OPEN-SOURCE SCRIPT
CNS - zVol
Normalized volume using the Z-score of a lookback period "X" for each time slice.
So if you are on a 5-minute chart, and it is 9:30am, it calculates the standard deviation of the current volume from the mean volume for that time slice (9:30-9:35am) over X number of days.
It was designed to filter out the noise of volume spikes that occur at market open/close, power hour, etc.
I believe the default lookback period is set to 20 days. I often use 14.
So if you are on a 5-minute chart, and it is 9:30am, it calculates the standard deviation of the current volume from the mean volume for that time slice (9:30-9:35am) over X number of days.
It was designed to filter out the noise of volume spikes that occur at market open/close, power hour, etc.
I believe the default lookback period is set to 20 days. I often use 14.
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秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。