BEST VOLUME

SetBarsRequired(sbrAll,sbrAll);

// BUYING VOLUME AND SELLING VOLUME //

BV = IIf( (H==L), 0, V*(C-L)/(H-L) );

SV = IIf( (H==L), 0, V*(H-C)/(H-L) );

PlotOHLC(SV,SV,0,0,"SellVolume",colorRed,styleCandle|styleNoTitle|styleNoLabel );

PlotOHLC(SV,BV+SV,SV,BV+SV,"BuyVolume",colorbrightgreen ,styleCandle|styleNoTitle|
styleNoLabel );

Va = MA(V,20);

PlotOHLC( Va, Va, 0, 0, "", ColorBlend( colorWhite , GetChartBkColor(), 0.4 ), styleNoLabel |

styleCloud | styleNoRescale, Null, Null, Null, -1 );

Plot(Va,"Average Volume",colorRose,styleNoLine|styleNoLabel );

VI = V/Va;

Title = "SellVolume:"+WriteVal(SV,5.0)+" "+"BuyVolume:"+WriteVal(BV,5.0)+"

"+"VolumeIndex:"+WriteVal(VI,1.2)+" "+

"BuyVolume:"+WriteVal(100*BV/(BV+SV),2.0)+"%"+"
"+"SellVolume:"+WriteVal(100*SV/(BV+SV),2.0)+"%";
VWAP BANDS

// TerryH - afl@rivelle.com 3/9/2012

// Move AvgPrice computation before the loop so it's only done ONCE in an
array.
// Replace SetBarsRequired with only computing visible bars...back to the
start of the oldest time period even if it's "off screen".
// These 2 changes make it run in 1/12th the time. No doubt database
dependent on how much time is saved.// VWAP code that also plots 3 standard
deviations.
// I think more savings is possible, but will take a harder look to find.
 
// NOTE: the code is SLOOOOWWWW...can someone help speed it up?
// I tried my best, but can't really do much with the two for-loops...
//
// LarryJR - ljr500@hotmail.com
 
SetBarsRequired(-2,-2);
_TRACE( "!CLEAR!" );        //For trouble-shooting
 
//PlotOHLC( O, H, L, C, "Price", colorDefault, styleCandle );
_SECTION_BEGIN("Price");
    SetChartOptions(0,chartShowArrows|chartShowDates);
    _N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g,
Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C,
1 ) ) ));
    Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle |
ParamStyle("Style") | GetPriceStyle() );
_SECTION_END();
 
//Just do this once as an array. Saves 40% the compute time from ~ 1 second
to ~ .6 seconds
AvgPrice = ( O + H + L + C ) / 4;  
 
// Store true/false based on a new calendar day...
// Added Weekly, Monthly breaks.
// Also for futures, need to add break at new trading Day, which is NOT
midnight.
 
period = ParamList( "What period?", "Daily|Weekly|Monthly", 0 );
 
switch ( period )
{
 
case "Daily":
    newPeriod = Day() != Ref( Day(), -1 );
    break;
 
case "Weekly":
    newPeriod = DayOfWeek() == 0 AND Ref( DayOfWeek(), -1 ) != 0;
    break;
 
case "Monthly":
    newPeriod = Month() != Ref( Month(), -1 );
    break;
}
 
//--Setup-----------
 
bi = BarIndex();        // Just shorthand
StartBar = StrToNum("2");   //1st bar == 0. Set to 1 so Ref(xxx, -1)
doesn't give an error
EndBar = BarCount -1;
ExtraBarsRequired = 0;
 
//CalcRangeAll = ParamToggle( "Calc ALL or VISIBLE?", "VISIBLE|ALL",
0 );       //Option to compute all bars in case of Backtesting or Explore
if you add this kind of code.
 
if ( Status( "action" ) < 3 )        // Limit to visible range unless we're
doing Backtest, Explore, Scan, Optimize.
    // In other words, for viewing/commentary we only compute what we can
see.
    // Saves add'l 85% the compute time from ~ .6 second to ~ .09 seconds.
{
    //This code finds only the VISIBLE chart area, which may or may not be
the most recent day. This let's me look at any day for evaulation purposes.
    FirstVisibleBar = FirstVisibleValue( bi );
    _TRACE( "1st Visible: " + FirstVisibleBar );
    LastVisibleBar = LastVisibleValue( bi );                       
//Testing shows this returns BarIndex (0 based) values. So, if you want to
use in a loop the last value IS the last bar.
    VisibleBars = LastVisibleBar - FirstVisibleBar;         //Used in
trouble-shooting.
    _TRACE( "1st Visible: " + FirstVisibleBar + "    Last Visible: " +
LastVisibleBar + "    #bars: " + VisibleBars );
 
    StartBar = FirstVisibleBar;     //We get variable results when there
are not 2 periods of data available so we won't show them at all.
    EndBar = LastVisibleBar;
    flag = StrToNum( "0" );             //Force a numeric value
 
    for ( k = FirstVisibleBar; k > 0; k-- )
    {
        if ( newPeriod[k] )
        {
            flag++;
 
            if ( flag == 2 )                            //Need to lookback
2 periods if possible
            {
                StartBar = k;                           //Set starting
location
                k = 0;                                      //End the loop
            }
        }
    }
 
    if ( flag < 2 )                                              //We have
less than 2 periods of history to the left, so we must start displaying no
sooner than the 1st newPeriod that is on-screen
    {
        for ( k = 1; k < EndBar; k++ )
        {
            if ( newPeriod[k] )
            {
                StartBar = k;
                k = EndBar;
            }
        }
    }
}
 
_TRACE("1st Required: " + StartBar + "    Last Required: " + EndBar + "   
Extra Bars: " + ExtraBarsRequired + "    Bar in Database: " + BarCount );
 
// Initialize loop variables
SumPriceVolume = 0;
totVolume = 0;
VWAP = 0;
stddev = 0;
newPeriodindex = EndBar;        //Move way out until we find a "real one"
Variance = 0;
//Initialize the plotted variables for early data we cannot compute without
getting variable results.
VWAP = C[1];
stddev_1_pos = stddev_1_neg = stddev_2_pos = stddev_2_neg = stddev_3_pos =
stddev_3_neg = C[1];
 
// we must use a loop here because we need to save the vwap for each bar to
calc the variance later
 
for ( i = startBar; i <= EndBar; i++ )
{
    // only want to reset our values at the start of a new period
    if ( newPeriod[i] )
    {
        SumPriceVolume = 0;
        totVolume = 0;
        newPeriodindex = i;  // this is the index at the start of a new
period
        Variance = 0;
    }
 
    // Sum of Volume*price for each bar
    sumPriceVolume += AvgPrice[i] * ( Volume[i] );
 
    // running total of volume each bar
    totVolume += ( Volume[i] );
 
    if ( totVolume[i] > 0 )
    {
        VWAP[i] = Sumpricevolume / totVolume ;
        VWAPtemp = VWAP[i];
    }
 
    // now the hard part...calculate the variance...
    // a separate calc from the start of each day - note it requires the
vwap from above
    // also note, we calculate starting at the first bar in the new day to
today to the curent bar
    Variance = 0;
 
    for ( j = newPeriodindex; j < i; j++ )
    {
        Variance += ( Volume[j] / totVolume ) * ( Avgprice[j] - VWAPtemp )
* ( Avgprice[j] - VWAPtemp );
    }
 
    sqrtVariance = sqrt( Variance );
 
    stddev_1_pos[i] = VWAPtemp + sqrtVariance;
    stddev_1_neg[i] = VWAPtemp - sqrtVariance;
 
    stddev_2_pos[i] = VWAPtemp + sqrtVariance * 2;
    stddev_2_neg[i] = VWAPtemp - sqrtVariance * 2;
 
    stddev_3_pos[i] = VWAPtemp + sqrtVariance * 3;
    stddev_3_neg[i] = VWAPtemp - sqrtVariance * 3;
}
 
//Prior period VWAP centerline
PPC = ValueWhen( newPeriod == True, Ref(VWAP, -1), 1);
Plot ( PPC, "PPC", colorBlue, styleDots|styleNoLine|styleNoRescale );
Plot ( VWAP, "VWAP", colorBlue, styleLine );
Plot ( stddev_1_pos, "VWAP_std+1", ColorRGB( 128, 0, 0 ), styleDashed );
Plot ( stddev_1_neg, "VWAP_std-1", ColorRGB( 0, 128, 0 ), styleDashed );
Plot ( stddev_2_pos, "VWAP_std+2", colorRed, styleDashed | styleThick );
Plot ( stddev_2_neg, "VWAP_std-2", colorGreen, styleDashed | styleThick );
Plot ( stddev_3_pos, "VWAP_std+3", colorDarkRed, styleDots | styleThick );
Plot ( stddev_3_neg, "VWAP_std-3", colorDarkGreen, styleDots | styleThick
);
 
_SECTION_BEGIN("VAP");
segments = IIf( Interval() < inDaily, Day(), Month() );
segments = segments != Ref( segments , -1 );
 
PlotVAPOverlayA( segments , Param("Lines", 300, 100, 1000, 1 ),
Param("Width", 80, 1, 100, 1 ), ParamColor("Color",
ColorRGB(255,245,200) ), ParamToggle("Side", "Left|Right" ) | 2 *
ParamToggle("Style", "Fill|Lines", 0) | 4*ParamToggle("Z-order", "On top|
Behind", 1 ) );
Plot(segments, "", colorLightGrey, styleHistogram | styleOwnScale );
_SECTION_END();
ULTIMATE DIVERGENCE DETECTOR ( RSI )
// ********************************************
// INDICATOR    : Ultimate Divergence Detector
// DATE         : 07-04-2014
// PROGRAMMER   : Brad Konia
// COPYRIGHTS   : Public Domain
// ********************************************
 
indName = "RSI"; // Specify the name of the indicator. This is cosmetic
only.
length = Param(indName + " Length", 14, 8, 100, 1); // Indicator length
threshold = Param("Zig/Zag Threshold %", 10, 1, 50, 1); // Minimum % change
in indicator value to be considered a zig/zag
indVal = RSI(length); // Load the indVal array with the values from the
indicator of your choice
indZig = Zig(indVal, threshold); // Set the zig/zag values for the
indicator
indPeakVal1 = Peak(indVal, threshold, 1); // Most recent peak value
indPeakBars1 = PeakBars(indVal, threshold, 1); // Bars since most recent
peak
indPeakVal2 = Peak(indVal, threshold, 2); // Second most recent peak value
indPeakBars2 = PeakBars(indVal, threshold, 2); // Bars since second most
recent peak
indTroughVal1 = Trough(indVal, threshold, 1); // Most recent trough value
indTroughBars1 = TroughBars(indVal, threshold, 1); // Bars since most
recent trough
indTroughVal2 = Trough(indVal, threshold, 2); // Second most recent trough
value
indTroughBars2 = TroughBars(indVal, threshold, 2); // Bars since second
most recent trough
 
// Determine if current bar is a peak or trough
peakBar = indPeakBars1 == 0;
troughBar = indTroughBars1 == 0;
 
// Bearish divergence
divergeBear = IIf(peakBar AND (indPeakVal1 < indPeakVal2) AND  High >
Ref(High, -indPeakBars2), True, False);
Short = Ref(divergeBear, -1); // Enter short if the previous bar was a
bearish divergence
Cover = Ref(troughBar, -1); // Cover short if the previous bar was a trough
 
// Bullish divergence
divergeBull = IIf((indTroughBars1 == 0) AND (indTroughVal1 > indTroughVal2)
AND Low < Ref(Low, -indTroughBars2), True, False);
Buy = Ref(divergeBull, -1); // Enter long if the previous bar was a bullish
divergence
Sell = Ref(peakBar, -1); // Close long if the previous bar was a peak
 
Plot(indVal, indName, colorGrey40);
Plot(indZig, "", colorWhite);
PlotShapes(IIf(peakBar OR troughBar, shapeCircle, shapeNone), colorGrey40,
0, indVal, 0);
PlotShapes(IIf(divergeBear, shapeCircle, shapeNone), colorRed, 0, indVal,
0);
PlotShapes(IIf(divergeBull, shapeCircle, shapeNone),  colorBrightGreen, 0,
indVal, 0);