Liquidity Analysis with Volume, ATR, and Chaikin Oscillator

17 Okt

[EN]
Script Name: Liquidity Analysis with Volume, ATR, and Chaikin Oscillator

Description: This script analyzes market liquidity using three key indicators: Volume, ATR (Average True Range), and the Chaikin Oscillator. Based on the combination of these indicators, the script identifies three market conditions and visually highlights them with background colors:

High Liquidity Uptrend (Green Background):

Occurs when volume is high, ATR is above the threshold, and the Chaikin Oscillator is positive. This indicates strong liquidity with an upward trend in the market.
Alert: "High Liquidity Uptrend detected."
High Liquidity Downtrend (Red Background):

Occurs when volume is high, ATR is above the threshold, and the Chaikin Oscillator is negative. This signals strong liquidity but with a downward market trend.
Alert: "High Liquidity Downtrend detected."
Low Liquidity Stagnant Market (Yellow Background):

Occurs when volume is low, and ATR is below the threshold. This suggests a market with low liquidity and minimal price movement, indicating a range or stagnant phase.
Alert: "Low Liquidity Stagnant market detected."
Input Settings Panel:

Volume Threshold: This value sets the minimum volume required to determine high liquidity. If the volume is above this value, it is considered "high volume."
ATR Length: Defines the number of periods used to calculate ATR. The higher the value, the more smoothed the ATR calculation.
ATR Threshold: This sets the minimum ATR value required to signal a market with significant volatility. If ATR is above this value, the market is considered to have high volatility.
These settings allow you to fine-tune the script based on the characteristics of the asset being analyzed.

[JP]
スクリプト名: 出来高、ATR、チャイキンオシレーターを用いた流動性分析

説明: このスクリプトは、出来高、ATR（平均真値幅）、およびチャイキンオシレーターという3つの主要な指標を用いて市場の流動性を分析します。これらの指標の組み合わせに基づいて、3つの市場状況を特定し、背景色で視覚的にハイライトします。

流動性が高い上昇相場（背景色：緑）:

出来高が高く、ATRがしきい値を超え、チャイキンオシレーターがプラスの場合に発生します。これは、強い流動性と市場の上昇トレンドを示します。
アラート: 「高流動性の上昇トレンドが検出されました。」
流動性が高い下降相場（背景色：赤）:

出来高が高く、ATRがしきい値を超え、チャイキンオシレーターがマイナスの場合に発生します。これは、強い流動性を伴う下降トレンドを示します。
アラート: 「高流動性の下降トレンドが検出されました。」
流動性が低い停滞相場（背景色：黄色）:

出来高が低く、ATRがしきい値以下の場合に発生します。これは流動性が低く、価格変動が少ない、レンジまたは停滞フェーズを示しています。
アラート: 「低流動性の停滞相場が検出されました。」
設定パネルの入力項目:

出来高のしきい値: 高流動性を判定するために必要な最小の出来高を設定します。この値を超える場合、「高出来高」と見なされます。
ATRの期間: ATRを計算する際に使用される期間数を定義します。値が大きいほど、ATRの計算が滑らかになります。
ATRのしきい値: しきい値を超えた場合に市場に大きなボラティリティがあると判断します。この値を上回るATRであれば、ボラティリティが高いと見なされます。
これらの設定により、分析対象の資産の特性に応じてスクリプトを調整できます。

17 Okt

Catatan Rilis

Script Name: Liquidity Analysis with Scaled Volume, ATR, and Chaikin Oscillator

Description: This script provides a comprehensive liquidity analysis by using three key indicators: Volume, ATR (Average True Range), and the Chaikin Oscillator. It allows users to customize the volume threshold based on a dynamic scaling system or by using a static threshold. The dynamic scaling system gives users control over how the volume threshold is calculated from the last 10 periods of volume, scaled from 1 to 100.

Key Features:

Scaled Dynamic Volume Threshold:

Users can set a scale value from 1 to 100 to adjust how the volume threshold is calculated based on the average volume of the last 10 periods.
The volume threshold is dynamically adjusted by multiplying the 10-period average volume by the selected scale (e.g., 50% to 100% of the average volume).
A toggle option allows users to apply the scaled dynamic threshold or a manually set static threshold.
Static Volume Threshold:

If the dynamic scaling option is turned off, users can manually input a fixed volume threshold that remains constant regardless of the market conditions.
Indicators Used:

ATR (Average True Range): The script uses ATR to measure market volatility. Users can adjust both the length and threshold for determining high or low volatility.
Chaikin Oscillator: This optional indicator identifies buying and selling pressure in the market, which can be toggled on or off in the settings.
Liquidity Scenarios:

High Liquidity Uptrend (Green Label): Occurs when volume exceeds the threshold, ATR is above the threshold, and the Chaikin Oscillator is positive. This signals a strong upward trend with high liquidity.
High Liquidity Downtrend (Red Label): Occurs when volume exceeds the threshold, ATR is above the threshold, and the Chaikin Oscillator is negative. This indicates a strong downward trend with high liquidity.
Low Liquidity Stagnant Market (Yellow Circle): Occurs when volume is lower than or equal to the threshold and ATR is below the threshold, indicating a low-liquidity market with minimal movement.
Custom Alerts:

Alerts are triggered for:
High Liquidity Uptrend
High Liquidity Downtrend
Low Liquidity Stagnant Market
Input Settings:

Volume Threshold Scale: A scale from 1 to 100 that adjusts the dynamic volume threshold based on the last 10 periods of volume.
Static Volume Threshold: A user-defined volume threshold that can be used if the dynamic option is disabled.
Apply Scaled Dynamic Threshold: A toggle that allows the dynamic scaling of the volume threshold based on user settings.
ATR Length: The number of periods used to calculate the ATR.
ATR Threshold: The threshold for determining high or low volatility.
Show Chaikin Oscillator: Option to display or hide the Chaikin Oscillator.
This script offers a flexible and powerful tool for analyzing liquidity and identifying trends based on volume, volatility, and market pressure. The customizable scaling feature for volume thresholds allows for more precise control of how liquidity is evaluated across different market conditions.