第2頁 | CVD — 指標和策略

Aggregated Delta (Buy/Sell) Volume - InFinito ||||||||||||||||CREDITS|||||||||||||||| Modified & Updated script from MARKET VOLUME by Ricardo M Arjona @XeL_Arjona that Includes Aggregated Volume , Delta Volume , Volume by Side Aggregation code originally from Crypt0rus ||||||||||||||||NOTES|||||||||||||||| - Calculated based on Aggregated Volume instead of by symbol volume . Using aggregated data makes it more accurate and allows to compare volume flow between different kinds of markets (Spot, Futures , Perpetuals, Futures+Perpetuals and All Volume ). - As well, in order to make the data as accurate as possible, the data from each exchange aggregated is normalized to report always in terms of 1 BTC . In case this indicator is used for another symbol, the calculations can be adjusted manually to make it always report data in terms of 1 contract/coin. - The indicator can be used for any coin/symbol to aggregate volume , but it has to be set up manually - The indicator can be used with specific symbol data only by disabling the aggregation option, which allows for it to be used on any symbol - Previously Included with "Aggr. CDV / Delta Volume" this functionality has been removed from the latter indicator for functionality and simplicity purposes. ||||||||||||||||FUNCTIONALITY|||||||||||||||| Aggregated Delta Volume: Based off Xel_Arjona's calculation, buy and sell volume is estimated each period. This indicators can display both Buy Volume and Sell Volume for each period. By Default, this indicator displays Delta Volume by side, which is the difference between the estimated buy and sell volume. By checking the Option "Show all volume by side", instead of the Delta volume, all Buy and Sell Volume will be displayed by side

Singular and Cumulative Volume Delta (SVD+CVD)This a Volume Delta indicator with Cumulative Volume Delta. I have been studying Volume Delta and CVD trading strategies and indicator styles. This implementation was developed to test a basic trailing window / oscillator approach. Script has been republished as public and searchable. Changelog from private era follows. Jun 9 (2022) Release Notes: Added option to use EMA/SMA based cumulation. This will not scale well with singular data, so default view is still SUM. Jun 9 (2022) Release Notes: Outdated comment correction. Jun 9 (2022) Release Notes: Added default option to normalilze visual scale of MA cumulation types. The averaging creates a singular value sized results, instead of a range-sums. This multiples that candle result by the range length to get a range-sum sized result. Added option to scale the cumulation size relative to the volume size. 1-to-1 scaling creates singular deltas that can be hard to see with all options on. This allows you to beef them up for visual or weighting purposes. Jun 15 (2022) Release Notes: * Added break even level for current delta. Tells where current delta must land for cumulative delta to stay flat. * Added comparison of historical cumulative levels to current level. The historical levels are the initial values going into current accumulation window. * Changed title of indicator to be more generic, clear, and searchable. Jun 15 (2022) Release Notes: * Added option to have the cumulation cutoff line AFTER or OVER the end of the cumulation window. This change is to ensure the indicator clearly documents it's behavior and avoids confusion on this / last cumulation window semantics. * Bugfix: Initial levels were pulled from cumulation line which was AFTER end of window. This has been changed to the initial values INSIDE the cumulation window. * Code cleanup. June 17th (2022) Release Notes: Marked as beta because TV confirmed they no longer allow private scripts to be changed to public. (Despite lingering documentation that says otherwise. June 17th (2022) Re-published as public.

Aggr. CDV / Delta Volume - InFinito Modified & Updated script from MARKET VOLUME by Ricardo M Arjona @XeL_Arjona that Includes Aggregated Volume, Delta Volume, Volume by Side Aggregation code originally from Crypt0rus Candle Plotting code from LonesomeTheBlue ***The indicator can be used for any coin/symbol to aggregate volume , but it has to be set up manually*** ***The indicator can be used with specific symbol data only by disabling the aggregation option, which allows for it to be used on any symbol*** - Calculated based on Aggregated Volume instead of by symbol volume . Using aggregated data makes it more accurate and allows to compare volume flow between different kinds of markets (Spot, Futures , Perpetuals, Futures+Perpetuals and All Volume ). - As well, in order to make the data as accurate as possible, the data from each exchange aggregated is normalized to report always in terms of 1 BTC . In case this indicator is used for another symbol, the calculations can be adjusted manually to make it always report data in terms of 1 contract/coin. All Aggregated Volume By Side: Based of Xel_Arjona's calculation, buy and sell volume is estimated each period. This indicators can display both Buy Volume and Sell Volume for each period. Aggregated Delta Volume By Side: Displays the difference between Buy & Sell Volume as Delta (Down if Sell Vol - Up if Buy Vol) Aggregated Cumulative Delta Volume: Displays the sum of Delta Volume as a line, candles or Heiken Aishi Candles. Great for observing Volume Flow and spotting divergences - It is Possible to add an MA to the CVD and to color fill in between the indicator and the MA - It is possible to reset the indicators basis to 0 periodically

Aggregated On Balance Volume - InFinito On Balance Volume calculated with aggregated and normalized volume data and a few other features: Aggregation code originally from Crypt0rus Candle Plotting code from LonesomeTheBlue ***The indicator can be used for any coin/symbol to aggregate volume, but it has to be set up manually*** As normal OBV, this indicator can be used to find divergences and to have an idea of volume flow. Using aggregated data makes it more accurate and allows to compare volume flow between different kinds of markets (Spot, Futures, Perpetuals, Futures+Perpetuals and All Volume). As well, in order to make the data as accurate as possible, the data from each exchange aggregated is normalized to report always in terms of 1 BTC. In case this indicator is used for another symbol, the calculations can be adjusted manually to make it always report data in terms of 1 contract/coin. Extra features: - Based off LonesomeTheBlue, OBV can be plotted as candles and as Heiken Aishi candles (which give wick information) - A Moving Average (SMA, EMA, WMA, RMA, VWMA) can be plotted to the OBV. This can be used as a confluent signal to enter a trade on a crossover or to know the strength of the current move. - The OBV basis can be reset to 0 periodically, making it more oscillator-like and allowing to focus only on a certain period of time.

Cumulative Volume Oscillator CVO: Cumulative Volume Oscillator allows you to choose between 3 types of oscillators based on volume indicators: -OBV (On Balance Volume) -CVD (Cumulative Volume Delta) -PVT (Price Volume Trend) Being a volume based oscillator this indicator allows for the detection of divergences between price action and volume, ideal for predicting reversals. As an oscillator you can choose the length of the fast & slow EMAs, and a signal line is provided for trend following.

CVD RSI [experiment]This is not really a RSI not either a CVD. This is more like an experiment. It's a RSI calculation applied on the CVD script i made () instead of a classic RSI based on candle close. If you have any questions, feel free to ask.

Not really a CVD This is not really a CVD, more like an experiment. Because we don't have access to bid or ask volume for BTCUSD/XBTUSD, we can't really make a CVD. So this one instead is based on the 1 min timeframe. When the 1 min candle is up/green, the volume is positive, but when the candle is down/red, the volume is negative. An other point is that the "security" function used in the script have an approx max history of 137 days for the 1 min timeframe. This script is very simple but if you have any questions, feel free to ask.