RicardoSantos

[RS]Temporal Extrapolated Volume V1

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EXPERIMENTAL: method to extrapolate volume from moving price.
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study(title="[RS]Temporal Extrapolated Volume V1", shorttitle="[RS]TEV.V1", overlay=false)
useAltTF = input(false)
AltTF = input("1")
tf =
    useAltTF ? AltTF : 
        period == "1" ? "1" :
        period == "5" ? "1" :
        period == "15" ? "1" :
        period == "30" ? "1" :
        period == "60" ? "1" :
        period == "240" ? "1" :
        period == "D" ? "5" :
        period == "W" ? "D" :
        period == "M" ? "D" : AltTF
AltPeriod = input(60)
tf_period =
    useAltTF ? AltPeriod :
        period == "1" ? 15 :
        period == "5" ? 30 :
        period == "15" ? 60 :
        period == "30" ? 240 :
        period == "60" ? 720 :
        period == "240" ? 1440 :
        period == "D" ? 1440 :
        period == "W" ? 30 :
        period == "M" ? 96 : AltPeriod

use_ha = input(false)
normalize_volume = input(false)
tv() => sum(high-low, tf_period)
nv() => sum(close < open ? open-close : 0, tf_period)
pv() => sum(close > open ? close-open : 0, tf_period)

tv_s = use_ha ? security(heikenashi(tickerid), tf, tv()) : security(tickerid, tf, tv())
nv_s = use_ha ? security(heikenashi(tickerid), tf, nv()) : security(tickerid, tf, nv())
pv_s = use_ha ? security(heikenashi(tickerid), tf, pv()) : security(tickerid, tf, pv())

normalized_volume = normalize_volume ? sum(tv_s, 100)/100 : tv_s

plot(normalized_volume, style=histogram, color=black)
plot(nv_s, style=columns, color=maroon)
plot(pv_s, style=columns, color=green)
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