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VolumeDelta

This indicator provides tick volume delta analysis. It calculates tick volumes for buys and sells separately, and their delta on every bar, and displays volumes by price clusters (cells) within a specified bar (usually the latest one).

This is a limited substitution of market delta analysis based on real volumes, which are not available on Forex.

The indicator displays the following data in its sub-window:

  • light-blue histogram - buy (long) volumes;
  • orange histogram - sell (short) volumes;
  • light green histogram - delta between buys and sells;
  • green line - cumulative delta, EMA of delta; its values are multiplied by CumulativePeriod for scale adjustment - this makes it approximately the same size as the histograms;
  • blue and red arrows - mark those bars where volume direction contradicts price direction, that may be considered as a signal;

Also, the indicator displays a table of split volumes for the current bar in the main window. The current bar is selected by means of yellow dotted vertical line (drag it to the required position). The table rows correspond with price clusters. The table contains the following columns:

  • price (a range of prices from specified value up to the next range);
  • sell volume;
  • delta of buy and sell volumes (positives are blue, negatives are red);
  • buy volume;
  • total volume (cells with values near the maximum one are highlighted in green).


Parameters

  • PointsPerCell - number of points forming a single price cluster; every cluster is shown as a row in a table with splitted volumes of current bar (this is a kind of "Time and Sales" tape); default value - 10;
  • LastBars - number of bars to process; default - 1 000; 0 means all bars;
  • CumulativePeriod - period for calculation of cumulative delta by EMA; default - 12;
  • StickToBar0 - enable/disable special mode, when selected bar is always stuck to the latest bar; default - false; if StickToBar0 is true, the dotted vertical line is hidden, because automatic tracking of 0-th bar does not require the line;
  • Corner - corner of the main window, where to display the table; default value - 1 - upper right corner; other possible values: 0 - upper left corner; 2 - bottom left corner; 3 - bottom right corner;
  • CellWidth - width of the table cells; default - 40;
  • CellHeight - height of the table cells; default - 15;
  • ColorBG - the table background; default - black;
  • FontSize - the font size in the table; default - 7;
  • HideTable - if true, the table with splitted volumes is not shown; by default - false;
  • HideMark - if true, the price mark on a level with volume maximum is not shown; by default - false; when both HideTable and HideMark are true, the vertical line for selection of a bar under investigation is not shown as well;
  • HideBuySell - an option to hide columns for Buy and Sell volumes in the table, as well as corresponding histograms (false by default);
  • ColorDefault, ColorPositive, ColorNegative, ColorMaximum - colors of the table cells;
  • ColorObjects - color of objects on the chart: the vertical line for selected bar and the price mark at maximal volumes.

Supported timeframes: M5 and higher.

Xeniolla
23
2017.01.26 21:32 
 

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版本 1.6 - 2016.04.21
- Added new option HideBuySell (false by default) to hide columns for Buy and Sell volumes in the table, as well as corresponding histograms.
- Improved columns alignment in tables when located in the left-side corners.
版本 1.5 - 2015.09.07
A new parameter is added for customization of the color of the vertical line and the price mark at maximal volumes. The graph is now automatically refreshes up to specified number of bars if previously missing M1 data is downloaded.
版本 1.4 - 2015.08.11
Added parameters to customize text colors in the table.
版本 1.3 - 2015.06.03
Minor bugs are fixed.
版本 1.2 - 2014.08.22
New parameters added:

- HideTable - if true, the table with splitted volumes is not shown; by default - false;
- HideMark - if true, the price mark on a level with volume maximum is not shown; by default - false;

When both HideTable and HideMark are true, the vertical line for selection of a bar under investigation is not shown as well. Also this line is now hidden if StickToBar0 is true, because automatic tracking of 0-th bar does not require the line.