VFAP Bands: Volume Flow Aggregate Price [NeoButane]What VFAP accomplishes is finishing what VWAP started, which is to find the best liquidity for market makers to profit off the bid/ask spread. What price is the best? Of course, nobody would tell you this. Otherwise it would be easy for bigger market participants to hunt or prevent being hunted.
This is where VFAP comes in: by being able to visualize optimal liquidity zones, you will be able to enter/exit positions at the safest entries, front run the market makers, and get stopped out at the coolest prices.
The bands are consistently wicked into and provide insight to minute timeframe movements. The levels are areas of high volume where traders may be trapped or defending their position.
See here for pricing and more information: medium.com
Pictured below are the true basis bands. In a tightening/nonvolatile range, They are able to pre-define the range by having a modified formula and being sooner to update than the traditional VFAP bands.
Trial version here:
成交量分布图
MVWAP Scalper Prototype [NeoButane]This is a tool that is best utilized on timeframes under 30 minutes.
Besides the MVWAP, the horizontal levels provide support/resistance and shows a 'magnet' to where price might go again.
FIG - Volume Spread analysis Volume spread analysis is a very powerful tool developed by Tom Williams. Probably considered as the father of Volume spread analysis. He is a Syndicate trader who knows well about how smart moneys are playing their role.
I have developed an Indicator with Trading View called Volume spread analysis. We in FIG strongly believe that, we cannot beat or out perform institutional traders, instead we have to travel along with them . With that in mind we follow the footprints of Smart players who leave behind trails. People who are wise enough pick the trails along with us and earn descent amount of profit.
I have designed this indicator, so that it is capable of giving signals for all the phenomenon explained in the Tom Williams book.
Note The calculation of spread and volume are based on my research and analysis. To know more about me and my trading skills just follow me in trading view.
This Indicator is successful for the following phenomenon presently.
Trapped Buyers
Trapped Sellers
Stopping Volume (long)
Buying Climax
Selling Climax
I will be giving constant updates to indicator whenever a signal becomes successful. Other indicators are under test. so kindly disable those indicators in the settings window,. after an update you can start using other phenomenons.
Stay tuned. Follow us in ( FIG )
Volume spread for VSAThis indicator tells us whether the volume is ultrahigh volume,high volume, low volume or average volume. These volume has to be used along with price spread.
Wait for the VSA indicator it will be released in one month.
--SPYDERCRUSHER-- DollarFlow™SPYDERCRUSHER MARKET RESEARCH
There are many markets, strategies, and investment timeframes, but one thing never changes – accurate, timely information makes a huge difference to your bottom line results.
The SPYderCrusher Market Research Analysis Suite takes the guesswork out of price changes with clear, actionable data, supported by extensive quantitative testing. We help make your work easier, your results better, and your insight more precise.
The Analysis Suite was formerly a paid add-on package in direct partnership with TradingView. It was the highest-selling software on the platform for good reason – it’s effective. To expand our data, features, and user-experience, we made the move to host client resources on our own. Becoming a client is easy – just a few clicks at www.scmrtrends.com and you’re activated!
Aside from software access, membership includes:
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- Quantitative modeling & resources
All designed specifically to improve your market timing and expertise. Our value proposition clear: the SPYderCrusher Analysis Suite finds attractive opportunities faster and more accurately than competitors. Clear understanding of price changes increases your confidence, saves you time, and lowers your costs.
About SPYderCrusher DollarFlow™
Uses: SPYderCrusher DollarFlow™ normalizes volume into dollars – the benefit is you can see the exact amount of money flowing through a security on any timeframe. Compare different markets with built-in features to measure statistically significant dollar flows in multiple timeframes.
- Easily find breakouts / breakdowns with the highest (or lowest) money flows
- Measure & compare different markets / securities on the same chart
- Create custom time periods
Example Chart Above: The sample chart above shows the SPYderCrusher DollarFlow™ three different ways on NASDAQ:NFLX .
- In pane #1, is the standard DollarFlow™. Brighter colors indicate statistically significant readings – this is the normal setting
- One click changes DollarFlow™ to cumulative total for the week (pane #2)
- Another option is to overlay on the main chart, with just the High / Low flags, and custom measurement period to “this week, over the last quarter”
Notice that High “H” flags tend to suggest exhaustion, and short-term mean-reversion, while Low “L” flags suggest continuation of a predominant trend.
Supercharge your volume analysis with SPYderCrusher DollarFlow™. PURCHASE HERE .
_________
Thank you for your interest and your support - it's incredibly appreciated
- Daniel Jassy, CFA
Founder of SPYderCrusher Market Research
About - learn about our background and our expertise in quantitative finance
Email: support scmrtrends com
Quick Disclosure: Nothing in this writeup / demonstration should ever be considered as advice or an invitation to buy or sell any securities. Please see the Terms of Use / Privacy Policy for a full disclaimer.
The CFA Institute does not endorse, promote, or warrant the accuracy or quality of SPYderCrusher Market Research. CFA® and Chartered Financial Analyst® designations are registered trademarks owned by the CFA Institute.
© 2018 — SPYderCrusher Market Research™. All Rights Reserved.
Dynamic Volume ProfileThe result of standard volume profile is fix for a specified period of time. However, in this script the result is dynamic, because its calculated for every bar. In this script you can see the change of Point of Control , Value Area High and Value Area Low in real time.
Point of Control is the price level for the time period with the highest traded volume.
The area between value area low and value area high (green background) is the area where 70% of traded volume happen. You can customize this percentage value in input section.
Trader can customize input:
Period length
Number of rows
Percentage of value area
Reference:
www.tradingview.com
Smart VolumeOut of beta!
This script distinguishes up/down volume based on lower resolution.
It's important to set correct input "Detailed Resolution" — it affects detalization/loading speed. If equal to chart resolution, should match builtin "volume". The lower it is, the more detalized up/down border.
Finn's MACD/RSI Settings VisualizerMade a script that is supposed to emulate the settings of my other script.
TV_PYRAMID is automatically used in this because it is a key part of my strategy.
You can input TV_GAIN, when it is supposed to start and what you set your TV_TRADING_LIMIT_SELL in relativity to your TV_TRADING_LIMIT_BUY to.
The bigger the red and green block are the more balance you have of that altcoin.
The line that the balance is attached to shows the average bought price.
Smart Volume (beta)This script distinguishes up/down volume based on lower resolution.
It's important to set correct inputs. Second - affects detalisation/loading speed. Third one needs to be set according to your chart resolution. 1440 for 'D', 30 for '30'.
FHX Bands (VWMA BB)This study is an optimized version of Bollinger Bands based on volume weighted data points: more volume on a bar gives those prices a higher impact. FHX bands base on the assumptions of auction market theory (e.g., as does volume profiling). Bollinger Bands implicitly assume a uniform probability mass function for data points and consider only the - somewhat arbitrary - close price. In contrast to this, FHX bands take all four available data points into account (OHLC) and use the volume at each candle* to define a probability mass function in order to compute mean and standard deviation.
As an indicator, FHX bands could be used in the same way as BB to facilitate or confirm Break-Out trades and identify strong momentum moves. Settings for the standard deviation multiplier should be interpreted as follows (following the 68–95–99.7 rule):
x standard deviation set to 1: ~32% chance that a move outside the bands is by chance
x standard deviation set to 2: ~5% chance that a move outside the bands is by chance
x standard deviation set to 3: ~0.3% chance that a move outside the bands is by chance
This however assumes a fairly solid period of consolidation beforehand (visible through notable contraction of the bands) and a normal distribution of values within that consolidation period. Therefore users need to experiment within their time frame in order to identify a Length setting that suits their needs. Personally, I set Length to 21 or lower, depending on my targeted time frame. Note that the indicator does not test for normality in any way; you can, however, use a quick visual test using the fixed range volume profile indicator to increase its reliability.
Good luck and mind your risk
-fhx
* of course tick data would be the real deal, but we work with what we have
