Shaohao BTC Volume Sum

//@version=3
study("SH BTC Volume Sum", precision=0)

//(BITFLYER:BTCJPY/FX:USDJPY+KORBIT:BTCKRW/FX_IDC:USDKRW+COINBASE:BTCEUR*FX:EURUSD+BITFINEX:BTCUSD+KRAKEN:XBTUSD+COINBASE:BTCUSD)/6

ma = input(title="Moving Average", defval=21, minval=1)
thresh = input(title="Threshold", type=float, defval=0.5, minval=0.1)


bitflyer = security("BITFLYER:BTCJPY", period, volume)
korbit = security("KORBIT:BTCKRW", period, volume)
bitfinex = security("BITFINEX:BTCUSD", period, volume)
coinbase = security("COINBASE:BTCUSD", period, volume)
kraken = security("KRAKEN:XBTUSD", period, volume)

vol = bitflyer + korbit + bitfinex + coinbase + kraken
smaVol = sma(vol, ma)
ratio = (vol - smaVol) / vol

redCol = ratio >= thresh ? red : maroon
greenCol = ratio >= thresh ? lime : green
barCol = open > close ? redCol : open < close ? greenCol : gray

plot(vol, style=columns, color=barCol)
plot(smaVol, color=yellow, linewidth=2)