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Volume Spread Analysis

Everybofy who is interested in Volume Spread analysis should use this Script. It is great for learning purposes and as tool for trading.

The Original Code is from Karthik who wrote the code for Amibroker: Here you can find the Original code: http://vpanalysis.blogspot.com/. He has also an excellent primer on VSA. If you can't get anymore shoot me a PM with your Email.

This Ninjatrader Script is from the Ninjatrader Forum by Prtester, he did an excellent job: https://ninjatrader.com/support/forum/showthread.php?t=12908&highlight=vpa&page=6

All types of VSA signals are coded with a paintbar:
Red Square - UpThrust bar.
Blue Diamond - Reversal possible, yesterday was high volume wide spread up bar, but today we reached 10 days high with low close wide spread down bar.
Red Triangle Down - UpThrust confirmation.
Lime Square - Strength bar (either strength is showing in down trend or a supply test in up trend).
Yellow Triangle Up - An Upbar closing near High after a Test confirms strength.
Lime Diamond - Stopping volume. Normally indicates end of bearishness is nearing /OR/ No supply.
Lime Triangle Up - The previous bar saw strength coming back, This upbar confirms strength.
Blue Square - Psuedo UpThrust, A Sign of Weakness /OR/ A High Volume Up Bar closing down in a uptrend shows Distribution /OR/ No Demand.
Blue Triangle Down - A Down Bar closing down after a Pseudo Upthrust confirms weakness.
Yellow Triangle Down - High volume Downbar after an upmove on high volume indicates weakness.
Aqua Triangle Up - High volume upbar closing on the high indicates strength (in short term down trend).
Deep Pink Square - Test for supply.
Turquoise Diamond - Effort to Rise. Bullish sign.
Yellow Diamond - Effort to Fall. Bearish sign.
Within the chart there are three information boxes, that even give you information to the signals (great for learning), suggestion what to look for next, information for the spread, volume and trend.

Category NinjaTrader 6.5 Indicators

Details: Volume Spread Analysis
Category: NinjaTrader 6.5 Indicators

February 26th, 2010
Size: 23.43 KB
Downloaded: 1111 times

Keywords: paintbar volume spread prtester

Volume Spread Analysis for NT7

Thanks to sam028 who converted the prester�s vpa indicator to NT7b20

Category NinjaTrader 7 Indicators

Details: Volume Spread Analysis for NT7
Category: NinjaTrader 7 Indicators

August 31st, 2010
Size: 24.13 KB
Downloaded: 3126 times

VPA

This is the converted VPA indicator from NT to ToS. The discussion about the differences between the two can be found here:

https://nexusfi.com/everything-else-programming/3477-vsa-volume-spread-analysis-thinkorswim.html

This study is for the paintings on the bar graph as seen in the screen shot.

Signals summary:

On top of Bar:

Yellow Triangle
High volume Downbar after an upmove on high volume indicates weakness.
Blue Circle
Reversal possible, yesterday was high volume wide spread up bar, but today we reached 10 days high with low close wide spread down bar.
Red Triangle
UpThrust confirmation.
Blue Triangle
A Down Bar closing down after a Pseudo Upthrust confirms weakness.
Blue Square
Psuedo UpThrust, A Sign of Weakness /OR/ A High Volume Up Bar closing down in a uptrend shows Distribution /OR/ No Demand.

On bottom of bar:

Aqua Triangle
High volume upbar closing on the high indicates strength (in short term down trend).
Deep Pink Square
Test for supply.
Green Square
Strength bar (either strength is showing in down trend or a supply test in up trend).
Green Circle
Stopping volume. Normally indicates end of bearishness is nearing /OR/ No supply.
Yellow Triangle
An Upbar closing near High after a Test confirms strength.
Green Triangle
The previous bar saw strength coming back, This upbar confirms strength.

On the median of the bar:

Turquoise circle
Effort to Rise. Bullish sign.
Yellow circle
Effort to Fall. Bearish sign.

Category ThinkOrSwim

Details: VPA
Category: ThinkOrSwim

May 7th, 2010
Size: 21.89 KB
Downloaded: 1218 times

Keywords: spread volume vpa

VPA Volume

This is the VPA study of ToS for the volume histogram. See this link for more details:

https://nexusfi.com/everything-else-programming/3477-vsa-volume-spread-analysis-thinkorswim.html

The other VPA download in this section is for the bar chart.

Category ThinkOrSwim

Details: VPA Volume
Category: ThinkOrSwim

May 7th, 2010
Size: 5.95 KB
Downloaded: 1012 times

Keywords: spread volume vpa cbritton