OPEN-SOURCE SCRIPT

Overnight inventory

已更新
The indicator is dedicated for market / volume profile traders. It presents overnight inventory as a yellow number next to the indicator name on your charts. It does not plot anything.
If the number is positive then the inventory is net long and vice versa.
It is calibrated for US indicies, so it makes sense to use it only on US futures.
版本注释
Update:
- added an option to switch between:
1) just "ON inventory net long / short"; AND
2) "ON inventory long" (as a positive green color label) + "On inventory short" (as a negative red color label)
- improved how close is calculated
版本注释
just code cleaning
版本注释
  • changed how data are presented - it is table now instead of just numbers next to indicator name.
  • added information about overnight range in a relation to previous period. It is 20 days by default. You can increase it, but watch out as Tradingview might not load the needed data if you go too far in the past and you end up with incorrect results. The lower the TF, the less in the past you can go. Anyway, the number presents standard devations (sigma) from the mode.
版本注释
I decided to change how overnight inventory is calculated. Instead on calculating a range above & below a previous close, now the script calculates volume traded above & below a close.
版本注释
  • some bug fixing
  • added information about contracts traded during overnight session - expressed as absolute value and as a standard deviation from a mean
版本注释
Small refinements
Volume Profile

开源脚本

本着真正的TradingView精神,此脚本的作者已将其开源,以便交易者可以理解和验证它。向作者致敬!您可以免费使用它,但在出版物中重复使用此代码受网站规则约束。 您可以收藏它以在图表上使用。

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