Aggregated Delta (Buy/Sell) Volume - InFinito

12 thg 8, 2022

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Modified & Updated script from MARKET VOLUME by Ricardo M Arjona xel_arjona that Includes Aggregated Volume , Delta Volume , Volume by Side

Aggregation code originally from Crypt0rus

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- Calculated based on Aggregated Volume instead of by symbol volume . Using aggregated data makes it more accurate and allows to compare volume flow between different kinds of markets (Spot, Futures , Perpetuals, Futures+Perpetuals and All Volume ).

- As well, in order to make the data as accurate as possible, the data from each exchange aggregated is normalized to report always in terms of 1 BTC . In case this indicator is used for another symbol, the calculations can be adjusted manually to make it always report data in terms of 1 contract/coin.

- The indicator can be used for any coin/symbol to aggregate volume , but it has to be set up manually

- The indicator can be used with specific symbol data only by disabling the aggregation option, which allows for it to be used on any symbol

- Previously Included with "Aggr. CDV / Delta Volume" this functionality has been removed from the latter indicator for functionality and simplicity purposes.

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Aggregated Delta Volume: Based off Xel_Arjona's calculation, buy and sell volume is estimated each period. This indicators can display both Buy Volume and Sell Volume for each period.

By Default, this indicator displays Delta Volume by side, which is the difference between the estimated buy and sell volume.

By checking the Option "Show all volume by side", instead of the Delta volume, all Buy and Sell Volume will be displayed by side

26 thg 10, 2022

Phát hành các Ghi chú

FIXED AGGREGATION ERROR

5 thg 3, 2023

Phát hành các Ghi chú

• Switched FTX pairs default settings to OFF to increase accuracy
  

16 thg 4, 2023

Phát hành các Ghi chú

Fixed Invalid Symbol Issue

30 thg 4, 2023

Phát hành các Ghi chú

- Fixed Invalid Symbol Error