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累積量指標(CVI)

[VC] Cumulative Delta Volume BarsLet's first learn what is Delta & How to Use Cumulative Delta Volume Bars? Cumulative Delta Volume Bars is one of the leading indicators that you can use when trading order flow. It gives you an instant snapshot of the buying and selling pressure in a market. After reading the detailed description of "Cumulative Delta Volume Bars," you will understand how volume delta provides a critical edge by allowing you to spot significant potential reversals in the market. You will also learn to use this Cumulative Delta indicator in depth. (including rest session usability features) What is Delta Volume? Delta Volume is the difference between Buying and Selling Power. Delta Volume is calculated by taking the difference between the volume traded at the offer price and the volume traded at the bid price. (in simple words, the difference between buying pressure & selling pressure) If delta volume is more than zero, you have more buying pressure than selling & vice versa, and if delta volume is less than zero, you have more selling pressure than buying. In Order-Flow Analysis , traders used Cumulative Delta to measure the relationship between the Buying & Selling pressure Vs Price. Cumulative delta volume takes the delta values for every bar and successively adds them together to provide a graph, as seen below visually. Let me demonstrate by giving examples of how cumulative Delta can help measure the buying or selling pressure relative to the price move. ★ Trading Absorption & Exhaustion concepts with Delta See the chart below & try to analyze the next possible move on the basses on the analysis mentioned on the chart. ➽➽ If you said Short, you were correct. ✅ Till Point A , both price & cumulative were aligned. (means there were no imbalances between Delta & Price). But on Point B , the Cumulative Delta broke the previous resistance clearly and moved even further away from the resistance level, but the Price couldn't break the last resistance. It interprets that buyers applied a lot of buying pressure but no result. (Aggressive buying pressure absorbed by Passive sellers) Due to this vast effort or failed attempt, buyers were exhausted and had no more strength to pull the Price up. That's why the Price reversed from Point B . See below image ★ Cumulative Delta Volume Bars is helpful when determining buying or selling pressure at different key price levels, such as swing highs or lows. Let's recap on swing highs and swing lows. ➽ A swing high (S.H) is formed when the high reaches higher than the price action around it. Once the Price moves above a prior swing high and begins to retrace, a new swing high is formed. ➽ A swing low (S.L) is formed when the low reaches lower than price action around it. Once the Price moves below a prior swing low and begins to retrace, a new swing low is formed. ➽ When the Price makes higher highs and higher lows, a market is considered an uptrend. ➽ When the Price is making lower lows followed by lower highs, a market is considered a downtrend. When evaluating Delta, it's beneficial to compare delta values at swing lows or swing highs to determine the amount of selling or buying pressure and how the market reacts. The actual Power of Delta is revealed when we use it to determine the market's reaction to powerful buying or selling. We want to see if the market has reacted as we would expect or not. In the above Example, you will notice that every time price breaks a swing, Delta does as well. It makes sense as it takes selling pressure to break a swing low or buying pressure to break a swing high. In simple words, we can say that there is no anomaly between delta direction & price direction. In simple words (No Absorption or Exhaustion) But what's occurring when this isn't the case, and we have divergence between Price and Delta? Let's analyze it with real examples. ★ Understanding Delta Divergence. (Lack of Harmony in Buying/Selling Pressure & Price Move) Notice how the Price breaks out of the previous resistance level on the above chart, but the Delta didn't yet reach even close to its last resistance level. It's a clear divergence between Price and Delta. Buyers may be slightly exhausted at the previous resistance level, and Price & Delta may retrace slightly. But in a broader view, it reflects a strong bullish signal. See the above chart & see when and why the Price moved. I hope it will help you understand the underlying relation & story between Price & Delta. Cumulative Delta & Trade Management Delta will help you spot significant reversals, but it can also be used to help manage your open trade. You want to see a high correlation between Delta and Price when in a long or short position. Suppose you're short while the Price is breaking a new low. You want to see Delta breaking low if sellers aren't interested in selling at the recent lows, represented by Delta not breaking lows. The probability of a short term reversal or a significant retrace increases. When in a position, always be on the lookout for exhaustion and absorption, signalling a reversal potential. What Includes in V.C Cumulative Delta Volume Bars Indicator Inputs & Settings Reset accumulation on new session: Allows you to rest accumulation at the start of each session (you may choose your customized starting & ending time as well by enabling ''Customize Rest Session Time'' Start/End of Session & During Session: Allows you to show/hide & choose the background color & separator of each session ''Customize Rest Session Time'' When this setting is enabled, your customized given time will be applied, which can be set from the below box. Note: set your time in minutes. For Example, if you want to reset the session after every hour, you need to put 60. If you're going to reset after every 8 hours, you need to put 480. Additionally, your chart time frame must be lower than your customized rest time. Reset Each Minutes: Allows you to put your desired rest time in minutes. For Example, for 1 hour 60, for 8 hours 480. (8x60) Reset Each: Allows you to choose rest time from the drop-down menu. Note: To apply this setting, don't enable the ''CUSTOMIZE RESET SESSION TIME''. Select Session: Allows you to set customized starting & ending times of the session instead of the exchange's default time. For Example, the exchange reset time is 20:00, but if you want 22:00, first, you need to set your chart time as an exchange from the right bottom of the chart, and then you need to put 22:00 22:00 in both fields. Note: Put the same starting & ending time. In simple words, it should not be greater than or less than 24 hours. Type: It allows you to select Delta type. (there are two delta types you can choose from, 1st Simple Delta, 2nd Delta % or Volume Weighted Delta) Candle Colors: Allows you to change the color of candles. Envelope Indicator: Allows you to apply to Envelop Indicator on the delta candle. (all default settings of the Envelop Indicator can be customized as well) See the below chart with Envelop applied to Delta Candles & Price Candles. (can be used to measure the Delta & Price movement at the micro-level) Bollinger Bands Indicator: Allows you to apply to Bollinger Bands Indicator on the delta candle. (all default settings of the Bollinger Bands Indicator can be customized as well) See the below chart with Bollinger Bands applied to Delta Candles & Price Candles. (can be used to measure the Delta & Price movement at the micro-level) Start/End of Session on Chart Allows you to change the first & last candle of the session. Style Settings: Allows you to control all the visual settings of delta candles, Envelop & Bollinger bands. ------------------------------------------------- ➽Conclusion: Cumulative Volume Delta Bars is one of the leading indicators you can include as an order flow trader in your arsenal. It gives you an inside look at buying and selling pressure and how the market reacts. But Keep in mind, in trading & technical analysis, nothing is 100% certain. No indicator can give you a 100% success rate. There is no holy grail in the financial market. As a trader, with the help of technical & fundamental indicators, our goal is to find an edge over the market. A simple definition of an edge is: Anything that adds a few points to the winning side of an equation builds an edge that lasts a lifetime. A trading edge defines your technical or strategic advantage in the highly competitive market environment. Traders can establish multiple edges by starting with popular strategies and customizing rules to lower the risk of getting trapped with the emotional crowd. Disclaimer Note: V.C Cumulative Delta Volume Bars It is purely Volume, Delta, Demand & Supply imbalance and comparative analysis based tool. Before applying this Indicator to your study, you should know about Volume, Delta & Spread, Demand & Supply, and Aggressive & Passive behaviour of buyers/sellers. Some basic understanding of Sir Richerd Wyckoff's Theory can also be helpful.
Pine Script®指標
由VcTradingMethod提供
19
Baekdoo golden diamond signalHi forks, I'm trader Baekdoosan who trading Equity from South Korea. This Baekdoo golden Diamond signal indicate good buying position to trade. Here's the ideas 1. Soaring volume happen with big white candle. a. Soaring volume can be measured for highest volume in certain period of time (default value is for 1 year). (blue area) b. Soaring volume can also be measured by 10% of certain period of time(default value is for 1 year)'s cumulative volume . (green area) => you can adjust this ratio input. the higher value is the more likely to trail of whale 2. Drops under 5 days lowest price without volume . (red area) => I put half of average volume as default but you may can adjust it (the lower value is the more likely to soar again) 3. cross over 5 days highest price after 1, 2 conditions => Golden Diamond underneath of this idea is, big chunk of the money comes and correction is on going but major whale's amount hold tight. you can modify input values based on your investigation. It works well on day chart as well as minute chart. for the area with breaks plots are to checking the 1,2 conditions. so for final indicator will only be shown from this indicator but you can select plots if you think that is useful. hope this will help your trading on equity as well as crypto. I didn't try it on futures . Best of luck all of you. Gazua~!
Pine Script®指標
由traderbaekdoosan提供
9
Baekdoo Golden Diamond signalHi forks, I'm trader Baekdoosan who trading Equity from South Korea. This Baekdoo golden Diamond signal indicate good buying position to trade. Here's the ideas 1. Soaring volume happen with big white candle. a. Soaring volume can be measured for highest volume in certain period of time (default value is for 1 year). (blue area) b. Soaring volume can also be measured by 10% of certain period of time(default value is for 1 year)'s cumulative volume. (green area) => you can adjust this ratio input. the higher value is the more likely to trail of whale 2. Drops under 5 days lowest price without volume. (red area) => I put half of average volume as default but you may can adjust it (the lower value is the more likely to soar again) 3. cross over 5 days highest price after 1, 2 conditions => Golden Diamond underneath of this idea is, big chunk of the money comes and correction is on going but major whale's amount hold tight. you can modify input values based on your investigation. It works well on day chart as well as minute chart. for the area with breaks plots are to checking the 1,2 conditions. so for final indicator will only be shown from this indicator but you can select plots if you think that is useful. hope this will help your trading on equity as well as crypto. I didn't try it on futures . Best of luck all of you. Gazua~!
Pine Script®指標
由traderbaekdoosan提供
1
Market Breadth Indicator (percentage of US stocks above * SMA)This script is a revised version of jchang274's Multi-Sub script. Add more feature from the original jchang274 script. 1.Compare 4 US STOCK INDEX ( Dowjones 30/NASDAQ100/RUSSELL2000/S&P500 ) in the same index of percentage of stocks above 20 /50/100/200 days simple moving average. 2. Use 4 index of percentage of stocks above 20 /50/100/200 days simple moving average,compare the same stock index ( Dowjones 30/NASDAQ100/RUSSELL2000/S&P500 ) How it begin? Traders and investors use market breadth in order to assess the index’s overall health. Market breadth can be a reliable, if not an accurate, indicator of an upcoming price rise in the index. Similarly, it can also provide early warning signs for a future price decline. What is it？ Market breadth indicators analyze the number of stocks advancing relative to those that are declining in a given index or on a stock exchange. Market breadth refers to how many stocks are participating in a given move in an index or on a stock exchange. An index may be rising yet more than half the stocks in the index are falling because a small number of stocks have such large gains that they drag the whole index higher. How it works? Market breadth studies attempt to uncover strength or weakness in the movements of an index that are not visible simply by looking at a chart of the index.
Pine Script®指標
由IcemanRan提供
6
Volume Extension PRO [DepthHouse]Would you like to have an edge over other traders? By being ahead of the competition you can take faster and better decisions. We can provide you with indicators that give you full overview over the most important values that affect the movements of your assets. Get a subscription today! It's never too late to become a pro trader! Volume Extensions PRO uses advanced calculations based on cumulative trends to determine a range at which volume can become over or under extended. Thus signalling potential points of support or resistance. Combine Volume Extension PRO with signals basic Support & Resistance to give you the cutting edge you need to become a successful trader! TUTORIAL Volume Extension: The volume bars represent the current candle volume extension based on historical data. The higher the extension, the more volume present compared to the user set lookback period. Volume bars that extend past 1 represent a massive surge in volume. Extension Oscillator: The extension oscillator is the most advance feature with this indicator. It uses cumulative volume averages to create a range in which volume travels in. The extension oscillator reads very similar to an RSI. Over 1 = overbought / over extended volume Under 0 = oversold / under extended volume The extension oscillator may also be used a tool to pin point levels of volume divergence Signal Colors: The colored bars represent either a surge in volume (gold), or over or under extension. These colored bars may be used to pinpoint key volume levels to help determine short or long term trend reversal points. Combine these signals with basic support and resistance to give you professional edge! The chart above has manual placed arrows to represent when and where the Volume Extension PRO indicator gave these signals. Settings: Length: Lookback period of the oscillator Weight: Adds additional weight to the cumulative volume averages for lower volume exchanges. Warning : This is a based volume indicator. Therefore its results are entire based on the the volume of that exchange! Some exchanges or currency pairs may not provide enough volume to give accurate results. Do not solely rely on this indicator to make your trades. Please use responsibly. Request a FREE Trail via my website!
Pine Script®指標
由oh92提供
42