TAC VSA Volume Spread Analysis

Following the principles of Holey, Wyckoff, Livermore, Tom Williams, and Anna Coulling among others.

We have related the main ones:

▴Candle / Bullish Bar //green triangle

▾ Candle / Bearish Bar //red triangle

Sign indicating an anomaly between price and volume where a turn can be made in any direction by indecision. //circle
NODemand //red circle

-In this situation professionals will not sustain the market if they observe weakness in the background.

-If the volume is low in bullish days, this shows no demand for the big ones.

-NO DEMAND BAR: narrow range bar, low volume, close in half or in the lower part..

NOSupply //green circle

At the end of a bearish trend or bullish turn within the bearish trend, we will see an increase in hammer or candle candles with large shadows below that indicate demand pressure.

Test for Supply / Test Volume //blue circle

Bearish bars: If the price falls with volume lower than the two previous bars, with narrow range, and the current candle that marks the price closes in half or higher, indicates “NOSupply”.

StopVolume //gray circle

It shows the moment when purchases cover all sales.

-A high volume, bearish bar, wide range, will normally indicate sales, but …

-If the next day is bullish and close at maximum, this shows that the purchases absorbed the sales the previous day.

– Only professional money can do this and it is a good indicator of strength.

EFFORT:

UP //green circle
DOW //red circle

UPTHRUST //red circle
REVERSE UPTHRUST //green circle

////////////////////////////////////////////////////////////////////////

REM VSA Volume
REM TAC VSA | indicator
REM 09.06.2018
REM RB @ www.tiburonesdealetacorta.com
REM Sharing www.tiburonesdealetacorta.com

vol=volume
atr = averagetruerange[10](close)*0.5
mm= average[100](volume)
VolumeMA = Average[50](mm)
Vlow = (VolumeMA - ((VolumeMA * 75) / 100))
VolumeMAA = Average[85](mm)
Vhigh = (VolumeMAA + ((VolumeMAA * 85) / 100))

SPREADHL = (High[0]-Low[0])/2
AvgSpread= Average[50](SPREADHL)
SPREAD1 = High -low/2
Spread2= Abs(High[0]-Low[0])
WIDE= (SPREAD1[0] > Spread2[1]*1.8)
NARROWS= SPREADHL[0] < AvgSpread[1]*0.8

MIDCLOSE = (open+close)/2
UPBAR =(close[0] >= open[0]) // barra alcista
DOWNBAR =(close[0] <= open[0]) // barra bajista
DOWNCLOSE=(Close[1]<=(((High[0]-Low[0])*0.3)+Low[1]))
UPCLOSE = (Close[1]>=(High[0]-((High[0]-Low[1])*0.3)))
UP=max(UPCLOSE, UPBAR)
Down= min(DOWNBAR, DOWNCLOSE)

//Move Price
if UP then
 DrawText("▴",barindex,low,SansSerif,bold,15)coloured(0,255,0)
endif

if Down then
 DrawText("▾",barindex,high,SansSerif,bold,15)coloured(200,0,0)
endif

//Divergence ---- anomaly Price & Volume
ND1=(abs(open - close) <= (high - low) * 5/100) and vol > mm and up
ND2=open[1] < close and vol < vol[1] and close[1]< close and DOWNBAR
ND3=WIDE and vol > vhigh[1] and DOWNclose and Close[2]>Close[3] and High[1]>High[2]
ND= ND1 or ND2 or ND3

if ND then
 DrawText("●",barindex,High,SansSerif,bold,20)coloured(200,0,0)
endif

//NoDemand
ND1= Vol[1] < vol[2] and UPCLOSE and DOWNBAR and (abs(open - close) <= (high - low)/2 )
ND2 = volume < Vlow and Vol[0]<Vol[1]
ND3 =(open[1] > close[1] and close > open and close <= open[1] and close[1] <= open and close - open < open[1] - close[1] ) and (abs(open - close) <= (high - low) * 5/100) and Vol[1]<Vol[2]
ND4=(Close[1] > Close[2] and Close[1] < MIDCLOSE and narrows and Vol[1] < vol[2] and Vol[2] < vol[3])

NoDemand = ND1 or ND2 or ND3 or ND4
if NoDemand then
 DrawText("NODemand",barindex,high+atr*1,SansSerif,bold,10)coloured(200,0,0)
 DrawText("●",barindex,high,SansSerif,bold,10)coloured(200,0,0)
endif

//Stopping Volume
STPV1= Vol[0] > Vhigh[1] and Vol[1] > Vhigh[2]

StoppingVolume = STPV1
if StoppingVolume then
 DrawText("StopVolume",barindex,low-atr*0.5,SansSerif,bold,10)coloured(135,135,135)
 DrawText("●",barindex,high,SansSerif,bold,10)coloured(135,135,135)
endif

NSP1= (Close[1] < Close[2] and Close[1] < MIDCLOSE and wide and Vol[1] > Vhigh[2])
NSP2=(Close[1] < Close[2] and Close[1] < MIDCLOSE and wide and Volume[1]>Volume[2])

//NO Supply
NOSupply = NSP1 or NSP2
if NOSupply then
 DrawText("NOSupply",barindex,low-atr*1,SansSerif,bold,10)coloured(0,200,0)
 DrawText("●",barindex,low,SansSerif,bold,12)coloured(0,200,0)
endif

TESNSP1=(Close[1] < Close[2] and Close[1] > UP and Vol[1] < Vol[2] and Vol[0] < vlow[1])
TESNSP2 = wide and DOWN and Vol > Vhigh[1] and vol[2] > vol[3] and Close[2]>Close[3] and High[1]>High[2]
TESNSP3= wide and UP and Vol > Vhigh[1] and vol[2] > vol[3] and Close[2]<Close[3] and low[1]<low[2]

//Test for Supply
TESNSP = TESNSP1 or TESNSP2 or TESNSP3 and UPTHRUST
if TESNSP then
 DrawText("Test for Supply",barindex,high+atr*1.4,SansSerif,bold,10)coloured(0,90,190)
 DrawText("●",barindex,high,SansSerif,bold,12)coloured(0,90,190)
endif

//"Reverse UPTHRUST"
RUT1= (Close[1] < Close[2] and Close[1] < MIDCLOSE and wide and vol > vhigh[1] and vol[1] > vhigh[2] )

ReverseUPTHRUST = RUT1
if ReverseUPTHRUST then
 DrawText("Reverse UPTHRUST",barindex,low-atr*1.5,SansSerif,bold,10)coloured(0,200,0)
 DrawText("●",barindex,low,SansSerif,bold,15)coloured(0,200,0)
endif

//UPTHRUST
UT1 =(Close[1] > Close[2] and Close[1] > MIDCLOSE and Low[1] < Low[2] and Low[2] < Low[3] and wide and Vol[1] > vol[2])

UPTHRUST= UT1
if UPTHRUST then
 DrawText("UPTHRUST",barindex,high+atr*1,SansSerif,bold,10)coloured(200,0,0)
 DrawText("●",barindex,high,SansSerif,bold,15)coloured(200,0,0)
endif

//Effort To Move Down
EFTD1=WIDE and DOWNBAR and DOWNCLOSE and vol > vhigh and Vol[1]>Vol[2]
EffortToMoveDown =EFTD1

if EffortToMoveDown then
 DrawText("EffortToMoveDown",barindex,high+atr*1.5,SansSerif,bold,12)coloured(200,0,0)
 DrawText("●",barindex,high,SansSerif,bold,15)coloured(200,0,0)
endif

//Effort To Move Up
EFTU1=WIDE and UPBAR and UPclose and vol > vhigh and Vol[1]>Vol[2]

EffortToMoveup = EFTU1
if EffortToMoveup then
 DrawText("EffortToMoveup",barindex,low-atr*1.5,SansSerif,bold,10)coloured(0,200,0)
 DrawText("●",barindex,low,SansSerif,bold,15)coloured(0,200,0)
endif

Return

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////////////////////////////////////////////////////////////////////////

REM VSA Volume

REM TAC VSA | indicator

REM 09.06.2018

REM RB @ www.tiburonesdealetacorta.com

REM Sharing www.tiburonesdealetacorta.com

vol=volume

atr = averagetruerange[10](close)*0.5

mm= average[100](volume)

VolumeMA = Average[50](mm)

Vlow = (VolumeMA - ((VolumeMA * 75) / 100))

VolumeMAA = Average[85](mm)

Vhigh = (VolumeMAA + ((VolumeMAA * 85) / 100))

SPREADHL = (High[0]-Low[0])/2

AvgSpread= Average[50](SPREADHL)

SPREAD1 = High -low/2

Spread2= Abs(High[0]-Low[0])

WIDE= (SPREAD1[0] > Spread2[1]*1.8)

NARROWS= SPREADHL[0] < AvgSpread[1]*0.8

MIDCLOSE = (open+close)/2

UPBAR =(close[0] >= open[0]) // barra alcista

DOWNBAR =(close[0] <= open[0]) // barra bajista

DOWNCLOSE=(Close[1]<=(((High[0]-Low[0])*0.3)+Low[1]))

UPCLOSE = (Close[1]>=(High[0]-((High[0]-Low[1])*0.3)))

UP=max(UPCLOSE, UPBAR)

Down= min(DOWNBAR, DOWNCLOSE)

//Move Price

if UP then

DrawText("▴",barindex,low,SansSerif,bold,15)coloured(0,255,0)

endif

if Down then

DrawText("▾",barindex,high,SansSerif,bold,15)coloured(200,0,0)

endif

//Divergence ---- anomaly Price & Volume

ND1=(abs(open - close) <= (high - low) * 5/100) and vol > mm and up

ND2=open[1] < close and vol < vol[1] and close[1]< close and DOWNBAR

ND3=WIDE and vol > vhigh[1] and DOWNclose and Close[2]>Close[3] and High[1]>High[2]

ND= ND1 or ND2 or ND3

if ND then

DrawText("●",barindex,High,SansSerif,bold,20)coloured(200,0,0)

endif

//NoDemand

ND1= Vol[1] < vol[2] and UPCLOSE and DOWNBAR and (abs(open - close) <= (high - low)/2 )

ND2 = volume < Vlow and Vol[0]<Vol[1]

ND3 =(open[1] > close[1] and close > open and close <= open[1] and close[1] <= open and close - open < open[1] - close[1] ) and (abs(open - close) <= (high - low) * 5/100) and Vol[1]<Vol[2]

ND4=(Close[1] > Close[2] and Close[1] < MIDCLOSE and narrows and Vol[1] < vol[2] and Vol[2] < vol[3])

NoDemand = ND1 or ND2 or ND3 or ND4

if NoDemand then

DrawText("NODemand",barindex,high+atr*1,SansSerif,bold,10)coloured(200,0,0)

DrawText("●",barindex,high,SansSerif,bold,10)coloured(200,0,0)

endif

//Stopping Volume

STPV1= Vol[0] > Vhigh[1] and Vol[1] > Vhigh[2]

StoppingVolume = STPV1

if StoppingVolume then

DrawText("StopVolume",barindex,low-atr*0.5,SansSerif,bold,10)coloured(135,135,135)

DrawText("●",barindex,high,SansSerif,bold,10)coloured(135,135,135)

endif

NSP1= (Close[1] < Close[2] and Close[1] < MIDCLOSE and wide and Vol[1] > Vhigh[2])

NSP2=(Close[1] < Close[2] and Close[1] < MIDCLOSE and wide and Volume[1]>Volume[2])

//NO Supply

NOSupply = NSP1 or NSP2

if NOSupply then

DrawText("NOSupply",barindex,low-atr*1,SansSerif,bold,10)coloured(0,200,0)

DrawText("●",barindex,low,SansSerif,bold,12)coloured(0,200,0)

endif

TESNSP1=(Close[1] < Close[2] and Close[1] > UP and Vol[1] < Vol[2] and Vol[0] < vlow[1])

TESNSP2 = wide and DOWN and Vol > Vhigh[1] and vol[2] > vol[3] and Close[2]>Close[3] and High[1]>High[2]

TESNSP3= wide and UP and Vol > Vhigh[1] and vol[2] > vol[3] and Close[2]<Close[3] and low[1]<low[2]

//Test for Supply

TESNSP = TESNSP1 or TESNSP2 or TESNSP3 and UPTHRUST

if TESNSP then

DrawText("Test for Supply",barindex,high+atr*1.4,SansSerif,bold,10)coloured(0,90,190)

DrawText("●",barindex,high,SansSerif,bold,12)coloured(0,90,190)

endif

//"Reverse UPTHRUST"

RUT1= (Close[1] < Close[2] and Close[1] < MIDCLOSE and wide and vol > vhigh[1] and vol[1] > vhigh[2] )

ReverseUPTHRUST = RUT1

if ReverseUPTHRUST then

DrawText("Reverse UPTHRUST",barindex,low-atr*1.5,SansSerif,bold,10)coloured(0,200,0)

DrawText("●",barindex,low,SansSerif,bold,15)coloured(0,200,0)

endif

//UPTHRUST

UT1 =(Close[1] > Close[2] and Close[1] > MIDCLOSE and Low[1] < Low[2] and Low[2] < Low[3] and wide and Vol[1] > vol[2])

UPTHRUST= UT1

if UPTHRUST then

DrawText("UPTHRUST",barindex,high+atr*1,SansSerif,bold,10)coloured(200,0,0)

DrawText("●",barindex,high,SansSerif,bold,15)coloured(200,0,0)

endif

//Effort To Move Down

EFTD1=WIDE and DOWNBAR and DOWNCLOSE and vol > vhigh and Vol[1]>Vol[2]

EffortToMoveDown =EFTD1

if EffortToMoveDown then

DrawText("EffortToMoveDown",barindex,high+atr*1.5,SansSerif,bold,12)coloured(200,0,0)

DrawText("●",barindex,high,SansSerif,bold,15)coloured(200,0,0)

endif

//Effort To Move Up

EFTU1=WIDE and UPBAR and UPclose and vol > vhigh and Vol[1]>Vol[2]

EffortToMoveup = EFTU1

if EffortToMoveup then

DrawText("EffortToMoveup",barindex,low-atr*1.5,SansSerif,bold,10)coloured(0,200,0)

DrawText("●",barindex,low,SansSerif,bold,15)coloured(0,200,0)

endif

Return

spread volume volumes

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TAC Bolsa • 06/20/2018 #
//Last Code adapted 06/21/2018.

vol=volume
atr = averagetruerange[10](close)*0.5
mm= average[100](volume)
VolumeMA = Average[50](mm)
Vlow = (VolumeMA – ((VolumeMA * 75) / 100))
VolumeMAA = Average[50](mm)
Vhigh = (VolumeMAA + ((VolumeMAA * 50) / 100))

Spread3= Average[50](SPREAD1)
SPREAD1 = High -low/2
Spread2= Abs(High[0]-Low[0])
WIDE= (SPREAD1[0] > Spread2[1]*1.8)
NARROWS= SPREAD1[0] = open[0])
DOWNBAR =(close[0] <= open[0])
DOWNCLOSE=(Close[0]=(High[1]-((High[0]-Low[1])*0.3)))
UP=max(UPCLOSE, UPBAR)
Down= min(DOWNBAR, DOWNCLOSE)

//Move Price
if UP then
DrawText(“▴”,barindex,low,SansSerif,bold,15)coloured(0,255,0)
endif

if Down then
DrawText(“▾”,barindex,high,SansSerif,bold,15)coloured(200,0,0)
endif

//Divergence —- anomaly Price & Volume
ND1=(abs(open – close) mm and up
ND2=open[1] < close and vol < vol[1] and close[1] vhigh[1] and DOWNclose and Close[2]>Close[3] and High[1]>High[2]
ND= ND1 or ND2 or ND3

if ND then
DrawText(“●”,barindex,High,SansSerif,bold,15)coloured(200,0,0)
endif

//NoDemand
ND1= Vol[1] < vol[2] and UPCLOSE and DOWNBAR and (abs(open – close) <= (high – low)/2 )
ND2 = vol < Vlow and Vol[0] close[1] and close > open and close <= open[1] and close[1] <= open and close – open < open[1] – close[1] ) and (abs(open – close) <= (high – low) * 5/100) and Vol[1] Close[2] and Close[1] < MIDCLOSE and narrows and Vol[1] < vol[2] and Vol[2] Vhigh[1] and Vol[1] > Vhigh[2]

StoppingVolume = STPV1
if StoppingVolume then
DrawText(“StopVolume”,barindex,low-atr*0.5,SansSerif,bold,10)coloured(135,135,135)
DrawText(“●”,barindex,high,SansSerif,bold,10)coloured(135,135,135)
endif

NSP1= (Close[1] < Close[2] and Close[1] Vhigh[2])

//NO Supply
NOSupply = NSP1
if NOSupply then
DrawText(“NOSupply”,barindex,low-atr*1,SansSerif,bold,10)coloured(0,200,0)
DrawText(“●”,barindex,low,SansSerif,bold,12)coloured(0,200,0)
endif

TESNSP1=(Close[1] UP and Vol[1] < Vol[2] and Vol[0] Vhigh[1] and vol[2] > vol[3] and Close[2]>Close[3] and High[1]>High[2]
TESNSP3= wide and UP and Vol > Vhigh[1] and vol[2] > vol[3] and Close[2]<Close[3] and low[1]<low[2]

//Test for Supply
TESNSP = TESNSP1 or TESNSP2 or TESNSP3 and UPTHRUST
if TESNSP then
DrawText("Test for Supply",barindex,high+atr*1.4,SansSerif,bold,10)coloured(0,90,190)
DrawText("●",barindex,high,SansSerif,bold,12)coloured(0,90,190)
endif

//"Reverse UPTHRUST"
RUT1= (Close[1] < Close[2] and Close[1] vhigh[1] and vol[1] > vhigh[2] )

ReverseUPTHRUST = RUT1
if ReverseUPTHRUST then
DrawText(“Reverse UPTHRUST”,barindex,low-atr*1.5,SansSerif,bold,10)coloured(0,200,0)
DrawText(“●”,barindex,low,SansSerif,bold,15)coloured(0,200,0)
endif

//UPTHRUST
UT1 =(Close[1] > Close[2] and Close[1] > MIDCLOSE and Low[1] < Low[2] and Low[2] vol[2])

UPTHRUST= UT1
if UPTHRUST then
DrawText(“UPTHRUST”,barindex,high+atr*1,SansSerif,bold,10)coloured(200,0,0)
DrawText(“●”,barindex,high,SansSerif,bold,15)coloured(200,0,0)
endif

//Effort To Move Down
EFTD1=WIDE and DOWNBAR and DOWNCLOSE and vol > vhigh and Vol[1]>Vol[2]
EffortToMoveDown =EFTD1

if EffortToMoveDown then
DrawText(“EffortToMoveDown”,barindex,high+atr*2, SansSerif,bold,10)coloured(200,0,0)
DrawText(“●”,barindex,high,SansSerif,bold,15)coloured(200,0,0)
endif

//Effort To Move Up
EFTU1=WIDE and UPBAR and UPclose and vol > vhigh and Vol[1]>Vol[2]

EffortToMoveup = EFTU1
if EffortToMoveup then
DrawText(“EffortToMoveup”,barindex,low-atr*2,SansSerif,bold,10)coloured(0,200,0)
DrawText(“●”,barindex,low,SansSerif,bold,15)coloured(0,200,0)
endif

Return

TAC Bolsa • 06/20/2018 #
Sorry is a code that will be improved day by day.
Do not forget to always copy the last code to be updated.

This indicator is a way to learn the relationship Price Volume
There are no signs of entry or exit in the markets.

TAC Bolsa • 06/20/2018 #
Interpretation of the indicator
https://www.tiburonesdealetacorta.com/2018/06/tac-vsa-volume-spread-analysis.html

TAC Bolsa • 06/20/2018 #
//Last improved code 06/24/2018 Version-V3
////////////////////////////////////////////////////////////////////////
REM VSA Volume
REM TAC VSA | indicator
REM 09.06.2018
REM RB @ http://www.tiburonesdealetacorta.com
REM Sharing http://www.tiburonesdealetacorta.com
////////////////////////////////////////////////////////////////////////

vol=volume
atr = averagetruerange[10](close)*0.5
mm= average[100](volume)
VolumeMA = Average[50](mm)
Vlow = (VolumeMA – ((VolumeMA * 75) / 100))
VolumeMAA = Average[50](mm)
Vhigh = (VolumeMAA + ((VolumeMAA * 50) / 100))

Spread3= Average[50](Spread1)
Spread1 = High -low/2
Spread2= Abs(High[0]-Low[0])
WIDE= (Spread1[0] > Spread2[1]*1.8)
NARROWS= Spread1[0] = open[0])
DOWNBAR =(close[0] <= open[0])
DOWNCLOSE=(Close[0]=(High[1]-((High[0]-Low[1])*0.3)))
UP=max(UPCLOSE, UPBAR)
Down= min(DOWNBAR, DOWNCLOSE)

//Move Price
if UP then
DrawText(“▴”,barindex,low,SansSerif,bold,15)coloured(0,255,0)
endif

if Down then
DrawText(“▾”,barindex,high,SansSerif,bold,15)coloured(200,0,0)
endif

//Divergence —- anomaly Price & Volume
d = close – open
DV1=(abs(open – close) mm and up
DV2=open[1] < close and vol < vol[1] and close[1] vhigh[1] and DOWNclose and Close[2]>Close[3] and High[1]>High[2] and Vol d[1]*2 and d[1] > 0 and d 0 and vol d[1]*2 and d[1] > 0 and d 0 and vol > vol[1]
DV= DV1 or DV2 or DV3 or DV4

if DV then
DrawText(“●”,barindex,High,SansSerif,bold,10)coloured(200,0,0)
endif

//NoDemand
ND1= Vol[1] < vol[2] and UPCLOSE and DOWNBAR and (abs(open – close) <= (high – low)/2 )
ND2 = vol < Vlow and Vol[0] close[1] and close > open and close <= open[1] and close[1] <= open and close – open < open[1] – close[1] ) and (abs(open – close) <= (high – low) * 5/100) and Vol[1] Close[2] and Close[1] < MIDCLOSE and narrows and Vol[1] < vol[2] and Vol[2] < vol[3])
ND5=Close average[20](vol)

NoDemand = ND1 or ND2 or ND3 or ND4 or ND5 and UPTHRUST

if NoDemand then
DrawText(“NODemand”,barindex,high+atr*1,SansSerif,bold,10)coloured(200,0,0)
DrawText(“●”,barindex,high,SansSerif,bold,10)coloured(200,0,0)
endif

//Stopping Volume
STPV1= Vol[0] > Vhigh[1] and Vol[1] > Vhigh[2]

StoppingVolume = STPV1

if StoppingVolume then
DrawText(“StopVolume”,barindex,low-atr*0.5,SansSerif,bold,10)coloured(135,135,135)
DrawText(“●”,barindex,high,SansSerif,bold,10)coloured(135,135,135)
endif

NSP1= (Close[1] < Close[2] and Close[1] Vhigh[2])
NSP2 =Close > Close[1] and Low=Lowest[10](Low) and Vol>average[20](vol)

//NO Supply
NOSupply = NSP1 or NSP2

if NOSupply then
DrawText(“NOSupply”,barindex,low-atr*1,SansSerif,bold,10)coloured(0,200,0)
DrawText(“●”,barindex,low,SansSerif,bold,10)coloured(0,200,0)
endif

TESNSP1=(Close[1] UP and Vol[1] < Vol[2] and Vol[0] Vhigh[1] and vol[2] > vol[3] and Close[2]>Close[3] and High[1]>High[2]
TESNSP3= wide and UP and Vol > Vhigh[1] and vol[2] > vol[3] and Close[2]<Close[3] and low[1]<low[2]

//Test for Supply
TESNSP = TESNSP1 or TESNSP2 or TESNSP3 and UPTHRUST

if TESNSP then
DrawText("Test for Supply",barindex,high+atr*1.8,SansSerif,bold,10)coloured(0,90,190)
DrawText("●",barindex,high,SansSerif,bold,10)coloured(0,90,190)
endif

//"Reverse UPTHRUST"
RUT1= (Close[1] < Close[2] and Close[1] vhigh[1] and vol[1] > vhigh[2] )

ReverseUPTHRUST = RUT1

if ReverseUPTHRUST then

DrawText(“Reverse UPTHRUST”,barindex,low-atr*1.5,SansSerif,bold,10)coloured(0,200,0)
DrawText(“●”,barindex,low,SansSerif,bold,12)coloured(0,200,0)
endif

//UPTHRUST
UT1 =(Close[1] > Close[2] and Close[1] > MIDCLOSE and Low[1] < Low[2] and Low[2] vol[2])

UPTHRUST= UT1 and EffortToMoveDown

if UPTHRUST then
DrawText(“UPTHRUST”,barindex,high+atr*1.5,SansSerif,bold,10)coloured(200,0,0)
DrawText(“●”,barindex,high,SansSerif,bold,10)coloured(200,0,0)
endif

//Effort To Move Down
EFTD1=WIDE and DOWNBAR and DOWNCLOSE and vol > vhigh and Vol[1]>Vol[2]

EffortToMoveDown =EFTD1

if EffortToMoveDown then
DrawText(“EffortToMoveDown”,barindex,high+atr*2, SansSerif,bold,10)coloured(200,0,0)
DrawText(“●”,barindex,high,SansSerif,bold,12)coloured(200,0,0)
endif

//Effort To Move Up
EFTU1=WIDE and UPBAR and UPclose and vol > vhigh and Vol[1]>Vol[2]

EffortToMoveup = EFTU1
if EffortToMoveup then

DrawText(“EffortToMoveup”,barindex,low-atr*2,SansSerif,bold,10)coloured(0,200,0)
DrawText(“●”,barindex,low,SansSerif,bold,12)coloured(0,200,0)
endif

Return

TAC Bolsa • 06/20/2018 #
//Last improved code 06/24/2018 Version-V3
////////////////////////////////////////////////////////////////////////
REM VSA Volume
REM TAC VSA | indicator
REM 09.06.2018
REM RB @ http://www.tiburonesdealetacorta.com
REM Sharing http://www.tiburonesdealetacorta.com
////////////////////////////////////////////////////////////////////////

vol=volume
atr = averagetruerange[10](close)*0.5
mm= average[100](volume)
VolumeMA = Average[50](mm)
Vlow = (VolumeMA – ((VolumeMA * 75) / 100))
VolumeMAA = Average[50](mm)
Vhigh = (VolumeMAA + ((VolumeMAA * 50) / 100))

Spread3= Average[50](Spread1)
Spread1 = High -low/2
Spread2= Abs(High[0]-Low[0])
WIDE= (Spread1[0] > Spread2[1]*1.8)
NARROWS= Spread1[0] = open[0])
DOWNBAR =(close[0] <= open[0])
DOWNCLOSE=(Close[0]=(High[1]-((High[0]-Low[1])*0.3)))
UP=max(UPCLOSE, UPBAR)
Down= min(DOWNBAR, DOWNCLOSE)

//Move Price
if UP then
DrawText(“▴”,barindex,low,SansSerif,bold,15)coloured(0,255,0)
endif

if Down then
DrawText(“▾”,barindex,high,SansSerif,bold,15)coloured(200,0,0)
endif

//Divergence —- anomaly Price & Volume
d = close – open
DV1=(abs(open – close) mm and up
DV2=open[1] < close and vol < vol[1] and close[1] vhigh[1] and DOWNclose and Close[2]>Close[3] and High[1]>High[2] and Vol d[1]*2 and d[1] > 0 and d 0 and vol d[1]*2 and d[1] > 0 and d 0 and vol > vol[1]
DV= DV1 or DV2 or DV3 or DV4

if DV then
DrawText(“●”,barindex,High,SansSerif,bold,10)coloured(200,0,0)
endif

//NoDemand
ND1= Vol[1] < vol[2] and UPCLOSE and DOWNBAR and (abs(open – close) <= (high – low)/2 )
ND2 = vol < Vlow and Vol[0] close[1] and close > open and close <= open[1] and close[1] <= open and close – open < open[1] – close[1] ) and (abs(open – close) <= (high – low) * 5/100) and Vol[1] Close[2] and Close[1] < MIDCLOSE and narrows and Vol[1] < vol[2] and Vol[2] < vol[3])
ND5=Close average[20](vol)

NoDemand = ND1 or ND2 or ND3 or ND4 or ND5 and UPTHRUST

if NoDemand then
DrawText(“NODemand”,barindex,high+atr*1,SansSerif,bold,10)coloured(200,0,0)
DrawText(“●”,barindex,high,SansSerif,bold,10)coloured(200,0,0)
endif

//Stopping Volume
STPV1= Vol[0] > Vhigh[1] and Vol[1] > Vhigh[2]

StoppingVolume = STPV1

if StoppingVolume then
DrawText(“StopVolume”,barindex,low-atr*0.5,SansSerif,bold,10)coloured(135,135,135)
DrawText(“●”,barindex,high,SansSerif,bold,10)coloured(135,135,135)
endif

NSP1= (Close[1] < Close[2] and Close[1] Vhigh[2])
NSP2 =Close > Close[1] and Low=Lowest[10](Low) and Vol>average[20](vol)

//NO Supply
NOSupply = NSP1 or NSP2

if NOSupply then
DrawText(“NOSupply”,barindex,low-atr*1,SansSerif,bold,10)coloured(0,200,0)
DrawText(“●”,barindex,low,SansSerif,bold,10)coloured(0,200,0)
endif

TESNSP1=(Close[1] UP and Vol[1] < Vol[2] and Vol[0] Vhigh[1] and vol[2] > vol[3] and Close[2]>Close[3] and High[1]>High[2]
TESNSP3= wide and UP and Vol > Vhigh[1] and vol[2] > vol[3] and Close[2]<Close[3] and low[1]<low[2]

//Test for Supply
TESNSP = TESNSP1 or TESNSP2 or TESNSP3 and UPTHRUST

if TESNSP then
DrawText("Test for Supply",barindex,high+atr*1.8,SansSerif,bold,10)coloured(0,90,190)
DrawText("●",barindex,high,SansSerif,bold,10)coloured(0,90,190)
endif

//"Reverse UPTHRUST"
RUT1= (Close[1] < Close[2] and Close[1] vhigh[1] and vol[1] > vhigh[2] )

ReverseUPTHRUST = RUT1

if ReverseUPTHRUST then

DrawText(“Reverse UPTHRUST”,barindex,low-atr*1.5,SansSerif,bold,10)coloured(0,200,0)
DrawText(“●”,barindex,low,SansSerif,bold,12)coloured(0,200,0)
endif

//UPTHRUST
UT1 =(Close[1] > Close[2] and Close[1] > MIDCLOSE and Low[1] < Low[2] and Low[2] vol[2])

UPTHRUST= UT1 and EffortToMoveDown

if UPTHRUST then
DrawText(“UPTHRUST”,barindex,high+atr*1.5,SansSerif,bold,10)coloured(200,0,0)
DrawText(“●”,barindex,high,SansSerif,bold,10)coloured(200,0,0)
endif

//Effort To Move Down
EFTD1=WIDE and DOWNBAR and DOWNCLOSE and vol > vhigh and Vol[1]>Vol[2]

EffortToMoveDown =EFTD1

if EffortToMoveDown then
DrawText(“EffortToMoveDown”,barindex,high+atr*2, SansSerif,bold,10)coloured(200,0,0)
DrawText(“●”,barindex,high,SansSerif,bold,12)coloured(200,0,0)
endif

//Effort To Move Up
EFTU1=WIDE and UPBAR and UPclose and vol > vhigh and Vol[1]>Vol[2]

EffortToMoveup = EFTU1
if EffortToMoveup then

DrawText(“EffortToMoveup”,barindex,low-atr*2,SansSerif,bold,10)coloured(0,200,0)
DrawText(“●”,barindex,low,SansSerif,bold,12)coloured(0,200,0)
endif

Return

Alai-n • 06/20/2018 #
The download link of the .itf file !!! Always returns on version 1 and not on version 2.
- TAC Bolsa • 06/20/2018 #
  Hello there is an error when copying the data in Prorealcode that we have reported …
  
  Please download new versions from this link.
  
  Version V3
  https://www.tiburonesdealetacorta.com/2018/06/tac-vsa-volume-spread-analysis.html

Alai-n • 06/20/2018 #
When we copy the latest version in the comment section. Syntax error line 21 “)” which once corrected, returns a syntax error line 38 and 39!

TAC Bolsa • 06/20/2018 #
Hello there is an error when copying the data in Prorealcode that we have reported …

Please download new versions from this link.

Version V3
https://www.tiburonesdealetacorta.com/2018/06/tac-vsa-volume-spread-analysis.html

Alai-n • 06/20/2018 #
Good… 😉

TAC Bolsa • 06/20/2018 #
Please download new versions from this link.

Version V4
https://www.tiburonesdealetacorta.com/2018/06/tac-vsa-volume-spread-analysis.html
- Alai-n • 06/20/2018 #
  Thank You…
- Alai-n • 06/20/2018 #
  Great Job 😉

TAC Bolsa • 06/20/2018 #
Please download new versions from this link.

Version V5
https://www.tiburonesdealetacorta.com/2018/06/tac-vsa-volume-spread-analysis.html

TAC Bolsa • 06/20/2018 #
SHAKE OUT

kbrooks323 • 06/20/2018 #
Is there a way to develop a scan for the shakeout?
- TAC Bolsa • 06/20/2018 #
  Sorry,
  
  I do not program screener

TAC Bolsa • 06/20/2018 #
Please download new versions from this link.
Version V8
https://www.tiburonesdealetacorta.com/2018/06/tac-vsa-volume-spread-analysis.html

Bon Zo • 06/20/2018 #
Does this indicator repainting his signals or not? Thanks in advance for your answer.

Bon Zo • 06/20/2018 #
or does this indicator lag in the way of displaying the defined signals or not?
- TAC Bolsa • 06/20/2018 #
  You have to use it in daily or higher graphs to make a correct volume analysis
  
  In market closures is when between arbitrage,blocks, hidden orders. etc..

Bon Zo • 06/20/2018 #
Ok thanks a lot for your info and work.

Bon Zo • 06/20/2018 #
Hello, the problem is that the UPTHRUST and SHAKEOUT signals are displaying with 8-9 days delay
Is it normal or not?

Bon Zo • 06/20/2018 #
….in daily time frame

Bon Zo • 06/20/2018 #
Can you send me an editable version 8 of this indicator or not?
- TAC Bolsa • 06/20/2018 #
  You confuse the reading of the volume.
  
  In order for a UPTHRUST to be fulfilled, it is followed by a valid Hidden Test and it does not recover the zone otherwise it would not be a UPTHRUST, the same case for the Shakeout.
  
  The indicator reads from the past and waits the future to mark signals can be given in the next candle or in 10 candles.
  
  Marked the signal with that delay where the test validates the price action.
  
  This indicator does not give a signal of entry or exit from the market.
  
  UPTHRUST or Shakeout is read in context after a test,
  
  These signals alone in the price is like having “a rocket without a deposit” Tom Wiliiams.
  
  Regarding the code can not be opened because it incorporates the cumulative delta and this code is private on all platforms.
  
  I recommend you read Wyckoff and then Tom Williams to understand this indicator.
- TAC Bolsa • 06/20/2018 #
  If you look for an indicator that is sailing, use the indicator
  https://www.prorealcode.com/prorealtime-indicators/bill-williams-profitunity/

Bon Zo • 06/20/2018 #
Hey, thanks i made a little research with the links you provide on your website and i read Wyckoff so i understand what this whole thing is about now, Actually, there is a lot to read.
As you said, i thought your indicator gave trading signals but when i read your comments above yesterday, i understood that you created this indicator for research purpose, it was too good to be true.
I understand a little bit what is a shakeout now but as i am obstinate i am still wondering if a shakeout indicator could be created with other parameters that could be useful in the test in order to use less than 10 candles to insure the probability about the realisation of what we call “a shakeout” in modern trading. I checked also the Profitunity indicator yesterday and i am currently use it i think it is an excellent indicator for daytrading so crongratulation and thanks to you for having taken the time to answer my previous questions.

Kris75 • 06/20/2018 #
Hi TAC,
Thanks a lot for this great piece of work; -) MUCHAS gracias 😉
did I read right, you cannot give us the conditions to identify the shakeout?
- TAC Bolsa • 06/20/2018 #
  All indicators share some code of other TAC indicators that improve the functioning of this …
  
  This in some cases has an owner .. and these do not authorize the sharing of the code but the yes use of the indicator by third parties with the code blocked.
  
  For my part, being the programmer to be grateful that they authorize us to share the indicator for free, even if it is blocked.

ramonjp • 06/20/2018 #
Hi Tac,

Great job. Please, can you provide latest code version of this indicator without any private code?

Thanks in advance.
Regards.

Tze Khai Lim • 06/20/2018 #
Hi Tac, pls provide latest code version of this indicator. Thanks in advance.

NEOMKEY Magnífico !!!. Al menos para mí. Gran trabajo con tus aportes Iván. Mira a ver si le incluye...

Iván jajaja gracias :)

oliTR Very good Iván ! However what would be the modification to add to the code in order to dis...

Iván I personally like it in daily timeframe

oliTR Many thanks Ivan, I copy/paste your code to try it but could only get a constant stable unif...

Iván Hi, I've copied the code above and it works... what asset are you trying? $indices array ...

Razz Bonjour Je pense que votre indicateur est très bon. Serait-il possible d'afficher la heatma...

philippe59139 if marketEtHeamap=1 then drawtext("#touch#",barindex+10,checkprice,SansSerif,Standard,10) c...

philippe59139 voici pour toi RAZZ il te faut simplement ajouter les drawtext https://www.prorealcode.com...

steffen_burat Hello Nicolas, I have a cumulative histogram update problem, the indicator often updates ...

taklause Hello Nicolas, if I try to use your indicator in a trading system, the error on prc pops up ...

Gio56 Bonjour Nicolas J'ai le meme souci que steffen , l'indicateur ne cumule qu'après avoir redé...

Rafa Hi Nicolas! I can´t install this indicator. it installs in a separate window not as an av...

Nicolas Add it on the price, see how: https://www.prorealcode.com/blog/video-tutorials/how-to-add-an...

Frankyslo1 No consigo instalarlo en el precio en PRL-version 10

Khaled As this section of the forum is in English, I'll reply in English. I'm using PRT v11, so I d...

sal157011 Don't understand where it says: "Volume Pressure Histogram: Columns plotted in positive are ...

Khaled Not sure to understand the question. However, the columns (Histogram) represent the variable...

Alai-n Cela fonctionne très bien !!! Super Merci

andreabarbuscia Ciao Nicolas, molto bello questo indicatore, l'ho apprezzato molto. Lo sto testando insieme...

Alai-n Je poste ici un lien afin de mieux appréhender le CVD-Cumulative Volume Delta : https://www....

DELBERT Bonsoir , Nicolas , j'ai transféré votre indicateur sur ma PRT 10,3 et j'ai un méssage d'ére...

Nicolas Vous pouvez essayer en remplacant la ligne avec: vwapsd = sqrt(average[lengthz](square(clo...

DELBERT Bonsoir , merci Nicolas , a bientôt .

ChemaGeek Bonjour Nicolas, j'ai récemment découvert cet indicateur (Regularized Momentum 2017) et je l...

YvesRobert Bonjour, nouveau sur PRT (qq jours), j'essaie un peu de voir quel type d'indicateur me convi...

Ichimoku Reading I don't know in this case, I just downloaded it again and no problem for me. Try to downloa...

Ichimoku Reading What's the error that appears ?

Suzu Yuk Yes, it worked with 1Tick with 200 K . Thank you very much.

Monobrow Hi Daniele Thank you for the indicator, it looks very good. However, I have a problem so...

Anonymous Thanks very much for sharing, look forward to testing this idea out.

mathiasKN Thank you Daniele for making this script, I know its been some time since the release but wo...

Barrabas15 Apparently, according to the attached data, there is an error in the indicator code. Attach...

Barrabas15 The files are at the end of the following link: https://www.prorealcode.com/topic/time-seg...

robertogozzi Thank you Barrabas15, the correct code is at https://www.prorealcode.com/topic/time-segmente...

Nicolas esta possible

bolsatonimora2 Hola Nicolas, perdona la molestia, pero podrias codificar el screener para rupturas de sopor...

Nicolas Utilice los foros para solicitar una codificación personalizada.

GARNIEPI hello I am looking for an anchored vwap intraday, indicator which allows you to visualize th...

withoutwings To be able to flexibly wrap around the full 24h (i.e. past midnight), or to use just a singl...

yeoreum Thank you very much for the screener, it reminds me on Minervini VCP. How to change th...

reecet any codes like this but in minutes and hours rather than days?

PHAN100 bonjour, je viens de tester ce screener, je constate une anomalie...il ne renvoie pas l'e...

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