Hi

I was wondering if anyone has a ninjatrader version of Worden's TSV as per this thread (

Time Segmented Volume from Worden Telecharts Hi. Does anyone have the code for time segmented volume indicator from Worden for use in thinkorswim? Thanks for your help.

) which was a port to TOS by cbritton as per below. If not, could someone port this for me.

thanks very much
D.

cbritton 

Try this:   Code # Time Segmented Value (TSV) input length = 18; input avgLength = 10; # TSV=(Sum( IIf( C > Ref(C,-1), V * ( C-Ref(C,-1) ), # IIf( C < Ref(C,-1),-V * ( C-Ref(C,-1) ), 0 ) ) ,18)); plot TSV = sum( if close > close[1] then volume * (close - close[1]) else if close < close[1] then -1* volume *(close - close[1]) else 0, length); Plot TSVAvg = Average(TSV, avglength); You can modify the averaging function to whatever you want. -C

dataevolved 

Hi I was wondering if anyone has a ninjatrader version of Worden's TSV as per this thread ( Time Segmented Volume from Worden Telecharts Hi. Does anyone have the code for time segmented volume indicator from Worden for use in thinkorswim? Thanks for your help. ) which was a port to TOS by cbritton as per below. If not, could someone port this for me. thanks very much D.

the TOS conversion is not correct you can see TSO version stay above zero line. Look at TC2000 TSV it moves above and below zero line.

thanks for letting me know Cory, as I do not use ToS I assumed this was a correct version as per that thread. I would use TC2000 but they only focus only on the US markets, but I also need Australian market too. Appreciate your effort, thanks.

D.

this version plots above and below the y axis. In essence the function is similar but I am unable to confirm as it is a different instrument, with potentially different volume data. The original source with comments for this was
FXCodeBase.COM: Forex Chart Indicators and Development • View topic - Time Segmented Volume
and the lua code as follows (it uses candles instead of linear output):

 

Code

-- Indicator profile initialization routine -- Defines indicator profile properties and indicator parameters -- TODO: Add minimal and maximal value of numeric parameters and default color of the streams function Init() indicator:name("Time Segmented Volume"); indicator:description("Time Segmented Volume"); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addInteger("Period", "Period", "Period", 14); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("Up_color", "Positive TSV Color", "Color of TSV", core.rgb(0, 255, 0)); indicator.parameters:addColor("Dn_color", "Negativ TSV Color", "Color of TSV", core.rgb( 255,0 , 0)); end -- Indicator instance initialization routine -- Processes indicator parameters and creates output streams -- TODO: Refine the first period calculation for each of the output streams. -- TODO: Calculate all constants, create instances all subsequent indicators and load all required libraries -- Parameters block local Period; local first; local source = nil; local temp; -- Streams block local TSV = nil; -- Routine function Prepare(nameOnly) Period = instance.parameters.Period; source = instance.source; assert(source:supportsVolume(), "The source must have volume"); first = source:first()+Period; local name = profile:id() .. "(" .. source:name() .. ", " .. tostring(Period) .. ")"; instance:name(name); temp = instance:addInternalStream(0, 0); if (not (nameOnly)) then TSV = instance:addStream("TSV", core.Bar, name, "TSV", instance.parameters.Up_color, first); end end -- Indicator calculation routine -- TODO: Add your code for calculation output values function Update(period) if source.close[period]> source.close[period-1] then temp[period]= source.volume[period] * (source.close[period]- source.close[period-1]); elseif source.close[period]< source.close[period-1] then temp[period]= (-1) * source.volume[period] * (source.close[period-1]-source.close[period] ); else temp[period]=0; end if period < first then return; end TSV[period] = mathex.sum(temp, period-Period+1, period); if TSV[period] > TSV[period-1] then TSV:setColor(period, instance.parameters.Up_color); else TSV:setColor(period, instance.parameters.Dn_color); end end

thanks again
D.

try this

thanks v much Cory, I give it a rip, and get back.

now with down color zone

This is a TSV approximation I've used for some time in my signal generation code with Telechart. I find that it is very true to Worden's TSV line form.

The Telechart PCF is TSV = V*(C-C1)/((H-L+ABS(H-C1)+ABS(C1-L)+0.0000001)/2).


The NT indicator for this is attached.

Hi Guys

Any updated versions for NT8 relating to the TSV indicators?

Regards
Alex

Hello Everybody,

Does anyone have a Time Segmented Volume Indicator (TSV) for NT-8?

Thank you,

Jeff