Adaptive Volume Delta Map

7 Okt

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📊 Adaptive Volume Delta Map (AVDM)

What is Adaptive Volume Delta Map (AVDM)?
The Adaptive Volume Delta Map (AVDM) is a smart, multi-timeframe indicator that visualizes buy and sell volume imbalances directly on the chart.
It adapts automatically to the best available data resolution (tick, second, minute, or daily), allowing traders to analyze market activity with micro-level precision.

In addition to calculating volume delta (the difference between buying and selling pressure), AVDM can display a Volume Distribution Map — a per-price-level visualization showing how volume is split between buyers and sellers.

Key Features
✅ Adaptive Resolution Selection — Automatically chooses the highest possible data granularity — from tick to daily timeframe.
✅ Volume Delta Visualization — Displays delta candles reflecting the dominance of buyers (green), sellers (red), and delta (orange).
✅ Per-Level Volume Map (optional) — Shows detailed buy/sell volume distribution per price level, grouped by `Ticks Per Row`.
✅ Bid/Ask Classification — When enabled, AVDM uses bid/ask logic to classify trade direction with greater accuracy.
✅ Smart Auto-Disable Protection — Automatically disables volume map if too many price levels (>50) are detected — preventing performance degradation.

Inputs Overview
Use Seconds Resolution — Enables use of second-level data (if your TradingView subscription allows it).
Use Tick Resolution — Enables tick-based analysis for the most detailed view. If available, enable both tick and seconds resolution.
Use Bid/Ask Calculated — Uses bid/ask midpoint logic to classify trades.
Show Volume Distribution — Toggles per-price-level buy/sell volume visualization.
Ticks Per Row — Controls how many ticks are grouped per volume level. Reduce this value for finer detail, or increase it to reduce visual load.
Calculated Bars — Sets how many historical bars the indicator should process. Higher value increases accuracy but may impact performance.

How to Use

1. Add the indicator to your chart.
2. Ensure that your symbol provides volume data (and preferably tick or second-level data).
3. The indicator will automatically select the optimal timeframe for detailed calculation.
4. If your TradingView subscription allows second-level data, enable “Use Seconds Resolution.”
5. If your subscription allows tick-level data, enable both “Use Tick Resolution” and “Use Seconds Resolution.”
6. Adjust the “Calculated Bars” input to set how many historical bars the indicator should process.
7. Observe the Volume Delta Candles:

* Green = Buy pressure dominates
* Red = Sell pressure dominates
8. To see buy/sell clustering by price, enable “Show Volume Distribution.”
9. If the indicator disables the map and shows:
"Volume Distribution disabled: Too many price levels detected (>50). Try decreasing 'Ticks Per Row' or using a lower chart resolution. If you don’t care about the map, just turn off 'Show Volume Distribution'."
— follow the instructions to reduce chart load.

Notes

* Automatically adapts to your chart’s resolution and data availability.
* If your symbol doesn’t provide volume data, a runtime warning will appear.
* Works best on futures, FX, and crypto instruments with high-frequency volume streams.

Why Traders Love It
AVDM combines adaptive resolution, volume delta analysis, and visual distribution mapping into one clean, efficient tool.
Perfect for traders studying:

* Market microstructure
* Aggressive vs. passive participation
* Volume absorption
* Order flow imbalance zones
* Delta-based divergence signals

Technical Highlights

* Built with Pine Script v6
* Adaptive resolution logic (`security_lower_tf`)
* Smart memory-safe map rendering
* Dynamic bid/ask classification
* Automatic overload protection

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kelmarin

Nota Keluaran

Added two new features:

1. Ticks Per Row auto calculation – Enable Auto calculation mode and specify the desired number of rows per bar.
   Note: In Auto mode, Ticks per Row adjusts automatically based on the number of rows specified. To use a fixed value, enter it in the Ticks per Row input.
   
2. CVD calculation – A new Anchor Period input has been added. If its value matches the chart timeframe, a standard delta is calculated without aggregation. If the value differs, aggregation will be applied.
   

semalam

Nota Keluaran

Added several new features:

1. POC Detection
   POC (Point of Control) is now highlighted — it's the price row with the highest combined buy + sell volume.
   
2. Totals Display per Bar
   The indicator now shows Total Delta / Total Buy / Total Sell below each bar, each value prefixed with "Total".
   
   
3. Buy/Sell Imbalance Detection
   Buy/Sell volume imbalances are now detected and marked directly on the corresponding rows using 🟢 (buy-side) and 🔴 (sell-side) symbols.
   The imbalance sensitivity can be adjusted via the Imbalance input.
   Starting from the second row from the bottom, each buy volume is compared against the previous sell volume multiplied by the coefficient, and vice versa — sell is compared against the previous buy volume multiplied by the coefficient.
   The comparison is non-strict (≥).
   

21 jam lalu

Nota Keluaran

Buy/Sell Imbalance Detection (Updated)

1. Buy/Sell imbalances are now detected more accurately using volume comparison between adjacent rows.
   
2. Buy volumes are compared to the previous sell row (can be updated to diagonal for more precise analysis).
   
3. Sell volumes are compared to the buy volume on the next price row (diagonal).
   
4. Rows with zero current volume are ignored to avoid false signals.
   
5. The sensitivity is adjustable via the Imbalance input (percentage).
   
6. Imbalances are marked with 🟢 (buy-side) and 🔴 (sell-side) symbols.