Describing how much bitcoin price moves due to active buy/sell orders, using price data from BINANCE:BTCUSDT but summing up the volume data from BINANCE:BTCUSDT, COINBASE:BTCUSD, BITHUMB:BTCKRW, BITFLYER:BTCJPY, KRAKEN:BTCEUR, FTX:BTCUSD, BITSTAMP:BTCUSD, BITFINEX:BTCUSD. The script is based on another script in the following
The recommended setting is 1m resolution with 1H time frame, EMA lengths 12 and 18. The upper and lower dashed lines show regions of high and low volatility of price.
リリースノート
fixed bugs
リリースノート
fixed bugs
リリースノート
changed the high/low levels of volume-based volatility
リリースノート
changed the source of price data to "INDEX:BTCUSD"
リリースノート
changed the source of price data back to BINANCE:BTCUSDT
リリースノート
revised the algorithm based on "active buy/sell effectiveness"