jayy

volume 5 min smiley Jayy

This script plots volume. Intraday volume forms a smiley high at both ends and low in the middle at least for the cash session which is what this script concerns itself with. I created this as a curiosity but I figure others might be interested. If you are using 5 min charts then it will also plot the average for that particular time slot going back 10, 20 or 30 days and presents the mean for that bar as a black line. It also calculates the standard deviation over that period of time. Clearly the volume data is positively skewed so the mean and standard deviation are a little misleading. That aside it does provide a interesting perspective. The script likely could be reduced in size to accomplish the same thing with less tedium but it is what it is.
I likely will add an option for 15 minutes in the future.
If you are using BATS data you will find errors in low volume stocks because BATS data sometimes misses bars. The calculation relies on 78 5 min bars in a day (9:30 to 16:00 hrs). I built a little checker in the format. If the red line does not show at the beginning of the day then smiley will not work. For example SPY works well but NUGT does not. I have not found an issue will real time data.

There are a few options for bar colouring. They will be obvious when you play with them. current close versus last close, close versus open and volume relative to last bar.

Jayy
開源腳本

本著真正的TradingView精神,該腳本的作者將其開源發布,以便交易者可以理解和驗證它。為作者喝彩吧!您可以免費使用它,但在出版物中重複使用此代碼受網站規則的約束。 您可以收藏它以在圖表上使用。

免責聲明

這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。

想在圖表上使用此腳本?
study("volume 5 min smiley Jayy", overlay=false)
voldir= input(false, title="color vol based on previous bar close?")
voldird= input(true, title="color by vol increasing or decreasing ?")


//
//period is 5 mins?
highTimeFrame = input("D", type=resolution)
sessSpec = input("0930-1600", type=session, title="session for test of bars")
test=input(false, title=" Test for missing bars BATs data")
lb=input(20, title= "lookback period choose 5, 10, 20 or 30 only")
shosma=input(false, title=" show moving exp average of volume")
leng=input(5, title= "period of ema")


vlb= lb==5?sm78[390]:lb==10?sm78[780]:lb==20?sm78[1560]:lb==30?sm78[2340]:na

countr= nz(countr[1])==78?1:nz(countr[1])+1 
is_newbar(res, sess) =>
   t = time(res, sess)
//     change(t) != 0 ? 1 : 0
newbart = is_newbar(highTimeFrame, sessSpec)

m78= newbart ? volume :0// nz(sm[1])
zero= m78[0]==0?true:false
rtota78= zero and countr!=1?nz(rtota78[78]):m78[0]>0?(m78[0]+nz(rtota78[78])-nz(m78[1560])):zero and countr==1?nz(m78[78]):na 
ravge= nz(rtota78[0])/10
plot(period=="5"?ravge:na, color=test and countr==1?red:na, style=histogram, linewidth=3)


count= nz(count[1])==78?1:nz(count[1])+1 
is_newbar78(res78, sess78) =>
    t78 = time(res78, sess78)

    
//newbar78 = is_newbar78(highTimeFrame, sessSpec) 
newbar78 = count== 1?is_newbar78(highTimeFrame, "0930-1600"):count==2?is_newbar78(highTimeFrame, "0935-1600"):
    count==3?is_newbar78(highTimeFrame, "0940-1600"):count==4?is_newbar78(highTimeFrame, "0945-1600"):
    count==5?is_newbar78(highTimeFrame, "0950-1600"):count==6?is_newbar78(highTimeFrame, "0955-1600"):
    count==7?is_newbar78(highTimeFrame, "1000-1600"):count==8?is_newbar78(highTimeFrame, "1005-1600"):
    count==9?is_newbar78(highTimeFrame, "1010-1600"):count==10?is_newbar78(highTimeFrame, "1015-1600"):
    count==11?is_newbar78(highTimeFrame, "1020-1600"):count==12?is_newbar78(highTimeFrame, "1025-1600"):
    count==13?is_newbar78(highTimeFrame, "1030-1600"):count==14?is_newbar78(highTimeFrame, "1035-1600"):
    count==15?is_newbar78(highTimeFrame, "1040-1600"):count==16?is_newbar78(highTimeFrame, "1045-1600"):
    count==17?is_newbar78(highTimeFrame, "1050-1600"):count==18?is_newbar78(highTimeFrame, "1055-1600"):
    count==19?is_newbar78(highTimeFrame, "1100-1600"):count==20?is_newbar78(highTimeFrame, "1105-1600"):
    count==21?is_newbar78(highTimeFrame, "1110-1600"):count==22?is_newbar78(highTimeFrame, "1115-1600"):
    count==23?is_newbar78(highTimeFrame, "1120-1600"):count==24?is_newbar78(highTimeFrame, "1125-1600"):
    count==25?is_newbar78(highTimeFrame, "1130-1600"):count==26?is_newbar78(highTimeFrame, "1135-1600"):
    count==27?is_newbar78(highTimeFrame, "1140-1600"):count==28?is_newbar78(highTimeFrame, "1145-1600"):
    count==29?is_newbar78(highTimeFrame, "1150-1600"):count==30?is_newbar78(highTimeFrame, "1155-1600"):
    count==31?is_newbar78(highTimeFrame, "1200-1600"):count==32?is_newbar78(highTimeFrame, "1205-1600"):
    count==33?is_newbar78(highTimeFrame, "1210-1600"):count==34?is_newbar78(highTimeFrame, "1215-1600"):
    count==35?is_newbar78(highTimeFrame, "1220-1600"):count==36?is_newbar78(highTimeFrame, "1225-1600"):
    count==37?is_newbar78(highTimeFrame, "1230-1600"):count==38?is_newbar78(highTimeFrame, "1235-1600"):
    count==39?is_newbar78(highTimeFrame, "1240-1600"):count==40?is_newbar78(highTimeFrame, "1245-1600"):
    count==41?is_newbar78(highTimeFrame, "1250-1600"):count==42?is_newbar78(highTimeFrame, "1255-1600"):
    count==43?is_newbar78(highTimeFrame, "1300-1600"):count==44?is_newbar78(highTimeFrame, "1305-1600"):
    count==45?is_newbar78(highTimeFrame, "1310-1600"):count==46?is_newbar78(highTimeFrame, "1315-1600"):
    count==47?is_newbar78(highTimeFrame, "1320-1600"):count==48?is_newbar78(highTimeFrame, "1325-1600"):
    count==49?is_newbar78(highTimeFrame, "1330-1600"):count==50?is_newbar78(highTimeFrame, "1335-1600"):
    count==51?is_newbar78(highTimeFrame, "1340-1600"):count==52?is_newbar78(highTimeFrame, "1345-1600"):
    count==53?is_newbar78(highTimeFrame, "1350-1600"):count==54?is_newbar78(highTimeFrame, "1355-1600"):
    count==55?is_newbar78(highTimeFrame, "1400-1600"):count==56?is_newbar78(highTimeFrame, "1405-1600"):
    count==57?is_newbar78(highTimeFrame, "1410-1600"):count==58?is_newbar78(highTimeFrame, "1415-1600"):
    count==59?is_newbar78(highTimeFrame, "1420-1600"):count==60?is_newbar78(highTimeFrame, "1425-1600"):
    count==61?is_newbar78(highTimeFrame, "1430-1600"):count==62?is_newbar78(highTimeFrame, "1435-1600"):
    count==63?is_newbar78(highTimeFrame, "1440-1600"):count==64?is_newbar78(highTimeFrame, "1445-1600"):
    count==65?is_newbar78(highTimeFrame, "1450-1600"):count==66?is_newbar78(highTimeFrame, "1455-1600"):
    count==67?is_newbar78(highTimeFrame, "1500-1600"):count==68?is_newbar78(highTimeFrame, "1505-1600"):
    count==69?is_newbar78(highTimeFrame, "1510-1600"):count==70?is_newbar78(highTimeFrame, "1515-1600"):
    count==71?is_newbar78(highTimeFrame, "1520-1600"):count==72?is_newbar78(highTimeFrame, "1525-1600"):
    count==73?is_newbar78(highTimeFrame, "1530-1600"):count==74?is_newbar78(highTimeFrame, "1535-1600"):
    count==75?is_newbar78(highTimeFrame, "1540-1600"):count==76?is_newbar78(highTimeFrame, "1545-1600"):
    count==77?is_newbar78(highTimeFrame, "1550-1600"):count==78?is_newbar78(highTimeFrame, "1555-1600"):na
   


sm78= newbar78 ? volume :0// nz(sm[1])

zero78= sm78[0]==0?true:false
rtot78= zero78 and count!=1?nz(rtot78[78]):sm78[0]>0?(sm78[0]+nz(rtot78[78])-nz(sm78[1560])):zero78 and count==1?nz(sm78[78]):na 

ravgr78= nz(rtot78[0])/20
//nz(ravg78[0]) + 
ravg78= sm78==0?nz(ravg78[78]):volume
ravg20= lb==5?(nz(ravg78[0]) + nz(ravg78[78]) + nz(ravg78[156]) + nz(ravg78[234])+
     nz(ravg78[312]))/5:
    
     lb==10? (nz(ravg78[0]) + nz(ravg78[78]) + nz(ravg78[156]) + nz(ravg78[234])+
     nz(ravg78[312]) + nz(ravg78[390]) + nz(ravg78[468]) + nz(ravg78[546])+ nz(ravg78[624])
    + nz(ravg78[702]))/10:
    
    lb==20?(nz(ravg78[78]) + nz(ravg78[156]) + nz(ravg78[234])+
     nz(ravg78[312]) + nz(ravg78[390]) + nz(ravg78[468]) + nz(ravg78[546])+
     nz(ravg78[624]) + nz(ravg78[702]) + nz(ravg78[780]) + nz(ravg78[858])+
     nz(ravg78[936]) + nz(ravg78[1014]) + nz(ravg78[1092]) + nz(ravg78[1170])+
     nz(ravg78[1248]) + nz(ravg78[1326]) + nz(ravg78[1404]) + nz(ravg78[1482] + nz(sm78[1560])))/20:
    
    lb==30?(nz(ravg78[0]) + nz(ravg78[78]) + nz(ravg78[156]) + nz(ravg78[234])+
     nz(ravg78[312]) + nz(ravg78[390]) +   nz(ravg78[468]) +  nz(ravg78[546])+
     nz(ravg78[624]) + nz(ravg78[702]) +   nz(ravg78[780]) +  nz(ravg78[858])+
     nz(ravg78[936]) + nz(ravg78[1014]) +  nz(ravg78[1092]) + nz(ravg78[1170])+
     nz(ravg78[1248]) + nz(ravg78[1326]) + nz(ravg78[1404]) + nz(ravg78[1482])+
    nz(ravg78[1560]) + nz(ravg78[1638]) + nz(ravg78[1716]) + nz(ravg78[1794])+
    nz(ravg78[1872]) + nz(ravg78[1950]) + nz(ravg78[2028]) + nz(ravg78[2106])+
     nz(ravg78[2184]) + nz(ravg78[2262]))/30:na
rav= lb==5?(nz(ravg78[0]) + nz(ravg78[78]) + nz(ravg78[156]) + nz(ravg78[234])+
    nz(ravg78[312]))/5:
    
    lb==10? (nz(ravg78[0]) + nz(ravg78[78]) + nz(ravg78[156]) + nz(ravg78[234])+
    nz(ravg78[312]) + nz(ravg78[390]) + nz(ravg78[468]) + nz(ravg78[546])+ nz(ravg78[624])
    + nz(ravg78[702]))/10:
    
    lb==20?(nz(ravg78[78]) + nz(ravg78[156]) + nz(ravg78[234])+
    nz(ravg78[312]) + nz(ravg78[390]) + nz(ravg78[468]) + nz(ravg78[546])+
    nz(ravg78[624]) + nz(ravg78[702]) + nz(ravg78[780]) + nz(ravg78[858])+
    nz(ravg78[936]) + nz(ravg78[1014]) + nz(ravg78[1092]) + nz(ravg78[1170])+
    nz(ravg78[1248]) + nz(ravg78[1326]) + nz(ravg78[1404]) + nz(ravg78[1482] + nz(sm78[1560])))/20:
    
    lb==30?(nz(ravg78[0]) + nz(ravg78[78]) + nz(ravg78[156]) + nz(ravg78[234])+
    nz(ravg78[312]) + nz(ravg78[390]) +   nz(ravg78[468]) +  nz(ravg78[546])+
    nz(ravg78[624]) + nz(ravg78[702]) +   nz(ravg78[780]) +  nz(ravg78[858])+
    nz(ravg78[936]) + nz(ravg78[1014]) +  nz(ravg78[1092]) + nz(ravg78[1170])+
    nz(ravg78[1248]) + nz(ravg78[1326]) + nz(ravg78[1404]) + nz(ravg78[1482])+
	nz(ravg78[1560]) + nz(ravg78[1638]) + nz(ravg78[1716]) + nz(ravg78[1794])+
    nz(ravg78[1872]) + nz(ravg78[1950]) + nz(ravg78[2028]) + nz(ravg78[2106])+
    nz(ravg78[2184]) + nz(ravg78[2262]))/30:na

ravgsd= lb==5? sqrt((pow(nz(ravg78[0])- rav,2) + pow(nz(ravg78[78]) - nz(rav),2) + pow(nz(ravg78[156])-
     nz(rav),2) + pow(nz(ravg78[234]) - nz(rav),2) + pow(nz(ravg78[312])  -nz(rav),2))/5):
    
    lb==10? sqrt((pow(nz(ravg78[0]) -nz(rav),2) + pow(nz(ravg78[78]) -nz(rav),2) + pow(nz(ravg78[156])
    -nz(rav),2) + pow(nz(ravg78[234]) -nz(rav),2) +
    pow(nz(ravg78[312]) -nz(rav),2) + pow(nz(ravg78[390]) -nz(rav),2) + pow(nz(ravg78[468]) -nz(rav),2)
    + pow(nz(ravg78[546])-nz(rav),2) + pow(nz(ravg78[624])-nz(rav),2) + pow(nz(ravg78[702])-nz(rav),2) + pow(nz(ravg78[1482]) -nz(rav),2))/10):
    
    lb==20? sqrt((
    pow(nz(ravg78[0])    -nz(rav),2) + pow(nz(ravg78[78])   -nz(rav),2) + pow(nz(ravg78[156])  -nz(rav),2) + pow(nz(ravg78[234])  -nz(rav),2) +
    pow(nz(ravg78[312]) -nz(rav),2) + pow(nz(ravg78[390])  -nz(rav),2) + pow(nz(ravg78[468])  -nz(rav),2) + pow(nz(ravg78[546])  -nz(rav),2) +
    pow(nz(ravg78[624]) -nz(rav),2) + pow(nz(ravg78[702])  -nz(rav),2) + pow(nz(ravg78[780])  -nz(rav),2) + pow(nz(ravg78[858])  -nz(rav),2) +
    pow(nz(ravg78[936]) -nz(rav),2) + pow(nz(ravg78[1014]) -nz(rav),2) + pow(nz(ravg78[1092]) -nz(rav),2) + pow(nz(ravg78[1170]) -nz(rav),2) +
    pow(nz(ravg78[1248])-nz(rav),2) + pow(nz(ravg78[1326]) -nz(rav),2) + pow(nz(ravg78[1404]) -nz(rav),2) + pow(nz(ravg78[1482]) -nz(rav),2))/20):
    
    lb==30? sqrt((
    pow(nz(ravg78[0]) -nz(rav),2)  + pow(nz(ravg78[78]) -nz(rav),2) + pow(nz(ravg78[156]) -nz(rav),2) + 
    pow(nz(ravg78[234]) -nz(rav),2) +
    pow(nz(ravg78[312]) -nz(rav),2)  + pow(nz(ravg78[390])  -nz(rav),2) + pow(nz(ravg78[468]) -nz(rav),2) +  pow(nz(ravg78[546])  -nz(rav),2) +
    pow(nz(ravg78[624]) -nz(rav),2)  + pow(nz(ravg78[702])  -nz(rav),2) + pow(nz(ravg78[780]) -nz(rav),2) +  pow(nz(ravg78[858])  -nz(rav),2) +
    pow(nz(ravg78[936]) -nz(rav),2)  + pow(nz(ravg78[1014]) -nz(rav),2) + pow(nz(ravg78[1092]) -nz(rav),2) + pow(nz(ravg78[1170]) -nz(rav),2) +
    pow(nz(ravg78[1248]) -nz(rav),2) + pow(nz(ravg78[1326]) -nz(rav),2) + pow(nz(ravg78[1404]) -nz(rav),2) + pow(nz(ravg78[1482]) -nz(rav),2) +
	pow(nz(ravg78[1560]) -nz(rav),2) + pow(nz(ravg78[1638]) -nz(rav),2) + pow(nz(ravg78[1716]) -nz(rav),2) + pow(nz(ravg78[1794]) -nz(rav),2) +
    pow(nz(ravg78[1872]) -nz(rav),2) + pow(nz(ravg78[1950]) -nz(rav),2) + pow(nz(ravg78[2028]) -nz(rav),2) +
    pow(nz(ravg78[2106]) -nz(rav),2) + pow(nz(ravg78[2184]) -nz(rav),2) + pow(nz(ravg78[2262]) -nz(rav),2))/30):na



sdtot78= zero78 and count!=1?nz(sdtot78[78]):nz(sm78[0])>0?(pow((nz(sm78[0]))- ravg20,2) + nz(sdtot78[78]))
    -pow(nz(vlb)-ravg20,2):zero78 and count==1?(pow(sm78[78]-ravg20,2) + nz(sdtot78[78]))
    -pow(nz(vlb)-ravg20,2) :na
    
  
sd78= sqrt(sdtot78/20)

ht=  close - close[1] 
plotvolup= abs(ht)


plot(period=="5"?rav:na, color=test?na:period=="5"?black:na, linewidth=2, style=histogram, transp=0) //sdtot78
////plot(sdtot78, color=sdtot78<0?black:red, linewidth=2, style=circles, transp=0) //sdtot78
plot(period=="5"?rav+ravgsd:na, color=test?na:period=="5"?black:na, linewidth=1, style=cross, transp=100)
//colorr= voldir
plot(test or voldird==true?na:volume, style=columns, color=voldir==true and close>=open? green:voldir==true and close<open? red:
    voldir==false and close[0]>=close[1]? green:voldir==false and close[0]<close[1]? red:na,transp=50)//test?na:
    
plot(test or voldird==false?na:volume, style=columns, color=voldird==true and volume[0]>=volume[1]? 
    green:voldird==true and volume[1]>=volume[0]? red:na,transp=50)//test?na:   
plot(shosma or test?ema(ravg78, leng):na, color=test?na:blue)