Two indicator are combined to normalize volume in shares due to the increase in pre-opening of the market, “auction” as the image shows.
- Dcontratos: Shows contracts
- Contracts: filter for contracts, change color if the Volume is higher than indicated.
- DivSubasta: divide the volume auction “Subasta”.
A filter is added to see where the most negotiated volumes are according to contracts.
Example Contracts
In Actions We Show Auction
– BBVA: 200,000 Contracts
In futures hide Auction
– FDAX: 1500 Contracts
– SP500: 30000 Contracts
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/////////////////////////////////////////////////////////////////////// REM TAC VOLUME FILTRO V1 REM TAC VOLUME FILTRO V1 | indicator REM 03.07.2018 REM TAC @ www.tiburonesdealetacorta.com REM Sharing www.tiburonesdealetacorta.com //////////////////////////////////////////////////////////////////////// vol=volume/divsubasta If subasta=1 then b=close > low and volume > high ce=close < high and volume > low if b or ce then vols=volume else vols=0 endif endif if subasta=0 then vols=volume endif If Dcontratos=1 then if vols > Contratos or vol > Contratos then Maximo = vols Maximov = vol ELSE Maximo= 0 Maximov= 0 ENDIF endif Maximoup= maximo + maximov if dcontratos=0 then vols=vols endif return vols coloured (0,102,204) style(histogram) as "subasta",vol coloured (0,102,204) style(histogram) as "Volume",Maximoup COLOURED (128,128,0) AS "Volumen X Contratos" |
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