Extended Volume With Historical & Realtime Intrabar ProfileExtended Volume With Historical & Realtime Intrabar Profile
This indicator displays some additional information on the normal volume bars. Apart from the normal co-relation between price action, it is possible to configure an intrabar timeframe.
Intrabar volume analysis
On historical bars, this will calculate the last intrabar timeframe minutes volumes. The intrabar timeframe is user input. On a realtime bar, it will calculate the "rolling/forward" minutes cumulative volume . Which means from the time the script is loaded, it will on subsequent volume ticks, calculate the cumulative volume till then. The realtime cumulative volume will roll-over once the intrabar timeframe minutes is reached. For example, if the script was set to an intrabar timeframe of 30 minutes and loaded on the chart at 2:00 PM, then the realtime bar, will start adding up the volume on each volume tick. At 2:30 PM, this cumulative volume will be reset to zero, again start the same process for 30 minutes till 3:00 PM. It must be noted that fetching lower timeframe data from higher timeframe is not supported/guaranteed in pine script, yet. So the data is approximate and can be erroneous at times. Physical checking maybe required on lower timeframes to confirm the actions.
Price Action and Volume
Each volume bar is coloured on the basis of resulting price action and relative to volume bars prior to this day. This is very helpful in spotting "unusual" volumes.
Color Codes
A normal day volume on an up day, (today close > previous close) is displayed in Blue.
A normal day volume on a down day, is displayed in Fuchsia.
An up day with up volume day with today's volume higher than daily average volume is displayed in Teal.
A down volume day but with high close with lower average volume maybe a sign of weak hands, displayed in Orange.
An up day with volume above the weekly average is displayed in Lime.
Special Info
When enabled, a 52W High volume bar is noted by the sign "1Yr H".
When enabled (for historical bars), if the last intrabar cumulative volume is greater than 1.5 times the 5 day's average intrabar volume , "HD:XX" is displayed on top of the volume bar. The ratio of the day's volume to last 5 day's is displayed. For many markets, a higher value is indicative of delivery based trades near the end of the trading sessions when intraday volumes reside.
Nudge
A modification of the "Volume Buzz", this is a percentage change of the current rolling volume to the daily average of the intrabar volumes for realtime bar. For historical bars, it is the percentage change of the day volume to the daily average volume . The realtime "Nudge" is displayed in the
RT Box
The RT Box, displays the following information:
Elapsed Time - Time elapsed since realtime monitoring, will reset to 0 after intrabar timeframe is elapsed
Vol : Cumulative volume till recent tick since start of monitoring
Chng% : Change in price between the current time and the price at start of the monitoring
Nudge : The volume Nudge value, as explained above
Input controls
Intrabar volumes
Session Closing Volumes, when enabled activates realtime monitoring
Lookback minutes , in steps of 15 minutes, define the intrabar timeframe. Max 210 minutes. Minimum 15 minutes.
Show Only Intrabar Volumes , display on the intrabar timeframe volumes on historical bars, turn off normal day volumes
RT Box , when enabled displays realtime stats about rolling volumes on realtime bar
Volume Averages
Daily Avg Lookback , enable and set the lookback for daily volume average - disabled when "Only Last bars Info" is selected
Weekly Avg Lookback , enable and set the lookback for weekly volume average
Intrabars Avg Lookback , enable and set the lookback for intrabar volume average - enabled only when "Only Last bars Info" is selected
Debug & Info
Display Debug info on each volume bar, set by offset. 0 will show on last bar, 1 on the second last and sop on.
Enhanced Info : When enabled displays "1 Yr H" and "HD" data as explained above
Known Issue
The intrabar volume average does not get displayed on the last historical bar during market-off hours.
Pesquisar nos scripts por "Volume"
Hidden Gap VolumeIndicator Name: Hidden Gap Volume
This indicator analyzes trading volume by comparing it to a moving average (MA) and standard deviation bands. It categorizes and color-codes volume bars to help traders visually detect unusual or significant volume activity, which may indicate hidden strength or weakness in the market.
Key Features:
📏 Volume MA & Standard Deviation: Uses a Simple Moving Average (SMA) and standard deviation to benchmark current volume.
📐 Volume Classification:
🔴 Very Low Volume: Significantly below the MA (potential No Supply / No Demand).
🟡 Low Volume: Slightly below the MA.
🟢 Normal Volume: Close to the MA (within a defined margin).
🔵 High Volume: Clearly above the MA.
⚫ Very High Volume: At or above the upper standard deviation band (possible climactic action).
📊 Color-coded Columns: Volume bars are colored based on their category for easy identification.
📈 Overlay Lines: Plots the volume moving average and upper bound to provide visual benchmarks.
This tool helps VSA (Volume Spread Analysis) traders spot hidden gaps and interpret volume behavior relative to historical norms.
Injected Volume Footprint (IVF)Reading volume footprints to interpret buying and selling pressure involves examining the intensity and timing of buy/sell activity within each candle. Although this IVF indicator does not directly show the sequence of buying and selling events within a single candle (as a true footprint chart would), here’s how you can interpret the volume data presented by IVF to get insights on market pressure:
Step 1: Identifying Strong Pressure
Check Color Intensity:
Darker shades represent higher intensity for both buy and sell volumes.
Look for dark green shades for strong buying pressure and dark red or orange shades for strong selling pressure. This helps you quickly spot candles with a high level of activity on one or both sides.
Check Volume Stacking:
Since buy volumes are above the zero line and sell volumes are below, large differences between the two suggest dominance by one side.
If buy volume is significantly higher (e.g., tall green bar with a small red/yellow bar underneath), buying pressure is dominant. Conversely, if sell volume is larger (tall red/yellow bar with a small green bar above), selling pressure dominates.
Step 2: Interpreting Both Buy and Sell Activity
Simultaneous Pressure:
If you see strong green (buy) and red/yellow (sell) volumes within the same candle, it indicates that there was active trading on both sides during that period.
This scenario might suggest a battle between buyers and sellers—often seen near critical support or resistance levels where both sides are actively defending their positions.
Balance vs. Imbalance:
Balanced Pressure: When buy and sell volumes are similar in size, it indicates a period of indecision or a potential consolidation. This usually happens when neither buyers nor sellers have a clear upper hand.
Imbalanced Pressure: If one side has a much larger volume than the other, it shows a clear dominance. For instance, if green buy volume dominates, it means buyers were willing to absorb sell orders aggressively, suggesting a possible uptrend.
Step 3: Estimating Sequence (Hypothetical)
Although IVF doesn’t provide a direct sequence, you can make educated guesses based on context:
Price Action Context:
If the candle opens and initially moves down but then closes higher (bullish candle), it might indicate that selling pressure came first and buying pressure followed, pushing the price up.
Conversely, if the candle opens and moves up first but closes lower (bearish candle), buying might have started first but was overtaken by selling pressure.
Volume Reaction to Price Levels:
At support levels, if you see strong buy volumes with some sell volumes, it might mean initial selling pressure was absorbed by buyers defending the level.
At resistance levels, if sell volume increases with some buy activity, it may indicate initial buying was met by aggressive selling, potentially reversing the price.
Trend Context:
In an uptrend, strong sell volume within an otherwise bullish candle may indicate profit-taking or the start of a pullback, as sellers try to cap further gains.
In a downtrend, strong buy volume in a bearish candle may indicate potential accumulation or buyers attempting to slow the decline, signaling a possible reversal if the trend weakens.
Conclusion
The IVF indicator doesn’t provide the exact sequence of events within each candle like true footprint data would, but by analyzing the intensity, balance, and context within the price action, you can get a reasonable sense of which side was more aggressive and how both buying and selling pressures interacted.
10-Day Avg Upside vs Downside VolumeUpside Volume: The total volume on days when the stock closes higher than the previous day.
Downside Volume: The total volume on days when the stock closes lower than the previous day.
It calculates the 10-day simple moving average of both upside and downside volumes.
An optional ratio line is included to visualize relative buying vs selling pressure.
Enhanced Volume Spike ScannerEnhanced Volume Spike Scanner – User Instructions
Overview
This TradingView indicator monitors the trading volume of a list of selected tickers and detects “volume spikes” by comparing the current volume against a simple moving average (SMA) of past volumes. It calculates a “spike strength” (the ratio of current volume to average volume) and assigns a color based on its intensity. The indicator then displays a sorted table on your chart with each ticker’s symbol, spike value, and current volume. Alerts can be triggered if a ticker’s spike strength reaches specific color-coded levels.
How It Works
1. Volume Calculation:
• For each ticker, the indicator fetches the current volume and calculates its simple moving average (SMA) over a user-defined lookback period.
• The ratio of the current volume to the SMA (spike strength) is computed.
2. Color Coding:
• A color is assigned based on the spike strength:
• >5.0: Orange
• >4.0: Yellow
• >3.0: Green
• >2.5: Lime
• >2.0: Blue
• Otherwise: Pink
• These colors serve as visual cues for the intensity of the volume spike.
3. Table Display:
• All tickers are listed in a table on the chart.
• The table is sorted in descending order of spike strength so that the tickers with the strongest volume spikes appear at the top.
• Each row displays the ticker symbol, its spike value (formatted to two decimal places), and the current volume.
4. Alerts:
• You can enable alerts for each color level (e.g., Orange for the most intense spikes).
• Alerts trigger once per bar for any ticker that meets the criteria, allowing you to react promptly to significant volume changes.
⸻
User Inputs and Customization
• Volume Spike Multiplier:
Set the threshold for what constitutes a spike (e.g., a value of 2.0 means the current volume must be at least twice the SMA to be considered a spike).
• Volume Lookback Period:
Define how many bars to use when calculating the SMA of the volume.
• Minimum Volume Filter:
Optionally enable a filter to ignore low-volume ticks. Specify the minimum volume that must be reached for a ticker to be considered.
• Table Settings:
Adjust parameters like column width, table number, and vertical positioning to suit your chart layout.
• Alert Settings:
Toggle alerts for each spike intensity level. Only tickers that meet the specified color threshold will trigger an alert.
• Color Inputs:
Customize the colors for each spike intensity level using the color input settings.
• Ticker Inputs:
Update the ticker symbols manually in the input section (Ticker 1, Ticker 2, etc.) to monitor the assets you are interested in.
⸻
Using the Indicator
1. Add the Indicator:
Once added to your chart, the table will appear at the top-right corner. You can reposition it using the “Table Number” or “Move Down” inputs.
2. Monitor the Table:
Watch the table update each bar:
• The Symbol column lists your selected tickers.
• The Spike column shows the spike strength along with its corresponding color (indicating intensity).
• The Volume column shows the current volume for each ticker.
3. React to Alerts:
If you have enabled alerts for a specific intensity, you’ll receive a notification (once per bar) when a ticker reaches that volume spike level.
4. Adjust Settings as Needed:
Experiment with the multipliers, lookback periods, and minimum volume thresholds to fine-tune the indicator for your trading style.
⸻
Cumulative Buying and Selling Volume with 3 Lookback PeriodsScript Overview:
This script is designed to help traders identify market momentum by analyzing buying and selling volume. It calculates the cumulative buying and selling pressure over three different lookback periods, providing insights into whether the bulls or bears are dominating at any given time. The script does this by computing the cumulative buying and selling volume for each period and comparing them through exponential moving averages (EMA) to smooth out short-term fluctuations.
Purpose and Use:
The primary goal of this script is to highlight shifts in market sentiment based on volume dynamics. Volume is a critical component in market analysis, often signaling the strength behind price movements. By focusing on cumulative buying and selling pressure, the script gives traders an idea of whether the market is trending towards more buying or selling during specific periods. Traders can use this tool to:
Identify potential entry points when buying pressure is strong.
Recognize potential selling opportunities when selling pressure is increasing.
Detect periods of indecision when neither buying nor selling dominates.
Key Concepts:
1. Buying Volume (BV):
The buying volume is calculated based on the price range of each candle. It represents the volume allocated to the bullish side of the market:
When the close is near the high, the buying volume is higher.
Formula: BV = volume * (close - low) / (high - low).
2. Selling Volume (SV):
Similarly, selling volume is derived based on the position of the close relative to the low:
When the close is near the low, selling volume is higher.
Formula: SV = volume * (high - close) / (high - low)
3. Lookback Periods:
The script allows users to define three different lookback periods (5, 10, and 20 by default). These periods smooth out the cumulative buying and selling volumes using EMA calculations:
Shorter periods capture more immediate changes in volume dynamics.
Longer periods provide a broader perspective on market trends.
4. Cumulative Volume Calculation:
For each lookback period, cumulative buying and selling volumes are tracked separately and then smoothed with EMA:
emaBuyVol and emaSellVol are the smoothed values for buying and selling volumes over the lookback periods.
5. Market Pressure Comparison:
Buying Pressure: If the EMA of buying volume is greater than the EMA of selling volume for a particular lookback period, the script considers that buying pressure dominates for that period.
Selling Pressure: Conversely, if selling volume dominates over buying volume for a period, the script registers selling pressure.
6. Overall Market Pressure:
The script aggregates the buying and selling pressures from the three lookback periods to determine the overall market sentiment:
If the majority of periods show buying pressure, the market is bullish.
If the majority show selling pressure, the market is bearish.
If neither side dominates, it suggests a neutral or indecisive market.
Visual Cues:
The script provides visual feedback to help traders quickly interpret the market pressure:
Background Color:
Green (#2bff00) when buying pressure dominates.
Red (#ff0000) when selling pressure dominates.
Gray (#404040) when there is no clear dominance.
Bar Color: The script also colors the price bars based on the dominant market pressure:
Green for buying pressure.
Red for selling pressure.
Gray for neutral or balanced market pressure.
Reset Mechanism:
At the start of each new candle, the cumulative volumes for all three periods are reset to zero. This ensures that the cumulative volumes are only measured for the current candle, preventing carryover from previous periods that could distort the analysis.
How Traders Can Use This Script:
Trend Confirmation: Traders can use the script as a trend confirmation tool. When the background turns green (buying dominance), it suggests bullish momentum. When red, bearish momentum is likely. This information can be used to confirm existing positions or signal new trades in the direction of the market pressure.
Reversal Detection: A sudden shift in the background color (from green to red or vice versa) can indicate a potential reversal. This can be particularly useful when combined with other technical indicators such as price action or support/resistance levels.
Multiple Timeframes: Since the script supports three different lookback periods, it provides a comprehensive view of market pressure across short-term, medium-term, and long-term perspectives. Traders can tailor the lookback periods based on their preferred timeframe to match their trading style, whether it’s intraday trading or longer-term swing trading.
Risk Management: The script's clear visual cues help traders manage risk by highlighting when selling pressure increases, allowing them to consider reducing long positions or tightening stop-losses.
Buying and Selling Pressure with Delta VolumeScript Name
"Buying and Selling Pressure with Delta Volume"
Purpose
The script is designed to analyse and visualise buying and selling pressure for each candle on a trading chart. It estimates the volume attributed to buying and selling within each candle and calculates the delta volume, which is the difference between buying and selling volume. This can help traders understand market dynamics and the balance of power between buyers and sellers.
Components
Volume Data:
The script uses the volume data from the current chart's timeframe.
Candle Spread:
The spread is calculated as the difference between the high and low prices of each candle.
Handling Doji Candles:
If the spread is zero (which can happen with Doji candles), it sets the spread to na (not available) to prevent division by zero errors.
Buying and Selling Pressure:
Buying Pressure: Estimated as the proportion of the candle's volume attributed to the price moving up from the low to the close.
Selling Pressure: Estimated as the proportion of the candle's volume attributed to the price moving down from the high to the close.
Delta Volume:
The difference between buying pressure and selling pressure, representing the net buying or selling volume for each candle.
Plotting
Buying Pressure:
Plotted as green histogram bars.
Selling Pressure:
Plotted as red histogram bars.
Delta Volume:
Plotted as blue histogram bars and a blue line, indicating the difference between buying and selling pressure.
A horizontal line at zero (grey colour) is added to help visualise positive and negative delta volume.
WIG20 Total Value-Weighted VolumeThis Pine Script creates a custom indicator for TradingView that calculates and visualizes the total "value-weighted volume" of the 20 stocks in the WIG20 index (a major Polish stock market index). Here's a breakdown of what it does:
Functionality:
Stock Selection:
The script allows you to input the ticker symbols for the 20 stocks that make up the WIG20 index (e.g., "PKO" for PKO Bank Polski, "PKN" for PKN Orlen, etc.). These are customizable via input fields, so you can adjust them to match the current WIG20 constituents.
Data Retrieval:
For each of the 20 stocks, it fetches two pieces of data from the current chart timeframe (e.g., daily, hourly):
Volume: The number of shares traded (e.g., v01 for the first stock).
Average Price: The midpoint price of the candle, calculated as (open + close) / 2 (e.g., p01 for the first stock). This represents a typical price for that period.
Value-Weighted Volume Calculation:
For each stock, it multiplies the volume by its average price (e.g., vw01 = v01 * p01). This converts the raw volume (in shares) into a monetary value (e.g., in Polish złoty, PLN, assuming the prices are in PLN).
The result, called "value-weighted volume," reflects the total monetary amount traded for each stock rather than just the number of shares.
Total Value-Weighted Volume:
It sums the value-weighted volumes of all 20 stocks into a single value, totalValueVolume. This represents the combined monetary trading activity across the WIG20 index for each time period (e.g., each candle on the chart).
Statistical Analysis:
The script calculates a rolling mean and standard deviation of the totalValueVolume over a user-defined lookback period (default is 20 bars, adjustable via input).
It then computes a "3-sigma" threshold, which is the mean plus three times the standard deviation. This threshold identifies unusually high trading activity (statistically significant outliers).
Candle Direction:
It checks whether the current candle on the chart (e.g., the WIG20 index itself) is bullish or bearish:
Bullish: If the close price is higher than the open price (close > open).
Bearish: If the close price is lower than the open price (close < open).
Color-Coded Visualization:
The totalValueVolume is plotted as a histogram on the chart with dynamic colors:
Blue: If the value-weighted volume is below the 3-sigma threshold (normal trading activity).
Green: If the value-weighted volume exceeds the 3-sigma threshold and the candle is bullish (indicating unusually high buying activity).
Red: If the value-weighted volume exceeds the 3-sigma threshold and the candle is bearish (indicating unusually high selling activity).
Purpose:
What It Shows: The indicator highlights the total monetary trading volume across the WIG20 stocks, adjusted for each stock’s price, and flags periods of exceptional activity (above 3 sigma) with colors that indicate market direction (bullish or bearish).
Use Case: Traders or analysts might use this to:
Identify significant market events where trading volume spikes (e.g., news-driven moves).
Assess whether those spikes align with bullish (green) or bearish (red) sentiment, based on the WIG20 index’s price movement.
Compare monetary trading activity across different periods, rather than just share volume, which gives more weight to higher-priced stocks.
Key Features:
Customizable: You can tweak the stock symbols and lookback period to fit your needs.
Statistical Insight: The 3-sigma rule helps spot outliers in trading activity.
Visual Clarity: The histogram’s color changes make it easy to see when volume spikes occur and whether they’re tied to upward or downward price moves.
Example Output:
On a daily WIG20 chart, if one day’s total value-weighted volume is exceptionally high (above 3 sigma) and the WIG20 closes higher than it opened, the histogram bar for that day turns green. If it closes lower, it turns red. Otherwise, it stays blue.
In essence, this script transforms raw volume data into a price-adjusted, statistically informed indicator that visually emphasizes significant trading events with directional context!
EM Visible Range Volume Profile█ OVERVIEW
ᴇᴍ VRVP (Visible Range Volume Profile) indicator calculates the volume profile within the visible range of prices.
Volume Profile is an advanced technical analysis indicator that shows trading activity over a specified period of time at certain price levels.
The indicator plots a histogram on the chart that reflects dominant or significant price levels based that are based on volume.
VP concept
VP Components
Open, High, Low, Close:
There are different types of volume profile indicators but the majority of them will designate the OHLC.
Point of Control:
A price level with the most traded volume during one session, also known as POC.
High Volume Node (HVN):
Area of high volume relative to surrounding price action.
Low Volume Node (LVN):
Area of low volume relative to surrounding price action.
Analysis of price in relation to high and low volume nodes is useful when building context around your trades.
█ VOLUME PROFILE STRATEGIES
The distribution of a volume profile can help you determine the strength of a trend and spot potential reversal zones. Let’s take a look at the five different distribution types.
Neutral D
In order for price to break away from value, either the buyers or the sellers will have to become more aggressive than the other side. When this occurs, it gives us with a vital piece of information.
Now we know who were the agressors at this price level: either the buyers or the sellers. That's why this is a good level for a trading setup if the price bounces back.
Bearish P and Bullish P
Bearish P — reversal. Bullish P — confirmation.
Bearish Ь and Bullish Ь
Bearish Ь — confirmation. Bullish Ь — reversal.
Examples
█ INPUTS
Width — amplitude of the VP histogram.
Grid — the number of columns of the VP histogram.
Delta of volumes — combinatorial determination of the ratios of sellers and buyers.
In quoted units — conversion in units of quoted currency.
Logarithmic scale — recalculation the grid step to the logarithmic scale of the chart.
HTF — (Higher Timeframe) calculation of VP for the period of the selected timeframe. ISO: Isolated computation in HTF period.
Palette: Total volume, Volume of buyers, Volume of sellers, HTF bars.
Warnings: colour of the «⚠» icon, language of information in the Tooltip.
Addition: ᴇᴍ CHN-RMA — a grid of moving averages with periods of centered hexagonal numbers.
█ ОБЩИЕ СВЕДЕНИЯ
ᴇᴍ VRVP (Visible Range Volume Profile) рассчитывает профиль объёма в видимом диапазоне цен.
Профиль объёма — это продвинутый индикатор технического анализа, который показывает торговую активность за условленный период времени на определённых ценовых уровнях.
Индикатор строит на графике гистограмму, отражающую доминирующие или значимые ценовые уровни, основанные на объёме.
█ НАСТРОЙКИ
Ширина — амплитуда гистограммы VP.
Сетка — количество колонок гистограммы VP.
Дельта объёмов — комбинаторное определение соотношений продаж и покупок.
В котируемых единицах — пересчёт в единицах котируемой валюты.
Логарифмическая шкала — пересчёт шага сетки на логарифмическую шкалу графика.
HTF — (Higher Timeframe) расчёт VP за период выбранного таймфрейма. ISO: Изолированное вычисление в HTF-периоде.
Палитра: Суммарный объём, Объём покупок, Объём продаж, Бары HTF.
Предупреждения: цвет значка «⚠», язык информации в Tooltip.
Дополнение: ᴇᴍ CHN-RMA — сетка скользящих средних с периодами центрированных гексагональных чисел.
Buy Sell Volume with delta value📄 Script Description
This indicator decomposes total traded volume into buying and selling volume, and displays their relative ratios.
🔎 Key Features
Buying vs. Selling Volume Separation
Uses the candle’s high, low, and close to split total volume into buying volume and selling volume.
Formula:
Buy = volume * (close - low) / (high - low)
Sell = volume * (high - close) / (high - low)
Volume Histogram Visualization
Plots overall volume (upper/lower) and separated buy/sell volumes as color-coded columns.
UPPER V / LOWER V: total volume
BUY V: buying volume (teal)
SELL V: selling volume (red)
Buy/Sell Ratio Calculation
Computes the percentage of buy and sell volume relative to total volume.
Buy Ratio = buyVolume / totalVolume * 100
Sell Ratio = sellVolume / totalVolume * 100
Ratio Display
Shows the latest Buy Ratio in a table (top-right corner of the chart).
Adds a label above the most recent bar displaying:
"Buy XX% / Sell YY%"
Historical ratios can be inspected through the TradingView Data Window or tooltip.
🛠️ Usage
Quickly identify whether volume during each candle is dominated by buyers or sellers.
Helps to assess market pressure and confirm potential trend direction, entries, or exits.
⚠️ Notes
Labels are shown only on the most recent bar (Pine cannot track mouse cursor events).
To see historical values, use the TradingView Data Window or hover tooltips.
This method provides an approximate split of volume and does not perfectly capture all market order flows.
Cross-Exchange BTC Volume[nakano]## Cross-Exchange BTC Volume
### Overview 📊
This indicator aggregates Bitcoin (BTC) volume from multiple major cryptocurrency exchanges in real-time and displays it as a stacked column chart. Additionally, it shows a label on the right side of the chart detailing the latest volume from each exchange and its percentage сьогодніs total market volume, helping to visually grasp market liquidity and trading concentration.
### Main Features ✨
* **Multi-Exchange Volume Aggregation**: Sums up the volume from major BTC/USD and BTC/USDT pairs on Binance, Coinbase, Bybit, Kraken, Bitstamp, Bitfinex, Gemini, HTX (formerly Huobi), and KuCoin, as well as BTC/JPY pairs on Bitflyer, Binance, Kraken, and Bitfinex.
* **Stacked Volume Chart**: Displays the volume from each exchange as a color-coded stacked column chart, allowing for an at-a-glance understanding of the overall volume composition.
* **Detailed Volume Label**: Shows a text label on the right side of the chart with the **latest volume** from each exchange (rounded to one decimal place, formatted as "0.x" if less than 1, or with thousand separators if 1 or greater) and its percentage of the current total volume. This label can be toggled on/off in the settings.
* **Dynamic Updates**: Volume data updates according to the chart's timeframe.
### What it Displays 📈
* **Stacked Volume Chart (Lower Pane)**:
* Volume from each exchange is displayed in a color-coded stacked format. The chart legend indicates which color corresponds to which exchange group (e.g., "Cumulative: Sum below BINANCEUSDT"). Volumes are stacked from the bottom, with the top border representing the total volume.
* **Detailed Volume Label (Right Side of Chart)**:
* A single text label is displayed on the right side of the chart, showing the volume figures and market share percentages for each exchange (or group).
* This label is updated when calculations are performed on the right edge of the chart (where the latest bars appear). The volume and percentage figures displayed are based on the **latest data** at that point.
* The displayed content is as follows:
* `BINANCE(US)`: Total volume and percentage for Binance USD(T/C) pairs.
* `COINBASE(US)`: Total volume and percentage for Coinbase USD(C) pairs.
* `BYBIT(US)`: Volume and percentage for Bybit USDT pair.
* `KRAKEN(US)`: Total volume and percentage for Kraken USD(T) pairs.
* `BITSTAMP`: Volume and percentage for Bitstamp USD pair.
* `BITFINEX(US)`: Volume and percentage for Bitfinex USD pair.
* `BITFLYER(JP)`: Volume and percentage for Bitflyer JPY pair.
* `BINANCE(JP)`: Volume and percentage for Binance JPY pair.
* `KRAKEN(JP)`: Volume and percentage for Kraken JPY pair.
* `BITFINEX(JP)`: Volume and percentage for Bitfinex JPY pair.
* `OTHER (incl. HTX)`: Total volume and percentage for Gemini (USD), HTX (USDT), and KuCoin (USDT).
### Inputs ⚙️
* **Show Labels**: `true` (checked) to display the detailed volume label, `false` (unchecked) to hide it. Default is `true`.
### How to Use / Use Cases 💡
* Understand which exchanges are experiencing active BTC trading.
* Check which exchange's volume reacts алкоголь (significantly) to specific news or events.
* Observe changes in volume share among exchanges across different time zones (e.g., Asia, Europe, US sessions).
* Analyze increases/decreases in overall market volume and the contribution of each exchange.
### Notes 📝
* This indicator is written in `//@version=6`.
* Volume data is sourced from symbols provided by TradingView for each exchange. Data may become unavailable due to changes in exchange APIs, symbol names, etc.
* A single detailed volume label is displayed, updating to reflect the latest situation as the chart updates. Its content is triggered to update based on the **latest volume data** when bars in the most recent part of the chart are calculated.
* The source code is subject to the terms of the Mozilla Public License 2.0.
---
**© nakano**
Aggregated Volume (Multi-Exchange)Indicator: Aggregated Volume (Multi-Exchange)
Overview:
The Aggregated Volume (Multi-Exchange) indicator is designed to aggregate trading volume data from multiple exchanges for a specific cryptocurrency pair. The goal is to provide a consolidated view of the total trading volume across different platforms, helping traders and analysts gauge the overall market activity for a given asset.
Features:
Multi-Exchange Support: The indicator allows you to aggregate trading volume data from various exchanges. Users can enable or disable volume data from specific exchanges (e.g., Binance, Bybit, Kucoin, etc.).
Spot and Futures Volumes: The indicator can sum the volume for spot trading and futures trading separately if desired. However, in the current version, it only sums the volume for specific pairs across multiple exchanges, without distinguishing between spot and futures volumes (though this feature can be added if necessary).
Customizable Exchange Selection: Users can select which exchanges' volume data to include in the aggregation.
Real-Time Updates: The volume data is updated in real-time as new bars are formed on the chart, providing an up-to-date picture of the trading volume.
Purpose:
The primary purpose of this indicator is to consolidate trading volume information from multiple exchanges for the same trading pair (e.g., BTC/USD). Traders can use this aggregated volume to gain a better understanding of market activity across various platforms, as well as assess the level of liquidity and interest in a particular asset.
By viewing the total aggregated volume, traders can:
Track market trends: Higher aggregated volume can signal increased market interest, making it easier to spot trends or potential breakouts.
Analyze liquidity: This indicator can help traders assess liquidity in the market, especially when using multiple exchanges.
Identify potential market manipulation: If there is a sudden spike in volume on multiple exchanges, it could signal market manipulation or an event-driven surge.
How it Works:
Volume Aggregation: The indicator collects and sums the volume data for a given symbol (e.g., BTC/USD) from different exchanges like Binance, Bybit, Kucoin, and others.
Multiple Exchanges: The volume data is aggregated from each selected exchange and plotted as a single volume value on the chart.
Real-Time Volume Plotting: The total aggregated volume is then plotted as a histogram on the chart, with the color of the bars changing depending on whether the price is rising or falling (typically green for rising prices and red for falling prices).
Inputs/Settings:
Exchange Selection: A list of checkboxes where users can choose which exchanges' volume data to include (e.g., Binance, Bybit, Kucoin, etc.).
Color Settings: Users can set the color for the histogram bars based on price direction (e.g., green for rising and red for falling).
Volume Calculation: The indicator calculates the volume for a specific cryptocurrency pair across selected exchanges in real-time.
Daily VolumeShows a table in the top right of the chart with a few options:
Only show intraday: By default the table will not be visible on timeframes of 1D or above, but this can be changed to show all the time if desired.
Daily volume: Displays the volume for the day so far, regardless of what timeframe is currently showing.
Yesterday's volume: Displays the volume from the previous day. As with the daily volume , it will show the entire previous day's volume regardless of the current timeframe.
Average Volume: Displays the average volume based on a user-specified number of days. The default value is 30 days.
Text color and table color: Choose the color settings for the table text and background.
Falling and Growing VolumeFalling & Growing Volume is an indicator which shows growing and falling volumes in different colors. If current volume greater then previous volume then it is considered as growing volume otherwise as falling volume.
BTC Volume: Bitfinex Total/Long/ShortQuick little script to show Bitfinex LONG/SHORT positions in context to overall volume on the TF. Works best on small TFs to eliminate fluctuation in margin positions impacting the 'accuracy' of volume.
Base Color Scheme
Blue: Total Bitfinex traded volume
Yellow: Assumed Volume of BTCUSDLONGS (Close Position - Open Position)
Orange: Assumed Volume of BTCUSDSHORTS (Close Position - Open Position)
Work is based on conversations and community interaction through Crypto Traders Pro.
TotM - Volume compareTotM - Volume Compare Indicator
Overview:
This advanced volume comparison indicator allows traders to monitor and compare trading volumes across up to 15 different symbols simultaneously. Works with any tradable asset - stocks, forex, commodities, cryptocurrencies, indices, or futures. Perfect for identifying market trends, volume shifts, and trading opportunities across multiple instruments.
Key Features:
Multi-Symbol Tracking: Monitor up to 15 different symbols from any market simultaneously
Universal Compatibility: Works with any asset class - stocks, crypto, forex, commodities, ETFs, indices
Normalized Volume Display: Automatically normalizes volumes for accurate cross-asset comparison
Real-time Ranking Table: Dynamic table showing top performers by volume (customizable 5-15 rows)
Customizable Visualization: Individual color coding for each symbol for easy identification
Price-Weighted Volume Option: Toggle between raw volume and price-weighted volume (Volume × Price)
Smart Error Handling: Automatically skips invalid or unavailable symbols without disrupting the indicator
Moving Average Smoothing: Built-in EMA/SMA smoothing with adjustable period (default: 3)
Cross-Exchange Support: Mix symbols from different exchanges (Binance, NYSE, NASDAQ, etc.)
How It Works:
The indicator fetches volume data from selected symbols and normalizes them using a reference value for meaningful comparison. This normalization allows traders to compare assets with vastly different trading volumes and price levels on the same scale. The ranking table automatically sorts and displays the most active symbols, helping traders quickly identify where the market action is concentrated.
Use Cases:
Compare sector rotation (tech stocks vs financials vs energy)
Monitor volume across different asset classes simultaneously
Track correlated instruments (gold vs gold miners, oil vs energy stocks)
Identify unusual volume spikes across your watchlist
Compare index components' relative activity
Monitor forex pairs volume relationships
Track commodity futures volume patterns
Settings:
Enable/disable individual symbols
Customize colors for each tracked symbol
Adjust MA period for smoothing
Toggle price-weighted volume calculation
Show/hide ranking table
Adjust number of rows in ranking table (5-15)
© Trade on the Market (TotM) - Professional trading tools for informed decision making.
Delta Volume[integral]Delta Volume – Visualizing Accumulated Candle Dominance
This indicator measures and accumulates the net difference between bullish and bearish candle volumes over a user-defined range of bars. It integrates the volume dominance over time, offering traders a unique view into how buying or selling pressure has been distributed.
🔍 Concept & Logic
Delta Volume Calculation
For each bar, the script looks x to y bars back in time (e.g., from 10 bars ago to 5 bars ago) and:
Adds volume for bullish candles (close > open)
Subtracts volume for bearish candles (close < open)
This gives us a snapshot of volume dominance for that range.
What is Integration in This Context?
Integration, in this script, refers to the accumulation (summation) of these dominance differences over a period.
Much like integrating a function in calculus (i.e., area under the curve), here we are integrating the "net advantage" of buyers vs. sellers.
Over time, this builds a cumulative picture of directional pressure, showing whether buyers (positive integration) or sellers (negative integration) are in control.
Why It Matters
Unlike simple volume charts, this tool filters noise by focusing on who is dominating the market—buyers or sellers—and tracks that dominance over time.
It gives a macro-level view of pressure buildup, which can precede major breakouts or reversals.
📊 Visual Features
Buy Volume (green columns): Sum of volumes from bullish candles.
Sell Volume (red columns): Sum of volumes from bearish candles.
Candle Difference (white line): Net dominance difference (Buy - Sell).
Integrated Dominance Difference: Cumulative label showing the total buyer-seller dominance over the defined integration period.
Zero Line (dashed): Balance point.
🧠 Use Case
Detect divergences between price and cumulative volume pressure.
Confirm trend strength when integrated delta volume aligns with price movement.
Spot accumulation or distribution phases invisible on price action alone.
⚠️ If you're applying this to symbols with no volume data (e.g., certain Forex or indices), the script will stop with an error message.
Bullish/Bearish Volume Indicator ABDJO1- red bars are bearish volume
2- yellow bars are a weakness of bearish volume.
3-green bars are a strong bullish volume.
4-Orange bars are a weakness of bullish volume.
1. Price Movements
The chart does not explicitly show price movements, but the volume bars can give us indirect clues. Typically, a transition from green (strong bullish volume) to red (bearish volume) suggests a potential reversal from an uptrend to a downtrend. The presence of orange bars (weakness of bullish volume) following green bars indicates a decrease in buying momentum, which often precedes a price decline.
2. Trading Volume
Green Bars: Represent strong bullish volume, indicating strong buying interest.
Orange Bars: Indicate a weakening of bullish volume, suggesting that buyers are losing strength or interest at higher price levels.
Yellow Bars: Represent a weakening of bearish volume, which could indicate that selling pressure is decreasing and a potential reversal or stabilization in price might occur.
Red Bars: Signify strong bearish volume, indicating strong selling pressure.
3. Price-Volume Relationship
The transition from green to orange and then to red bars shows a typical pattern where initial strong buying interest (green) is followed by a decrease in buyer enthusiasm (orange), and eventually overtaken by sellers (red). This pattern often corresponds to a peak in prices followed by a reversal to the downside.
4. Technical Indicators
Without specific price data, traditional indicators like MA (Moving Averages), MACD (Moving Average Convergence Divergence), or KDJ (Stochastic Oscillator) cannot be calculated directly. However, the volume pattern itself can be used as a rudimentary momentum indicator, with decreasing bullish volume (orange) and increasing bearish volume (red) suggesting a bearish momentum.
5. Support and Resistance Levels
Support Level: Could be hypothesized near the transition point from yellow to green bars, where buyers previously started to overpower sellers.
Resistance Level: Likely near the transition from green to orange bars, where sellers begin to regain control and buying momentum fades.
6. Overall Trend Patterns
The overall trend, inferred from the volume bars, suggests a bullish phase losing momentum and transitioning into a bearish phase. This is typical of a market top where buying interest wanes and sellers begin to dominate.
7. Future Projections and Recommendations
Given the observed shift from bullish to bearish volume, there is a higher likelihood of a downward price movement in the near term. Investors should consider this a potential sell signal, especially as bearish volume (red bars) increases. Caution is advised for buyers, and it might be prudent for holders to take profits or set stop-loss orders to protect against potential declines.
Plot futures volumes with indexMost of the times, F&O traders like to draw their own trendlines or mark other levels on the underlying instrument where volumes of the underlying is a key parameter. When such an instrument is a non-tradeable index, then one needs to switch to the futures chart for volumes. This script plots the volumes from futures on the underlying index so that traders don't need to switch charts just for futures volumes! Hope it is useful to some. Cheers!
Multi-Exchange Volume w Candle HighlightI've been investigating the value of studying candle volume. I realised all the exchanges give different volume. So I've made an indicator that shows the volume from multiple exchanges.
You can choose a primary exchange for the main changes and a secondary exchange for a line chart in front. These exchanges are INDEPENDANT of the exchange you are looking at so if your broker does not show volume, you can use the volume supplied by another broker who does. For example, you might be looking at a chart from Saxo exchange (who I don't think supplies volume) but see volume from FXCM as the primary with pattern confirmation from Oanda as the secondary.
You'll can see the patterns are the same but FXCM has higher overall volume than Oanda
In addition you can choose to highlight the high volume bars and highlight the high volume candles.
I find it useful as I can look at a move and easily see whether there is volume behind it - if there is a move with low volume is it sustainable?
You have the option to switch all the extra features on and off so if you prefer you can just look at a classic volume chart whilst looking at a candle chart from an exchange that does not supply volume.
I'm honest as to whether I find my scripts useful in my trading (they are always technically correct) or not and I think this one is good.
Propagation Volumes and TrendsWith this, i calculate RSI of the HL2 of the volume and use like an oscillator, this will use to measure the strength of the trend and the "Volume Flow" to follow the trend.
I use like foundation the LazyBear "Volume Flow Indicator" "honor a quien honor merece"
Background:
I think the volume as the price could be represented by candles or other graphic to use indicators and strengthen their analysis, due to lack of registration of this it is first necessary to calculate a volume graph, if the candle traditionally negative price brand then the total volume is taken as negative for the period. An example of this is in the On Balance Volume indicator, the problem is that there is no way to analyze the volume using other methods. An approximate volume of the spread could be the use of the price spread to make a synthetic behavior
As traditionally is observed if Open> Close then the candle and the volume will be negative and vice versa; the next step, is estimate the amounts of the candle necessary to calculate the ratio to use for the volume and thus idealize their spread within the candle:
VLOW = Volume x Low
vHigh = x High Volume
VOpen = vClose
vClose = Volume x Close
This graph can show a stable synthetic form of fluctuations in the volume trend affected by price.
ideas, comments and suggestions (or corrections).They are always welcome
Master Volume Indicator (v6)This script is a comprehensive volume analysis tool built in Pine Script v6, designed for traders who want more insight into how volume behaves beyond simple bars.
Features:
📊 Volume Histogram – Colored columns showing up vs down volume (by close-to-close change, or close vs open).
📈 Two General SMAs – User-defined moving averages of volume for trend and momentum analysis.
🟢🔴 Up vs Down Volume SMAs – Separate moving averages of up-volume and down-volume.
🎨 Dominance Fill – A shaded region showing whether buying (green) or selling (red) pressure dominates on average.
How to Use:
Use the dual SMAs to spot shifts in volume momentum.
Watch the dominance fill to quickly see whether buyers or sellers are in control.
Combine with price action or other indicators to confirm breakouts, trend strength, or reversals.
Customization:
Adjustable SMA lengths for general volume.
Adjustable SMA length for Up/Down dominance.
Choice of coloring by close vs prior close or close vs open.
Flexible volume color settings.
This indicator is suitable for stocks, forex, crypto, and futures. It gives traders a clear view of where the weight of market activity is leaning: toward buyers or sellers.
Price over VolumeVersion 0.1
Price over Volume Indicator
Description
The Price over Volume indicator calculates the ratio of the closing price to the trading volume (price / volume) for the current chart's symbol and displays it as a histogram in a separate pane. A horizontal zero line is included as a reference to highlight positive and negative values or periods of undefined data (e.g., zero volume). The indicator is designed to help traders analyze the relationship between price movements and trading volume.
Insights Provided
Price-Volume Dynamics: The indicator shows how price per unit of volume fluctuates, offering insights into market efficiency and liquidity. High ratios may indicate low volume relative to price, suggesting potential volatility or thin markets, while low ratios may reflect high volume supporting price stability.
Trend and Momentum Analysis: Spikes or trends in the price-to-volume ratio can signal significant market events, such as buying/selling pressure or low liquidity periods, helping traders identify potential reversals or continuations.
Zero Line Reference: The zero line helps identify periods where the ratio is undefined (e.g., zero volume) or negative (if applicable), aiding in the interpretation of market conditions.
Volume Sensitivity: By normalizing price by volume, the indicator highlights how volume influences price movements, which is useful for assessing the strength of trends or breakouts.
How to Use
Setup: Apply the indicator to any chart with price and volume data (e.g., stocks, cryptocurrencies like BINANCE:BTCUSDT). The histogram appears in a separate pane below the main chart.
Interpretation :
High Ratios: Indicate low trading volume relative to price, potentially signaling overbought conditions or low liquidity. Use with caution in thin markets.
Low Ratios: Suggest high volume supporting price levels, indicating stronger market participation or stability.
Spikes: Watch for sudden increases in the ratio, which may precede volatility or significant price moves.
Zero Line: Periods where the histogram is absent (due to zero volume) indicate no trading activity, useful for identifying illiquid periods.
Trading Applications:
Confirmation Tool: Combine with other indicators (e.g., RSI, MACD) to confirm trend strength. A rising price-to-volume ratio with a price uptrend may indicate weakening volume support, suggesting a potential reversal.
Volume Analysis: Use alongside volume-based indicators (e.g., OBV, VWAP) to assess whether price movements are backed by sufficient volume.
Scalping/Day Trading: Monitor intraday ratio changes to identify high-impact periods with low volume, which may offer short-term trading opportunities.
Customization: Adjust the histogram color or style (e.g., change to line plot) via the Pine Editor to suit your preferences. Consider adding smoothing (e.g., moving average) for cleaner signals.
Notes
Data Requirements: Ensure the chart’s symbol has valid volume data. Symbols with no volume (e.g., some forex pairs) will result in undefined (na) values.
Limitations: The indicator is sensitive to zero-volume periods, which may cause gaps in the histogram. Use on high-liquidity symbols for best results.
Performance: Lightweight and efficient, suitable for all timeframes.
This indicator is ideal for traders seeking to understand the interplay between price and volume, offering a unique perspective on market dynamics for informed trading decisions.
