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HALDRO
٢٧ كانون الأول ديسمبر ٢٠٢٢ ١١:٠٦

Aggregated Volume Spot & Futures 

Bitcoin/TetherOKX

الوصف

 ⚉ OVERVIEW ⚉
The indicator presents a comprehensive approach to Aggregated Volume Data . Works on almost all CRYPTO Tickers!
The script also includes several input parameters that allow the user to control which exchanges and currencies are included in the aggregated data.
This script allows the user to choose from several data display modes, including volume, spot & perp, delta, cumulative delta, and others.
The user can also choose how volume is displayed (in assets, U.S. dollars or euros) and how it is calculated (sum, average, median, or dispersion).
WARNING Indicator is for CRYPTO ONLY.
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 ⚉ SETTINGS ⚉
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[B]
  • Mode[/B] — Choose Mode.
        • [B]Volume —[/B] This displays the Volume
        • [B]Volume (Colored) —[/B] Shows aggregated volume but applying different volume colors for different exchanges.
        • [B]Delta —[/B] This displays the difference between the number of sellers and buyers.
        • [B]Cumulative Delta —[/B] This displays the cumulative delta between sellers and buyers.
        • [B]Spot & Perp —[/B] Shows Spot and Futures volume at the same time.
        • [B]Delta (Spot - Perp) —[/B] Shows the difference between Spot and Futures Volume.
        • [B]Liquidations —[/B] Displays Potential Liquidations. (Calculated between the difference in volume between Futures and Spots)
        • [B]OBV —[/B] On Balance Volume.
        • [B]MFI —[/B] Money Flow Indicator.

  • •  [B]Data Type —[/B] Choose Single or Aggregated data.
        • [B]Single —[/B] Show only current Volume.
        • [B]Aggregated —[/B] Show Aggregated Volume.

  • [B]Volume By —[/B] You can also select how the volume is displayed.
        • [B]COIN —[/B] Volume in Actives.
        • [B]USD —[/B] Volume in United Stated Dollar.
        • [B]EUR —[/B] Volume in European Union.
        • [B]RUB —[/B] Volume in Russian Ruble.

  • [B]Calculate By —[/B] Choose how Aggregated Volume it is calculated.
        • [B]SUM —[/B] This displays the total volume from all sources.
        • [B]AVG —[/B] This displays the average price of the volume from all sources.
        • [B]MEDIAN —[/B] This displays the median volume from all sources.
        • [B]VARIANCE —[/B] This displays the variance of the volume from all sources.
           [B]* 🡅 [/B]Be Careful, Reacts to Every Mode.

  • Additional features
        • [B]Show MA —[/B] Show Movieng Average of Volume.
             • [B]MA Period —[/B] Period of MA.
        • [B]Lookback —[/B] Lookback period for 'Cumulative Delta' and for 'MFI'.
        • [B]Liquidation Filter —[/B] Filters out small or negative difference values.
        • [B]Show Table — Table shows the current volume of the last candle. Also in the Mode "Colored" shows the color of exchanges if they have volume. [/B]
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     ⚉ NOTES ⚉
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    I don't pretend to be the best choice for calculating CVD , Delta and Liquidations, the calculations are chosen to be optimal from what I have seen and know.
    If you have any ideas what to add to my work to add more sources or make calculations cooler, suggest in DM .

ملاحظات الأخبار

  • The description and name of the indicator was changed to a more correct one.
  • Completely changed the methods of extraction and processing of volumes for more accurate correctness.
  • The accuracy of volume extraction has increased significantly and works like clockwork :)
  • Added Volume (Colored) option in Mode - allows you to see the volumes of selected exchanges more clearly.
  • Tips for some functions have been added, as well as a slightly modified settings interface for more convenient operation.
  • By default, the indicator shows volumes in USD, but you can still manage it.
  • Due to the update of tickers on TV, changes have been made to get more aggregated volumes and they are easier to manage.

Enjoy your use!
التعليقات
JayM0ap
Since this update the spot vs perps data doesn't work only one not both
HALDRO
@JayM0ap, Everything works... It's worth realizing that the volume on futures is often greater than the volume on the spot. Sometimes spot volume is too small compared to futures to notice.
x0928246688
Thanks Bro It's very helpful
HALDRO
@x0928246688, thanks
HALDRO
:)
MisanthropicCinNC
@HALDRO is there anyway you can have this script be a volume profile with a fixed selectable range? this indicator is immensely useful in crypto.
mrfaritas
I'll say his loud and clear, this is he cleanest, most complete indicator i've ever seen. Everything is organised, optimised and customisable I'm amazed.
HALDRO
@mrfaritas, you are welcome :)
moebius1977
So elegant! I love your style. Just finished a similar indicator for myself, up to 20 exchanges, structured code, works fine but twice as long and does less. Will adopt some of your style. Thank you!
HALDRO
@moebius1977, Thank you. I'd love to see if you can make more exchanges. Due to restrictions, I was only able to convert the most liquid exchanges. if the remaining less liquid part is important to you, you can reduce the number of pairs processed, thereby increasing the number of exchanges by 2 times. but it’s not a fact that there will be more volumes :)
المزيد