Delta Vol

3 giorni fa

Delta Volume BTC - Multi Pair
Description The Delta Volume BTC - Multi Pair indicator visualizes the balance between buying and selling volume across multiple Bitcoin exchanges. By analyzing price action within each bar, it provides insight into underlying market pressure that traditional volume indicators miss. This indicator allows traders to:
Compare volume flow across Coinbase, Binance, and Binance Perpetual markets
Identify divergences between exchanges that may signal market shifts
Detect accumulation or distribution patterns through volume imbalances
View exchanges individually or in aggregate for comprehensive analysis
Calculation Methods The indicator offers three volume delta calculation methods:
VWAP Based (default):
price_range = high - low
buy_percent = (close - low) / price_range
sell_percent = (high - close) / price_range
delta = volume * (buy_percent - sell_percent)
This method distributes volume based on where price closed within the bar's range, providing a nuanced view of buying/selling pressure.
Tick Based:
delta = volume * sign(hlc3 - previous_hlc3)
This approach assigns volume based on the direction of typical price movement between bars, capturing momentum between periods.
Simple:
delta = close > open ? volume : close < open ? -volume : 0
A straightforward method that assigns positive volume to up bars and negative volume to down bars.
When Aggregate Mode is enabled, the indicator sums the volume deltas from all selected exchanges:
aggregate_delta = coinbase_delta + binance_delta + binance_perp_delta
Features
Multi-Exchange Support: Track volume delta across Coinbase, Binance, and Binance Perpetual futures
Advanced Calculation Methods: Choose between VWAP-based, tick-based, or simple volume delta algorithms
Flexible Display Options: Visualize as histogram, columns, area, or line charts
Customizable Colors: Distinct color schemes for each exchange and direction
Smoothing Options: Apply EMA, SMA, or WMA to reduce noise
Aggregate Mode: Combine all exchanges to see total market flow
How to Use
Individual Exchange Analysis: Uncheck "Aggregate Mode" to see each exchange separately, revealing where smart money may be positioning
Divergence Detection: Watch for one exchange showing buying while others show selling
Volume Trend Confirmation: Strong price moves should be accompanied by strong delta in the same direction
Liquidity Analysis: Compare spot vs futures volume delta to identify market sentiment shifts
The Delta Volume BTC - Multi Pair indicator helps identify the "hidden" buying and selling pressure that may not be apparent from price action alone, giving you an edge in understanding market dynamics across the Bitcoin ecosystem.

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Enhanced Volume Delta Indicator
Description
The Enhanced Volume Delta indicator provides advanced volume analysis for Bitcoin markets by approximating tick-level buying and selling pressure. It offers three sophisticated calculation methods to identify volume imbalances and institutional activity that might not be visible with standard volume indicators. This indicator works across major Bitcoin exchanges (Coinbase, Binance, and Bybit) and offers an aggregate mode to analyze combined market activity. The color-coded histogram shows buying pressure (cyan) and selling pressure (red) for easy visual analysis.
Features
Three Calculation Methods:
Simple Delta: Basic calculation using price movement direction and volume
Enhanced VWAP: Sophisticated analysis based on volume-weighted average price, providing the closest approximation to tick data
Price Spread: Advanced analysis of candle anatomy to determine buying and selling pressure
Exchange Support:
Coinbase BTC/USD
Binance BTC/USDT (Spot)
Binance BTC/USDT (Perpetual)
Bybit BTC/USD (Perpetual)
Aggregate Mode: Combines data from all exchanges for a comprehensive market view
How to Use
Green/Cyan Bars: Indicate buying pressure (bulls in control)
Red Bars: Indicate selling pressure (bears in control)
Bar Size: Represents the strength of the buying or selling pressure
Zero Line: Reference point separating buying from selling pressure
Use this indicator to identify volume divergences, detect hidden accumulation/distribution, confirm trend strength, and spot potential reversals based on changing volume patterns.
Settings
Calculation Method: Choose between Simple Delta, Enhanced VWAP (recommended), or Price Spread
Exchange Selection: Select individual exchange or use aggregate mode
Lookback Period: Adjust the lookback period for calculations
Bar Width: Customize the visual appearance of the histogram
This indicator is ideal for traders looking to gain deeper insights into market dynamics beyond what traditional volume indicators can provide.