I got the idea from seeing someone asking in chat whether it is possible to combine volumes across multiple exchanges, so kudos to oh92 and paaax for the neat idea.
Please feel free to incorporate this in your own indicators as you like...and of course if you're feeling generous, tips are appreciated. Thank you!
In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in a publication is governed by House Rules. You can favorite it to use it on a chart.