OPEN-SOURCE SCRIPT
已更新 Relative Price Position Flow (RPPF)
Market work by short and long players positions. By commodities, players buy or sell positions based in market expectations. The volume of negotiations defines the optimum point to buy or sell. It means how much more volume in a price line, much of the players thinking this is the real value. So, in this indicator I calculate the volume of trades for some price line. And divide it to the total volume, to define whats the historical price line optimum. The diference between the actual price to the historical optimum trade, define some directions of the market. Some times the price is bigger, and sometimes it is smaller.
By experience, after some times the price is deviated to the flow price, it will search a compensation, starting a reversion movement.
By experience, after some times the price is deviated to the flow price, it will search a compensation, starting a reversion movement.
版本注释
Update Chart版本注释
Suavization by cumulating sum desviation版本注释
Now the script considers the tan() of the movement. So, the flow change direction, it's better to see. 版本注释
Update. Now the tan value is cumulative. To see linear max amplitude. 版本注释
Update. Ponderation by the real dimension. 版本注释
Update Chart版本注释
Fix calculus版本注释
return to tan visualization版本注释
return to cumulated tan版本注释
This script make you show the moment of the cicle of up or down to the market. Combine 2 situations. The f'(x) of the ponderation price, and the actual situation vs the 10 candles mean. It generates an indicator that can show the actual cicle of the movement. Actually, it multiplies to the change price. could inform if the prices are in new base line or its an especulative status. Big areas, mean the prices are found consolidate.
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免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。