EXPERIMENTAL: method to extrapolate volume from moving price.
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)