HTF Log-Regression Volume Profile [BigBeluga]🔵 OVERVIEW
The HTF Log-Regression Volume Profile is an advanced technical indicator created by BigBeluga to map higher-timeframe logarithmic regression channels combined with an integrated volume profile distribution. Traditional volume profiles are often fixed to standard horizontal ranges or static session boxes that fail to capture curving price trends and logarithmic growth dynamics. In order to provide a solution to this problem, this indicator calculates adaptive higher-timeframe sessions using logarithmic regression curves and standard deviation boundaries, plotting internal volume histogram bins and Point of Control (POC) lines directly onto the chart.
The indicator aims to visualize institutional volume distribution, equilibrium pricing, and structural value areas across multi-bar sessions. The core element of its calculation involves evaluating logarithmic regression slope and intercept metrics alongside session standard deviations defined as:
= f_log_regression(close, htf_length)
float deviation = ta.stdev(close, htf_length)
where slope and intercept establish the curving regression baseline, and deviation dictates the channel width for the volume profile bounds. Higher values of bin counts and channel width multipliers allow the indicator to filter out minor market noise and isolate major high-volume structural nodes.
🔵 FEATURES
The system utilizes a multi-layered matrix structure to provide actionable market intelligence:
1 — Higher-Timeframe Adaptive Engine
Auto HTF Resolution: Automatically adapts higher-timeframe sessions based on the chart's current resolution or allows manual session customization.
Session Tracking & History: Maintains active session boundaries while archiving historical finished sessions up to a user-defined limit.
2 — Logarithmic Regression Channels & Projections
Regression Bounds: Plots session high, low, and equilibrium midlines curved along a logarithmic regression formula via math.exp(intercept + slope * htf_length) .
Level Extensions: Projects session boundaries and midlines forward into future bars using configurable extension limits.
3 — Integrated Volume Profile & POC Tracking
Horizontal Volume Bins: Projects dynamic volume profile histograms inside the regression channel using custom polylines and color-coded delta metrics.
Point of Control (POC): Highlights the highest-volume price node within the active session via a dedicated POC line and provides an interactive statistics dashboard box.
🔵 HOW TO USE
Apart from the basic visualization of regression channels, this tool can also act in alternative ways to support decision-making:
Identify Value Areas via Volume Profile: Observe the horizontal volume bins and the Point of Control (POC) line to spot where the heaviest volume concentration occurred during the higher-timeframe session.
Trade Channel Rejections: Use the upper and lower logarithmic regression boundaries and their forward extensions as dynamic support and resistance zones.
Monitor Buying and Selling Pressure: Check the integrated statistics label displaying buy volume, sell volume, and net delta percentage to gauge order flow dominance within the active session.
🔵 NOTES
Why this implementation is unique:
It merges logarithmic regression channels with an internal volume profile distribution across higher-timeframe sessions.
The dynamic polyline volume profile engine automatically adapts bin widths to curving regression slopes.
The script is fully optimized for Pine Script version 6, utilizing advanced user-defined types, custom arrays, and polyline rendering for maximum performance.
Indicator
Professional Volume Delta & CVD SuiteEnglish Version
Professional Volume Delta & CVD Suite
Professional Volume Delta & CVD Suite is an all-in-one order flow and volume analysis indicator engineered to deliver institutional-grade market context across any timeframe. By combining Intrabar Volume Delta estimation, Cumulative Volume Delta (CVD), Order Flow Divergences, Volume Climax detection, and a dynamic Real-Time Data Table, this script condenses multiple advanced trading tools into a single, clean workspace.
Key Features & Internal Mechanics
Dual Volume Delta Calculation Engine:
Wick-Based Estimation (Recommended): Evaluates intrabar price action by analyzing high, low, and close prices (volume * (close - low) / (high - low)) to accurately distribute buying and selling volume within each candle.
Color-Based Alternative: Calculates net volume based strictly on candle close vs. open.
Automated Multi-Timeframe Adaptation (Auto-Adjust):
Intraday Mode (1m - 1H): Calculates a Session CVD that resets to 0 at the start of each trading day (00:00 UTC), ideal for tracking day-trading order flow absorption. Divergence lookback is set to 5 bars, Volume MA to 20 periods, and Climax Multiplier to 2.0x.
Daily & Weekly Mode (1D, 1W, 1M): Automatically switches to a Continuous Accumulated CVD (no daily reset) to track multi-week accumulation/distribution cycles. Sets the volume Moving Average to 21 periods (1 trading month) and divergence lookback to 10 bars for high-conviction swing signals.
In-Bar Buyer/Seller Percentage Labels:
Plots exact percentages of buying (%C) and selling (%V) pressure on each individual volume bar.
Fully customizable display: show both percentages, only the winning side, adjust font sizes, toggle % symbols, and control vertical offset distance.
Algorithmic Price vs. Delta Divergence Detection:
Bullish Divergence (Green Arrow): Triggers below the volume histogram when price marks a lower low but Volume Delta forms a higher low (indicates institutional supply absorption).
Bearish Divergence (Red Arrow): Triggers above the volume histogram when price marks a higher high but Volume Delta forms a lower high (indicates demand exhaustion/distribution).
Volume Climax & Trend Filters:
Volume Moving Average (MA): Smoothed volume baseline (default 21 periods for daily charts).
Volume Climax Highlights: Highlights exceptional volume spikes in bright gold when total volume exceeds the moving average by the configured multiplier (e.g., 1.8x or 2.0x), signaling heavy institutional positioning or potential exhaustion.
Dynamic Real-Time Information Table:
Candle Status: Live indicator (Bullish 🟢 / Bearish 🔴).
% Buyer / % Seller: Exact percentage breakdown for the current open candle.
Candle Delta: Net delta percentage of the active bar.
Session CVD / Accumulated CVD: Shows continuous capital flow adapted to the current timeframe.
Volume Activity: Displays current volume activity relative to the MA percentage or alerts CLIMAX ⚡.
Inputs & Customization Settings
Timeframe Configuration: Toggle auto-adaptation or manually enforce Intraday / Daily modes.
Calculations & Display: Choose calculation methods, toggle label modes, change text sizes, and adjust label offsets.
Divergences & MA Filters: Customize MA period, divergence lookback window (bars), and climax thresholds.
Table & Aesthetics: Full control over UI table placement (9 anchor points), table size, row visibility, and custom color palettes for buyers, sellers, climax bars, and divergence shapes.
Versión en Español
Professional Volume Delta & CVD Suite
Professional Volume Delta & CVD Suite es un indicador de análisis de flujo de órdenes (order flow) y volumen todo-en-uno, diseñado para proporcionar contexto de nivel institucional en cualquier marco temporal. Al combinar la estimación de Delta por vela, el Delta Acumulado (CVD), Divergencias de Order Flow, detección de Clímax de Volumen y una Tabla de Datos en Tiempo Real, este script sintetiza múltiples herramientas avanzadas en un único panel limpio y eficiente.
Características Principales y Mecánica Interna
Motor Doble de Cálculo de Volumen Delta:
Estimación por Mechas (Recomendado): Evalúa la acción del precio dentro de la vela analizando máximos, mínimos y cierres (volumen * (cierre - mínimo) / (máximo - mínimo)) para distribuir de manera precisa el volumen comprador y vendedor.
Alternativa por Color de Vela: Calcula el volumen neto basándose estrictamente en el cierre vs. la apertura.
Adaptación Automática según Temporalidad (Auto-Adjust):
Modo Intradía (1m - 1H): Calcula un CVD de Sesión que se reinicia a 0 al inicio de cada jornada (00:00 UTC), ideal para medir la absorción en el day trading. Configura la evaluación de divergencias en 5 velas, la Media Móvil en 20 períodos y el Clímax en 2.0x.
Modo Diario y Semanal (1D, 1W, 1M): Cambia automáticamente a un CVD Acumulado Continuo (sin reseteo diario) para medir ciclos de acumulación y distribución de mediano/largo plazo. Ajusta la Media Móvil de volumen a 21 ruedas (1 mes bursátil) y la evaluación de divergencias a 10 velas para señales swing de alta probabilidad.
Etiquetas de Porcentaje Comprador/Vendedor en Barras:
Muestra en tiempo real los porcentajes exactos de presión compradora (%C) y vendedora (%V) sobre cada barra de volumen.
Personalización visual total: muestra ambos porcentajes, solo el lado ganador, ajusta el tamaño de texto, activa/desactiva el símbolo % y modifica la distancia vertical.
Detección Algorítmica de Divergencias (Precio vs. Delta):
Divergencia Alcista (Flecha Verde): Salta debajo del histograma cuando el precio hace un mínimo más bajo pero el Delta de Volumen hace un mínimo más alto (señal de absorción de oferta institucional).
Divergencia Bajista (Flecha Roja): Salta arriba del histograma cuando el precio marca un máximo más alto pero el Delta de Volumen marca un máximo más bajo (señal de agotamiento de demanda o distribución).
Clímax de Volumen y Filtros de Tendencia:
Media Móvil de Volumen (MA): Línea base del volumen promedio (fijada en 21 ruedas para gráficos diarios).
Resaltado de Clímax: Pinta las barras en color dorado brillante cuando el volumen total supera drásticamente la media móvil según el multiplicador configurado (1.8x o 2.0x), alertando sobre volumen institucional masivo o posible agotamiento.
Tabla Informativa Dinámica en Tiempo Real:
Estado Vela: Indicador en vivo del sesgo actual (ALCISTA 🟢 / BAJISTA 🔴).
% Comprador / % Vendedor: Desglose porcentual exacto de la vela en formación.
Delta Vela: Porcentaje de delta neto de la barra activa.
CVD Sesión / CVD Acumulado: Flujo continuo de dinero adaptado dinámicamente según la temporalidad del gráfico.
Actividad Vol.: Muestra la actividad de volumen respecto a la Media Móvil o la alerta de CLÍMAX ⚡.
Parámetros y Opciones de Configuración
Configuración de Temporalidad: Activa/desactiva la autoconfiguración o fuerza manualmente los modos Intradía o Diario/Semanal.
Cálculos y Visualización: Elección del método de cálculo, formatos de etiqueta, tamaños de texto y distancias en el gráfico.
Divergencias y Filtros de MA: Ajuste de períodos de Media Móvil, rango de velas para divergencias (lookback) y umbrales de clímax.
Estética de la Tabla: Control total sobre la posición de la tabla (9 anclajes), tamaño de celda, visibilidad de filas y paletas de colores totalmente personalizables (compradores, vendedores, clímax y flechas de divergencia).
Indicator
Order Flow Volume Delta, CVD, Absorption & Divergence [LunqFX]Price shows you WHERE the market went. Order flow shows you WHO pushed it there — buyers or sellers — and whether they had real volume behind the move. This Order Flow indicator reads the volume delta on every candle (the balance of buying volume vs selling volume), builds it into a cumulative volume delta (CVD) trend, and automatically marks the two order-flow events that lead price: absorption and delta divergence. Everything is drawn on your chart as clean delta candles, order-flow support/resistance levels and a live buying-pressure dashboard.
❶ THE CONCEPTS (so it's clear)
▸ VOLUME DELTA — the difference between buying volume and selling volume inside a bar. Positive delta = buyers were more aggressive, negative = sellers. It is the core of all order-flow analysis.
▸ CVD (CUMULATIVE VOLUME DELTA) — delta added up over time. A rising CVD means buyers are steadily accumulating; a falling CVD means distribution by sellers. CVD is how you see the real trend of order flow, not just price.
▸ ABSORPTION — a bar with heavy volume but almost no price movement. It means a large player (smart money / institutional) is absorbing every market order at that level. Absorption very often appears right before a reversal.
▸ DELTA DIVERGENCE — price makes a new high but CVD does not (or a new low but CVD does not). The move has no real volume behind it — a trap / exhaustion signal that warns a reversal is likely.
❷ WHAT YOU SEE ON THE CHART
▸ Delta candles — sky-blue when buyers won the bar, coral when sellers won; the brighter the candle, the more one-sided the flow. You read buying and selling pressure at a glance.
▸ Order-flow levels — every absorption (gold) and divergence (blue / coral) is projected to the right as a support/resistance level with its exact price. These are the levels where big volume actually traded, so price reacts to them again.
▸ Live dashboard — who is in control (buyers vs sellers) from the CVD, the CVD value, the current bar's buy/sell pressure split, and the latest signal.
❸ HOW TO TRADE IT — STEP BY STEP
1 — Read the BIAS. The panel shows ▲ BUYERS or ▼ SELLERS IN CONTROL from the CVD. Trade with the side that controls order flow, not against it.
2 — Watch for DELTA DIVERGENCE against the move. Price higher high while CVD makes a lower high = buyers are exhausted → look for shorts. Price lower low while CVD makes a higher low = sellers are exhausted → look for longs. This is the highest-value order-flow reversal signal.
3 — Use ABSORPTION as a reversal cue. When heavy volume fails to move price, the move is being absorbed; watch for the turn and use that gold level as your invalidation line.
4 — Trade the reaction at order-flow levels. Old absorption and divergence levels act as support and resistance — enter when the delta flips back in your favour as price returns to a level.
5 — Confirm with Bar pressure. The panel's ▲/▼ % buy shows the live buy/sell split — take the trade when it agrees with your setup and the bias.
❹ HOW IT WORKS (fully transparent)
Each bar's volume is split by where price closed in its range: buy-volume = volume × (close − low) ÷ range, sell-volume = volume × (high − close) ÷ range, and delta = buy − sell. This is a transparent, range-based volume-delta estimate — it needs no tick or bid/ask feed, so it runs on any symbol. CVD is the running sum of that delta (session-anchored on intraday charts, fully cumulative on daily and higher, handled automatically). Absorption is flagged when volume rises above its average by your chosen multiple while the candle body stays smaller than a fraction of ATR. Divergence compares each confirmed swing pivot in price with the CVD value at that pivot. Every reading comes from closed bars and confirmed pivots — no repainting, no lookahead.
Order flow is strongest on markets with true exchange volume — crypto, stocks, futures and indices — and on intraday timeframes (1m–4h), where buying and selling pressure is most meaningful. On forex, volume is broker tick-volume, so treat the delta as an approximation of order flow rather than exact.
SETTINGS — CVD reset (Session / Week / None), absorption sensitivity, divergence swing length, number of order-flow levels + glow, delta candles on/off, dashboard position.
ALERTS — bullish delta divergence, bearish delta divergence, absorption, and CVD crossing zero (buyers / sellers taking control).
This indicator is an educational market-analysis tool, not financial advice. The volume delta shown here is a transparent estimate from price and volume, not exchange-audited bid/ask order flow, and past behaviour does not guarantee future results. Always confirm with your own analysis and manage your risk.
Indicator
Volume Waves (Buy / Sell / Delta) [footprint data]
⚠️ This indicator uses footprint data and requires TradingView Premium plan or higher. Without footprint support the waves will not appear.
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Volume Waves (Buy / Sell / Δ) is a footprint-based volume visualization that renders buy volume, sell volume and delta directly on the price chart as adaptive filled waves - no separate pane, everything stays on the candles where it belongs.
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What you see
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Three layers are rendered directly on the chart:
Volume wave (gray) — total buying or selling activity scaled to recent history. Shows how significant the current bar's volume is compared to the lookback window.
Delta wave (semi-transparent lime / purple) — positive delta (buyers dominated) is lime, negative delta (sellers dominated) is purple. Rendered on top of the volume wave, always stays within its boundaries.
Extreme delta (fully opaque lime / purple) — same colors, full opacity. Appears only when both volume and imbalance cross their thresholds simultaneously. The brighter the spike stands out against the semi-transparent background — the more significant that bar was.
The waves are normalized relative to recent market activity and scaled dynamically using ATR, allowing the visualization to remain readable across different instruments and timeframes without constant manual adjustment.
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Why footprint data matters
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Most "buy/sell volume" or "volume delta" indicators available on charts do not use actual trade classification. They approximate — typically by comparing the candle's close to its open and assuming the entire volume was either buying or selling, or by applying the same approximation from a lower timeframe (the accuracy does not improve from this — the method stays the same, only the scale changes).
Footprint data works differently. When supported by the broker and exchange feed, TradingView provides bid/ask-classified executed trades where each transaction is identified as aggressive buying or selling at the moment of execution. Not calculated from price behavior, not estimated from candle shape — recorded as a fact from the exchange order book.
This distinction becomes especially important around:
high-liquidity levels and absorption zones,
breakouts and exhaustion moves,
and news-driven volatility.
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Display modes
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Two sides — buy and sell waves expand in opposite directions from the baseline: buy volume upward, sell volume downward. Buyer and seller dominance is immediately visible.
One side — buy and sell volume are stacked upward together as total activity. Useful when focusing on participation intensity or volatility expansion. The delta wave remains visible and colored by sign — directional information is always present.
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How it is built
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Shared normalization. Buy and sell volume are both divided by the same highest total volume over the lookback window. This preserves the real proportion between them and ensures delta always reflects the correct sign and magnitude. Independently normalized sides would distort this relationship.
Adaptive ATR scaling. Wave height = normalized volume × ATR(200) × scale factor. This gives the indicator automatic adaptation across markets, stable visual proportions across timeframes, and consistent readability during volatility expansion. Quiet markets remain compact, volatile markets naturally expand. The scale factor setting provides additional manual control when needed.
Visible-area rendering. Waves are built only for bars currently visible on screen using chart.left_visible_bar_time and chart.right_visible_bar_time . The loop range accounts for the offset of the last bar from the right edge — correctly handling situations when recent bars are outside the viewport after scrolling left. When scrolling or zooming, the structure recalculates intentionally to preserve local proportionality.
Baseline positioning. The baseline can be placed manually via the position setting: top, bottom or middle of the visible range. In auto mode the indicator checks whether current price is in the upper or lower half of the visible range and positions the baseline on the opposite side — in most cases preventing overlap with candles without manual adjustment.
Extreme delta detection. A bar is marked as extreme only when two conditions are met simultaneously: total volume exceeds a configured percentile of recent history (Lookback Window
- 500 bars by default), and absolute delta exceeds a configured percentage of total bar volume. This filtering removes low-volume noise, small meaningless imbalances, and high-volume but balanced bars. Only bars where both participation and asymmetry are genuinely exceptional are highlighted. Both thresholds are independently adjustable.
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How to read it
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Dominance. When buy waves consistently exceed sell waves — buyers are participating more aggressively. When sell waves dominate — sellers control the auction. The relationship becomes visible instantly without requiring footprint tables or numerical inspection.
Delta as confirmation. Price rising with positive delta means real buying pressure is behind the move. Price rising while delta weakens or turns negative suggests passive absorption may be occurring — the move may lack genuine initiative participation.
Extreme highlights. Fully opaque spikes mark bars where both participation and directional imbalance were exceptional. These bars are often structurally important and tend to stand out clearly even on dense charts — absorption, exhaustion, breakout moments.
Info label. On the last bar a small label shows buy volume, sell volume, delta value and delta as a percentage of total volume — quick numerical context without opening a separate footprint panel.
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Settings
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side — one side or two sides visualization
position — baseline placement: auto / top / bottom / middle
shift — offset between baseline and chart edge
scale factor — overall wave height multiplier
Lookback Window — normalization and percentile range
Delta % threshold — minimum imbalance percentage for extreme detection
Volume Percentile % — minimum participation percentile for extreme detection
show volume — toggle buy/sell volume waves
show delta — toggle delta overlay and extreme highlights
delta transparency — two inline values: opacity for regular delta and for extreme highlights separately
show label — toggle information label on last bar
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Notes
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Footprint data required. The indicator uses request.footprint() available on TradingView Premium or higher. Availability also depends on broker and exchange feed support.
Updates on scroll. Waves recalculate every time the visible area changes — intentionally. You always see volume structure scaled to what is currently on screen.
If you find it useful — a boost or comment is appreciated. Feedback and suggestions are always welcome.
Indicator
Liquidity Delta Profiler [LuxAlgo]The Liquidity Delta Profiler indicator identifies major buy-side and sell-side liquidity levels and visualizes internal buyer/seller activity through volume delta-filled quadrants, providing a complete toolkit for analyzing liquidity sweeps and potential reversals.
🔶 USAGE
The indicator detects significant swing highs and lows to plot liquidity zones, representing areas where stop-loss orders or breakout orders are likely clustered.
🔹 Volume Delta Quadrants
Unlike standard liquidity indicators, this tool splits each zone into four horizontal quadrants. As price trades within these quadrants, the script calculates the volume delta (the difference between buying and selling pressure) for each specific section.
Buy Delta Fill : Indicates aggressive buyers were more active in that specific price slice.
Sell Delta Fill : Indicates aggressive sellers dominated that section.
Intensity : The color's opacity represents the relative magnitude of the volume delta compared to other sections of the zone.
🔹 Reversal Detection
The script includes an advanced detection system that identifies unusual volume patterns during liquidity sweeps. These signals are plotted as bubbles with hoverable tooltips:
ABS (Absorption) : Occurs when aggressive market orders at the extreme edge of a zone are absorbed by large limit orders in the opposite direction.
EXH (Exhaustion) : Occurs when a sweep happens on very low relative volume, suggesting no follow-through.
DIV (Divergence) : Identified when high volume pushes into the edge of a zone (FOMO) but price fails to close outside the level.
REJ (Snapback Rejection) : Triggered when a sweep candle shows high delta in the opposite direction of the sweep and closes back inside the zone.
🔹 Time-Based Performance Dashboard
To evaluate signal reliability, the indicator includes a real-time dashboard that tracks the historical performance of each reversal signal type using a time-based validation logic.
A "Win" is recorded if, within the Eval Window , the price reverses from the sweep and remains in profit (on the correct side of the signal entry) for a specific number of consecutive bars ( Hold Time ). This method filters for signals that generate sustained pressure rather than just temporary wicks.
🔹 Zone Decay (Health)
Active zones feature a "Health" percentage label. This tracks the cumulative volume traded within the zone relative to its capacity. As more volume is transacted at these levels, the liquidity is considered "consumed," and the percentage drops toward 0%.
🔶 DETAILS
The indicator utilizes a pivot-based detection system. When a swing high is confirmed, a Buy-Side Liquidity (BSL) zone is created; a swing low creates a Sell-Side Liquidity (SSL) zone.
The script includes "Filter Overlaps" logic to ensure chart clarity. If a new, more significant pivot forms within the range of an existing active zone, the tool can automatically update to the most relevant level, preventing the clutter of multiple overlapping boxes.
🔶 SETTINGS
🔹 Main
Pivot Length : Lookback/lookforward period for detecting swing highs and lows.
Max Zones per Type : Maximum number of active and historical zones to keep on the chart.
Show Swept Zones : Keeps zones visible with dashed outlines after they have been breached.
Filter Overlapping Zones : Prevents the creation of new zones that overlap with existing active zones.
🔹 Decay & Reversals
Show Zone Decay : Toggles the health percentage labels.
Zone Volume Capacity : Multiplier for average volume to determine how much volume a zone can absorb.
Enable Reversal Detection : Toggles the signal bubbles for reversal patterns.
🔹 Dashboard
Show Dashboard : Toggles the performance tracking table.
Eval Window (Bars) : The maximum number of bars the script waits for a reversal to manifest.
Hold Time (Bars) : The number of consecutive bars price must stay in profit to be considered a successful reversal.
Position/Size : Customizes the UI placement and scale of the dashboard.
🔹 Style
Colors : Customize colors for BSL/SSL outlines and the positive/negative volume delta fills. Indicator
