Inizia

Accumulation-distribution

Accumulation Distribution Volume Oscillator (ADVO) [JoseMetal]============ ENGLISH ============ - Description: This indicator has 2 features (currently): It shows the net volume in a histogram (buy volume in the upper part, sell volume in the bottom part). Also calculates the difference between accumulation / distribution in a fast vs slow period to plot 2 moving averages and trigger crossovers. It has an option to ignore the wicks, which sometimes makes it more accurate. - Visual: So first of all is the net volume, in the upper part of the histogram the buy volume is printed in green, if the volume keeps going up the histogram bars gets lighter, darker if the volume goes down. Similarly, we have the sell volume in the bottom part, in red, it also gets lighter if the sell volume increases, and otherwise it gets darker. And then we have 2 lines, one for the fast and other for the slow period, both shows the DIFFERENCE of the accumulation vs distribution, which can gives us clues about how the market is heading. The background color changes depending on the status and crossovers: Fast moving average crossovers the slow = GREEN, if the opposite happens = RED. The rest of the time it depends on the position of the moving averages and if the fast is above or below the 0 line: GREEN: FAST > SLOW and FAST > 0 OLIVE: FAST > SLOW but FAST < 0 RED: FAST < SLOW and FAST < 0 ORANGE: FAST < SLOW but FAST > 0 - Usage and recommendations: Depending on the timeframe, the default 12 and 26 periods (fast / slow) are good, but i noticed that checking lower timeframes with higher settings it gives a better direction of the higher timeframe, example: you want to trade in 1h, but you check the 5 min timeframe with 25 / 100 periods. That's because the smaller timeframe gives you a more "realistic" volume, more "detailed" volume I'd say. In fact, in the real testings, I took a wonderful short by checking the 1 minute timeframe with 50 and 200 periods to decide if the 4h was making an accumulation or distribution. Finally, there's an option to ignore wicks for the moving averages, sometimes it shows better results because ignoring volume within the wicks gives faster results, but I recommend checking both with and without. - Customization: So almost everything is customizable, colors, periods... there's an option for the histogram color scheme, but you can change every single color if you want. You can also pick the moving average type, sometimes WMA is better, but I got better results with the EMA (which is the default). ============ ESPAÑOL ============ - Descripción: Este indicador tiene 2 características (actualmente): Muestra el volumen neto en un histograma (volumen de compra en la parte superior, volumen de venta en la parte inferior). También calcula la diferencia entre acumulación/distribución en un periodo rápido vs lento para trazar 2 medias móviles y generar cruces. Tiene una opción para ignorar las mechas, lo que a veces lo hace más preciso. - Visual: En primer lugar está el volumen neto, en la parte superior del histograma se muestra en verde el volumen de compra, si el volumen sigue subiendo las barras del histograma se hacen más claras, más oscuras si el volumen baja. Del mismo modo, tenemos el volumen de venta en la parte inferior, en rojo, también se aclara si el volumen de venta aumenta, y de lo contrario se oscurece. Y luego tenemos 2 líneas, una para el periodo rápido y otro para el lento, ambos muestran la DIFERENCIA entre la acumulación y distribución en su período, que nos puede dar pistas sobre la dirección del mercado. El color del fondo cambia según el estado y los cruces: La media móvil rápida cruza la lenta = VERDE, si ocurre lo contrario = ROJO. El resto del tiempo depende de la posición de las medias móviles y de si la rápida está por encima o por debajo del punto 0: VERDE: RÁPIDO > LENTO y RÁPIDO > 0 OLIVA: RÁPIDO > LENTO pero RÁPIDO < 0 ROJO: RÁPIDO < LENTO y RÁPIDO < 0 NARANJA: RÁPIDO < LENTO pero RÁPIDO > 0 - Uso y recomendaciones: Dependiendo del marco de tiempo, los 12 y 26 períodos por defecto (rápido / lento) van bien, pero me di cuenta de que vigilar temporalidades más bajas con períodos más largos da una mejor dirección de la temporalidad superior, ejemplo: queremos operar en 1h, pero miramos el de 5 min con 25 / 100 períodos. Eso es porque el marco de tiempo más pequeño le da un volumen más "realista", más "detallado" en mi opinión. De hecho, en las pruebas reales, operé un estupendo short comprobando el marco de tiempo de 1 minuto con 50 y 200 períodos para decidir si el 4h estaba haciendo una acumulación o distribución. Por último, hay una opción para ignorar las mechas para las medias móviles, a veces muestra mejores resultados ya que ignorar el volumen dentro de las mismas da resultados más rápidos, pero recomiendo comprobar el indicador de ambas formas para hacernos una idea general. - Personalización: Casi todo es personalizable, los colores, los periodos... hay una opción para el esquema de colores del histograma, pero puedes cambiar todos los colores si quieres. También puedes elegir el tipo de media móvil, a veces es mejor la WMA, pero yo obtuve mejores resultados con la EMA (que es la que viene por defecto).
Indicatore Pine Script®
di JoseMetal
2
Accumulation_&_Distribution_Aka_ConsolidationZone - BasicDear Traders, It so happens to the traders that once in their lifetime journey they be sure to here the below statement. 1. I got struck in the consolidation zone 2. Signals from technical indicators failed because prices were consolidating. 3. Its pretty tuff to detect consolidation zone. (programmatically) I don't know about other but I have heard this throughout my trading journey. Hence I started to debug the above 3 statements and came up with this indicator which detects consolidation zones in the chart. there are 3 inputs settings 1. ATR multiplier = can be used to filter the consolidation box height. higher the value bigger the box (vertical view) and smaller the value smaller the box height. 2. Show Last No of Zones = set the No of previous zones you would like to see. 3. Consolidation Size = If set to small. all kind of sizes will be plotted ( majorly works for day trading) if set to wide, script looks for major consolidation zones (majorly works for higher timeframes). if set to medium, script looks medium size to wide size zones majorly for timeframe with more than 30 min. What's this indicator is taking into account? 1. Moving Averages 2. Linear Regression curves 3. ATR 4. BB 5. BBW 6. Couple of Math calculation to support the zone identification. Note: Plz do suggest for any kind of improvements or feedbacks. Regards
Indicatore Pine Script®
di TradeWiseWithEase
6
[UPRIGHT Trading] OrderZones - Supply & Demand (Predictive) (cc)Hello Traders, This is one that I've been working on a very, Very long time. As easy as it is to draw after the fact, as someone well versed in Supply and Demand; it's a bit more difficult to create all the calculations to show them, code them out, and then I went a step further — attempting to predict future ones as well. Let's talk about what Supply & Demand Zones are. They are a pattern and technical analysis technique used in day and swing trading. Demand zone represents the area with strongest buying pressure and Supply zone represents selling pressure. Often these zones will show Institutional/Large buyers and sellers executing their orders causing price to move up or down very quickly, creating a long wick on a small and sometimes momentum that feeds into the larger timeframes. Therefore, in the simplest terms, the Supply and Demand Orderzones are the zones the price often gets rejected from or returned to; when Demand exceeds Supply, price jumps up and vice versa. Unlike lines of support and resistance , these are zones more closely than precise lines, but can help gauge Support and Resistance on the fly. Richard Wykoff was one of the first market analysts to explain the interaction of these phases, giving them four labels. It is in the understanding of Wyckoff's explanation of market price action, that supply and demand zones are also known as Accumulation and Distribution zones (Accumulation, Markup, Distribution, Markdown). Shows potential entries on break from zone. Pivots. Large breakdowns or breakouts signalling possible trend change. Super Fast Real-time Orderzone creation. Resistance line at Supply, shows multiple dimensions of each zone when large enough. Different calculation, line, transparency settings Minimalist mode with autobox Features: Multiple calculation modes with different lengths and displays. AutoBox (Predictive Orderzones). Buy/Sell Highlights. UPRIGHT – Ultimate Reversals (Support/Resistance version). Breakouts/Breakdowns + Signals. Pivot Labels (HH, HL, etc). Pivot Bar. Pivot Buy /Sell Signals. Fully Customizable—Change line types, transparency, colors, etc). I am still working on the calculations for one more addition, but as it is, this should help anyone automate their S/D technical analysis. Please see author instructions for access. Cheers, Mike (UPRIGHT Trading)
Indicatore Pine Script®
di UPRIGHTTrading
4
Average Dollar VolumeDollar volume is simply the volume traded multiplied times the cost of the stock. Dollar volume is an extremely important metric for finding stocks with enough liquidity for market makers to position themselves in. Market Liquidity is defined as market's feature whereby an individual or firm can quickly purchase or sell an asset without causing a drastic change in the asset's price. The key concept you want to understand is that these big instructions with billions of dollars need liquidity in a stock in order to even think about buying it, and therefore these institutions will demand a large dollar volume. A good dollar volume amount, that represents a pretty liquid name, is typically above 100 million $ average. Why are institutions important? Simple because they are the ones who make stocks move, and I mean really move. If you want to see large growth from a stock in a short amount of time, you need institutions wielding billions of dollars to be fighting one another to buy more shares. Institutions are the ones who make or break a stock, this is why we call them market makers. My script calculates average dollar volume using four averages: the 50, the 30, the 20, and the 10 period. I use multiple averages in order to provide the accurate and up to date information to you. It then selects the minimum of these averages and divides this value by 1 million and displays this number to you. TL;DR? If you want monster moves from your stocks, you need to pick names with average high liquidity(dollar volume >= $100 million). The number presented to you is in millions of whatever currency the name is traded in.
Indicatore Pine Script®
di monkaOMEGA
4
Up/Down Volume RatioUp/Down Volume Ratio is calculated by summing volume on days when it closes up and divide that total by the volume on days when the stock closed down. High volume up days are typically a sign of accumulation(buying) by big players, while down days are signs of distribution(selling) by big market players. The Up Down volume ratio takes this assumption and turns it into a tangible number that's easier for the trader to understand. My formula is calculated using the past 50 periods, be warned it will not display a value for stocks with under 50 periods of trading history. This indicator is great for identify accumulation of growth stocks early on in their moves, most of the time you would like a growth stocks U/D value to be above 2, showing institutional sponsorship of a stock. Up/Down Volume value interpretation: U/D < 1 -> Bearish outlook, as sellers are in control U/D = 1 -> Sellers and Buyers are equal U/D > 1 -> Bullish outlook, as buyers are in control U/D > 2 -> Bullish outlook, significant accumulation underway by market makers U/D >= 3 -> MONSTER STOCK ALERT, market makers can not get enough of this stock and are ravenous to buy more U/D values greater than 2 are rare and typically do not last very long, and U/D >= 3 are extremely rare one example I kind find of a stock's U/D peaking above 3 was Google back in 2005. MAKE SURE TO HIT THE SETTINGS WHEEL AND CHECK THE BOX NEXT TO PLOT IN ORDER TO GET RID OF THE PLOTTED LINE.
Indicatore Pine Script®
di monkaOMEGA
6
Volume Buzz 2.0Volume Buzz/Volume Run Rate as seen on TC2000 and MarketSmith respectively. Basically, the volume buzz tells you what percentage over average(100 time period moving average) the volume traded was. You can use this indicator to more readily identify above-average trading volume and accumulation days on charts. The percentage will show up in the top left corner, make sure to click the settings button and uncheck the second box(left of plot) in order to get rid of the chart line. Pictured above, a chart with the volume on the bottom along with the 50-day moving average applied to volume. As you can see in the top left it will tell you the "volume buzz" of that day, telling you what days were on above-average volume and how above-average those days were.
Indicatore Pine Script®
di monkaOMEGA
5
Accumulation and Distribution MomentumThis applies Chande Momentum to Accumulation and Distribution index as a means to changes. Experimental oscillator. Compare it to both Money Flows, Acc/Dis and Chande and you notice it has elements of all of them. Could potentially replace other volume based momentum indicators in your strategy. It is a little more volatile, reaching from side to side, while having a tendency to lean towards the side that gets the most action over a longer period of time. It also tends to reach and hang in oversold regions BEFORE a pump - something I noticed. Could be used as an early warning sign as well as for overall trend analysis.
Indicatore Pine Script®
di burgercrisis
Chaikin Oscillator (ADL Oscillator) [UTS]The Chaikin Oscillator is basically an oscillator version of the Accumulation / Distribution Index, also known as ADL Indicator. General Usage The indicator runs both above and below zero, made to denote whether an asset is in a bullish (above zero) or bearish (below zero) trend. It can be used to confirm trends, as well as spot possible trading signals due to divergences. A benefit of the oscillator version is that it can produce LONG or SHORT signals on zero line cross. Moving Averages 4 different Moving Averages are available: EMA (Exponential Moving Average) SMA (Simple Moving Average) VWMA (Volume Weighted Moving Average) WMA (Weighted Moving Average)
Indicatore Pine Script®
di UberTradingSystems
ADL - Accumulation Distribution Line [UTS]an underlying asset. It is determined by the changes in price and volume. The volume acts as a weighting coefficient at the change of price — the higher the coefficient (the volume) is the greater the contribution of the price change (for this period of time) will be in the value of the indicator. The indicator is also known as Accumulation / Distribution Index. Common known variants of this type of indicator are the On Balance Volume, Chaikin Oscillator or Chaikin Money Flow. Based on www.metatrader5.com
Indicatore Pine Script®
di UberTradingSystems
MTF Accumulation/Distribution RasterChart (Spectrogram/HeatMap)As my first published indicator for year 2020, I present my revolutionary "MTF Accumulation/Distribution RasterChart" employing PSv4.0. This is probably a world's first all-in-one multi-timeframe, multi-algorithm heatmap indicator with multiple color schemes. I decided to release this multicator now, because it has been a year long journey for me to develop spectrogram technology with abilities John Ehlers didn't include with his original heatmaps. I would like to personally thank Dr. John Ehlers for inspiring me to ponder into the realm of heatmap technology and all it has to offer. Thank you! You're a divine inspiration to the algorithmic trading community and forever shall be. Each of the algorithms use "volume" and "price" data in their calculations to provide a unique spectrogram for either algorithm chosen, hence the accumulation/distribution attributed to the title of this indicator. The MTF capabilities include seconds, minutes, and days. If the time frame settings are shorter in time than the current sampling interval, a warning will be appropriately displayed. Also, when volume data is not applicable to an asset, the indicator will become completely red. I included so many color scheming techniques I couldn't demonstrate all of them above. This indicator has what I would term as "predator" vision. For those of you who have seen these movies, you will understand what I have built. The use of this indicator is just like any of my other RasterCharts or heatmap indicators found on the internet, except it has much more versatility. This indicator has so many uses, I really haven't discovered all of it's characteristics yet. Anyhow, this is one of my most beautiful indicators I have created so far, but I feel there is still more room for enhancements with a possibility of more sibling algorithms to incorporate later. Lastly, I couldn't have done this without the computing power/wizardry provided by ALL Tradingview staff. They deserve a HUGE and proper, THANK YOU!!! Happy New Year 2020 everyone... Features List Includes: MTF controls for seconds, minutes, and days Multiple volume weighted algorithms to choose from Gain control for algorithm #1 Adjustable horizontal rule to differentiate between more reactive aspects of turning point fluctuations in the lower portion of the chart (visible above) Adjustable heatmap brightness control Visual color scheme techniques (a few of many are displayed above) Color inversion control "NO VOLUME" detection (indicator becomes red) This is not a freely available indicator, FYI. To witness my Pine poetry in action, properly negotiated requests for unlimited access, per indicator, may ONLY be obtained by direct contact with me using TV's "Private Chats" or by "Message" hidden in my member name above. The comments section below is solely just for commenting and other remarks, ideas, compliments, etc... regarding only this indicator, not others. When available time provides itself, I will consider your inquiries, thoughts, and concepts presented below in the comments section, should you have any questions or comments regarding this indicator. When my indicators achieve more prevalent use by TV members, I may implement more ideas when they present themselves as worthy additions. As always, "Like" it if you simply just like it with a proper thumbs up, and also return to my scripts list occasionally for additional postings. Have a profitable future everyone!
Indicatore Pine Script®
di ImmortalFreedom
2
Screener - Multi Timeframe [WYCKOFF ARSENAL]Screener - Multi Timeframe WYCKOFF ARSENAL The general idea of The Wyckoff Method is that the trader can see the market as well-structured periods of Accumulation , Markup , Distribution and Markdown . The price of an asset depends on its supply and demand . There is more than one stock available for trading, and there is more than just Bitcoin on the Cryptocurrency market. This means that one may choose to trade more than one asset and this perspective opens up a world of opportunities in which Supply and Demand are the masters. For example, you have invested some money in a cryptocurrency, and you wait for it to Markup already. But it is still in a long period of accumulation - it doesn't move much. You should leave it and find another crypto that is moving. To aid in the discovery of such opportunities, a Market Screener is available. Method used: The Wyckoff Method of course. The indicators used: • Optimism Pessimism • Force • Technometer • Momentum The Wyckoff Arsenal Indicators can be used individually, and they are very useful when trading a single pair. But the Market Screener can scan for opportunities in a wide range of pairs, or same asset but different trading platforms. The indicators are based on volume, so the symbols must have volume data for the Screener to work. Multiple indicator instances can be used to track a specific asset, like Bitcoin. This way, all Bitcoin data available on TradingView could be used instead of data coming from a single trading platform. Alerts: Overbought/Oversold conditions, Bollinger Bands crossings, Divergence detection.
Indicatore Pine Script®
di KryptoNight
6
Hashem Accumulation/Distribution (V2)Hashem Accumulation/Distribution. Accumulative Net Delta. Accumulation/Distribution Line with the Histogram of it. Basically shows the buyers and sellers on a move and trend. Can analyze it to verify if the volume in a trend is confirming it or not. Added markers when it cross the 0 Line in a Distribution. (after Accumulation) and Vice Versa. Can be used for the Histogram Divergences and the A/D Line Slope logic for identifying a trend that is supported by the Volume.
Indicatore Pine Script®
di rhawshemi
Volume Extension [DepthHouse]DepthHouse Volume Extension uses average calculations to determine the dynamic range which the volume travels through. Any spike above the line represents an over extension in average volume. The colored bars are then calculated in a similar way, which measures a combination of both price and volume action to determine bull & bear exhaustion levels, and possible entry/exit points for big players. This indicator is 100% free , so if you benefit from using it, please consider supporting me by checking out the several other indicators available on my page :)
Indicatore Pine Script®
di oh92
10
Volume CandlesHello traders! Well, I was trying to implement EquiVolume Charts that were developed by Richard W. Arms, but unfortunately I got a poor result. Instead, I used my groundwork on EquiVolumes to create Volume Candles indicator to help you make better, smarter trades. What are the cool features? Excellently filters the instrument's movements Gives a better view of the accumulation/distribution phases Completely removes price gaps Works on ANY instrument that has available volume data. Personally, I am a big fan of the volume-based indicators and to clarify my position I cite the following words of Buff Pelz Dormeier from his book "Investing with Volume Analysis: Identify, Follow, and Profit from Trends" : A trade produces only two pieces of information: the price and price's neglected sibling, volume. Perhaps the least appreciated piece of the puzzle, volume represents fertile ground for technical analysis. Proficiency in volume analysis is a rare skill. Properly understood, though, volume analysis can provide its practitioner with the power to peer deeply into market mechanics. Benjamin Graham, the father of value investing and a mentor of Warren Buffett, often called the market a 'voting machine'. If so, then volume is the ballot box. Volume is a literal illustration of the power behind the forces of supply and demand. Volume is understood as the validation of price, the source of liquidity, the substantiation of information, the fulfillment of convictions, the revelation of divergent opinions, the fuel of the market, the proponent of truth, and the energy behind the velocity of money. If you believe any of this information might be important in making an investment decision, volume analysis is important to you. I attached some screenshots to show you how it works with other instruments. How to get access Buy for only 129$ to get lifetime access to this indicator Like and follow for more cool indicators! Happy Trading!
Indicatore Pine Script®
di everget
22
Ultimate Money Flow (UMF), Stoch, Multi Time Frame (MTF) [cI8DH]This indicator adds stochastic, multi time frame, signal line, histogram, and bar coloring options to my previous indicators. It can also replicate standard Money Flow Index ( MFI ), Chaikin's Accumulation/Distribution Line ( ADL ), On Balance Volume ( OBV ) and Price-Volume Trend ( PVT ). This indicator can be used for analyzing momentum, buy/sell pressure, overbought/oversold conditions, and trendiness/choppiness, as well as identifying swings (stoch). Chart below shows example multi-TF setup with bar coloring. For analyzing price, I made a similar indicator based on Absolute and Relative Strength Indices, which you can find in the link below. Equation Here is part of the code used in the script: pastebin.com Standard MFI, OBV, ADL and PVT To validate the calculations, I stacked UMF on MFI, OBV, ADL, and PVT in the chart below (100% overlaps validate the calculations). It also shows how you can replicate these indicator if you'd like to use them, or if you want to make your own custom indicator by combining features from different indicators. I do not recommend MFI, ADL or OBV; read "why invent a new indicator" section below. (bear in mind that MFI scale is 0-100, while UMF scales is -100 to 100) Money Flow based on "Balance of Power" (this is the default mode) Balance of Power (BoP) equation is: (close - open) / (high - low) In my opinion, BoP is the most accurate equation to measure the amount of volume accumulated or distributed. I used BoP in my previous open source indicators ADV , ADL , ADP and ADMF . I applied the "True Range" fix to BoP equation similar to what Twiggs did on CMF . Aggregation Method By changing aggregation methods, you can replicate my previous indicators which are also linked at the bottom of this page. Please read more about their applications in their respective pages. aggregation method = Cumulative => ADL indicator: accumulation/distribution (price factoring should be turned off) aggregation method = MA => ADMF indicator: accurate buy/sell pressure, momentum and divergence aggregation method = MA Percent => ADP indicator: overbought/oversold conditions, buy/sell pressure, momentum and divergence, failure swings Smoothing, signal line and histogram to detect trend and choppiness You can apply additional smoothing to UMF. Also, you can add a signal line and histogram (histogram is the difference between main line and signal line). To do so, set the signal length to a number greater than one. Signal line can help you detect changes in trend similar to the signal line on MACD. If signal line criss-crosses UMF, it shows market is choppy. The worst case is when this criss-crossing coincides with UMF flattening near neutral line and histogram height is short; that means market is ded (until it is not; expansion following a contraction period is a common phenomena)! (Bear in mind that histogram will not show in stoch mode.) Stochastic To enable stoch, change the stoch length to a number greater than 1 (default stoch length for the built-in stoch RSI is 14). This length should be calibrated depending on TF and asset. If done correctly, it can be a powerful tool for identifying swings. Stoch can be combined with any aggregation method. I recommend using stoch with MA or cumulative aggregation methods. For conventional uses of stochastic, please read www.tradingview.com(STOCH) and www.tradingview.com(STOCH_RSI). Experimental Bar coloring Feature There is an option to color bars depending on UMF's position relative to the signal line. If both TFs are used in coloring and they are in disagreement, the TF with greater histogram height wins. There are two shades of green and red. The darker shade means both TFs agree. If you use the signal line, bar coloring can help with calibrating the indicator (play with parameters until you see a good looking chart i.e. a lot of green candles followed by a lot of red candles in a row). Please note that bar colors might change until candle(s) close(s). The bar coloring rules will most likely change in the future. Notes - Uncheck "Factor Price" for Bitmex or any other exchange that shows volume in terms of money. - UMF is a replacement to ADP , ADMF and ADL , so no more updates for the old indicators! - Smooth MA length N = EMA length 2*N-1 - Combined tickers, e.g. (COINBASE:BTCUSD+BITSTAMP:BTCUSD+KRAKEN:XBTUSD)/3, can mitigate inconsistency issues between different exchanges (I recommend not mixing USD and USDT pairs together) Why invent a new indicator I have spent a great deal of time to find the best equation that represents accumulation/distribution. Each of the well-known methods have a major flaw. - Winner-take-all problem MFI, OBV and to some extent Williams AD assign accumulation or distribution based on the direction of change in price. They don't account for the amount of change. That means the indicator does not differentiate between a full candle and a doji candle. - Extreme divergence problem Chaikin tried to avoid winner-take-all problem. However, he ended up with a solution that, in my opinion, is even worse. A big flaw of Chaikin's indicators is that they can diverge too much from price. Most responsive indicators in this class, require at least two candles to diverge from price, but CMF/ADL can diverge in a single candle. Chaikin used the same component ( aka Chaikin's money flow multiplier) in both CMF and ADL. CMF 's flaws may not be as visible because it is a normalized oscillator. However, this common flaw is more evident in accum/dist indicator which keeps all past information in its memory. As you can see in the chart below, accum/dist is constantly rising during an obviously distribution period. ADV (Volume) ADP ADMF ADL Please give a like, and share the interesting configurations you find in the comments.
Indicatore Pine Script®
di cI8DH
23