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VOLD

Market Internals: VolumeThe indicator plots the total volume of the NYSE and NASDAQ exchanges and identifies periods with significant asymmetry between Up Volume and Down Volume. It can be used as an additional tool to confirm broad market sentiment. Chart shows Total Volume (TVOL) bars for SPY daily chart. Green bars for UVOL>>DVOL, Red for DVOL>>UVOL. Neutral bars are gray. Blue line shows median TVOL. Rationale: Up Volume (UVOL) and Down Volume (DVOL) represent the total volume of stocks that have increased or decreased in price, respectively, compared to the previous session's closing price. The magnitude of the price change is irrelevant. When UVOL is significantly higher than DVOL, it indicates a prevailing buying sentiment in the broad market. Conversely, when DVOL is higher, it signals prevailing selling sentiment. Occasionally, the UVOL/DVOL (VOLD) ratio may be misaligned with the movement of the S&P index. The picture below illustrates an example of a day when the S&P declined, yet the UVOL was twice larger than DVOL. Such a divergence can suggest that the S&P was pulled down by a decline in a few large-cap stocks, while the broader market remained positive. In this case, the divergence led to a continuation of the rally. Thus, VOLD, when combined with volume analysis, can be an effective tool for confirming market trends. Parameters: VOLD Ratio – minimum ratio of UVOL/DVOL or DVOL/UVOL. Indicator will color code volume columns when condition is true (“green” means buying; “red” selling). Median Length – number of periods to calculate median TVOL. Show Divergencies – indicator marks divergencies between price and volume sentiments on the main chart. Only works for SPY chart. Users can also choose which exchanges (NASDAQ/NYSE) to use for volume calculation. Notes: Volume is shown in millions of contracts Indicator should be used on the daily or higher timeframes. It won't work properly on the intraday charts Disclaimer This indicator should not be used as a standalone tool to make trading decisions but only in conjunction with other technical analysis methods.
Pine Script™ indicator
by hermes_trisme
Market Internals Candles AIOThis indicator provides top down review of all major market internals for NYSE (currently). ADD - stocks price advancing or declining against prior days range VOLD - stocks volume in advancing or declining TRIN - momentum in the market, somewhat of a "macd" for the broad market TICK - miniscule price fluctuations by tick measurements, up ticks vs down ticks Each internal has been converted to a % based format in order to have them all on the same scale, otherwise this indicator couldn't exist and be useful. Customization allows for toggling metrics information that displays ratio data, can also add % measurement in when not using price scale values. User can also enjoy simplicity of adding built in SMAs and adjusting lengths for individual internals. Color management is built in also, with transparency support and toggling internals off will automatically hide SMAs and metrics data. Usage of the internals is nuanced but in general a trend assessment could be derived from this display for credit selling or directional bias, my other indicator MIT would be better for scalping utilizing the TICK histogram. When ADD and VOLD are reading over 50% that's a strong buy trend, -50% would be a strong selling trend. Use TRIN to see when there's a potential for overbought or oversold given price and volume broad market readings, TRIN isn't to be trusted in isolation and other information should be considered. TICK is most useful for fading in a balanced market, or joining a trend with a TICK pullback (buy negative %s when up trending, or sell positive %s when down trending). I hope you find this comprehensive display useful in your trading journey and don't forget to check out some of my other market internals indicators.
Pine Script™ indicator
by syntaxgeek
1
Market Internal TrendMIT - Market Internal Trend I've developed what I consider to be the best market internals, market breadth indicator on Trading View to date :) Market internals (sometimes referred to as Market Breadth) are built-in indicators of the market, there are the following main indicators: TICK - Uptick or downtick transaction of market (NYSE/NASDAQ) ADD - Advancing or declining issues/stocks of the market VOLD - Up volume or down volume of the issues/stocks of the market TRIN - Trend of market based on ADD and VOLD VIX - Volatility of the market PCN - Options market puts vs calls What makes this different? This single compact indicator delivers an "eyes on glass" style presentation to detail extreme movements of TICK, sentiment analysis of ADD and VOLD as well as their trends and report when the market is most likely balanced or an in imbalance. No need to study multiple clouds and amassing a ton of different charts all with similar indicator setups and candle analysis in the heat of the moment. Use this to determine the overall initial trend at open, watching for imbalance and extreme movement on TICK as a signal to prepare for potential trades. The metrics table is useful to see where potential rejections/bounces may occur on the volatility index. Extreme tick closures (see below) can provide excellent trim or exit signals for existing trades depending on the market structure of the day (trending or ranging). How To Use The main histogram represents the highs and lows of TICK, anything within the +/- $500 region is most likely normal movement while anything outside of that will brighten in color and indicates potential larger reactions. Extreme highs and lows will be represented by white diamonds by default, closures are indicated by bright colored crosses at $0. Price levels should be noted on the securities being traded during TICK extreme movement, these usually act as dynamic support and resistance from my observations but your results may vary (please share in comments your experiences!). There is a smoothed trend line over the histogram, by default it's white in color, and this represents simply a trend of TICK closures - when it's trending down the market should be following in kind and vice versa; adjust the smoothing length in settings to suit your trading style. The center line will have colored dots, by default yellow for balanced markets or white for imbalanced markets. When the market is in an imbalance that's when trending moves have been observed and balanced markets are usually choppy with sideways price action not suitable for quick scalp type trading styles. The upper colored band represents the market overall advancing or declining issues/stocks within the market, by default green tones are bullish for a advancing market and red tones represent bearish market - the brighter the tone the strong the sentiment. There are triangles at all times above this band and that represents a smoothed trend status as compared to the current amount of stocks in advance or decline, if the smoothed trend is above then it's potentially a signal of reversal (red triangles over green band would be bearish reversal and vice versa). The lower colored band works the exact same as the upper band but it tracks the up and down volume of the issues/stocks within the market, it utilizes the same color and triangle logics as the upper band. Markets Currently this will present internals data for NYSE and NASDAQ, I'm still researching other markets internals and their particulars. The signals on this indicator will best apply to SPY, QQQ, ES, NQ or highly liquid ETFs largely affected by NYSE or NASDAQ - individual stocks may have mixed results depending on how they're moving with major indexes so keep that in mind when watching for sympathy moves with the indicator. Usage Conditions All of the market internals are fantastic indicators when day trading, I've had great success on 1-15 minute and even higher for scalps or intra-day swings. Observing the middle dots will save those of you that struggle in choppy markets from being too aggressive when opportunities don't exist. Use the triangles, diamonds, dots and crosses to your advantage to manage your scalps and intra-day swings, or gain an edge in preparation for entering trades! I hope this indicator is a benefit to all for day trading, provide any feedback or feature requests in the comments.
Pine Script™ indicator
by syntaxgeek
40
Market Breadth Ratio [Pt]The Market Breadth Indicator is a technical analysis tool that provides traders and investors with valuable insights into the overall health of the stock market. This particular version of the indicator plots the Up Volume vs Down Volume Ratios for three major U.S. stock exchanges - NYSE, NASDAQ and AMEX - on a single chart. The Up Volume vs Down Volume Ratios measure the strength of buying versus selling pressure in the market. A ratio greater than 1 indicates that there is more buying pressure, while a ratio less than -1 indicates more selling pressure. The ratio is calculated by dividing the total volume of stocks that closed up on the day by the total volume of stocks that closed down. By plotting the Up Volume vs Down Volume Ratios for all three exchanges, the Market Breadth Indicator provides a comprehensive view of the overall market sentiment. If all three ratios are above 1, it indicates that the market is in a bullish trend, while if all three ratios are below -1, it indicates a bearish trend. A divergence between the ratios can also signal potential shifts in market sentiment. Traders can use the Market Breadth Indicator to confirm the direction of the market and identify potential buying or selling opportunities. For example, if the market is in a bullish trend and the NYSE ratio is consistently higher than the other two ratios, it may indicate that the NYSE is leading the market and traders may want to focus on buying stocks listed on the NYSE. Overall, the Market Breadth Indicator is a valuable tool for traders and investors to assess the overall market health and make informed trading decisions based on market sentiment. Bonus feature: there is an option to display data for ADD for the three exchanges as well on the data table.
Pine Script™ indicator
by PtGambler
Tick PlusTick Plus Tick+ is an all-in-one market internals dashboard. Tick+ features a real-time NYSE or NASDAQ Tick chart, a dynamic Advancers/Decliners vs. VOLD chart, a market internals table readout including both NYSE and NASDAQ instruments, defensive and cyclical sector’s, and daily inflow/out analysis. Also included are customizable symbols readouts, so you can keep an eye on securities that are important to you! The Tick chart displays a candlestick TICK chart for your chosen exchange and keeps track of the current day's high tick and low tick. Drawn behind these are our Key Reversal Zones. The Advancers/Decliners vs. VOLD chart dynamically scales both instruments together to easily detect divergences that are known to cut the noise from the market and give an accurate indication of the day's trend. Market Sync Indicator This is a small but powerful indicator that analyzes the inflow and outflow of each exchange's underlying securities. When all the markets are in harmony, it will print a green or red symbol below the tick chart. We have also included this signal within the internals table labeled “trending,” which is simply the same signal presented in a more apparent area. Alerts can also be set with these signals to take advantage of the system across tickers. Note: A gray readout indicates that every market is not moving in the same direction at that moment. This indicator has been made to be customizable to fit your individual layout style! You are able to stack the Tick & Comparison Charts, as well as display the tables vertically or horizontally! Note: We are measuring % change of symbols from the daily open to current price, this is so you can make an analysis based on today's info. All of the default settings are our recommended settings. Please check the Author Instructions Below for how to gain access to our indicators.
Pine Script™ indicator
by TheFinancialCloud
4
4C NYSE Market Breadth RatioThe NYSE Market Breadth Ratio is considered by some to be the “king” of market internals. It lets you know instantly how strong current buying or selling pressure is in the broad market, to eliminate guessing or opinion. This indicator plots the Market Breadth Ratio values for the NYSE and the NASD exchanges in real time. It also plots the NYSE Market Breadth Ratio in a histogram plot for visual reference. The indicator dynamically changes colors between green and red depending on whether breadth is currently positive or negative. This indicator divides the 'Up-Volume' ("UVOL") by 'Down-Volume' ("DVOL"), for each exchange. It can be added to any chart, but is incredibly useful when added to other sources of market internals like the NYSE Advancers/Decliners Difference (ticker ADD) or with the NYSE UVOL / DVOL Difference (ticker VOLD ). Credit goes to author=@auron9000 as the bulk of this code was from their Breadth Ratio Bubbles indicator. ---> The changes made to their indicator include: bug fixes where the values werent properly updating; fixed indicator to be a separate plot (not chart overlay), and added the histogram plot.
Pine Script™ indicator
by FourC
11
VOLD-MarketBreadth-RatioThis script provides NASDAQ and NYSE Up Volume (volume in rising stocks) and Down Volume (volume in falling stocks) ratio. Up Volume is higher than Down Volume, then you would see green label with ratio e.g 3.5:1. This means Up Volume is 3.5 times higher than Down Volume - Positive Market Breadth. If Down Volume is higher than Up Volume, then you would see red label with ratio e.g -4.5:1. This means Down Volume is 4.5 times higher than Up Volume. For example, ratio is 1:1, then it is considered Market Breadth is Neutral. PS: Currently TradingView provides only NASDAQ Composite Market volume data. I have requested them to provide Primary NASDAQ volume data. If they respond with new ticket for primary NQ data, I will update the script and publish the updated version. So if you have got similar table on ToS, you would see minor difference in NQ ratio.
Pine Script™ indicator
by sskcharts
13
NYSE Volume UP FLOW VS Down FLOW ULTIMATE VOLDNYSE Volume UP FLOW VS Down FLOW ULTIMATE StokedStocks BASED OFF THE VOLD INDEX The VOLD (also $VOLD) is the difference between the up volume and down volume on the NYSE. i.e. NYSE $UVOL minus $DVOL; the net up volume. If you consider that VOLD is the net value between UVOL (up volume) and DVOL (down volume) then you need to understand these two to understand VOLD. UVOL or DVOL are a total of the volume on all stocks that are up or down in price. Up or down is based on the previous session's closing price. The size of the stock's price change is irrelevant. If the stock is up only $.01, then its volume is grouped into the UVOL total. If that stock's price then drops by $.02 it will be down $.01 and the day's volume for that stock will now be grouped with the DVOL total. Note that when a stock moves from being an up stock to a down stock its volume will be removed from the UVOL total and added to the DVOL total. Say the stocks volume is 1 million shares when it moves from up to down. The DVOL will increase by 1 million and the UVOL will decrease by 1 million which means that VOLD will decrease by 2 million. NYSE Up/Down Volume Ratio is often used as a barometer for stocks trading on all U.S. Exchanges even though it is calculated based on stocks listed on the New York Stock Exchange. NYSE Up/Down ratio represents the volume of NYSE stocks that are advancing divided by the volume of declining stocks. The volume of advancing stocks or upside volume is the sum of the volume or the number of shares traded associated with stocks that closed higher. The downside volume is the total number of shares traded that are associated with stocks that closed lower. The interpretation of the NYSE Up/Down ratio is rather simple. A value higher than one indicates that there is more volume associated with up stocks than with down stocks and it is usually interpreted as a bullish signal. Obviously, a bearish signal occurs when the NYSE Up/Down ratio is lower than one, which tells us that there are more volume associated with down stocks than with up stocks. Check out my other indicators and website stokedstocks.wordpress.com for tons of free stock training books and pictures and settings
Pine Script™ indicator
by stokedstocks
2
Market Internals [Makit0] MARKET INTERNALS INDICATOR v0.5beta Market Internals are suitable for day trade equity indices, named SPY or /ES, please do your own research about what they are and how to use them This scripts plots the NYSE market internals charts as an indicator for an easy and full visualization of market internal structure all in one chart, useful for SPY and /ES trading Description of the Market Internals - TICK: NYSE stocks ticking up vs stocks ticking down, extreme values may point to trend continuation on trending days or reversal in non trending days, example of extreme values can be 800 and 1000 - ADD: NYSE stocks going up vs stocks going down, if price auctions around the zero line may be a non trend day, otherwise may be a trend day - VOLD: NYSE volume of stocks up vs volume of stocks going down, identify clearly where the volume is going, as example if volume is flowing down may be a good idea no to place longs - TRIN: NYSE up stocks vs down stocks ratio divided by up volume vs down volume ratio. A value of 1 indicates parity, below that the strength is on the long side, above the strength is in the short side. A basic use of market internals may be looking for divergences, for example: - /ES is trading in a range but ADD and VOLD are trending up nonstop, may /ES will break the range to the upside - /ES is trading in a range and ADD and VOLD are trading around the zero line but got an extreme reading on TICK, may be a non trending day and the TICK extreme reading is at one of the extremes of the /ES range, may be a good probability trade to fade that move - /ES is trading in a trend to the downside, ADD and VOLD too, you catch a good portion of the move but are fearful to flat and miss more gains, you see in the TICK a lot of extreme values below -800 so your're confident in the continuation of the downtrend, until the TICK goes beyond -1000 and you use that signal to go flat Market internals give you context and confirmation, price in /ES may be trending but if market internals do not confirm the move may a reversal is on its way Price is an advertise, you can see the real move in the structure below, in the behavior of the individual components of the market, those are the real questions: - How many stocks are going up/down (ADD) - How many volume is flowing up/down (VOLD) - How many stocks are ticking up/down (TICK) - What is the overall volume breath of the market (TRIN) FEATURES: - Plot one of the four basic market internal indices: TICK, ADD, VOLD and TRIN - Show labels with values beyond an user defined threshold - Show ZERO line - Show user defined Dotted and Dashed lines - Show user defined moving average SETTINGS: - Market internal: ticker to plot in the indicator, four options to choose from (TICK, ADD, VOLD and TRIN) - Labels threshold: all values beyond this will be ploted as labels - Dot lines at: two dotted lines will be plotted at this value above and below the zero line - Dash lines at: two dashed lines will be plotted at this value above and below the zero line - MA type: two options avaiable SMA (Simple Moving Average) or EMA (Exponential Moving Average) - MA length: number of bars to calculate the moving average - Show zero line: show or hide zero line - Show dot line: show or hide dotted lines - Show dash line: show or hide dashed lines - Show labels: show or hide labels GOOD LUCK AND HAPPY TRADING
Pine Script™ indicator
by makit0
19