התחל

חפש סקריפטים עבור "volume"

DeltaFlow Volume Profile [BigBeluga]🔵 OVERVIEW The DeltaFlow Volume Profile builds a compact volume profile next to price and enriches every bin with flow context : bullish vs. bearish participation (%), a per-bin Delta % , an optional Delta Heat Map , and a PoC band with the bin’s absolute volume. This lets you see not just where volume clustered, but who (buyers or sellers) dominated inside each price slice. 🔵 CONCEPTS Binned Volume Profile : Price range over a user-defined LookBack is split into Bins ; each bin aggregates traded volume. Bull/Bear Split : Within every bin, volume is separated by candle direction into Bull Volume and Bear Volume , then normalized to % of the bin’s displayed size. Delta % : The difference between Bull % and Bear % for the bin. Positive = buyer dominance; negative = seller dominance. Delta Heat Map : Bin background shading that scales with both total volume strength and delta bias. PoC (Point of Control) : The most significant bin gets a PoC band and a label with its absolute volume. 🔵 FEATURES Profile with Flow : A clean horizontal volume bar per bin plus stacked Bull % and Bear % . Per-Bin Delta Label : A readable “Δ xx%” tag at the start of each bin shows dominance at a glance. Delta Heat Map : Optional gradient that intensifies with higher volume and stronger delta. PoC Highlight : Optional PoC band colored separately, labeled with absolute volume (e.g., “1.23M”). Configurable Inputs : LookBack, number of Bins (10–100), toggles for Delta, Heat Map, Volume Bars, and PoC color. Readable Colors : Separate inputs for bullish (volume +) and bearish (volume –) hues. 🔵 HOW TO USE Set the window : Choose LookBack and Bins to balance detail vs. performance (more bins = finer resolution). Enable “Volume Bars” to display the bull/bear split as two stacked percent bars inside each bin. High Bull % near support → constructive demand. High Bear % near resistance → active supply. Use Δ labels (toggle “Delta”) to quickly spot bins with clear buyer/seller control; combine with price position for confluence. Turn on Delta Heat Map to prioritize areas with both large volume and strong imbalance. Watch the PoC : The PoC band marks the most traded (and often magnet) level; its label shows absolute size for context. Trade ideas : Breakout continuation when Δ stays positive across consecutive upper bins. Reversion risk when price enters a large bearish-Δ cluster below. Manage risk around the PoC; reactions there can be sharp. 🔵 CONCLUSION DeltaFlow Volume Profile upgrades a classic profile with flow intelligence. The bull/bear split, explicit Δ %, heat-weighted backdrop, and PoC volume label make dominant participation and key price shelves obvious. Use it to filter levels, time entries with imbalance, and validate breakouts or fades with objective volume-flow evidence.
אינדיקטור Pine Script®
מאת ‎BigBeluga‎
12
Cumulative Volume Delta (CVD)█ OVERVIEW Cumulative Volume Delta (CVD) is a volume-based trading indicator that provides a visual representation of market buying and selling pressure by calculating the difference in traded volumes between the two sides. It uses intrabar information to obtain more precise ​volume delta information than methods using only the chart's timeframe. Volume delta is the net difference between Buy Volume and Sell Volume. Positive volume delta indicates that buy volume is more than sell volume, and opposite. So Cumulative Volume Delta (CVD) is a running total/cumulation of volume delta values, where positive VD gets added to the sum and negative VD gets subtracted from the sum. I found simple and fast solution how to calculate CVD, so made plain and concise code, here is CVD function : cvd(_c, _o, _v) => var tcvd = 0.0, delta = 0.0 posV = 0.0, negV = 0.0 totUV = 0.0, totDV = 0.0 switch _c > _o => posV += _v _c < _o => negV -= _v _c > nz(_c ) => posV += _v _c < nz(_c ) => negV -= _v nz(posV ) > 0 => posV += _v nz(negV ) < 0 => negV -= _v totUV += posV totDV += negV delta := totUV + totDV cvd = tcvd + delta tcvd += delta cvd where _c, _o, _v are close, open and volume of intrabar much lower timeframe. Indicator uses intrabar information to obtain more precise ​volume delta information than methods using only the chart's timeframe. Intrabar precision calculation depends on the chart's timeframe: CVD is good to use together with open interest, volume and price change. For example if CVD is rising and price makes good move up in short period and volume is rising and open interest makes good move up in short period and before was flat market it is show big chance to pump.
אינדיקטור Pine Script®
מאת ‎NoveltyTrade‎
2
Realtime Volume Bars w Market Buy/Sell/Neutral split & Mkt Delta What is it? A tool that shows Real-time Volume bars split into 3 components: (1) Market Buy Volume - i.e., the volume that got transacted on upticks; (2) Market Sell Volume - i.e., the volume that got transacted on downticks; and, (3) Neutral Volume - i.e., the volume that got transacted without a change in price. (This feature can be turned off if you want normal volume bars). Market delta (i.e., Market Buy Volume - Market Sell Volume) is also displayed above each volume bar. (On by default; can be switched off from Settings) The split and Market Delta data are ONLY AVAILABLE FOR REAL-TIME BARS. Historical bars are shown just like regular ones. The dotted line marks the start of real-time data (i.e., the bar from which the indicator started collecting and displaying data). You will see accurate data for bars to the right of this line. The longer you keep a chart open with the study enabled, the more data it collects and displays, and the better your analysis can potentially be. Note that the data gets reset every time any of the options is changed, the market is switched, the browser is refreshed, or the script is reloaded DATA ISN'T STORED. I.e., every time a new symbol is loaded, the previous symbol's data is lost. So if you intend to monitor a symbol, you would need to keep it loaded all the time. Who is it for? For traders who are used to analyzing buy/sell activity using market buy/sell volume and market delta information Although you can use this independently as well, use it in conjunction with "Market Delta Volume for Realtime Bars" indicator to get a better visual representation of the numbers.
אינדיקטור Pine Script®
מאת ‎the_MarketWhisperer‎
58
Approx. Footprint: Volume DeltaThis indicator brings you a simplified “footprint” view by charting the volume delta—the imbalance between bullish and bearish volume—alongside total bar volume. Delta Bars: Green/red columns show where buyers (close > open) or sellers (close < open) dominated each bar. Total Volume: Semi-transparent gray columns in the background give you overall context. No Hidden Data: Works on any symbol/timeframe without tick-by-tick or bid/ask feeds. Use it to quickly spot bars with strong buying or selling pressure, identify momentum shifts, and confirm breakouts or reversals—all within TradingView’s standard volume streams.
אינדיקטור Pine Script®
מאת ‎Fliux‎
Volume Delta Candles HTF [TradingFinder] LTF Volume Candles 🔵 Introduction In financial markets, understanding the concepts of supply and demand and their impact on price movements is of paramount importance. Supply and demand, as fundamental pillars of economics, reflect the interaction between buyers and sellers. When buyers' strength surpasses that of sellers, demand increases, and prices tend to rise. Conversely, when sellers dominate buyers, supply overtakes demand, causing prices to drop. These interactions play a crucial role in determining market trends, price reversal points, and trading decisions. Volume Delta Candles offer traders a practical way to visualize trading activity within each candlestick. By integrating data from lower timeframes or live market feeds, these candles eliminate the need for standalone volume indicators. They present the proportions of buying and selling volume as intuitive colored bars, making it easier to interpret market dynamics at a glance. Additionally, they encapsulate critical metrics like peak delta, lowest delta, and net delta, allowing traders to grasp the market's internal order flow with greater precision. In financial markets, grasping the interplay between supply and demand and its influence on price movements is crucial for successful trading. These fundamental economic forces reflect the ongoing balance between buyers and sellers in the market. When buyers exert greater strength than sellers, demand dominates, driving prices upward. Conversely, when sellers take control, supply surpasses demand, and prices decline. Understanding these dynamics is essential for identifying market trends, pinpointing reversal points, and making informed trading decisions. Volume Delta Candles provide an innovative method for evaluating trading activity within individual candlesticks, offering a simplified view without relying on separate volume indicators. By leveraging lower timeframe or real-time data, this tool visualizes the distribution of buying and selling volumes within a candle through color-coded bars. This visual representation enables traders to quickly assess market sentiment and understand the forces driving price action. Buyer and seller strength is a critical concept that focuses on the ratio of buying to selling volumes. This ratio not only provides insights into the market's current state but also serves as a leading indicator for detecting potential shifts in trends. Traders often rely on volume analysis to identify significant supply and demand zones, guiding their entry and exit strategies. Delta Candles translate these complex metrics, such as Maximum Delta, Minimum Delta, and Final Delta, into an easy-to-read visual format using Japanese candlestick structures, making them an invaluable resource for analyzing order flows and market momentum. By merging the principles of supply and demand with comprehensive volume analysis, tools like the indicator introduced here offer unparalleled clarity into market behavior. This indicator calculates the relative strength of supply and demand for each candlestick by analyzing the ratio of buyers to sellers. 🔵 How to Use The presented indicator is a powerful tool for analyzing supply and demand strength in financial markets. It helps traders identify the strengths and weaknesses of buyers and sellers and utilize this information for better decision-making. 🟣 Analyzing the Highest Volume Trades on Candles A unique feature of this indicator is the visualization of price levels with the highest trade volume for each candlestick. These levels are marked as black lines on the candles, indicating prices where most trades occurred. This information is invaluable for identifying key supply and demand zones, which often act as support or resistance levels. 🟣 Trend Confirmation The indicator enables traders to confirm bullish or bearish trends by observing changes in buyer and seller strength. When buyer strength increases and demand surpasses supply, the likelihood of a bullish trend continuation grows. Conversely, decreasing buyer strength and increasing seller strength may signal a potential bearish trend reversal. 🟣 Adjusting Timeframes and Calculation Methods Users can customize the indicator's candlestick timeframe to align with their trading strategy. Additionally, they can switch between moving average and current candle modes to achieve more precise market analysis. This indicator, with its accurate and visual data display, is a practical and reliable tool for market analysts and traders. Using it can help traders make better decisions and identify optimal entry and exit points. 🔵 Settings Lower Time Frame Volume : This setting determines which timeframe the indicator should use to identify the price levels with the highest trade volume. These levels, displayed as black lines on the candlesticks, indicate prices where the most trades occurred. It is recommended that users align this timeframe with their primary chart’s timeframe. As a general rule : If the main chart’s timeframe is low (e.g., 1-minute or 5-minute), it is better to keep this setting at a similarly low timeframe. As the main chart’s timeframe increases (e.g., daily or weekly), it is advisable to set this parameter to a higher timeframe for more aligned data analysis. Cumulative Mode : Current Candle : Strength is calculated only for the current candlestick. EMA (Exponential Moving Average) : The strength is calculated using an exponential moving average, suitable for identifying longer-term trends. Calculation Period : The default period for the exponential moving average (EMA) is set to 21. Users can modify this value for more precise analysis based on their specific requirements. Ultra Data : This option enables users to view more detailed data from various market sources, such as Forex, Crypto, or Stocks. When activated, the indicator aggregates and displays volume data from multiple sources. 🟣 Table Settings Show Info Table : This option determines whether the information table is displayed on the chart. When enabled, the table appears in a corner of the chart and provides details about the strength of buyers and sellers. Table Size : Users can adjust the size of the text within the table to improve readability. Table Position : This setting defines the table’s placement on the chart. 🔵 Conclusion The indicator introduced in this article is designed as an advanced tool for analyzing supply and demand dynamics in financial markets. By leveraging buyer and seller strength ratios and visually highlighting price levels with the highest trade volume, it aids traders in identifying key market zones. Key features, such as adjustable analysis timeframes, customizable calculation methods, and precise volume data display, allow users to tailor their analyses to market conditions. This indicator is invaluable for analyzing support and resistance levels derived from trade volumes, enabling traders to make more accurate decisions about entering or exiting trades. By utilizing real market data and displaying the highest trade volume lines directly on the chart, it provides a precise perspective on market behavior. These features make it suitable for both novice and professional traders aiming to enhance their analysis and trading strategies. With this indicator, traders can gain a better understanding of supply and demand dynamics and operate more intelligently in financial markets. By combining volume data with visual analysis, this tool provides a solid foundation for effective decision-making and improved trading performance. Choosing this indicator is a significant step toward refining analysis and achieving success in complex financial markets.
אינדיקטור Pine Script®
מאת ‎TFlab‎
12
High volume candles. High Volume Candles Indicator: This is a simple tool that shows you when there's a lot of action in the market. It highlights the candles with the highest trading volume on your chart. What It Does: Picks the Busiest Candle: It points out the candle with the most trading in your set time. Shows Buying and Selling: Green for lots of buying, red for lots of selling. You Choose the Time Frame: Whether it's a few candles or many, it's up to you. Best Part - Alerts: Get Notified: The cool thing? It'll alert you when these big volume candles happen. You won't miss the important moments. Use this to keep track of when things are really moving in the market, without having to watch your screen all the time.
אינדיקטור Pine Script®
מאת ‎FogWalkerTrader‎
22
VWAP Volume Profile [BigBeluga]🔵 OVERVIEW VWAP Volume Profile is an advanced hybrid of the VWAP and volume profile concepts. It visualizes how volume accumulates relative to VWAP movement—separating rising (+VWAP) and declining (−VWAP) activity into two mirrored horizontal profiles. It highlights the dominant price bins (POCs) where volume peaked during each directional phase, helping traders spot hidden accumulation or distribution zones. 🔵 CONCEPTS VWAP-Driven Profiling: Unlike standard volume profiles, this tool segments volume based on VWAP movement—accumulating positive or negative volume depending on VWAP slope. Dual-Sided Profiles: Profiles expand horizontally to the right of price. Separate bins show rising (+) and falling (−) VWAP volume. Bin Logic: Volume is accumulated into defined horizontal bins based on VWAP’s position relative to price ranges. Gradient Coloring: Volume bars are colored with a dynamic gradient to emphasize intensity and direction. POC Highlighting: The highest-volume bin in each profile type (+/-) is marked with a transparent box and label. Contextual VWAP Line: VWAP is plotted and dynamically colored (green = rising, orange = falling) for instant trend context. Candle Overlay: Price candles are recolored to match the VWAP slope for full visual integration. 🔵 FEATURES Dual-sided horizontal volume profiles based on VWAP slope. Supports rising VWAP , falling VWAP , or both simultaneously. Customizable number of bins and lookback period. Dynamically colored VWAP line to show rising/falling bias. POC detection and labeling with volume values for +VWAP and −VWAP. Candlesticks are recolored to match VWAP bias for intuitive momentum tracking. Optional background boxes with customizable styling. Adaptive volume scaling to normalize bar length across markets. 🔵 HOW TO USE Use POC zones to identify high-volume consolidation areas and potential support/resistance levels. Watch for shifts in VWAP direction and observe how volume builds differently during uptrends and downtrends. Use the gradient profile shape to detect accumulation (widening volume below price) or distribution (above price). Use candle coloring for real-time confirmation of VWAP bias. Adjust the profile period or bin count to fit your trading style (e.g., intraday scalping or swing trading). 🔵 CONCLUSION VWAP Volume Profile merges two essential concepts—volume and VWAP—into a single, high-precision tool. By visualizing how volume behaves in relation to VWAP movement, it uncovers hidden dynamics often missed by traditional profiles. Perfect for intraday and swing traders who want a more nuanced read on market structure, trend strength, and volume flow.
אינדיקטור Pine Script®
מאת ‎BigBeluga‎
17
Volume Profile [ActiveQuants]The Volume Profile indicator visualizes the distribution of trading volume across price levels over a user-defined historical period. It identifies key liquidity zones, including the Point of Control (POC) (price level with the highest volume) and the Value Area (price range containing a specified percentage of total volume). This tool is ideal for traders analyzing support/resistance levels, market sentiment , and potential price reversals . █ CORE METHODOLOGY Vertical Price Rows: Divides the price range of the selected lookback period into equal-height rows. Volume Aggregation: Accumulates bullish/bearish or total volume within each price row. POC: The row with the highest total volume. Value Area: Expands from the POC until cumulative volume meets the user-defined threshold (e.g., 70%). Dynamic Visualization: Rows are plotted as horizontal boxes with widths proportional to their volume. █ KEY FEATURES - Customizable Lookback & Resolution Adjust the historical period ( Lookback ) and granularity ( Number of Rows ) for precise analysis. - Configurable Profile Width & Horizontal Offset Control the relative horizontal length of the profile rows, and set the distance from the current bar to the POC row’s anchor. Important: Do not set the horizontal offset too high. Indicators cannot be plotted more than 500 bars into the future. - Value Area & POC Highlighting Set the percentage of total volume required to form the Value Area , ensuring that key volume levels are clearly identified. Value Area rows are colored distinctly, while the POC is marked with a bold line. - Flexible Display Options Show bullish/bearish volume splits or total volume. Place the profile on the right or left of the chart. - Gradient Coloring Rows fade in color intensity based on their relative volume strength . - Real-Time Adjustments Modify horizontal offset, profile width, and appearance without reloading. █ USAGE EXAMPLES Example 1: Basic Volume Profile with Value Area Settings: Lookback: 500 bars Number of Rows: 100 Value Area: 70% Display Type: Up/Down Placement: Right Image Context: The profile appears on the right side of the chart. The POC (orange line) marks the highest volume row. Value Area rows (green/red) extend above/below the POC, containing 70% of total volume. Example 2: Total Volume with Gradient Colors Settings: Lookback: 800 bars Number of Rows: 100 Profile Width: 60 Horizontal Offset: 20 Display Type: Total Gradient Colors: Enabled Image Context: Rows display total volume in a single color with gradient transparency. Darker rows indicate higher volume concentration. Example 3: Left-Aligned Profile with Narrow Value Area Settings: Lookback: 600 bars Number of Rows: 100 Profile Width: 45 Horizontal Offset: 500 Value Area: 50% Profile Placement: Left Image Context: The profile shifts to the left, with a tighter Value Area (50%). █ USER INPUTS Calculation Settings Lookback: Historical bars analyzed (default: 500). Number of Rows: Vertical resolution of the profile (default: 100). Profile Width: Horizontal length of rows (default: 50). Horizontal Offset: Distance from the current bar to the POC (default: 50). Value Area (%): Cumulative volume threshold for the Value Area (default: 70%). Volume Display: Toggle between Up/Down (bullish/bearish) or Total volume. Profile Placement: Align profile to the Right or Left of the chart. Appearance Rows Border: Customize border width/color. Gradient Colors: Enable fading color effects. Value Area Colors: Set distinct colors for bullish and bearish Value Area rows. POC Line: Adjust color, width, and visibility. █ CONCLUSION The Volume Profile indicator provides a dynamic, customizable view of market liquidity. By highlighting the POC and Value Area, traders can identify high-probability reversal zones, gauge market sentiment, and align entries/exits with key volume levels. █ IMPORTANT NOTES ⚠ Lookback Period: Shorter lookbacks prioritize recent activity but may omit critical levels. ⚠ Horizontal Offset Limitation: Avoid excessively high offsets (e.g., close to ±300). TradingView restricts plotting indicators more than 500 bars into the future, which may truncate or hide the profile. ⚠ Risk Management: While the indicator highlights areas of concentrated volume, always use it in combination with other technical analysis tools and proper risk management techniques. █ RISK DISCLAIMER Trading involves substantial risk. The Volume Profile highlights historical liquidity but does not predict future price movements. Always use stop-loss orders and confirm signals with additional analysis. Past performance is not indicative of future results. 📊 Happy trading! 🚀
אינדיקטור Pine Script®
מאת ‎ActiveQuants‎
3
Volume Data Customized TimeframeThe "Volume Data Customized Timeframe" (VolData CTF) indicator provides traders with an enhanced volume analysis tool that aggregates buy and sell volume over a user-defined timeframe. It enables a comparative assessment of bullish and bearish volume trends, offering deeper insights into market sentiment. The indicator features a customizable display table with user-selectable themes and positioning, providing essential volume metrics for improved trading decisions. 1. Introduction: The "Volume Data Customized Timeframe" indicator is designed to help traders analyze volume trends across different timeframes. It allows users to customize the period for volume calculations, view the ratio of selling to buying volume, and present the data in a user-friendly table format. 2. Features: Selectable timeframe for volume analysis (default: chart timeframe) Calculation of bullish (buy) and bearish (sell) volume Customizable table size, theme, and positioning Displays key volume metrics: Total Buy Volume Total Sell Volume Sell/Buy Volume Ratio Analysis period in minutes, days, weeks, or months 3. Indicator Inputs: Average Volume Lookback (n): Number of bars used to calculate volume statistics. Select Timeframe: Custom timeframe for volume calculations (leave empty to use the chart's timeframe). Table Size: Choose from Small, Medium, or Big to adjust text size. Table Theme: Choose between Light and Dark themes. Table Position: Place the table in any corner of the chart (top-left, top-right, bottom-left, bottom-right). 4. How It Works: The indicator retrieves volume data for the selected timeframe. It aggregates bullish and bearish volume based on the lookback period. The sell-to-buy volume ratio is calculated and color-coded (green for bullish dominance, red for bearish dominance). The volume statistics are displayed in a customizable table for easy reference. 5. Interpretation: Δ BUY VOL: Represents the total volume of bullish (up-closing) bars within the lookback period. Δ SELL VOL: Represents the total volume of bearish (down-closing) bars within the lookback period. Δ SELL/Δ BUY: The ratio of bearish to bullish volume; values above 1 indicate more selling pressure, while values below 1 indicate buying dominance. Period (M/D/W/M): Displays the selected timeframe for volume aggregation.
אינדיקטור Pine Script®
מאת ‎RK1974‎
High Volume Candles by Time PeriodDescription: The High Volume Candles indicator (HVC) is a technical analysis tool designed to identify candles with high trading volume. It allows traders to quickly spot periods of significant market activity based on volume. How it Works: The HVC indicator analyzes the volume of each candle in relation to the highest volume observed over a specified lookback period. The indicator compares the current volume with the highest volume within the defined lookback period and identifies candles that have volume equal to or greater than this threshold. It then distinguishes between bullish and bearish candles and assigns custom colors to highlight these high volume occurrences. Usage: To effectively utilize the High Volume Candles indicator, follow these steps: 1. Apply the HVC indicator to your chart by adding it from the available indicators. 2. Customize the lookback period according to your trading preferences. This parameter determines the number of previous candles to consider when calculating the highest volume. 3. Observe the candles on the chart: - Bullish candles (blue by default) indicate periods of high volume when the closing price is higher than the opening price. - Bearish candles (yellow by default) indicate periods of high volume when the closing price is lower than the opening price. 4. Pay attention to the color-coded volume indications within the candles, which highlight periods of high trading activity. 5. Analyze the volume patterns in conjunction with price action to identify potential trading opportunities. High volume candles often indicate increased market participation and can suggest significant price moves or reversals. 6. Combine the analysis of high volume candles with other technical analysis tools, such as trend lines, support and resistance levels, or indicators, to confirm potential trade setups. 7. Implement appropriate risk management strategies, including setting stop-loss orders and position sizing, to manage your trades effectively and protect your capital.
אינדיקטור Pine Script®
מאת ‎maybethatguy‎
Delta Volume by SiddWolfDelta Volume is Difference between Buying Volume and Selling Volume. This indicator gives the Delta Volume based on Lower TimeFrame Candles. It utilizes security_lower_tf() function, a function that provides Lower TF candle data in Higher TF Chart. security_lower_tf() is a new function provided by TradingView yesterday. If you are a PineScript Programmer, I suggest you to read about it, as it is a very powerful function that can extremely improve your trading strategy. How this indicator works: This indicator checks volume data on lower TimeFrame Candles and Shows it's delta in the current Chart Timeframe. For example: If you open 4 hours chart, this indicator checks volume of 1 minute chart and separates Buying-Selling volume. Then it subtracts Candle's Selling volume from Candle's Buying volume, finally calculating the Delta Volume. This indicator also provides a Smooth Delta Volume, which is moving average of Delta Volume. As Delta Volume changes a lot, Smooth Delta Volume can be very helpful for identifying Trends . Goto settings and in "Show" section select "Smooth Delta Volume" to lay it on the chart. Settings is the Key: Settings are key to all of my indicators. Play around with it a bit. You can change what to show on the chart from settings. Smooth Delta Volume moving average length can be changed from the settings. You can also select "Show as Percentage", which shows Delta Volume as Percentage of Overall Candle's Volume. If you use Weekly or Monthly Timeframe, change increase lower timeframe from settings. Read the tooltips to understand what each settings mean. Tooltips are the (i) button in-front of each settings. FAQs: Q. Does the indicator Repaint ? --- No. None of my indicators repaints. What you see now is what's drawn in real time. Q. What TimeFrame is Best for this Indicator ? --- It can be used on timeframes from 5 minutes to higher. But I would prefer to use it from timeframes higher than 30 minutes, as it gathers data from 1 minute TF. Q. Indicator doesn't show anything ? --- This indicator only works on security with Volume data. Also use it from higher timeframe than specified in Settings, because Volume Delta is calculated using Data from Lower TimeFrame. Q. Delta volume is not provided by TradingView, So how exactly does this indicator work? --- This indicator takes advantage of new pinescript function security_lower_tf(), and calculates volume for smaller timeframe data and calculates delta on higher timeframe. Q. Does this indicator give financial advice? --- No. Nope. Nein. Não. नहीं. Conclusion: This indicator is very basic but if used correctly it can be very powerful. If you have any questions or suggestions feel free to comment below. I'd love to connect with you. Thank you. ~ @SiddWolf
אינדיקטור Pine Script®
מאת ‎SiddWolf‎
22
Exchanges Combined Volume📊 Exchanges Combined Volume (Aggregated Multi-Exchange Volume: Binance, OKX, Bybit, etc.) by BIGTAKER* 🔍 Purpose The Exchanges Combined Volume indicator aggregates real-time trading volumes from multiple global exchanges for a specific asset (e.g., a cryptocurrency). Instead of relying on a single market, it provides a broader view of market activity, helping users detect abnormal volume behavior and increased participation across the entire market. ⚙️ Supported Exchanges * USDT Markets `Binance`, `OKX`, `Bybit`, `Bitget`, `Gate.io` * USD Markets `Coinbase`, `Bitfinex`, `Bitstamp` * Default Includes the current chart symbol’s native volume by default. 🧮 Core Calculation Logic 1. 📛 Symbol Normalization (cleanSymbol) Prefixes such as `1000`, `10000`, `100000`, or `1M` (common in leveraged tickers) are automatically removed to extract the base token. > Example: > `1000PEPEUSDT` → `PEPEUSDT` 2. 📈 Volume Requests from External Exchanges Volume is retrieved using the `` format (e.g., `'BINANCE:PEPEUSDT'`, `'COINBASE:BTCUSD'`). Invalid or delisted pairs are safely ignored using `ignore_invalid_symbol=true`. 3. 📊 Total Volume Calculation totalVolume = usdtVolume + usdVolume + currentSymbolVolume The indicator sums the volume from all target exchanges plus the volume from the current chart symbol. 4. 📏 Comparison to Average Volume * Period: `length = 60` (Simple Moving Average over 60 candles) * A candle is considered **high-intensity** if: 5. 🎨 Visual Styling | Condition | Color | Meaning | | -------------------------- | --------------------- | ----------------------- | | High-volume Bullish Candle | Light Green (#30db78) | Strong Buying Activity | | High-volume Bearish Candle | Bright Red (#ff0000) | Strong Selling Activity | | Normal Bullish Candle | Dark Green (#3c7058) | Regular Buying Volume | | Normal Bearish Candle | Dark Red (#682e2c) | Regular Selling Volume | 📌 Use Cases * Detect synchronized volume surges across major global exchanges. * Identify pre-pump accumulation phases on altcoins. * Combine with premium gap indicators (e.g., Kimchi Premium) to identify leading market sentiment. * Confirm breakout momentum with multi-exchange volume validation. 📘 Notes & Warnings * Listing differences across exchanges may result in **zero volume** on some platforms. * Prefixes like `1000`, `1M`, etc., are automatically removed to **improve symbol matching accuracy**. * As volume units are not standardized, this indicator is best suited for **absolute value analysis**, not ratio-based comparisons.
אינדיקטור Pine Script®
מאת ‎BIGTAKER‎
Volume Based Analysis V 1.00 Volume Based Analysis V1.00 – Multi-Scenario Buyer/Seller Power & Volume Pressure Indicator Description: 1. Overview The Volume Based Analysis V1.00 indicator is a comprehensive tool for analyzing market dynamics using Buyer Power, Seller Power, and Volume Pressure scenarios. It detects 12 configurable scenarios combining volume-based calculations with price action to highlight potential bullish or bearish conditions. When used in conjunction with other technical tools such as Ichimoku, Bollinger Bands, and trendline analysis, traders can gain a deeper and more reliable understanding of the market context surrounding each signal. 2. Key Features 12 Configurable Scenarios covering Buyer/Seller Power convergence, divergence, and dominance Advanced Volume Pressure Analysis detecting when both buy/sell volumes exceed averages Global Lookback System ensuring consistency across all calculations Dominance Peak Module for identifying strongest buyer/seller dominance at structural pivots Real-time Signal Statistics Table showing bullish/bearish counts and volume metrics Fully customizable inputs (SMA lengths, multipliers, timeframes) Visual chart markers (S01 to S12) for clear on-chart identification 3. Usage Guide Enable/Disable Scenarios: Choose which signals to display based on your trading strategy Fine-tune Parameters: Adjust SMA lengths, multipliers, and lookback periods to fit your market and timeframe Timeframe Control: Use custom lower timeframes for refined up/down volume calculations Combine with Other Indicators: Ichimoku: Confirm volume-based bullish signals with cloud breakouts or trend confirmation Bollinger Bands: Validate divergence/convergence signals with overbought/oversold zones Trendlines: Spot high-probability signals at breakout or retest points Signal Tables & Peaks: Read buy/sell volume dominance at a glance, and activate the Dominance Peak Module to highlight key turning points. 4. Example Scenarios & Suggested Images Image #1 – S01 Bullish Convergence Above Zero S01 activated, Buyer Power > 0, both buyer power slope & price slope positive, above-average buy volume. Show S01 ↑ marker below bar. Image #2 – Combined with Ichimoku Display a bullish scenario where price breaks above Ichimoku cloud while S01 or S09 bullish signal is active. Highlight both the volume-based marker and Ichimoku cloud breakout. Image #3 – Combined with Bollinger Bands & Trendlines Show a bearish S10 signal at the upper Bollinger Band near a descending trendline resistance. Highlight the confluence of the volume pressure signal with the band touch and trendline rejection. Image #4 – Dominance Peak Module Pivot low with green ▲ Bull Peak and pivot high with red ▼ Bear Peak, showing strong dominance counts. Image #5 – Statistics Table in Action Bottom-left table showing buy/sell volume, averages, and bullish/bearish counts during an active market phase. 5. Feedback & Collaboration Your feedback and suggestions are welcome — they help improve and refine this system. If you discover interesting use cases or have ideas for new features, please share them in the script’s comments section on TradingView. 6. Disclaimer This script is for educational purposes only. It is not financial advice. Past performance does not guarantee future results. Always do your own analysis before making trading decisions. Tip: Use this tool alongside trend confirmation indicators for the most robust signal interpretation.
אינדיקטור Pine Script®
מאת ‎ata_sabanci‎
4
BuySell Volume Bar Chart• Separates estimated Buy and Sell volume per bar using price action logic • Plots them in a dual-axis format: buy volume goes up, sell volume goes down • Colors are dynamic — whichever side dominates gets the stronger color, the weaker side is shaded • Includes a live difference metric (Δ Volume) as a third value in the indicator title • Automatically filters out flat/no-move bars to avoid misleading spikes The live difference metric ("Δ Volume") can be controlled. This metric calculates the difference between the buying and selling volume live, where it takes the Buy Volume - Sell Volume. This difference is then displayed in either green (BV > SV) or red (SV > BV). You can toggle it on/off by entering the indicator's settings or double tapping the indicator name on the TV chart. Another pretty cool thing is the modular colors - you can customize your candle colors and shades to your liking within the code!
אינדיקטור Pine Script®
מאת ‎roshbiz1408‎
Delta Volume Candles [LucF]█  OVERVIEW This indicator plots on-chart volume delta information using candles that can replace your normal candles, tops and bottoms appended to normal candles, optional MAs of those tops and bottoms levels, a divergence channel and a chart background. The indicator calculates volume delta using intrabar analysis, meaning that it uses the lower timeframe bars constituting each chart bar. █  CONCEPTS Volume Delta ​The ​volume delta concept divides a bar's ​volume in "up" and "down" ​volumes. The delta is calculated by subtracting down ​volume from up ​volume. Many calculation techniques exist to isolate up and down ​volume within a bar. The simplest use the polarity of interbar price changes to assign their ​volume to up or down slots, e.g., On Balance Volume or the Klinger Oscillator . Others such as Chaikin Money Flow use assumptions based on a bar's OHLC values. The most precise calculation method uses tick data and assigns the ​volume of each tick to the up or down slot depending on whether the transaction occurs at the bid or ask price. While this technique is ideal, it requires huge amounts of data on historical bars, which considerably limits the historical depth of charts and the number of symbols for which tick data is available. Furthermore, historical tick data is not yet available on TradingView. This indicator uses intrabar analysis to achieve a compromise between the simplest and most precise methods of calculating ​volume delta. It is currently the most precise method usable on TradingView charts. TradingView's Volume Profile built-in indicators use it, as do the CVD - Cumulative ​Volume Delta Candles and CVD - Cumulative Volume Delta (Chart) indicators published from the TradingView account . My Delta Volume Channels and Volume Delta Columns Pro indicators also use intrabar analysis. Other ​volume delta indicators such as my Realtime 5D Profile use realtime chart updates to calculate volume delta without intrabar analysis, but that type of indicator only works in real time; they cannot calculate on historical bars. This is the logic I use to determine the polarity of intrabars, which determines the up or down slot where its ​volume is added:  • If the intrabar's open and close values are different, their relative position is used.  • If the intrabar's open and close values are the same, the difference between the intrabar's close and the previous intrabar's close is used.  • As a last resort, when there is no movement during an intrabar, and it closes at the same price as the previous intrabar, the last known polarity is used. Once all intrabars making up a chart bar have been analyzed and the up or down property of each intrabar's ​volume determined, the up volumes are added, and the down volumes subtracted. The resulting value is ​volume delta for that chart bar, which can be used as an estimate of the buying/selling pressure on an instrument. Not all markets have volume information. Without it, this indicator is useless. Intrabar analysis Intrabars are chart bars at a lower timeframe than the chart's. The timeframe used to access intrabars determines the number of intrabars accessible for each chart bar. On a 1H chart, each chart bar of an active market will, for example, usually contain 60 bars at the lower timeframe of 1min, provided there was market activity during each minute of the hour. This indicator automatically calculates an appropriate lower timeframe using the chart's timeframe and the settings you use in the script's "Intrabars" section of the inputs. As it can access lower timeframes as small as seconds when available, the indicator can be used on charts at relatively small timeframes such as 1min, provided the market is active enough to produce bars at second timeframes. The quantity of intrabars analyzed in each chart bar determines:  • The precision of calculations (more intrabars yield more precise results).  • The chart coverage of calculations (there is a 100K limit to the quantity of intrabars that can be analyzed on any chart,   so the more intrabars you analyze per chart bar, the less chart bars can be calculated by the indicator). The information box displayed at the bottom right of the chart shows the lower timeframe used for intrabars, as well as the average number of intrabars detected for chart bars and statistics on chart coverage. Balances This indicator calculates five balances from volume delta values. The balances are oscillators with a zero centerline; positive values are bullish, and negative values are bearish. It is important to understand the balances as they can be used to:  • Color candle bodies.  • Calculate body and top and bottom divergences.  • Color an EMA channel.  • Color the chart's background.  • Configure markers and alerts. The five balances are: 1 — Bar Balance : This is the only balance using instant values; it is simply the subtraction of the down volume​ from the up volume​ on the bar, so the instant volume delta for that bar. 2 — Average Balance : Calculates a distinct EMA for both the up and down volumes, and subtracts the down EMA from the up EMA.   The result is akin to MACD's histogram because it is the subtraction of two moving averages. 3 — Momentum Balance : Starts by calculating, separately for both up and down volumes, the difference between the same EMAs used in "Average Balance" and   an SMA of twice the period used for the "Average Balance" EMAs. The difference for the up side is subtracted from the difference for the down side,   and an RSI of that value is calculated and brought over the −50/+50 scale. 4 — Relative Balance : The reference values used in the calculation are the up and down EMAs used in the "Average Balance".   From those, we calculate two intermediate values using how much the instant up and down volumes on the bar exceed their respective EMA — but with a twist.   If the bar's up volume​ does not exceed the EMA of up volume​, a zero value is used. The same goes for the down volume​ with the EMA of down volume​.   Once we have our two intermediate values for the up and down volumes exceeding their respective MA, we subtract them. The final value is an ALMA of that subtraction.   The rationale behind using zero values when the bar's up/down volume​ does not exceed its EMA is to only take into account the more significant volume​.   If both instant volume​ values exceed their MA, then the difference between the two is the signal's value.   The signal is called "relative" because the intermediate values are the difference between the instant up/down volumes and their respective MA.   This balance flatlines when the bar's up/down volumes do not exceed their EMAs, which makes it useful to spot areas where trader interest dwindles, such as consolidations.   The smaller the period of the final value's ALMA, the more easily it will flatline. These flat zones should be considered no-trade zones. 5 — Percent Balance : This balance is the ALMA of the ratio of the "Bar Balance" over the total volume for that bar. From the balances and marker conditions, two more values are calculated: 1 — Marker Bias : This sums the up/down (+1/‒1) occurrences of the markers 1 to 4 over a period you define, so it ranges from −4 to +4, times the period.   Its calculation will depend on the modes used to calculate markers 3 and 4. 2 — Combined Balances : This is the sum of the bull/bear (+1/−1) states of each of the five balances, so it ranges from −5 to +5. The periods for all of these balances can be configured in the "Periods" section at the bottom of the script's inputs. As you cannot see the balances on the chart, you can use my Volume Delta Columns Pro indicator in a pane; it can plot the same balances, so you will be able to analyze them. Divergences In the context of this indicator, a divergence is any bar where the bear/bull state of a balance (above/below its zero centerline) diverges from the polarity of a chart bar. No directional bias is assigned to divergences when they occur. Candle bodies and tops/bottoms can each be colored differently on divergences detected from distinct balances. Divergence Channel The divergence channel is the space between two levels (by default, the bar's open and close ) saved when divergences occur. When price (by default the close ) has breached a channel and a new divergence occurs, a new channel is created. Until that new channel is breached, bars where additional divergences occur will expand the channel's levels if the bar's price points are outside the channel. Prices breaches of the divergence channel will change its state. Divergence channels can be in one of three different states:  • Bull (green): Price has breached the channel to the upside.  • Bear (red): Price has breached the channel to the downside.  • Neutral (gray): The channel has not yet been breached. █  HOW TO USE THE INDICATOR I do not make videos to explain how to use my indicators. I do, however, try hard to include in their description everything one needs to understand what they do. From there, it's up to you to explore and figure out if they can be useful in your trading practice. Communicating in videos what this description and the script's tooltips contain would make for very long videos that would likely exceed the attention span of most people who find this description too long. There is no quick way to understand an indicator such as this one because it uses many different concepts and has quite a bit of settings one can use to modify its visuals and behavior — thus how one uses it. I will happily answer questions on the inner workings of the indicator, but I do not answer questions like "How do I trade using this indicator?" A useful answer to that question would require an in-depth analysis of who you are, your trading methodology and objectives, which I do not have time for. I do not teach trading. Start by loading the indicator on an active chart containing volume information. See here if you need help. The default configuration displays:  • Normal candles where the bodies are only colored if the bar's volume has increased since the last bar.   If you want to use this indicator's candles, you may want to disable your chart's candles by clicking the eye icon to the right of the symbol's name in the top left of the chart.  • A top or bottom appended to the normal candles. It represents the difference between up and down volume for that bar   and is positioned at the top or bottom, depending on its polarity. If up volume is greater than down volume, a top is displayed. If down volume is greater, a bottom is plotted.   The size of tops and bottoms is determined by calculating a factor which is the proportion of volume delta over the bar's total volume.   That factor is then used to calculate the top or bottom size relative to a baseline of the average candle body size of the last 100 bars.  • An information box in the bottom right displaying intrabar and chart coverage information.  • A light red background when the intrabar volume differs from the chart's volume by more than 1%. The script's inputs contain tooltips explaining most of the fields. I will not repeat them here. Following is a brief description of each section of the indicator's inputs which will give you an idea of what the indicator can do: Normal Candles is where you configure the replacement candles plotted by the script. You can choose from different coloring schemes for their bodies and specify a unique color for bodies where a divergence calculated using the method you choose occurs. Volume Tops & Botttoms is where you configure the display of tops and bottoms, and their EMAs. The EMAs are calculated from the high point of tops and the low point of bottoms. They can act as a channel to evaluate price, and you can choose to color the channel using a gradient reflecting the advances/declines in the balance of your choice. Divergence Channel is where you set up the appearance and behavior of the divergence channel. These areas represent levels where price and volume delta information do not converge. They can be interpreted as regions with no clear direction from where one will look for breaches. You can configure the channel to take into account one or both types of divergences you have configured for candle bodies and tops/bottoms. Background allows you to configure a gradient background color that reflects the advances/declines in the balance of your choice. You can use this to provide context to the volume delta values from bars. You can also control the background color displayed on volume discrepancies between the intrabar and the chart's timeframe. Intrabars is where you choose the calculation mode determining the lower timeframe used to access intrabars. The indicator uses the chart's timeframe and the type of market you are on to calculate the lower timeframe. Your setting there should reflect which compromise you prefer between the precision of calculations and chart coverage. This is also where you control the display of the information box in the lower right corner of the chart. Markers allows you to control the plotting of chart markers on different conditions. Their configuration determines when alerts generated from the indicator will fire. Note that in order to generate alerts from this script, they must be created from your chart. See this Help Center page to learn how. Only the last 500 markers will be visible on the chart, but this will not affect the generation of alerts. Periods is where you configure the periods for the balances and the EMAs used in the indicator. The raw values calculated by this script can be inspected using the Data Window. █  INTERPRETATION Rightly or wrongly, volume delta is considered by many a useful complement to the interpretation of price action. I use it extensively in an attempt to find convergence between my read of volume delta and price movement — not so much as a predictor of future price movement. No system or person can predict the future. Accordingly, I consider people who speak or act as if they know the future with certainty to be dangerous to themselves and others; they are charlatans, imprudent or blissfully ignorant. I try to avoid elaborate volume delta interpretation schemes involving too many variables and prefer to keep things simple:  • Trends that have more chances of continuing should be accompanied by VD of the same polarity.   In trends, I am looking for "slow and steady". I work from the assumption that traders and systems often overreact, which translates into unproductive volatility.   Wild trends are more susceptible to overreactions.  • I prefer steady VD values over wildly increasing ones, as large VD increases often come with increased price volatility, which can backfire.   Large VD values caused by stopping volume will also often occur on trend reversals with abnormally high candles.  • Prices escaping divergence channels may be leading a trend in that direction, although there is no telling how long that trend will last; could be just a few bars or hundreds.   When price is in a channel, shifts in VD balances can sometimes give us an idea of the direction where price has the most chance of breaking.  • Dwindling VD will often indicate trend exhaustion and predate reversals by many bars, but the problem is that mere pauses in a trend will often produce the same behavior in VD.   I think it is too perilous to infer rigidly from VD decreases. Divergence Channel Here I have configured the divergence channels to be visible. First, I set the bodies to display divergences on the default Bar Balance. They are indicated by yellow bodies. Then I activated the divergence channels by choosing to draw levels on body divergences and checked the "Fill" checkbox to fill the channel with the same color as the levels. The divergence channel is best understood as a direction-less area from where a breach can be acted on if other variables converge with the breach's direction: Tops and Bottoms EMAs I find these EMAs rather interesting. They have no equivalent elsewhere, as they are calculated from the top and bottom values this indicator plots. The only similarity they have with volume-weighted MAs, including VWAP, is that they use price and volume. This indicator's Tops and Bottoms EMAs, however, use the price and volume delta. While the channel differs from other channels in how it is calculated, it can be used like others, as a baseline from which to evaluate price movement or, alternatively, as stop levels. Remember that you can change the period used for the EMAs in the "Periods" section of the inputs. This chart shows the EMAs in action, filled with a gradient representing the advances/decline from the Momentum balance. Notice the anomaly in the chart's latest bars where the Momentum balance gradient has been indicating a bullish bias for some time, during which price was mostly below the EMAs. Price has just broken above the channel on positive VD. My interpretation of this situation would be that it is a risky opportunity for a long trade in the larger context where the market has been in a downtrend since the 5th. Intrepid traders choosing to enter here could do so with a "make or break" tight stop that will minimize their losses should the market continue its downtrend while hopefully preserving the potential upside of price continuing on the longer-term uptrend prevalent since the 28th: █  NOTES Volume If you use indicators such as this one which depends on volume information, it is important to realize that the volume data they consume comes from data feeds, and that all data feeds are NOT created equally. Those who create the data feeds we use must make decisions concerning the nature of the transactions they tally and the way they are tallied in each feed, and these decisions affect the nature of our volume data. My Volume X-ray publication discusses some of the reasons why volume information from different timeframes, brokers/exchanges or sectors may vary considerably. I encourage you to read it. This indicator's display of a warning through a background color on volume discrepancies between the timeframe used to access intrabars and the chart's timeframe is an attempt to help you realize these variations in feeds. Don't take things for granted, and understand that the quality of a given feed's volume information affects the quality of the results this indicator calculates. Markets as ecosystems I believe it is perilous to think that behavioral patterns you discover in one market through the lens of this or any other indicator will necessarily port to other markets. While this may sometimes be the case, it will often not. Why is that? Because each market is its own ecosystem. As cities do, all markets share some common characteristics, but they also all have their idiosyncrasies. A proportion of a city's inhabitants is always composed of outsiders who come and go, but a core population of regulars and systems is usually the force that actually defines most of the city's observable characteristics. I believe markets work somewhat the same way; they may look the same, but if you live there for a while and pay attention, you will notice the idiosyncrasies. Some things that work in some markets will, accordingly, not work in others. Please keep that in mind when you draw conclusions. On Up/Down or Buy/Sell Volume Buying or selling volume are misnomers, as every unit of volume transacted is both bought and sold by two different traders. While this does not keep me from using the terms, there is no such thing as “buy only” or “sell only” volume. Trader lingo is riddled with peculiarities. Without access to order book information, traders work with the assumption that when price moves up during a bar, there was more buying pressure than selling pressure, just as when buy market orders take out limit ask orders in the order book at successively higher levels. The built-in volume indicator available on TradingView uses this logic to color the volume columns green or red. While this script’s calculations are more precise because it analyses intrabars to calculate its information, it uses pretty much the same imperfect logic. Until Pine scripts can have access to how much volume was transacted at the bid/ask prices, our volume delta calculations will remain a mere proxy. Repainting  • The values calculated on the realtime bar will update as new information comes from the feed.  • Historical values may recalculate if the historical feed is updated or when calculations start from a new point in history.  • Markers and alerts will not repaint as they only occur on a bar's close. Keep this in mind when viewing markers on historical bars,   where one could understandably and incorrectly assume they appear at the bar's open. To learn more about repainting, see the Pine Script™ User Manual's page on the subject . Superfluity In "The Bed of Procrustes", Nassim Nicholas Taleb writes: To bankrupt a fool, give him information . This indicator can display a lot of information. The inevitable adaptation period you will need to figure out how to use it should help you eliminate all the visuals you do not need. The more you eliminate, the easier it will be to focus on those that are the most useful to your trading practice. Don't be a fool. █  THANKS Thanks to alexgrover for his Dekidaka-Ashi indicator. His volume plots on candles were the inspiration for my top/bottom plots. Kudos to PineCoders for their libraries. I use two of them in this script: Time and lower_tf . The first versions of this script used functionality that I would not have known about were it not for these two guys: — A guy called Kuan who commented on a Backtest Rookies presentation of their Volume Profile indicator. — theheirophant , my partner in the exploration of the sometimes weird abysses of request.security() ’s behavior at lower timeframes.
אינדיקטור Pine Script®
מאת ‎LucF‎
113
Volume Peak LineA fully configurable “Volume Peak Line” indicator that draws a horizontal threshold at the highest volume over the last X candles (default 5). Custom lookback (X volume candles) Optional alert when current volume exceeds that peak Separate up/down volume bars (green/red) or hide them to use your own volume overlays Use it to spot surges in trading activity on any timeframe—ideal for intraday or swing setups where a barn-burner volume bar can signal a reversal or the start of a new trend.
אינדיקטור Pine Script®
מאת ‎Term401‎
1
Abnormal volume [VG]🪙 INTRODUCTION This technical indicator helps identify and highlight large volume clusters on the chart. Abnormal volume refers to unusually large accumulations of volume over short time intervals. Such clusters appear when the amount of assets bought or sold significantly exceeds typical volumes for a specific asset over a given period. These patterns can indicate significant events or intentions of market participants. Reasons for abnormal volume clusters: Institutional investments : Large investment funds and banks may buy or sell significant volumes of assets to rebalance their portfolios. Impact of news and events : Important news (e.g., mergers, bankruptcies, management changes) can trigger large-scale buying or selling of assets. Market manipulation : Big players may execute large trades to artificially create demand or supply for an asset, affecting its price in the short term. Insider trading : Abnormal volumes may signal that someone with insider information has started buying or selling assets in anticipation of future events that could impact the price. What do abnormal volume clusters mean for traders? A signal of potential price changes : High trading volumes are often accompanied by sharp price movements. An increase in volume during price growth might indicate rising interest in the asset, while an increase during a decline could signal a sell-off. Potential entry or exit points : For short-term traders, abnormal trades can serve as signals to enter or exit positions. For example, a large volume growth accompanied by a breakout of a key level might be seen as a buy signal. Caution due to potential manipulation : Abnormal trades don’t always lead to expected outcomes. Sometimes, they are part of a price manipulation strategy, so it’s essential to consider the broader context and confirm with other signals. 🪙 USAGE This indicator doesn’t provide trading signals, entry points, or actionable recommendations. Instead, it simplifies tracking market dynamics and highlights unusual activity worth considering during analysis. After adding the indicator to the chart, you only need to configure two parameters: the threshold value that determines what constitutes a significant volume cluster and the period over which volumes are aggregated for comparison against the threshold. It’s recommended to use the shortest available period, as this helps more precisely identify the prevailing volume direction (since this depends on price changes, not trade direction). The threshold value can be fine-tuned by switching the chart’s timeframe to match the selected period, observing of the significant volume increase on the classic volume histogram, and noting the corresponding market reactions. This allows for selecting a threshold that highlights early signs of impactful trading events on higher timeframes. Let’s look at an example in the screenshot: Once the parameters are set, you can also enable an alert to trigger whenever a new volume cluster appears, simplifying event tracking. Note: in the current version of the indicator, the alert will be triggered only once per bar on the chart at the first detected cluster of abnormal volume. 🪙 IMPLEMENTATION Technically, the script retrieves volume data from a lower timeframe and estimates whether the volume was primarily generated by buyers or sellers based on price movements. The lower resolution timeframe is determined as follows: if the settings base period is less than 1 minute, then the data timeframe will be equal to 1 second if the settings base period is equals 1 minute or more, then the data timeframe will be equal to 1 minute The algorithm checks whether the price increased or decreased at each point. If the price rose, the volume is presumed to be driven by buyers and marked as buy volume; otherwise, it’s marked as sell volume. The total volume at each point is then checked against the user-defined threshold. If the volume exceeds the threshold, a corresponding circle is drawn on the chart, and an alert is generated if created. The size of the visual representation is proportional to the most recent maximum volume and follows the rules below: Percentage of max volume -> Volume cluster size less than 25% -> Tiny 25% to 50% -> Small 50% to 75% -> Normal 75% to 100% -> Large 100% or more -> Huge 🪙 SETTINGS The indicator is designed to be as simple and minimalist as possible, making configuration effortless. There are only two core parameters, with additional options to customize the colors of volume clusters based on their type. Trade volume threshold Defines the volume level above which a cluster is considered significant and displayed on the chart as a circle. The size of the circle depends on the proportion of the current volume relative to the most recent maximum over the chosen period. Trades base period Specifies the period for aggregating trade volumes to determine whether they qualify as abnormal. The significance level is set using the Trade volume threshold parameter. Buy/Sell trades Allows you to set the colors for abnormal volume circles based on the price direction during cluster formation. 🪙 CONCLUSION Abnormal volume clusters are always a critical indicator requiring attention and analysis, but they are not a guaranteed predictor of trend changes.
אינדיקטור Pine Script®
מאת ‎vgladkov_qa‎
9
Quadro Volume Profile [BigBeluga]🔵 OVERVIEW The Quadro Volume Profile is a precision-engineered volume profiling tool that segments market activity into four distinct quadrants surrounding the current price. By separating bullish and bearish volume above and below the current price, it helps traders identify dominant forces and high-interest price zones with ease. Each quadrant includes label annotations showing total volume and its share of overall activity — delivering powerful insights into the market’s internal structure. 🔵 CONCEPTS Four-Quadrant Volume Distribution : Volume is separated into Buy and Sell profiles both above and below the current price. Directional Volume Logic : Bullish and bearish candle volume is allocated to specific bins, creating color-coded volume stacks. Dynamic PoC Detection : Point of Control (PoC) levels are calculated per quadrant and optionally displayed. Lookback-Based Anchoring : The volume histogram is anchored to a fixed lookback window, ensuring consistency and historical context. Label-Based Analytics : Each quadrant displays a labeled breakdown of direction, total volume, and percentage weight of total activity. 🔵 FEATURES Four separate volume profiles: Upper Left: Bearish volume (Sell Quad above price) Upper Right: Bullish volume (Buy Quad above price) Lower Left: Bullish volume (Buy Quad below price) Lower Right: Bearish volume (Sell Quad below price) Live Labels for Each Quad: Displays BUY or SELL direction Shows total volume per quadrant (e.g. 607.49K) Displays percent share of total quad volume (e.g. 18.87%) Toggle visibility for each profile and each Point of Control (PoC) dashed PoC lines with volume annotations Adjustable calculation period (lookBack), number of bins, and horizontal offset Color gradient intensity represents volume strength per bin Auto-cleaning visuals to keep the chart uncluttered Gradient color control for Buy and Sell volumes Clean midline split between upper and lower quadrants 🔵 HOW TO USE Select your desired calculation period (default: 200 bars) to define the range for volume analysis. Adjust the bins parameter for more or less resolution in volume distribution. Toggle each quadrant on/off depending on your preference using the settings panel: “Upper Sell Quad” – shows bearish volume above current price (left) “Upper Buy Quad” – shows bullish volume above current price (right) “Lower Buy Quad” – shows bullish volume below current price (left) “Lower Sell Quad” – shows bearish volume below current price (right) Enable or disable PoC lines for each quad to highlight where volume peaked. Use the gradient coloring to identify volume imbalances — sharp differences between opposing quads often indicate key zones of rejection or breakout. Monitor the midline level which splits the four quadrants — it serves as a psychological pivot zone. 🔵 CONCLUSION The Quadro Volume Profile offers a powerful and visually intuitive way to dissect market activity around price. By splitting volume into four quadrants, traders can better interpret order flow, identify dominant volume zones, and spot potential reversals or continuation setups. Whether you're trading breakouts, liquidity sweeps, or range-bound behavior — this tool adds a structured layer of volume context to your charting workflow.
אינדיקטור Pine Script®
מאת ‎BigBeluga‎
3
Delta Volume Profile [BigBeluga]🔵Delta Volume Profile A dynamic volume analysis tool that builds two separate horizontal profiles: one for bullish candles and one for bearish candles. This indicator helps traders identify the true balance of buying vs. selling volume across price levels, highlighting points of control (POCs), delta dominance, and hidden volume clusters with remarkable precision. 🔵 KEY FEATURES Split Volume Profiles (Bull vs. Bear): The indicator separates volume based on candle direction: If close > open , the candle’s volume is added to the bullish profile (positive volume). If close < open , it contributes to the bearish profile (negative volume). ATR-Based Binning: The price range over the selected lookback is split into bins using ATR(200) as the bin height. Each bin accumulates both bull and bear volumes to form the dual-sided profile. Bull and Bear Volume Bars: Bullish volumes are shown as right-facing bars on the right side, colored with a bullish gradient. Bearish volumes appear as left-facing bars on the left side, shaded with a bearish gradient. Each bar includes a volume label (e.g., +12.45K or -9.33K) to show exact volume at that price level. Points of Control (POC) Highlighting: The bin with the highest bullish volume is marked with a border in POC+ color (default: blue). The bin with the highest bearish volume is marked with a POC− color (default: orange). Total Volume Density Map: A neutral gray background box is plotted behind candles showing the total volume (bull + bear) per bin. This reveals high-interest price zones regardless of direction. Delta and Total Volume Summary: A Delta label appears at the top, showing net % difference between bull and bear volume. A Total label at the bottom shows total accumulated volume across all bins. 🔵 HOW IT WORKS The indicator captures all candles within the lookback period . It calculates the price range and splits it into bins using ATR for adaptive resolution. For each candle: If price intersects a bin and close > open , volume is added to the positive profile . If close < open , volume is added to the negative profile . The result is two side-by-side histograms at each price level—one for buyers, one for sellers. The bin with the highest value on each side is visually emphasized using POC highlight colors. At the end, the script calculates: Delta: Total % difference between bull and bear volumes. Total: Sum of all volumes in the lookback window. 🔵 USAGE Volume Imbalance Zones: Identify price levels where buyers or sellers were clearly dominant. Fade or Follow Volume Clusters: Use POC+ or POC− levels for reaction trades or breakouts. Delta Strength Filtering: Strong delta values (> ±20%) suggest momentum or exhaustion setups. Volume-Based Anchoring: Use profile levels to mark hidden support/resistance and execution zones. 🔵 CONCLUSION Delta Volume Profile offers a unique advantage in market reading by separating buyer and seller activity into two visual layers. This allows traders to not only spot where volume was high, but also who was more aggressive. Whether you’re analyzing trend continuations, reversals, or absorption levels, this indicator gives you the transparency needed to trade with confidence.
אינדיקטור Pine Script®
מאת ‎BigBeluga‎
22
Volume Insignts AnalyzerDescription: The Volume Insight Analyzer is an advanced Pine Script designed for traders who want a comprehensive view of volume dynamics on their charts. This script combines multiple volume-based indicators to help identify key trading opportunities, including significant volume days, volume dry-ups, and pocket pivots. Key Features: VDU (Volume Dry-Up) Detection: Automatically identifies and marks days when the volume is significantly below its moving average, helping to spot potential breakout or breakdown points. Customizable volume thresholds allow for tailored analysis based on your trading strategy. The Volume Dry-Up label appears when the volume is substantially below its average level and the price is near a key moving average. This condition indicates a period of equilibrium between supply and demand, suggesting a potential low-risk entry point for traders. Pocket Pivot Analysis using 5 and 10 Length Pocket Pivots: Highlights days with exceptionally high volume compared to recent history, indicating potential pocket pivots. Visual markers on the chart and volume bars color-coded for 5 and 10-day lengths. Pocket pivot points are identified when the volume on a given day exceeds the maximum volume observed over the past several days. Specifically, a 5-day pocket pivot point is marked when today's volume surpasses the highest selling volume of the last 5 days. A cluster of 5-day pocket pivot points within a base is a strong indicator of stock strength. Similarly, a 10-day pocket pivot point following a Volume Dry-Up (VDU) suggests a potential entry opportunity. Moreover, a pre-existing cluster of 5-day pocket pivot points before a 10-day pocket pivot point provides greater conviction in the trade. Volume Moving Averages: Set different lengths for primary and secondary moving averages to track volume trends over daily, weekly, and monthly timeframes. Options to display moving average lines on the volume chart. Volume Visualization: a. Major and Minor Volume Bars: Option to display bars that are either above or below average volume levels. Adjustable settings to show or hide these bars based on user preference. b. Volume Bar Coloring: Volume bars are color-coded based on significant volume thresholds, including green for bullish signals, red for bearish signals, and orange for volume dry-ups. Volume Metrics Table: A customizable table that displays real-time volume metrics including Relative Volume (RVOL), Turnover, and the number of high volume days. The table can be oriented horizontally or vertically and styled according to your theme preferences. Visual Indicators: a) Volume Dry-Up (VDU) Labels: Clearly marked VDU events with textual annotations on the chart. b) Bullish and Bearish Arrows: Arrows indicating potential bullish or bearish closes based on volume analysis, enhancing decision-making. Customization Options: a) Dark and Light Theme Support: Toggle between dark and light themes to match your chart settings. b) Adjustable Parameters: Easily configure input settings such as volume thresholds, MA lengths, and table display options to fit your trading style. How to Use: Set Parameters: Adjust the script settings such as volume thresholds, moving average lengths, and display preferences according to your analysis needs. Analyze Volume Patterns: Use the indicators and visual markers provided by the script to identify significant volume patterns and potential trading signals. Monitor Metrics: Refer to the volume metrics table for a quick overview of key volume-related statistics and trends. Make Informed Decisions: Utilize the visual cues and volume data provided by the script to enhance your trading strategy and make more informed decisions. Disclaimer: This script is for informational purposes only and should not be considered as trading advice. Use it in conjunction with other analysis tools and consult with a financial advisor if needed. Trading involves risk, and past performance does not guarantee future results.
אינדיקטור Pine Script®
מאת ‎PrasadJoshi12‎
1
Enhanced Cumulative Volume Delta [NariCapitalTrading]Enhanced Cumulative Volume Delta (eCVD) Technical Guide Introduction The Enhanced Cumulative Volume Delta (eCVD) is a technical indicator in trading that measures the cumulative difference between buying and selling volume over a user-defined period. It helps in understanding market sentiment by showing whether buyers or sellers dominate. Calculation Inputs Period : Number of bars for cumulative volume calculation (default: 14). MA Period : Period for the moving average of eCVD (default: 20). Volume Delta Calculation Buying Volume (buyVolChange) : Counted as buying volume if the current close is greater than the previous. Selling Volume (sellVolChange) : Counted as selling volume if the current close is less than the previous. Cumulative Volume Delta (CVD) Cumulative buying ( cumBuyVol ) and selling volumes ( cumSellVol ) are calculated. Every period bars, these cumulative volumes are reset. eCVD is the difference between cumulative buying and selling volumes. CVD Moving Average Simple Moving Average (SMA) of eCVD calculated over maPeriod . Interpretation eCVD Histogram Plotted as a histogram. Color Coding : Green : Positive eCVD (more buying volume). Red : Negative eCVD (more selling volume). Black : No significant difference between buying and selling volume. CVD Moving Average Moving average line (yellow) indicates eCVD trend direction and strength. Application Trend Confirmation : Rising eCVD suggests an uptrend; falling eCVD suggests a downtrend. Divergence : Opposite movements in price and eCVD can indicate potential reversals. Volume Analysis : High eCVD values signal high trading activity, significant at market extremes. Conclusion The eCVD can be used to analyze buyer/seller dynamics through volume. It should be used alongside other methods for informed trading decisions.
אינדיקטור Pine Script®
מאת ‎NariCapitalTrading‎
VOLUME Full [Titans_Invest]VOLUME Full Designed for traders who want to take volume analysis to the next level. This version delivers deeper insight into volume activity, integrating multiple customizable filters to highlight key buying and selling pressure. It's a comprehensive solution for volume-based decision-making. ⯁ WHAT IS THE VOLUME❓ The Volume indicator is a fundamental technical analysis tool that measures the number of shares or contracts traded in a security or market during a given period. It helps traders and investors understand the strength or weakness of a price movement, confirm trends, and predict potential reversals. Volume is typically displayed as a histogram below a price chart, with each bar representing the volume traded during a specific time interval. ⯁ HOW TO USE THE VOLUME❓ The Volume indicator can be used in several ways to enhance trading decisions: • Trend Confirmation: High volume during a price move confirms the strength of that trend, while low volume can indicate a weak or unsustainable trend. • Breakouts: A price breakout from a pattern or range accompanied by high volume is more likely to be valid and sustainable. • Divergence: When the price moves in one direction and volume moves in the opposite direction, it can signal a potential reversal. • Overbought/Oversold Conditions: Extreme volume levels can sometimes indicate that an asset is overbought or oversold, though this is less straightforward than with oscillators like the RSI. ⯁ ENTRY CONDITIONS The conditions below are fully flexible and allow for complete customization of the signal. ______________________________________________________ 🔹 CONDITIONS TO BUY 📈 ______________________________________________________  ▪︎   Signal Validity: The signal will remain valid for X bars .  ▪︎   Signal Sequence: Configurable as AND or OR . 🔹 volume Positive 🔹 volume Negative 🔹 volume > volume 🔹 volume < volume 🔹 volume > volume_MA 🔹 volume > volume_MA * Trigger Signal (close > open) 🔹 volume > volume_MA * Trigger Signal (Keep State P) 🔹 volume > volume_MA * Trigger Signal (close < open) 🔹 volume > volume_MA * Trigger Signal (Keep State N) ______________________________________________________ ______________________________________________________ 🔸 CONDITIONS TO SELL 📉 ______________________________________________________  ▪︎   Signal Validity: The signal will remain valid for X bars .  ▪︎   Signal Sequence: Configurable as AND or OR . 🔸 volume Positive 🔸 volume Negative 🔸 volume > volume 🔸 volume < volume 🔸 volume > volume_MA 🔸 volume > volume_MA * Trigger Signal (close > open) 🔸 volume > volume_MA * Trigger Signal (Keep State P) 🔸 volume > volume_MA * Trigger Signal (close < open) 🔸 volume > volume_MA * Trigger Signal (Keep State N) ______________________________________________________ ______________________________________________________ 🤖 AUTOMATION 🤖 • You can automate the BUY and SELL signals of this indicator. ______________________________________________________ ______________________________________________________ ⯁ UNIQUE FEATURES ______________________________________________________ Signal Validity: The signal will remain valid for X bars Signal Sequence: Configurable as AND/OR Condition Table: BUY/SELL Condition Labels: BUY/SELL Plot Labels in the Graph Above: BUY/SELL Displays Positive & Negative Volume. Automate and Monitor Signals/Alerts: BUY/SELL Signal Validity: The signal will remain valid for X bars Signal Sequence: Configurable as AND/OR Table of Conditions: BUY/SELL Conditions Label: BUY/SELL Plot Labels in the graph above: BUY/SELL Displays Positive & Negative Volume. Automate & Monitor Signals/Alerts: BUY/SELL ______________________________________________________ 📜 SCRIPT : VOLUME Full 🎴 Art by  : @Titans_Invest & @DiFlip 👨‍💻 Dev by : @Titans_Invest & @DiFlip 🎑 Titans Invest — The Wizards Without Gloves 🧤 ✨ Enjoy! ______________________________________________________ o Mission 🗺 • Inspire Traders to manifest Magic in the Market. o Vision 𐓏 • To elevate collective Energy 𐓷𐓏
אינדיקטור Pine Script®
מאת ‎Titans_Invest‎