Hello everyone.

We need volume charts

I’m looking to see if there is a way to help select which futures product has the highest relative volume compared to recent days/timeframe they are in. So maybe this would help find if say it’s a good amount of volume increased for a certain one. Maybe a table, or a heatmap. Could be of trading volume, highest product from Topstep Tilt trades in the last 30mins, all types of stats would be neat to get a read on their rankings. I’m going to check if the AI have any of this yet?

I would love to see the volume update live on the candle as volume is a big part of my strategy but it usually updates as the candle closes or randomly throughout.

I always have this on my tradingview charts because I want to see all of the volume traded on the current contract starting from the rollover date. On tradingview I use Fixed Range Volume Profile and start it on the rollover date, but tradingview has the option to “extend lines right” so that it keeps up to date with current price action.

Hello

Please add the volume delta indicator(The indicator scans lower timeframe data to approximate up and down volume used in the delta calculation. By default, the timeframe is chosen automatically. These inputs override this with a custom timeframe) found in tradingview. The following is the pinescript code:

//@version=5
indicator("Volume Delta", format=format.volume)

lowerTimeframeTooltip = "The indicator scans lower timeframe data to approximate up and down volume used in the delta calculation. By default, the timeframe is chosen automatically. These inputs override this with a custom timeframe.
 \n\nHigher timeframes provide more historical data, but the data will be less precise."
useCustomTimeframeInput = input.bool(false, "Use custom timeframe", tooltip = lowerTimeframeTooltip)
lowerTimeframeInput = input.timeframe("1", "Timeframe")

upAndDownVolume() =>
    posVol = 0.0
    negVol = 0.0
    
    var isBuyVolume = true    

    switch
        close > open     => isBuyVolume := true
        close < open     => isBuyVolume := false
        close > close[1] => isBuyVolume := true
        close < close[1] => isBuyVolume := false

    if isBuyVolume
        posVol += volume
    else
        negVol -= volume

    posVol + negVol

var lowerTimeframe = switch
    useCustomTimeframeInput => lowerTimeframeInput
    timeframe.isseconds     => "1S"
    timeframe.isintraday    => "1"
    timeframe.isdaily       => "5"
    => "60"

diffVolArray = request.security_lower_tf(syminfo.tickerid, lowerTimeframe, upAndDownVolume())

getHighLow(arr) =>
    float cumVolume = na
    float maxVolume = na
    float minVolume = na

    for item in arr
        cumVolume := nz(cumVolume) + item
        maxVolume := math.max(nz(maxVolume), cumVolume)
        minVolume := math.min(nz(minVolume), cumVolume)

    [maxVolume, minVolume, cumVolume]

[maxVolume, minVolume, lastVolume] = getHighLow(diffVolArray)
openVolume = not na(lastVolume) ? 0.0 : na
col = lastVolume > 0 ? color.teal : color.red
hline(0)
plotcandle(openVolume, maxVolume, minVolume, lastVolume, "Volume Delta", color = col, bordercolor = col, wickcolor = col)

var cumVol = 0.
cumVol += nz(volume)
if barstate.islast and cumVol == 0
    runtime.error("The data vendor doesn't provide volume data for this symbol.")

The following is the calculations for the volume session profile:

I would like to be able to change what time volume profile starts on the DOM vs only the entire session