#This study color codes volume by amount of volume on up-tick versus amount of volume on down-tick
#It provides it's own volume bars and mixes the green for buy and red as overlays so you'd probably want it in it's own lower window on a TOS chart.
#It also provides labels in the window showing 1 bar buy and sell volume, ie. green and red labels.  Also shows the cumulative volume over a number of bars you set, default is 10 bars. Shows this volume as two lables, again buy and sell volume.
#Finally it shows a label that reflects then percentage of buying volume versus selling volume over then afformentioned cumulative numbers of bars that you set.above again default is 10 bars.

#BE AWARE that TOS data feeds do not provide the time and sales in a streaming mode, instead they send it to TOS via a block transfer mechanism so these values are not exact as I would normally get the time and sales trades and associate the trades at current ask price as 'buys' and trades at current bid price as 'sells'. Best that I (at least) can do with TOS.

declare lower;

input ShowBuyingVolume =  yes;
input ShowSellingVolume = yes;
input ShowCumulativeBars = yes;
input CumulativeBars = 10;
input BullThreshold = 55;
input BearThreshold = 45;

def O = open;
def H = high;
def C = close;
def L = low; 
def V = volume;
def isBuyNan = (C-L)/(H-L);
def isSellNan = (H-C)/(H-L);

#def Buying = if (!isBuyNan, V*(C-L)/(H-L),Buying[1]);
#def Buying = V*(C-L)/(H-L);

def Buying = if (isNan(isBuyNan), Buying[1],Round(V*(C-L)/(H-L)));

def Selling = if (isNan(isSellNan), Selling[1],Round( V*(H-C)/(H-L)));

# Selling Volume
Plot SellVol = Selling; 
 SV.setPaintingStrategy(PaintingStrategy.Histogram);
 SV.SetDefaultColor(Color.downtick);
 SV.HideTitle();
 SV.HideBubble();
 SV.SetLineWeight(4);

# Buying Volume
# Note that Selling + Buying Volume will equal Volume.
 Plot BuyVol =  Buying; 
 BV.setPaintingStrategy(PaintingStrategy.Histogram);
 BV.SetDefaultColor(Color.uptick);
 BV.HideTitle();
 BV.HideBubble();
 BV.SetLineWeight(4);


AddLabel(ShowBuyingVolume, "Est Vol: "+ Round(Buying,0), Color.uptick);
AddLabel(ShowSellingVolume, "Est Vol: "+ Round(Selling,0), Color.downtick);

#spacer
AddLabel(ShowSellingVolume, " ", Color.black);

AddLabel(ShowCumulativeBars, "Est " + CumulativeBars + " Bar Vol: "+ Round(Sum(Buying,CumulativeBars),0), Color.uptick);

AddLabel(ShowCumulativeBars, "Est " + CumulativeBars + " Bar Vol: "+ Round(Sum(Selling,CumulativeBars),0), Color.downtick);

#spacer
AddLabel(ShowSellingVolume, " ", Color.black);

AddLabel(yes, "Est " + CumulativeBars + " Bar Buy Ratio " + Round((Round(Sum(Buying,CumulativeBars),0)* 100) /(Round(Sum(Selling,CumulativeBars),0) + Round(Sum(Buying,CumulativeBars),0)),0) + "%", (if Round((Round(Sum(Buying,CumulativeBars),0)* 100) /(Round(Sum(Selling,CumulativeBars),0) + Round(Sum(Buying,CumulativeBars),0)),0) <= BearThreshold then Color.violet else if Round((Round(Sum(Buying,CumulativeBars),0)* 100) /(Round(Sum(Selling,CumulativeBars),0) + Round(Sum(Buying,CumulativeBars),0)),0) >= BullThreshold then Color.green else Color.Yellow));