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spacemanbtc

Aggregate VPVR [CE]

spacemanbtc Updated   
Trend Analysis Volatility Volume vpvr aggregatevpvr aggregatedvolume exchangevolume profiler vpsv aggregatevolume
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trendanalysis volatility volumestudies vpvr aggregatevpvr aggregatedvolume exchangevolume profiler vpsv aggregatevolume
Aggregate VPVR

Aggregate Volume automatically fetches and aggregates futures volume data from multiple exchanges such as Binance, OKX, and Bybit -- for any crypto asset, and highlights the volume bars that exceed a user-defined threshold.
Using this logic the CE team have put together a new VPVR script that uses aggregated data to produce new profile. The tool takes a fresh look at the VPVR usage by highlighting the VA in the ratio of contribution to volume by each exchange.

Each exchange is toggleable so users can view data related to the exchange and aggregate as needed e.g.

  • Binance + bybit
  • OKX + bybit
  • Binance + OKX

Customizable widths:
5 %
snapshot

Customizable widths:
35 %
snapshot

Additional customizations include ticksize, above is 10 ticksize, below is an example of 5 ticksize for increased granularity:
snapshot


Finally the benefit of this vs traditional VPVR is seeing exchange participation at high volume levels across available assets.
Release Notes:
Updated default ticksize to 10
Release Notes:
Data fix
Twitter: twitter.com/cubansedge
Discord: discord.com/invite/NqDfZgxeku
Invite-only script

Access to this script is restricted to users authorized by the author and usually requires payment. You can add it to your favorites, but you will only be able to use it after requesting permission and obtaining it from its author. Contact spacemanbtc for more information, or follow the author's instructions below.

TradingView does not suggest paying for a script and using it unless you 100% trust its author and understand how the script works. In many cases you can find a good open-source alternative for free in our Community Scripts.

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.

Author's instructions

For free access, please join the CUBAN'S EDGE by February 1st: Discord here: discord.gg/NqDfZgxeku Website: www.cubansedge.com/

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Warning: please read before requesting access.