own trading vehicles/assets. The embedded code and ideas within this...
BUY & SELL PRICE TO VOLUME PRESSURE By Ricardo M Arjona @XeL_Arjona DISCLAIMER: The Following indicator/code IS NOT intended to be a formal investment advice or recommendation by the author, nor should be construed as such. Users will be fully responsible by their use regarding their own trading vehicles/assets. The embedded code and ideas within this...
This script plots volume. Intraday volume forms a smiley high at both ends and low in the middle at least for the cash session which is what this script concerns itself with. I created this as a curiosity but I figure others might be interested. If you are using 5 min charts then it will also plot the average for that particular time slot going back 10, 20 or 30...
By request Nadex Fx Volume Indicator Vv1 Original source code & Credit goes to: Pip Foundry - Forex Market Volume from IDC modified & replaced fx pairs to corrospond with Nadex spot/fx instruments // www.nadex.com
This indicator is based on the ideas about Volume Spike Analysis written about by Vincent Kott in his book Volume Spike Analysis. Formulas are presented in the book for another platform, but I wrote the script based on the charts he provided. The indicator basically takes out the noise and colors bars based on factors of time and volume for day. There are three...
This Script takes the average On Balance Volume of 4 bitcoin exchanges. Bitfinex:BTCUSD Okcoin:BTCUSD BTCE:BTCUSD HUOBI:BTCCNY
This is the volume version of "DecisionPoint Breadth Swenlin Trading Oscillator" DecisionPoint Swenlin Trading Oscillator can be used to identify short-term tops and bottoms. You can read about the interpretation of the signals (& gotchas) in the link below. I have added support for NYSE / NASD / AMEX and also a combined mode. You can specify custom...