//PRC_CumVol ZigZag Divergences | indicator
//14.02.2018
//Nicolas @ www.prorealcode.com
//Sharing ProRealTime knowledge
// --- parameters
percentVariation = 3
zz = ZigZag[percentVariation](close)
peak = zz<zz[1] and zz[1]>zz[2]
tough = zz>zz[1] and zz[1]<zz[2]
if color=1 then
cumV = cumV+volume
else
cumV = cumV-volume
endif
if peak then
lastpeakvol = peakvol
lastpeakhigh = peakhigh
//lastpeakbar = peakbar
peakvol = cumV[1]
peakhigh = high[1]
//peakbar = barindex[1]
cumV = -Volume
color = -1
//r=255
//g=0
elsif tough then
lasttoughvol = toughvol
lasttoughlow = toughlow
//lasttoughbar = toughbar
toughvol = cumV[1]
toughlow = low[1]
//toughbar = barindex[1]
cumV = Volume
color = 1
//r=0
//g=255
endif
//divergences finder
divbear=0
divbull=0
//bearish divergence
if(peak) then
if peakhigh>lastpeakhigh and peakvol<lastpeakvol then
divbear = peakvol
//drawsegment(lastpeakbar,lastpeakvol,peakbar,peakvol) coloured(r,g,0)
//drawarrowdown(peakbar,peakvol) coloured(r,g,0)
endif
endif
//bearish divergence
if(tough) then
if toughlow<lasttoughlow and toughvol<lasttoughvol then
divbull = toughvol
//drawsegment(lasttoughbar,lasttoughvol,toughbar,toughvol) coloured(r,g,0)
//drawarrowup(toughbar,toughvol) coloured(r,g,0)
endif
endif
//return cumV coloured(r,g,0) style(histogram), divbear coloured(255,100,0) style(histogram), divbull coloured(100,255,0) style(histogram)
pos = divbull[0]
neg = divbear[0]
screener[pos or neg]
.
.
