OPEN-SOURCE SCRIPT
VPS - Volume per Second — Transaction Speed Approximation
VPS — Volume-Per-Second (Transaction Speed Approximation)
(code from chatGPT)
This indicator measures the speed of trading activity by calculating volume per second (VPS) in real time. Instead of waiting for a bar to close, it samples how quickly volume accumulates during the current bar and converts it into a per-second rate.
What it does:
Displays instantaneous VPS (column plot) and a smoothed EMA (line).
Computes a rolling z-score of VPS to show how “fast” or “slow” current trading activity is compared to recent history.
Labels the chart in real time with “FAST,” “NORMAL,” or “SLOW” based on user-defined z-score thresholds.
Includes optional alerts when VPS spikes above or drops below your chosen thresholds.
Why it’s useful:
Spot sudden surges or drops in trading activity before the bar closes.
Detect aggressive buying/selling pressure or quiet zones in real time.
Use as a filter for entries, exits, or scalping strategies — e.g., trade only when VPS is FAST.
Important:
This is an approximation — TradingView does not expose individual transactions or true latency data.
Historical bars use average VPS for the entire bar; only real-time bars show tick-by-tick updates.
Works on any market where volume data is available.
(code from chatGPT)
This indicator measures the speed of trading activity by calculating volume per second (VPS) in real time. Instead of waiting for a bar to close, it samples how quickly volume accumulates during the current bar and converts it into a per-second rate.
What it does:
Displays instantaneous VPS (column plot) and a smoothed EMA (line).
Computes a rolling z-score of VPS to show how “fast” or “slow” current trading activity is compared to recent history.
Labels the chart in real time with “FAST,” “NORMAL,” or “SLOW” based on user-defined z-score thresholds.
Includes optional alerts when VPS spikes above or drops below your chosen thresholds.
Why it’s useful:
Spot sudden surges or drops in trading activity before the bar closes.
Detect aggressive buying/selling pressure or quiet zones in real time.
Use as a filter for entries, exits, or scalping strategies — e.g., trade only when VPS is FAST.
Important:
This is an approximation — TradingView does not expose individual transactions or true latency data.
Historical bars use average VPS for the entire bar; only real-time bars show tick-by-tick updates.
Works on any market where volume data is available.
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免責事項
これらの情報および投稿は、TradingViewが提供または保証する金融、投資、取引、またはその他の種類のアドバイスや推奨を意図したものではなく、またそのようなものでもありません。詳しくは利用規約をご覧ください。
オープンソーススクリプト
TradingViewの精神に則り、この作者はスクリプトのソースコードを公開しているので、その内容を理解し検証することができます。作者に感謝です！無料でお使いいただけますが、このコードを投稿に再利用する際にはハウスルールに従うものとします。
免責事項
これらの情報および投稿は、TradingViewが提供または保証する金融、投資、取引、またはその他の種類のアドバイスや推奨を意図したものではなく、またそのようなものでもありません。詳しくは利用規約をご覧ください。