OPEN-SOURCE SCRIPT

Dynamic Liquidity Map [Kioseff Trading]

Actualizado
Hello!

Just a quick/fun project here: "Dynamic Heatmap".

This script draws a volume delta or open interest delta heatmap for the asset on your chart.

The adjective "Dynamic" is used for two reasons (:


1: Self-Adjusting Lower Timeframe Data

The script requests ~10 lower timeframe volume and open interest data sets.

When using the fixed range feature the script will, beginning at the start time, check the ~10 requested lower timeframes to see which of the lower timeframes has available data.

The script will always use the lowest timeframe available during the calculation period. As time continues, the script will continue to check if new lower timeframe data (lower than the currently used lowest timeframe) is available. This process repeats until bar time is close enough to the current time that 1-minute data can be retrieved.

imagen

The image above exemplifies the process.

Incrementally lower timeframe data will be used as it becomes available.

1: Fixed range capabilities

The script features a "fixed range" tool, where you can manually set a start time (or drag & drop a bar on the chart) to determine the interval the heatmap covers.

From the start date, the script will calculate the calculate the sub-intervals necessary to draw a rows x columns heatmap. Consequently, setting the start time further back will draw a heat map with larger rows x columns, whereas, a start time closer to the current bar time will draw a more "precise" heatmap with smaller rows x columns.


Additionally, the heatmap can be calculated using open interest data.

imagen

The image above shows the heatmap displaying open interest delta.

imagen

The image above shows alternative settings for the heatmap.

Delta values have been hidden alongside grid border colors. These settings can be replicated to achieve a more "traditional" feel for the heatmap.

Thanks for checking this out!


Notas de prensa
Fixed timeframe.period issue

Thank you Trendoscope for noticing (:
Notas de prensa
Fixed bug with oi data!

Thank you again for noticing Trendoscope
heatmapliquidityOpen InterestopeninterestdeltastatisticsvolumedeltaVolume

Script de código abierto

Siguiendo fielmente el espíritu de TradingView, el autor de este script lo ha publicado en código abierto, permitiendo que otros traders puedan entenderlo y verificarlo. ¡Olé por el autor! Puede utilizarlo de forma gratuita, pero tenga en cuenta que la reutilización de este código en la publicación se rige por las Normas internas. Puede añadir este script a sus favoritos y usarlo en un gráfico.

¿Quiere utilizar este script en un gráfico?


•Access to Next-Gen Optimization Tools: kiosefftrading.com

•Discord Server: discord.gg/3cKVU28Z9Z
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