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Volume by Session

已更新
This indicator shows volume separated by session. The aim is clarify which session a volume bar occurred in and how it compares to the average of that session - NOT ALL SESSIONS.

The logic is that there is little value comparing for example the volume of the London session against volume of the London-NY session - the London-NY will always have higher volume. But how does today's london compare to yesterdays london or the london average.

The indicator has moving averages that only consider the average of previous episodes of the same session - so the average on the london session is the average of the past 5 london sessions (NY and asia and London-NY are not included in the calculation of the MA).

The indicator goes as high as 1H timeframe and the average line does not function below 5 mins - thats a limitation on available data to calculate it.

There's also a 'dark screen' function. Thats because I like a black background so the colours need to be inverted.

Hope its useful. Good luck.

John

快照
版本注释
I had to reduce the look back period by 50 bars because the script just stopped running
版本注释
- added the option to not show price higher/lower candle closes.
- added the option to show a simple moving average for all bars
- added the option to show/hide the session average or simple average

快照
Volume

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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