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Balanço de Volume (OBV)

ALPHA: VolumePLEASE READ THE ENTIRE POST BEFORE PURCHASING & USING THE ALPHA: Volume INDICATOR. Saves you and me some time in emails and messages. :) Volume is the only true predictive method for an assets movement.  Most of my followers know I am volume-obsessed, volume precedes price and identifying major spikes in volume prior to an assets movement is one of the most valuable finds a trader can accomplish. I have spent more time studying volume then any other analysis technique. During this time I have become frustrated time and time again with the inefficiencies our typical volume indicators produce. We have the old bar volume indicator everyone sees on their charts, OBV, CMF, Accumulation/Distribution, MFI etc. etc., the list goes on. I have my favorites that I have written about in past publications, but none provide a real time volume view to my liking. Frustration has led me to create something I truly believe is groundbreaking.... And it wasn't easy, by any means. ALPHA: Volume The ALPHA series is a suite of indicators designed to improve analysis and past analysis techniques. The ALPHA: Volume provides real time volume in addition to identifying major positions and true visibility into where and when positions are being taken. Being able to consistently identify these qualities creates an invaluable edge on the market.  The average buyer of assets are a drop in the bucket in terms of how they impact daily transactions (volume) compared to institutional buyers. The institutional buyers typically buy in large blocks. When institutional buyers get into the market, they cause significant increase in demand. Like any case of supply and demand, when demand increases and supply stays the same, price will increase. When an asset becomes desirable, it is more likely that supply may decrease (as current holders will be less willing to sell) which will cause even more price pressure.  Based on this volume precedes price analysis, it is probably obvious that there is a herd mentality when it comes to the market. When one institution is buying a large block of an asset, other institutions will spot the buying and be motivated to jump in as well. This increases the pressure on the assets price. You and I are small investors so it is important to join the herd and let the supply and demand caused by the institutions carry our investments higher. Introduction It's fairly simple to read, the default settings show an area with breaks view meaning positive and negative values, this is useful for seeing trends, pressure, and measuring divergences. Additionally, there is coloring to keep an eye on. To keep it simple: Blue: Buying Red: Selling Teal: Heavy buying/major positions being taken. Orange: Heavy selling/major positions being taken. Let's get into what ALPHA: Volume does, it has numerous capabilities that I am still discovering, identifying false rallies/sell offs, telegraphing major moves, identifying underwater positions, spotting divergences, bottoms, tops and on and on. One thing to note that it doesn't do is show cumulative volume such as the OBV, this can be useful for identifying rising wedges and similar patterns, I will no longer be using other volume indicators unless I am identifying a pattern that is reliant on cumulative volume.  In this example below, we see heavy selling causing a dip that was then bought up with major positions causing a rally because demand exceeded supply.  The next example shows large positions being taken drying up supply ultimately causing a rally, very well telegraphed. Same scenario but heavy selling weakening demand. Originally, I planned on going on and on with examples, but I am going to keep this simple & short as I don't want to prolong the publishing. This will sell itself as more people discover the quality and accuracy. Still not sold? No worries, I'll be doing all of my volume analysis off of this indicator, so stay tuned for more in depth analysis with it on TradingView and twitter, I am truly excited for this indicator to be used by traders and analysts. Those of you that purchase and use it, (already orders off of my site and I haven't even published this) feel free to tag me in a tweet with a chart if you have questions, there will be times when volume is not making sense and perhaps I can offer insight into what is happening. Conclusion Before I get messages, "But Nick, the volume indicator was wrong here!".... No it wasn't, its not a signal generator, it is measuring real time volume. I cannot fix peoples' faulty positions that the indicator is showing. Volume should never be used independent of price action & other forms of analysis to determine buying or selling patterns. Volume is extremely important as a confirmation for technical indicators and I strongly suggest you use it as such. I will be doing several videos on this over the next couple weeks on my youtube channel showing ways to confirm other indicators with volume. Ichimoku goes great with it btw :). Please note this works on all assets on all time frames, during my volume studies with this indicator I noticed lots of noise depending on the time frame, so I have implemented a feature that automatically adjusts to the correct settings based on what time frame you are on. I added a masking feature to keep my work proprietary that shows 30 and 500 (not true) as the settings in case my formula is ever figured out (doubtful but the capitalist in me that believes it is ok to protect what you work for) If you uncheck "Use Preset Periods" in settings then it will allow you to adjust the periods and peak limit, I don't recommend playing around with the settings as you can disturb the balance I've found. However, the option is there for the analysts that are into experimenting. If you feel the need to adjust some things then peak limit is the only thing I recommend adjusting, it allows you to view higher parameter limits on the volume spike to measure divergences of very large orders, the peak limit doesn't matter so much as long as it indicates the teal or orange, some spikes go as high as 80K in testing. In the end the size is typically irrelevant, but it is there in case you want to measure it or have curiosity.  I want to provide research and discoveries from its users and myself on a regular basis. I will be holding discussions & providing research in my discord server that I run with a team of very talented analysts. The link for that is here: discord.gg This indicator is available for TradingView users on my web site www.thetradingwizard.com for $99, that includes a life time subscription. There is also a monthly subscription option for all three indicators from the ALPHA series. (Please see my published scripts for information on the other two) Both purchase options include updates and support as a user. This will be the end of the ALPHA indicator series for a while, after finally conquering volume I am moving on with the formulas from the ALPHA series to bigger things. Enjoy! Disclaimer  Nothing in this post is to be used or construed as financial advice. The indicator is not a signal-generating indicator and should not be used to trade off of solely. This post is meant as an educational post to explain the functions of the indicator.
Indicador Pine Script™
por Nick_Core
25
SHIT35 Alt Index (ROC or Volume) [LucF]SHIT35 is an index of 35 Binance alt/BTC pairs. It provides traders with a more reliable read of BTC pairs price movement than the often uncorrelated USD market cap standard. Because it must read data coming from 35 markets, SHIT35 is painfully slow and should be kept hidden most of the time. Its features will hopefully seduce traders in using it nonetheless for market analysis. Features The Index can be calculated using 4 different modes: 1. Total of instant rate of change for all 35 markets , 2. Cumulative total of ROCs, 3. Average of ROCs, 4. Plus/Minus volume (an aggregate OBV, if you will). Select only one of the methods at a time to prevent confusion between modes. An option allows showing the correlation between the Index as it is configured, and another instrument (CRYPTOCAP:TOTAL2 by default). Markers can be used to identify abnormal movements in the Index. They are generated using Index exits from Bollinger bands. The chart shows the Index with, from top to bottom, the default mode with BTC pairs, with USDT pairs, then mode 2 and 4 for BTC pairs. Index Components The Index is not weighed. The 35 instruments composing the index all have equivalents in the USDT quote currency on Binance, so you can easily change to those pairs using the Settings. Choosing another exchange or quote currency will require modifications to the list of instruments in the indicator’s code, since if one of the markets cannot be found, the indicator will not work. If the instrument exists but has no history for some bars, zero values will be used for them. Watchlists I have created a watchlist for the 35 markets in each of the BTC and USDT quote currencies. To import the watchlists, save the text you’ll find at these links in a file named the way you want your watchlist to be named and import them using the “Import Watchlist…” function. BTC Watchlist: pastebin.com USDT Watchlist: pastebin.com Alerts You can define alerts on any combination of markers you configure. After defining the markers you want the alert to trigger on, make sure you are on the interval you want the alert to be monitoring at, then create the alert, select the indicator, use the default alert condition and choose your triggering window (usually “Once Per Bar Close”). Once the alert is created, you can change the indicator's inputs with no effect on the alert.
Indicador Pine Script™
por LucF
15
TA-Money Flow-v2, Stochastic OBVNot sure where I originally got this (somewhere off Tradingview several years ago, thanks to the person who shared), just publishing because of a request. This is basically a stochastic OBV movement indicator. It is good to work with both price and volume. I've updated to be able to display either as positive only, or both sides (50/-50), also included an invert function. It works great on any time frame, but you need to have volume data. Enjoy. I've got a version 3 if you're interested.
Indicador Pine Script™
por kocurekc
9
Volume Ticks - Increasing Volume Bar Count [LucF]Volume Ticks is a zero-lag market sentiment indicator. It works by providing a cumulative count of increasing volume columns. A one count is added for each increasing volume column where close>open, and one is subtracted on an increasing volume column if close<open. That’s it. The count does not change when volume hasn’t increased compared to the previous bar’s volume, nor when price does not change. Price movement during the bar, whether 0.001% or 100%, is irrelevant to Volume Ticks; it only moves by 1 at a time. Given that price is not used in Ticks, it is intriguing how well it tracks—or often leads—price movement. The fact that it doesn’t use price also makes it an ideal companion to most indicators that do use price, whether in momentum or mean-reversion based strategies. As with my TLD indicator , the postulate behind Ticks is that price movement occurring on increasing volume is more significant than otherwise. In my opinion, the usefulness of Ticks tends to validate this. Features The averages can be turned on and off. A long-term sentiment marker can be turned on. Markers for BB exits and pause-reversals can be turned on, with the option of showing only long or short markers. 9 alerts can be defined on markers, with the option of choosing only long or short markers. Use cases Provides perspective when reading momentum indicators. Helps identify false momentum tops or bottoms. Comes in handy in detecting subtle sentiment in consolidations. Instances where slight price movement is accompanied by more important Ticks movements often predate more important price movements. Helps detect exhaustion in trends. Things to keep in mind Volume Ticks show sentiment—not price nor trend. Because it so often mimics price, this is easy to forget. Volume Ticks is not bound. Its position with regards to the zero line is not particularly useful either; position relative to and interplay between the MAs is much more useful. Readings are more reliable with many data points. When used on monthly, weekly or daily charts, readings should be validated at shorter intervals. Over the same length of time, a compressed view of a shorter interval will usually provide more reliable readings than the longer interval view. Being zero-lag, Ticks is inherently noisy. You will see this when using the Pause-Reversal markers. The signal line will not move if no increasing volume is accompanying price movement, however important that movement may be. Linear regressions are used in lieu of MAs, except the slow long MA (T5) which uses a simple moving average. The fast MA (T2) is double-smoothed. Markers 2 are brighter when T3 and T4 are in the direction of the marker. The markers are not this indicator’s most useful feature. Here is Ticks in action on a chart also using TLD:
Indicador Pine Script™
por LucF
22
OBV Oscillator [CP]This is my version of the OBV Oscillator and I've used CCI to color the histogram Line colors: * Lime rising line above 0 line: Strong Bullish * Green falling line above 0 line : Neutral Bullish * Red falling line below 0 line : Strong Bearish * Maroon rising line below 0 line : Neutral Bearish Histogram colors: *Green background above 0 line: Strong Bullish / Overbought *Orange background above 0 line: Neutral Bullish *Red background below 0 line: Strong Bearish / Oversold *Orange background below 0 line: Neutral Bearish
Indicador Pine Script™
por Coinpocalypse
Volume Candle + All MAs [SHK]Hi friends. There are multiple locked and non-free "volume candle" indicators but now it's free ! You don't need to pay others to access that anymore. No need to give multiple paragraph description like other developers. It's simply OBV as Candle. You can add multiple types of Moving averages to the indicator: Butterworth 2Pole DEMA EMA Gaussian Geometric Mean LowPass McGuinley Regularized MA SMA Sine WMA Smoothed MA T3 Triangular MA Wilders Zero Lag
Indicador Pine Script™
por shayankm
33
smart Volume OBV OBVexThe “Smart Volume” developed by apozdnyakov is one of genius way to use multi time frame tool for a beneficiary purpose to improve resolution of value data instead of faking the backtest result. The standard volume data does not give detail information about seller or buyer dominance in the certain periods, so it is just sum of all trades. To improve it, the Smart Volume increases resolution of volume data by decreasing time periods, and recalculate seller and buyer dominant volumes separately. The “smart Volume OBV OBVex” uses this valuable smart volume data to recalculate OBV and OBVex indicators. You can select Smart Volume, OBV, and OBVex separately. I added also an "Absolute" option in to the original Smart Volume section. I believe the Smart OBV and OBVex are more convergent to price movements to catch a fast return by suppressing manipulative volume actions. Do not forget to change resolution period of the indicator with a smaller value than our chart period. The OBVex is a similar approach with "OBV exK" calculation of KIVANCfr3762. This indicator is free to use, and the code is hidden. Please share your interesting experience this this indicator. HikmetSezen @HikmetSezen58 on twitter.
Indicador Pine Script™
por hikmetsezen
13
Ultimate Volume (UV) Supply/Demand Absorption [cI8DH]This is a variant of my ADV indicator which adds low/high volume trend, supply/demand absorption detection and separate buy/sell volume moving averages. When aggregation is set to cumulative, it can replicate my ADL indicator as well. It shows both regular volume bars and the accumulated/distributed (A/D) portions of volume. Green line shows buy volume/accumulation and red line shows sell volume/distribution. This can help with assessing buy/sell pressure (read "why invent a new indicator" for more info about why this is more accurate than CMF , MFI, OBV and Williams AD for this purpose). Volume trend shows high and low volume periods in blue and yellow respectively. This could help with avoiding over-trading during low market activity periods. Supply/demand absorption is shown at the top (below volume trend). It shows that market is resisting the trend which could most often lead to sideways or minor/major trend change. Darker colors show stronger resistance. This feature is configured with two parameters that might require tuning depending on the asset and time frame. The equation to calculate accumulation/distribution (A/D) is elegant and intuitive. It calculates candle body to candle height ratio and multiplies it by volume: volume*(close-open)/(high-low). This is the building block of my three other indicators ADMF , ADP and ADL ( UMF includes all these three indicators). The volume bars has two shades of green and red. The dark shade shows amount of A/D and the light shade shows total volume (what you see on a regular volume indicator). When money volume is enabled, volume is multiplied by price. As you can see in the chart below, trade volume in terms of USD was growing over the past years while it has not made a new ATH in terms of the instrument (BTC). Notes - Uncheck "Money Volume" for Bitmex or any other exchange that shows volume in terms of money. - Smooth MA length N = EMA length 2*N-1 - Combined tickers, e.g. (COINBASE:BTCUSD+BITSTAMP:BTCUSD+KRAKEN:XBTUSD)/3, can mitigate inconsistency issues between different exchanges (I recommend not mixing USD and USDT pairs together) Here is a TL;DR list of my indicators to save you some time from looking at my obsolete indicators.
Indicador Pine Script™
por cI8DH
38