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Institutional Displacement & Volume Delta [Bigbeluga]🔵 OVERVIEW Institutional Displacement & Volume Delta is an advanced price action tool designed to identify high-conviction market moves, often referred to as "Displacement." It filters out market noise by highlighting candles that exhibit both significant price expansion and institutional-level volume. By utilizing lower timeframe (LTF) data, the indicator deconstructs each displacement candle to reveal the internal "Buy vs. Sell" volume balance, allowing traders to see the true intent behind aggressive market shifts. 🔵 CONCEPT Institutional Displacement — Identifies "Power Candles" that have a large body relative to their wicks, signaling a one-sided move by major market participants. Volume Spike Filtering — Only qualifies a move as a "Shift" if the volume significantly exceeds a user-defined moving average. Intrabar Volume Deconstruction — Uses a secondary, lower timeframe (e.g., 1m) to calculate exactly how much of a candle's total volume was dedicated to buying versus selling. Internal Volume Blocks — Visually splits the body of displacement candles into color-coded sections (Buy Block and Sell Block) based on the internal delta ratio. Market State Muting — Optionally mutes the color of "choppy" or low-volume bars to keep the focus purely on high-probability institutional activity. 🔵 HOW IT WORKS (IN-DEPTH) 1️⃣ Qualification of Displacement The script first evaluates the "Body-to-Range" ratio. A candle must be mostly "body" (minimal wicks) to prove that the price didn't face significant rejection. It then checks the Volume Multiplier. The volume must be X times higher than the 20-period average to confirm institutional "heavy lifting." If both conditions are met, the bar is labeled a "Bullish Shift" or "Bearish Shift." 2️⃣ Lower Timeframe (LTF) Volume Analysis Standard candles only show total volume. This indicator uses request.security_lower_tf to peak inside the bar. It sums up every 1-minute (or user-defined) sub-candle to categorize volume as "Buy" or "Sell" based on the sub-candle's closing direction. This calculation provides the Delta —the net difference between aggressive buyers and sellers. 3️⃣ Visual Representation The main candle body is hollowed out, and a "Volume Block" is inserted inside. The split point of the inner block represents the ratio of Buy vs. Sell volume. If a Bullish Displacement bar has a large Red inner block at the top, it may signal that sellers were heavily defending that area despite the bullish close. Floating labels provide immediate access to the exact Volume and Delta figures. 🔵 KEY FEATURES Precise Shift Identification: Combines price expansion (Displacement) with volume spikes. Internal Delta Blocks: Unique visual deconstruction of candle volume ratios. Institutional Dashboard: Displays real-time data for the most recent shift, including total volume, delta, and a session shift counter. Muted Chop Mode: Grey-scales non-significant candles to highlight the "Path of Least Resistance." Error Handling: Built-in notification if the user selects an LTF timeframe that is mathematically incompatible with the current chart. 🔵 DASHBOARD METRICS Last Shift: Indicates the direction (Bullish/Bearish) of the most recent displacement. Shift Vol: The total volume transacted during the most recent high-conviction move. Shift Δ: The net delta of the last shift, showing the dominant aggressive party. Shift Count: A running tally of Bullish vs. Bearish shifts since the chart was loaded. 🔵 HOW TO USE Identifying Ignition: A Displacement bar appearing at a support or resistance level often marks the start of a new trend (Trend Ignition). Spotting Traps: Look for "Bullish Shifts" where the Sell Block makes up a large portion of the candle body. This indicates heavy absorption by sellers and may lead to a failed breakout. Confluence with Delta: Use the Dashboard's "Shift Δ" to confirm that the displacement move is backed by strong net buying/selling rather than just high-volume churn. Exit Timing: If price enters a consolidation zone and the "Shift Count" starts alternating rapidly between Bullish and Bearish, it indicates institutional indecision. 🔵 CONCLUSION Institutional Displacement & Volume Delta provides a specialized lens into market momentum. By focusing on displacement and the internal mechanics of volume, it helps traders align themselves with the "smart money" and avoid the low-probability volatility of retail-driven noise.
Indicador Pine Script®
por BigBeluga
9
CVD Multi Exchange PercentileCVD Multi Exchange Percentile Aggregated order flow across four major crypto derivatives exchanges — with historical percentile ranking to measure how extreme today's session really is. A Cumulative Volume Delta (CVD) indicator with daily reset, divergence detection, and absorption signals, built for perpetual futures. It combines Binance, Bybit, OKX, and Bitget into a single aggregated flow, then ranks it against its own history to give you objective context. █ 🧩 KEY FEATURES 🔹 Multi Exchange Aggregation Four sources (Binance, Bybit, OKX, Bitget) can be toggled independently. The aggregated delta captures cross-exchange order flow that single-source CVD cannot detect — especially during liquidations or arbitrage-driven moves. 🔹 Historical Percentile System Each session's peak CVD is stored in a rolling buffer, separated by direction (bull vs bear). The current session is ranked against this distribution to measure how extreme the flow is compared to recent history. 🔹 Live Percentile A real-time percentile tracks the current CVD value as the session develops — no need to wait for session close. 🔹 Swing Divergence Detects divergences between price and CVD structure: - Bullish: price makes lower low, CVD makes higher low - Bearish: price makes higher high, CVD makes lower high Filtered by percentile threshold and optional trend filter. 🔹 Volume Absorption Highlights conditions where price and CVD move in opposite directions under high volume: - Bullish absorption: price down, CVD up - Bearish absorption: price up, CVD down Requires elevated volume and percentile confirmation. 🔹 Visual Encoding Histogram color reflects direction and momentum. Signal markers: - Divergence bullish: dark green triangle up - Divergence bearish: blue triangle down - Absorption bullish: orange circle - Absorption bearish: purple circle Optional info table provides real-time stats. Signal examples on TRXUSDT.P (1H) — three signal types visible: - Orange circle (Absorption Bull): price dropping but CVD rising on high volume — buying pressure hidden under falling price - Blue triangle (DIV- Bearish): price making higher high but CVD making lower high — selling pressure building despite rising price - Purple circle (Absorption Bear): price rising but CVD falling on high volume — selling pressure hidden under rising price Signal examples on ETHUSDT.P (1H) — bullish signals visible: - Dark green triangles (DIV+ Bullish): price making lower lows but CVD making higher lows — buying pressure increasing despite falling price, signaling potential reversal - Orange circle (Absorption Bull): same logic as above — hidden buying under selling candles █ 🔧 HOW IT WORKS The script fetches lower-timeframe OHLCV data from each exchange using `request.security_lower_tf()`. Each intrabar volume is classified using a CLV-based model (close location within range) to estimate buying vs selling pressure. The resulting deltas are summed across all exchanges and accumulated into a daily CVD, resetting at the start of each new UTC session. █ 📖 HOW TO USE Apply the indicator to Perpetual Futures charts (.P). The symbol is auto-detected from the chart and mapped across all supported exchanges — no manual input needed. Suggested timeframe: 1H (default percentile lookback is 336 bars, which equals ~14 days on 1H charts). Signals are contextual, not standalone triggers. Use them to identify: - flow/price divergences - potential absorption zones - extreme participation conditions █ ⚙️ SETTINGS Data Sources (Perpetual Futures Only) — Enable/disable Binance, Bybit, OKX, Bitget Settings — Intrabar precision (1/5/15/60), daily reset Signals — Percentile lookback (default 336 bars, ~14 days on 1H), min percentile for divergence (75), swing length (8), trend filter SMA (20), absorption volume lookback (10) and multiplier (1.5), show/hide toggles for divergences, absorption, trend filter, and info table █ 💡 WHAT MAKES THIS DIFFERENT Most CVD indicators rely on a single exchange and lack statistical context. This script aggregates flow across venues and ranks it using a percentile system, providing a clear measure of whether current activity is extreme or routine. Bull and bear distributions are handled separately, avoiding distortion from mixed data. █ ⚠️ LIMITATIONS — Works only on perpetual futures (.P required) — Delta is estimated from OHLCV, not tick-level order book data — Exchange data availability may vary by symbol — Intrabar resolution affects precision and performance █ 📌 DISCLAIMER This is a contextual analysis tool, not a signal generator. It does not provide buy/sell signals and should not be used as a standalone trading system. Always apply proper risk management.
Indicador Pine Script®
por Alex975
Delta Absorption Scanner[MarkitTick]💡 This advanced analytical tool is engineered to bridge the gap between price action and order flow dynamics by identifying critical moments where market participants encounter significant liquidity barriers. In the modern trading landscape, volume alone is often insufficient to determine market direction. The Delta Absorption Scanner provides a sophisticated lens through which traders can observe the interaction between aggressive market orders and passive limit orders, specifically highlighting "Absorption" events. These events occur when high-volume "Effort" fails to produce a proportional price "Result," signaling a potential exhaustion of the current trend or a hidden accumulation/distribution phase. By synthesizing volume delta, candle spread, and multi-timeframe context into a unified interface, this script empowers traders to make decisions based on the structural integrity of the market rather than superficial price movements. ✨ Originality and Utility The primary utility of this script lies in its multi-layered approach to market analysis, moving beyond simple oscillators or trend-following moving averages. Unlike standard volume indicators that merely report total activity, this scanner differentiates between buying and selling pressure by calculating candle-based delta, allowing for a more granular view of market intent. The script introduces a unique "Scanner" architecture that monitors four distinct high-timeframe (HTF) perspectives simultaneously. This provides an institutional-grade view of the trend without the need to constantly switch chart intervals. It incorporates a proprietary "Absorption" detection logic that correlates delta percentage with the physical spread of the candle. This identifies "hidden" strength or weakness that is often invisible to the naked eye. The inclusion of Fair Value Gap (FVG) and Swing High/Low detection within the dashboard creates a comprehensive "Confluence Engine," ensuring that short-term delta signals are validated by higher-level market structures. By utilizing non-repainting multi-timeframe logic (security calls with index offsets), the indicator maintains the highest standards of data integrity, making it suitable for both discretionary trading and systemic strategy development. 🔬 Methodology and Concepts The core logic begins with the calculation of "Candle Delta," which determines the dominant force within a single bar based on its polarity. If a candle closes above its open, the entire volume is attributed to positive delta; if it closes below, it is negative. The indicator then calculates the "Spread," defined as the absolute distance between the high and low of the bar. This metric is critical for the "Effort vs. Result" analysis. Absorption is mathematically flagged when a candle exceeds the user-defined "Minimum Delta %" threshold but fails to generate significant directional movement, or when the spread is disproportionately small compared to the volume injected. The Support (S3) and Resistance (R3) levels are derived from the most recent significant high-volume or high-delta bars, creating dynamic zones that reflect where institutional liquidity was last engaged. Multi-Timeframe Integration: The script utilizes the request.security() function with a bar offset. This ensures that the data displayed from higher timeframes is "confirmed" and prevents the visual bias known as repainting. Trend determination on the dashboard is calculated using a proprietary relationship between the current price and the 14-period smoothed high/low averages, providing a stable "Trend Bias" for each monitored timeframe. ● Main Feature Components • Volume Delta labels The script places dynamic labels above or below candles that exhibit significant delta. These labels display the Delta percentage, helping traders identify where "Climax" volume is occurring. • Spread Analysis (S) Next to the Delta % is a value representing the "Spread." This allows for an immediate visual comparison: High Delta with Low Spread suggests passive absorption (reversal), while High Delta with High Spread suggests aggressive momentum (continuation). • Multi-Timeframe (HTF) Dashboard A sophisticated table displayed on the chart that aggregates data from up to four higher timeframes. This dashboard is the "brain" of the scanner, providing a bird's-eye view of the market's broader health. 🎨 Visual Guide Positive Delta Labels: Displayed as green labels with white text. These signify bars where buying volume was dominant. Negative Delta Labels: Displayed as red labels with white text. These signify bars where selling volume was dominant. Neutral/Spread Labels: Displayed in a dark neutral color to represent bars where the spread is being analyzed without a significant delta bias. Dashboard - Trend Column: Displays "UP" in green for bullish regimes and "DN" in red for bearish regimes for each of the four HTF settings. Dashboard - S3/R3 Column: Displays the price of the nearest significant support or resistance level identified by the script. Dashboard - Distance % Column: A dynamic calculation showing how far the current price is from the S3/R3 levels. Green indicates distance from support, while red indicates distance from resistance. Dashboard - FVG Column: Displays "+FVG" in green if a bullish Fair Value Gap exists on that timeframe, or "-FVG" in red if a bearish gap is present. Dashboard - Swing Column: Identifies if the current price is near a local "Top" or "Bottom" based on pivot logic. 📖 How to Use Step 1: Identify "Effort" on the Chart. Look for a large Delta % label (e.g., >20%) appearing at a local high or low. Step 2: Analyze the "Result." If the Delta is high (Green/Positive) but the candle spread (S) is small and price fails to move higher, this is a classic Bearish Absorption signal. Limit sellers are "absorbing" the market buyers. Step 3: Consult the Dashboard. Check if the HTF trends are in alignment. For a short trade based on Bearish Absorption, you ideally want to see "DN" trends on higher timeframes and the presence of a "-FVG." Step 4: Proximity to S/R. Use the "Dist %" column to ensure you are not selling directly into a higher-timeframe support (S3) or buying directly into resistance (R3). Step 5: Confluence. The highest probability trades occur when a Delta climax appears at a dashboard-confirmed Swing Top/Bottom in the direction of the HTF trend. ⚙️ Inputs and Settings Positive/Negative Delta Color: Customizes the aesthetic of the bull/bear labels to match your chart theme. Max Labels on Chart: Controls the lookback period for visual labels to maintain chart performance and reduce clutter. Minimum Delta % to Show: A sensitivity filter. Higher values (e.g., 50%) will only show the most extreme volume events, while lower values (e.g., 10%) provide more frequent signals. Show Spread (S): Toggles the visibility of the candle spread value within the labels. HTF 1-4 Settings: Allows the user to define which timeframes the dashboard should track (e.g., 1H, 4H, Daily, Weekly). Dashboard Position: Permits the user to move the table to different corners of the chart for better visibility. 🔍 Deconstruction of the Underlying Scientific and Academic Framework • The Law of Effort vs. Result Based on the principles established by Richard Wyckoff, this indicator quantifies "Effort" as Volume Delta and "Result" as Price Spread. In a balanced market, increased effort should lead to an equivalent result. When these two diverge (Anomalies), it suggests a change in market character. • Auction Market Theory (AMT) The indicator utilizes AMT principles by identifying areas of "High Volume Nodes" (represented by S3/R3) where the market has found value or met significant opposition. The "Distance %" feature measures the market's deviation from these nodes, which often acts as a mean-reversion catalyst. • Order Flow Imbalance While traditional indicators use price as a lagging derivative, the Delta Absorption Scanner attempts to lead price by observing the imbalance between aggressive market participants. By isolating the delta within each bar, the script identifies where one side of the "Auction" is becoming exhausted. • Statistical Significance of Spread The inclusion of spread analysis is rooted in statistical volatility measurements. A narrow spread during high volume indicates a high density of limit orders (Liquidity), which is a precursor to price reversals or significant breakouts once the liquidity is exhausted. • Multi-Timeframe Structuralism The scanner's architecture is based on the theory that lower-timeframe "noise" is resolved by higher-timeframe "structure." By mapping FVGs and Swings across four dimensions, the script applies a fractal analysis to the current bar's delta events. ⚠️ Disclaimer All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Indicador Pine Script®
por MarkitTick
Volume Flow and Delta Analysis [MarkitTick]💡This comprehensive technical indicator is designed for traders who require a granular view of market participation that goes beyond standard volume bars. By leveraging the advanced "Intrabar Analysis" capabilities of Pine Script, this tool deconstructs every single price candle on your chart into its constituent lower-timeframe components. It effectively "X-rays" the market to determine whether the volume inside a bar was primarily driven by aggressive buying or aggressive selling, providing a definitive read on market sentiment and institutional control. ● Originality and Utility Most standard volume indicators display a simple aggregate total—a single block of volume that fails to distinguish between buying pressure and selling pressure. A high-volume candle could represent a strong breakout, or it could represent a "selling tail" where buyers were absorbed. This script solves that ambiguity. It is not a standard oscillator; it is a quantitative flow analyzer. It reconstructs the "Delta" (the net difference between buying and selling volume) by querying lower-timeframe data (e.g., analyzing 1-minute data inside a 60-minute bar). This allows traders to spot "Hidden Accumulation" (where price is flat but Delta is rising) or "Exhaustion" (where price rises but Delta falls), offering a significant edge in identifying reversals and trend continuations. ● Methodology The script operates through a sophisticated three-stage quantitative process: • Intrabar Data Acquisition The script uses the security_lower_tf function to fetch granular price and volume data from a lower timeframe (automatically detected or user-defined). This allows the script to see what happened "inside" the current chart's bar. • Directional Flow Distribution For every lower-timeframe interval, the script assigns volume to either "Bullish Flow" or "Bearish Flow." If the close is higher than the open on the lower timeframe, the volume is credited to buyers. If the close is lower, it is credited to sellers. This logic is far more accurate than simple "Up/Down" tick data, as it respects price action. • Statistical Volatility Normalization To filter out noise, the script calculates a dynamic baseline using an Exponential Moving Average (EMA) of the absolute Delta values. It then compares the current bar's Delta against this baseline. This generates an "Intensity Score" (measured in Sigma or Standard Deviations). This ensures that a "High Volume" signal is relevant to the current market volatility, rather than relying on fixed, arbitrary thresholds. ● How to Use This tool is designed to be a complete decision-support system. Here is how to interpret its various components: • The Volume Histogram The background histogram displays Total Volume, while the foreground bars show the split between Buying (Teal) and Selling (Red) flow. Use this to gauge the "quality" of a move. A price rally accompanied by high Teal volume is healthy; a rally on low volume or high Red volume is suspect. • The Delta Histogram This plots the net difference. Strong Positive (Green) Delta: Indicates aggressive market buy orders are hitting the ask. Strong Negative (Red) Delta: Indicates aggressive market sell orders are hitting the bid. Divergence: If Price makes a New High but the Delta Histogram makes a Lower High, this is a classic signal of exhaustion and potential reversal. • The Heads-Up Display (HUD) A dashboard table pinned to the chart provides real-time metrics: Session Delta: The cumulative buy/sell pressure for the current trading day. Flow Regime: Clearly states if the market is in "ACCUMULATION" or "DISTRIBUTION." Intensity: Shows how statistically significant the current volume is (e.g., "2.5x" means the volume is 2.5 times the standard deviation, indicating an anomaly). • Visual Signals The script plots triangle markers on top of the chart when the Delta Intensity exceeds the user-defined threshold. Up Triangle (Green): Signals strong institutional buying pressure (Delta > Threshold). Down Triangle (Red): Signals strong institutional selling pressure (Delta < Threshold). ● Inputs and Configuration Lower Timeframe: By default, the script auto-selects the best resolution (e.g., 1-minute data for hourly charts). Users can override this to fine-tune the granularity. Volume MA Length: Defines the lookback period for the volume moving average. Delta Volatility Threshold (Sigma): This is the sensitivity filter for signals. A higher value (e.g., 2.0) results in fewer but more significant signals. A lower value (e.g., 1.0) provides more frequent alerts. Visual Logic: Users can toggle the Dashboard, Delta Histogram, and Moving Averages on or off to suit their charting aesthetic. ● Disclaimer All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Indicador Pine Script®
por MarkitTick
2
Balanced Delta Volume Profile (Zeiierman)█ Overview Balanced Delta Volume Profile (Zeiierman) builds a vertical, price-by-price profile that blends total participation with balance quality. Instead of plotting raw volume alone, it weights each price bin by: how balanced buyers vs. sellers were, how compressed price was inside that bin, how often price revisited it. The result spotlights fair value and acceptance zones while still revealing momentum/imbalance areas—ideal for reading rotation vs. trend, continuation vs. exhaustion, and the prices that truly matter. Highlights Balanced score that fuses delta symmetry, price compression, and hit frequency. Optional heat spectrum for instant read of participation density and balance strength. POC-like auto highlight of the dominant price level within the lookback window. Works across timeframes for session profiling, swing context, or regime shifts. █ How It Works ⚪ Profile Construction The script scans a fixed History Length and divides the full high–low span into Bin Count price bins. For every bar in the window, its volume is proportionally distributed across the bins it overlaps, so wide-range bars contribute across multiple bins, while narrow bars concentrate where they traded most. This yields per-bin totals for: Total Volume (participation) Positive / Negative Volume (up vs. down bar contribution) Hit Count (how often price touched the bin) Average Price Range (mean bar range inside the bin; a proxy for compression) ⚪ Delta & Direction For each bin, delta symmetry is measured via the ratio of |pos − neg| to total volume. Bins with balanced two-sided flow score higher than one-sided, runaway bins. This curbs the tendency of raw volume profiles to over-reward impulsive bursts. ⚪ Balance Score Each price bin gets a balance score that multiplies three normalized components: Delta Balance: rewards bins where buy/sell pressure is symmetrical (configurable via Volume Momentum Weight). Price Compression: rewards bins where average bar range is relatively small (configurable via Price Momentum Weight). Durability: rewards bins revisited often (configurable via Hits Weight). A Min Hits Filter removes flimsy, single-touch bins from dominating the score. The profile can display pure totals or Average Mode (Vol/Hit) to compare bins fairly when hit counts differ. ⚪ Display & Heat Spectrum The final plotted bar length per bin is the display volume (total or average) weighted by the balance score and normalized to 100. POC-like Highlight: The 100% bin is outlined (and labeled) when Highlight Max Volume Bin is ON. Heat Spectrum (optional): A background gradient scales with normalized bar length and balance hue. Balance Hue: Interpolates between Balance Low/High Colors so high-balance bins visually pop as “accepted value.” █ How to Use The profile is effectively a map of price acceptance: High, bright bars = strong participation at balanced prices → fair value/rotation zones. Thin, muted bars = poor acceptance → imbalance or transition areas. POC-style level = most influential price in the lookback window. ⚪ Find Fair Value & Acceptance Thick, high-balance bins mark value. Expect rotation: price often revisits or oscillates around these areas. They’re prime zones for mean-reversion fades, scale-ins, and risk-defined trades against the edges. ⚪ Identify Imbalance & Funnels Low-balance, low-hit bins often act like air pockets—price can move through them quickly. These zones are helpful for continuation trades into thin areas or for timing breakout pulls back into acceptance. ⚪ POC Dynamics When price leaves the POC and returns, watch for re-acceptance (price comes back into the POC or high-balance zone and stays there.) vs. rejection (trend continuation away from value). The auto-highlight makes this quick to judge. █ Settings History Length – Bars scanned for the profile. Longer = broader context, slower to adapt. Bin Count – Vertical resolution of bins between the window’s min and max price. Display Shift – Offsets the rendering rightward for clarity. Average Mode (Vol/Hit) – ON uses average volume per visit; OFF uses total volume. Volume Momentum Weight – Emphasizes two-way flow; higher values favor balanced bins over one-sided deltas. Price Momentum Weight – Emphasizes compression; higher values favor narrow-range, coiling price action. Hits Weight – Rewards bins revisited often; higher values favor durable acceptance. Min Hits Filter – Minimum visits a bin needs to qualify for the balance score. Show Heat Spectrum – Background gradient for quick read of density and balance. Highlight Max Volume Bin – Outline + raw volume label for the dominant bin. Max Volume Color – Color used for that highlight. Balance Low/High Colors – Gradient endpoints for balance hue across the profile. ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Indicador Pine Script®
por Zeiierman
12
Tick-Based Delta Volume BubblesTICK-BASED DELTA VOLUME BUBBLES OVERVIEW A real-time order flow indicator that displays volume delta at the tick level, helping traders identify buying and selling pressure as it develops during live market hours. Unlike traditional volume delta indicators that rely on bar close data, this indicator captures actual tick-by-tick volume changes and directional bias, providing granular insight into market dynamics. HOW IT WORKS The indicator monitors live tick data during real-time trading by tracking volume increases between consecutive price updates. Each time volume increments, the script calculates the volume delta, determines price direction, assigns directional bias to the volume, and accumulates net delta for each bar. This methodology is identical to the tick detection mechanism used in professional cumulative volume delta tools, ensuring accuracy and reliability. FEATURES Real-Time Tick Detection - Captures genuine tick-by-tick volume flow using varip persistence - Not estimated from OHLC data - Processes actual market ticks as they occur Adaptive Bubble Sizing - Bubbles scale based on delta strength relative to a customizable moving average (default 20 bars) - Highlights significant order flow imbalances - Five size levels from tiny to huge Dual Display Modes - Normal Mode: Sized bubbles with optional volume labels positioned at bar midpoint - Minimal Mode: Clean dots above/below bars for unobtrusive delta visualization Flow Classification - Aggressive Buy (bright green): Strong positive delta with greater than 1.2x strength - Aggressive Sell (bright red): Strong negative delta with greater than 1.2x strength - Passive Buy (light green): Moderate positive delta - Passive Sell (light red): Moderate negative delta Intensity Mode (Optional) - Gray: Low intensity (less than 0.5x average) - Blue: Medium intensity (0.5-1.0x average) - Orange: High intensity (1.0-2.0x average) - Red: Extreme intensity (greater than 2.0x average) Smart Filtering - Percentile-based filters (customizable) ensure only significant delta events are displayed - Reduces chart clutter while highlighting important order flow - Separate thresholds for bubble display and numeric labels Data Collection Status - Optional progress box in top-right corner - Shows real-time bar collection progress - Displays percentage completion and bars remaining - Automatically hides when sufficient data is collected Hide Until Ready Option - Suppresses bubble display until the averaging period is complete - Prevents misleading signals from incomplete data - Default requires 20 bars before displaying bubbles SETTINGS Delta Average Length (1-200, default 20) - Lookback period for calculating delta strength baseline - Higher values = longer-term delta comparison - Lower values = more sensitive to recent changes Hide Bubbles Until Enough Data - Prevents display until averaging period completes - Ensures reliable delta strength calculations Show Data Collection Status Box - Displays progress indicator during initialization - Can be disabled if you understand the warmup period Minimal Mode - Switches to simple dot display above/below bars - Green dots above bars = positive delta - Red dots below bars = negative delta - Maintains color intensity or flow type classification Show Bubbles - Master toggle for bubble display Bubble Volume Percentile (0-100, default 60) - Minimum percentile rank required to display bubble - Higher values = fewer, more significant bubbles - Lower values = more bubbles displayed Show Numbers in Bubbles - Toggle delta value labels - Only appears in normal mode - Disabled automatically in minimal mode Label Volume Percentile (0-100, default 90) - Higher threshold for displaying numeric labels - Typically set higher than bubble percentile - Reduces label clutter on chart Intensity Mode - Switch from flow-type coloring to magnitude-based coloring - Useful for identifying volume spikes regardless of direction IMPORTANT NOTES Real-Time Only: This indicator processes live tick data and does not provide historical analysis. It begins collecting data when added to a live chart. Volume Required: Symbol must have volume data available. Will not function on symbols without volume (most forex pairs from retail brokers). Initialization Period: Requires the specified number of bars (default 20) to calculate accurate delta strength. Use the "Hide Until Ready" option to prevent premature signals. Market Hours: Only collects data during live market hours. Does not backfill historical data. CREDITS Tick detection methodology inspired by the Kioseff Trading Tick CVD indicator. This implementation adapts the same core tick-level volume delta calculation for bubble-style visualization and per-bar delta analysis.
Indicador Pine Script®
por shui2967
18
DeltaFlow Volume Profile [BigBeluga]🔵 OVERVIEW The DeltaFlow Volume Profile builds a compact volume profile next to price and enriches every bin with flow context : bullish vs. bearish participation (%), a per-bin Delta % , an optional Delta Heat Map , and a PoC band with the bin’s absolute volume. This lets you see not just where volume clustered, but who (buyers or sellers) dominated inside each price slice. 🔵 CONCEPTS Binned Volume Profile : Price range over a user-defined LookBack is split into Bins ; each bin aggregates traded volume. Bull/Bear Split : Within every bin, volume is separated by candle direction into Bull Volume and Bear Volume , then normalized to % of the bin’s displayed size. Delta % : The difference between Bull % and Bear % for the bin. Positive = buyer dominance; negative = seller dominance. Delta Heat Map : Bin background shading that scales with both total volume strength and delta bias. PoC (Point of Control) : The most significant bin gets a PoC band and a label with its absolute volume. 🔵 FEATURES Profile with Flow : A clean horizontal volume bar per bin plus stacked Bull % and Bear % . Per-Bin Delta Label : A readable “Δ xx%” tag at the start of each bin shows dominance at a glance. Delta Heat Map : Optional gradient that intensifies with higher volume and stronger delta. PoC Highlight : Optional PoC band colored separately, labeled with absolute volume (e.g., “1.23M”). Configurable Inputs : LookBack, number of Bins (10–100), toggles for Delta, Heat Map, Volume Bars, and PoC color. Readable Colors : Separate inputs for bullish (volume +) and bearish (volume –) hues. 🔵 HOW TO USE Set the window : Choose LookBack and Bins to balance detail vs. performance (more bins = finer resolution). Enable “Volume Bars” to display the bull/bear split as two stacked percent bars inside each bin. High Bull % near support → constructive demand. High Bear % near resistance → active supply. Use Δ labels (toggle “Delta”) to quickly spot bins with clear buyer/seller control; combine with price position for confluence. Turn on Delta Heat Map to prioritize areas with both large volume and strong imbalance. Watch the PoC : The PoC band marks the most traded (and often magnet) level; its label shows absolute size for context. Trade ideas : Breakout continuation when Δ stays positive across consecutive upper bins. Reversion risk when price enters a large bearish-Δ cluster below. Manage risk around the PoC; reactions there can be sharp. 🔵 CONCLUSION DeltaFlow Volume Profile upgrades a classic profile with flow intelligence. The bull/bear split, explicit Δ %, heat-weighted backdrop, and PoC volume label make dominant participation and key price shelves obvious. Use it to filter levels, time entries with imbalance, and validate breakouts or fades with objective volume-flow evidence.
Indicador Pine Script®
por BigBeluga
22
Intrabar Volume Delta — RealTime + History (Stocks/Crypto/Forex)Intrabar Volume Delta Grid — RealTime + History (Stocks/Crypto/Forex) # Short Description Shows intrabar Up/Down volume, Delta (absolute/relative) and UpShare% in a compact grid for both real-time and historical bars. Includes an MTF (M1…D1) dashboard, contextual coloring, density controls, and alerts on Δ and UpShare%. Smart historical splitting (“History Mode”) for Crypto/Futures/FX. --- # What it does (Quick) * **UpVol / DownVol / Δ / UpShare%** — visualizes order-flow inside each candle. * **Real-time** — accumulates intrabar volume live by tick-direction. * **History Mode** — splits Up/Down on closed bars via simple or range-aware logic. * **MTF Dashboard** — one table view across M1, M5, M15, M30, H1, H4, D1 (Vol, Up/Down, Δ%, Share, Trend). * **Contextual opacity** — stronger signals appear bolder. * **Label density** — draw every N-th bar and limit to last X bars for performance. * **Alerts** — thresholds for |Δ|, Δ%, and UpShare%. --- # How it works (Real-Time vs History) * **Real-time (open bar):** volume increments into **UpVolRT** or **DownVolRT** depending on last price move (↑ goes to Up, ↓ to Down). This approximates live order-flow even when full tick history isn’t available. * **History (closed bars):** * **None** — no split (Up/Down = 0/0). Safest for equities/indices with unreliable tick history. * **Approx (Close vs Open)** — all volume goes to candle direction (green → Up 100%, red → Down 100%). Fast but yields many 0/100% bars. * **Price Action Based** — splits by Close position within High-Low range; strength = |Close−mid|/(High−Low). Above mid → more Up; below mid → more Down. Falls back to direction if High==Low. * **Auto** — **Stocks/Index → None**, **Crypto/Futures/FX → Approx**. If you see too many 0/100 bars, switch to **Price Action Based**. --- # Rows & Meaning * **Volume** — total bar volume (no split). * **UpVol / DownVol** — directional intrabar volume. * **Delta (Δ)** — UpVol − DownVol. * **Absolute**: raw units * **Relative (Δ%)**: Δ / (Up+Down) × 100 * **Both**: shows both formats * **UpShare%** — UpVol / (Up+Down) × 100. >50% bullish, <50% bearish. * Helpful icons: ▲ (>65%), ▼ (<35%). --- # MTF Dashboard (🔧 Enable Dashboard) A single table with **Vol, Up, Down, Δ%, Share, Trend (🔼/🔽/⏭️)** for selected timeframes (M1…D1). Great for a fast “panorama” read of flow alignment across horizons. --- # Inputs (Grouped) ## Display * Toggle rows: **Volume / Up / Down / Delta / UpShare** * **Delta Display**: Absolute / Relative / Both ## Realtime & History * **History Mode**: Auto / None / Approx / Price Action Based * **Compact Numbers**: 1.2k, 1.25M, 3.4B… ## Theme & UI * **Theme Mode**: Auto / Light / Dark * **Row Spacing**: vertical spacing between rows * **Top Row Y**: moves the whole grid vertically * **Draw Guide Lines**: faint dotted guides * **Text Size**: Tiny / Small / Normal / Large ## 🔧 Dashboard Settings * **Enable Dashboard** * **📏 Table Text Size**: Tiny…Huge * **🦓 Zebra Rows** * **🔲 Table Border** ## ⏰ Timeframes (for Dashboard) * **M1…D1** toggles ## Contextual Coloring * **Enable Contextual Coloring**: opacity by signal strength * **Δ% cap / Share offset cap**: saturation caps * **Min/Max transparency**: solid vs faint extremes ## Label Density & Size * **Show every N-th bar**: draw labels only every Nth bar * **Limit to last X bars**: keep labels only in the most recent X bars ## Colors * Up / Down / Text / Guide ## Alerts * **Delta Threshold (abs)** — |Δ| in volume units * **UpShare > / <** — bullish/bearish thresholds * **Enable Δ% Alert**, **Δ% > +**, **Δ% < −** — relative delta levels --- # How to use (Quick Start) 1. Add the indicator to your chart (overlay=false → separate pane). 2. **History Mode**: * Crypto/Futures/FX → keep **Auto** or switch to **Price Action Based** for richer history. * Stocks/Index → prefer **None** or **Price Action Based** for safer splits. 3. **Label Density**: start with **Limit to last X bars = 30–150** and **Show every N-th bar = 2–4**. 4. **Contextual Coloring**: keep on to emphasize strong Δ% / Share moves. 5. **Dashboard**: enable and pick only the TFs you actually use. 6. **Alerts**: set thresholds (ideas below). --- # Alerts (in TradingView) Add alert → pick this indicator → choose any of: * **Delta exceeds threshold** (|Δ| > X) * **UpShare above threshold** (UpShare% > X) * **UpShare below threshold** (UpShare% < X) * **Relative Delta above +X%** * **Relative Delta below −X%** **Starter thresholds (tune per symbol & TF):** * **Crypto M1/M5**: Δ% > +25…35 (bullish), Δ% < −25…−35 (bearish) * **FX (tick volume)**: UpShare > 60–65% or < 40–35% * **Stocks (liquid)**: set **Absolute Δ** by typical volume scale (e.g., 50k / 100k / 500k) --- # Notes by Market Type * **Crypto/Futures**: 24/7 and high liquidity — **Price Action Based** often gives nicer history splits than Approx. * **Forex (FX)**: TradingView volume is typically **tick volume** (not true exchange volume). Treat Δ/Share as tick-based flow, still very useful intraday. * **Stocks/Index**: historical tick detail can be limited. **None** or **Price Action Based** is a safer default. If you see too many 0/100% shares, switch away from Approx. --- # “All Timeframes” accuracy * Works on **any TF** (M1 → D1/W1). * **Real-time accuracy** is strong for the open bar (live accumulation). * **Historical accuracy** depends on your **History Mode** (None = safest, Approx = fastest/simplest, Price Action Based = more nuanced). * The MTF dashboard uses `request.security` and therefore follows the same logic per TF. --- # Trade Ideas (Use-Cases) * **Scalping (M1–M5)**: a spike in Δ% + UpShare>65% + rising total Vol → momentum entries. * **Intraday (M5–M30–H1)**: when multiple TFs show aligned Δ%/Share (e.g., M5 & M15 bullish), join the trend. * **Swing (H4–D1)**: persistent Δ% > 0 and UpShare > 55–60% → structural accumulation bias. --- # Advantages * **True-feeling live flow** on the open bar. * **Adaptable history** (three modes) to match data quality. * **Clean visual layout** with guides, compact numbers, contextual opacity. * **MTF snapshot** for quick bias read. * **Performance controls** (last X bars, every N-th bar). --- # Limitations & Care * **FX uses tick volume** — interpret Δ/Share accordingly. * **History Mode is an approximation** — confirm with trend/structure/liquidity context. * **Illiquid symbols** can produce noisy or contradictory signals. * **Too many labels** can slow charts → raise N, lower X, or disable guides. --- # Best Practices (Checklist) * Crypto/Futures: prefer **Price Action Based** for history. * Stocks: **None** or **Price Action Based**; be cautious with **Approx**. * FX: pair Δ% & UpShare% with session context (London/NY) and volatility. * If labels overlap: tweak **Row Spacing** and **Text Size**. * In the dashboard, keep only the TFs you actually act on. * Alerts: start around **Δ% 25–35** for “punchy” moves, then refine per asset. --- # FAQ **1) Why do some closed bars show 0%/100% UpShare?** You’re on **Approx** history mode. Switch to **Price Action Based** for smoother splits. **2) Δ% looks strong but price doesn’t move — why?** Δ% is an **order-flow** measure. Price also depends on liquidity pockets, sessions, news, higher-timeframe structure. Use confirmations. **3) Performance slowdown — what to do?** Lower **Limit to last X bars** (e.g., 30–100), increase **Show every N-th bar** (2–6), or disable **Draw Guide Lines**. **4) Dashboard values don’t “match” the grid exactly?** Dashboard is multi-TF via `request.security` and follows the history logic per TF. Differences are normal. --- # Short “Store” Marketing Blurb Intrabar Volume Delta Grid reveals the order-flow inside every candle (Up/Down, Δ, UpShare%) — live and on history. With smart history splitting, an MTF dashboard, contextual emphasis, and flexible alerts, it helps you spot momentum and bias across Crypto, Forex (tick volume), and Stocks. Tidy labels and compact numbers keep the panel readable and fast.
Indicador Pine Script®
por a_jabbaroff
Choch Pattern Levels [BigBeluga]🔵 OVERVIEW The Choch Pattern Levels indicator automatically detects Change of Character (CHoCH) shifts in market structure — crucial moments that often signal early trend reversals or major directional transitions. It plots the structural break level, visualizes the pattern zone with triangle overlays, and tracks delta volume to help traders assess the strength behind each move. 🔵 CONCEPTS CHoCH Pattern: A bullish CHoCH forms when price breaks a previous swing high after a swing low, while a bearish CHoCH appears when price breaks a swing low after a prior swing high. Break Level Mapping: The indicator identifies the highest or lowest point between the pivot and the breakout, marking it with a clean horizontal level where price often reacts. Delta Volume Tracking: Net bullish or bearish volume is accumulated between the pivot and the breakout, revealing the momentum and conviction behind each CHoCH. Chart Clean-Up: If price later closes through the CHoCH level, the zone is automatically removed to maintain clarity and focus on active setups only. 🔵 FEATURES Automatic CHoCH pattern detection using pivot-based logic. Triangle shapes show structure break: pivot → breakout → internal high/low. Horizontal level marks the structural zone with a ◯ symbol. Optional delta volume label with directional sign (+/−). Green visuals for bullish CHoCHs, red for bearish. Fully auto-cleaning invalidated levels to reduce clutter. Clean organization of all lines, labels, and overlays. User-defined Length input to adjust pivot sensitivity. 🔵 HOW TO USE Use CHoCH levels as early trend reversal zones or confirmation signals. Treat bullish CHoCHs as support zones, bearish CHoCHs as resistance. Look for high delta volume to validate the strength behind each CHoCH. Combine with other BigBeluga tools like supply/demand, FVGs, or liquidity maps for confluence. Adjust pivot Length based on your strategy — shorter for intraday, longer for swing trading. 🔵 CONCLUSION Choch Pattern Levels highlights key structural breaks that can mark the start of new trends. By combining precise break detection with volume analytics and automatic cleanup, it provides actionable insights into the true intent behind price moves — giving traders a clean edge in spotting early reversals and key reaction zones.
Indicador Pine Script®
por BigBeluga
24
Delta Volume BubblesDelta Volume Bubbles Overview The Delta Volume Bubbles indicator is an advanced order flow visualization tool that displays buying and selling pressure through dynamic bubble representations on your chart. Unlike traditional volume indicators that only show total volume, this indicator calculates the net delta volume (difference between buying and selling volume) and presents it as color-coded bubbles of varying sizes. How It Works Core Calculation Method The indicator uses a sophisticated approach to estimate delta volume from standard OHLCV data: 1. Price Action Analysis: Analyzes the relationship between open, high, low, and close prices to determine market aggression 2. Body Ratio Calculation: body_ratio = |close - open| / (high - low) 3. Aggressive Factor: Applies multipliers based on price action: - Strong moves (body_ratio > 0.7): 1.5x multiplier - Moderate moves (body_ratio > 0.4): 1.2x multiplier - Weak moves: 1.0x multiplier 4. Delta Volume Estimation: - Buy Volume: price_change > 0 ? volume × aggressive_factor : 0 - Sell Volume: price_change < 0 ? volume × aggressive_factor : 0 - Net Delta: buy_volume - sell_volume 5. Delta Strength Normalization: delta_strength = |net_delta| / sma(volume, 20) Percentile-Based Filtering The indicator uses percentile filtering instead of fixed thresholds, making it adaptive to market conditions: - Bubble Filter: Only shows bubbles when volume exceeds the specified percentile (default: 60%) - Label Filter: Only displays numbers when volume exceeds a higher percentile (default: 90%) - Dynamic Adaptation: Automatically adjusts to changing market volatility Visual Elements Bubble Sizes - Tiny: Delta strength < 0.3 - Small: Delta strength 0.3 - 0.7 - Normal: Delta strength 0.7 - 1.2 - Large: Delta strength 1.2 - 2.0 - Huge: Delta strength > 2.0 Color Coding - Aggressive Buy (Bright Green): Strong buying pressure with high body ratio - Aggressive Sell (Bright Red): Strong selling pressure with high body ratio - Passive Buy (Light Green): Moderate buying pressure - Passive Sell (Light Red): Moderate selling pressure Intensity Mode Alternative coloring based on delta strength rather than flow direction: - Gray: Low intensity (< 0.5) - Blue: Medium intensity (0.5 - 1.0) - Orange: High intensity (1.0 - 2.0) - Red: Extreme intensity (> 2.0) Parameters Order Flow Settings - Show Bubbles: Toggle bubble display on/off - Bubble Volume %ile: Percentile threshold for bubble display (0-100%) - Intensity Mode: Switch between flow-based and intensity-based coloring Bubble Labels - Show Numbers in Bubbles: Toggle numerical labels on/off - Label Volume %ile: Higher percentile threshold for label display (0-100%) Numbers are displayed in K-notation (e.g., 25000 → 25K, 1500000 → 1.5M) for better readability. Ideal Usage Scenarios Best Market Conditions - High volume sessions: More accurate delta calculations - Trending markets: Clear directional flow identification - Breakout scenarios: Spot aggressive buying/selling at key levels - Support/resistance testing: Identify accumulation vs distribution Trading Applications 1. Entry Timing: Look for aggressive flow in your trade direction 2. Exit Signals: Watch for opposing aggressive flow 3. Trend Confirmation: Consistent flow direction confirms trends 4. Volume Climax: Huge bubbles may indicate exhaustion points Optimization Tips Parameter Adjustment - Lower percentiles (40-60%): More bubbles, good for active markets - Higher percentiles (70-90%): Fewer bubbles, focus on significant events - Label percentile: Set 20-30% higher than bubble percentile for clarity Visual Optimization - Intensity mode: Better for identifying unusual volume spikes - Flow mode: Better for directional bias analysis - Label toggle: Turn off in crowded markets, on for key levels Limitations - Estimation-based: Uses approximation algorithms, not true order flow data - Volume dependency: Requires accurate volume data to function properly - Timeframe sensitivity: Works best on intraday timeframes with active volume - Market hours: Most effective during high-volume trading sessions Technical Notes The indicator implements advanced Pine Script features including: - Dynamic percentile calculations using ta.percentile_linear_interpolation() - Conditional plotting with multiple size categories - Custom number formatting functions - Efficient label management to prevent display limits This tool is designed for traders who want to understand the underlying buying and selling pressure beyond simple volume analysis, providing insights into market sentiment and potential turning points.
Indicador Pine Script®
por shui2967
51
Delta Volume Profile [BigBeluga]🔵Delta Volume Profile A dynamic volume analysis tool that builds two separate horizontal profiles: one for bullish candles and one for bearish candles. This indicator helps traders identify the true balance of buying vs. selling volume across price levels, highlighting points of control (POCs), delta dominance, and hidden volume clusters with remarkable precision. 🔵 KEY FEATURES Split Volume Profiles (Bull vs. Bear): The indicator separates volume based on candle direction: If close > open , the candle’s volume is added to the bullish profile (positive volume). If close < open , it contributes to the bearish profile (negative volume). ATR-Based Binning: The price range over the selected lookback is split into bins using ATR(200) as the bin height. Each bin accumulates both bull and bear volumes to form the dual-sided profile. Bull and Bear Volume Bars: Bullish volumes are shown as right-facing bars on the right side, colored with a bullish gradient. Bearish volumes appear as left-facing bars on the left side, shaded with a bearish gradient. Each bar includes a volume label (e.g., +12.45K or -9.33K) to show exact volume at that price level. Points of Control (POC) Highlighting: The bin with the highest bullish volume is marked with a border in POC+ color (default: blue). The bin with the highest bearish volume is marked with a POC− color (default: orange). Total Volume Density Map: A neutral gray background box is plotted behind candles showing the total volume (bull + bear) per bin. This reveals high-interest price zones regardless of direction. Delta and Total Volume Summary: A Delta label appears at the top, showing net % difference between bull and bear volume. A Total label at the bottom shows total accumulated volume across all bins. 🔵 HOW IT WORKS The indicator captures all candles within the lookback period . It calculates the price range and splits it into bins using ATR for adaptive resolution. For each candle: If price intersects a bin and close > open , volume is added to the positive profile . If close < open , volume is added to the negative profile . The result is two side-by-side histograms at each price level—one for buyers, one for sellers. The bin with the highest value on each side is visually emphasized using POC highlight colors. At the end, the script calculates: Delta: Total % difference between bull and bear volumes. Total: Sum of all volumes in the lookback window. 🔵 USAGE Volume Imbalance Zones: Identify price levels where buyers or sellers were clearly dominant. Fade or Follow Volume Clusters: Use POC+ or POC− levels for reaction trades or breakouts. Delta Strength Filtering: Strong delta values (> ±20%) suggest momentum or exhaustion setups. Volume-Based Anchoring: Use profile levels to mark hidden support/resistance and execution zones. 🔵 CONCLUSION Delta Volume Profile offers a unique advantage in market reading by separating buyer and seller activity into two visual layers. This allows traders to not only spot where volume was high, but also who was more aggressive. Whether you’re analyzing trend continuations, reversals, or absorption levels, this indicator gives you the transparency needed to trade with confidence.
Indicador Pine Script®
por BigBeluga
28
Multi-Layer Volume Profile [BigBeluga]A powerful multi-resolution volume analysis tool that stacks multiple profiles of historical trading activity to reveal true market structure. This indicator breaks down total and delta volume distribution across time at four adjustable depths — enabling traders to spot major POCs, volume shelves, and zones of price acceptance or rejection with unmatched clarity. 🔵 KEY FEATURES Multi-Layer Volume Profiles: Up to 4 separate volume profiles are stacked on the chart: - Profile 1: Full period - Profile 2: Half-length - Profile 3: Quarter-length - Profile 4: One-eighth-length This layering helps traders assess confluence across different time horizons. Custom Bin Resolution: Each profile uses a customizable number of bins to control visual precision. More bins = higher granularity, fewer bins = smoother profile. Precise POC Highlighting: The price level with the maximum traded volume in each profile is highlighted with a thick blue POC line. This key level shows the most accepted price for each period. Total and Delta Volume Labels: - Total Volume: Displays cumulative volume over the profile period at the top of the profile box. - Delta Volume: The difference between bullish and bearish volume is labeled at the base, showing directional pressure. Positive delta = buyer dominance, negative delta = seller dominance. Range Levels: Each profile includes horizontal reference lines showing its high, low, bounds. These edges often align with price reaction zones and become future resistance/support. 🔵 HOW IT WORKS For each active profile, the indicator: - Collects price range (highs/lows) across the selected `length` - Divides this range into equal bins - Assigns volume into bins based on candle close location - Aggregates volume per bin to form the profile (polylines) Separately tracks: - Total volume (sum of all candles in range) - Delta volume (sum of candle volumes: positive for bullish, negative for bearish closes) Highlights the bin with maximum volume (POC) and marks it with a thick blue line. Adds auxiliary lines for high/low of each profile box and total/delta volume tags with tooltips. 🔵 USAGE Spot Acceptance Zones: Thick, flat areas on the profile show where price stayed longest — ideal for building positions. Identify Rejection Zones: Thin volume areas signal price rejection and are often used for stop placement or entries. Delta Confirmation: Use strong positive/negative delta readings as directional bias confirmation for breakout trades. Confluence Detection: Watch for overlapping POCs between layers to identify extremely strong support/resistance zones. 🔵 CONCLUSION Multi-Layer Volume Profile equips traders with a deeply layered market structure view. Whether you're scalping intraday levels or analyzing macro support zones, the ability to stack volume perspectives, visualize directional delta, and anchor POCs provides an edge in anticipating market moves. Use this tool to validate entries, confirm structure, and make more informed, volume-aware trading decisions.
Indicador Pine Script®
por BigBeluga
42
CYCLE BY RiotWolftradingDescription of the "CYCLE" Indicator The "CYCLE" indicator is a custom Pine Script v5 script for TradingView that visualizes cyclic patterns in price action, dividing the trading day into specific sessions and 90-minute quarters (Q1-Q4). It is designed to identify and display market phases (Accumulation, Manipulation, Distribution, and Continuation/Reversal) along with key support and resistance levels within those sessions. Additionally, it allows customization of boxes, lines, labels, and colors to suit user preferences. Main Features Cycle Phases: Accumulation (1900-0100): Represents the phase where large operators accumulate positions. Manipulation (0100-0700): Identifies potential manipulative moves to mislead retail traders. Distribution (0700-1300): The phase where large operators distribute their positions. Continuation/Reversal (1300-1900): Indicates whether the price continues the trend or reverses. 90-Minute Quarters (Q1-Q4): Divides each 6-hour cycle (360 minutes) into four 90-minute quarters (Q1: 00:00-01:30, Q2: 01:30-03:00, Q3: 03:00-04:30, Q4: 04:30-06:00 UTC). Each quarter is displayed with a colored box (Q1: light purple, Q2: light blue, Q3: light gray, Q4: light pink) and labels (defaulted to black). Support and Resistance Visualization: Draws boxes or lines (based on settings) showing the high and low levels of each session. Optionally displays accumulated volume at the highs and lows within the boxes. Daily Lines and Last 3 Boxes: How to Use the Indicator Step 1: Add the Indicator to TradingView Open TradingView and select the chart where you want to apply the indicator (e.g., UMG9OOR on a 5-minute timeframe, as shown in the screenshot). Go to the Pine Editor (at the bottom of the TradingView interface). Copy and paste the provided code. Click Compile and then Add to Chart. Step 2: Configure the Indicator Click on the indicator name on the chart ("CYCLE") and select Settings (or double-click the name). Adjust the options based on your needs: Cycle Phases: Enable/disable phases (Accumulation, Manipulation, Distribution, Continuation/Reversal) and adjust their time slots if needed. 90-Minute Quarters: Enable/disable quarters (Q1-Q4). Step 3: Interpret the Indicator Identify Cycle Phases: Observe the red boxes indicating the phases (Accumulation, Manipulation, etc.). The high and low levels within each phase are potential support/resistance zones. If volume is enabled, pay attention to the accumulated volume at highs and lows, as it may indicate the strength of those levels. Use the 90-Minute Quarters (Q1-Q4): The colored boxes (Q1-Q4) divide the day into 90-minute segments. Each quarter shows the price range (high and low) during that period. Use these boxes to identify price patterns within each quarter, such as breakouts or consolidations. The labels (Q1, Q2, etc.) help you track time and anticipate potential moves in the next quarter. Analyze Support and Resistance: The high and low levels of each phase/quarter act as support and resistance. Daily lines (if enabled) show key levels from the previous day, useful for planning entries/exits. The "last 3 boxes below price" (if enabled) highlight potential support levels the price might target. Avoid Manipulation: During the Manipulation phase (0100-0700), be cautious of sharp moves or false breakouts. Use the high/low levels of this phase to identify potential traps (as explained in your first question about manipulation candles). Step 4: Trading Strategy Entries and Exits: Support/Resistance: Use the high/low levels of phases and quarters to set entry or exit points. For example, if the price bounces off a Q1 support level, consider a buy. Breakouts: If the price breaks a high/low of a quarter (e.g., Q2), wait for confirmation to enter in the direction of the breakout. Volume: If accumulated volume is high near a key level, that level may be more significant. Risk Management: Place stop-loss orders below lows (for buys) or above highs (for sells) identified by the indicator. Avoid trading during the Manipulation phase unless you have a specific strategy to handle false breakouts. Time Context: Use the quarters (Q1-Q4) to plan your trades based on time. For example, if Q3 is typically volatile in your market, prepare for larger moves between 03:00-04:30 UTC. Step 5: Adjustments and Testing Test on Different Timeframes: The indicator is set for a 5-minute timeframe (as in the screenshot), but you can test it on other timeframes (e.g., 1-minute, 15-minute) by adjusting the time slots if needed. Adjust Colors and Styles: If the default colors are not visible on your chart, change them for better clarity. --- 📌 1. **Accumulation: Strong Institutional Activity** - During the **accumulation phase, we see **high volume: 82.773K, which suggests strong buying interest**, likely from institutional players. - This sets the base for the following upward move in price. --- 📌 2. **Manipulation: False Breakout with Lower Volume** - Later, there's a manipulation phase where price breaks above previous highs, but the volume (71.814K) is **lower than during accumulation**. - This implies that buyers are not as aggressive as before—no real demandbehind the breakout. - It’s likely a bull trap, where smart money is selling into the breakout to exit their positions. --- ### 📌 3. Distribution: Weakness and Lack of Demand - The market enters a distribution phase, and volume drops even further (only 7.914K). - Price struggles to go higher, and you start seeing rejections at the top. - This shows that demand is drying up, and smart money is offloading positions**—not accumulating anymore. --- ### 💡 Why Take the Short Here? - Volume is not increasing with new highs—showing weak demand**. - The manipulation volume is weaker than the accumulation volume, confirming the breakout was likely false. - Structure starts to break down (Q levels falling), which confirms weakness. - This creates a high-probability short setup: - **Entry:** after confirmation of distribution and structural breakdown. - **Stop loss:** above the manipulation high. - **Target:** down toward previous lows or value zones. --- ### ✅ Conclusion Since the manipulation volume failed to exceed the accumulation volume, the breakout lacked real strength. Combined with decreasing volume in the distribution phase, this indicates fading demand and supply taking control—which justifies entering a short position.
Indicador Pine Script®
por anarkiacapital
1
PVSRA Volume Suite with Volume DeltaPVSRA Volume Suite with Volume Delta 🔹 Overview This indicator is a Volume Suite that enhances PVSRA (Price, Volume, Support, Resistance Analysis) by incorporating Volume Delta and AI-driven predictive alerts. It is designed to help traders analyze volume pressure, market trends, and price movements with color-coded visualizations. 📌 Key Features PVSRA Volume Color Coding – Highlights vector candles based on extreme volume/spread conditions. Volume Delta Analysis – Tracks buying/selling pressure using up/down volume data. AI-Powered Predictive Alerts – Identifies potential trend shifts based on volume and trend context. Volatility-Adjusted Thresholds – Dynamically adapts volume conditions based on ATR (Average True Range). Customizable MA & Symbol Overrides – Allows traders to tweak settings for personalized market insights. Debug & Diagnostic Labels – Shows statistical z-scores, thresholds, and volume dynamics. How It Works PVSRA Color Coding – The script classifies candles into four categories based on volume and spread analysis: 🔴 Red Vector → Extreme bearish volume/spread 🟢 Green Vector → Extreme bullish volume/spread 🟣 Violet Vector → Above-average bearish volume 🔵 Blue Vector → Above-average bullish volume Volume Delta Calculation – Uses lower timeframe volume analysis to estimate up/down volume differentials. Trend & Predictive Alerts – Combines EMA crossovers with statistical volume analysis to detect potential trend shifts. Volatility Adaptation – Adjusts volume thresholds based on ATR, making signals more reliable in changing market conditions. Custom Symbol Override – Fetches PVSRA data from a different instrument, useful for index-based volume analysis. Customizable Inputs PVSRA Color Settings – Modify candle color schemes for better visual clarity. Volume Delta Colors – Customize delta volume body, wick, and border colors. AI Settings – Tune z-score thresholds, lookback periods, and enable predictive alerts. Symbol Overrides – Analyze volume from a different market or asset. Moving Average (MA) Settings – Display a volume-based moving average for trend confirmation. Important Notes Works best on intraday timeframes where volume data is reliable. Lower timeframe volume delta estimates might not be precise for all assets. No guarantees of accuracy – Use alongside other confluence tools for decision-making. Credits & Open-Source Notice This script is based on PVSRA methodologies and integrates Volume Delta analysis. Special thanks to Traders Reality and TradingView for their contributions to volume-based analysis.
Indicador Pine Script®
por starseedmaster1
Volume Delta Filtered Overlay v1.1 by RamtraderbookVolume Delta Filtered Overlay v1.1 by Ramtraderbook This indicator visually displays the volume delta directly on the price chart using colored circles. Its main goal is to highlight significant changes in the volume delta, categorizing them by direction and magnitude. How It Works 1. Volume Delta Calculation - Measures the difference between buying and selling volume on a lower time frame. 2. Threshold Filter - Only displays data if the delta exceeds a minimum threshold set by the user. 3. Colors by Direction - Bullish color: If the delta is positive (more buying). - Bearish color: If the delta is negative (more selling). 4. Circle Placement - Circles are placed above the candle for a positive delta and below the candle for a negative delta. Customizable Inputs - Delta Threshold: Defines the minimum delta value that will be plotted. - Customizable Colors: Allows you to set different colors for positive and negative delta circles. - **Lower Time Frame**: Scans data on a lower time frame for greater accuracy. Important Note on Data TradingView does not handle market depth data such as order book information. The volume delta calculation is an approximation based on the asset’s volume and price behavior. This means it does not precisely reflect the actual flow of buy or sell orders in the market, but rather an estimate derived from available data. Conclusion The **Volume Delta Filtered Overlay v1.1 by Ramtraderbook** is a visual tool that helps quickly identify significant buy or sell volume movements, making it ideal for strategies that rely on order flow analysis. However, it is recommended to combine it with other tools for a more comprehensive analysis.
Indicador Pine Script®
por Ramtraderbook
Volume Delta Filtered v1.1 by RamtraderbookIndicator Explanation: Volume Delta_RTB (Filtered) General Description The Volume Delta_RTB (Filtered) indicator is designed to analyze the volume delta of a financial asset and highlight only significant changes based on a configured threshold. This indicator is useful for detecting moments when buying volume exceeds selling volume (or vice versa), providing a clear view of market pressure. What is Volume Delta? Volume delta measures the difference between buying and selling volume over a given time period. A positive delta indicates that buying prevails over selling, while a negative delta indicates the opposite. Indicator Inputs The indicator has several customizable parameters to suit the user’s needs: 1. Volume Delta Threshold - Allows you to set a minimum volume delta value. - Only indicator values that exceed this absolute delta threshold will be displayed. - Default value: 100,000. 2. Use of a Lower Time Frame - Option to analyze data from a lower time frame than the main chart. Operating Logic 1. Selection of the Lower Time Frame - The indicator scans data from a lower time frame to accurately calculate the volume delta. - By default, it automatically selects an appropriate lower time frame, though it can be set manually. 2. Calculation of Volume Delta - Using the `ta.requestVolumeDelta` function, the indicator calculates: - Volume delta at the start of the period (`openVolume`). - Maximum delta (`maxVolume`). - Minimum delta (`minVolume`). - Last recorded delta (`lastVolume`). 3. Filtering Values - If the absolute value of `lastVolume` (the last volume delta) is below the configured threshold (`deltaThreshold`), the data will not be displayed on the chart. - This allows the indicator to highlight only significant movements, avoiding unnecessary noise. 4. Visualization - Volume delta is represented by candles to facilitate interpretation: - Yellow candles for positive delta (buying prevails). - Pink candles for negative delta (selling prevails). - A horizontal line at `0` serves as a reference. - Colors can be configured as needed. 5. Data Validation - If the data provider does not provide volume information for the asset, the indicator will display an error message. Indicator Advantages - Efficient Filtering: Focus on the most relevant movements in terms of volume, ignoring small or insignificant values. - Adaptable: Offers customization options for both the delta threshold and the time frame. - Clear Visualization: Colored candles make it easier to spot dominant buying or selling trends. NOTE: - Estimated Delta Data: Since TradingView does not have access to market depth data or an exact breakdown of buying and selling volume, the delta calculations are approximations based on price and volume behavior. - Data Provider Dependency: Some assets or instruments may not have volume information available, limiting the indicator’s use.
Indicador Pine Script®
por Ramtraderbook
Cumulative Volume Delta Histogram [TradingFinder] CVD Histogram🔵 Introduction To fully understand Cumulative Volume Delta (CVD), it’s important to start by explaining Volume Delta. In trading, "Delta" refers to the difference between two values or the rate of change between two data points. Volume Delta represents the difference between buying and selling pressure for each candlestick on a chart, and this difference can vary across different time frames. A positive delta indicates that buying volume exceeds selling volume, while a negative delta shows that selling pressure is stronger. When buying and selling volumes are equal, the volume delta equals zero. The Cumulative Volume Delta (CVD) indicator tracks the cumulative difference between buying and selling volumes over time, helping traders analyze market dynamics and identify reliable trading signals through CVD divergences. 🔵 How to Use Cumulative Volume Delta (CVD) is an essential technical analysis tool that aggregates delta values for each candlestick, creating a comprehensive indicator. This helps traders evaluate overall buying and selling pressure over market swings. Unlike standard Volume Delta, which compares the delta on a candle-by-candle basis, CVD provides a broader view of buying and selling pressure during market trends. A downward-trending CVD suggests that selling pressure is dominant, which is typically a bearish signal. Conversely, an upward-trending CVD indicates bullish sentiment, suggesting buyers are in control. This analysis becomes even more valuable when compared with price action and market structure, helping traders predict the direction of asset prices. 🟣 How to Use CVD in Trend Analysis and Market Reversals Understanding how to detect trend changes using Cumulative Volume Delta is crucial for traders. Typically, CVD aligns with market structure, moving in the same direction as price trends. However, divergences between CVD and price movements or signs of volume exhaustion can be powerful indicators of potential market reversals. Recognizing these patterns helps traders make more informed decisions and improve their trading strategies. 🟣 How to Spot Trend Exhaustion with CVD CVD is particularly effective for identifying trend exhaustion in the market. For instance, if an asset's price hits a new low, but CVD doesn’t follow, this might indicate a lack of seller interest, signaling potential exhaustion and a possible reversal. Similarly, if an asset reaches a new high but CVD fails to follow, it can suggest that buyers lack the strength to push the market higher, indicating a possible reversal to the downside. 🟣 How to Use CVD Divergence in Price Trend Analysis Another effective use of CVD is identifying divergences in price trends. For example, if CVD breaks a previous high or low while the price remains stable, this divergence may indicate that buying or selling pressure is being absorbed. For instance, if CVD rises sharply without a corresponding increase in asset prices, it may suggest that sellers are absorbing the buying pressure, which could lead to a strong sell-off. Conversely, if prices remain stable while CVD declines, it may indicate that buyers are absorbing selling pressure, likely leading to a price increase once the selling subsides. 🟣 CVD Display, Candlestick vs. Histogram – What’s the Difference? CVD can be displayed in two different formats : Candlestick Display : In this format, the data is shown as green and red candlesticks, each representing the difference in buying and selling pressure over a given time period. This display allows traders to visually analyze market pressure along with price changes. Histogram Display : Here, the data is represented as vertical green and red bars, where each bar’s height corresponds to the volume delta. This format offers a clearer view of the strengths and weaknesses in market buying and selling pressure. 🟣 What are the Key Settings for CVD? Cumulative Mode : CVD offers three modes: "Total," "Periodic," and "EMA." In "Total" mode, CVD accumulates the delta from the beginning to the end of the session. In "Periodic" mode, it accumulates volume periodically, resetting at specific intervals. In "EMA" mode, the CVD is smoothed using an Exponential Moving Average (EMA) to filter out short-term fluctuations. Period : The "Period" setting allows you to define the number of bars or intervals for "Periodic" and "EMA" modes. A shorter period captures more short-term movements, while a longer period smooths out the fluctuations and provides a broader view of market trends. Market Ultra Data : This feature integrates data from 26 major brokers into the volume calculations, providing more reliable volume data. It’s important to specify the type of market you are analyzing (Forex, crypto, etc.) as different brokers contribute to different markets. Enabling this setting ensures the highest accuracy in volume analysis. 🔵 Conclusion Cumulative Volume Delta (CVD) is a powerful technical indicator that helps traders assess buying and selling pressure by aggregating the delta values of each candlestick. Whether displayed as candlesticks or histograms, CVD provides insights into market trends, helping traders make informed decisions. CVD is particularly useful in identifying divergences and exhaustion in market trends. For example, if CVD does not align with price movements, it can signal a potential trend reversal. Traders use this tool to fine-tune their entry and exit points and better predict future market movements. In summary, CVD is a versatile tool for analyzing volume data and understanding the balance of buying and selling pressure in the market, making it an invaluable asset in any trader’s toolkit
Indicador Pine Script®
por TradingFinder
4
Cumulative Volume Delta Divergence [TradingFinder] Periodic EMA🔵 Introduction The Cumulative Volume Delta (CVD) is a powerful tool in technical analysis that is derived from market volume or trading activity. The Cumulative Volume Delta Divergence Detector Indicator helps traders identify Cumulative Volume Delta Divergences (CVD Divergence), which can provide reliable trading signals. These divergences, such as bullish and bearish CVD divergences, act as key indicators of potential trend reversals in financial markets. By analyzing CVD divergences, traders can gain insights into the strength of buying and selling pressure and make more informed predictions about price trends. The CVD indicator is particularly effective for traders who engage in day trading and scalping, as it helps identify price reversal points by analyzing volume and price behavior. Using the CVD indicator in combination with other technical tools such as support and resistance levels and candlestick patterns allows for a more accurate market analysis. 🔵 How to Use Divergences are one of the most important technical analysis signals that indicate the current strength of a price move may not be sustainable. Cumulative Volume Delta Divergence helps traders identify potential trading opportunities that may not be visible on the price chart alone. This type of divergence examines the relationship between buying and selling volume and price, enabling traders to better understand price trends. 🟣 Bullish CVD Divergence A bullish CVD divergence occurs when the price makes a lower low, but the CVD indicator shows a higher low. This indicates increasing buying pressure in the market, even though the price is declining. In other words, despite the price dropping, buyers are gradually gaining strength, which could signal a price reversal and the start of a bullish trend. How to use this signal : In this scenario, traders looking to go long can use this signal as a favorable opportunity to enter the market. After a bullish divergence, the market typically tends to move upward. To reduce risk, traders can wait for further confirmation from the price chart. For example, if the price breaks through the previous high after the divergence or breaks a resistance level, this could be a more reliable signal for entering the market. 🟣 Bearish CVD Divergence A bearish CVD divergence is the opposite of a bullish divergence. In this type of divergence, the price makes a higher high, but the CVD indicator shows a lower high. This indicates decreasing buying pressure and weakening momentum in the current bullish trend. A bearish divergence often serves as a warning of a potential market reversal to the downside. How to use this signal : Traders can use this divergence as an opportunity to exit long positions or enter short positions. When the CVD indicator makes a lower high compared to the price, it signals weakness in buyer strength. If traders receive further confirmation from the price chart, such as a break of key support levels or an increase in selling volume, this can serve as a stronger signal for the beginning of a bearish trend. 🟣 How to Build a Trading Strategy with Cumulative Volume Delta Divergence Using CVD divergence alone may not be sufficient. Traders should combine this tool with other technical analysis techniques and indicators to have more confidence in their decisions. For example, when observing a CVD divergence, traders can also analyze volume, trend lines, or candlestick patterns to get a more accurate market analysis. Additionally, risk management should always be a priority. Using stop-loss orders and properly sizing trades can help traders minimize their losses if they make a mistake. 🔵 Setting Divergence Fractal Period : Determines the period of swings. The minimum and default value is 2. CVD Period : You can set the period of " Periodic " and " EMA " modes. Cumulative Mode : It has three modes "Periodic" and "EMA". In "Periodic" mode, it accumulates the volume periodically and in "EMA" mode, it calculates the moving average of the volume. Market Ultra Data : If you turn on this feature, 26 large brokers will be included in the calculation of the trading volume. The advantage of this capability is to have more reliable volume data. You should be careful to specify the market you are in, FOREX brokers and Crypto brokers are different. 🔵 Conclusion The Cumulative Volume Delta (CVD) indicator is a powerful tool in technical analysis, helping traders better identify price trends and make more accurate market predictions. By identifying CVD divergences, traders can anticipate price reversals and time their market entries and exits accordingly. Bullish and bearish CVD divergences each provide valuable signals that can help traders identify the best entry and exit points in the market. A bullish CVD divergence signals strength in buying that will likely lead to a price increase, while a bearish CVD divergence indicates weakness in the bullish trend and the potential for the beginning of a bearish trend. Overall, combining CVD with other technical analysis tools and employing risk management strategies can help traders make better trading decisions and capitalize on available market opportunities.
Indicador Pine Script®
por TradingFinder
57
Cumulative Delta [TradingFinder] Volume + Periodic + EMA🔵 Introduction To fully grasp the concept of Cumulative Volume Delta (CVD), it's essential first to understand Volume Delta. In trading and technical analysis, the term "Delta" typically refers to the difference between two values or the rate of change between two data points. Volume Delta represents the difference between buying and selling pressure, calculated for each candlestick on a chart. This difference can vary across different timeframes. A positive delta indicates that buying volume exceeds selling volume, while a negative delta shows that selling volume is greater. When buying and selling volumes are equal, the volume delta equals zero. 🟣 What is Cumulative Volume Delta (CVD)? Cumulative Volume Delta (CVD) is a powerful tool in technical analysis that aggregates delta values for each candlestick, creating a comprehensive indicator that helps traders assess market trends. Unlike the standard Volume Delta, which compares delta on a candle-by-candle basis, CVD provides insight into the overall buying and selling pressure during key market swings. A downward-trending CVD suggests that selling pressure is dominating, which is typically a bearish signal. Conversely, an upward-trending CVD indicates bullish sentiment. This analysis becomes even more significant when comparing CVD with price action and market structure, helping traders to predict asset price directions. By evaluating market highs and lows, one can determine the market trend. A consistent rise in these points indicates an uptrend, while a consistent fall suggests a downtrend. 🔵 How to Use Understanding how to detect trend changes using Cumulative Volume Delta is crucial for traders. Typically, CVD aligns with market structure, moving in the same direction as price trends. However, divergences between CVD and price trends or signs of exhaustion in volume can be powerful indicators of potential market reversals. Recognizing these patterns can help traders make informed decisions and improve their trading strategies. 🟣 Identifying Trend Exhaustion with Cumulative Volume Delta (CVD) The Cumulative Volume Delta (CVD) indicator is especially effective in identifying weakening trends in the market. For instance, if gold's price hits a new low, but CVD does not follow suit, this may indicate a lack of seller interest despite the new low, signaling potential seller exhaustion. Most traders interpret this as a possible reversal from a bearish to a bullish trend. Similarly, if gold reaches a new high but CVD fails to do the same, it can suggest that buyers lack the strength to push the market higher, indicating a possible trend reversal. 🟣 Utilizing Cumulative Volume Delta (CVD) Divergence in Price Trend Analysis Another effective use of CVD is identifying divergences in price trends. For example, if CVD breaks a previous high or low while the price remains stable, this divergence often indicates that buying or selling pressure is being absorbed. For instance, if CVD rises sharply without a corresponding increase in gold prices, it may suggest that sellers are absorbing the buying pressure, potentially leading to a strong sell-off. Conversely, if gold prices remain stable while CVD declines, it could indicate that buyers are absorbing selling pressure, likely leading to a price increase once selling subsides. 🔵 Setting Cumulative Mode : It has three modes "Total", "Periodic" and "EMA". In "Total" mode, it collects the volume from the beginning to the end. In "Periodic" mode, it accumulates the volume periodically and in "EMA" mode, it calculates the moving average of the volume. Period : You can set the period of " Periodic " and " EMA " modes. Market Ultra Data : If you turn on this feature, 26 large brokers will be included in the calculation of the trading volume. The advantage of this capability is to have more reliable volume data. You should be careful to specify the market you are in, FOREX brokers and Crypto brokers are different. 🔵 Conclusion Cumulative Volume Delta (CVD) is a powerful analytical tool in financial markets that helps analysts and traders assess buying and selling pressure by aggregating and combining the volume delta for each candlestick. CVD can indicate the strength or weakness of a market trend. When CVD moves upward, it signals that buying pressure is dominant and is considered a bullish signal; conversely, a downward movement in CVD indicates that selling pressure is stronger and is viewed as a bearish signal. This indicator is particularly effective in identifying divergences and exhaustion in market trends. For example, if CVD does not align with price movements, it may suggest a potential trend reversal. Traders use this information to make more informed trading decisions, especially when identifying entry and exit points in the market. Overall, CVD is a tool that enables analysts to better understand market fluctuations and more accurately predict future market trends.
Indicador Pine Script®
por TradingFinder
4
Volume Delta Trailing Stop [LuxAlgo]The ' Volume Delta Trailing Stop ' indicator uses Lower Time Frame (LTF) volume delta data which can provide potential entries together with a Volume-Delta based Trailing Stop-line . 🔶 USAGE Our 'Volume Delta Trailing Stop' script can show potential entries/Stop Loss lines A trigger line needs to be broken before a position is taken, after which a Volume Delta-controlled Trailing Stop-line is created: 🔶 DETAILS 🔹 Volume rises when bought or sold 🔹 When the opening price appears on the chart, a buy/sell order has been executed. If that order is less than the available supply of that particular price, volume will rise, without moving the price. 🔹 When the opening price is the same as the closing price, the volume of that bar can be seen as "neutral volume" (nV); nor "up", nor "down" volume. Example A buy order doesn't fill the first available supply in the order book. This price will be the opening price with a certain volume. When at closing time, price still hasn't moved (the first available supply in the order book isn't filled, or no movement downwards), the closing price will be equal to the opening price, but with volume. This can be seen as "neutral volume (nV)". 🔹 Delta Volume (ΔV): this is "up volume" minus "down volume" 🔹 Standard volume is colored red when closing price is lower than opening price ( = "down volume"). 🔹 Standard volume is colored green when closing price is higher OR equal (nV) than opening price ( = "up volume"). 🔹 Neutral Volume The "Neutral-Volume" is considered "Up-Volume" - setting will dictate whether nV is considered as green 'buy' volume or not. 🔶 EXAMPLE 29 July 10:00 -> 10:05, chart timeframe 5 minutes, open 29311.28, close 29313.89 close > open, so the volume (39.55) is colored green ("up volume"). (The Volume script used in the following examples is the open-source publication Volume Columns w. Alerts (V) from LucF ) Let's zoom to the 1-minute TF: The same period is now divided into more bars, volume direction (color) is dependable on the difference between open and close. Counting up and down volume gives a more detailed result, it remains in an upward direction though): (ΔV = +15.51) Let's further zoom in to the 1-second TF: The same period is now divided into even more bars (more possibility for changing direction on each bar) Here we see several bars that haven't moved in price, but they have volume ("neutral" volume). (neutral volume is coloured light green here, while up volume is coloured darker green) When we count all green and red volume bars, the result is quite different: (ΔV = -0.35) In total more volume is found when price went downwards, yet price went up in these 5 minutes. -> This is the heart of our publication, when this divergence occurs, you can see a barcolor changement:     • orange: when price went up, but LTF Volume was mainly in a downward direction.     • blue: when price went down, but LTF Volume was mainly in an upwards direction. When we split the green "up volume" into "up" and "neutral", the difference is even higher (here "neutral volume" is colored grey): (ΔV = -12.76; "up" - "down") 🔶 CONCEPTS bullishBear = current bar is  red  but LTF volume is in  upward direction ->   blue bar bearishBull = current bar is green but LTF volume is in downward direction -> orange bar 🔹 Potential positioning - forming of Trigger-line When not in position, the script will wait for a divergence between price and volume direction. When found, a Trigger-line will appear: • at high when a blue bar appears ( bullishBear ). • at   low when an orange bar appears ( bearishBull ). Next step is when the Trigger-line is broken by close or high/low (settings: Trigger ) Here, the closing price went under the grey Trigger-line -> bearish position: 🔹 Trailing Stop-line When the Trigger-line is broken, the Trailing Stop-line (TS-line) will start: • low  when bullish position • high when bearish position You can choose (settings -> Trigger -> Close or H/L ) whether close price or high/low should break the Trigger-line When alerts are enabled ("Any alert() function call"), you'll get the following message: • ' signal up '  when bullish position • ' signal down' when bearish position After that, the TS-line will be adjusted when: • a    blue    bullishBear  bar appears when in bullish position  ->  lowest   of {low , previous blue bar's high or orange bar's low} • an orange bearishBull bar appears when in bearish position -> highest of {high, previous blue bar's high or orange bar's low} When alerts are enabled ("Any alert() function call"), and the TS-line is broken, you'll get the following message: • ' TS-line broken down '  when out bullish  position • ' TS-line broken up '       when out bearish position 🔹 Reference Point Default the direction of price will be evaluated by comparing closing price with opening price. When open and close are the same, you'll get "neutral volume". You can use "previous close" instead (as in built-in volume indicator) to include gaps. If close equals open , but close is lower than previous close , it will be regarded as " down volume ", similar, when close is higher than previous close , it will be regarded as " up volume " Note, the setting applies for the current timeframe AND Lower timeframe: Based on: " open " (close - open) Based on: " previous close " (close - previous close) 🔹 Adjustment When the TS-line changes, this can be adjusted with a percentage of price , or a multiple of " True Range " Default (Δ line -> Adjustment - 0) Δ line -> Adjustment 0.03% (of price) Δ line -> Mult of TR (10) 🔶 SETTINGS 🔹 LTF: choose your Lower TimeFrame: 1S (seconds), 5S, 10S, 15S, 30S, 1 minute) 🔹 Trigger: Choose the trigger for breaking the Trigger-line ; close or H/L (high when bullish position, low when bearish position) 🔹 Δ line ( Trailing Stop-line ): add/subtract an adjustment when the TS-line changes ( default: Adjustment ): • Adjustment ( default: 0 ): add/subtract an extra % of price • Mult of TR                     : add/subtract a multiple of True Range 🔹 Based on: compare closing price against: • open • previous close 🔹 "Neutral-Volume" is considered "Up-Volume" : this setting will dictate whether nV is considered as green 'buy' volume or not. 🔶 CONSIDERATIONS 🔹 The lowest LTF (1S) will give you more detail and will get data close to tick data. However, a maximum of 100,000 intrabars can be used in calculations . This means on the daily chart you won't see anything since 1 day ~ 86400 seconds. (just over 1 bar) -> choose a lower chart timeframe, or choose a higher LTF (5S, 10S, ... 1 minute) 🔹 Always choose a LTF lower than the current chart timeframe. 🔹 Pine Script™ code using this request.security_lower_tf() may calculate differently on historical and real-time bars, leading to repainting .
Indicador Pine Script®
por LuxAlgo
17
CVD+ - Multi Symbol Cumulative Volume DeltaEdit of TradingView's LTF CVD TradingView's CVD is already the most accurate CVD on the platform because of the LTF data. The purpose of the edit is to provide the ability to compare volume flow between multiple exchanges, futures & spot, multiple symbols or any other potential use case. All in single layout or even a single pane. Added features: - Option to manually select a symbol from which to calculate the LTF CVD - Option to normalize the selected symbol's CVD to the chart's symbol's CVD (Useful when you want to compare futures and spot on the same pane) - Label that displays the selected symbol's name and exchange - Changed presets to plot the CVD line as the predetermined option All of TV's original features remain the same.
Indicador Pine Script®
por In_Finito_
6
Volume composition / Flowly Indicators— Overview While net volume is useful information, it can be a blunt data point. Volume composition breaks down the content of volume, allowing a more detailed look inside each volume node. Volume composition consists of the following information: Total volume (buy and sell). By default gray node. Dominating volume (buy or sell). By default dark green/dark red node. Dominating active volume (buy or sell). By default light green/light red node. Dominating volume as percentage of total volume. Dominating active volume as percentage of total active volume. Buy and sell volume is defined by volume associated with lower timeframe up/down moves. This classification is further broken down to passive/active, standing for decreasing/increasing volume, e.g. a move up with volume higher than previous bar volume = active buy volume, a move up with volume lower than previous bar volume = passive buy volume. Volume data is fetched from a lower timeframe that is automatically adjusted to fit the timeframe you're using. By default, the following settings are applied: Charts <= 30 min: 1 minute timeframe Charts > 30 min & <= 3 hours : 5 minute timeframe Charts > 3 hours & <= 8 hours : 15 minute timeframe Charts > 8 hours & <= 1D: 1 hour timeframe Charts > 1D & <= 3D : 2 hour timeframe Charts > 3D: 4 hour timeframe Timeframe settings can be changed via input menu. The lower the timeframe, the more precision you get but with the cost of less historical data and slower loading time. Users can also choose which source to use for determining buy/sell volume, e.g. using close as source, a close that is higher than previous close would be considered as buy volume. This could be replaced with OHLC4 for example, resulting in a volume direction based on OHLC average. Volume composition of current chart can also be replaced with any other chart volume composition: — Visuals Breakdown of visual elements: 1. Symbol and timeframe used for volume composition calculations. By default the chart that is viewed and automatically selected lower timeframe. 2. Dominating volume threshold exceeded. Can be defined via input menu, 70% of total volume by default. 3. Dominating volume as percentage of total volume. Plotted below volume nodes, without % symbol. 4. Dominating active volume, + or - symbol, standing for buy and sell. Plotted below dominating volume percentage. When dominating volume and dominating active volume sides are in a disagreement (e.g. dominating volume is on buy side while dominating active volume is on sell side) this symbol will appear inside brackets, (+) or (-). 5. Dominating active volume as percentage of total active volume. Plotted below +/- symbol. 6. Dominating active volume threshold exceeded. Can be defined via input menu, 70% by default. Dominating volume & active volume percentages can be rounded to single numbers to avoid clutter caused by overlapping values. The percentage values will be rounded to closest single number value, e.g. dominating volume percentage at 54% = 5, dominating volume percentage at 55% = 6. Volume anomalies can be highlighted on the chart with a color for studying the events and their past implications in greater detail. Available anomalies for highlights are the following: Buy volume threshold exceeded Sell volume threshold exceeded Active buy volume threshold exceeded Active sell volume threshold exceeded Volume & active volume divergence — Practical guide Volume is arguably one of the most important data points as it directly relates to liquidity. High volume can be an indication of strength (price likely to continue moving) or absorption (price likely to halt/turn). Same applies to active volume, but with an element of aggression. High active volume serves as an indication of exuberance or otherwise forceful transacting, like stop losses triggering. With these principles in mind, the composition of volume allows distinguishing potentially important events. Example #1 : Identifying areas of trapped market participants Often when volume spikes distinctively, we can make the case that price has found sufficient liquidity to halt/turn. Since we know which side was absorbed, in what quantity and type (passive/active), we can identify areas of trapped market participants. In such scenarios, the higher the dominant active volume and volume spike itself, the better. Example #2 : Identifying a healthy trend A healthy trend is one that has an active and consistent bid driving it. When this is the case, it can be seen in consistently supportive active volume. Example #3 : Identifying inflection points When dominant side of volume and dominant side of active volume diverge, something is up. A divergence often marks an area of indecision, hinting an imminent move one way or the other.
Indicador Pine Script®
por FlowlyIndicators
104
Aggregated Delta (Buy/Sell) Volume - InFinito||||||||||||||||CREDITS|||||||||||||||| Modified & Updated script from MARKET VOLUME by Ricardo M Arjona @XeL_Arjona that Includes Aggregated Volume , Delta Volume , Volume by Side Aggregation code originally from Crypt0rus ||||||||||||||||NOTES|||||||||||||||| - Calculated based on Aggregated Volume instead of by symbol volume . Using aggregated data makes it more accurate and allows to compare volume flow between different kinds of markets (Spot, Futures , Perpetuals, Futures+Perpetuals and All Volume ). - As well, in order to make the data as accurate as possible, the data from each exchange aggregated is normalized to report always in terms of 1 BTC . In case this indicator is used for another symbol, the calculations can be adjusted manually to make it always report data in terms of 1 contract/coin. - The indicator can be used for any coin/symbol to aggregate volume , but it has to be set up manually - The indicator can be used with specific symbol data only by disabling the aggregation option, which allows for it to be used on any symbol - Previously Included with "Aggr. CDV / Delta Volume" this functionality has been removed from the latter indicator for functionality and simplicity purposes. ||||||||||||||||FUNCTIONALITY|||||||||||||||| Aggregated Delta Volume: Based off Xel_Arjona's calculation, buy and sell volume is estimated each period. This indicators can display both Buy Volume and Sell Volume for each period. By Default, this indicator displays Delta Volume by side, which is the difference between the estimated buy and sell volume. By checking the Option "Show all volume by side", instead of the Delta volume, all Buy and Sell Volume will be displayed by side
Indicador Pine Script®
por In_Finito_
9