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Cumulativevolumedelta

Delta Pressure Index [JOAT]Delta Pressure Index Introduction The Delta Pressure Index is an advanced open-source volume analysis indicator that deconstructs order flow into actionable pressure metrics, combining volume delta estimation, absorption zone detection, smart money divergence analysis, and institutional order block identification. This indicator transforms raw volume data into a comprehensive pressure measurement system that reveals the true balance of power between buyers and sellers. Unlike basic volume indicators that simply display volume bars, this system analyzes the internal structure of volume to identify buying and selling pressure, detect institutional absorption patterns, recognize smart money positioning through divergences, and map order blocks where large players have established positions. The indicator is designed for traders who understand that volume precedes price and that institutional footprints can be detected through systematic pressure analysis. Why This Indicator Exists This indicator addresses a critical gap in retail volume analysis: the ability to measure directional pressure and institutional activity in real-time. While exchange-provided volume data shows total activity, it doesn't reveal who is winning the battle between buyers and sellers. The Delta Pressure Index solves this by: Volume Delta Estimation: Separates buying volume from selling volume using candle structure and wick analysis Pressure Index Calculation: Normalizes delta to a -100 to +100 scale showing relative pressure strength Absorption Zone Detection: Identifies when high volume produces minimal price movement, indicating institutional accumulation or distribution Smart Money Divergence: Compares volume-weighted price to actual price to detect hidden institutional positioning Order Block Mapping: Marks zones where institutional orders have been placed based on volume and price action patterns Multi-Timeframe Pressure: Analyzes pressure alignment across multiple timeframes for conviction measurement Cumulative Delta Tracking: Monitors net buying/selling pressure over time to identify accumulation and distribution phases Each component provides unique intelligence about market microstructure. Delta estimation shows directional bias, pressure index quantifies strength, absorption detection reveals institutional activity, divergences expose hidden positioning, order blocks mark support/resistance zones, and cumulative delta tracks longer-term institutional flow. Core Components Explained 1. Enhanced Volume Delta Estimation The indicator uses advanced candle structure analysis to estimate buying and selling volume: barRange = high - low bodySize = math.abs(close - open) wickUp = high - math.max(open, close) wickDown = math.min(open, close) - low buyVolume = close > open ? volume * ((close - open + wickUp * 0.5) / barRange) : close < open ? volume * ((wickUp + bodySize * 0.3) / barRange) : volume * 0.5 sellVolume = volume - buyVolume delta = buyVolume - sellVolume This calculation considers: - Bullish candles (close > open): Majority of volume is buying, with upper wick getting 50% weight - Bearish candles (close < open): Majority of volume is selling, with upper wick and 30% of body getting buying weight - Doji candles (close = open): Volume split 50/50 between buying and selling The wick weighting acknowledges that wicks represent rejected prices where one side overwhelmed the other, providing additional directional information beyond just the candle body. 2. Pressure Index Normalization Raw delta values are normalized to create a pressure index ranging from -100 (extreme selling) to +100 (extreme buying): pressureIndex = ta.sma(delta, deltaLength) / ta.sma(volume, deltaLength) * 100 This normalization divides smoothed delta by smoothed volume, creating a percentage that shows the proportion of volume favoring buyers vs sellers. The smoothing (default 14 periods) reduces noise while maintaining responsiveness to genuine pressure shifts. The pressure index is further enhanced with volume-weighted calculations: vwPressure = ta.vwma(pressureIndex, deltaLength) Volume-weighted pressure gives more importance to high-volume bars, ensuring that pressure readings reflect periods of genuine institutional participation rather than low-volume noise. 3. Pressure Zone Classification The indicator classifies pressure into seven distinct zones: Extreme Buy (>70): Overwhelming buying pressure, potential exhaustion or continuation Strong Buy (50-70): Significant buying dominance, healthy uptrend conditions Moderate Buy (30-50): Mild buying bias, early trend development Weak Buy (20-30): Slight buying edge, transitional conditions Neutral (-20 to +20): Balanced conditions, no clear directional pressure Weak Sell (-30 to -20): Slight selling edge, transitional conditions Moderate Sell (-50 to -30): Mild selling bias, early downtrend development Strong Sell (-70 to -50): Significant selling dominance, healthy downtrend conditions Extreme Sell (<-70): Overwhelming selling pressure, potential exhaustion or continuation These zones help traders quickly assess current pressure conditions and identify extreme readings that often precede reversals or accelerations. 4. Absorption Detection System Absorption occurs when high volume produces minimal price movement, indicating that one side is absorbing the other's orders: avgVolume = ta.sma(volume, 20) avgRange = ta.sma(barRange, 20) volumeRatio = volume / avgVolume rangeRatio = barRange / avgRange absorption = volumeRatio > absorptionThreshold and rangeRatio < 0.5 The system identifies absorption when: - Volume exceeds average by the threshold multiplier (default 2.5x) - Price range is less than 50% of average range Absorption is classified as: - Buy Absorption: High volume + small range + positive delta = Institutional accumulation - Sell Absorption: High volume + small range + negative delta = Institutional distribution - Extreme Absorption: Absorption score exceeds 1.5x threshold = Major institutional activity Absorption zones often mark significant support/resistance levels where institutions have established large positions. 5. Smart Money Divergence Analysis The indicator compares volume-weighted average price (VWAP) to simple moving average to detect smart money positioning: vwPrice = ta.vwma(close, 20) actualPrice = ta.sma(close, 20) smartMoneyDivergence = ((vwPrice - actualPrice) / actualPrice) * 100 When VWAP is significantly above SMA (>2%), it indicates that higher-volume bars occurred at higher prices, suggesting smart money accumulation. When VWAP is significantly below SMA (<-2%), it indicates higher-volume bars occurred at lower prices, suggesting smart money distribution. Smart money signals are generated when: - Bullish: Divergence >2%, price below VWAP, positive pressure = Accumulation opportunity - Bearish: Divergence <-2%, price above VWAP, negative pressure = Distribution warning 6. Order Block Detection Order blocks are identified using institutional footprint patterns: bullishOB = close < open and close > open and volume > avgVolume * 1.2 bearishOB = close > open and close < open and volume > avgVolume * 1.2 Bullish order blocks occur when: - Previous candle was bearish (close < open) - Current candle is bullish (close > open) - Volume exceeds average by 20% This pattern suggests institutions placed buy orders in the previous bearish candle, which then fueled the bullish reversal. The zone between the previous candle's low and high becomes a potential support area. Bearish order blocks follow the inverse logic, marking potential resistance zones where institutional sell orders were placed. 7. Cumulative Delta Tracking The indicator maintains a running total of delta to track longer-term institutional positioning: var float cumulativeDelta = 0 cumulativeDelta += delta Rising cumulative delta indicates sustained buying pressure (accumulation phase). Falling cumulative delta indicates sustained selling pressure (distribution phase). The rate of change in cumulative delta shows acceleration or deceleration of institutional flow. The indicator also tracks session cumulative delta that resets on trend changes, providing shorter-term context for intraday pressure analysis. 8. Delta Momentum and Acceleration The indicator calculates momentum and acceleration metrics: deltaMomentum = ta.roc(pressureIndex, 5) deltaAcceleration = ta.roc(deltaMomentum, 3) Delta momentum shows the rate of change in pressure, identifying when pressure is building or fading. Delta acceleration (second derivative) identifies inflection points where momentum is changing direction, often preceding major pressure shifts. Positive acceleration with positive momentum suggests strengthening buying pressure. Negative acceleration with positive momentum warns that buying pressure is weakening, even if still positive. 9. Multi-Timeframe Pressure Analysis The indicator requests pressure data from four higher timeframes (default: 5m, 15m, 60m, 240m): htf1_pressure = request.security(syminfo.tickerid, htf1, pressureIndex, lookahead=barmerge.lookahead_off) MTF confluence score is calculated by averaging the sign of pressure across all timeframes: mtfConfluence = (math.sign(htf1_pressure) + math.sign(htf2_pressure) + math.sign(htf3_pressure) + math.sign(htf4_pressure)) / 4 * 100 Confluence scores near +100 indicate all timeframes show buying pressure. Scores near -100 indicate all timeframes show selling pressure. Scores near 0 indicate mixed or transitional conditions across timeframes. Visual Elements Pressure Index Columns: Main histogram showing pressure index with gradient coloring from extreme sell (pink) to extreme buy (cyan) Volume-Weighted Pressure Line: Yellow line overlay showing VWMA of pressure for trend identification Pressure EMA Line: Cyan line showing smoothed pressure trend Delta Momentum Histogram: Purple histogram showing rate of change in pressure Reference Lines: Horizontal lines at 0, ±30, ±50, ±70 marking pressure zone boundaries Divergence Labels: Text labels marking regular and hidden divergences between price and pressure Smart Money Labels: Green labels marking accumulation/distribution signals Absorption Markers: Cyan/red labels marking buy/sell absorption zones Order Block Boxes: Orange boxes marking institutional order block zones on price chart Extreme Pressure Labels: Small labels marking extreme buy/sell pressure conditions Pressure Heatmap: Subtle background gradient showing pressure intensity Comprehensive Dashboard: Real-time metrics table showing pressure, delta %, cumulative delta, zone, absorption, smart money, divergence, momentum, MTF confluence, and all key metrics The dashboard displays 12+ key metrics with color-coded values and status indicators, providing complete pressure analysis at a glance. Input Parameters Core Settings: Delta Length: Period for delta smoothing (5-100, default 14) Smoothing Period: Additional smoothing for pressure index (1-20, default 3) Volume MA Length: Period for volume average (5-100, default 20) Absorption Threshold: Volume multiplier for absorption detection (1.0-5.0, default 2.5) Multi-Timeframe: Enable Multi-Timeframe Analysis: Toggle MTF pressure analysis (default enabled) HTF 1/2/3/4: Four higher timeframe selections (default 5m, 15m, 60m, 240m) Display Options: Show Cumulative Delta: Toggle cumulative delta tracking (default enabled) Show Absorption Zones: Toggle absorption detection markers (default enabled) Show Divergences: Toggle divergence detection (default enabled) Show Smart Money Signals: Toggle smart money analysis (default enabled) Show Volume Profile: Toggle volume profile POC (default enabled) Show Dashboard: Toggle metrics table (default enabled) Show Pressure Heatmap: Toggle background gradient (default enabled) Show Order Blocks: Toggle order block boxes (default enabled) Colors: All colors are fully customizable including buy pressure (neon cyan), sell pressure (neon pink), buy absorption (neon cyan), sell absorption (neon red), smart money (neon green), divergence (neon purple), and order blocks (sunset orange). How to Use This Indicator Step 1: Assess Current Pressure Check the dashboard "Pressure" value and "Zone" classification. Extreme readings (>70 or <-70) often precede reversals or strong continuations. Strong readings (50-70 or -50 to -70) indicate healthy trend conditions. Step 2: Monitor Delta Percentage Review "Delta %" showing the proportion of volume favoring buyers vs sellers. Values above 50% indicate buying dominance, below -50% indicate selling dominance. This provides confirmation of pressure index readings. Step 3: Track Cumulative Delta Observe "Cum Delta" to identify longer-term institutional positioning. Rising cumulative delta during pullbacks suggests accumulation. Falling cumulative delta during rallies warns of distribution. Step 4: Identify Absorption Zones Watch for absorption labels and check dashboard "Absorption" status. Buy absorption near support levels suggests institutional accumulation. Sell absorption near resistance suggests institutional distribution. These zones often become significant support/resistance. Step 5: Detect Smart Money Divergence Monitor smart money labels and dashboard status. Accumulation signals during downtrends suggest smart money is buying weakness. Distribution signals during uptrends warn that smart money is selling strength. Step 6: Analyze Divergences Look for divergence labels where price makes new highs/lows but pressure doesn't confirm. Regular divergences signal potential reversals. Hidden divergences suggest trend continuation after pullbacks. Step 7: Map Order Blocks Identify order block boxes on the price chart. These zones mark where institutions placed large orders. Price often respects these levels on retests, providing high-probability entry zones. Step 8: Confirm with MTF Confluence Check "MTF Confluence" in dashboard. High positive confluence (>75) confirms buying pressure across timeframes. High negative confluence (<-75) confirms selling pressure. Low confluence suggests mixed conditions. Best Practices Use on liquid instruments with reliable volume data for most accurate pressure readings Extreme pressure readings (>70 or <-70) are most reliable when accompanied by volume surges Absorption zones near key price levels offer highest-probability reversal setups Smart money divergence signals work best when confirmed by order block formation Cumulative delta diverging from price often precedes major reversals Order blocks are most reliable when formed on high volume (>1.5x average) MTF confluence above 75% or below -75% provides strong directional conviction Delta momentum acceleration signals often precede pressure regime changes Pressure heatmap intensity helps visualize pressure strength at a glance Regular divergences are most reliable at extreme pressure levels Hidden divergences work best in established trends as continuation signals Combine pressure analysis with price action for optimal entry timing Indicator Limitations Volume delta estimation is approximate - true delta requires exchange order flow data The indicator works best on instruments with consistent, reliable volume reporting Low-volume instruments or off-market hours can produce unreliable pressure readings Absorption detection requires sufficient volume history for accurate average calculations Smart money divergence assumes VWAP represents institutional positioning, which is a simplification Order block detection uses pattern recognition that may not capture all institutional activity MTF analysis requires data availability on all selected timeframes Cumulative delta can drift significantly over long periods without reset mechanisms The indicator shows pressure dynamics but cannot predict how long pressure will persist Extreme pressure can remain extreme longer than expected during strong trends Divergences can persist for extended periods before price responds Technical Implementation Built with Pine Script v6 using: Advanced volume delta estimation using candle structure and wick analysis Normalized pressure index calculation with volume-weighted enhancement Seven-zone pressure classification system Absorption detection using volume ratio and range ratio analysis Smart money divergence calculation comparing VWAP to SMA Order block detection using institutional footprint patterns Cumulative delta tracking with session reset capability Delta momentum and acceleration calculations using rate-of-change Multi-timeframe security requests with proper lookahead settings Fractal-based divergence detection system Dynamic color gradients based on pressure intensity Comprehensive dashboard with 12+ metrics and color-coded indicators Persistent label system to prevent chart clutter Order block box management with automatic cleanup The code is fully open-source with detailed comments explaining each pressure calculation and detection algorithm. Originality Statement This indicator is original in its comprehensive pressure analysis approach. While volume delta concepts are established, this indicator is justified because: It combines volume delta estimation with absorption detection, smart money analysis, and order block mapping in a unified system The enhanced delta calculation uses wick weighting to capture rejected price information Seven-zone pressure classification provides granular pressure assessment beyond simple buy/sell Absorption detection identifies institutional activity through volume-range relationship analysis Smart money divergence reveals hidden positioning through VWAP-SMA comparison Order block detection maps institutional zones using volume-confirmed reversal patterns Multi-timeframe confluence scoring validates pressure across temporal dimensions Delta momentum and acceleration tracking provides early warning of pressure shifts The comprehensive dashboard synthesizes 12+ distinct metrics into unified pressure intelligence Integration of cumulative delta, absorption, divergence, and order blocks creates layered confirmation Each component contributes unique intelligence: delta shows directional bias, pressure index quantifies strength, absorption reveals institutional activity, divergences expose hidden positioning, order blocks mark key zones, MTF confluence validates conviction, and momentum tracks acceleration. The indicator's value lies in combining these complementary perspectives into a cohesive pressure analysis system. Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss and is not suitable for all investors. Volume pressure analysis is a tool for understanding order flow dynamics, not a crystal ball for predicting future price movement. Extreme pressure readings do not guarantee reversals. Absorption zones do not guarantee support/resistance. Past pressure patterns do not guarantee future pressure patterns. Market conditions change, and strategies that worked historically may not work in the future. The metrics displayed are mathematical calculations based on current market data, not predictions of future price movement. Pressure readings, divergences, absorption zones, and order blocks do not guarantee profitable trades. Users must conduct their own analysis and risk assessment before making trading decisions. Always use proper risk management, including stop losses and position sizing appropriate for your account size and risk tolerance. Never risk more than you can afford to lose. Consider consulting with a qualified financial advisor before making investment decisions. The author is not responsible for any losses incurred from using this indicator. Users assume full responsibility for all trading decisions made using this tool. -Made with passion by officialjackofalltrades
Pine Script® 인디케이터
officialjackofalltrades의
CVD Divergence & Absorption [UAlgo]CVD Divergence & Absorption is a dual context indicator that combines a cumulative volume delta (CVD) oscillator with price pivot structure to detect three important signal classes: Regular Divergence, Hidden Divergence, and Absorption. The script is designed to help traders compare price movement against directional volume participation and identify moments where price and CVD disagree, or where price stalls at similar levels while CVD continues to expand or contract. The indicator runs in a separate pane ( overlay=false ) and plots a continuous CVD line, while signal labels and price side connecting lines are projected onto the main chart using force_overlay=true . This gives a clean workflow where you can monitor the CVD series in its own panel and still see exact divergence locations directly on price. A key strength of this script is its lower timeframe volume decomposition. Instead of assigning the full chart bar volume to a single direction, it samples lower timeframe candles through request.security_lower_tf() , classifies each sub candle as up volume or down volume based on its close versus open, and aggregates the result into a bar level delta. That delta is then accumulated into the running CVD value. This approach is practical, efficient, and more granular than a simple chart timeframe approximation. The script also includes quality controls for signal validation: Pivot based comparisons for both price and CVD Minimum and maximum bar distance filters between pivot comparisons Equal price tolerance for absorption detection A line of sight filter that rejects visually obstructed divergences where intervening candles violate the connecting path The result is a professional divergence framework focused on cleaner, more interpretable signals rather than high frequency marking of every pivot mismatch. Educational tool only. Not financial advice. 🔹 Features 🔸 1) Lower Timeframe CVD Construction (LTF Volume Decomposition) The script builds CVD using lower timeframe candles selected by the user through the Lower Timeframe (LTF) input. For each chart bar, it retrieves arrays of lower timeframe open, close, and volume values and computes a signed delta: Up LTF candle (close > open) adds volume Down LTF candle (close < open) subtracts volume Neutral LTF candle contributes zero This produces a more refined bar delta than a single bar directional assumption and makes the CVD line more responsive to intrabar rotation. 🔸 2) Pivot Based Signal Engine for Price and CVD Signal generation is anchored to confirmed price pivots using user defined left and right pivot bars. A signal candidate is considered only when: A price pivot high/low is confirmed by ta.pivothigh or ta.pivotlow The CVD value at that pivot location also behaves like a local high/low (simple local extremum check) This means the script does not compare arbitrary points. It compares structurally meaningful swing locations. 🔸 3) Regular Divergence Detection (Bullish and Bearish) The indicator supports classic regular divergence logic: Bullish Regular Divergence: price makes a lower low while CVD makes a higher low Bearish Regular Divergence: price makes a higher high while CVD makes a lower high These signals can indicate weakening trend continuation pressure and potential reversal behavior, depending on context. 🔸 4) Hidden Divergence Detection (Bullish and Bearish) The script also detects hidden divergence, which many traders use as continuation style confirmation: Bullish Hidden Divergence: price makes a higher low while CVD makes a lower low Bearish Hidden Divergence: price makes a lower high while CVD makes a higher high Hidden divergence is optional and can be toggled independently from regular divergence. 🔸 5) Absorption Detection with Equal Price Tolerance Absorption logic is included to capture situations where price prints near equal pivots, but CVD continues moving in a direction that suggests aggressive participation is being absorbed at the level: Bearish Absorption (at highs): price is approximately equal high, but CVD is higher Bullish Absorption (at lows): price is approximately equal low, but CVD is lower The Equal Price Tolerance % input allows the script to treat two pivots as "equal" within a configurable percentage band. This makes absorption detection adaptable across instruments with different volatility profiles. 🔸 6) Minimum / Maximum Pivot Distance Filters To avoid weak or overly stale comparisons, the script enforces: A minimum number of bars between pivots A maximum lookback distance for valid pivot pairing This helps reduce noisy signals from pivots that are too close together and prevents pairing pivots that are too far apart to be contextually useful. 🔸 7) Line of Sight Validation (Signal Quality Filter) Before accepting a pivot comparison, the script checks whether the straight line connecting the two price pivots is "clear" from intervening candle violations: For bearish (high based) comparisons, intervening highs must not cross above the connecting line For bullish (low based) comparisons, intervening lows must not cross below the connecting line This is a strong visual integrity filter. It avoids many cluttered or ambiguous divergence lines that would look invalid once drawn on the chart. 🔸 8) Dual Visualization on Price and CVD When a signal is detected, the script draws: A label on price ("Reg", "Hid", or "Abs") A line connecting the two relevant price pivots on the main chart A line connecting the corresponding CVD pivot values in the CVD pane Line styles are used to distinguish signal types: Solid for Regular Divergence Dashed for Hidden Divergence Dotted for Absorption This synchronized plotting makes it easy to verify the signal logic visually. 🔸 9) Conflict Handling for Cleaner Labels Absorption labels are intentionally suppressed when a Hidden Divergence signal is already active on the same side in the same event block: bullAbs and not bullHidDiv bearAbs and not bearHidDiv This prevents duplicate labels on the same pivot and improves chart readability. 🔸 10) Lightweight Pivot Memory Management The script stores historical pivot comparison points in separate arrays for highs and lows and caps them using a helper method ( maxSize = 15 ). This keeps the logic efficient while preserving enough recent history for valid comparisons. 🔹 Calculations 1) Lower Timeframe Delta Aggregation The script retrieves lower timeframe OHLCV arrays and computes bar delta by summing signed volume from each LTF candle: array ltf_open = request.security_lower_tf(syminfo.tickerid, i_ltf, open) array ltf_close = request.security_lower_tf(syminfo.tickerid, i_ltf, close) array ltf_volume = request.security_lower_tf(syminfo.tickerid, i_ltf, volume) if ltf_c > ltf_o totalDelta += ltf_v else if ltf_c < ltf_o totalDelta -= ltf_v Interpretation: The script uses candle direction as a proxy for buying/selling pressure inside each chart bar. This is an estimated delta model based on candle body direction, not true bid/ask tape delta. 2) CVD Accumulation Bar delta is added into a running cumulative value stored inside a custom tracker object: method update_cvd(CVD_Tracker this, float delta) => this.currentCVD += delta this.currentCVD The tracker persists across bars using: var CVD_Tracker tracker = CVD_Tracker.new(0.0, array.new(), array.new()) This design keeps both the CVD value and pivot histories in one structured container. 3) Price Pivot Detection Price pivots are confirmed using standard left/right pivot logic: float ph = ta.pivothigh(high, i_left, i_right) float pl = ta.pivotlow(low, i_left, i_right) Because pivot confirmation occurs after i_right bars, signal labels and lines are placed at: bar_index - i_right This aligns the plotted signal with the actual pivot bar, not the confirmation bar. 4) CVD Pivot Confirmation at the Same Pivot Location The script requires CVD to form a local extremum at the price pivot location using a simple 3-point comparison around currentCVD : bool cvdIsPh = currentCVD > currentCVD and currentCVD > currentCVD bool cvdIsPl = currentCVD < currentCVD and currentCVD < currentCVD Then: bool isPh = not na(ph) and cvdIsPh bool isPl = not na(pl) and cvdIsPl This ensures price and CVD are compared on synchronized pivot events rather than unrelated timestamps. 5) Pivot Pair Selection with Distance Constraints When a new pivot is confirmed, the script scans prior pivots of the same type (highs with highs, lows with lows) and applies: i_min_bars as the minimum spacing i_max_bars as the maximum valid distance if barsBetween < minBars continue if barsBetween > maxBars break This keeps comparisons within a user defined structural window. 6) Line of Sight Filter (Price Geometry Validation) Before checking divergence conditions, the script verifies that the connecting price line is not invalidated by intervening candles. For highs: if barsBack >= 0 and high >= lineY clear := false For lows: if barsBack >= 0 and low <= lineY clear := false Interpretation: Bearish comparisons require a clean descending/ascending line between highs without intermediate highs breaking above it. Bullish comparisons require a clean line between lows without intermediate lows breaking below it. This is one of the script’s strongest anti-noise mechanisms. 7) Equal Price Tolerance for Absorption The script calculates percentage difference between pivot prices and treats them as equal if the difference is within the tolerance: float priceDiffPct = math.abs(newPivot.priceVal - histPivot.priceVal) / histPivot.priceVal * 100 bool isEqual = priceDiffPct <= eqTol This enables absorption logic to work with approximate equal highs/lows instead of requiring perfect price matches, which are rare in live markets. 8) Bearish Signal Logic (Regular, Hidden, Absorption) For pivot highs, the script compares a new pivot high against a historical pivot high after passing distance and line of sight checks. Bearish Regular Divergence newPivot.priceVal > histPivot.priceVal and not isEqual and newPivot.cvdVal < histPivot.cvdVal Meaning: Price makes a higher high CVD makes a lower high Bearish Hidden Divergence newPivot.priceVal < histPivot.priceVal and not isEqual and newPivot.cvdVal > histPivot.cvdVal Meaning: Price makes a lower high CVD makes a higher high Bearish Absorption isEqual and newPivot.cvdVal > histPivot.cvdVal Meaning: Price prints an approximately equal high CVD pushes higher, suggesting buying effort is absorbed near the same price zone 9) Bullish Signal Logic (Regular, Hidden, Absorption) For pivot lows, the script compares a new pivot low against a historical pivot low after passing distance and line of sight checks. Bullish Regular Divergence newPivot.priceVal < histPivot.priceVal and not isEqual and newPivot.cvdVal > histPivot.cvdVal Meaning: Price makes a lower low CVD makes a higher low Bullish Hidden Divergence newPivot.priceVal > histPivot.priceVal and not isEqual and newPivot.cvdVal < histPivot.cvdVal Meaning: Price makes a higher low CVD makes a lower low Bullish Absorption isEqual and newPivot.cvdVal < histPivot.cvdVal Meaning: Price prints an approximately equal low CVD pushes lower, suggesting selling effort is absorbed near the same price zone 10) Signal Plotting and Visual Encoding When a condition is confirmed, the script plots both price side and CVD side lines between the historical pivot and the new pivot, plus a compact label at the new pivot location. Examples: label.new(bar_index - i_right, low , text="Reg", ...) line.new(bullLastPivot.loc, bullLastPivot.priceVal, bullNewPivot.loc, bullNewPivot.priceVal, ..., force_overlay=true) line.new(bullLastPivot.loc, bullLastPivot.cvdVal, bullNewPivot.loc, bullNewPivot.cvdVal, ..., force_overlay=false) Style mapping: line.style_solid for Regular Divergence line.style_dashed for Hidden Divergence line.style_dotted for Absorption 11) Pivot History Storage and Capacity Control Each confirmed pivot is stored in a side specific array (highs or lows) using a helper method: method add_pivot(array this, Pivot p, int maxSize = 15) => this.push(p) if this.size() > maxSize this.shift() This preserves recent structural history for future comparisons while keeping memory usage controlled.
Pine Script® 인디케이터
UAlgo의
2
Intraday Cumulative Volume RatioThis indicator is designed to reveal the true order flow dominance from the start of the trading session. Unlike standard oscillators, it calculates the exact ratio between cumulative buying and selling volume using high-precision intrabar data. It answers a simple question: "How many times stronger is the buying pressure compared to selling pressure (or vice versa) since the market opened?" Key Features: Zero-Based Ratio: 0.0 = Perfectly balanced market (1:1). +1.0 = Buyers have 2x more volume than sellers. +2.0 = Buyers have 3x more volume than sellers. Negative values indicate seller dominance. Intrabar Precision: Uses lower timeframe data (e.g., 1-minute) to look inside higher timeframe candles for accurate volume classification. "Market Fuel" Filter: Helps identify stocks with sufficient momentum at the open. If the ratio stays low (near 0), the stock lacks the "fuel" for a sustained move. Clamp Function: Includes a built-in limiter (default 3.0) to prevent chart distortion caused by extreme volume anomalies at the market open. How to use: Identify Trend Strength: Look for values above +2.0 (or below -2.0) to confirm strong directional conviction. Filter Weak Stocks: If the indicator hovers around 0, avoid trading as there is no clear order flow advantage. Spot Divergences: If price makes a new high but the Ratio makes a lower high, the buying pressure is fading relative to selling pressure. Settings: Reset Period: Default is Daily (D). Analytical Timeframe: Set to 1 (minute) for best accuracy. Clamp Limit: Default is 3.0 to keep the chart readable.
Pine Script® 인디케이터
martinschlosinger의
1
All-in-One CVD: Failed Auction + Trap + Flow Classifications All-in-One CVD : Failed Auction/Trap + Flow Classifications (Colored Bars) Description: This script provides an advanced order flow and delta-based trading visualization designed to highlight key market microstructure events in real time. It combines Cumulative Volume Delta (CVD), failed auction detection, absorption tracking, continuation signals, and trap identification into a single, coherent tool with colored bars and visual markers. Unlike standard volume or trend-following indicators, this script focuses on aggressive order flow and price acceptance/rejection events, making it particularly suitable for scalping, intraday momentum trading, and identifying high-probability short-term setups. Originality and Purpose: Many scripts either show CVD or detect failed auctions separately, but this script integrates multiple advanced flow concepts into one indicator. By combining CVD, normalized delta, strong delta thresholds, failed auctions, absorption, traps, and continuation patterns, traders can identify where aggressive buying or selling is being absorbed, where price is likely to continue, and where traps are forming. The mashup is intentional: each component validates the other. For example, a failed auction signal without absorption is less significant, while a failed auction coinciding with absorption signals a true high-probability trap or reversal. Failed auctions typically align with "Failed 2" patterns from The Strat by Rob Smith, providing additional confirmation using a well-established price action methodology. How It Works: Volume and Delta Calculation: Computes buying and selling pressure from volume and bar structure (high/low/close). Supports UltraData mode for enhanced volume calculations using security data. Options for Cumulative Mode: Total, Periodic, or EMA-based CVD. Normalized Delta and Strong Delta Detection: Calculates normalized delta (z-score) to standardize flow across different volatility regimes. Flags strong buying or selling when delta exceeds user-defined thresholds. Failed Auction Detection: Highlights bars where price attempted to break previous highs/lows but failed to sustain, signaling trapped aggressive participants. True failed auctions can coincide with absorption for higher-probability setups. Absorption: Detects situations where strong aggressive flow is absorbed at key levels, showing institutional participation or liquidity consumption. Bullish absorption occurs when aggressive buying is absorbed at previous lows; bearish absorption occurs when aggressive selling is absorbed at previous highs. Flow Classification: Continuation: Aggressive flow accepted by the market — often the next candle continues in the direction of the delta. Important: A single continuation signal does not guarantee follow-through. Traders should view it as an indicator that aggressive participants are in control for the current candle, and consider market context, trend, and support/resistance before assuming continuation. Multiple consecutive continuation signals or confirmation with absorption/strong delta increases reliability. Trap: Aggressive flow trapped — the market reverses after failed auction. Absorption: Aggressive orders absorbed — market shows hesitation at tested levels. Colored CVD Bars and Visual Markers: Bars colored green/red/gray based on delta direction. Visual markers indicate flow state: circles for continuation, X-cross for traps, triangles for absorption. Works in real time — live candles are updated with flow state markers. Alerts: Custom alert conditions for each flow type: continuation, trap, and absorption. Alerts provide actionable signals for automated monitoring or manual trading. Trading Applications: Trap Trading: Identify aggressive buyers/sellers who fail to push price and get trapped. Use trap signals to fade reversals. Continuation Trading: Detect market acceptance of aggressive flow for trend-following or breakout strategies. Use caution: a single continuation signal indicates probability, not certainty, and should be confirmed with structural context. Absorption Analysis: Spot where institutional participants absorb liquidity before a potential directional move. Intraday Scalping: Combines delta, volume, failed auction logic, and Strat alignment for high-frequency setups. Key Notes: True failed auctions with significant market impact require absorption — otherwise, a simple failed attempt may be a weak signal. The script works across multiple markets (Forex, Crypto, Stock) and supports live bar updates. Users can adjust strong delta thresholds, period lengths, and cumulative modes to fit their preferred trading style or volatility regime. Conclusion: This all-in-one script provides traders with a comprehensive, visually intuitive, and real-time method to detect aggressive flow, failed auctions, absorption, and continuation patterns. By linking failed auctions to The Strat’s failed 2 patterns, and clarifying the probabilistic nature of continuation signals, it merges advanced delta analytics with proven price action methodology, making it highly original, actionable, and educational for understanding market order flow dynamics.
Pine Script® 인디케이터
samb817의
Futures Ultra CVD (Pure )Futures Ultra CVD (Pure) Futures Ultra CVD (Pure) is a volume-driven Cumulative Volume Delta (CVD) indicator designed to expose real buying and selling pressure behind price movement. Unlike price-only indicators, this script analyzes how volume is distributed within each bar to determine whether aggressive buyers or sellers are in control, then tracks how that pressure evolves over time. This version is intentionally pure and ungated: it does not rely on external symbols, market filters, session bias, or macro confirmation. All signals are derived strictly from price, volume, and delta behavior of the active chart, making it suitable for futures, equities, crypto, and FX. Core Concept: How CVD Is Calculated For each bar, volume is split into buying pressure and selling pressure using the bar’s price position: Buying volume increases as price closes closer to the high Selling volume increases as price closes closer to the low The difference between buying and selling volume forms Delta: Positive delta = net aggressive buying Negative delta = net aggressive selling This delta is then accumulated into Cumulative Volume Delta (CVD) using one of three user-selectable modes: Total – running cumulative sum of all delta values Periodic – rolling sum over a fixed lookback period EMA – smoothed cumulative delta using an exponential average This flexibility allows traders to choose between raw order-flow tracking or smoother, trend-like behavior depending on timeframe and instrument. Visual Structure & Histogram Logic The CVD is displayed as a column histogram, not a line, to emphasize momentum and pressure shifts. Enhanced coloring provides additional context: Brighter green/red bars indicate increasing momentum Muted colors indicate stalling or weakening pressure Optional footprint-style highlights appear when buy or sell volume overwhelms the opposite side by a user-defined imbalance factor This allows traders to visually distinguish: Strength vs weakness Continuation vs exhaustion Absorption and aggressive participation Built-In Order Flow Signals The script automatically detects and labels key order-flow events: Strong Delta Triggered when delta exceeds a user-defined threshold, highlighting unusually aggressive buying or selling. Delta Surge Detects sudden expansion in delta compared to the prior bar, often associated with breakout attempts or liquidation events. Zero-Line Crosses Marks transitions between net bullish and bearish participation as CVD crosses above or below zero. CVD Continuation Logic (Trend Confirmation) Beyond raw delta, the script evaluates CVD structure to identify continuation conditions: A bullish continuation requires: Positive and rising CVD Strong buy delta Confirmation from at least one of the following: CVD above its EMA and SMA Bullish price expansion Sustained positive delta pressure Bearish continuation follows the inverse logic. These continuation signals are designed to confirm participation strength, not predict reversals. Conflict Detection (Divergence Warning) The indicator also flags conflict conditions, where: Strong buying occurs while CVD remains negative Strong selling occurs while CVD remains positive These scenarios often precede failed breakouts, absorption zones, or short-term reversals and can be used as cautionary signals. Alerts & Practical Use All major events include built-in alerts: Strong delta Delta surge CVD continuations Zero-line crosses Buy/sell imbalances Conflict signals Alerts can be set to trigger on bar close or intrabar in real time, depending on trader preference. How Traders Typically Use This Indicator Confirm breakouts with delta participation Validate trends using CVD continuation instead of price alone Identify absorption or exhaustion via conflicts and imbalances Combine with price structure, VWAP, or market profile tools This script is not a trading system by itself. It is a decision-support tool designed to reveal what price alone cannot: who is actually in control of the market. On-Chart Symbols & What They Mean This script uses a small number of visual symbols to communicate order-flow events clearly and consistently. All symbols are derived directly from the Cumulative Volume Delta calculations described above. Δ+ (Green Up Arrow) Strong Buy Delta Indicates that buying pressure on the current bar exceeded the Strong Delta Threshold Represents aggressive market buying dominating selling volume Often appears during breakouts, trend acceleration, or initiative buying This symbol does not imply direction by itself; it only confirms strong buyer participation. Δ− (Red Down Arrow) Strong Sell Delta Indicates that selling pressure on the current bar exceeded the Strong Delta Threshold Represents aggressive market selling dominating buying volume Often appears during breakdowns, liquidation events, or initiative selling Like Δ+, this symbol measures participation strength, not trade direction. ↑ (Green Label Up) CVD Bullish Continuation Appears when all of the following are present: CVD is positive and increasing Strong buy delta is detected At least one confirmation condition is met: CVD is above its EMA and SMA Price shows bullish expansion Consecutive positive delta bars (sustained buying pressure) This symbol highlights trend continuation supported by volume, not a reversal signal. ↓ (Red Label Down) CVD Bearish Continuation Appears when: CVD is negative and decreasing Strong sell delta is detected At least one confirmation condition is met: CVD is below its EMA and SMA Price shows bearish expansion Consecutive negative delta bars (sustained selling pressure) This indicates bearish continuation with participation confirmation. Cyan / Orange Histogram Bars Footprint-Style Volume Imbalance Cyan bars indicate buy volume exceeds sell volume by the imbalance factor Orange bars indicate sell volume exceeds buy volume by the imbalance factor These bars highlight areas where one side is overwhelming the other, often associated with absorption, initiative moves, or failed auctions. Bright vs Muted Histogram Colors CVD Momentum State Bright colors = CVD increasing in the direction of its current bias Muted colors = CVD losing momentum or stalling This allows quick visual identification of strengthening vs weakening participation. Conflict Alerts (No Symbol by Default) Delta vs CVD Disagreement These conditions trigger alerts (but no fixed chart icon): Strong buying while CVD remains negative Strong selling while CVD remains positive Conflicts often signal absorption, trap conditions, or short-term exhaustion. Important Usage Notes All symbols are informational, not trade entries. Signals are calculated from price-based volume distribution, not true bid/ask data. Results depend on the quality of volume data provided by the exchange and TradingView.
Pine Script® 인디케이터
samb817의
Volume Pressure OscillatorThe Volume Pressure Oscillator (VPO) is a momentum-based indicator that measures the directional pressure of cumulative volume delta (CVD) combined with price efficiency. It oscillates between 0 and 100, with readings above 50 indicating net buying pressure and readings below 50 indicating net selling pressure. The indicator is designed to identify the strength and sustainability of volume-driven trends while remaining responsive during consolidation periods. How the Indicator Works The VPO analyzes volume flow by examining price action at lower timeframes to build a Cumulative Volume Delta (CVD). For each chart bar, the indicator looks at intrabar price movements to classify volume as either buying volume or selling volume. These classifications are accumulated into a running total that tracks net directional volume. The indicator then measures the momentum of this CVD over both short-term and longer-term periods, providing responsiveness to recent changes while maintaining awareness of the broader trend. These momentum readings are normalized using percentile ranking, which creates a stable 0-100 scale that works consistently across different instruments and market conditions. A key feature is the extreme zone persistence mechanism. When the indicator enters extreme zones (above 80 or below 20), it maintains elevated readings as long as volume pressure continues in the same direction. This allows the VPO to stay in extreme zones during strong trends rather than quickly reverting to neutral, making it useful for identifying sustained volume pressure rather than just temporary spikes. What Makes This Indicator Different While many indicators measure volume or volume delta, the VPO specifically measures how aggressively CVD is currently changing and whether that pressure is being sustained. It's the difference between knowing "more volume has accumulated on the buy side" versus "buying pressure is intensifying right now and shows signs of continuation." 1. Focus on CVD Momentum, Not CVD Levels Most CVD indicators display the cumulative volume delta as a line that trends up or down indefinitely. The VPO is fundamentally different - it measures the slope of CVD rather than the absolute level. This transforms CVD from an unbounded cumulative metric into a bounded 0-100 oscillator that shows the intensity and direction of current volume pressure, not just the historical accumulation. 2. Designed to Stay in Extremes During Trends Unlike traditional oscillators that treat extreme readings (above 80 or below 20) as overbought/oversold reversal signals, the VPO is engineered to oscillate within extreme zones during strong trends. When sustained buying or selling pressure exists, the indicator remains elevated (e.g., 80-95 or 5-20) rather than quickly reverting to neutral. This makes it useful for trend continuation identification rather than exclusively for reversal trading. 3. Percentile-Based Normalization The VPO uses percentile ranking over a lookback window, which provides consistent behavior across different instruments, timeframes, and volatility regimes without constant recalibration. 4. Dual-Timeframe Momentum Synthesis The indicator simultaneously considers short-term CVD momentum (responsive to recent changes) and longer-term CVD momentum (tracking trend direction), weighted and combined with a slow-moving trend bias. This multi-timeframe approach helps it stay responsive in ranging markets while maintaining context during trends. How to Use the Indicator Understanding the Zones: 80-100 (Strong Buying Pressure): CVD momentum is strongly positive. In trending markets, the indicator oscillates within this zone rather than immediately reverting to neutral. This suggests sustained accumulation and trend continuation probability. 60-80 (Moderate Buying): Positive volume pressure but not extreme. Suitable for identifying pullback entry opportunities within uptrends. 40-60 (Neutral Zone): Volume pressure is balanced or unclear. No strong directional edge from volume. Often seen during consolidation or trend transitions. 20-40 (Moderate Selling): Negative volume pressure developing. May indicate distribution or downtrend continuation setups. 0-20 (Strong Selling Pressure): CVD momentum is strongly negative. During downtrends, sustained readings in this zone suggest continued distribution and downside follow-through probability. Practical Applications: Trend Confirmation: When price makes new highs/lows, check if VPO confirms with similarly elevated readings. Divergences (price making new highs while VPO fails to reach prior highs) may indicate weakening momentum. Range Trading: During consolidation, the VPO typically oscillates between 30-70. Readings toward the low end of the range (30-40) may present accumulation opportunities, while readings at the high end (60-70) may indicate distribution zones. Extreme Persistence: If VPO reaches 90+ or drops below 10, this indicates exceptional volume pressure. Rather than fading these extremes immediately, monitor whether the indicator stays elevated. Sustained extreme readings suggest strong trend continuation potential. Context with Price Action: The VPO is most effective when combined with price action or other orderflow indicators. Use the indicator to gauge whether volume is confirming or contradicting. What the Indicator Does NOT Do: It does not provide specific entry or exit signals It does not predict future price direction It does not guarantee profitable trades It should not be used as a standalone trading system Settings Explanation Momentum Period (Default: 14) This parameter controls the lookback period for CVD rate-of-change calculations. Lower values (5-10): Make the indicator more responsive to recent volume changes. Useful for shorter-term trading and more active oscillation. May produce more whipsaws in choppy markets. Default value (14): Provides balanced responsiveness while filtering out most noise. Suitable for swing trading and daily timeframe analysis. Higher values (20-50): Create smoother readings and focus on longer-term volume trends. Better for position trading and reducing false signals, but with slower reaction to genuine changes in volume pressure. Important Notes: This indicator requires intrabar data to function properly. On some instruments or timeframes where lower timeframe data is not available, the indicator may not display. The indicator uses request.security_lower_tf() which has a limit of intrabars. On higher timeframes, this provides extensive history, but on very low timeframes (<1-minute charts), the indicator may only cover limited historical bars. Volume data quality varies by exchange and instrument. The indicator's effectiveness depends on accurate volume reporting from the data feed.
Pine Script® 인디케이터
VEGAlgo의
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.
Pine Script® 인디케이터
exploretranspose의
6
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.
Pine Script® 인디케이터
BackQuant의
10
CVD Polarity Indicator (With Rolling Smoothed)📊 CVD Polarity Indicator (with Rolling Smoothing) Purpose The CVD Polarity Indicator combines Cumulative Volume Delta (CVD) with price bar direction to measure whether buying or selling pressure is in agreement with price action. It then smooths that signal over time, making it easier to see underlying volume-driven market trends. This indicator is essentially a volume–price agreement oscillator: - It compares price direction with volume delta (CVD). - Translates that into per-bar polarity. - Smooths it into a rolling sum for clarity. - Adds a short EMA to highlight turning points. The end result: a tool that helps you see when price action is backed by real volume flows versus when it’s running on weak participation. __________________________________________________________________________________ 1. Cumulative Volume Delta (CVD) What it is: CVD is the cumulative sum of buying vs. selling pressure measured by volume. - If a bar closes higher than it opens → that bar’s volume is treated as buying pressure (+volume). - If a bar closes lower than it opens → that bar’s volume is treated as selling pressure (–volume). Rolling version: Instead of accumulating indefinitely (which just creates a line that trends forever), this indicator uses a rolling sum over a user-defined number of bars (cumulation_length, default 14). - This shows the net delta in recent bars, making the CVD more responsive and localized. 2. Bar Direction vs. CVD Change Each bar has two pieces of directional information: 1. Bar direction: Whether the candle closed above or below its open (close - open). 2. CVD change: Whether cumulative delta increased or decreased from the prior bar (cvd - cvd ). By comparing these two: - Agreement (both up or both down): → Polarity = +volume (if bullish) or –volume (if bearish). - Disagreement (bar up but CVD down, or bar down but CVD up): → Polarity flips sign, signaling divergence between price and volume. Thus, raw polarity = a per-bar measure of whether price action and volume delta are in sync. 3. Polarity Smoothing (Rolling Polarity) - Problem with raw polarity: It flips bar-to-bar and looks very jagged — not great for seeing trends. - Solution: The indicator applies a rolling sum over the past polarity_length bars (default 14). - This creates a smoother curve, representing the net polarity over time. - Positive values = net bullish alignment (buyers stronger). - Negative values = net bearish alignment (sellers stronger). Think of it like an oscillator showing whether buyers or sellers have had control recently. 4. EMA Smoothing Finally, a 10-period EMA is applied on top of the rolling polarity line: - This further reduces noise. - It helps highlight shifts in the underlying polarity trend. - Crossovers of the polarity line and its EMA can serve as trade signals (bullish/bearish inflection points). ________________________________________________________________________________ How to Read It 1. Polarity above zero → Recent bars show more bullish agreement between price and volume. 2. Polarity below zero → Recent bars show more bearish agreement. 3. Polarity diverging from price → If price goes up but polarity trends down, it signals weakening buying pressure (potential reversal). 4. EMA crossovers → - Polarity crossing above its EMA = bullish momentum shift. - Polarity crossing below its EMA = bearish momentum shift. Practical Use Cases - Trend Confirmation Use polarity to confirm whether a price move is supported by volume. If price rallies but polarity stays negative, the move is weak. - Divergence Signals Watch for divergences between price trend and polarity trend (e.g., higher highs in price but lower highs in polarity). - Momentum Shifts Use EMA crossovers as signals that the underlying balance of buying/selling has flipped.
Pine Script® 인디케이터
Cruiser의
Advanced Market TheoryADVANCED MARKET THEORY (AMT) This is not an indicator. It is a lens through which to see the true nature of the market. Welcome to the definitive application of Auction Market Theory. What you have before you is the culmination of decades of market theory, fused with state-of-the-art data analysis and visual engineering. It is an institutional-grade intelligence engine designed for the serious trader who seeks to move beyond simplistic indicators and understand the fundamental forces that drive price. This guide is your complete reference. Read it. Study it. Internalize it. The market is a complex story, and this tool is the language with which to read it. PART I: THE GRAND THEORY - A UNIVERSE IN AN AUCTION To understand the market, you must first understand its purpose. The market is a mechanism of discovery, organized by a continuous, two-way auction. This foundational concept was pioneered by the legendary trader J. Peter Steidlmayer at the Chicago Board of Trade in the 1980s. He observed that beneath the chaotic facade of ticking prices lies a beautifully organized structure. The market's primary function is not to go up or down, but to facilitate trade by seeking a price level that encourages the maximum amount of interaction between buyers and sellers. This price is "value." The Organizing Principle: The Normal Distribution Over any given period, the market's activity will naturally form a bell curve (a normal distribution) turned on its side. This is the blueprint of the auction. The Point of Control (POC): This is the peak of the bell curve—the single price level where the most trade occurred. It represents the point of maximum consensus, the "fairest price" as determined by the market participants. It is the gravitational center of the session. The Value Area (VA): This is the heart of the bell curve, typically containing 70% of the session's activity (one standard deviation). This is the zone of "accepted value." Prices within this area are considered fair and are where the market is most comfortable conducting business. The Extremes: The thin areas at the top and bottom of the curve are the "unfair" prices. These are levels where one side of the auction (buyers at the top, sellers at the bottom) was shut off, and trade was quickly rejected. These are areas of emotional trading and excess. The Narrative of the Day: Balance vs. Imbalance Every trading session is a story of the market's search for value. Balance: When the market rotates and builds a symmetrical, bell-shaped profile, it is in a state of balance . Buyers and sellers are in agreement, and the market is range-bound. Imbalance: When the market moves decisively away from a balanced area, it is in a state of imbalance . This is a trend. The market is actively seeking new information and a new area of value because the old one was rejected. Your Purpose as a Trader Your job is to read this story in real-time. Are we in balance or imbalance? Is the auction succeeding or failing at these new prices? The Advanced Market Theory engine is your Rosetta Stone to translate this complex narrative into actionable intelligence. PART II: THE AMT ENGINE - AN EVOLUTION IN MARKET VISION A standard market profile tool shows you a picture. The AMT Engine gives you the architect's full schematics, the engineer's stress tests, and the psychologist's behavioral analysis, all at once. This is what makes it the Advanced Market Theory. We have fused the timeless principles with layers of modern intelligence: TRINITY ANALYSIS: You can view the market through three distinct lenses. A Volume Profile shows where the money traded. A TPO (Time) Profile shows where the market spent its time. The revolutionary Hybrid Profile fuses both, giving you a complete picture of market conviction—marrying volume with duration. AUTOMATED STRUCTURAL DECODING: The engine acts as your automated analyst, identifying critical structural phenomena in real-time: Poor Highs/Lows: Weak auction points that signal a high probability of reversal. Single Prints & Ledges: Footprints of rapid, aggressive market moves and areas of strong institutional acceptance. Day Type Classification: The engine analyzes the session's personality as it develops ("Trend Day," "Normal Day," etc.), allowing you to adapt your strategy to the market's current character. MACRO & MICRO FUSION: Via the Composite Profile , the engine merges weeks of data to reveal the major institutional battlegrounds that govern long-term price action. You can see the daily skirmish and the multi-month war on a single chart. ORDER FLOW INTELLIGENCE: The ultimate advancement is the integrated Cumulative Volume Delta (CVD) engine. This moves beyond structure to analyze the raw aggression of buyers versus sellers. It is your window into the market's soul, automatically detecting critical Divergences that often precede major trend shifts. ADAPTIVE SIGNALING: The engine's signal generation is not static; it is a thinking system. It evaluates setups based on a multi-factor Confluence Score , understands the market Regime (e.g., High Volatility), and adjusts its own confidence ( Probability % ) based on the complete context. This is not a tool that gives you signals. This is a tool that gives you understanding . PART III: THE VISUAL KEY - A LEXICON OF MARKET STRUCTURE Every element on your chart is a piece of information. This is your guide to reading it fluently. --- THE CORE ARCHITECTURE --- The Profile Histogram: The primary visual on the left of each session. Its shape is the story. A thin profile is a trend; a fat, symmetrical profile is balance. Blue Box : The zone of accepted, "fair" value. The heart of the session's business. Bright Orange Line & Label : The Point of Control. The gravitational center. The price of maximum consensus. The most significant intraday level. Dashed Blue Lines & Labels : The boundaries of value. Critical inflection points where the market decides to either remain in balance or seek value elsewhere. Dashed Cyan Lines & Labels : The major, long-term structural levels derived from weeks of data. These are institutional reference points and carry immense weight. Treat them as primary support and resistance. Dashed Orange Lines & Labels : Marks a Poor or Unfinished Auction . These represent emotional, weak extremes and are high-probability targets for future price action. Diamond Markers : Mark Single Prints , which are footprints of aggressive, one-sided moves that left a "liquidity vacuum." Price is often drawn back to these levels to "repair" the poor structure. Arrow Markers : Mark Ledges , which are areas of strong horizontal acceptance. They often act as powerful support/resistance in the future. Dotted Gray Lines & Labels : The projected daily range based on multiples of the Initial Balance . Use them to set realistic profit targets and gauge the day's potential. --- THE SIGNAL SUITE --- Colored Triangles : These are your high-probability entry signals. The color is a strategic playbook: Gold Triangle : ELITE Signal. An A+ setup with overwhelming confluence. This is the highest quality signal the engine can produce. Yellow Triangle : FADE Signal. A counter-trend setup against an exhausted move at a structural extreme. Cyan Triangle : BREAKOUT Signal. A momentum setup attempting to capitalize on a breakout from the value area. Purple Triangle : ROTATION Signal. A mean-reversion setup within the value area, typically from one edge towards the POC. Magenta Triangle : LIQUIDITY Signal. A sophisticated setup that identifies a "stop run" or liquidity sweep. Percentage Number: The engine's calculated probability of success . This is not a guarantee, but a data-driven confidence score. Dotted Gray Line: The signal's Entry Price . Dashed Green Lines: The calculated Take Profit Targets . Dashed Red Line: The calculated Stop Loss level. PART IV: THE DASHBOARD - YOUR STRATEGIC COMMAND CENTER The dashboard is your real-time intelligence briefing. It synthesizes all the engine's analysis into a clear, concise, and constantly updating summary. --- CURRENT SESSION --- POC, VAH, VAL: The live values for the core structure. Profile Shape: Is the current auction top-heavy ( b-shaped ), bottom-heavy ( P-shaped ), or balanced ( D-shaped )? VA Width: Is the value area expanding (trending) or contracting (balancing)? Day Type: The engine's judgment on the day's personality. Use this to select the right strategy. IB Range & POC Trend: Key metrics for understanding the opening sentiment and its evolution. --- CVD ANALYSIS --- Session CVD: The raw order flow. Is there more net buying or selling pressure in this session? CVD Trend & DIVERGENCE: This is your order flow intelligence. Is the order flow confirming the price action? If "DIVERGENCE" flashes, it is a critical, high-alert warning of a potential reversal. --- MARKET METRICS --- Volume, ATR, RSI: Your standard contextual metrics, providing a quick read on activity, volatility, and momentum. Regime: The engine's assessment of the broad market environment: High Volatility (favor breakouts), Low Volatility (favor mean reversion), or Normal . --- PROFILE STATS, COMPOSITE, & STRUCTURE --- These sections give you a quick quantitative summary of the profile structure, the major long-term Composite levels, and any active Poor Structures. --- SIGNAL TYPES & ACTIVE SIGNAL --- A permanent key to the signal colors and their meanings, along with the full details of the most recent active signal: its Type , Probability , Entry , Stop , and Target . PART V: THE INPUTS MENU - CALIBRATING YOUR LENS This engine is designed to be calibrated to your specific needs as a trader. Every input is a lever. This is not a "one size fits all" tool. The extensive tooltips are your built-in user manual, but here are the key areas of focus: --- MARKET PROFILE ENGINE --- Profile Mode: This is the most fundamental choice. Volume is the standard for price-based support and resistance. TPO is for analyzing time-based acceptance. Hybrid is the professional's choice, fusing both for a complete picture. Profile Resolution: This is your zoom lens. Lower values for scalping and intraday precision. Higher values for a cleaner, big-picture view suitable for swing trading. Composite Sessions: Your timeframe for macro analysis. 5-10 sessions for a weekly view; 20-30 sessions for a monthly, structural view. --- SESSION & VALUE AREA --- These settings must be configured correctly for your specific asset. The Session times are critical. The Initial Balance should reflect the key opening period for your market (60 minutes is standard for equities). --- SIGNAL ENGINE & RISK MANAGEMENT --- Signal Mode: THIS IS YOUR PERSONAL RISK PROFILE. Set it to Conservative to see only the absolute best A+ setups. Use Elite or Balanced for a standard approach. Use Aggressive only if you are an experienced scalper comfortable with managing more frequent, lower-probability setups. ATR Multipliers: This suite gives you full, dynamic control over your risk/reward parameters. You can precisely define your initial stop loss distance and profit targets based on the market's current volatility. A FINAL WORD FROM THE ARCHITECT The creation of this engine was a journey into the very heart of market dynamics. It was born from a frustrating truth: that the most profound market theories were often confined to books and expensive institutional platforms, inaccessible to the modern retail trader. The goal was to bridge that gap. The challenge was monumental. Making each discrete system—the volume profile, the TPO counter, the composite engine, the CVD tracker, the signal generator, the dynamic dashboard—work was a task in itself. But the true struggle, the frustrating, painstaking process that consumed countless hours, was making them work in unison . It was about ensuring the CVD analysis could intelligently inform the signal engine, that the day type classification could adjust the probability scores, and that the composite levels could provide context to the intraday structure, all in a seamless, real-time dance of data. This engine is the result of that relentless pursuit of integration. It is built on the belief that a trader's greatest asset is not a signal, but clarity . It was designed to clear the noise, to organize the chaos, and to present the elegant, underlying logic of the market auction so that you can make better, more informed, and more confident decisions. It is now in your hands. Use it not as a crutch, but as a lens. See the market for what it truly is. "The market can remain irrational longer than you can remain solvent." - John Maynard Keynes DISCLAIMER This script is an advanced analytical tool provided for informational and educational purposes only. It is not financial advice. All trading involves substantial risk, and past performance is not indicative of future results. The signals, probabilities, and metrics generated by this indicator do not constitute a recommendation to buy or sell any financial instrument. You, the user, are solely responsible for all trading decisions, risk management, and outcomes. Use this tool to supplement your own analysis and trading strategy. PUBLISHING CATEGORIES Volume Profile Market Profile Order Flow
Pine Script® 인디케이터
DskyzInvestments의
32
CDV Momentum WaveDescription: This indicator visualizes the Cumulative Delta Volume (CDV) as waves, providing traders with insights into the momentum and strength of buying and selling activity. By tracking the cumulative difference between buying and selling pressure, it highlights shifts in market sentiment with color-coded wave patterns. How to Use: Spot Momentum: Green waves signify strong buying pressure, while red waves indicate dominant selling pressure. Blue and orange waves mark transitions or weaker momentum. Trend Analysis: Persistent color and direction in waves reflect a strong trend, while frequent shifts may signal reversals or consolidation. Sensitivity Adjustment: Use the mul2 setting to fine-tune wave responsiveness for short-term or long-term analysis. Wave Position Adjustment: The osx setting adjusts the visual placement of the waves on the chart. By default (osx = 0), the waves are aligned directly with the candle data they are calculated from. Increasing osx shifts the waves forward. Decreasing osx shifts the waves backward. This tool helps traders detect momentum shifts, confirm trends, and understand volume dynamics in various market conditions.
Pine Script® 인디케이터
farkasszilard의
3
Cumulative Volume Delta Strategy | Flux Charts💎 GENERAL OVERVIEW Introducing the Cumulative Volume Delta Strategy (CVDS) Indicator, an advanced tool designed to enhance trading strategies by identifying potential trend reversals through volume dynamics. This script features integrated order block detection, Fair Value Gaps (FVGs), and a dynamic take-profit (TP) and stop-loss (SL) system. For an in-depth understanding of the strategy, refer to the "HOW DOES IT WORK?" section below. Features of the new Cumulative Volume Delta Strategy (CVDS) Indicator : Cumulative Volume Delta-based Strategy Order Block and Fair Value Gap (FVG) Entry Methods Dynamic TP/SL System Customizable Risk Management Settings Alerts for Buy, Sell, TP, and SL Signals 📌 HOW DOES IT WORK ? The CVDS indicator operates by tracking the net volume difference between buyers and sellers to identify divergences that could indicate potential trend reversals. A cumulative volume delta (CVD) calculation is employed to measure the intensity of these divergences in relation to price movements. The net volume sum is reset every trading day (can be changed from the settings using the anchor period option), and divergences are detected when the cumulative volume crosses the 0-line over or under. Once a significant divergence is detected, the indicator identifies breakout points, confirmed by either Fair Value Gaps (FVGs) or Order Blocks (OBs). Depending on your chosen entry mode, the indicator will trigger a buy or sell entry when the confirmation signal aligns with the breakout direction. Alerts for Buy, Sell, Take-Profit, and Stop-Loss are available. Note that the indicator cannot run on 1-minute and 1-second charts, as it needs to get data from a lower timeframe. 1-minutes & 1-second timeframes are the minimum timeframes in their ranges respectively. 🚩 UNIQUENESS What sets this indicator apart is the combination of volume divergence analysis with advanced price action tools like Fair Value Gaps (FVGs) and Order Blocks (OBs). The ability to choose between these methods, along with a dynamic TP/SL system that adapts based on volatility, provides flexibility for traders in any market condition. The backtesting dashboard provides metrics about the performance of the indicator. You can use it to tune the settings for best use in the current ticker. The CVD-based strategy ensures that trades are initiated only when meaningful divergences between volume and price occur, filtering out noise and increasing the likelihood of profitable trades. ⚙️ SETTINGS 1. General Configuration Anchor Period: Time anchor period used in CVD calculation. This is essentially the period that the volume delta sum will be reset. Lower timeframes may result in more entries at the cost of less reliable results. Entry Mode: Choose between FVGs or OBs to trigger your entries based on the confirmation signals. Retracement Requirement: Enable to confirm the entry after a retracement toward the FVG or OB. 2. Fair Value Gaps FVG Sensitivity: Modify the sensitivity of FVG detection, allowing for more or fewer gaps to be considered valid. 3. Order Blocks (OB) Swing Length: Define the swing length to identify OB formations. Shorter lengths find smaller OBs, while longer lengths detect larger structures. 4. TP / SL TP / SL Method: a) Dynamic: The TP / SL zones will be auto-determined by the algorithm based on the Average True Range (ATR) of the current ticker. b) Fixed : You can adjust the exact TP / SL ratios from the settings below. Dynamic Risk: The risk you're willing to take if "Dynamic" TP / SL Method is selected. Higher risk usually means a better winrate at the cost of losing more if the strategy fails. This setting is has a crucial effect on the performance of the indicator, as different tickers may have different volatility so the indicator may have increased performance when this setting is correctly adjusted.
Pine Script® 인디케이터
fluxchart의
7
Cumulative Volume Delta Histogram [TradingFinder] CVD Histogram🔵 Introduction To fully understand Cumulative Volume Delta (CVD), it’s important to start by explaining Volume Delta. In trading, "Delta" refers to the difference between two values or the rate of change between two data points. Volume Delta represents the difference between buying and selling pressure for each candlestick on a chart, and this difference can vary across different time frames. A positive delta indicates that buying volume exceeds selling volume, while a negative delta shows that selling pressure is stronger. When buying and selling volumes are equal, the volume delta equals zero. The Cumulative Volume Delta (CVD) indicator tracks the cumulative difference between buying and selling volumes over time, helping traders analyze market dynamics and identify reliable trading signals through CVD divergences. 🔵 How to Use Cumulative Volume Delta (CVD) is an essential technical analysis tool that aggregates delta values for each candlestick, creating a comprehensive indicator. This helps traders evaluate overall buying and selling pressure over market swings. Unlike standard Volume Delta, which compares the delta on a candle-by-candle basis, CVD provides a broader view of buying and selling pressure during market trends. A downward-trending CVD suggests that selling pressure is dominant, which is typically a bearish signal. Conversely, an upward-trending CVD indicates bullish sentiment, suggesting buyers are in control. This analysis becomes even more valuable when compared with price action and market structure, helping traders predict the direction of asset prices. 🟣 How to Use CVD in Trend Analysis and Market Reversals Understanding how to detect trend changes using Cumulative Volume Delta is crucial for traders. Typically, CVD aligns with market structure, moving in the same direction as price trends. However, divergences between CVD and price movements or signs of volume exhaustion can be powerful indicators of potential market reversals. Recognizing these patterns helps traders make more informed decisions and improve their trading strategies. 🟣 How to Spot Trend Exhaustion with CVD CVD is particularly effective for identifying trend exhaustion in the market. For instance, if an asset's price hits a new low, but CVD doesn’t follow, this might indicate a lack of seller interest, signaling potential exhaustion and a possible reversal. Similarly, if an asset reaches a new high but CVD fails to follow, it can suggest that buyers lack the strength to push the market higher, indicating a possible reversal to the downside. 🟣 How to Use CVD Divergence in Price Trend Analysis Another effective use of CVD is identifying divergences in price trends. For example, if CVD breaks a previous high or low while the price remains stable, this divergence may indicate that buying or selling pressure is being absorbed. For instance, if CVD rises sharply without a corresponding increase in asset prices, it may suggest that sellers are absorbing the buying pressure, which could lead to a strong sell-off. Conversely, if prices remain stable while CVD declines, it may indicate that buyers are absorbing selling pressure, likely leading to a price increase once the selling subsides. 🟣 CVD Display, Candlestick vs. Histogram – What’s the Difference? CVD can be displayed in two different formats : Candlestick Display : In this format, the data is shown as green and red candlesticks, each representing the difference in buying and selling pressure over a given time period. This display allows traders to visually analyze market pressure along with price changes. Histogram Display : Here, the data is represented as vertical green and red bars, where each bar’s height corresponds to the volume delta. This format offers a clearer view of the strengths and weaknesses in market buying and selling pressure. 🟣 What are the Key Settings for CVD? Cumulative Mode : CVD offers three modes: "Total," "Periodic," and "EMA." In "Total" mode, CVD accumulates the delta from the beginning to the end of the session. In "Periodic" mode, it accumulates volume periodically, resetting at specific intervals. In "EMA" mode, the CVD is smoothed using an Exponential Moving Average (EMA) to filter out short-term fluctuations. Period : The "Period" setting allows you to define the number of bars or intervals for "Periodic" and "EMA" modes. A shorter period captures more short-term movements, while a longer period smooths out the fluctuations and provides a broader view of market trends. Market Ultra Data : This feature integrates data from 26 major brokers into the volume calculations, providing more reliable volume data. It’s important to specify the type of market you are analyzing (Forex, crypto, etc.) as different brokers contribute to different markets. Enabling this setting ensures the highest accuracy in volume analysis. 🔵 Conclusion Cumulative Volume Delta (CVD) is a powerful technical indicator that helps traders assess buying and selling pressure by aggregating the delta values of each candlestick. Whether displayed as candlesticks or histograms, CVD provides insights into market trends, helping traders make informed decisions. CVD is particularly useful in identifying divergences and exhaustion in market trends. For example, if CVD does not align with price movements, it can signal a potential trend reversal. Traders use this tool to fine-tune their entry and exit points and better predict future market movements. In summary, CVD is a versatile tool for analyzing volume data and understanding the balance of buying and selling pressure in the market, making it an invaluable asset in any trader’s toolkit
Pine Script® 인디케이터
TFlab의
4
Cumulative Volume Delta Divergence [TradingFinder] Periodic EMA🔵 Introduction The Cumulative Volume Delta (CVD) is a powerful tool in technical analysis that is derived from market volume or trading activity. The Cumulative Volume Delta Divergence Detector Indicator helps traders identify Cumulative Volume Delta Divergences (CVD Divergence), which can provide reliable trading signals. These divergences, such as bullish and bearish CVD divergences, act as key indicators of potential trend reversals in financial markets. By analyzing CVD divergences, traders can gain insights into the strength of buying and selling pressure and make more informed predictions about price trends. The CVD indicator is particularly effective for traders who engage in day trading and scalping, as it helps identify price reversal points by analyzing volume and price behavior. Using the CVD indicator in combination with other technical tools such as support and resistance levels and candlestick patterns allows for a more accurate market analysis. 🔵 How to Use Divergences are one of the most important technical analysis signals that indicate the current strength of a price move may not be sustainable. Cumulative Volume Delta Divergence helps traders identify potential trading opportunities that may not be visible on the price chart alone. This type of divergence examines the relationship between buying and selling volume and price, enabling traders to better understand price trends. 🟣 Bullish CVD Divergence A bullish CVD divergence occurs when the price makes a lower low, but the CVD indicator shows a higher low. This indicates increasing buying pressure in the market, even though the price is declining. In other words, despite the price dropping, buyers are gradually gaining strength, which could signal a price reversal and the start of a bullish trend. How to use this signal : In this scenario, traders looking to go long can use this signal as a favorable opportunity to enter the market. After a bullish divergence, the market typically tends to move upward. To reduce risk, traders can wait for further confirmation from the price chart. For example, if the price breaks through the previous high after the divergence or breaks a resistance level, this could be a more reliable signal for entering the market. 🟣 Bearish CVD Divergence A bearish CVD divergence is the opposite of a bullish divergence. In this type of divergence, the price makes a higher high, but the CVD indicator shows a lower high. This indicates decreasing buying pressure and weakening momentum in the current bullish trend. A bearish divergence often serves as a warning of a potential market reversal to the downside. How to use this signal : Traders can use this divergence as an opportunity to exit long positions or enter short positions. When the CVD indicator makes a lower high compared to the price, it signals weakness in buyer strength. If traders receive further confirmation from the price chart, such as a break of key support levels or an increase in selling volume, this can serve as a stronger signal for the beginning of a bearish trend. 🟣 How to Build a Trading Strategy with Cumulative Volume Delta Divergence Using CVD divergence alone may not be sufficient. Traders should combine this tool with other technical analysis techniques and indicators to have more confidence in their decisions. For example, when observing a CVD divergence, traders can also analyze volume, trend lines, or candlestick patterns to get a more accurate market analysis. Additionally, risk management should always be a priority. Using stop-loss orders and properly sizing trades can help traders minimize their losses if they make a mistake. 🔵 Setting Divergence Fractal Period : Determines the period of swings. The minimum and default value is 2. CVD Period : You can set the period of " Periodic " and " EMA " modes. Cumulative Mode : It has three modes "Periodic" and "EMA". In "Periodic" mode, it accumulates the volume periodically and in "EMA" mode, it calculates the moving average of the volume. Market Ultra Data : If you turn on this feature, 26 large brokers will be included in the calculation of the trading volume. The advantage of this capability is to have more reliable volume data. You should be careful to specify the market you are in, FOREX brokers and Crypto brokers are different. 🔵 Conclusion The Cumulative Volume Delta (CVD) indicator is a powerful tool in technical analysis, helping traders better identify price trends and make more accurate market predictions. By identifying CVD divergences, traders can anticipate price reversals and time their market entries and exits accordingly. Bullish and bearish CVD divergences each provide valuable signals that can help traders identify the best entry and exit points in the market. A bullish CVD divergence signals strength in buying that will likely lead to a price increase, while a bearish CVD divergence indicates weakness in the bullish trend and the potential for the beginning of a bearish trend. Overall, combining CVD with other technical analysis tools and employing risk management strategies can help traders make better trading decisions and capitalize on available market opportunities.
Pine Script® 인디케이터
TFlab의
57
Cumulative Delta [TradingFinder] Volume + Periodic + EMA🔵 Introduction To fully grasp the concept of Cumulative Volume Delta (CVD), it's essential first to understand Volume Delta. In trading and technical analysis, the term "Delta" typically refers to the difference between two values or the rate of change between two data points. Volume Delta represents the difference between buying and selling pressure, calculated for each candlestick on a chart. This difference can vary across different timeframes. A positive delta indicates that buying volume exceeds selling volume, while a negative delta shows that selling volume is greater. When buying and selling volumes are equal, the volume delta equals zero. 🟣 What is Cumulative Volume Delta (CVD)? Cumulative Volume Delta (CVD) is a powerful tool in technical analysis that aggregates delta values for each candlestick, creating a comprehensive indicator that helps traders assess market trends. Unlike the standard Volume Delta, which compares delta on a candle-by-candle basis, CVD provides insight into the overall buying and selling pressure during key market swings. A downward-trending CVD suggests that selling pressure is dominating, which is typically a bearish signal. Conversely, an upward-trending CVD indicates bullish sentiment. This analysis becomes even more significant when comparing CVD with price action and market structure, helping traders to predict asset price directions. By evaluating market highs and lows, one can determine the market trend. A consistent rise in these points indicates an uptrend, while a consistent fall suggests a downtrend. 🔵 How to Use Understanding how to detect trend changes using Cumulative Volume Delta is crucial for traders. Typically, CVD aligns with market structure, moving in the same direction as price trends. However, divergences between CVD and price trends or signs of exhaustion in volume can be powerful indicators of potential market reversals. Recognizing these patterns can help traders make informed decisions and improve their trading strategies. 🟣 Identifying Trend Exhaustion with Cumulative Volume Delta (CVD) The Cumulative Volume Delta (CVD) indicator is especially effective in identifying weakening trends in the market. For instance, if gold's price hits a new low, but CVD does not follow suit, this may indicate a lack of seller interest despite the new low, signaling potential seller exhaustion. Most traders interpret this as a possible reversal from a bearish to a bullish trend. Similarly, if gold reaches a new high but CVD fails to do the same, it can suggest that buyers lack the strength to push the market higher, indicating a possible trend reversal. 🟣 Utilizing Cumulative Volume Delta (CVD) Divergence in Price Trend Analysis Another effective use of CVD is identifying divergences in price trends. For example, if CVD breaks a previous high or low while the price remains stable, this divergence often indicates that buying or selling pressure is being absorbed. For instance, if CVD rises sharply without a corresponding increase in gold prices, it may suggest that sellers are absorbing the buying pressure, potentially leading to a strong sell-off. Conversely, if gold prices remain stable while CVD declines, it could indicate that buyers are absorbing selling pressure, likely leading to a price increase once selling subsides. 🔵 Setting Cumulative Mode : It has three modes "Total", "Periodic" and "EMA". In "Total" mode, it collects the volume from the beginning to the end. In "Periodic" mode, it accumulates the volume periodically and in "EMA" mode, it calculates the moving average of the volume. Period : You can set the period of " Periodic " and " EMA " modes. Market Ultra Data : If you turn on this feature, 26 large brokers will be included in the calculation of the trading volume. The advantage of this capability is to have more reliable volume data. You should be careful to specify the market you are in, FOREX brokers and Crypto brokers are different. 🔵 Conclusion Cumulative Volume Delta (CVD) is a powerful analytical tool in financial markets that helps analysts and traders assess buying and selling pressure by aggregating and combining the volume delta for each candlestick. CVD can indicate the strength or weakness of a market trend. When CVD moves upward, it signals that buying pressure is dominant and is considered a bullish signal; conversely, a downward movement in CVD indicates that selling pressure is stronger and is viewed as a bearish signal. This indicator is particularly effective in identifying divergences and exhaustion in market trends. For example, if CVD does not align with price movements, it may suggest a potential trend reversal. Traders use this information to make more informed trading decisions, especially when identifying entry and exit points in the market. Overall, CVD is a tool that enables analysts to better understand market fluctuations and more accurately predict future market trends.
Pine Script® 인디케이터
TFlab의
4
Cumulative Volume Delta LineThis script is a refined version of TradingView's Cumulative Volume Delta (CVD) indicator. It features a CVD line for lower time frames and automatically switches to a Simple Moving Average (SMA) line on daily time frames and higher. This functionality makes it easier to spot Volume Delta divergences on daily charts while maintaining utility on intraday time frames. Key Features: Line Chart and Oscillator Configuration: Unlike TradingView's standard CVD, this script can be configured as a line chart or an oscillator, enhancing flexibility and usability. Line chart for easier divergence spotting: The line chart format is preferred for spotting divergences, providing a clearer visual representation compared to other formats. Accurate Calculations: Many older community CVD scripts use approximate calculations that can be inaccurate. This script leverages TradingView's own calculations, which are the most accurate available without tick data feeds. Intraday and Daily Adaptation: The Traditional CVD script is a per bar volume delta on Daily and higher timeframes and cumulative volume delta for intraday session timeframes which makes it very hard to spot divergences on higher timeframes. This script resolves that by using an SMA on daily time frames and higher. Auto-Switching Feature: The script intelligently switches between the CVD line and the SMA line based on the active time frame. This feature can be toggled off if you prefer to use the CVD on all time frames or the SMA on all time frames. Customizable Settings: Building on TradingView's CVD script, this version includes all the same settings in addition to the new auto-switch, SMA length etc. About Volume Delta and Cumulative Volume Delta: Volume Delta is the difference between the buying and selling volume within a specified period. It helps traders understand the net buying or selling pressure in the market. A positive volume delta indicates more buying activity, while a negative volume delta indicates more selling activity. Cumulative Volume Delta (CVD) aggregates the volume delta over time to provide a running total. This cumulative approach helps traders see the overall buying and selling pressure trends, making it easier to identify potential reversals or continuations in the market trend.
Pine Script® 인디케이터
colicoid의
40
Cumulative Volume Delta (CVD)█ OVERVIEW Cumulative Volume Delta (CVD) is a volume-based trading indicator that provides a visual representation of market buying and selling pressure by calculating the difference in traded volumes between the two sides. It uses intrabar information to obtain more precise ​volume delta information than methods using only the chart's timeframe. Volume delta is the net difference between Buy Volume and Sell Volume. Positive volume delta indicates that buy volume is more than sell volume, and opposite. So Cumulative Volume Delta (CVD) is a running total/cumulation of volume delta values, where positive VD gets added to the sum and negative VD gets subtracted from the sum. I found simple and fast solution how to calculate CVD, so made plain and concise code, here is CVD function : cvd(_c, _o, _v) => var tcvd = 0.0, delta = 0.0 posV = 0.0, negV = 0.0 totUV = 0.0, totDV = 0.0 switch _c > _o => posV += _v _c < _o => negV -= _v _c > nz(_c ) => posV += _v _c < nz(_c ) => negV -= _v nz(posV ) > 0 => posV += _v nz(negV ) < 0 => negV -= _v totUV += posV totDV += negV delta := totUV + totDV cvd = tcvd + delta tcvd += delta cvd where _c, _o, _v are close, open and volume of intrabar much lower timeframe. Indicator uses intrabar information to obtain more precise ​volume delta information than methods using only the chart's timeframe. Intrabar precision calculation depends on the chart's timeframe: CVD is good to use together with open interest, volume and price change. For example if CVD is rising and price makes good move up in short period and volume is rising and open interest makes good move up in short period and before was flat market it is show big chance to pump.
Pine Script® 인디케이터
NoveltyTrade의
2
Volume Delta Methods (Chart) [LuxAlgo]The Volume Delta Methods (Chart) aims at highlighting the relationship between Buying or Selling Pressure and Price by presenting Volume Delta , and multiple derivatives of volume delta such as Cumulative Volume Delta (CVD) , Buy/Sell Volume , Total Volume , etc on top of the Main Price Chart . The script uses two different intrabar (chart bars at a lower timeframe than the chart's) analyses to achieve the most approximate calculation of the ​volume delta and offers fully customizable visualization features using various types of charts such as line, area, baseline, candles, and histograms. The script allows traders to see "within" the price bar, provides more transparency over a traditional volume histogram, and also allows users to monitor price and volume activity together. 🔶 USAGE Volume delta is the difference between the buying volume and the selling volume, in other words, it is the net demand at a given bar allowing traders a more detailed insight when analyzing the market sentiment. A volume delta greater than 0 indicates more buying than selling pressure, whereas a volume delta less than 0 indicates more selling than buying pressure. Volume delta plus total volume (regular volume) adds additional insight, where the total volume represents all the recorded trades for security that occurs in a given time interval. It is a measurement of the participation, enthusiasm, and interest in a given security. Divergences occur when the polarity of ​the volume delta does not match the polarity of the price bar. The users can enable the display of the numerical values of the volume delta. Cumulative Volume Delta (CVD) is a way of using Volume Delta to measure an asset’s mid-to-long-term buy and sell pressure. It compares buying and selling volume over time and offers insights into market behavior at specific price points. Cumulative Volume Delta is effectively a continuation of the principles of Volume Delta but involves longer time periods and offers different trading signals. Like the Volume Delta, the Cumulative Volume Delta (CVD) indicator measures the relationship between buy and sell pressure but does not focus on one specific candle in particular. Rather, the Cumulative Volume Delta takes the relative differences and combines them all over an extended time period. Users have the ability Cumulative Volume Delta in various types of charts along with an optional smoothing line. Placed above price bars options. Interacting with price bar options helps to better identify CVD Divergences. CVD Divergences CVD reveals buying and selling trends that may or may not complement the price trend of the asset itself. Sometimes, price trends can run in contrast to trading behavior — sell volume can be dominant while the spot price is rising, and vice versa. 🔶 DETAILS Theoretically, volume delta is calculated by taking the difference between the volume that traded at the ask price and the volume that traded at the bid price. The most precise calculation method uses tick data but requires huge amounts of data on historical bars, which usually limits the historical depth of charts. This indicator uses two different intrabar analysis methods for the ​volume delta calculation, where intrabars are chart bars at a lower timeframe than the chart's timeframe: The logic used to assign intrabar ​volume to the "up" or "down". - Buying/Selling pressure of the intrabar option (default) (close - low) > (high - close) => UP (close - low) < (high - close) => DOWN (close - low) = (high - close) => close - previous close is used - Polarity of the intrabar option close > open => UP close < open => DOWN close = open => close - previous close is used 🔶 SETTINGS The script takes into account user-defined parameters and performs calculations and presentations based on them, where detailed usage for each user-defined input parameter in indicator settings is provided with the related input's tooltip. 🔹 Calculation Settings Calculation Method: Calculation method selection, available options 'Intrabar Buying/Selling Pressure' or 'Intrabar Polarity'. Lower Timeframe Precision: Sets indicator precision, default option is 'Auto'. 🔹 Presentation Settings Volume Delta: Toggles the visibility of the Volume Delta Cumulative Volume Delta: Toggles the visibility of the Cumulative Volume Delta Volume Delta/Price Bar Divergences: Toggles the visibility of the Volume Delta Divergences Volume Delta Numerical Values: Toggles the visibility of the Volume Delta Numerical Values 🔹 Other Features Volume MA: Toggles the visibility of the Volume Moving Average CVD Smoothing: Toggles the visibility of the Cumulative Volume Delta's Smoothing Line 🔹 Volume Delta, Others Volume Delta: Positive, Negative: Volume Delta color customization options Volume Histogram: Growing, Falling: Volume Histogram color customization options Display Length: Length of the visual objects presented with this indicator Volume Delta Height: Volume delta height customization options Volume Histogram Height: Volume histogram height customization options Vertical Offset: Volume delta and histogram vertical positioning customization options 🔹 Cumulative Volume Delta, Others CVD Line, Width, and Color: Cumulative Volume Delta - Line Width and Color customization options CVD Area/Baseline, Gradient Coloring: Cumulative Volume Delta - Area and Baseline background gradient coloring customization options CVD Candles Color, Positive, and Negative: Cumulative Volume Delta - Candles coloring customization options CVD/Smoothing Background: Highlights and adjusts the transparency of the area between the Cumulative Volume Delta Line and it's Smoothing Line 🔶 RELATED SCRIPTS Liquidity-Sentiment-Profile EquiVolume Volume-Footprint
Pine Script® 인디케이터
LuxAlgo의
25
MW Volume ImpulseMW Volume Impulse Settings * Moving Average Period: The moving average period used to generate the moving average line for the bar chart. Default=14 * Dot Size: The size of the dot that indicates when the moving average of the CVD is breached. Default=10 * Dot Transparency: The transparency of the dot that indicates when the moving average of the CVD is breached. Default=50 * EMA: The exponential moving average that the price must break through, in addition to the CVD moving * Accumulation Length: Period used to generate the Cumulative Volume Delta (CVD) for the bar chart. Default=14 Introduction Velocity = Change in Position over time Acceleration = Change in Velocity over time For this indicator, Position is synonymous with the Cumulative Volume Delta (CVD) value. What the indicator attempts to do is to determine when the rate of acceleration of buying or selling volume is changing in either or buying or selling direction in a meaningful way. Calculations The CVD, upon which these changes is calculated using candle bodies and wicks. For a red candle, buying volume is calculated by multiplying the volume by the spread percentage of the average of the top and bottom wicks, while Selling Volume is calculated multiplying the volume by the spread percentage of the average of the top and bottom wicks - in addition to the spread percentage of the candle body. For a green candle, buying volume is calculated by multiplying the volume by the spread percentage of the average of the top and bottom wicks - plus the spread percentage of the candle body - while Selling Volume is calculated using only the spread percentage average of the top and bottom wicks. How to Interpret The difference between the buying volume and selling volume is the source of what generates the red and green bars on the indicator. But, more specifically, this indicator uses an exponential moving average of these volumes (14 EMA by default) to determine that actual bar size. The change in this value indicates the velocity of volume and, ultimately, the red and green bars on the indicator. - When the bar height is zero, that means that there is no velocity, which indicates either a balance between buyers and sellers, or very little volume. - When the bar height remains largely unchanged from period to period - and not zero - it means that the velocity of volume is constant in one direction. That direction is indicated by the color of the bar. Buyers are dominating when the bars are green, and sellers are dominating when the bars are red. - When the bar height increases, regardless of bar color, it means that volume is accelerating in a buying direction. - When the bar height decreases, regardless of bar color, it means that volume is accelerating in a selling direction. The white line represents the moving average of the bar values, while the red and white - and green and white - dots show when the moving average has been breached by the Cumulative Volume Delta value AND the price has broken the 7 EMA (which is user editable). As with most moving averages, a breach can indicate a move in a bearish or bullish direction, and the sensitivity can be adjusted for differing market conditions Other Usage Notes and Limitations For better use of the signal, consider the following, 1. Volume moving below the moving average can indicate that the volume may be ready to exit an overbought condition, especially if the bars were making lower highs prior to the signal - regardless of bar color. 3. Volume moving above the moving average can indicate that the volume may be ready to exit an oversold condition, especially if the bars were making higher lows prior to the signal - regardless of bar color. Additionally, a green dot that occurs with a positive (green) Cumulative Volume Delta can indicate a buying condition, while a red dot that occurs with a negative (red) Cumulative Volume Delta can indicate a selling condition. What this means is that buying or selling momentum briefly went against the direction of buying or selling Cumulative Volume Delta , but was not strong enough to change the buying or selling direction. In cases like this, once the volume begins to accelerate again in the direction of the buying or selling volume - indicated by a red or green dot - then the price is more likely to favor the direction of the Cumulative Volume Delta and its corresponding acceleration. Although a red or green signal can indicate a change in direction, this script cannot predict the magnitude or duration of the change. It is best used with accompanying indicators that can be used to confirm a direction change, such as a moving average, or a supply or demand range.
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mwrightinc의
15
CVD+ - Multi Symbol Cumulative Volume DeltaEdit of TradingView's LTF CVD TradingView's CVD is already the most accurate CVD on the platform because of the LTF data. The purpose of the edit is to provide the ability to compare volume flow between multiple exchanges, futures & spot, multiple symbols or any other potential use case. All in single layout or even a single pane. Added features: - Option to manually select a symbol from which to calculate the LTF CVD - Option to normalize the selected symbol's CVD to the chart's symbol's CVD (Useful when you want to compare futures and spot on the same pane) - Label that displays the selected symbol's name and exchange - Changed presets to plot the CVD line as the predetermined option All of TV's original features remain the same.
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In_Finito_의
6
Volume Suite - By Leviathan (CVD, Volume Delta, Relative Volume)Volume Suite is an all-in-one script that includes several volume-based indicators such as CVD, Volume Delta, Relative Volume, Buy/Sell Volume, Cumulative Relative Volume and more. Additionally, it offers fully customisable appearance and features for improved data visualization, such as highlights for high volume activity, small price changes with high volume, or large price changes with low volume and more. Data available in version 1: - Volume Delta Volume Delta is the net difference between Buy Volume and Sell Volume at a given bar. Positive Delta indicates that Buy Volume > Sell Volume, while Negative Delta means that Sell Volume > Buy Volume. As there is not way to get tick data on Tradingview, calculating Volume Delta is improvised by using the direction of lower timeframe candles and their volume. - Cumulative Volume Delta (CVD) CVD is a running total/cumulation of Volume Delta values, where positive VD gets added to the sum and negative VD gets subtracted from the sum. It can be used for trend strength analysis, divergence strategies, sentiment, etc. - Buy/Sell Volume Buy and Sell Volume provides an insight into volume activity in a given bar by estimating the buying/selling volume based on the direction of lower timeframe candles and their volume. - Relative Volume Relative Volume is used to compare current trading volume to past trading volume over a given period. For instance, a relative volume of 1.0 indicates that volume is at an average level, while a relative volume of 2.0 suggests that the volume is twice as high as the average. - Cumulative Relative Volume (CRVOL) CRVOL is a running total/cumulation of Relative Volume values, where RVOL at close>open gets added to the sum and RVOL at close
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LeviathanCapital의
69
Cumulative Volume Delta [Aggregated]This Indicator is known as Cumulative Volume Delta (CVD), and it represents the total difference between buying and selling pressure. This indicator use intrabar analysis to strike a balance between the most straightforward and accurate approaches of computing volume delta. Intrabar analysis is the most accurate method to determine volume delta on historical bars on our charts when TradingView does not currently have historical tick data available. What is included in the indicator: Candle Type CVD Line Type CVD Aggregated Data which is derived from different exchanges ● Binance ● Bybit ● OKX ● Delta ● WooNetwork You can choose between Aggregated Data or Single Data by choice. Aggregated Data - Gathered Data from multiple exchanges which is summarize and became one. Single Data - Data on your current chart. Aggregated Data for CVD is still limited to BTC pair as of the moment. The indicator automatically switches to Single Data Type if the opened chart is not a BTC pair. Candle Colors are fully customizable just like the Tradingview candle settings. This indicator is mostly compatible to all Crypto. NOTE: Most code is derived from my library to keep everything neat and clean.
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jeesauce의
18
Realtime Cumulative DeltaThis is a Real time volume Delta indicator which has to run real time on the chart to capture observation. Start it when the session starts and log the data and observe. It plots histograms as well as candlesticks of the the cumulative volume delta, from the style switch whichever you want. It is done based on real time tick and not based on candlesticks, so the accuracy of volume delta is more. Uptick volumes are added as buy and downtick volumes as sell which is the actual way of calculating CVD Apply the CVD concepts for trading results.
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StalinTrading의
5