Volume Orderflow Delta @MaxMaseratiVolume Orderflow Delta @MaxMaserati
🎯 INSTITUTIONAL ORDERFLOW ANALYSIS TOOL
This advanced indicator reveals where BIG MONEY (institutions, hedge funds, smart money) is actively trading by analyzing sophisticated volume patterns and order flow dynamics. It goes far beyond basic volume analysis to detect specific institutional behaviors and trading patterns.
📊 CORE FUNCTIONALITY
Four Analysis Columns:
- VPD (Volume Per Delta): Net institutional pressure and absorption patterns
- VPS (Volume Per Seller): Institutional selling pressure zones
- VPB (Volume Per Buyer): Institutional buying pressure zones
- SVP (Session Volume Profile): Total institutional activity zones
Enhanced Delta Calculation:
- Uses real bid/ask data (95% accuracy on 1-tick timeframe)
- Advanced price action analysis (85% accuracy on other timeframes)
- Significantly more precise than standard volume delta methods
🎨 SMART INSTITUTIONAL PATTERN DETECTION
Advanced Pattern Recognition:
- 🧊 Iceberg Orders: Hidden institutional size appearing repeatedly
- ⚡ Failed Auctions: Identifies truly trapped institutional traders
- 💜 Volume Exhaustion: Detects ending institutional momentum
- 🟨🟧 Absorption Patterns: Shows institutional level defense
- 🔥 Liquidity Sweeps: Identifies institutional stop-hunting
Professional Color System:
- Electric Blue/Bright Magenta: Large passive institutional orders
- Neon Green/Bright Red: Aggressive institutional entries
- Gold/Brown: Trapped institutional traders (underwater positions)
- Cyan: Hidden institutional iceberg orders
- Deep Pink: Institutional liquidity sweeps
⚠️ IMPORTANT DISCLAIMERS & REQUIREMENTS
📚 EDUCATION REQUIREMENT
YOU MUST LEARN VOLUME/DELTA ANALYSIS BEFORE USING THIS TOOL
This is an advanced institutional analysis tool requiring solid understanding of:
- Volume profile concepts and interpretation
- Order flow analysis and market microstructure
- Delta analysis and its implications
- Institutional trading behaviors and patterns
Recommended Learning Path:
1. Study volume profile analysis fundamentals
2. Learn order flow and market microstructure basics
3. Understand delta analysis interpretation
4. Practice on paper trading or small positions
5. Gradually increase position sizing as competency develops
🧪 MANDATORY TESTING REQUIREMENT
EXTENSIVE TESTING IS REQUIRED BEFORE LIVE TRADING
- Test the indicator across different market conditions
- Backtest patterns on historical data
- Paper trade signals for minimum 30 days
- Understand how patterns behave in your specific markets/timeframes
- Verify pattern accuracy in your trading environment
📋 USER RESPONSIBILITY DISCLAIMER
ALL TRADING DECISIONS AND OUTCOMES ARE YOUR SOLE RESPONSIBILITY
- This indicator provides analysis tools, NOT trading advice
- No guarantee of profitability or accuracy
- Past performance does not indicate future results
- You are responsible for risk management and position sizing
- Seek professional financial advice if needed
- Use only risk capital you can afford to lose
🎛️ CUSTOMIZATION OPTIONS
Layout Styles:
- Back-to-Back: Traditional volume profile layout
- Face-to-Face: Orderbook simulation style
- Adjustable spacing and positioning
Color Systems:
- Smart Institutional Coloring: Advanced pattern recognition
- Classic Red/Green: Traditional volume profile colors
Detection Sensitivity:
- Adjustable thresholds for all pattern types
- Customizable institutional size detection
- Configurable absorption and spike parameters
💡 PROFESSIONAL USAGE TIPS
1. Start Conservative: Begin with higher detection thresholds
2. Multiple Timeframes: Analyze across different timeframe contexts
3. Confluence: Combine with other technical analysis methods
4. Market Context: Consider overall market environment and news
5. Risk Management: Always use proper position sizing and stop losses
🚨 FINAL WARNING
This is a professional-grade analysis tool designed for experienced traders who understand volume analysis and institutional behavior. Improper use or lack of understanding can result in significant losses. Education, testing, and personal responsibility are mandatory prerequisites for successful utilization.
Trade at your own risk. This indicator does not guarantee profits.
Search in scripts for "Volume"
Volume VisualizerVolume by Hannsome
The Volume Visualizer is a simple yet effective tool designed to display trading volume in a dedicated panel below the main price chart. Its primary goal is to help you easily identify when trading activity is significantly higher than usual.
The indicator plots two key elements:
Volume Bars: These are standard volume bars showing the amount of trading activity for each period. To draw your attention to important moments, bars with unusually high volume are highlighted in a distinct color (yellow by default).
Average Volume Line: A moving average line (orange by default) is plotted over the volume bars. This line represents the recent average trading volume, giving you a clear baseline to compare the current volume against.
A "significant" volume spike is defined as any period where the volume exceeds the moving average by a certain multiplier. You can adjust both the moving average length and this multiplier in the indicator's settings to fine-tune its sensitivity to what you consider a significant spike in activity.
Volume +OBV + ADXVolume + OBV + ADX Table
Optimized Buyer & Seller Volume with Trend Indications
Overview:
This indicator provides a comprehensive view of market participation and trend strength by integrating Volume, On Balance Volume (OBV) trends, and ADX (Average Directional Index) signals into a visually structured table. Designed for quick decision-making, it highlights buyer and seller dominance while comparing the selected stock with another custom symbol.
Features:
✅ Buyer & Seller Volume Analysis:
Computes buyer and seller volume percentages based on market movements.
Displays daily cumulative volume statistics to assess ongoing market participation.
✅ On Balance Volume (OBV) Trends:
Identifies positive, negative, or neutral OBV trends using an advanced smoothing mechanism.
Highlights accumulation or distribution phases with colored visual cues.
✅ ADX-Based Trend Confirmation:
Evaluates Directional Indicators (DI+ and DI-) to determine the trend direction.
Uses customizable ADX settings to filter out weak trends.
Provides uptrend, downtrend, or neutral signals based on strength conditions.
✅ Custom Symbol Comparison:
Allows users to compare two different assets (e.g., a stock vs. an index or ETF).
Displays a side-by-side comparison of volume dynamics and trend strength.
✅ User-Friendly Table Display:
Presents real-time calculations in a compact and structured table format.
Uses color-coded trend signals for easier interpretation.
Recommended Usage for Best Results:
📌 Pairing this indicator with Sri_Momentum and Sri(+) Pivot will enhance accuracy and provide better trade confirmations.
📌 Adding other major indicators like RSI, CCI, etc., will further increase the probability of winning trades.
How to Use:
Select a custom symbol for comparison.
Adjust ADX settings based on market conditions.
Analyze the table to identify buyer/seller dominance, OBV trends, and ADX trend strength.
Use the combined signals to confirm trade decisions and market direction.
Best Use Cases:
🔹 Trend Confirmation – Validate breakout or reversal signals.
🔹 Volume Strength Analysis – Assess buyer/seller participation before entering trades.
🔹 Multi-Asset Comparison – Compare the behavior of two related instruments.
This indicator is ideal for traders looking to combine volume dynamics with trend-following strategies. 🚀📈
Volume Rate of Change (VROC)Volume Rate of Change (VROC) is an indicator that calculates the percentage change in trading volume over a specific period, helping analyze market momentum and activity. It is calculated as:
VROC = ((Current Volume - Past Volume) ÷ Past Volume) × 100
This indicator shows changes in market interest. Positive values indicate increasing volume, while negative values signal a decrease. High VROC values often suggest potential trend reversals or breakouts.
Applications:
Breakout Validation: VROC > 200% confirms strong breakouts; below this may signal false moves.
Market Stagnation: VROC < 0% suggests shrinking volume and range-bound markets.
Trend End Alert: A drop below 0% during trends may indicate weakening momentum.
Adjusting for Timeframes: Tailor VROC to timeframes.
Examples:
Daily: VROC(5) compares with last week's same day; VROC(20) with 1 month ago.
Monthly: VROC(12) compares with the same month last year; VROC(1) with last month.
Intraday: VROC(24) (hourly) and VROC(288) (5 minutes) for the same time yesterday.
Volume With ColorVolume with color helps to quickly identify accumulation or distribution.
An accumulation day is an up day with volume greater than a user selected average.
A distribution day is a down day with volume greater than a user selected average.
This indicator will highlight those days by changing the volume bar colors for an easy visual.
Volume ChartVolume data can be interpreted in many different ways. This is a very basic script and novel idea to display volume as a chart. The purpose of this script is to visually help identify volume breakouts and other common chart patterns. While this indicator could be useful for finding big moves and early reversals it not reliable for determining the direction of the move.
Below is an example of a volume breakout:
Below is confirmation of the second ear in the batman pattern:
Lower highs and higher lows can give early signs of a reversal:
Below we can see retailers getting pumped and dumped on during the gaps while they sleep:
Volume HIGH/CLIMAX
Volume is the number of shares of a security traded during a given period of time.
Generally securities with more daily volume are more liquid than those without, since they are more "active".
Volume is an important indicator in technical analysis because it is used to measure the relative significance of a market move.
The higher the volume during a price move, the more significant the move and the lower the volume during a price move, the less significant the move.
A climax occurs at the end of a bull or bear market cycle and is characterized by escalated trading volume and sharp price movements.
Climaxes are usually preceded by extreme sentiment readings, either excessive euphoria at market peaks, or excessive pessimism at market bottoms.
Essentially, climaxes are a result of a resolution in supply and demand factors.
Buying Climaxes
One of the clearest signals of the end of a bull market is a buying climax, during which volume escalates to extreme levels and bullish euphoria permeates media coverage of stocks, market indices, or commodities . The key trait of a buying climax is the exhaustion of demand as the last buyers enter the market. The final surge of buying typically leads to price spikes, which may last for days, weeks, or months. As demand wanes, buyers become less willing to pay higher prices. There may be a brief period of stagnation in prices before a combination of profit-taking and new sellers set in motion the start of a sharp reversal.
Selling Climaxes
The beginning of a selling climax is often signaled by steadily increasing volume on the sell side of the market as growing pessimism accelerates the downtrend. As the selling climax approaches, the last buyers finally capitulate, driving shares sharply lower. Once the supply side of the market abates, demand at support levels can cause the price to level off before a combination of profit-taking and new buyers set in motion the start of a sharp reversal.
Volume Volatality IndicatorVolume Volatility Indicator
vol: volume; vma: rma of volume
Cyan column shows (vol - vma)/vma, if vol > vma else shows 0
0 value means vol less than vma: good for continuation
0 < value < 1 means vol more than vma: good for trend
value > 1 means vol more than 2 * vma: good for reversal
tr: truerange; atr: averagetruerange
Lime column show -(tr - atr)/atr, if tr > atr else show 0
0 value means tr less than atr: good for continuation
0 > value > -1 means tr more than atr: good for trend
value < -1 means tr more than 2 * atr: good for reversal
Cyan line = 1
Lime line = -1
This indicator shows the volume and truerange together.
Good for filtering trending and consolidating markets.
Thanks for the support.
Volume PredictionVolume Prediction has as a main goal to predict what would the volume be by the end of the candle period.
It could be hard to visualize if today's volume is going to be higher by just a few minutes into the day for example.
The script helps to give an idea if the volume is higher or lower in comparison to other days.
it first start the prediction with a light tone of red/green, as the real volume keeps increasing, a more vibrant red/green will fill the prediction to the final volume of the candle. The prediction will adapt and adjust during the candle cycle according to the volume flow.
The indicator also has an elaborated color variable scheme, changing from red to green by market inclination and order flow.
You can also highlight the candles that exceeded x% to help and find breakouts.
Volume Forecast === Volume Forecast ===
The idea of "Vwap BLVD"(Closing vwap value of most recent highest volume Day of which todays price is coming in contact with above or below) is to show when you are running into "overhead supply", and or "Demand zones" on the daily chart , or intraday. You can use the Volume Forecast to check throughout the day to see if we are on pace on the current day to "beat" the Blvd's launch dates recorded volume . You can go long on positive volume forecasts toward blvd, or on the break and hold over, or you can go short against Blvd on a negative/lower forecast at the rejection of Vwap Blvd or key technical highs
You can use this label tool after the open, checking periodically to see what VF% on the day were at thus far, and does today's Forecast have a positive expectancy in relation to previous high volume days in question? Or does it have a negative expectancy based on a lower forecast number than the highest volume day and possibly slow % gains over the first hour, (checking every 15min and notating increase or decrease) thus possibly failing to over come previous over head volume resistance from the highest volume day.
Scenarios would be-
Long- We have a previous highest volume day metric of 10Mil on the daily chart. Today we have a Small gap, high PM Volume, and First 30min Were already at 50% of a 100Mil forecast. In this scenario, i would have more confidence getting long once we have reached key support areas or broken and held prior highs or vwap of the highest volume day knowing that we are forecasting MUCH higher on the day then highest volume day previously.
Short- Would be just the opposite. We have a Gapper in the morning of which has a previous high volume day of 100mil, and were interacting with that days range. low volume premarket, and out of the bell we spike but fail, and VF% is very slow to rise, and our total forecast on the day is only showing 5mil on the day total after the first 30min. I would feel confident going short against Vwap BLVD or a prior HOD from the highest volume days price range, knowing we wont have enough volume to clear the overhead volume supply.
Ive also included a small table that covers AVG vol on the time frame of your current chart. RVOL and ATR as well to help ID outlier type moves.
ALL METRICS INCLUDING VOLUME FORECAST CALCULATE FOR THE TIME FRAME YOUR CHART IS CURRENTLY ON.
Best results and most accurate readings for Forecast have been on the 1min and daily chart. Using both time frames for cross comparison intraday to gauge the volume flow after open every 15 min for the first hour or so of market. Volume forecast DOES NOT work outside of normal market hours on trading view. It will reflect negative numbers in off hours depending on the volume done on the day in that stock and in some replay modes.
This is a SIMPLE study, I wanted to KEEP it that way. So it was EASY to read, and less to be confused about.
ARE WE DEALING WITH A EARLY BIG, HIGH % IN FIRST HOUR FORECAST FOR TODAY VS PRIOR HIGH VOL DAYS???
Or
ARE WE DEALING WITH A LOW, SLOW BUILDING FORECAST IN THE FIRST HOUR FOR TODAY VS PRIOR HIGH VOL DAYS KEY LEVELS?
The easier and simple it is to read this, the faster and cleaner you can execute.
Hope you enjoy.
JMF
SPECIAL THANKS TO ©Rumpypumpydumpy AN AMAZING CODER IVE BEEN WORKING WITH FOR HELP WITH THE FINAL LOGIC AND CLEANING THE CODE AND VISUAL ASPECTS UP.
Make sure to stop by his page here on trading view and check out some of his amazing studies.
If you have any questions feel free to Dm here.
Volume Pressure Analysis - OverlayVolume Pressure Analysis is designed to show effort required to move price. This script is the overlay version that displays signals on the candles as well as changes the bar colors. Yellow arrows signal pressure in that direction and excessive amounts of volume is required to move price. These signals can lead to reversal/pivot points as price action struggles to continue its trend. Red and teal arrows indicate free flowing price action where very little effort or volume is needed to push price. These signals can confirm the beginning or continuation of a trend and is the natural direction the chart wants to travel at that time. For more information please check out the main Volume Pressure Analysis indicator.
Volume $A 1 BTC volume at 50.000 $/BTC is quite different from a 1 BTC volume at 20.000 $/BTC
It is a bit tricky to evaluate volume, especially at higher TF's, where BTC price can fluctuate a lot.
Therefore this script, where volume of the currency is multiplied by the currency's price.
Currency's can be:
- BTC
- ETH
- BNB
- TRX
- XRP
If it is not one of these currency's, the normal 'volume' will show
Some examples and differences between my 'Vol $' and regular 'Vol':
REV/BTC
s3.tradingview.com
DBC/BTC
s3.tradingview.com
AGI/ETH
s3.tradingview.com
BAX/ETH
s3.tradingview.com
ALGO/BNB
s3.tradingview.com
Cheers!
Volume with Configurable Moving AveragesVolume with Configurable Moving Averages displays volume based on the current timeframe. For example, on a daily chart the volume shown is for the day. On a weekly chart, the volume is cumulative for the week.
There is also an option to configure the volume moving average lengths. The default for a daily chart is to calculate the 50-day moving average. On a weekly chart, the default is the 10-week moving average.
Features:
■ Configure moving average lengths for various chart timeframes.
■ Set width of volume bars.
■ Option to set bar color based on the previous close.
Learning Pine Script / Creating Your Own Indicators
One goal of this indicator is help others who are interested to learn Pine Script. The code is open source and I've included an abundance of comments. In future updates, I'll show additional Pine Script features and scripting concepts.
Volume Average % Cross - Default Volume Average Percentage Cross Indicator - Default
This version is specialized for notifications on your volume bars. If you wish to see notifications on your chart please choose "Volume Average Percentage Cross Indicator - Chart".
What is the Volume Average % Cross - Chart Indicator you might ask yourself - what is it for?
I will tell you!
Use Case:
In my Indicator you have an Input to set the period for the volume average period.
Once the volume average period is calculated it is now necessary to choose the percentage value.
What is the percentage value?
The percentage value multiplies the past volume bar with a positive percentage value and a negative percentage value. I give this calculation the name "VolPercentage".
If the volume average is below the negative VolPercentage Value it means that the last volume bar is stronger than the volume average period by the percentage you set the percentage value input at.
If the volume average is above the positive VolPercentage Value it means that the last volume bar is weaker than the volume average period by the percentage you set the percentage value input at.
That means that if for example the percentage value would be 20 it would require the volume average to be 20% above the past volume bar.
That means that if for example the percentage value would be 20 it would require the volume average to be 20% lower than the past volume bar.
Once I uploaded my 100 Indicators I will accurately describe each indicator with videos, this will be huge!
Interpretation:
Volume is the amount of market participants who bought in a candlestick bar a set amount of shares at varying prices from within the bar itself.
If volume decreases it means that there has been fewer market participants and if it increases it means that there is an increase of market participants.
If this is used with candlestick patterns it helps tremendously to identify strong or weak doji candlesticks .
Volume Average Cross - VAC ChartVolume Average Cross Chart Indicator
This indicator plots signals from two different volume averages when they cross on the chart.
It does not show the default volume bars, to see them please go to my VAC Default Indicator.
This is VAC Chart. If you want to see the crosses on your volume bars and not on the chart please go to my VAC Default Indicator.
Rules:
Fast Volume Period always has to be lower than the Slow Volume Period to trigger correct signals.
Inputs:
-> Fast Volume Average Period
-> Slow Volume Average Period
-> Option to enable/disable the cross-signals
Volume Average Cross - VAC DefaultVolume Average Cross Default Indicator
This indicator plots signals from two different visual volume averages when they cross.
In does in addition to that show the default volume bars.
This is VAC Default. If you need to see the crosses on your chart and not on the volume bars please go to my VAC Chart Indicator.
Rules:
Fast Volume Period always has to be lower than the Slow Volume Period to trigger correct signals.
Inputs:
-> Fast Volume Average Period
-> Slow Volume Average Period
-> Option to enable/disable the cross-signals and to show/hide both volume averages.
Volume Treshold [UTS]Volume Treshold
If volume of a candle is more than x percent of the average volume of the last n candles, it changes colour.
Can be shown on the candles themselves and could be set to independent figures vs the volume bars
Both elements of this, the volume bars and candles could be edited independently with the following values;
- Lookback period how many bars should be taken into consideration
- % that causes it to be triggered settable in decimals up to 3.5 where 1.0 equals to 100%
- Colour to change the volume bar to can be set via menu
- Colour to change the candle to can be set via menu
- Ability to show the treshold as visualized drawing over the histogram
- Ability to choose smoothing method SMA | EMA
- Optional: to add a moving average to the volume bars
Note: only works on charts with volume information
Volume with SD+2Volume with SD+2
Volume with SMA20 and Standard Deviation +2
If Volume < SMA20 , mean Volume Low and less momentum.
If Volume > SMA20 and < SD2 , mean Volume Increase and more momentum.
If Volume > SD2 , mean Volume Climax , show strong trend but show reversal point in someitmes.
Volume Monitor In Quote Currency [LucF]Volume Monitor calculates the daily volume in the quote currency and displays a warning sign when that volume is below or above user-defined low and high limits.
For those not familiar with the term, quote currency refers to the second part of a trading pair such as EUR/USD or BNB/BTC.
One use for the indicator is for cryptos, where one who does not wish to trade low volume markets can rely on the indicator to flag them. The default values of 300 and 1000 for the low and high limits mean that when looking at XXXBTC charts, a yellow dot will appear on the chart when the daily volume of the market is lower than 300 BTC, and a green dot will appear when it is higher than 1000 BTC.
If your chart settings are configured to show indicator values, the first value shown by the indicator is the daily volume in the quote currency. It will be green or red, depending on the day’s price action. In order to show the value, an invisible plot must be printed on the chart and for it not to wreak havoc on the price, the indicator’s scale should be set to “No scale” (the default) or to a different one than the price’s scale.
Volume Ticks - Increasing Volume Bar Count [LucF]Volume Ticks is a zero-lag market sentiment indicator. It works by providing a cumulative count of increasing volume columns.
A one count is added for each increasing volume column where close>open, and one is subtracted on an increasing volume column if close
Volume by SessionVolume divided by the Sessions (Asia, Europe, Usa, none)
Only works on daily TF
Can be used as:
Stacked (best with style Columns and len = 0)
Cumulative (best with style Area and len = 30)
Overlayed (best with style Line and len = 7)
Volume Weighted MACD + RSIVolume Weighted MACD + RSI.
RSI > 60 signals market is bullish
RSI < 40 signals market is bearish
GREEN ZONE - bullish market
GREY ZONE - market reversal potential
RED ZONE - bearish market
BINANCE:BTCUSDT