Tickdata — Indicators and Strategies

Tick-Based Delta Volume Bubbles TICK-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.

Innocent Heikin Ashi Ethereum Strategy Hello there, im back! If you are familiar with my previous scripts, this one will seem like the future's nostalgia! Functionality: As you can see, all candles are randomly colored. This has no deeper meaning, it should remind you to switch to Heikin Ashi. The Strategy works on standard candle stick charts, but should be used with Heikin Ashi to see the actual results. (Regular OHLC calculations are included.) Same as in my previous scripts we import our PVSRA Data from @TradersReality open source Indicator. With this data and the help of moving averages, we have got an edge in the market. Signal Logic: When a "violently green" candle appears (high buy volume + tick speed) above the 50 EMA indicates a change in trend and sudden higher prices. Depending on OHLC of the candle itself and volume, Take Profit and Stop Loss is calculated. (The price margin is the only adjustable setting). Additionally, to make this script as simple and easily useable as possible, all other adjustable variables have been already set to the best suitable value and the chart was kept plain, except for the actual entries and exits. Basic Settings and Adjustables: Main Input 1: TP and SL combined price range. (Double, Triple R:R equally.) Trade Inputs: All standard trade size and contract settings for testing available. Special Settings: Checkbox 1: Calculate Signal in Heikin Ashi chart, including regular candle OHLC („Open, High, Low, Close“) Checkbox 2/3: Calculate by order fill or every tick. Checkbox 4: Possible to fill orders on bar close. Timeframe and practical usage: Made for the 5 Minute to 1 hour timeframe. Literally ONLY works on Ethereum and more or less on Bitcoin. EVERY other asset has absolute 0% profitability. Have fun and share with your friends! Thanks for using! Example Chart:

Tick CVD [Kioseff Trading]Hello! This script "Tick CVD" employs live tick data to calculate CVD and volume delta! No tick chart required. Features Live price ticks are recorded CVD calculated using live ticks Delta calculated using live ticks Tick-based HMA, WMA, EMA, or SMA for CVD and price Key tick levels (S/R CVD & price) are recorded and displayed Price/CVD displayable as candles or lines Polylines are used - data visuals are not limited to 500 points. Efficiency mode - remove all the bells and whistles to capitalize on efficiently calculated/displayed tick CVD and price How it works While historical tick-data isn't available to non-professional subscribers, live tick data is programmatically accessible. Consequently, this indicator records live tick data to calculate CVD, delta, and other metrics for the user! Generally, Pine Scripts use the following rules to calculate volume/price-related metrics: Bullish Volume: When the close price is greater than the open price. Bearish Volume: When the close price is less than the open price. This script, however, improves on that logic by utilizing live ticks. Instead of relying on time-series charts, it records up ticks as buying volume and down ticks as selling volume. This allows the script to create a more accurate CVD, delta, or price tick chart by tracking real-time buying and selling activity. Price can tick fast; therefore, tick aggregation can occur. While tick aggregation isn't necessarily "incorrect", if you prefer speed and efficiency it's advised to enable "efficiency mode" in a fast market. The image above highlights the tick CVD and price tick graph! Green price tick graph = price is greater than its origin point (first script load) Red price tick graph = price is less than its origin point Blue tick CVD graph = CVD, over the calculation period, is greater than 0. Red tick CVD graph = CVD is less than 0 over the calculation period. The image above explains the right-oriented scales. The upper scale is for the price graph and the lower scale for the CVD graph. The image above explains the circles superimposed on the scale lines for the price graph and the CVD graph. The image above explains the "wavy" lines shown by the indicator. The wavy lines correspond to tick delta - whether the recorded tick was an uptick or down tick and whether buy volume or sell volume transpired. The image above explains the blue/red boxes displayed by the indicator. The boxes offer an alternative visualization of tick delta, including the magnitude of buying/selling volume for the recorded tick. Blue boxes = buying volume Red boxes = selling volume Bright blue = high buying volume (relative) Bright red = high selling volume (relative) Dim blue = low buying volume (relative) Dim red = low selling volume (relative) The numbers displayed in the box show the numbered tick and the volume delta recorded for the tick. The image above further explains visuals for the CVD graph. Dotted red lines indicate key CVD peaks, while dotted blue lines indicate key CVD bottoms. The white dotted line reflects the CVD average of your choice: HMA, WMA, EMA, SMA. The image above offers a similar explanation of visuals for the price graph. The image above offers an alternative view for the indicator! The image above shows the indicator when efficiency mode is enabled. When trading a fast market, enabling efficiency mode is advised - the script will perform quicker. Of course, thank you to @RicardoSantos for his awesome library I use in almost every script :D Thank you for checking this out!

Order Chain [Kioseff Trading]Hello! This indicator "Order Chain" uses live tick data (varip) to retrieve live tick volume. This indicator must be used on a live market with volume data Features Live Tick Volume Live Tick Volume Delta Orders are appended to boxes, whose width and height are scaled proportional to the size of the order. CVD recorded at relevant tick levels Order chain spans up to 450 ticks (might include aggregates) The image above shows key features for the indicator! The image above explains line and color placements. The image above shows the indicator in action for a live market! How It Works The indicator records the difference in volume from "now" and the previous tick. Predicated on whether the "now" price is greater than or less than price one tick prior, the difference in volume is recorded as "buy" or "sell" volume. This filled order (or aggregates) is colored in congruence with price direction. The filled order is subsequently appended to its relevant tick level and added (buy order) or subtracted (sell order) from the CVD value at the identified tick level. Of course, thank you to @PineCoders and @RicardoSantos for their awesome libraries :D Thank you!

Custom Time Frame (CTF)This indicator allows users to create their own arbitrary time frames for chart analysis. It features a moving average, providing an additional layer of analysis, and offers flexibility through various open settings. In terms of user settings and usage, the indicator provides several options. Users can choose their interval style, opting for either tick-based or time-based intervals. This flexibility allows for a more granular approach to data analysis, catering to different trading strategies and preferences. The number of ticks or the amount of time for each candle can be adjusted, enabling traders to set the granularity of the data to their liking. Color settings are also customizable, with options for setting colors for bullish and bearish indicators, adding a visual dimension to the analysis. The average line parameters are an important aspect of this indicator. Users can adjust the length, ripple, type, color, and line width of the average line. The ripple setting, in particular, impacts the smoothness of the filter. With type II setting, the smoothing is increased, making it suitable for traders who prefer a more smoothed out moving average. Conversely, the type I setting decreases the smoothing, which might be preferred by those who want a more responsive indicator. The use of the Chebyshev filter is a significant feature of this indicator. This filter is chosen for its high-performance smoothing capabilities with minimal data requirements. This ensures that the moving average appears quickly and accurately, which is crucial in real-time chart analysis. An important point to note is that when the moving average is enabled, it decreases the maximum number of candles that can be displayed on the chart. However, this is offset by the enhanced analytical precision provided by the moving average. In summary, this indicator is especially beneficial for traders without access to premium accounts. It offers the capability to create low or custom time frame charts. The flexibility in settings, coupled with the inclusion of a Chebyshev filter for the moving average, makes it a versatile and valuable tool for detailed market analysis. It caters to a wide range of trading styles and strategies, making it a useful addition to any trader's toolkit.