Cumulative Volume Profile DeltaThis indicator calculates the Cumulative Volume Profile Delta (CVPD). It constructs a high-resolution volume profile for each bar using intra-bar data, then derives and accumulates the delta from that profile to show net buying/selling pressure.
Key Features:
Statistical Volume Profile Engine: For each bar, the indicator builds a high-resolution volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses statistical models ('PDF' allocation) to distribute volume across price levels and advanced classifiers ('Dynamic' split) to determine the buy/sell pressure before accumulation.
Periodic Accumulation: The CVPD accumulation is anchored to a user-defined 'Anchor Timeframe' (e.g., daily, weekly). This cyclical reset allows to analyze the build-up of pressure within specific trading periods.
"Delta Candle" Visualization: The periodic CVPD is shown as a candle, where:
Open: The CVPD value at the start of the period (or zero).
High/Low: Represent the peak buying (CVD High) and selling (CVD Low) pressure within that period's profile.
Close: The final net delta value (CVD) for the period.
Dual CVD & Divergence Engine: The indicator calculates two CVPDs: a Periodic one (for plotting) and a Continuous one (non-resetting). The continuous line is used as a stable source for the built-in divergence engine (detecting Regular, Hidden, and Exaggerated).
Dynamic Divergence Plotting: Divergence markers are plotted relative to the periodic (candle) CVPD. They automatically adjust their vertical position after a reset to remain visually aligned with the plotted candles.
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF Output: The entire analysis (Delta Candles, Divergences) can be calculated on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 18 comprehensive alerts for:
The start and end of all 6 divergence types.
The periodic CVPD crossing the zero line.
Conditions of agreement or disagreement between the delta and the main bar's direction.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.Example: crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volumedelta
Cumulative Volume DeltaThis Cumulative Volume Delta (CVD) indicator analyzes intra-bar volume dynamics. It introduces a periodic reset mechanism, anchoring the accumulation to a user-defined timeframe (e.g., daily, weekly) for cyclical analysis.
Key Features:
Dual CVD Calculation: The indicator computes two CVD values simultaneously:
Periodic CVD: Resets on the user-defined 'Anchor Timeframe'. This is plotted as "Delta Candles".
Continuous CVD: Accumulates volume continuously (non-resetting) and is used as the source for divergence detection.
Intra-Bar Delta Analysis: Uses a lower timeframe ('Intra-Bar Timeframe') to calculate buy/sell pressure based on the direction of the intra-bar candles.
"Delta Candle" Visualization: The periodic CVD is shown as a candle, where:
Open: The CVD value at the start of the period (or zero).
High/Low: Represent the peak buying (CVD High) and selling (CVD Low) pressure within that period.
Close: The final net delta value for that period.
Full Divergence Suite (Class A, B, C): A built-in engine automatically detects and plots Regular (A), Hidden (B), and Exaggerated (C) divergences between price and the continuous CVD line.
Dynamic Divergence Plotting: Divergence markers are plotted relative to the periodic (candle) CVD. They automatically adjust their vertical position after a reset to remain visually aligned with the plotted candles.
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF Output: The entire dual-CVD analysis can be run on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 18 comprehensive alerts for:
The start and end of all 6 divergence types.
The periodic CVD crossing the zero line.
Conditions of agreement or disagreement between the delta and the main bar's direction.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volume Profile DeltaThis indicator calculates the Volume Profile Delta (VPD). It constructs a high-resolution volume profile for each bar using intra-bar data, offering a detailed understanding of buying and selling pressure at discrete price levels.
Key Features:
Statistical Volume Profile Engine: For each bar, the indicator builds a high-resolution volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses statistical models ('PDF' allocation) to distribute volume across price levels and advanced classifiers ('Dynamic' split) to determine the buy/sell pressure within that profile, providing a more nuanced delta calculation.
"Delta Candle" Visualization: The per-bar VPD is displayed as a candle, where:
Open: Always anchored at the zero line.
High/Low: Represent the peak buying (CVD High) and selling (CVD Low) pressure accumulated within that bar's profile.
Close: The final net delta value (CVD) for the bar.
Customizable Moving Average: An optional moving average of the net delta (Close) can be added. The MA type, length, and an optional Volume weighted setting are customizable.
Intra-Bar Peak Pivot Detection: Automatically identifies and plots significant turning points (pivots) in the peak buying (High) and selling (Low) pressure.
Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag.
Multi-Timeframe (MTF) Capability:
MTF Output: The entire analysis (Delta Candles, MA, Pivots) can be calculated on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 8 alerts for:
The net delta crossing its moving average.
The detection of new peak buying or selling pivots.
Conditions of agreement or disagreement between the net delta and the main bar's direction.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volume DeltaThis indicator provides a detailed view of Volume Delta (VD) by analyzing order flow on a lower, intra-bar timeframe. For each bar on the chart, it calculates the net difference between buying and selling volume based on the direction of the intra-bar candles.
Key Features:
Intra-Bar Delta Calculation: The indicator analyzes price action on a user-defined lower timeframe ('Intra-Bar Timeframe') to construct a detailed picture of the underlying order flow for each bar on the main chart.
"Delta Candle" Visualization: The delta for each bar is shown as a candle, where:
Open: Always starts at the zero line.
High/Low: Represent the peak buying and selling pressure accumulated within the bar.
Close: The final net delta value for that bar. This visualization shows absorption, exhaustion, and conviction in a single glance.
Customizable Moving Average: An optional moving average of the net delta (Close) can be added. The MA type, length, and an optional Volume weighted setting are customizable.
Intra-Bar Peak Pivot Detection: Automatically identifies and plots significant turning points (pivots) in the peak buying (High) and selling (Low) pressure.
Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag.
Multi-Timeframe (MTF) Capability:
MTF Output: The entire analysis (Delta Candles, MA, Pivots) can be calculated on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 8 alerts for:
The net delta crossing its moving average.
The detection of new peak buying or selling pivots.
Conditions of agreement or disagreement between the net delta and the main bar's direction (absolute volume).
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Dynamic Volume ✨ Profile PublicThis script is a comprehensive Pine Script indicator for TradingView called "Dynamic Volume Profile." It analyzes price and volume data to calculate a dynamic oscillator, adaptive midlines, and volume-weighted price deviations. The script highlights bullish and bearish zones, detects trend reversals, and plots signals for potential long and short entries using colored circles. It also visualizes probability density function (PDF) zones to identify statistically favorable trading areas. Additionally, it automatically detects trend direction, volatility, and trend strength, and can display a table of major global trading sessions with real-time status and countdowns. The script is highly customizable for different assets, timeframes, and trading styles.
Volumetric Spectrogram [by Oberlunar]Volumetric Spectrogram
A two-pole, price-relative volume profiler that turns regional buy/sell pressure into clean oscillators and actionable regimes in a multi-broker setup.
What it measures
The indicator divides the recent price span into bins and accumulates buy vs. sell volume in each bin, then summarises two regions with respect to the current price:
Upper (↑) — volume that traded above the current price (overhead supply/demand).
Lower (↓) — volume that traded below the current price (underfoot bid/pressure).
Per region, it computes BUY% and SELL%, then forms two normalised oscillators in :
Upper Osc = Upper(BUY%) − Upper(SELL%) → positive when overhead offers are being lifted (breakout acceptance), negative when overhead sell pressure dominates (resistance).
Lower Osc = Lower(BUY%) − Lower(SELL%) → positive when sub-price bids strengthen (support/absorption), negative when selling persists beneath price (weak underbelly).
Both oscillators are optionally smoothed with EMA and can be filled to zero or between curves for quick polarity/strength reading.
Candle-fill modes across brokers
The indicator supports multiple candle-fill policies tied to cross-broker volumetric agreement (e.g., spectral/range-only fills when ≥N brokers align above 70% bullish or below 20% bearish Buy%). This makes regime and pressure shifts visually explicit while filtering out unconfirmed noise.
How it works (core algorithm)
Over a lookback window, find the high/low and split the range into N bins .
For each historical bar, approximate “buy” vs “sell” volume using candle direction and the close relative to each bin’s midprice; update left/right profiles per bin.
Aggregate bins above the current price into the Upper region and bins below into the Lower region; compute regional totals and percentages.
Convert to signed oscillators and smooth (EMA length per input).
Scenario engine (table, every bar)
A compact table reports, for Upper/Lower: BUY Vol, SELL Vol, BUY%, SELL%, and Net%. A classifier labels 8 regimes based on oscillator sign and recent expansion/decay: Sync Long/Short (Expanding/Decaying), Opposite Signs (Widening/Converging), and Tilts (Upper/Lower). This helps distinguish trend continuation, fade risk, compression before break, and asymmetric pressure (e.g., “Tilt Lower — bid/support strengthening”).
# Example strategies and annotated cases:
There are different operational strategies:
1) Bottle-neck Strategy with multi-broker confirmation
When both oscillators are red and they compress toward the zero line (a bottle-neck [/i>), if the squeeze does not flip into the opposite trend but instead resolves in the same direction, you have a continuation setup that can be exploited:
• Pattern: both oscillators red → short, visible contraction (narrow, low-variance cluster) → break of the cluster lows → background shadow bars align bearish (multi-broker agreement).
Example:
This sequence often supports a 1.5–2.5 R/R trade, as in:
Bullish mirror
If both oscillators are teal and compress, then expand upward with multi-broker agreement, the scenario becomes bullish after several bars; the position can be profitable with a reasonable risk setup:
Example:
Follow-through:
Here are the additional, English “playbook” examples you can append to the previous description.
2) Dual-confirmation on volume spikes + multi-broker checks
When pronounced volumetric spikes appear (up or down), trend often reverses sharply. In the figure, the circles highlight the spikes; once the spike subsides (reversion toward baseline), the oscillator turns bullish. The double confirmation of two consecutive minimum spikes acts as support for an ensuing up-move, with fill colors confirming direction.
Chart:
Even with a single spike confirmation, the reversion from an extreme often provides actionable long setups.
3) Volume-pressure + regime-change (multi-broker)
A prospective long configuration emerges when bullish volumetric pressure dominates and bearish pressure fades, especially if this occurs after a lateral phase, followed by a bullish volume spike and multi-broker confirmation .
Chart:
Shadow bars subsequently confirm continuation in a bullish regime; however, a possible regime change is flagged by the scenario classifier and by a color flip in the volumetric borders ( “Possible regime change, but without multi-broker confirmation.” is an appropriate label when applicable).
Chart:
After a verified mean-reversion, price transitions into a bearish configuration: both oscillators turn red. One can wait for a pullback and seek short entries.
Chart:
As shown here, the regime change is anticipated well in advance by the oscillators and multi-broker pressure:
Chart:
4) Contrastive regime-shift with multi-broker validation
In a contrastive trading phase, the lower volumetric oscillator flips color first—buyers start attacking. The first set of background shadow bars does not agree with the regime flip; the second set does. This sequence (oscillator flip → later multi-broker agreement) is a robust early sign of a potential long setup.
Chart:
At the multi-broker level, all shadow bars turn fully green and the setup becomes unambiguously bullish.
Chart:
Note that bearish pressure can still be non-trivial on the volumetric scale—even if it does not reach prior extreme minima—so risk controls should reflect the residual supply.
Delta-bar coloring (optional)
Bars (or candle overlays) can be tinted by a multi-venue weighted bias:
Choose venues (OKX, Coinbase, Bybit, Binance, BlackBull…).
Weight by Equal / Last Volume / SMA Volume.
Apply deadband to suppress flicker around neutrality and a gamma curve to modulate opacity with |bias|.
This layer is independent of the spectrogram core but provides immediate market-wide flow context, consistent with the table and fills.
Inputs (essentials)
Calculation Period and Bins — resolution and depth of the price-range histogram.
EMA length — smoothing per oscillator (optional)
Fill options — to zero / between curves, gradual opacity by |osc|, min/max alpha.
Delta Bar — enable tinting, gamma, neutral band; venue list and weighting mode.
Reading guide
Upper > 0 & expanding : overhead supply is being lifted → breakout acceptance risk rises.
Lower > 0 & expanding : sub-price bids strengthen → pullbacks more likely to absorb.
Opposite signs widening : tug-of-war; avoid late entries.
Converging : compression → prepare for break.
Use the table’s regime label to keep the narrative honest bar-by-bar.
Notes & limits
Buy/Sell attribution uses candle direction and range partitioning (no L2/tick tape).
Venue aggregation relies on per-exchange volume and your chosen weighting; symbols must align (e.g., BTCUSDT pairs).
Oscillators are relative to the current price (regional) by design; they complement, not replace, classical volume profile.
— Oberlunar 👁 ★
Delta Arbitrage [by Oberlunar]Delta Arbitrage turns fragmented exchange activity into a single, readable pulse. Each broker breathes at its own rhythm; this tool measures the share of “buy vs. sell” participation per broker, weights those brokers by liquidity/activity, and blends them into one continuous bias. The result is a chart you can read in seconds: aqua when buy-side dominates, red when sell-side does—stronger shades for stronger imbalances.
Delta Arbitrage indicator supports several ways to colour candles based on the aggregated, cross-venue delta, so you can match visual feedback to the strength/consensus of flow.
Examples
LONG opportunity — broad bullish agreement (>70% weighted Buy%)
In this case, a LONG setup formed because a high proportion of brokers simultaneously pushed bullish volumetric deltas (>70%).
The corridor then stayed positive across multiple bars, with sustained long strength in agreement across venues:
Follow-through:
SHORT opportunity — broad bearish agreement (<20% weighted Buy%)
Here, a SHORT setup formed because a high proportion of brokers simultaneously pushed bearish volumetric deltas (<20%).
The corridor remained negative over several bars, showing high-intensity short pressure in cross-venue agreement:
Follow-through:
Spectral mode
You can enable the spectral mode, where range candles are colored only when multiple brokers are in volumetric agreement. You’ll see bullish pressure when weighted Buy% exceeds ~70%; when direction changes, range candles fade out and the lower tiles flip red to reflect rising short pressure.
Example:
How it’s built (in plain words)
For every selected broker, the script computes a robust Buy% over a rolling window and maps it to a signed bias (−1…+1).
Venues are then combined with flexible weighting—Equal, Last Volume, SMA Volume, or Relative-to-SMA—to emphasise who is active now .
A small neutral band near zero calms noise; an intensity curve (gamma) makes strong pushes visually obvious without overshooting weak ones.
What you see
Tinted bars/background : the aggregate bias colours the chart so the prevailing side is instantly clear.
Dashboard : a compact meter for each venue (SELL⇄BUY), its normalised weight, and exact Buy%/bias, plus a summary line for the weighted & unweighted aggregates. It shows whether one venue is dragging the whole market or if participation is broad.
Lower panel (timeline) : a tile-per-bar strip using the same bias logic. Long, saturated runs = sustained participation; choppy, desaturated tiles around zero = balance/compression. The strip’s height is fixed vs. a recent range, so it remains legible on any zoom.
How to act on it (minimal, auditable rules)
Entries: a one-shot arrow when the weighted Buy% crosses a high/low threshold (e.g., >70 for longs, <30 for shorts).
Exits: trail the indicator itself—close when the weighted Buy% retraces by a set number of points from its peak (long) or trough (short).
Context: prefer entries that align with a fresh, persistent run in the lower strip and supportive rows in the dashboard; fade/exit when the strip desaturates or flips.
Do not operate when the average volumetric pressure (avg) is around 50% +- 15%
Why it matters
This is not tick-level microstructure; it’s a fast, stable cross-venue proxy designed for operational use on any timeframe. By unifying “who’s in charge, for how long, and how strongly,” the indicator reduces discretionary noise and turns participation into a tradable, testable context.
— Oberlunar 👁 ★
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.
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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.
High Volume Vector CandlesHigh Volume Vector Candles highlights candles where trading activity significantly exceeds the average, helping you quickly identify powerful moves driven by strong volume.
How it works:
- The script calculates a moving average of volume over a user-defined period.
- When current volume exceeds the chosen threshold (e.g. 150% of the average), the candle is marked as a high-volume event.
- Bullish high-volume candles are highlighted in blue tones, while bearish ones are shown in yellow, both with adjustable opacity.
This visualization makes it easier to spot potential breakout points, absorption zones, or institutional activity directly on your chart.
Customizable Settings:
• Moving average length
• Threshold percentage above average
• Bullish/Bearish highlight colors
• Opacity level
Ideal for traders who combine price action with volume analysis to anticipate market momentum.
RKT_(CVD + Δ Vol) DESCRIPTION
The Volume & Volume Delta (CVD) indicator tracks buy–sell imbalance to gauge money flow strength. Delta is calculated from aggressive (market) volume and accumulated into CVD to identify directional flow. Suitable for crypto/futures/forex, intraday and swing trading.
HOW TO USE
When Delta > 0 and CVD makes higher highs → favor the uptrend; when Delta < 0 and CVD makes lower lows → favor the downtrend.
Divergence between price and CVD suggests potential reversals or pullbacks.
Recommend confirming with price structure/MA/volume before acting.
Directional Flow Index (DFI) — v2.4Directional Flow Index (DFI) — v2.4
✨ 1) What DFI measures (conceptual)
DFI aims to quantify directional flow —i.e., whether trading activity is skewed toward buying (supportive pressure) or selling (resistive pressure) —and then present it as a normalized oscillator that is easy to compare across symbols and timeframes. It is designed to highlight high-confidence thrusts within a prevailing trend and to detect fatigue as momentum decays.
Positive DFI (> 0) : net buy-side pressure dominates.
Negative DFI (< 0) : net sell-side pressure dominates.
Magnitude reflects intensity after de-trending and Z-score normalization.
While multiple “flow” proxies exist, this version emphasizes a True Volume Delta (TVD) workflow (default) that tallies buy vs. sell volume from a lower timeframe (LTF) inside an anchor timeframe bar, producing a more realistic per-bar delta when supported by the symbol’s data.
✨ 2) Core pipeline (how it works)
Flow construction (TVD default).
Using ta.requestVolumeDelta(LTF, Anchor), the script approximates up-volume vs. down-volume inside each anchor bar.
A per-bar delta is derived (with a reset on anchor switches to avoid jumps).
If TVD is unsupported on the symbol, DFI can fall back to synthetic proxies (e.g., Synthetic Delta Volume: (close-low)/(high-low) × vol), but TVD is the intended default.
CVD-style accumulation.
Per-bar delta is cumulatively summed into a running flow line (CVD-like), providing temporal context to the net pressure.
High-pass de-trending + smoothing.
A high-pass step (EMA-based) removes slow drifts (trend bias) from the CVD line.
A short EMA smoothing reduces noise while preserving thrust.
Z-score normalization.
The de-trended series is standardized (rolling mean/std), so DFI readings are comparable across markets/timeframes.
The Signal line is an EMA of DFI and is used for momentum cross checks.
SuperTrend (regime filter).
A lightweight SuperTrend (ATR len=5, factor=6 by default) provides up/down regime.
DFI coloring and alerts can be conditioned on the regime (optional).
Fatigue % (0–100).
Tracks energy (EMA of |DFI|) vs. peak energy (with adaptive half-life decay).
When energy stays far below the decaying peak, Fatigue% rises, suggesting momentum exhaustion.
The decay rate adapts to DFI volatility and regime alignment, so decay is faster when thrusts are misaligned with trend, slower when aligned and orderly.
Gradient highlight (confidence shading).
Histogram color transparency blends three ingredients:
DFI strength (|DFI| vs user-set bands)
Low fatigue (fresher thrusts score higher)
Regime alignment (DFI sign vs SuperTrend direction)
Result: darker bars indicate higher confidence in thrust quality; faint bars warn of weaker, stale, or misaligned pushes.
✨ 3) Interpreting the plots
DFI histogram (columns):
Green above zero for buy-side thrust, Red below zero for sell-side thrust.
Opacity encodes confidence (darker = stronger alignment & lower fatigue).
Signal (line): EMA of DFI used for momentum regime checks.
Zero line: structural reference for thrust crossovers.
Fatigue Table (optional): shows Fatigue%, SuperTrend regime, and selected Flow Method.
✨ 4) Alerts (examples)
Long Thrust: DFI crosses above zero while in Up regime.
Short Thrust: DFI crosses below zero while in Down regime.
Loss of Momentum (Up): DFI crosses below Signal while DFI > 0 (warns of weakening long thrust).
Loss of Momentum (Down): DFI crosses above Signal while DFI < 0 (warns of weakening short thrust).
✨ 5) How to set the TVD Lower TF (important)
TVD needs a sensible LTF/Anchor ratio for balanced accuracy and performance. As a rule of thumb, aim for ~30–120 LTF bars inside one anchor bar:
1h chart → 1–2m LTF (if seconds not available).
4h → 3–5m.
1D → 15–30m.
1W → 1–2h.
1M → 4h–1D.
Notes: Some symbols/exchanges do not provide seconds. Too small an LTF can be heavy/noisy; too large becomes coarse/laggy.
✨ 6) Practical usage patterns
Trend-following entries:
Look for DFI > 0 in Up regime (green) with low Fatigue%, and DFI crossing above zero or above its Signal.
Prefer darker (higher-confidence) histogram bars.
Trend-following exits / de-risking:
Rising Fatigue% toward your high threshold (e.g., 80–90) suggests exhaustion.
DFI vs Signal crosses against your position can be used to scale down.
Avoid chop:
When DFI oscillates around zero with faint bars and Fatigue% rises quickly, quality is low—be selective.
✨ 7) Inputs (summary)
Flow Method: default True Volume Delta (LTF scan); synthetic fallbacks available.
Processing: Detrend length, smoothing EMA, Z-score window, Signal EMA.
Regime: SuperTrend ATR length & factor (default 5 & 6).
Fatigue%: EMA length, base half-life, adaptive volatility coupling (enable/disable, sensitivity).
UI Highlight: strength thresholds, fatigue cap, alignment weights, opacity range.
Table: toggle Fatigue table, decimals, position.
✨ 8) Compatibility & performance notes
TVD requires supported data for the symbol; if unavailable, DFI can switch to synthetic deltas.
Smaller LTFs increase request load and may introduce noise; prefer a balanced ratio.
The indicator is designed to be self-contained; no other overlays are needed to read the outputs.
✨ 9) Limitations and good practice
This is an oscillator, not a price predictor. Extreme values can persist in strong trends.
Normalization (Z-score) makes values comparable, but distributions differ across assets/timeframes.
Always combine with risk management and position sizing; avoid interpreting any single condition as a guarantee.
✨ 10) Disclaimer
This script is for educational purposes only and does not constitute financial advice. Trading involves risk, including possible loss of principal.
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한국어 번역 / Korean version below
✨DFI란 무엇인가?
DFI는 시장의 매수·매도 우위를 Flow(흐름) 형태로 분석하여
그 에너지를 정규화된 오실레이터로 표현하는 지표입니다.
가격의 단순 변동이 아니라, “얼마나 일관성 있는 압력(Flow)이 유지되는가”를 보여줍니다.
DFI > 0: 매수세 우위 (상방 압력)
DFI < 0: 매도세 우위 (하방 압력)
값의 크기: 모멘텀의 강도 (Z-score 기반 정규화)
기본 방식인 True Volume Delta (TVD) 는 상위 봉(Anchor) 내부의 하위 타임프레임(LTF) 데이터를 스캔해
실제 매수/매도 체결량 차이를 계산합니다.
이로써 단순 가격 변화가 아닌 실제 체결 흐름의 방향성을 반영합니다.
✨DFI의 계산 과정 (개념적 흐름)
1. Flow 계산 (TVD 또는 대체 방식)
ta.requestVolumeDelta()를 사용하여 상·하위 TF간 볼륨 델타를 계산합니다.
TVD 미지원 심볼은 자동으로 Synthetic Delta Volume 등 대체 방식으로 전환됩니다.
2. 누적(CVD) 구성
Flow를 CVD처럼 누적하여 순매수/순매도 압력을 누적 추적합니다.
3. 고역통과(High-pass) 필터
누적 흐름(CVD)에서 장기 추세 성분을 제거하여 순수한 변동 에너지만 남깁니다.
4. Z-score 정규화
평균과 표준편차로 표준화해 DFI의 크기를 **일정한 스케일(0 중심)**로 만듭니다.
다른 종목·시간대 간 비교가 용이합니다.
5. SuperTrend 레짐(추세 상태) 인식
ATR 기반 ST(기본: Length=5, Factor=6)를 통해 시장이 상승/하락/중립 중 어디에 있는지를 감지합니다.
DFI 컬럼 색상 및 알림은 이 ST 방향에 따라 동작합니다
6. Fatigue% (피로도 지수)
최근 에너지 평균과 역사적 피크(감쇠)를 비교해 0~100%로 “신선도”를 표현합니다.
높을수록 피로한 상태, 낮을수록 신선한 추세.
또한 변동성과 정렬 여부에 따라 Adaptive Half-Life로 감쇠 속도가 자동 조정됩니다.
7. 그라디언트 하이라이트 (Gradient Highlight)
DFI 강도(|DFI|), Fatigue%, 레짐 정렬 상태를 종합해 히스토그램의 투명도를 연속적으로 변화시킵니다.
강하고 신선하며 정렬된 추세일수록 더 진하게 표시, 반대로 약하거나 피로한 구간은 흐리게 표시됩니다.
✨DFI 차트 해석법
DFI 히스토그램 (컬럼):
위로 향한 초록색 = 매수 우위,
아래로 향한 빨강색 = 매도 우위.
진할수록 “신뢰도 높은 흐름(Aligned + Low Fatigue)”
흐릴수록 “노이즈성 움직임 / 피로 구간”
Signal 선:
DFI의 EMA.
DFI와의 교차는 모멘텀 전환 신호로 사용.
Zero 선:
추세 전환의 기준선.
Fatigue Table:
Fatigue%, Regime, Flow Method 정보를 실시간 표시.
✨알림 조건 (Alerts)
DFI Long Thrust: 상승 레짐에서 DFI가 0 위로 돌파.
DFI Short Thrust: 하락 레짐에서 DFI가 0 아래로 돌파.
Loss of Momentum (Up): DFI>0 상태에서 Signal 아래로 하락.
Loss of Momentum (Down): DFI<0 상태에서 Signal 위로 상승.
TVD (True Volume Delta) 설정 가이드
TVD는 Anchor:LowerTF = 약 30~120배 비율이 가장 효율적입니다.
1시간봉 -> 30초~2분
4시간봉 -> 2~8분
일봉(1D) -> 12~48분
주봉(1W) -> 1~4시간
월봉(1M) -> 4시간~ 1일
참고:
일부 거래소는 초 단위를 지원하지 않습니다 → 분 단위로 대체.
너무 짧은 LTF → 과부하/노이즈,
너무 긴 LTF → 신호 지연/정밀도 저하.
✨활용 전략 예시
추세 추종 (Trend-following):
Up Regime에서 DFI>0 & Fatigue% 낮을 때 롱 신호 우선.
DFI가 Signal 위로 돌파하는 시점이 thrust 시작점.
리스크 축소 (De-risking):
Fatigue%가 80~90 이상이면 추세 과열로 간주.
DFI가 Signal을 역방향으로 교차 시 포지션 축소 고려.
횡보 회피:
DFI가 0선 부근에서 얕게 진동하며 흐릿하게 표시될 때는
방향성이 약한 구간 → 진입 회피.
✨한계 및 권장 사용법
TVD는 심볼/거래소의 지원 여부에 따라 제한될 수 있습니다.
Z-score 정규화로 수치 간 비교는 용이하지만, 자산마다 분포 특성이 달라 절대값 해석은 주의 필요.
Fatigue%는 “모멘텀 신선도” 개념이지, 반전 타이밍이 아닙니다.
리스크 관리 및 전략적 컨텍스트 안에서 사용하세요.
✨면책 (Disclaimer)
이 스크립트는 교육용 도구(Educational purpose)이며,
투자 조언(Financial advice)이 아닙니다.
모든 트레이딩에는 손실의 위험이 있으며,
DFI의 신호나 수치가 수익을 보장하지 않습니다.
✨정리
DFI는 단순한 “추세 오실레이터”가 아니라,
에너지의 흐름 + 피로도 + 레짐 정렬이라는 3요소를 결합해
“지속 가능한 방향성”을 시각적으로 표현하는 지표입니다.
즉, 단순한 ‘방향’이 아니라 “추세의 질(Quality)”을 보여주는
새로운 형태의 Flow 분석 도구입니다.
Cumulative Volume Delta Divergence Periodic EMACumulative Volume Delta Divergence Periodic EMA
extended indicator
Dynamic ~ CVDDynamic - CVD is a smart, time-adaptive version of the classic Cumulative Volume Delta (CVD) indicator, designed to help traders visualize market buying and selling pressure across all timeframes with minimal manual tweaking.
Overview
Cumulative Volume Delta tracks the difference between buying and selling volume during each bar. It reveals whether aggressive buyers or sellers dominate the market, offering deep insight into real-time market sentiment and underlying momentum.
This version of CVD automatically adjusts its EMA smoothing length based on your selected timeframe, ensuring optimal sensitivity and consistency across intraday, daily, weekly, and even monthly charts.
Features
Dynamic EMA Length — Automatically adapts smoothing parameters based on the chart timeframe:
1–59 min → 50
1–23 h → 21
Daily & Weekly → 100
Monthly → 10
CVD Visualization — Displays cumulative delta to show the ongoing buying/selling imbalance.
CVD‑EMA Curve — Offers a clear trend signal by comparing the CVD line with its EMA.
Adaptive Color Logic — EMA curve changes color dynamically:
Green when CVD > EMA (bullish pressure)
Gray when CVD < EMA (bearish pressure)
How to Use
Use Dynamic - CVD to gauge whether the market is accumulating (net buying) or distributing (net selling).
When CVD rises above its EMA, it often signals consistent buying pressure and potential bullish continuation.
When CVD stays below its EMA, it highlights sustained selling pressure and possible weakness.
The dynamic EMA makes it suitable for scalping, swing trading, and longer-term trend analysis—no need to manually adjust settings.
Best For
Traders looking to measure real buying/selling flow rather than price movement alone.
Market participants who want a plug‑and‑play CVD that stays accurate across all timeframes.
Anyone interested in volume‑based momentum confirmation tools.
Disclaimer
This script is provided for educational and analytical purposes only. It does not constitute financial advice or a recommendation to buy or sell any asset. Past performance is not indicative of future results. Always perform your own analysis and consult a licensed financial advisor before making investment decisions. The author is not responsible for any financial losses or trading outcomes arising from the use of this indicator.
RSI Crypto Strength (Asset vs BTC)The "RSI Crypto Strength" is an advanced analysis tool built on a fundamental pillar of the cryptocurrency market: for an altcoin to achieve exponential bullish performance, it must invariably be and remain stronger than Bitcoin itself.
The primary objective of this indicator is to quantify and reinforce this thesis. It provides a clear and immediate view of the relative strength of any cryptocurrency in direct comparison with the market leader, Bitcoin. This relative strength can be identified on any timeframe. This also reinforces a scenario where a cryptocurrency that is weaker than Bitcoin is prone to sideways movements and downturns.
Key Features
This indicator combines multiple tools into a single solution:
> Dual RSI Plot: Simultaneously visualizes the RSI of the asset on the chart (dynamic) and the RSI of Bitcoin (blue line).
> Strength Delta (Asset vs. BTC): The heart of the indicator. A panel displays the exact difference (Asset RSI - Bitcoin RSI).
- Green: The asset has more RSI strength than Bitcoin.
- Red: The asset has less RSI strength than Bitcoin.
> Dynamic Coloring and Area Fill: The asset's RSI line and the background area automatically change color to highlight critical zones:
- Green (Overbought): RSI above 70.
- Red (Oversold): RSI below 30.
- Orange (Neutral): RSI between 30 and 70.
> Integrated Moving Average: A Moving Average line (gray) is plotted directly on the asset's RSI, serving as a signal line or to smooth momentum. The type (SMA, EMA, WMA, etc.) and period are fully customizable.
> Multi-Timeframe (MTF) Support: You can configure the indicator to display data from a higher timeframe (e.g., "1H") while analyzing a lower timeframe chart (e.g., "5m").
> Customizable Panel and Labels:
- A Delta Panel that can be enabled/disabled and moved to any of the four corners of the indicator.
- Labels at the end of the lines (Asset, BTC, MA) for easy identification, which can also be enabled/disabled.
> Alert-Ready: The indicator exposes the 4 main data sources for creating alerts.
How to Use
> Thesis Validation (Higher Timeframes): This is the primary use. Before looking for entries, use the indicator on timeframes like the H4, Daily, or Weekly. Confirm that the Asset (orange/green line) is consistently above Bitcoin (blue line) and that the Delta is positive. This is your structural strength validation, confirming the asset has potential for an exponential rally.
> Delta Analysis: The "Delta (Asset - BTC)" panel is your immediate strength metric. A positive and rising value indicates the asset is outperforming Bitcoin. A negative and falling value indicates relative weakness.
> Line Crossovers (Timing): On lower timeframes, watch for crossovers between the Asset line and the Bitcoin line. A cross of the Asset line above the Bitcoin line is a clear sign that the asset's momentum is gaining strength.
> Signal Confluence: Look for high-probability scenarios. For example: The Asset's RSI crosses above the Bitcoin RSI while the Delta also crosses above 0.
> Market Extremes: Use the area fill to quickly identify when the asset reaches extreme overbought (>70) or oversold (<30) levels, regardless of what Bitcoin is doing.
Alerts
This indicator is fully prepared for alert creation. When setting up an alert in TradingView, you can select the following data sources from this indicator:
> RSI Asset: Alerts on the RSI value of the asset on the chart.
> RSI Bitcoin: Alerts on the RSI value of Bitcoin.
> Moving Average: Alerts on the value of the Moving Average.
> RSI Delta: Allows creating alerts based on the difference between the two. (e.g., "Alert if RSI Delta crosses above Value 0").
Settings (Inputs)
The indicator offers full customization:
> RSI Length: The calculation period for both RSIs (default 14).
> Indicator Timeframe: Enables Multi-Timeframe functionality.
> Bitcoin Ticker: Allows changing the Bitcoin reference ticker.
> MA Settings: Choose the MA Type (SMA, EMA, WMA, VWMA, etc.) and its period.
> Panels and Labels: Toggles to enable/disable the Delta Panel and Line Labels, plus a selector for the panel's location.
> Colors: All line and highlight colors are fully customizable in the settings.
DISCLAIMER: This script is an analysis tool and does not provide financial advice. All trades carry risk. Use this tool as part of a broader trading strategy and always practice good risk management.
Huge VolumesHuge Volumes indicator plots areas on the chart where trading volume spikes — showing where strong buying or selling pressure takes place.
It helps visualize how large players move in and out of positions, making it easier to spot potential turning points or confirm trends.
PRO Scalper(EN)
## What it is
**PRO Scalper** is an intraday price–action and liquidity map that helps you see where the market is likely to move **now**, not just where it has been.
It combines five building blocks that professional scalpers often watch together:
1. **Session Volume-Weighted Average Price (VWAP)** — the intraday “fair value” anchor.
2. **Opening Range** — the first minutes of the session that set the day’s balance.
3. **Trend filter** — higher-timeframe bias using **Exponential Moving Averages (EMA)** and optional **Average Directional Index (ADX)** strength.
4. **Two independent Supply/Demand zone engines** — zones are drawn from confirmed swing pivots, with midlines and **touch counters**.
5. **Order-flow style visuals**:
* **Delta bubbles** (green/red circles) show where buying or selling pressure was unusually strong, using a safe **delta proxy** (no external feeds).
* **Liquidity densities** (subtle rectangular bands) highlight clusters of large activity that often act as magnets or barriers and disappear when “eaten” by strong moves.
This mix gives you a **complete intraday picture**: the mean (VWAP), the day’s initial balance (Opening Range), the higher-timeframe push (trend filter), the nearby fuel or brakes (zones), and the live pressure points (bubbles and densities).
---
## Why these components
* **VWAP** tracks where the bulk of traded value sits. Price tends to rotate around it or accelerate away from it — a perfect compass for scalps.
* **Opening Range** frames the early auction. Many intraday breaks, fades and retests start at its boundaries.
* **EMA bias + ADX strength** separates trending conditions from chop, so you can keep only the zones that agree with the bigger push.
* **Pivot-based zones (two pairs at once)** are simple, objective and fast. Midlines help with confirmations; touch counters quantify how many times the zone was tested.
* **Bubbles and densities** add the “effort” layer: where the push appeared and where liquidity is concentrated. You see **where** a move is likely to continue or fail.
Together they reduce ambiguity: **context + level + effort** — all on one screen.
---
## How it works (plain language)
* **VWAP** resets each day and is calculated as the cumulative sum of typical price multiplied by volume divided by total volume.
* **Opening Range** is either automatic (a multiple of your chart timeframe) or a manual number of minutes. While it is forming, the highest high and lowest low are captured and plotted as the range.
* **Trend filter**
* **EMA Fast** and **EMA Slow** define directional bias.
* **ADX (optional)** adds “trend strength”: only when the Average Directional Index is above the chosen threshold do we treat the move as strong. You can source this from a higher timeframe.
* **Zones**
* There are **two independent pairs** of pivots at the same time (for example 10-left 10-right and 5-left 5-right).
* Each detected pivot creates a **Supply** (from a swing high) or **Demand** (from a swing low) box. Box depth = **zone depth × Average True Range** for adaptive sizing; the boxes **extend forward**.
* Midline (optional dashed line inside the box) is the “balance” of the zone.
* **“Only in trend”** mode can hide boxes that go against the higher-timeframe bias.
* The **touch counter** increases when price revisits the box. Labels show the pair name and the number of touches.
* **Bubbles**
* A safe **delta proxy** measures bar pressure (for example, range-weighted close vs open).
* A **quantile filter** shows only unusually large pressure: choose lookback and percentile, and the script draws a circle sized by intensity (green = bullish pressure, red = bearish).
* **Densities**
* The script marks heavy activity clusters as **subtle bands** around price (depth = fraction of Average True Range).
* If price **breaks** a density with volume above its moving average, the band **disappears** (“eaten”), which often precedes continuation.
---
## How to use — practical playbooks
> Recommended chart: crypto or index futures, one to five minutes. Use **one hour** or **fifteen minutes** for the higher-timeframe bias.
### 1) Trend pullback scalp (continuation)
1. Enable **Only in trend** zones.
2. In an uptrend: wait for a pullback into a **Demand** zone that overlaps with VWAP or sits just below the Opening Range midpoint.
3. Look for **green bubbles** near the zone’s bottom or a fresh **density** under price.
4. Enter on a candle closing **back above the zone midline**.
5. Stop-loss: below the bottom of the zone or a small multiple of Average True Range.
6. Targets: previous swing high, Opening Range high, fixed risk multiples, or VWAP.
Mirror the logic for downtrends using Supply zones, red bubbles and densities above price.
### 2) Reversion with liquidity sweep (fade)
1. Bias neutral or countertrend allowed.
2. Price **wicks through** a zone boundary (or an Opening Range line) and **closes back inside** the zone.
3. The bubble color often flips (absorption).
4. Enter toward the **inside** of the zone; stop beyond the sweep wick; first target = zone midline, second = opposite side of the zone or VWAP.
### 3) Opening Range break and retest
1. Wait for the Opening Range to complete.
2. A break with a large bubble suggests intent.
3. Look for a **retest** into a nearby zone aligned with VWAP.
4. Trade continuation toward the next zone or the session extremes.
### 4) Density “eaten” continuation
1. When a density band **disappears** on high volume, it often means the resting liquidity was consumed.
2. Trade in the direction of the break, toward the nearest opposing zone.
---
## Settings — quick guide
**Core**
* *ATR Length* — used for zone and density depths.
* *Show VWAP / Show Opening Range*.
* *Opening Range*: Auto (multiple of timeframe minutes) or Manual minutes.
**Trend Filter**
* *Mode*: Off, EMA only, or EMA with ADX strength.
* *Use higher timeframe* and its value.
* *EMA Fast / EMA Slow*, *ADX Length*, *ADX threshold*.
* *Plot EMA filter* to display the moving averages.
**Zones (two pairs)**
* *Pivot A Left / Right* and *Pivot B Left / Right*.
* *Zone depth × ATR*, *Extend bars*.
* *Show zone midline*, *Only in trend zones*.
* Labels automatically show the touch counters.
**Bubbles**
* *Show Bubbles*.
* *Quantile lookback* and *Quantile percent* (higher percent = stricter filter, fewer bubbles).
**Densities**
* *Metric*: absolute delta proxy or raw volume.
* *Quantile lookback / percent*.
* *Depth × ATR*, *Extend bars*, *Merge distance* (in ATR),
* *Break condition*: volume moving average length and multiplier,
* *Midline for densities* (optional dashed line).
---
## Tips and risk management
* This script **does not use external order-flow feeds**. Delta is a **proxy** suitable for TradingView; tune quantiles per symbol and timeframe.
* Do not trade every bubble. Combine **context (trend + VWAP + Opening Range)** with **level (zone)** and **effort (bubble/density)**.
* Set stop-losses beyond the zone or at a fraction of Average True Range. Predefine risk per trade.
* Backtest your rules with a strategy script before using real funds.
* Markets differ. Parameters that work on Bitcoin may not transfer to low-liquidity altcoins or stocks.
* Nothing here is financial advice. Scalping is high-risk; slippage and over-trading can quickly damage your account.
---
## What makes PRO Scalper unique
* Two **independent** zone engines run in parallel, so you can see both **larger structure** and **fine intraday levels** at the same time.
* Clean **“only in trend” rendering** — zones and midlines against the bias can be hidden, reducing clutter and hesitation.
* **Touch counters** convert “feel” into numbers.
* **Self-contained order-flow visuals** (bubbles and densities) that require no extra data sources.
* Careful defaults: subtle colors for densities, clearer zones, and responsive auto Opening Range.
---
(RU)
## Что это такое
**PRO Scalper** — это индикатор для внутридневной торговли, который показывает **контекст и ликвидность прямо сейчас**.
Он объединяет пять модулей, которыми профессиональные скальперы пользуются вместе:
1. **VWAP** — средневзвешенная по объему цена за сессию, «справедливая стоимость» дня.
2. **Opening Range** — первая часть сессии, задающая баланс дня.
3. **Фильтр тренда** — направление старшего таймфрейма по **экспоненциальным средним** и при желании по силе тренда **Average Directional Index**.
4. **Две независимые системы зон спроса/предложения** — зоны строятся от подтвержденных экстремумов (пивотов), имеют **среднюю линию** и **счетчик касаний**.
5. **Визуализация «ордер-флоу»**:
* **Пузыри дельты** (зеленые/красные круги) — места повышенного покупательного/продажного давления, рассчитанные через безопасный **прокси-дельты**.
* **Плотности ликвидности** (ненавязчивые прямоугольные ленты) — скопления объема, которые нередко притягивают цену или удерживают ее и исчезают, когда «разъедаются» сильным движением.
Итог — **полная картинка момента**: среднее (VWAP), баланс дня (Opening Range), старшая сила (фильтр тренда), ближайшие уровни топлива/тормозов (зоны), текущие точки усилия (пузыри и плотности).
---
## Почему именно эти элементы
* **VWAP** показывает, где сосредоточена стоимость; цена либо вращается вокруг него, либо быстро уходит — идеальный ориентир скальпера.
* **Opening Range** фиксирует ранний аукцион — от его границ часто начинаются пробои, возвраты и ретесты.
* **EMA + ADX** отделяют тренд от «пилы», позволяя оставлять на графике только зоны по направлению старшего таймфрейма.
* **Зоны от пивотов** просты, объективны и быстры; средняя линия помогает подтверждать разворот, счетчик касаний переводит субъективность в цифры.
* **Пузыри и плотности** добавляют слой «усилия»: где именно возник толчок и где сконцентрирована ликвидность.
Комбинация **контекста + уровня + усилия** уменьшает двусмысленность и ускоряет принятие решения.
---
## Как это работает (простыми словами)
* **VWAP** каждый день стартует заново: сумма «типичной цены × объем» делится на суммарный объем.
* **Opening Range** — автоматический (кратный минутам вашего таймфрейма) или вручную заданный период; пока он формируется, фиксируются максимум и минимум.
* **Фильтр тренда**
* Две экспоненциальные средние задают направление.
* **ADX** (по желанию) добавляет «силу». Источник можно взять со старшего таймфрейма.
* **Зоны**
* Одновременно работает **две пары** пивотов (например 10-лево 10-право и 5-лево 5-право).
* От пивота строится зона **предложения** (от максимума) или **спроса** (от минимума). Глубина зоны = **коэффициент × Average True Range**; зона тянется вперед.
* Внутри рисуется **средняя линия** (по желанию).
* Режим **«только по тренду»** скрывает зоны против старшего направления.
* **Счетчик касаний** увеличивается, когда цена снова входит в зону; подпись показывает пару и количество касаний.
* **Пузыри**
* Используется безопасный **прокси-дельты** — измерение «напряжения» внутри свечи.
* Через **квантильный фильтр** выводятся только необычно сильные места: настраиваются окно и процент квантиля; размер кружка — сила, цвет: зеленый покупатели, красный продавцы.
* **Плотности**
* Крупные активности отмечаются **ненавязчивыми прямоугольниками** (глубина — доля Average True Range).
* Если плотность **пробивается** объемом выше среднего, она **исчезает** — часто это предвещает продолжение.
---
## Как пользоваться — практические схемы
> Рекомендация: крипто или фьючерсы, таймфрейм 1–5 минут. Для старшего фильтра удобно взять **1 час** или **15 минут**.
### 1) Скальп на откат по тренду
1. Включите **«только по тренду»**.
2. В восходящем тренде дождитесь отката в **зону спроса**, желательно рядом с **VWAP** или серединой **Opening Range**.
3. Подтверждение — **зеленые пузыри** у нижней границы зоны или свежая **плотность** под ценой.
4. Вход после закрытия свечи **выше средней линии** зоны.
5. Стоп-лосс: за нижнюю границу зоны или небольшой множитель Average True Range.
6. Цели: предыдущий максимум, верх Opening Range, фиксированные R-множители, либо VWAP.
Для нисходящего тренда зеркально: зоны предложения, красные пузыри и плотности над ценой.
### 2) Контрдвижение с «выбиванием ликвидности»
1. Нейтральный или контртрендовый режим.
2. Цена **выносит хвостом** границу зоны (или линию Opening Range) и **закрывается обратно внутри**.
3. Цвет пузыря часто меняется (поглощение).
4. Вход внутрь зоны; стоп — за хвост выбивания; цели: средняя линия, противоположная граница зоны или VWAP.
### 3) Пробой Opening Range + ретест
1. Дождитесь завершения диапазона.
2. Сильный пробой с крупным пузырем — признак намерения.
3. Ищите **ретест** в зоне по тренду рядом с линией диапазона и VWAP.
4. Торгуйте продолжение к следующей зоне.
### 4) Продолжение после «съеденной» плотности
1. Когда прямоугольник плотности **исчезает** на повышенном объеме, это значит, что ликвидность поглощена.
2. Торгуйте в сторону пробоя к ближайшей противоположной зоне.
---
## Настройки — краткая шпаргалка
**Core**
— Длина Average True Range (для размеров зон и плотностей).
— Включение VWAP и Opening Range.
— Длина Opening Range: автоматическая (кратная минутам ТФ) или ручная.
**Trend Filter**
— Режим: выкл., только средние, либо средние + ADX.
— Источник со старшего таймфрейма и его значение.
— Длины средних, длина ADX и порог силы.
— Показать/скрыть линий средних.
**Zones (две пары одновременно)**
— Пара A: лев/прав; Пара B: лев/прав.
— Глубина зоны × Average True Range, продление по барам.
— Средняя линия, режим **«только по тренду»**.
— Подписи со счетчиком касаний.
**Bubbles**
— Вкл./выкл., окно поиска и процент квантиля (чем выше процент — тем реже пузыри).
**Densities**
— Метрика: абсолютная прокси-дельты или чистый объем.
— Окно/квантиль, глубина × Average True Range, продление,
— Порог объединения (в Average True Range),
— Условие «разъедания» по объему,
— Средняя линия плотности (по желанию).
---
## Советы и риски
* Индикатор **не использует внешние потоки ордер-флоу**. Дельта — **прокси**, подходящая для TradingView; подбирайте квантили под инструмент и таймфрейм.
* Не торгуйте каждый пузырь. Склейте **контекст (тренд + VWAP + Opening Range)** с **уровнем (зона)** и **усилием (пузырь/плотность)**.
* Стоп-лосс — за границей зоны или по Average True Range. Риск на сделку задавайте заранее.
* Перед реальными деньгами протестируйте правила в стратегии.
* Разные рынки ведут себя по-разному; настройки из Биткоина могут не подойти малоликвидным альткоинам или акциям.
* Это не инвестиционная рекомендация. Скальпинг — высокий риск; проскальзывание и переизбыток сделок быстро наносят ущерб капиталу.
---
## Чем уникален PRO Scalper
* Две **одновременные** системы зон показывают и **крупную структуру**, и **точные локальные уровни**.
* Режим **«только по тренду»** чистит экран от лишних уровней и ускоряет решение.
* **Счетчики касаний** дают количественную опору.
* **Самодостаточные визуализации усилия** (пузыри и плотности) — без сторонних источников данных.
* Аккуратная цветовая схема: плотности — мягко, зоны — ясно; Opening Range — адаптивный.
Пусть он станет вашей «картой местности» для быстрых и дисциплинированных решений внутри дня.
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.
Dobrusky Volume PulseWhat it does & who it’s for
Volume Pulse is a lightweight, customizable volume profile overlay that shows traders how volume is distributed across price levels over a chosen lookback window. Unlike standard profiles, it also maps cumulative buy/sell pressure at each level, so you see not just where volume clustered, but which side dominated.
Core ideas
Cumulative volume by price: Builds a horizontal profile of traded volume at each level, based on user-defined depth and resolution.
Directional pressure mapping: At every price level, the script accumulates bullish vs. bearish volume based on candle closes vs. opens, providing a directional read on whether buyers or sellers had the upper hand.
POC: Automatically highlights the Point of Control (POC) — the level with the most activity.
Customizable presentation: Adjustable profile resolution, bar width, offset, colors, and whether to show cumulative, directional, or both.
How the components work together
The profile provides the “where,” while the buy/sell mapping adds the “who.” By combining these, traders can see whether a high-volume node was buyer-driven absorption or seller-driven distribution — a distinction classic profiles don’t reveal. This directional overlay reduces the guesswork of interpreting raw volume clusters.
How to use
Apply the overlay to your chart.
Watch the POC and areas of significant increase or decrease in volume (and pressure) as natural magnets or rejection areas.
When trading intraday, I've found that higher timeframe volume levels act as strong magnets. In the chart, you can see the volume levels I've drawn on the SPY daily chart. These levels are targets I use when trading the 5-minute chart.
Pay attention to color dominance at those zones — green-heavy nodes suggest buyer control; red-heavy nodes suggest seller control.
Combine with time-based volume tools and price-action for a more comprehensive trade plan.
Settings overview
Lookback depth: Number of bars used for profile calculation.
Profile resolution: Number of horizontal bars to split volume across price.
Bar style: Width, offset, and multiplier for scaling.
Toggle layers: Choose cumulative, directional, or both.
POC display: Optional highlight of the most traded level.
Limitations & best practices
This is a contextual overlay, not a trade-signal system.
Works best on liquid instruments (indices, futures, major stocks, liquid crypto) where volume distribution is meaningful.
Directional mapping uses candle body bias (close vs. open), not raw order flow. For full tape analysis, pair with actual order flow data.
Originality justification
Dual profile: combines cumulative volume-by-price and buyer/seller pressure per bin (close vs. open) — not a standard VP clone.
From-scratch binning + POC in a single pass for speed; no reused libraries.
Flexible display (cumulative / directional / both) with independent resolution, width, and offset for intraday or HTF use.
Clear visuals (optional POC, balanced node coloring) and open-source code so traders can audit and extend.
Order Flow RSI - Price / CVD / OIOrder Flow RSI blends three powerful market perspectives — Price , Cumulative Volume Delta (CVD) , and Open Interest (OI) — into one unified RSI-style oscillator.
It reveals momentum and imbalance across these data streams and highlights situations where participation, liquidity, and positioning disagree — moments that often precede reversals.
What it does
The indicator converts:
Price → RSI (classic momentum),
CVD → RSI (buy/sell pressure balance),
OI → RSI (position expansion/contraction)
…then plots all three RSIs together on the same 0–100 scale.
A fourth Consensus RSI (average of any two or all three) can optionally be shown to simplify the view.
Core logic
CVD engine – based on TradingView’s native volume-delta request.
Modes: Continuous (default, smooth line), Anchored (resets each session), Rolling window.
Open Interest – pulled automatically from the symbol’s “_OI” feed; aligns to chart timeframe for real-time flow.
RSI calculation – standard RSI applied to each data stream, optionally smoothed (SMA / EMA / RMA / WMA / VWMA).
Signals – optional background highlights when:
All three RSIs are overbought (red) or oversold (green), or
Any pair show opposite extremes (e.g., price overbought + OI oversold).
Consensus RSI – arithmetic mean of the selected RSIs, summarizing overall market tone.
Inputs overview
CVD settings: anchor period, lower-TF delta, mode, rolling length
RSI lengths: separate for price, CVD, OI
Smoothing: type + period applied to all RSIs at once
Consensus: choose which RSIs to average
Signals: enable/disable each combination; optional alerts
Levels: adjustable OB/MID/OS (default 70 / 50 / 30)
Visuals: fill between active RSIs, background highlights, level lines, colors in Style tab
How to read it
All 3 overbought (red): broad exhaustion → possible correction
All 3 oversold (green): broad depletion → possible bounce
Opposite pairs: divergence between price and participation
Price↑ but OI↓ (red) → weak rally, fading participation
Price↓ but CVD↑ (green) → hidden accumulation
Combine with structure and volume profile for confirmation.
Notes
Works best on assets with full CVD + OI data (futures, BTC, etc.).
Use Continuous CVD for smooth RSI, Anchored for session analysis.
Smoothing 2–5 EMA is a good starting point to reduce noise.
All styling (colors, line types, thickness) is adjustable in the Style tab.
Limitations & caveats
CVD requires accurate tick/volume/delta data from your data feed. Performance may differ across instruments.
OI availability varies by exchange / symbol. Where OI is absent, pairwise OI signals are not evaluated.
This indicator is a tool — it generates signals of interest, not guaranteed profitable trades. Backtest and combine with your risk rules.
Smoothing introduces lag; longer smoothing reduces noise but delays signals.
Order Flow RSI bridges traditional momentum analysis and order-flow context — giving a multi-dimensional view of when markets are truly stretched or quietly reloading.
Sometimes it works, sometimes it doesn't.
Cumulative Volume Delta Z Score [BackQuant]Cumulative Volume Delta Z Score
The Cumulative Volume Delta Z Score indicator is a sophisticated tool that combines the cumulative volume delta (CVD) with Z-Score normalization to provide traders with a clearer view of market dynamics. By analyzing volume imbalances and standardizing them through a Z-Score, this tool helps identify significant price movements and market trends while filtering out noise.
Core Concept of Cumulative Volume Delta (CVD)
Cumulative Volume Delta (CVD) is a popular indicator that tracks the net difference between buying and selling volume over time. CVD helps traders understand whether buying or selling pressure is dominating the market. Positive CVD signals buying pressure, while negative CVD indicates selling pressure.
The addition of Z-Score normalization to CVD makes it easier to evaluate whether current volume imbalances are unusual compared to past behavior. Z-Score helps in detecting extreme conditions by showing how far the current CVD is from its historical mean in terms of standard deviations.
Key Features
Cumulative Volume Delta (CVD): Tracks the net buying vs. selling volume, allowing traders to gauge the overall market sentiment.
Z-Score Normalization: Converts CVD into a standardized value to highlight extreme movements in volume that are statistically significant.
Divergence Detection: The indicator can spot bullish and bearish divergences between price and CVD, which can signal potential trend reversals.
Pivot-Based Divergence: Identifies price and CVD pivots, highlighting divergence patterns that are crucial for predicting price changes.
Trend Analysis: Colors bars according to trend direction, providing a visual indication of bullish or bearish conditions based on Z-Score.
How It Works
Cumulative Volume Delta (CVD): The CVD is calculated by summing the difference between buying and selling volume for each bar. It represents the net buying or selling pressure, giving insights into market sentiment.
Z-Score Normalization: The Z-Score is applied to the CVD to normalize its values, making it easier to compare current conditions with historical averages. A Z-Score greater than 0 indicates a bullish market, while a Z-Score less than 0 signals a bearish market.
Divergence Detection: The indicator detects regular and hidden bullish and bearish divergences between price and CVD. These divergences often precede trend reversals, offering traders a potential entry point.
Pivot-Based Analysis: The indicator uses pivot highs and lows in both price and CVD to identify divergence patterns. A bullish divergence occurs when price makes a lower low, but CVD fails to follow, suggesting weakening selling pressure. Conversely, a bearish divergence happens when price makes a higher high, but CVD doesn't confirm the move, indicating potential selling pressure.
Trend Coloring: The bars are colored based on the trend direction. Green bars indicate an uptrend (CVD is positive), and red bars indicate a downtrend (CVD is negative). This provides an easy-to-read visualization of market conditions.
Standard Deviation Levels: The indicator plots ±1σ, ±2σ, and ±3σ levels to indicate the degree of deviation from the average CVD. These levels act as thresholds for identifying extreme buying or selling pressure.
Customization Options
Anchor Timeframe: The user can define an anchor timeframe to aggregate the CVD, which can be customized based on the trader’s needs (e.g., daily, weekly, custom lower timeframes).
Z-Score Period: The period for calculating the Z-Score can be adjusted, allowing traders to fine-tune the indicator's sensitivity.
Divergence Detection: The tool offers controls to enable or disable divergence detection, with the ability to adjust the lookback periods for pivot detection.
Trend Coloring and Visuals: Traders can choose whether to color bars based on trend direction, display standard deviation levels, or visualize the data as a histogram or line plot.
Display Options: The indicator also allows for various display options, including showing the Z-Score values and divergence signals, with customizable colors and line widths.
Alerts and Signals
The Cumulative Volume Delta Z Score comes with pre-configured alert conditions for:
Z-Score Crossovers: Alerts are triggered when the Z-Score crosses the 0 line, indicating a potential trend reversal.
Shifting Trend: Alerts for when the Z-Score shifts direction, signaling a change in market sentiment.
Divergence Detection: Alerts for both regular and hidden bullish and bearish divergences, offering potential reversal signals.
Extreme Imbalances: Alerts when the Z-Score reaches extreme positive or negative levels, indicating overbought or oversold market conditions.
Applications in Trading
Trend Identification: Use the Z-Score to confirm bullish or bearish trends based on cumulative volume data, filtering out noise and false signals.
Reversal Signals: Divergences between price and CVD can help identify potential trend reversals, making it a powerful tool for swing traders.
Volume-Based Confirmation: The Z-Score allows traders to confirm price movements with volume data, providing more reliable signals compared to price action alone.
Divergence Strategy: Use the divergence signals to identify potential points of entry, particularly when regular or hidden divergences appear.
Volatility and Market Sentiment: The Z-Score provides insights into market volatility by measuring the deviation of CVD from its historical mean, helping to predict price movement strength.
The Cumulative Volume Delta Z Score is a powerful tool that combines volume analysis with statistical normalization. By focusing on volume imbalances and applying Z-Score normalization, this indicator provides clear, reliable signals for trend identification and potential reversals. It is especially useful for filtering out market noise and ensuring that trades are based on significant price movements driven by substantial volume changes.
This indicator is perfect for traders looking to add volume-based analysis to their strategy, offering a more robust and accurate way to gauge market sentiment and trend strength.
Ghost BookGhost Book is an indicator that visualizes the distribution of bid and ask amount — the activity of buyers and sellers — in the form of a synthetic order book.
While a real order book shows active limit orders, Ghost Book displays the most recent n ticks (controlled by the input Max rows count in book).
For each tick, the indicator shows:
Price
Amount
Total trade value
Trade side (buyer or seller)
Relative weight of the tick by its amount
The center row displays the current closing price as a reference point between buyers and sellers.
Note: This indicator uses tick-level data. If your TradingView subscription level does not include tick data, the indicator will not function correctly.
Volume Delta [BigBeluga]🔵 OVERVIEW
The Volume Delta indicator visualizes the dominance between buying and selling volume within a given period. It calculates the percentage of bullish (buy) versus bearish (sell) volume, then color-codes the candles and provides a real-time dashboard comparing delta values across multiple currency pairs. This makes it a powerful tool for monitoring order-flow strength and intermarket relationships in real time.
🔵 CONCEPTS
Each bar’s buy volume is counted when the close is higher than the open.
Each bar’s sell volume is counted when the close is lower than the open.
volumeBuy = 0.
volumeSell = 0.
for i = 0 to period
if close > open
volumeBuy += volume
else
volumeSell += volume
The indicator sums both over a chosen period to calculate the ratio of buy-to-sell pressure.
Delta (%) = (Buy Volume ÷ (Buy Volume + Sell Volume)) × 100.
Gradient colors highlight whether buying or selling pressure dominates.
🔵 FEATURES
Calculates real-time Volume Delta for the selected chart or for multiple assets.
Colors candles dynamically based on the delta intensity (green = buy pressure, red = sell pressure).
Displays a dashboard table showing volume delta % for up to five instruments.
The dashboard features visual progress bars for quick intermarket comparison.
An optional Delta Bar Panel shows the ratio of Buy/Sell volumes near the latest bar.
A floating label shows the exact Buy/Sell percentages.
Works across all symbols and timeframes for multi-asset delta tracking.
🔵 HOW TO USE
When Buy % > Sell % , it often signals bullish momentum or strong accumulation—but can also indicate over-excitement and a possible market top.
Market Tops
When Sell % > Buy % , it typically reflects bearish pressure or distribution—but may also occur near a market bottom where selling exhaustion forms.
Market Bottom
Use the Dashboard to compare volume flow across correlated assets (e.g., major Forex pairs or sector groups).
Combine readings with trend or volatility filters to confirm whether the imbalance aligns with broader directional conviction.
Treat the Delta Bar visualization as a real-time sentiment gauge—showing which side (buyers or sellers) dominates the current session.
🔵 CONCLUSION
Volume Delta transforms volume analysis into an intuitive directional signal.
By quantifying buy/sell pressure and displaying it as a percentage or color gradient, it provides traders with a clearer picture of real-time volume imbalance — whether within one market or across multiple correlated instruments.
Cumulative Volume Delta Profile and Heatmap [BackQuant]Cumulative Volume Delta Profile and Heatmap
A multi-view CVD workstation that measures buying vs selling pressure, renders a price-aligned CVD profile with Point of Control, paints an optional heatmap of delta intensity, and detects classical CVD divergences using pivot logic. Built for reading who is in control, where participation clustered, and when effort is failing to produce result.
What is CVD
Cumulative Volume Delta accumulates the difference between aggressive buys and aggressive sells over time. When CVD rises, buyers are lifting the offer more than sellers are hitting the bid. When CVD falls, the opposite is true. Plotting CVD alongside price helps you judge whether price moves are supported by real participation or are running on fumes.
Core Features
Visual Analysis Components
CVD Columns - Plot of cumulative delta, colored by side, for quick read of participation bias.
CVD Profile - Price-aligned histogram of CVD accumulation using user-set bins. Shows where net initiative clustered.
Split Buy and Sell CVD - Optional two-sided profile that separates positive and negative CVD into distinct wings.
POC - Point of Control - The price level with the highest absolute CVD accumulation, labeled and line-marked.
Heatmap - Semi-transparent blocks behind price that encode CVD intensity across the last N bars.
Divergence Engine - Pivot-based detection of Bearish and Bullish CVD divergences with optional lines and labels.
Stats Panel - Top level metrics: Total CVD, Buy and Sell totals with percentages, Delta Ratio, and current POC price.
How it works
Delta source and sampling
You select an Anchor Timeframe that defines the higher time aggregation for reading the trend of CVD.
The script pulls lower timeframe volume delta and aggregates it to the anchor window. You can let it auto-select the lower timeframe or force a custom one.
CVD is then accumulated bar by bar to form a running total. This plot shows the direction and persistence of initiative.
Profile construction
The recent price range is split into Profile Granularity bins.
As price traverses a bin, the current delta contribution is added to that bin.
If Split Buy and Sell CVD is enabled, positive CVD goes to the right wing and negative CVD to the left wing.
Widths are scaled by each side’s maximum so you can compare distribution shape at a glance.
The Point of Control is the bin with the highest absolute CVD. This marks where initiative concentrated the most.
Heatmap
For each bin, the script computes intensity as absolute CVD relative to the maximum bin value.
Color is derived from the side in control in that bin and shaded by intensity.
Heatmap Length sets how far back the panels extend, highlighting recurring participation zones.
Divergence model
You define pivot sensitivity with Pivot Left and Right .
Bearish divergence triggers when price confirms a higher high while CVD fails to make a higher high within a configurable Delta Tolerance .
Bullish divergence triggers when price confirms a lower low while CVD fails to make a lower low.
On trigger, optional link lines and labels are drawn at the pivots for immediate context.
Key Settings
Delta Source
Anchor Timeframe - Higher TF for the CVD narrative.
Custom Lower TF and Lower Timeframe - Force the sampling TF if desired.
Pivot Logic
Pivot Left and Right - Bars to each side for swing confirmation.
Delta Tolerance - Small allowance to avoid near-miss false positives.
CVD Profile
Show CVD Profile - Toggle profile rendering.
Split Buy and Sell CVD - Two-sided profile for clearer side attribution.
Show Heatmap - Project intensity panels behind price.
Show POC and POC Color - Mark the dominant CVD node.
Profile Granularity - Number of bins across the visible price range.
Profile Offset and Profile Width - Position and scale the profile.
Profile Position - Right, Left, or Current bar alignment.
Visuals
Bullish Div Color and Bearish Div Color - Colors for divergence artifacts.
Show Divergence Lines and Labels - Visualize pivots and annotations.
Plot CVD - Column plot of total CVD.
Show Statistics and Position - Toggle and place the summary table.
Reading the display
CVD columns
Rising CVD confirms buyers are in control. Falling CVD confirms sellers.
Flat or choppy CVD during wide price moves hints at passive or exhausted participation.
CVD profile wings
Thick right wing near a price zone implies heavy buy initiative accumulated there.
Thick left wing implies heavy sell initiative.
POC marks the strongest initiative node. Expect reactions on first touch and rotations around this level when the tape is balanced.
Heatmap
Brighter blocks indicate stronger historical net initiative at that price.
Stacked bright bands form CVD high volume nodes. These often behave like magnets or shelves for future trade.
Divergences
Bearish - Price prints a higher high while CVD fails to do so. Effort is not producing result. Potential fade or pause.
Bullish - Price prints a lower low while CVD fails to do so. Capitulation lacks initiative. Potential bounce or reversal.
Stats panel
Total CVD - Net initiative over the window.
Buy and Sell volume with percentages - Side composition.
Delta Ratio - Buy over Sell. Values above 1 favor buyers, below 1 favor sellers.
POC Price - Current control node for plan and risk.
Workflows
Trend following
Choose an Anchor Timeframe that matches your holding period.
Trade in the direction of CVD slope while price holds above a bullish POC or below a bearish POC.
Use pullbacks to CVD nodes on your profile as entry locations.
Trend weakens when price makes new highs but CVD stalls, or new lows while CVD recovers.
Mean reversion
Look for divergences at or near prior CVD nodes, especially the POC.
Fade tests into thick wings when the side that dominated there now fails to push CVD further.
Target rotations back toward the POC or the opposite wing edge.
Liquidity and execution map
Treat strong wings and heatmap bands as probable passive interest zones.
Expect pauses, partial fills, or flips at these shelves.
Stops make sense beyond the far edge of the active wing supporting your idea.
Alerts included
CVD Bearish Divergence and CVD Bullish Divergence.
Price Cross Above POC and Price Cross Below POC.
Extreme Buy Imbalance and Extreme Sell Imbalance from Delta Ratio.
CVD Turn Bullish and CVD Turn Bearish when net CVD crosses zero.
Price Near POC proximity alert.
Best practices
Use a higher Anchor Timeframe to stabilize the CVD story and a sensible Profile Granularity so wings are readable without clutter.
Keep Split mode on when you want to separate initiative attribution. Turn it off when you prefer a single net profile.
Tune Pivot Left and Right by instrument to avoid overfitting. Larger values find swing divergences. Smaller values find micro fades.
If volume is thin or synthetic for the symbol, CVD will be less reliable. The script will warn if volume is zero.
Trading applications
Context - Confirm or question breakouts with CVD slope.
Location - Build entries at CVD nodes and POC.
Timing - Use divergence and POC crosses for triggers.
Risk - Place stops beyond the opposite wing or outside the POC shelf.
Important notes and limits
This is a price and volume based study. It does not access off-book or venue-level order flow.
CVD profiles are built from the data available on your chart and the chosen lower timeframe sampling.
Like all volume tools, readings can distort during roll periods, holidays, or feed anomalies. Validate on your instrument.
Technical notes
Delta is aggregated from a lower timeframe into an Anchor Timeframe narrative.
Profile bins update in real time. Splitting by side scales each wing independently so both are readable in the same panel.
Divergences are confirmed using standard pivot definitions with user-set tolerances.
All profile drawing uses fixed X offsets so panels and POC do not swim when you scroll.
Quick start
Anchor Timeframe = Daily for intraday context.
Split Buy and Sell CVD = On.
Profile Granularity = 100 to 200, Profile Position = Right, Width to taste.
Pivot Left and Right around 8 to 12 to start, then adapt.
Turn on Heatmap for a fast map of interest bands.
Bottom line
CVD tells you who is doing the lifting. The profile shows where they did it. Divergences tell you when effort stops paying. Put them together and you get a clear read on control, location, and timing for both trend and mean reversion.
