Shepard's Volume Bubbles
Big Market Executed Trades
No README in this version.
Indicator
Outputs
| Output | Plot | Panel | Style |
|---|---|---|---|
bar_z | data only | overlay | default |
bar_total_usd | data only | overlay | default |
bar_tier | data only | overlay | default |
bubble_count | data only | overlay | default |
tier1_bubbles_0_price | data only | default | |
tier1_bubbles_0_qty | data only | default | |
tier1_bubbles_0_meta | data only | default | |
tier1_bubbles_1_price | data only | default | |
tier1_bubbles_1_qty | data only | default | |
tier1_bubbles_1_meta | data only | default | |
tier1_bubbles_2_price | data only | default | |
tier1_bubbles_2_qty | data only | default | |
tier1_bubbles_2_meta | data only | default | |
tier1_bubbles_3_price | data only | default | |
tier1_bubbles_3_qty | data only | default | |
tier1_bubbles_3_meta | data only | default | |
tier1_bubbles_4_price | data only | default | |
tier1_bubbles_4_qty | data only | default | |
tier1_bubbles_4_meta | data only | default | |
tier1_bubbles_5_price | data only | default | |
tier1_bubbles_5_qty | data only | default | |
tier1_bubbles_5_meta | data only | default | |
tier1_bubbles_6_price | data only | default | |
tier1_bubbles_6_qty | data only | default | |
tier1_bubbles_6_meta | data only | default | |
tier1_bubbles_7_price | data only | default | |
tier1_bubbles_7_qty | data only | default | |
tier1_bubbles_7_meta | data only | default | |
tier1_bubbles_8_price | data only | default | |
tier1_bubbles_8_qty | data only | default | |
tier1_bubbles_8_meta | data only | default | |
tier1_bubbles_9_price | data only | default | |
tier1_bubbles_9_qty | data only | default | |
tier1_bubbles_9_meta | data only | default | |
tier1_bubbles_10_price | data only | default | |
tier1_bubbles_10_qty | data only | default | |
tier1_bubbles_10_meta | data only | default | |
tier1_bubbles_11_price | data only | default | |
tier1_bubbles_11_qty | data only | default | |
tier1_bubbles_11_meta | data only | default | |
tier1_bubbles_12_price | data only | default | |
tier1_bubbles_12_qty | data only | default | |
tier1_bubbles_12_meta | data only | default | |
tier1_bubbles_13_price | data only | default | |
tier1_bubbles_13_qty | data only | default | |
tier1_bubbles_13_meta | data only | default | |
tier1_bubbles_14_price | data only | default | |
tier1_bubbles_14_qty | data only | default | |
tier1_bubbles_14_meta | data only | default | |
tier1_bubbles_15_price | data only | default | |
tier1_bubbles_15_qty | data only | default | |
tier1_bubbles_15_meta | data only | default | |
tier1_bubbles_16_price | data only | default | |
tier1_bubbles_16_qty | data only | default | |
tier1_bubbles_16_meta | data only | default | |
tier1_bubbles_17_price | data only | default | |
tier1_bubbles_17_qty | data only | default | |
tier1_bubbles_17_meta | data only | default | |
tier1_bubbles_18_price | data only | default | |
tier1_bubbles_18_qty | data only | default | |
tier1_bubbles_18_meta | data only | default | |
tier1_bubbles_19_price | data only | default | |
tier1_bubbles_19_qty | data only | default | |
tier1_bubbles_19_meta | data only | default | |
tier2_bubbles_0_price | data only | default | |
tier2_bubbles_0_qty | data only | default | |
tier2_bubbles_0_meta | data only | default | |
tier2_bubbles_1_price | data only | default | |
tier2_bubbles_1_qty | data only | default | |
tier2_bubbles_1_meta | data only | default | |
tier2_bubbles_2_price | data only | default | |
tier2_bubbles_2_qty | data only | default | |
tier2_bubbles_2_meta | data only | default | |
tier2_bubbles_3_price | data only | default | |
tier2_bubbles_3_qty | data only | default | |
tier2_bubbles_3_meta | data only | default | |
tier2_bubbles_4_price | data only | default | |
tier2_bubbles_4_qty | data only | default | |
tier2_bubbles_4_meta | data only | default | |
tier2_bubbles_5_price | data only | default | |
tier2_bubbles_5_qty | data only | default | |
tier2_bubbles_5_meta | data only | default | |
tier2_bubbles_6_price | data only | default | |
tier2_bubbles_6_qty | data only | default | |
tier2_bubbles_6_meta | data only | default | |
tier2_bubbles_7_price | data only | default | |
tier2_bubbles_7_qty | data only | default | |
tier2_bubbles_7_meta | data only | default | |
tier2_bubbles_8_price | data only | default | |
tier2_bubbles_8_qty | data only | default | |
tier2_bubbles_8_meta | data only | default | |
tier2_bubbles_9_price | data only | default | |
tier2_bubbles_9_qty | data only | default | |
tier2_bubbles_9_meta | data only | default | |
tier2_bubbles_10_price | data only | default | |
tier2_bubbles_10_qty | data only | default | |
tier2_bubbles_10_meta | data only | default | |
tier2_bubbles_11_price | data only | default | |
tier2_bubbles_11_qty | data only | default | |
tier2_bubbles_11_meta | data only | default | |
tier2_bubbles_12_price | data only | default | |
tier2_bubbles_12_qty | data only | default | |
tier2_bubbles_12_meta | data only | default | |
tier2_bubbles_13_price | data only | default | |
tier2_bubbles_13_qty | data only | default | |
tier2_bubbles_13_meta | data only | default | |
tier2_bubbles_14_price | data only | default | |
tier2_bubbles_14_qty | data only | default | |
tier2_bubbles_14_meta | data only | default | |
tier2_bubbles_15_price | data only | default | |
tier2_bubbles_15_qty | data only | default | |
tier2_bubbles_15_meta | data only | default | |
tier2_bubbles_16_price | data only | default | |
tier2_bubbles_16_qty | data only | default | |
tier2_bubbles_16_meta | data only | default | |
tier2_bubbles_17_price | data only | default | |
tier2_bubbles_17_qty | data only | default | |
tier2_bubbles_17_meta | data only | default | |
tier2_bubbles_18_price | data only | default | |
tier2_bubbles_18_qty | data only | default | |
tier2_bubbles_18_meta | data only | default | |
tier2_bubbles_19_price | data only | default | |
tier2_bubbles_19_qty | data only | default | |
tier2_bubbles_19_meta | data only | default | |
tier3_bubbles_0_price | data only | default | |
tier3_bubbles_0_qty | data only | default | |
tier3_bubbles_0_meta | data only | default | |
tier3_bubbles_1_price | data only | default | |
tier3_bubbles_1_qty | data only | default | |
tier3_bubbles_1_meta | data only | default | |
tier3_bubbles_2_price | data only | default | |
tier3_bubbles_2_qty | data only | default | |
tier3_bubbles_2_meta | data only | default | |
tier3_bubbles_3_price | data only | default | |
tier3_bubbles_3_qty | data only | default | |
tier3_bubbles_3_meta | data only | default | |
tier3_bubbles_4_price | data only | default | |
tier3_bubbles_4_qty | data only | default | |
tier3_bubbles_4_meta | data only | default | |
tier3_bubbles_5_price | data only | default | |
tier3_bubbles_5_qty | data only | default | |
tier3_bubbles_5_meta | data only | default | |
tier3_bubbles_6_price | data only | default | |
tier3_bubbles_6_qty | data only | default | |
tier3_bubbles_6_meta | data only | default | |
tier3_bubbles_7_price | data only | default | |
tier3_bubbles_7_qty | data only | default | |
tier3_bubbles_7_meta | data only | default | |
tier3_bubbles_8_price | data only | default | |
tier3_bubbles_8_qty | data only | default | |
tier3_bubbles_8_meta | data only | default | |
tier3_bubbles_9_price | data only | default | |
tier3_bubbles_9_qty | data only | default | |
tier3_bubbles_9_meta | data only | default | |
tier3_bubbles_10_price | data only | default | |
tier3_bubbles_10_qty | data only | default | |
tier3_bubbles_10_meta | data only | default | |
tier3_bubbles_11_price | data only | default | |
tier3_bubbles_11_qty | data only | default | |
tier3_bubbles_11_meta | data only | default | |
tier3_bubbles_12_price | data only | default | |
tier3_bubbles_12_qty | data only | default | |
tier3_bubbles_12_meta | data only | default | |
tier3_bubbles_13_price | data only | default | |
tier3_bubbles_13_qty | data only | default | |
tier3_bubbles_13_meta | data only | default | |
tier3_bubbles_14_price | data only | default | |
tier3_bubbles_14_qty | data only | default | |
tier3_bubbles_14_meta | data only | default | |
tier3_bubbles_15_price | data only | default | |
tier3_bubbles_15_qty | data only | default | |
tier3_bubbles_15_meta | data only | default | |
tier3_bubbles_16_price | data only | default | |
tier3_bubbles_16_qty | data only | default | |
tier3_bubbles_16_meta | data only | default | |
tier3_bubbles_17_price | data only | default | |
tier3_bubbles_17_qty | data only | default | |
tier3_bubbles_17_meta | data only | default | |
tier3_bubbles_18_price | data only | default | |
tier3_bubbles_18_qty | data only | default | |
tier3_bubbles_18_meta | data only | default | |
tier3_bubbles_19_price | data only | default | |
tier3_bubbles_19_qty | data only | default | |
tier3_bubbles_19_meta | data only | default |
Params
| Name | Default | Min | Max |
|---|---|---|---|
use_absolute | 0 | 0 | 1 |
lookback | 50 | 5 | 500 |
z1 | 2 | 0 | 6 |
z2 | 3 | 0 | 6 |
z3 | 4 | 0 | 6 |
a1_m | 5 | 0 | 100000 |
a2_m | 20 | 0 | 100000 |
a3_m | 50 | 0 | 100000 |
bucket_share | 0.6 | 0 | 1 |
min_bucket_m | 0 | 0 | 100000 |
max_bubbles | 2 | 1 | 20 |
ticks_per_bar | 5 | 1 | 100 |
mark_unit | 1000000 | 1000 | 1000000000 |
opacity_pct | 55 | 10 | 80 |
show_table | 1 | 0 | 1 |
buy1 | 4276257768 | ||
buy2 | 2136644584 | ||
buy3 | 67007464 | ||
sell1 | 13382845416 | ||
sell2 | 17136746472 | ||
sell3 | 17124742120 |
Inputs
| Input | Source | Selection |
|---|---|---|
close | ohlcv | field close |
profile | volume_profile | |
volume | ohlcv | field volume |
Provenance
| ABI | wrun-3 |
|---|---|
| Source | not published |
| Version | Published | Note |
|---|---|---|
| 0.1.1 | Nov 1, 2026 | Update Language |
| 0.1.0 | Nov 1, 2026 |
| File | Size |
|---|---|
| om-package.json | 586 B |
| wrun/metadata.json | 26.5 KiB |
| wrun/module.wasm | 14.9 KiB |