Volume Spread Analysis with Python | Algorithmic Trading Indicator

neurotrader · Intermediate ·⚡ Algorithms & Data Structures ·3y ago

About this lesson

Indicator inspired from Volume Spread Analysis. This indicator models the relationship between the candle range and volume with a linear regression. Then it predicts the current candle's range with the current volume. If the actual range is higher than expected the indicator will output a positive value. If the actual range is lower than expected the indicator will output a negative value. Extreme values output by this indicator mark points of interest where trade entries/exits could be considered. Code: https://github.com/neurotrader888/VSAIndicator The content covered on this channel is NOT to be considered as any financial or investment advice. Past results are not necessarily indicative of future results. This content is purely for education/entertainment.

Original Description

Indicator inspired from Volume Spread Analysis. This indicator models the relationship between the candle range and volume with a linear regression. Then it predicts the current candle's range with the current volume. If the actual range is higher than expected the indicator will output a positive value. If the actual range is lower than expected the indicator will output a negative value. Extreme values output by this indicator mark points of interest where trade entries/exits could be considered. Code: https://github.com/neurotrader888/VSAIndicator The content covered on this channel is NOT to be considered as any financial or investment advice. Past results are not necessarily indicative of future results. This content is purely for education/entertainment.

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