All Buy / Sell Volume Pressure Indicators & Labels For ThinkOrSwim

[MerryDay]

Oh that is very nice, @MerryDay. Thank you for sharing. I will look at this. I'm always interested in volume.

If anyone else stumbles upon this thread and wants to know more about volume and price action, a great book is A Complete Guide to Volume Price Analysis by---> Anna Coulling

Yes, we have
the Anna Coulling VPA https://usethinkscript.com/threads/anna-coulling-volume-price-analysis-for-thinkorswim.8882/
as well as others: https://usethinkscript.com/threads/volume-price-analysis-vpa-indicator-for-thinkorswim.38/

 

[onemantrading]

@MerryDay - Fascinating. I had no idea someone made a script after her. I'm never gonna come up for air if all these cool scripts keep popping up

Gonna have to look into that too. Thank you!

 

[grapetux]

I tweaked some basic code from an old RCB enhanced volume study that I've had for a while. I layer two of these volume studies on the chart, one showing any volume that hits 3 SD's and another showing 1 standard deviation (below). In addition to the volume bars changing colors based on the study, I'd like to have the price candles repaint to match the volume bars. Any help would be awesome! Cheers

https://usethinkscript.com/threads/thinkorswim-indicators-for-basic-fundamental-analysis.866/
#Chris' Enhanced Volume
###############
# Body
###############
input Audible_Alert = yes;

def Deviation_Length = 60;
def Deviate = 1;
def volumestdev = RelativeVolumeStDev(length = Deviation_Length);
def abovedev = volumestdev >= Deviate;
def belowdev = volumestdev <= Deviate;


###############
# Volume Bars
###############
plot volumereplace = volume;
volumereplace.SetPaintingStrategy(paintingStrategy = PaintingStrategy.HISTOGRAM);
def increase = volume > volume[1];
def devincrease = increase and abovedev;
def decrease = volume < volume[1];
def devdecrease = decrease and abovedev;
volumereplace.DefineColor("Increase", Color.DARK_GREEN);
volumereplace.DefineColor("DevIncrease", Color.GREEN);
volumereplace.DefineColor("Decrease", Color.DARK_RED);
volumereplace.DefineColor("DevDecrease", Color.LIGHT_RED);
volumereplace.AssignValueColor(
if devincrease then volumereplace.Color("DevIncrease")
else
if increase then volumereplace.Color("Increase")
else
if devdecrease then volumereplace.Color("DevDecrease")
else
volumereplace.Color("Decrease"));

 

[grapetux]

update i figured it out . . yee

AssignPriceColor (if OverBought then Color.CYAN else if OverSold then Color.YELLOW else if UP then Color.GREEN else if DN then Color.RED else Color.CURRENT);

 

[Michael_Oxlong]

I don't know that these are very accurate actually, If you derive Selling volume from Total volume and selling volume does not change but buying goes up you will see the selling volume number decrease. Volume never decreases in total number, it should only go up throughout the day based on the number of buys and sells.

 

[MerryDay]

I don't know that these are very accurate actually, If you derive Selling volume from Total volume and selling volume does not change but buying goes up you will see the selling volume number decrease. Volume never decreases in total number, it should only go up throughout the day based on the number of buys and sells.

def buying = V*(C-L)/(H-L);
def selling = V*(H-C)/(H-L);

Buyers and Sellers is not information available in the data feeds.
The scripts discussed here are representative of the upticks and downticks of PRICE on the trading chart not volume.

We create a percentage for buying and selling pressure by using the candlestick pattern.
When we discuss Volume. We are discussing the size of the candle.
We then apply these percentages to the volume bars in an attempt to define momentum not actual buyers and sellers.

 

[zoyd]

I have been testing this one as well on TV and i like it, i think it would be useful to have on TOS so i hope someone can give the conversion a try.

Try this

#Heikan Ashi formula candles using CDV Trading View study:
#zoyd 05/22
#Addchart does not plot when extended hours are shown

declare lower;
def tw = high - Max(open, close);
def bw = Min(open, close) - low;
def body = AbsValue(close - open);

def v = volume;
def deltaup = if (open <= close) then v * 0.5 * (tw + bw + 2 * body) / (tw + bw + body) else v * 0.5 * (tw + bw) / (tw + bw + body);
def deltadown = if (open > close) then v * 0.5 * (tw + bw + 2 * body) / (tw + bw + body) else v * 0.5 * (tw + bw) / (tw + bw + body);
def delta = if (close >= open) then deltaup else -1 * deltadown;
def cumdelta = TotalSum(delta);

def o = cumdelta[1];
def h = Max(cumdelta, cumdelta[1]);
def l = Min(cumdelta, cumdelta[1]);
def c = cumdelta;

def haclose = (o + h + l + c) / 4;
rec haopen0 = CompoundValue(1, (haopen0[1] + haclose[1]) / 2, haclose);
plot haopen = haopen0;
haopen.sethiding(1);
def hahigh = Max(h, Max(haopen, haclose));
def halo = Min(l, Min(haopen, haclose));
def hacloseup = if haclose > haopen then haclose else double.nan;
def haclosedn = if haclose < haopen then haclose else double.nan;
AddChart(high = hahigh, low = halo, open = haopen, close = hacloseup, ChartType.CANDLE, Color.UPTICK);
AddChart(high = hahigh, low = halo, open = haopen, close = haclosedn, ChartType.CANDLE, Color.DOWNTICK);

 

[zeek]

Hi all,

Could anyone assist with converting this TradingView script to ToS? I've found this to be an extremely useful indicator and having it baked in to ToS would allow me to close TV. I've found some KILLER studies on here that are similar (you guys are amazing), but I'd love to see how they compare.
https://www.tradingview.com/script/vB1T3EMp-Cumulative-Delta-Volume/

I have been testing this one as well on TV and i like it, i think it would be useful to have on TOS so i hope someone can give the conversion a try.

 

[MerryDay]

Here is an interesting flavor of buy / sell momentum converted from Tradingview.
By removing some detail, it simplifies buying / selling into overall trends.
I still love the Chris Indicator in post #1. But depending on how you are incorporating Volume Pressure, I can see a place for this.
Shared Chart Link: http://tos.mx/j6Sc0TV

# Converted to TOS from Siyeon's Tradingview "Volume Based Buy and Sell Momentum by 2tm" indicator by NPtechs

declare lower;
input ma_length = 25;
def xROC = (close - close[1]) * 100 / close;

def nRes1 = if (volume < volume[1]) then
               nRes1[1] + xROC
            else
               nRes1[1];

def nRes2 = if (volume > volume[1]) then
               nRes2[1] + xROC
            else
               nRes2[1];
              
def nRes3 = nRes1 + nRes2;

def nResEMA3 = simpleMovingAvg(nRes1, ma_length) + simpleMovingAvg(nRes2, ma_length);
plot PNVI = nRes3;
plot PEMA = nResEMA3;

input PaintBars = Yes;
AssignPriceColor (if !PaintBars then Color.CURRENT else if PNVI > PEMA then Color.GREEN else Color.RED);

PNVI.SetDefaultColor(GetColor(1));
PNVI.DefineColor("Up Momentum", Color.BLUE);
PNVI.AssignValueColor(PNVI.color("Up Momentum"));

PEMA.SetDefaultColor(GetColor(1));
PEMA.DefineColor("Down Momentum", Color.RED);
PEMA.AssignValueColor(PEMA.color("Down Momentum"));

AddCloud(PNVI,PEMA,PNVI.color("Up Momentum"),PEMA.color("Down Momentum"));

 

[vro3]

I am laughing at myself.... I've had something called "mobius volume pressure" on my charts for years, and I've never figured it out. I tried a google, and haven't found anything. Anyone know anything about it?! http://tos.mx/Sw7p7Nw

# Volume Pressure
# Mobius
# Mobius at MyTrade
# V01.02.2010

declare lower;

input nVP = 12;
input VPdelta = 12;

plot VP = Sum(((close - open) / (high - low)) * volume, nVP);
def VPup = Average(VP, VPdelta)  >  Average(VP, VPdelta)[1];
def VPdn = Average(VP, VPdelta)  <  Average(VP, VPdelta)[1];
;
VP.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
VP.SetLineWeight(3);
VP.AssignValueColor(if VP < 0 and VPup
                                            then Color.LIGHT_GREEN
                                            else if VP > 0 and VPup
                                            then Color.GREEN
                                            else if VP > 0 and VPdn
                                            then Color.YELLOW
                                            else  Color.RED);

plot zerobase = if IsNaN(volume) then Double.NaN else 0;
zerobase.SetPaintingStrategy(PaintingStrategy.LINE);
zerobase.SetLineWeight(1);
zerobase.AssignValueColor(if IsAscending(VP, nVP)
                                                        then Color.GREEN
                                                        else  Color.RED);

plot TrendLine = Inertia(VP, 55);
TrendLine.SetLineWeight(3);
TrendLine.AssignValueColor(if Sum(TrendLine > TrendLine[1], 3) == 3
                                                          then Color.Blue                                                        else  Color.YELLOW);

 

[MerryDay]

I am laughing at myself.... I've had something called "mobius volume pressure" on my charts for years, and I've never figured it out. I tried a google, and haven't found anything. Anyone know anything about it?! http://tos.mx/Sw7p7Nw

The only mention I found of your referenced indicator is from 2018 when Mobius shared it in the ToS ThinkScript Lounge.
His complete description on OneNote is:

Volume Pressure _Mobius
Saturday, April 21, 2018
8:06 PM
Mobius©: this is a pretty popular study and not on the TOS included studies

It is a different take on Buy / Sell Volume Pressure
Most of the Buy / Sell Volume Pressure scripts on this forum look at Buying / Selling Pressure on a bar-by-bar basis.

Mobius takes the Buying / Selling Pressure and averages them over 21 bars.
He also adds an inertia line to filter chop.

I couldn't make his 21 length of bars work (except if you were looking at maybe a monthly chart)
When I changed the length to 12. It became a clearer trend tool.
This has some potential. Thank you for sharing.

Compared to:
https://usethinkscript.com/threads/...cator-labels-for-thinkorswim.8466/#post-75452
https://usethinkscript.com/threads/...labels-for-thinkorswim.8466/page-3#post-98390

 

[mechanik]

Good day,
This basic calculation get plotted against the normal TOS volume plot and is all mismatched because of the different y-axis scales on either side, is there a way to make them match? I notice if I adjust indicator y-axis to match a total volume bar against the default total volume bars other bars end up off.

def buying = V*(C-L)/(H-L);
def selling = V*(H-C)/(H-L);

Thanks

 

[MerryDay]

Good day,
This basic calculation get plotted against the normal TOS volume plot and is all mismatched because of the different y-axis scales on either side, is there a way to make them match? I notice if I adjust indicator y-axis to match a total volume bar against the default total volume bars other bars end up off.

def buying = V*(C-L)/(H-L);
def selling = V*(H-C)/(H-L);

Thanks

Volume Pressure is the sum of the comparison between the close and open over the high - low, weighted by the volume.
Read more here:
https://usethinkscript.com/threads/...labels-for-thinkorswim.8466/page-3#post-97147

 

[drasp]

Try this

#Heikan Ashi formula candles using CDV Trading View study:
#zoyd 05/22
#Addchart does not plot when extended hours are shown

declare lower;
def tw = high - Max(open, close);
def bw = Min(open, close) - low;
def body = AbsValue(close - open);

def v = volume;
def deltaup = if (open <= close) then v * 0.5 * (tw + bw + 2 * body) / (tw + bw + body) else v * 0.5 * (tw + bw) / (tw + bw + body);
def deltadown = if (open > close) then v * 0.5 * (tw + bw + 2 * body) / (tw + bw + body) else v * 0.5 * (tw + bw) / (tw + bw + body);
def delta = if (close >= open) then deltaup else -1 * deltadown;
def cumdelta = TotalSum(delta);

def o = cumdelta[1];
def h = Max(cumdelta, cumdelta[1]);
def l = Min(cumdelta, cumdelta[1]);
def c = cumdelta;

def haclose = (o + h + l + c) / 4;
rec haopen0 = CompoundValue(1, (haopen0[1] + haclose[1]) / 2, haclose);
plot haopen = haopen0;
haopen.sethiding(1);
def hahigh = Max(h, Max(haopen, haclose));
def halo = Min(l, Min(haopen, haclose));
def hacloseup = if haclose > haopen then haclose else double.nan;
def haclosedn = if haclose < haopen then haclose else double.nan;
AddChart(high = hahigh, low = halo, open = haopen, close = hacloseup, ChartType.CANDLE, Color.UPTICK);
AddChart(high = hahigh, low = halo, open = haopen, close = haclosedn, ChartType.CANDLE, Color.DOWNTICK);

Can this be made into normal candles and not HA?

 

[samer800]

Can this be made into normal candles and not HA?

below added HA on/Of with SAM/EMA - best effort

#Heikan Ashi formula candles using CDV Trading View study:
#zoyd 05/22
#Addchart does not plot when extended hours are shown
# Added SMA/EMA + Heikan Ashi bar (Yes/No) ++ SAM4COM

declare lower;

input HA_Candles = yes;
input ma1len = 50;
input showma1 = no;
input ma2len = 200;
input showma2 = no;
input ema1len = 50;
input showema1 = no;
input ema2len = 200;
input showema2 = no;

def tw = high - Max(open, close);
def bw = Min(open, close) - low;
def body = AbsValue(close - open);

def v = volume;
def deltaup = if (open <= close) then v * 0.5 * (tw + bw + 2 * body) / (tw + bw + body) else v * 0.5 * (tw + bw) / (tw + bw + body);
def deltadown = if (open > close) then v * 0.5 * (tw + bw + 2 * body) / (tw + bw + body) else v * 0.5 * (tw + bw) / (tw + bw + body);
def delta = if (close >= open) then deltaup else -1 * deltadown;
def cumdelta = TotalSum(delta);

def o = cumdelta[1];
def h = Max(cumdelta, cumdelta[1]);
def l = Min(cumdelta, cumdelta[1]);
def c = cumdelta;

def haclose = (o + h + l + c) / 4;
rec haopen0 = CompoundValue(1, (haopen0[1] + haclose[1]) / 2, haclose);
plot haopen = haopen0;
haopen.sethiding(1);
haopen.EnableApproximation ();
def hahigh = Max(h, Max(haopen, haclose));
def halo = Min(l, Min(haopen, haclose));

def hacloseup = if haclose > haopen then haclose else double.nan;
def haclosedn = if haclose < haopen then haclose else double.nan;
def closeup = if close > open then c else double.nan;
def closedn = if close < open then c else double.nan;

AddChart(high = if HA_Candles then hahigh else h, low = if HA_Candles then halo else l, open = if HA_Candles then haopen else o, close = if HA_Candles then hacloseup else closeup, ChartType.CANDLE, Color.UPTICK);

AddChart(high = if HA_Candles then hahigh else h, low = if HA_Candles then halo else l, open = if HA_Candles then haopen else o, close = if HA_Candles then haclosedn else closedn, ChartType.CANDLE, Color.DOWNTICK);

def c_ = if HA_Candles then haclose else c;

plot SMA_1 = if showma1 then SimpleMovingAvg(c_,ma1len) else Double.NaN;
plot SMA_2 = if showma2 then SimpleMovingAvg(c_,ma2len)else Double.NaN;
plot EMA_1 = if showema1 then ExpAverage(c_,ema1len)else Double.NaN;
plot EMA_2 = if showema2 then ExpAverage(c_,ema2len)else Double.NaN;

SMA_1.setDefaultColor(color.lime);
SMA_2.setDefaultColor(color.red);
EMA_1.setDefaultColor(color.lime);
EMA_2.setDefaultColor(color.red);
##End

 

[sunil]

Volume Pressure _Mobius
Saturday, April 21, 2018
8:06 PM
Mobius©: this is a pretty popular study and not on the TOS included studies

I am using this Volume Pressure _Mobius script with 21,21 but seeing more color like blue, yellow, light green, red, Green, white. which i am not sure what those color indicates?
Checked the script but unable to understand. please help me out about the signification of colors.

 

[MerryDay]

Volume Pressure _Mobius
Saturday, April 21, 2018
8:06 PM
Mobius©: this is a pretty popular study and not on the TOS included studies

I am using this Volume Pressure _Mobius script with 21,21 but seeing more color like blue, yellow, light green, red, Green, white. which i am not sure what those color indicates?
Checked the script but unable to understand. please help me out about the signification of colors.

Mobius did not provide any additional documentation with this study.
Here is a comparison of Mobius's study versus other Volume Pressure Indicators:
https://usethinkscript.com/threads/...labels-for-thinkorswim.8466/page-3#post-98436
Analyze these across multiple aggregations, and watch what they tell you about your trade. You will be able to decide if the colors are meaningful for you or if one of the other volume pressure indicators provide the best information about your trades.

Keep in mind that this is not an apples-to-apples comparison. Mobius looks at volume pressure across a period of time whereas all other volume pressure indicators are immediate bar-by-bar signals.

 

[eulin87]

Was wondering if it's possible to add the actual % when hovering over a volume bar. If I cant hover, maybe a bubble? OR, show the info the left in a data box? I attached a photo of the idea.

I would use this on higher time frames like Weekly and Monthly to see the split.

Also, when I go to any timeframe over Daily, the volume script disappears. Anyway help is appreciated. Thank You!

#HINT: This study color codes volume by amount of volume on up-tick versus amount of volume on down-tick

declare lower;

def O = open;
def H = high;
def C = close;
def L = low;
def V = volume;
def Buying = V*(C-L)/(H-L);
def Selling = V*(H-C)/(H-L);

# Selling Volume
 Plot SV = selling;
 SV.setPaintingStrategy(PaintingStrategy.Histogram);
 SV.SetDefaultColor(Color.Red);
 SV.HideTitle();
 SV.HideBubble();
 SV.SetLineWeight(5);

# Buying Volume
# Plot BV = Buying;
# Note that Selling + Buying Volume = Volume.
 Plot BV =  volume;
 BV.setPaintingStrategy(PaintingStrategy.Histogram);
 BV.SetDefaultColor(Color.Dark_Green);
 BV.HideTitle();
 BV.HideBubble();
 BV.SetLineWeight(5);

#Inputs
input Show30DayAvg = yes;
input ShowTodayVolume =  yes;
input ShowPercentOf30DayAvg = yes;
input UnusualVolumePercent = 200;
input Show30BarAvg = yes;
input ShowCurrentBar = yes;


#Volume Data
def volLast30DayAvg = (volume(period = "DAY")[1] + volume(period = "DAY")[2] + volume(period = "DAY")[3] + volume(period = "DAY")[4] + volume(period = "DAY")[5] + volume(period = "DAY")[6] + volume(period = "DAY")[7] + volume(period = "DAY")[8] + volume(period = "DAY")[9] + volume(period = "DAY")[10] + volume(period = "DAY")[11] + volume(period = "DAY")[12] + volume(period = "DAY")[13] + volume(period = "DAY")[14] + volume(period = "DAY")[15] + volume(period = "DAY")[16] + volume(period = "DAY")[17] + volume(period = "DAY")[18] + volume(period = "DAY")[19] + volume(period = "DAY")[20] + volume(period = "DAY")[21] + volume(period = "DAY")[22] + volume(period = "DAY")[23] + volume(period = "DAY")[24] + volume(period = "DAY")[25] + volume(period = "DAY")[26] + volume(period = "DAY")[27] + volume(period = "DAY")[28] + volume(period = "DAY")[29] + volume(period = "DAY")[30]) / 30;
def today = volume(period = "DAY");
def percentOf30Day = Round((today / volLast30DayAvg) * 100, 0);
#def avg30Bars = VolumeAvg(30).VolAvg;
def avg30Bars = (volume[1] + volume[2] + volume[3] + volume[4] + volume[5] + volume[6] + volume[7] + volume[8] + volume[9] + volume[10] + volume[11] + volume[12] + volume[13] + volume[14] + volume[15] + volume[16] + volume[17] + volume[18] + volume[19] + volume[20] + volume[21] + volume[22] + volume[23] + volume[24] + volume[25] + volume[26] + volume[27] + volume[28] + volume[29] + volume[30]) / 30;
def curVolume = volume;


# Labels
AddLabel(Show30DayAvg, "Daily Avg: " + Round(volLast30DayAvg, 0), Color.LIGHT_GRAY);
AddLabel(ShowTodayVolume, "Today: " + today, (if percentOf30Day >= UnusualVolumePercent then Color.GREEN else if percentOf30Day >= 100 then Color.ORANGE else Color.LIGHT_GRAY));


#Create an average volume line based on last 50 bars

input length = 50;
plot Vol = volume;
plot VolAvg = Average(volume, length);
Vol.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);

 

[halcyonguy]

Was wondering if it's possible to add the actual % when hovering over a volume bar. If I cant hover, maybe a bubble? OR, show the info the left in a data box? I attached a photo of the idea.

I would use this on higher time frames like Weekly and Monthly to see the split.

Also, when I go to any timeframe over Daily, the volume script disappears. Anyway help is appreciated. Thank You!

#HINT: This study color codes volume by amount of volume on up-tick versus amount of volume on down-tick

declare lower;

def O = open;
def H = high;
def C = close;
def L = low;
def V = volume;
def Buying = V*(C-L)/(H-L);
def Selling = V*(H-C)/(H-L);

# Selling Volume
 Plot SV = selling;
 SV.setPaintingStrategy(PaintingStrategy.Histogram);
 SV.SetDefaultColor(Color.Red);
 SV.HideTitle();
 SV.HideBubble();
 SV.SetLineWeight(5);

# Buying Volume
# Plot BV = Buying;
# Note that Selling + Buying Volume = Volume.
 Plot BV =  volume;
 BV.setPaintingStrategy(PaintingStrategy.Histogram);
 BV.SetDefaultColor(Color.Dark_Green);
 BV.HideTitle();
 BV.HideBubble();
 BV.SetLineWeight(5);

#Inputs
input Show30DayAvg = yes;
input ShowTodayVolume =  yes;
input ShowPercentOf30DayAvg = yes;
input UnusualVolumePercent = 200;
input Show30BarAvg = yes;
input ShowCurrentBar = yes;


#Volume Data
def volLast30DayAvg = (volume(period = "DAY")[1] + volume(period = "DAY")[2] + volume(period = "DAY")[3] + volume(period = "DAY")[4] + volume(period = "DAY")[5] + volume(period = "DAY")[6] + volume(period = "DAY")[7] + volume(period = "DAY")[8] + volume(period = "DAY")[9] + volume(period = "DAY")[10] + volume(period = "DAY")[11] + volume(period = "DAY")[12] + volume(period = "DAY")[13] + volume(period = "DAY")[14] + volume(period = "DAY")[15] + volume(period = "DAY")[16] + volume(period = "DAY")[17] + volume(period = "DAY")[18] + volume(period = "DAY")[19] + volume(period = "DAY")[20] + volume(period = "DAY")[21] + volume(period = "DAY")[22] + volume(period = "DAY")[23] + volume(period = "DAY")[24] + volume(period = "DAY")[25] + volume(period = "DAY")[26] + volume(period = "DAY")[27] + volume(period = "DAY")[28] + volume(period = "DAY")[29] + volume(period = "DAY")[30]) / 30;
def today = volume(period = "DAY");
def percentOf30Day = Round((today / volLast30DayAvg) * 100, 0);
#def avg30Bars = VolumeAvg(30).VolAvg;
def avg30Bars = (volume[1] + volume[2] + volume[3] + volume[4] + volume[5] + volume[6] + volume[7] + volume[8] + volume[9] + volume[10] + volume[11] + volume[12] + volume[13] + volume[14] + volume[15] + volume[16] + volume[17] + volume[18] + volume[19] + volume[20] + volume[21] + volume[22] + volume[23] + volume[24] + volume[25] + volume[26] + volume[27] + volume[28] + volume[29] + volume[30]) / 30;
def curVolume = volume;


# Labels
AddLabel(Show30DayAvg, "Daily Avg: " + Round(volLast30DayAvg, 0), Color.LIGHT_GRAY);
AddLabel(ShowTodayVolume, "Today: " + today, (if percentOf30Day >= UnusualVolumePercent then Color.GREEN else if percentOf30Day >= 100 then Color.ORANGE else Color.LIGHT_GRAY));


#Create an average volume line based on last 50 bars

input length = 50;
plot Vol = volume;
plot VolAvg = Average(volume, length);
Vol.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);

that study uses 2nd aggregation of DAY, so if the chart time is larger than day, then that section will have errors, and possibly crash the study.
-------------

that ratio isn't the same as time and sales data. T-S data isn't available inthinkscript.
------------------

add this to the end of your study,
it should draw 5 bubbles off to the right, after the last bar
( typing on my cell, i think this will work..)

# Show volume BUY/SELL % to the right of last bar

#def lastbar = ( !isnan(close) and isnan(close[-1]) );
#def lastbn = highestall( if lastbar then bn else 0)

# plots a bubble x bars after last bar 
input bars_in_future = 3; 
def bif = bars_in_future; 
def cls = close; 
def x = isNaN(cls[bif]) and !isNaN(cls[bif+1]); 
# use this on upper chart
#def vert = cls[bif+1]; 
def vert = 0;
input show = yes; 

#volume
#buy vol  buying
#buy vol %
#sell vol %
#sell vol  selling

# draw bubbles in reverse order, on same point, to have them stack

AddChartBubble(show and x, vert, selling[bif+1], color.red, yes);

AddChartBubble(show and x, vert,
round((selling[bif+1]/volume[bif+1]) *100,1) + "%",  color.red, yes);

AddChartBubble(show and x, vert,
round((buying[bif+1]/volume[bif+1]) *100,1) + "%",  color.green, yes);

AddChartBubble(show and x, vert, buying[bif+1], color.green, yes);

AddChartBubble(show and x, vert, volume[bif+1], color.white, yes);
#

 

[eulin87]

that study uses 2nd aggregation of DAY, so if the chart time is larger than day, then that section will have errors, and possibly crash the study.
-------------

that ratio isn't the same as time and sales data. T-S data isn't available inthinkscript.
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add this to the end of your study,
it should draw 5 bubbles off to the right, after the last bar
( typing on my cell, i think this will work..)

# Show volume BUY/SELL % to the right of last bar

#def lastbar = ( !isnan(close) and isnan(close[-1]) );
#def lastbn = highestall( if lastbar then bn else 0)

# plots a bubble x bars after last bar
input bars_in_future = 3;
def bif = bars_in_future;
def cls = close;
def x = isNaN(cls[bif]) and !isNaN(cls[bif+1]);
# use this on upper chart
#def vert = cls[bif+1];
def vert = 0;
input show = yes;

#volume
#buy vol  buying
#buy vol %
#sell vol %
#sell vol  selling

# draw bubbles in reverse order, on same point, to have them stack

AddChartBubble(show and x, vert, selling[bif+1], color.red, yes);

AddChartBubble(show and x, vert,
round((selling[bif+1]/volume[bif+1]) *100,1) + "%",  color.red, yes);

AddChartBubble(show and x, vert,
round((buying[bif+1]/volume[bif+1]) *100,1) + "%",  color.green, yes);

AddChartBubble(show and x, vert, buying[bif+1], color.green, yes);

AddChartBubble(show and x, vert, volume[bif+1], color.white, yes);
#

Thank you! Is there any way to separate the information possibly when I hover the candle? or maybe just show the info over each volume bar? Also, How can I change it from 2nd aggregation so that it can work on weekly and monthly time frames? Thank you!