/*
Author: Anderson Wilson
based on PriceVolDistribution demo written by Tomasz Janeczko
Volume-by-Price is an indicator that shows the amount of volume for a particular price range,
The Volume-by-Price bars are horizontal and shown on the left side of the chart to correspond
with these price ranges. Bar colors indicate bear/bull volume
*/
bi = BarIndex();
fvb = FirstVisibleValue( bi );
lvb = LastVisibleValue( bi );
fvb = Max( 0, fvb );
lvb = Max( 0, lvb );
bins = Param("Bins", 12, 3, 100, 1);
pRecHeight = Param("Rectangle Height", 0.90, 0.10, 1, 0.05);
BullBearZone = (High - Low) / 3;
bullbar = C > (High - BullBearZone);
bearbar = C < (Low + BullBearZone);
mx = PriceVolDistribution( H, L, V, bins, True, fvb, lvb );
mx1 = PriceVolDistribution( H, L, IIf( bullbar, V, 0 ), bins, True, fvb, lvb );
mx2 = PriceVolDistribution( H, L, IIf( bearbar, V, 0 ), bins, True, fvb, lvb );
bins = MxGetSize( mx, 0 );
bins1 = MxGetSize( mx1, 0 );
bins2 = MxGetSize( mx2, 0 );
GfxSetOverlayMode( 1 );
GfxSetCoordsMode( 1 );
if( bins > 1 && bins == bins1 && bins == bins2 ) {
MaxVolume = mx[ 0 ][ 1 ];
// find max volume
for( i = 1; i < bins; i++ )
{
if( mx[ i ][ 1 ] > MaxVolume )
MaxVolume = mx[ i ][ 1 ];
}
// rectangle height
RecHeight = (mx[ 1 ][ 0 ] - mx[ 0 ][ 0 ]) / 2 * pRecHeight;
for( i = 0; i < bins; i++ )
{
price = mx1[ i ][ 0 ]; // price level
absVolume = mx1[ i ][ 1 ];
VolAcum = absVolume;
relvolume = absVolume / MaxVolume;
relbar = relvolume * (lvb-fvb+1);
// upper left corner of the rectangle.
x1 = fvb;
y1 = price + RecHeight;
// lower right corner of the rectangle.
x2 = fvb + relbar;
y2 = price - RecHeight;
GfxFillSolidRect( x1, y1, x2, y2, colorDarkGreen );
absVolume = mx2[ i ][ 1 ];
VolAcum += absVolume;
relvolume = absVolume / MaxVolume;
relbar2 = relvolume * (lvb-fvb+1);
x1 = x2;
x2 = x1 + relbar2;
GfxFillSolidRect( x1, y1, x2, y2, colorRed );
absVolume = mx[ i ][ 1 ];
relvolume = (absVolume - VolAcum) / MaxVolume;
relbar3 = relvolume * (lvb-fvb+1);
x1 = x2;
x2 = x1 + relbar3;
GfxFillSolidRect( x1, y1, x2, y2, colorBrown );
}
}
Plot( C, "Price", colorDefault, styleBar );
14-03-2019, 08:47 AM
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