本页源码来自 TradingView 公开发布的开源脚本，版权归原作者所有， 请遵循其原始许可（Pine 脚本常见 CC BY-NC-SA / MPL-2.0 / MIT）。 本项目仅用于研究检索与许可范围内的移植。
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © LeviathanCapital
//@version=5
indicator("Volume Suite - By Leviathan", overlay = false, format = format.volume)
g1 = 'General'
g2 = 'Large Change Thresholds'
g3 = 'Volume-Price Imbalances'
g5 = 'Additional Settings'
g4 = 'Display Settings'
// General
disp = input.string('Relative Volume', 'Display', options = ['Relative Volume', 'CRVOL (Cumulative Relative Volume)', 'Volume', 'Buy/Sell Volume', 'Volume Delta', 'CVD (Cumulative Volume Delta)'])
upcol = input.color(#d1d4dc, 'Primary Colors ▲', inline = 'udcol')
downcol = input.color(#9598a1f6, '▼', inline = 'udcol')
// Large Change Thresholds
show_mult1 = input.bool(true, '', inline = 'mult1', group = g2)
mult = input.float(1.5, '>', inline = 'mult1', group = g2, step = 0.1)
upcol_mult1 = input.color(#c8e6c9, ' ▲', inline = 'mult1', group = g2)
downcol_mult1 = input.color(#faa1a4, '▼', inline = 'mult1', group = g2)
show_mult2 = input.bool(true, '', inline = 'mult2', group = g2)
mult2 = input.float(2.5, '>', inline = 'mult2', group = g2, step = 0.1)
upcol_mult2 = input.color(#a5d6a7, ' ▲', inline = 'mult2', group = g2)
downcol_mult2 = input.color(#f77c80, '▼', inline = 'mult2', group = g2)
show_mult3 = input.bool(true, '', inline = 'mult3', group = g2)
mult3 = input.float(3.5, '>', inline = 'mult3', group = g2, step = 0.1)
upcol_mult3 = input.color(#66bb6a, ' ▲', inline = 'mult3', group = g2)
downcol_mult3 = input.color(#f7525f, '▼', inline = 'mult3', group = g2)
// Imbalances
show_imb1 = input.bool(false, 'High Volume + Small Price Change', group = g3, inline = 'imb1')
imb1_col = input.color(color.orange, '', group = g3, inline = 'imb1')
vimb1 = input.float(1, 'V >', group = g3, inline = 'imb11', step = 0.1)
pimb1 = input.float(0, 'P <', group = g3, inline = 'imb11', step = 0.1)
show_imb2 = input.bool(false, 'Low Volume + Large Price Change', group = g3, inline = 'imb2')
imb2_col = input.color(color.blue, '', group = g3, inline = 'imb2')
vimb2 = input.float(0, 'V <', group = g3, inline = 'imb22', step = 0.1)
pimb2 = input.float(1, 'P >', group = g3, inline = 'imb22', step = 0.1)
// Additional settings
color_candles = input.bool(false, 'Color Candles', group = g5)
gradient = input.bool(false, 'Gradient Coloring', inline = 'g', group = g5)
gr1 = input.color(#f7525f, '', inline = 'g', group = g5)
gr2 = input.color(#ffe0b2, '', inline = 'g', group = g5)
tf = input.timeframe('30S', 'LTF Timeframe', group = g5)
threshtype = input.string('Z-SCORE', 'Threshold Calculation Type', options = ['SMA', 'RELATIVE', 'Z-SCORE'], group = g5)
zlen = input.int(50, 'Z Length', group = g5)
smalen = input.int(300, 'SMA Length', group = g5)
rellen = input.int(20, 'Relative Length', group = g5)
// Display
rv_disp = input.string('Columns', 'Relative Volume', options = ['Columns', 'Histogram', 'Line'], group = g4)
crv_disp = input.string('Candles', 'Cumulative Relative Volume', options = ['Candles', 'Line'], group = g4)
bsv_disp = input.string('Columns', 'Buy/Sell Volume', options = ['Columns', 'Histogram', 'Line'], group = g4)
vd_disp = input.string('Columns', 'Volume Delta', options = ['Columns', 'Histogram', 'Line'], group = g4)
cvd_disp = input.string('Candles', 'CVD', options = ['Candles', 'Line'], group = g4)
disp_type(x) =>
switch x
'Columns' => plot.style_columns
'Histogram' => plot.style_histogram
'Line' => plot.style_line
// SMA Function
f_mult1(src) =>
ta.sma(src, smalen) * (mult + 1)
f_mult2(src) =>
ta.sma(src, smalen) * (mult2 + 1)
f_mult3(src) =>
ta.sma(src, smalen) * (mult3 + 1)
// Relative function
f_relative(src) =>
src / ta.sma(src, rellen)
// Z-Score function
f_zscore(src) =>
mean = ta.sma(src, zlen)
std = ta.stdev(src, zlen)
z_score = (src - mean) / std
// Volume calculations
vol = volume
vol_sma = f_mult1(vol)
vol_sma2 = f_mult2(vol)
vol_sma3 = f_mult3(vol)
// Relative Volume and Cumulative Relative Volume calculations
rvol = f_relative(volume)
rvol_sma = f_mult1(rvol)
rvol_sma2 = f_mult2(rvol)
rvol_sma3 = f_mult3(rvol)
obv = ta.cum(close > open ? rvol : -rvol)
// Volume Delta, CVD, Buy/Sell Volume Calculations
[buy_volume, sell_volume] = request.security_lower_tf(syminfo.tickerid, tf, [close>open ? volume : 0, close<open ? volume : 0])
buy_vol = array.sum(buy_volume)
sell_vol = array.sum(sell_volume)
delta_vol = buy_vol-sell_vol
cum_delta_vol = ta.cum(delta_vol)
delta_abs = math.abs(delta_vol)
rposdelta = f_relative(delta_vol>0 ? delta_vol : 0)
rnegdelta = f_relative(delta_vol<0 ? delta_vol : 0)
vdp_sma = f_mult1(delta_vol>0 ? delta_vol : 0) * 2
vdp_sma2 = f_mult2(delta_vol>0 ? delta_vol : 0) * 3
vdp_sma3 = f_mult3(delta_vol>0 ? delta_vol : 0) * 7
vdn_sma = f_mult1(delta_vol<0 ? delta_vol : 0) * 2
vdn_sma2 = f_mult2(delta_vol<0 ? delta_vol : 0) * 3
vdn_sma3 = f_mult3(delta_vol<0 ? delta_vol : 0) * 7
bvl_sma = f_mult1(buy_vol)
bvl2_sma = f_mult2(buy_vol)
bvl3_sma = f_mult3(buy_vol)
svl_sma = f_mult1(sell_vol)
svl2_sma = f_mult2(sell_vol)
svl3_sma = f_mult3(sell_vol)
// Coloring
V_COL = close > open ? upcol : downcol
VD_COL = delta_vol > 0 ? upcol : downcol
CRV_COL = close>open ? upcol : downcol
BV_COL = upcol
SV_COL = downcol
color bar_col = color.rgb(0,0,0,100)
//
if threshtype=='SMA'
if disp=='Volume'
if show_mult1 and vol >= vol_sma
V_COL := close>open ? upcol_mult1 : downcol_mult1
bar_col := V_COL
if show_mult2 and vol >= vol_sma2
V_COL := close>open ? upcol_mult2 : downcol_mult2
bar_col := V_COL
if show_mult3 and vol >= vol_sma3
V_COL := close>open ? upcol_mult3 : downcol_mult3
bar_col := V_COL
if disp=='CRVOL (Cumulative Relative Volume)' or disp=='Relative Volume'
if show_mult1 and rvol >= rvol_sma
CRV_COL := close>open ? upcol_mult1 : downcol_mult1
bar_col := CRV_COL
if show_mult2 and rvol >= rvol_sma2
CRV_COL := close>open ? upcol_mult2 : downcol_mult2
bar_col := CRV_COL
if show_mult3 and rvol >= rvol_sma3
CRV_COL := close>open ? upcol_mult3 : downcol_mult3
bar_col := CRV_COL
if disp=='Volume Delta' or disp=='CVD (Cumulative Volume Delta)'
if show_mult1 and delta_vol>0 and delta_vol>vdp_sma
VD_COL := upcol_mult1
bar_col := VD_COL
if show_mult2 and delta_vol>0 and delta_vol>vdp_sma2
VD_COL := upcol_mult2
bar_col := VD_COL
if show_mult3 and delta_vol>0 and delta_vol>vdp_sma3
VD_COL := upcol_mult3
bar_col := VD_COL
if show_mult1 and delta_vol<0 and delta_vol<vdn_sma
VD_COL := downcol_mult1
bar_col := VD_COL
if show_mult2 and delta_vol<0 and delta_vol<vdn_sma2
VD_COL := downcol_mult2
bar_col := VD_COL
if show_mult3 and delta_vol<0 and delta_vol<vdn_sma3
VD_COL := downcol_mult3
bar_col := VD_COL
if disp=='Buy/Sell Volume'
if show_mult1 and buy_vol>bvl_sma
BV_COL := upcol_mult1
bar_col := BV_COL
if show_mult2 and buy_vol>bvl2_sma
BV_COL := upcol_mult2
bar_col := BV_COL
if show_mult3 and buy_vol>bvl3_sma
BV_COL := upcol_mult3
bar_col := BV_COL
if show_mult1 and sell_vol>svl_sma
SV_COL := downcol_mult1
bar_col := SV_COL
if show_mult2 and sell_vol>svl2_sma
SV_COL := downcol_mult2
bar_col := SV_COL
if show_mult3 and sell_vol>svl3_sma
SV_COL := downcol_mult3
bar_col := SV_COL
if threshtype=='RELATIVE'
if disp=='Volume'
if show_mult1 and f_relative(vol)>mult
V_COL := close>open ? upcol_mult1 : downcol_mult1
bar_col := V_COL
if show_mult2 and f_relative(vol)>mult2
V_COL := close>open ? upcol_mult2 : downcol_mult2
bar_col := V_COL
if show_mult3 and f_relative(vol)>mult3
V_COL := close>open ? upcol_mult3 : downcol_mult3
bar_col := V_COL
if disp=='CRVOL (Cumulative Relative Volume)' or disp=='Relative Volume'
if show_mult1 and rvol >= mult//rvol_sma
CRV_COL := close>open ? upcol_mult1 : downcol_mult1
bar_col := CRV_COL
if show_mult2 and rvol >= mult2//rvol_sma2
CRV_COL := close>open ? upcol_mult2 : downcol_mult2
bar_col := CRV_COL
if show_mult3 and rvol >= mult3//rvol_sma3
CRV_COL := close>open ? upcol_mult3 : downcol_mult3
bar_col := CRV_COL
if disp=='Volume Delta' or disp=='CVD (Cumulative Volume Delta)'
if show_mult1 and delta_vol>0 and rposdelta > mult * 1.5
VD_COL := upcol_mult1
bar_col := VD_COL
if show_mult2 and delta_vol>0 and rposdelta > mult2 * 1.5
VD_COL := upcol_mult2
bar_col := VD_COL
if show_mult3 and delta_vol>0 and rposdelta > mult3 * 1.5
VD_COL := upcol_mult3
bar_col := VD_COL
if show_mult1 and delta_vol<0 and -rnegdelta < -mult * 1.5
VD_COL := downcol_mult1
bar_col := VD_COL
if show_mult2 and delta_vol<0 and -rnegdelta < -mult2 * 1.5
VD_COL := downcol_mult2
bar_col := VD_COL
if show_mult3 and delta_vol<0 and -rnegdelta < -mult3 * 1.5
VD_COL := downcol_mult3
bar_col := VD_COL
if disp=='Buy/Sell Volume'
if show_mult1 and f_relative(buy_vol)>mult
BV_COL := upcol_mult1
bar_col := BV_COL
if show_mult2 and f_relative(buy_vol)>mult2
BV_COL := upcol_mult2
bar_col := BV_COL
if show_mult3 and f_relative(buy_vol)>mult3
BV_COL := upcol_mult3
bar_col := BV_COL
if show_mult1 and f_relative(sell_vol)>=mult
SV_COL := downcol_mult1
bar_col := SV_COL
if show_mult2 and f_relative(sell_vol)>=mult2
SV_COL := downcol_mult2
bar_col := SV_COL
if show_mult3 and f_relative(sell_vol)>=mult3
SV_COL := downcol_mult3
bar_col := SV_COL
if threshtype=='Z-SCORE'
if disp=='Volume'
if show_mult1 and f_zscore(vol) >= mult
V_COL := close>open ? upcol_mult1 : downcol_mult1
bar_col := V_COL
if show_mult2 and f_zscore(vol) >= mult2
V_COL := close>open ? upcol_mult2 : downcol_mult2
bar_col := V_COL
if show_mult3 and f_zscore(vol) >= mult3
V_COL := close>open ? upcol_mult3 : downcol_mult3
bar_col := V_COL
if disp=='CRVOL (Cumulative Relative Volume)' or disp=='Relative Volume'
if show_mult1 and f_zscore(rvol) >= mult
CRV_COL := close>open ? upcol_mult1 : downcol_mult1
bar_col := CRV_COL
if show_mult2 and f_zscore(rvol) >= mult2
CRV_COL := close>open ? upcol_mult2 : downcol_mult2
bar_col := CRV_COL
if show_mult3 and f_zscore(rvol) >= mult3
CRV_COL := close>open ? upcol_mult3 : downcol_mult3
bar_col := CRV_COL
if disp=='Volume Delta' or disp=='CVD (Cumulative Volume Delta)'
if show_mult1 and delta_vol>0 and f_zscore(rposdelta) >= mult
VD_COL := upcol_mult1
bar_col := VD_COL
if show_mult2 and delta_vol>0 and f_zscore(rposdelta) >= mult2
VD_COL := upcol_mult2
bar_col := VD_COL
if show_mult3 and delta_vol>0 and f_zscore(rposdelta) >= mult3
VD_COL := upcol_mult3
bar_col := VD_COL
if show_mult1 and delta_vol<0 and f_zscore(rnegdelta) >= mult
VD_COL := downcol_mult1
bar_col := VD_COL
if show_mult2 and delta_vol<0 and f_zscore(rnegdelta) >= mult2
VD_COL := downcol_mult2
bar_col := VD_COL
if show_mult3 and delta_vol<0 and f_zscore(rnegdelta) >= mult3
VD_COL := downcol_mult3
bar_col := VD_COL
if disp=='Buy/Sell Volume'
if show_mult1 and f_zscore(buy_vol)>=mult
BV_COL := upcol_mult1
bar_col := BV_COL
if show_mult2 and f_zscore(buy_vol)>=mult2
BV_COL := upcol_mult2
bar_col := BV_COL
if show_mult3 and f_zscore(buy_vol)>=mult3
BV_COL := upcol_mult3
bar_col := BV_COL
if show_mult1 and f_zscore(sell_vol)>=mult
SV_COL := downcol_mult1
bar_col := SV_COL
if show_mult2 and f_zscore(sell_vol)>=mult2
SV_COL := downcol_mult2
bar_col := SV_COL
if show_mult3 and f_zscore(sell_vol)>=mult3
SV_COL := downcol_mult3
bar_col := SV_COL
switch_src(disp) =>
switch disp
'Volume' => vol
'Relative Volume' => rvol
'CRVOL (Cumulative Relative Volume)' => rvol
'Volume Delta' => math.abs(delta_vol)
'CVD (Cumulative Volume Delta)' => math.abs(delta_vol)
'Buy/Sell Volume' => math.abs(delta_vol)
if show_imb1 and f_zscore(switch_src(disp)) > vimb1 and f_zscore(high-low) < pimb1
V_COL := imb1_col
CRV_COL := imb1_col
VD_COL := imb1_col
BV_COL := buy_vol>sell_vol ? imb1_col : na
SV_COL := sell_vol>buy_vol ? imb1_col : na
bar_col := imb1_col
if show_imb2 and f_zscore(switch_src(disp)) < vimb2 and f_zscore(high-low) > pimb2
V_COL := imb2_col
CRV_COL := imb2_col
VD_COL := imb2_col
BV_COL := buy_vol<sell_vol ? imb2_col : na
SV_COL := sell_vol<buy_vol ? imb2_col : na
bar_col := imb2_col
if gradient
glen = 50
V_COL := color.from_gradient(vol, 0, ta.highest(vol, glen), gr2, gr1)
CRV_COL := color.from_gradient(rvol, 0, ta.highest(rvol, glen), gr2, gr1)
VD_COL := color.from_gradient(delta_vol, ta.lowest(delta_vol, glen), ta.highest(delta_vol, glen), gr2, gr1)
BV_COL := color.from_gradient(buy_vol, 0, ta.highest(buy_vol, glen), gr2, gr1)
SV_COL := color.from_gradient(sell_vol, 0, ta.highest(sell_vol, glen), gr2, gr1)
// Plotting
o_ = disp=='CRVOL (Cumulative Relative Volume)' ? obv[1] : cum_delta_vol[1]
h_ = disp=='CRVOL (Cumulative Relative Volume)' ? obv : cum_delta_vol
l_ = disp=='CRVOL (Cumulative Relative Volume)' ? obv : cum_delta_vol
c_ = disp=='CRVOL (Cumulative Relative Volume)' ? obv : cum_delta_vol
// Plotting CRV
crv_cond = disp=='CRVOL (Cumulative Relative Volume)' and crv_disp=='Candles'
plotcandle(crv_cond ? o_ : na, crv_cond ? h_ : na, crv_cond ? l_ : na, crv_cond ? c_ : na, color = CRV_COL, wickcolor = CRV_COL, bordercolor = CRV_COL)
plot(disp=='CRVOL (Cumulative Relative Volume)' and crv_disp=='Line' ? obv : na, color = CRV_COL)
// Plotting CVD
cvd_cond = disp=='CVD (Cumulative Volume Delta)' and cvd_disp=='Candles'
plotcandle(cvd_cond ? o_ : na, cvd_cond ? h_ : na, cvd_cond ? l_ : na, cvd_cond ? c_ : na, color = VD_COL, wickcolor = VD_COL, bordercolor = VD_COL)
plot(disp=='CVD (Cumulative Volume Delta)' and cvd_disp=='Line' ? cum_delta_vol : na, color = VD_COL)
// Plotting Relative Volume
plot(disp=='Relative Volume' ? rvol : na, style = disp_type(rv_disp), color = CRV_COL)
// Plotting Regular Volume
plot(disp=='Volume' ? volume : na, style=plot.style_columns, color = V_COL)
// Plotting Buy/Sell Volume
plot(disp=='Buy/Sell Volume' ? buy_vol : na, style = disp_type(bsv_disp), color = BV_COL)
plot(disp=='Buy/Sell Volume' ? -sell_vol : na, style = disp_type(bsv_disp), color = SV_COL)
// Plotting Volume Delta
plot(disp=='Volume Delta' ? delta_vol : na, style = disp_type(vd_disp), color = VD_COL)
// Coloring candles
barcolor(color_candles and bar_col != color.rgb(0,0,0,100) ? bar_col : na)