TAC VOLUME FILTRO V1

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

///////////////////////////////////////////////////////////////////////
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"

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

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

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"

volume volumes

Risk disclosure:

No information on this site is investment advice or a solicitation to buy or sell any financial instrument. Past performance is not indicative of future results. Trading may expose you to risk of loss greater than your deposits and is only suitable for experienced investors who have sufficient financial means to bear such risk.

ProRealTime ITF files and other attachments :

Filename : download the ITF files

How to import ITF files into ProRealTime platform?

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