Describing how much bitcoin price moves due to active buy/sell orders, using price data from BINANCE:BTCUSDT but summing up the volume data from BINANCE:BTCUSDT, COINBASE:BTCUSD, BITHUMB:BTCKRW, BITFLYER:BTCJPY, KRAKEN:BTCEUR, FTX:BTCUSD, BITSTAMP:BTCUSD, BITFINEX:BTCUSD. The script is based on another script in the following
The recommended setting is 1m resolution with 1H time frame, EMA lengths 12 and 18. The upper and lower dashed lines show regions of high and low volatility of price.
版本注释
fixed bugs
版本注释
fixed bugs
版本注释
changed the high/low levels of volume-based volatility
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changed the source of price data to "INDEX:BTCUSD"
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changed the source of price data back to BINANCE:BTCUSDT
版本注释
revised the algorithm based on "active buy/sell effectiveness"