OPEN-SOURCE SCRIPT
更新済 Bollinger Bands with 3SD Volume Segmentation
Purpose
This script provides a structured way to analyze how real traded volume distributes across the different volatility zones defined by Bollinger Bands with three standard deviations, it reveals where activity concentrates, how pressure shifts between buyers and sellers, and how market participation behaves as price moves through expanding or contracting volatility regimes. The tool turns the bands into a mechanical segmentation system that exposes the microstructure hidden inside each volatility layer.
How it works
The script calculates Bollinger Bands at one, two, and three standard deviations, then assigns every bar’s volume to the correct volatility zone based on where price closed, it reconstructs buy and sell volume from candle behavior, computes delta as the difference between them, and aggregates these values over the chosen lookback window. Each zone displays total volume, delta, and a dominance percentage that expresses how strongly buyers or sellers controlled that region, all updated dynamically on the most recent bar. For example, if the Mid–U1 zone shows 28,450 contracts with a –2,728 delta and –9.59% dominance, that indicates mild seller control in a normally balanced rotation area, while the L1–Mid zone showing 10,606 contracts, +1,816 delta, and 17.12% dominance signals buyers absorbing pressure and defending the pullback.
Rationale
Volatility zones behave like natural boundaries where liquidity concentrates, where traders commit, hesitate, or get trapped, and where expansions or reversals often originate, so segmenting volume and delta by these zones provides a clearer picture of intent and pressure than raw volume alone. By quantifying how much buying or selling occurred in each volatility layer, the script helps identify continuation, absorption, exhaustion, and imbalance, giving traders a mechanical, objective map of market behavior rather than relying on subjective interpretation.
This script provides a structured way to analyze how real traded volume distributes across the different volatility zones defined by Bollinger Bands with three standard deviations, it reveals where activity concentrates, how pressure shifts between buyers and sellers, and how market participation behaves as price moves through expanding or contracting volatility regimes. The tool turns the bands into a mechanical segmentation system that exposes the microstructure hidden inside each volatility layer.
How it works
The script calculates Bollinger Bands at one, two, and three standard deviations, then assigns every bar’s volume to the correct volatility zone based on where price closed, it reconstructs buy and sell volume from candle behavior, computes delta as the difference between them, and aggregates these values over the chosen lookback window. Each zone displays total volume, delta, and a dominance percentage that expresses how strongly buyers or sellers controlled that region, all updated dynamically on the most recent bar. For example, if the Mid–U1 zone shows 28,450 contracts with a –2,728 delta and –9.59% dominance, that indicates mild seller control in a normally balanced rotation area, while the L1–Mid zone showing 10,606 contracts, +1,816 delta, and 17.12% dominance signals buyers absorbing pressure and defending the pullback.
Rationale
Volatility zones behave like natural boundaries where liquidity concentrates, where traders commit, hesitate, or get trapped, and where expansions or reversals often originate, so segmenting volume and delta by these zones provides a clearer picture of intent and pressure than raw volume alone. By quantifying how much buying or selling occurred in each volatility layer, the script helps identify continuation, absorption, exhaustion, and imbalance, giving traders a mechanical, objective map of market behavior rather than relying on subjective interpretation.
リリースノート
- Removed obsolete inputsリリースノート
- Added Volume% column and highlight for the most active SD bandオープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細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、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。