Enhanced Volume by SR7SiddharthaRay007's Enhanced Volume Indicator works on any Timeframe
⦿ Volume Labels:
1. Current Volume, Volume Change%, Average Volume, Average Doller Volume, Up/Down Ratio, ADR%.
=>Average value can be changed using 'Lookback Length' (Default: 20)
⦿ Simple Moving Average: MA (Default: 50). Color of MA changes based on the up down volume ratio.
1. Up/Down Ratio > 1: Blue
2. Up/Down Ratio < 1: Orange
⦿ Volume Bar Colors:
1. High Relative Volume Positive Candle: Lime Green .
2. High Relative Volume Negative Candle: Red .
3. Normal Volume Positive Candle: Blue .
4. Normal Volume Negative Candle: Fuchsia .
5. Low Relative Volume Positive/Negative Candle: Orange .
=>High Relative Volume > 300% of Average Volume; Low Relative Volume < 30% of Average Volume
⦿ Pocket Pivot (A pocket pivot is an up day with volume greater than any of the down days volume in the past 10 days)
1. 10 day Pocket Pivots: Lime Green Diamond below volume bar
2. 5 day Pocket Pivots: Blue Diamond below volume bar
⦿ 'Highest Volume (HV) ' on top of the Volume Bar:
1. Highest Volume Ever (HVE)
2. Highest Volume in Over a Year (HVY)
⦿ Projected Volume Bar: Aqua
⦿ Plot a line at 2x and 3x Average Volume and set Alerts
Hv
Leonidas Volatility OscillatorThis indicator is showing the volatility based on ATR or Historical Volatility.
Volatility is one of the most powerful tools to catch explosive moves or identify when the market is in consolidation/distribution phase.
How to use this indicator:
Colors:
Blue Color is they most important color for this indicator .
This color is suggesting the volatility is reaching the lowest point the market is in consolidation/distribution phase. Depending of the time frame after this phase you will see an expansion.
Yellow/Red Color
Usually we will see this when the market is trending.
Trend.
This indicator is interesting because you will know if the volatility is trending powerful to keep your positions or ride the trend .
This indicator will not tell you when to sell or buy.
This indicator will help you to identify explosive moves, consolidation/distribution phases.
NVT & HV ComboFamous NVT indicator combinated with HV
Use with BTC weekly or daily chart . Blue line represents HV 40 threshold.
Interpretation:
Red above threshold -> regular bearish
Green above threshold-> regular bullish
Red crossing threshold from below to above -> very bearish
Green crossing threshold from below to above -> very bullish
NVT + HV CombinationFamous NVT indicator combinated with HV
Use with BTC weekly or daily chart. Yellow line represents HV 40 threshold.
Interpretation:
White above threshold -> regular bearish
Red above threshold-> regular bullish
White crossing threshold from below to above -> very bearish
White crossing threshold from below to above -> very bullish
Volatility IndexThis indicator is based on Historical Volatility (HV) built-in indicator with minor tweaks to match the Bitcoin Volatility Index (from Bybt).
Also, you can select a symbol to compare its volatility with the volatility of the currently selected symbol.
The Amplifier - Two Day Historical Bitcoin Volatility PlotThe 3rd piece to the other two pieces to our CoT study. This is the Amplifier, which turns select signals into 'Super' Buys/Sells
The other two being the 'Bitcoin Insider CoT Delta', and the on chart Price indicator most will have, if no others the 'Hunt Bitcoin CoT Buy/Sell Signals' that will indicate the key signals, ave 4 a year on the chart as they occur.
Why Bother another CoT signal?
Its different & focused on the Insider's.
Performance -
This Indicator provided a
1. Signal 1 = 26th March 2019 = SUPER LONG at $4,500 that saw a near $14,000 run up
2. Signal 2 = 18th & 24th June 2019 = SHORT at the second & final level $11,700 after repeated attempts & failure in the $13K range, the mini Echo Bitcoin Bull of 2019
3. Signal 3 = 17th December 2019 = LONG $6,900, Bitcoin rallied to Mid $10,500's
4. Signal 4 = 18th Feb 2020 = SUPER SHORT from $9,700's to a final extreme Low of $3,000, calling the CV-19 collapse
5. Signal 5 = 17th March 2020 = LONG from $5,400 no closure point yet
6. Signal 6 = 29th June 2020 = SUPER LONG reiterate from $10,700 no closure sell signal yet
7. Signal 7 = 17th May 2020 = LONG another accumulate LONG with no sell signal yet generated at Post H&S's low of $33,000
Note - This indicator only commences March 2019, as Bitcoin futures were a recent introduction and needed to settle for 6 months in both use and data, no signals were meaningful prior & data was light.
What is Provided. - Please note the need to also add the Hunt Bitcoin Historical Volatility Indicator for full understanding.
We provide 3 things with the 3 indicators.
'Insider' indications from Largest players in the futures market.
1. Bitcoin Macro Buy Signals.
a) The Bitcoin Commitment of Traders results see us focus solely on Largest 4 Short Open Interest & Largest 4 Long Open Interest aspects of the CoT Release data.
When the difference - is tight, a kind of pinch, these have been great Buy signals in Bitcoin.
We call this difference the Delta & When Delta is 5% or less Bitcoin is a Buy.
2. Bitcoin Macro Sells.
a) A sell signal is Triggered in Bitcoin at any point the Largest 4 short OI > or = to 70
3. AMPLIFIER Trade signals 'Super' Longs or Shorts -
Extreme low volatility events leads to highly impulsive & volatile subsequent moves, if either of 1 or 2 above occur, combined with extreme low volatility
a 'Super Long' or 'SUPER SELL' is generated. In the case of the short side, given Bitcoins general expansive and MACRO Bull trend since inception, we seek an additional component
that is an extreme differential/Delta reading between 4 biggest Longs & Shorts OI.
Namely CoT Delta also must be > 47.5%
We also have a Cautionary level, where it is not necessarily a good idea to accumulate Bitcon, as a better opportunity lower may avail itself, see conditions below.
So the required logic explicitly stated below for all Signals.
1. Long - Hunt Bitcoin CoT Delta < or = 5
2. SUPER Long - Hunt Bitcoin CoT Delta < or = 5; and 2 Day Historical Bitcoin Volatility = or < 20
3. Short - Largest 4 Sellers OI = or > 70
4. SUPER Short - Largest 4 Sellers OI = or > 70; AND..
Hunt Bitcoin CoT Delta = or > 47.5 AND 2 Day Historical BTC Volatility = or < 20
5. Caution - Largest 4 Sellers OI = or > 67.5 AND Hunt Bitcoin CoT Delta = or > 45
WARNING SEE Notes Below
Note 1 - = Largest 4 Open Interest Shorts
Note 2 - = Largest 4 Open Interest Longs
Note 3 - = Hunt Cot Delta = (Largest 4 sellers OI) -( Largest 4 Buyers OI)
Caution = Avoid new Bitcoin Accumulation Right Now, A sell signal might follow Enter on next Long
Note 4 - The Hunt Bitcoin COT Delta signal is a Largest 'Insider' Tracking tool based on a segment of Commitment of Traders data on Bitcoin Futures, released once a week on a Friday.
It is a Macro Timeframe signal , and should not be used for Day trading and Short Timeframe analysis , Entries may be optimised after a Hunt Bitcoin CoT Signal is generated by separate shorter Timeframe analysis.
Note 5 - The Historical Bitcoin Volatility is an additional 'Amplifier' component to the 'Hunt Bitcoin Cot Delta' Insider Signal
Note 6 - The Historical Bitcoin Volatility criteria varies by timeframe, the above levels are those applying on a Two Day TF Chart, select this custom timeframe in Trading View.
if additional criteria are met for LONG & SHORT insider signals, they may become 'Super Longs/Shorts', see conditions box above.
Relative Historical Volatility MCMRelative Historical Volatility
Historical Volatility is relative to it's doubled lookback period of the historical volatility to calculate relative historical volatility.
Including a standard deviation to calculate the volatility value itself is useless. It filters out 32% of the most volatile movements of the asset that you are observing.
Example of RHV:
Period of Volatility Value (POVV) : 10
Relative Historical Volatility : POVV / POVV*2
Historical Volatility of past 10 Bars is compared to the historical volatility of the bast 20 bars to show real growth/decrease of volatility relative to the time of the performing asset.
Comparing historical volatility to the current bar includes much more noise, the relative historical volatility can be perceived as a smoothed historical volatility ind.
Marginal notes:
Added standard deviations adjusted to the relative volatility value to predict probable future volatility of the stock.
HV/IV Options Indicator - Muthu SThis HV/IV indicator helps you to select an opt Option Strategy. It creates 5 areas & each area defines the present status of the option premium, which varies from Very Low to Very High. From the bottom, (Option Premium is)
Area 1. Very Low
Area 2. Low
Area 3. Fair
Area 4. High
Area 5. Very High
Find which area, current Implied Volatility (User Input) belongs in & choose the option strategy accordingly. Implied Volatility is marked in Black colour circles.
Kindly note, Prior knowledge of Options, Volatility (Historical & Implied) is mandatory to use this indicator. This is shared for education purpose only.