Time & Sales , Volume Delta and CVD, Volume imbalance , Tick

This Pine Script (version 6) creates a comprehensive TradingView indicator combining Time & Sales (Tape) with Volume Delta, Order Flow Pressure Indicator (OFPI), Volume Imbalance detection, Volume Delta (VD) histogram, Cumulative Volume Delta (CVD), TICK.US histogram, and a summary gauge table. It overlays on the chart with customizable tables, boxes, lines, and labels for real-time trade analysis, momentum, imbalances, and volume metrics.

Key Features and Components:

• Time & Sales Table: A dynamic table showing recent trades (up to user-defined rows). Columns include Time, Side (▲/▼), Last Price, Volume (or Price-Weighted Volume). Trades below a volume threshold are hidden. Includes a buy/sell scale bar with percentages. Supports timeframe-based or live tick data fetching.
  
  

• OFPI with Gauge: Calculates net aggressive volume pressure using bar body position, smoothed with T3 moving average. Displays a centered gauge bar (e.g., "░░░|███░░") indicating bullish/bearish momentum or shifts.
  
  

• Volume Imbalance (VI): Detects bullish/bearish gaps between bars. Draws semi-transparent boxes with labels (e.g., "5 tks (vi)") for imbalances or gaps. Limits display to a max number, removes filled ones, and uses magnets (🧲) for gaps.
  
  

• Volume Delta (VD): Approximates buy/sell delta via intrabar pressure or polarity. Displays as unipolar/bipolar histogram, optionally overlapping with regular volume or TICK.US. Shows numerical values (green/red/orange for divergences) and price/VD divergences.
  
  

• Cumulative Volume Delta (CVD): Cumulates VD, reset on anchor timeframe (e.g., daily). Displays as line, area, baseline, or candles. Includes optional EMA smoothing and background fills. Detects divergences with price.
  
  

• TICK.US Histogram: Overlays US Tick index (from symbol "TICK.US") as positive/negative bars during US market hours (9:30-16:00 ET, Mon-Fri). Replaces regular volume in some modes.
  
  
• Gauge Summary Table: Bottom-left table with momentum text, OFPI gauge, CVD value, current Tick, and last bar's volume breakdown (total/buy/sell/delta).
  
  

Customization Options:

General: Timezone, date format, table position/size, colors (gradients for up/down), calculation mode (timeframe/live tick), volume type (volume/price-volume), thresholds, lengths (e.g., lookback, smoothing).

Display: Heights/offsets for histograms, line widths/styles, transparencies, label sizes/alignments, divergences, MA on volume, CVD smoothing/background.

Technical: Lower timeframe precision (auto or custom), anchor for CVD reset, max VIs to show.

Other: Toggles for VI, TICK.US, numerical values, divergences.

Credit
// FuturesCall @ fcalgobot.com/
//Time & Sales (Tape) [By MUQWISHI]
// CVD base on Luxalgo CVD indicator
// Momentum Gauge by DskyzInvestments
// volume imbalance by ...