Aggregated Volume Profile Spot & Futures

2023年1月11日

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Aggregate Volume Profile - Shows the Volume Profile from 9 exchanges. Works on almost all CRYPTO Tickers!
You can enter your own desired exchanges, on/off any others, as well as select the sources of SPOT, FUTURES and others.
The script also includes several input parameters that allow the user to control which exchanges and currencies are included in the aggregated data.
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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• [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.
  
  •  Delta Type — Select the Volume Profile type.
      • Bullish — Shows the volume of buyers.
      • Bearish — Shows the volume of sellers.
      • Both — Shows the total volume of buyers and sellers.
  
  Additional features
  The remaining functions are responsible for the visual part of the Volume Profile and are intuitive and I recommend that you familiarize yourself with them simply by using them.
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  If you have any ideas what to add to my work to add more sources or make calculations cooler, suggest in DM .
  Also I recommend exploring and trying out my similar work.
  
  

2023年4月12日

版本注释

Global Update is Made:

• 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 :)
  
• 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!

前天

版本注释

Global project update.

• Updated to Pine Script v6.
  
• Fixed volume errors that occurred after updating the built-in volumetype function.
  
• The method of building the Volume Profile has been completely reworked.
  
• Now Fixed Range method is used as in the built-in tool.
  
• Boundaries of the range are defined when opening a project and can be easily edited by dragging and dropping the mouse.
  
• Added 20 built-in exchanges for quick change.
  
• Added new pairs with the ability to call custom ones.
  
• Added VAH & VAL values.
  
• Added new visualization settings.
  
• Also updated my related volume project.