Ober Trend Oscillator [by Oberlunar]The Ober Trend Oscillator by Oberlunar unifies a volume-weighted view of price with order-flow information in a single, disciplined signal. At its core is a Triple Hull Moving Average applied to the session VWAP. This pairing is intentional: the Hull family is widely used because its quadratic weighting and internal differencing reduce phase lag versus SMA/EMA while preserving a smooth, readable contour; running it on top of VWAP anchors the calculation to a price already “risk-weighted” by volume, which behaves in practice like a microstructural equilibrium level. Around VWAP, the indicator computes standard-deviation envelopes that provide statistical context; excursions to the far band against the prevailing direction often mark probabilistic excess and become the first checkpoint for signal qualification.
The order-flow module is built on a tick-rule Cumulative Volume Delta, the most robust choice when native bid/ask deltas are unavailable. Volumes are signed by up- or down-moves, cumulatively integrated, then smoothed by a configurable EMA. To make the series comparable across instruments and timeframes, the CVD is standardised via an adjustable z-score window. This normalisation matters because it reframes “push” and “exhaustion” as deviations from recent behaviour rather than absolute thresholds tied to each market’s idiosyncratic liquidity. When enabled, a pivot-based divergence engine searches for fresh local highs or lows in price that the CVD refuses to confirm and annotates the symbol Δ with the percentage size of the divergence on price, on CVD, or both. Quantifying divergence avoids binary, eye-ball readings and lets you compare the relative strength of signals over time.
Signal generation follows a two-stage logic. Stage one is regime detection by the THMA on VWAP. The slope of the long THMA defines the primary trend, while the instantaneous difference between the THMA and its own lag sets the “serpentine” colour that conveys the local direction of pressure. Using slope on the longer window is deliberate: trend-following practice shows that slope filters materially reduce false positives in choppy regimes. Stage two enforces contextual alignment between price and higher-timeframe VWAP bands. For a long, the THMA computed on the higher-timeframe VWAP must sit below the current curve and below the second lower deviation, consistent with either a mean-reverting excess or early re-accumulation; shorts are defined symmetrically. Volume-flow confirmation is then required through either a rising CVD, a supportive z-score, or a detected pivot divergence in the same direction. To discourage over-trading, signals alternate by design and a strict colour gate is applied: a green diamond is never printed on a red line and bullish divergences are not drawn when the serpentine indicates bearish pressure. This visual consistency is not cosmetic; it reduces cognitive dissonance between filters and execution signal and improves reading discipline.
Parameters are organised to make these choices explicit. The main THMA length controls the oscillator’s sensitivity to VWAP, while the “trend” and “long-term” lengths drive the slope filter, with the latter acting as the regime anchor. The higher timeframe used to compute THMA on VWAP is the context-alignment knob and enables true multi-period operation, which is essential in fractal markets such as crypto, FX and equity indices. The VWAP deviation multiplier sets the breadth of the statistical bands; values modestly below one are a deliberate default to keep excess detection sensitive without turning the envelopes into a very wide channel. The ATR window that drives the line’s thickness is not a visual gimmick: thickness adapts to volatility and communicates the movement’s energy at a glance, much like an adaptive envelope.
The CVD package offers full control. A dedicated timeframe lets you decouple order-flow estimation from the chart’s timeframe when a slower, more reliable read of pressure is preferred. The calculation mode can reference Close-to-Close for responsiveness or HL2 for slightly greater robustness to closing noise, depending on the instrument’s microstructure. EMA smoothing governs granularity, the slope lookback sets how many observations are required to validate an inflection, and the z-score length defines the statistical horizon for normalisation—longer windows make the signal steadier, shorter windows make it more tactical. The pivot divergence option with percentage sizing grades relevance rather than merely flagging presence. Measuring both the price change between pivots and the CVD change is intentional: the most actionable divergences exhibit not only directionally opposing shapes but also a quantitative mismatch between price and flow; putting the two numbers side by side clarifies whether price is outrunning flow or flow is reversing ahead of price.
On the attached weekly Bitcoin example, the turquoise serpentine highlights impulsive phases while red denotes retracement or distribution. Δ labels with “P:%” and “C:%” mark points where price sets a new extreme without a matching CVD extreme; the percentage annotation helps distinguish a trivial imbalance from a credible exhaustion. Diamonds appear only when their colour agrees with the serpentine, and their location relative to the higher-TF VWAP bands clarifies when the market stops pushing “with volume” and starts pushing “against volume”—often the operational cue that precedes mean reversion or a consolidation before the next impulse.
Three methodological choices deserve emphasis. The THMA-on-VWAP architecture addresses the classic lag-versus-noise trade-off by combining a low-lag smoother with a volume-anchored base series that reflects institutional execution practice. Z-scoring the CVD is consistent with a statistical reading of flow that reasons in deviations from expected behaviour rather than fixed thresholds, which is particularly relevant on assets with shifting liquidity regimes. Finally, the colour gate plus signal alternation mitigates the well-known clustering of false positives in sideways markets: you do not print green on red or red on green, and you do not fire the same direction twice in a row without an opposite transition, which avoids hammering into the same move.
Practical usage is straightforward. Select your trading timeframe and align context with a higher timeframe in the VWAP-THMA; tune the VWAP deviation multiplier to match the instrument’s excess profile; choose an equal or slower CVD timeframe to extract structural pressure; enable divergence sizing when you want to measure, not only see, the gap between price and flow. Signals can also be drawn on the main chart, so next to candles, you will see both the execution diamonds and Δ labels with their percentage sizes. If you work with higher-timeframe inputs via `request.security`, be aware that those series confirm only at their own close; you can require confirmation for both the higher-TF VWAP and CVD timeframes to eliminate any practical repaint. Integrated alerts tied to THMA+VWAP+CVD validation convert discretionary reading into a monitorable workflow consistent with systematic routines.
Known limitations are stated explicitly. Tick-rule CVD is an approximation and, while standard in the absence of native bid/ask deltas, it may diverge from “true” delta on venues with unusual execution dynamics; normalisation helps but does not eliminate this. Pivot divergences depend on swing definition and require sensitivity calibration to avoid over-signalling on erratic markets. By construction, the oscillator favours trending contexts with statistically motivated pullbacks; during prolonged congestion, signals will naturally thin out, and the standardised CVD becomes the primary discriminator.
In sum, the Ober Trend Oscillator is a dual-channel reader: the THMA-on-VWAP line tells you about regime and movement quality, and the normalised CVD tells you about the pressure sustaining that movement. When the two stories align, continuation probability improves; when they diverge, the Δ annotation quantifies the gap and offers an objective basis for judging whether you are seeing a healthy pause or an impending reversal. The integration of volume-weighted price, simple statistics, and order-flow makes the indicator genuinely multi-period, capable of scaling from intraday to swing without changing its visual language or its decision criteria.
Oberlunar 👁️⭐
Volumedelta
DELTA PIVOT POINTS with Divergences 2025DELTA PIVOT POINTS with Divergences 2025- Indicator Description & User Guide
What it is
A volume-aware ZigZag that measures buy/sell delta on each completed leg, prints the metric at the turning point, and draws divergence lines between consecutive pivots (regular & hidden). It works with ticks or aggregated lower timeframes (LTF) and includes clean, minimal labels plus ready-to-use alerts.
What it measures
For every ZigZag leg (from pivot A → pivot B) the script accumulates:
Up volume: sum of volumes on bars where close > open
Down volume: sum where close < open
Delta (ΔV): up - down
Total (V): up + down (neutral bars excluded)
Display mode (select in inputs):
Average Volume Delta/bar → shows summed ΔV of the leg
Average Volume/bar → shows summed V of the leg
Normalised Volume Delta → shows ΔV / V of the leg (as a %)
Tip: Normalised Δ (ΔV/V) is the most comparable across legs of different lengths/volumes.
Key features
ZigZag by pivots with configurable left/right depth.
Delta labels on completed legs (color hints confirmation or mismatch).
Regular divergences:
Bearish: Higher High in price & lower Δ than previous high.
Bullish: Lower Low in price & higher Δ than previous low.
Hidden divergences:
Bearish hidden: Lower High in price & higher Δ than previous high.
Bullish hidden: Higher Low in price & lower Δ than previous low.
Divergence lines (centered labels on the line midpoint).
Alerts for direction flips, delta mismatch, and all divergence types.
Tick or LTF data for intrabar granularity (auto-safe against NaNs).
Inputs (quick reference)
Data
Data from: Ticks / LTF
LTF Resolution: (the res input)
ZigZag
Show ZigZag (toggle)
Left / Right pivot depth
Up/Down Color
ZigZag line width
ZigZag Delta
Show % Bullish Volume (mid-segment ratio label)
Show (enable leg metrics)
Mode: Average Volume Delta/bar, Average Volume/bar, Normalised Volume Delta
Colors for Up/Down confirmations & mismatches
Label size
Divergences
Divergence line width
Colors for Bearish, Bullish
Show Hidden Divergences (toggle)
Colors for Hidden Bearish, Hidden Bullish
Bar data (debug/education)
Show Details
Split/total/Δ per bar toggles
On-chart elements
ZigZag lines: connect successive pivots.
Mid-segment % label: % bullish volume on the active half segment.
Leg metric label at pivot: shows Δ, V or Δ/V for the just-completed leg.
Divergence lines:
Regular: dotted line + “Bull Div” / “Bear Div” label centered on the line.
Hidden: dashed line + “Hidden Bull” / “Hidden Bear” centered on the line.
Alerts (exact names)
ZZ Direction Flip — ZigZag changes direction.
Delta Mismatch — Leg delta opposes the new leg direction.
Bearish Divergence (Highs) — HH with lower Δ vs previous high.
Bullish Divergence (Lows) — LL with higher Δ vs previous low.
Hidden Bearish Divergence — LH with higher Δ vs previous high.
Hidden Bullish Divergence — HL with lower Δ vs previous low.
Set alerts on “Once Per Bar Close” for cleaner signals.
How to use (step-by-step)
Choose data source
Start with LTF aggregation (default). Use Ticks only if your market/feed supports it reliably.
Set ZigZag sensitivity
Increase left (and right if desired) to reduce noise. Smaller values = more swings/signals.
Pick delta mode
Use Normalised Δ (ΔV/V) for cross-leg comparisons and divergences.
Enable divergences
Keep regular + hidden on, then filter in context (see playbook below).
Add alerts
At minimum: “ZZ Direction Flip” + the divergences you care about.
Trading playbook (practical)
Momentum continuation:
Hidden divergences are continuation signals.
Trend up: Higher Low + lower Δ → potential bullish hidden continuation.
Trend down: Lower High + higher Δ → potential bearish hidden continuation.
Reversal scans:
Regular divergences at equal/HH/LL sweeps or into HTF supply/demand:
HH + lower Δ → sellers absorbing → bearish regular.
LL + higher Δ → buyers absorbing → bullish regular.
Confluence to improve quality:
HTF structure (BOS/MSS), liquidity sweeps, OBs/FVGs, session timing.
Use “Delta Mismatch” to fade weak breakouts (trap potential).
Best practices & tips
Prefer Normalised Δ for robustness.
Use HTF first (e.g., 4H/1H) to mark key zones, then refine entries on LTF (5–15m).
Avoid over-sensitivity: if you see too many swings, increase left.
Treat divergences as context, not automatic entries. Wait for confirmation (candle structure, break of minor swing, or your entry model).
Alerts are conditions, not guarantees — combine with risk rules.
Notes & limitations
The ZigZag repaints until a pivot is confirmed (by design). All delta/labels on a leg are placed after the leg closes, so the printed metrics and divergence markings are non-repainting for completed legs.
Tick/LTF availability depends on your data feed and chart symbol.
Neutral bars (close == open) are excluded from Δ and V sums.
FAQ
Q: Why do I sometimes see no delta label on a pivot?
A: The script guards against na/division by zero. If a leg had zero usable volume, the label is suppressed.
Q: Which mode should I pick?
A: Normalised Δ (ΔV/V) for most use-cases; the other modes are helpful for studying raw pressure or extremes.
Q: Can I use this for entries?
A: Use divergences to frame trades. Enter on your preferred trigger (break/retest, candle pattern, micro-structure shift) with proper risk management.
Disclaimer
This script is for educational purposes only and does not constitute financial advice. Trading involves risk; manage your exposure and test thoroughly before live use.
If you want, I can add optional inputs for minimum bars between pivots (noise filter) and a switch to force divergences to always use Normalised Δ regardless of the main display mode.
Notes on best practice: use it with heikin ashi + normalice % delta. Dont use the hidden divergences, don´t work well.
High volume bar by VibieHIGH VOLUME BAR with Extended vPOC (Aggregation Enabled)
What it does
This indicator highlights candles with unusually high trading volume (detected using a Z-Score) and marks the Volume Point of Control (vPOC) within those candles. It can also combine volume data from multiple exchanges (Binance, Bybit, Coinbase) for a more accurate view of market activity.
⸻
How it works
1. Z-Score Detection
• Measures how far current volume is from its average using standard deviations (Z-Score).
• If Z-Score > threshold, the candle is flagged as a High Volume Bar.
2. Aggregation Across Exchanges (optional)
• Volume data from Binance, Bybit, and Coinbase can be averaged.
• Helps reduce distortions from individual exchanges.
3. High Volume Candle Coloring
• Bullish high volume bar → colored blue (entire candle including wicks).
• Bearish high volume bar → colored red.
4. vPOC Calculation
• Drills into a lower timeframe (e.g., 1m) inside the high-volume bar.
• Finds the price with the highest traded volume (the intrabar “Volume Point of Control”).
• Draws a horizontal line at this price, extending for a set number of bars.
• This vPOC often acts as a short-term support/resistance.
⸻
Why it’s useful
• Helps spot institutional footprints or sudden large trades.
• Shows the exact price level where liquidity concentrated during a big bar.
• Identifies potential decision levels for re-tests, reversals, or breakouts.
Volume Bubbles & Liquidity Heatmap [LuxAlgo]The Volume Bubbles & Liquidity Heatmap indicator highlights volume and liquidity clearly and precisely with its volume bubbles and liquidity heat map, allowing to identify key price areas.
Customize the bubbles with different time frames and different display modes: total volume, buy and sell volume, or delta volume.
🔶 USAGE
The primary objective of this tool is to offer traders a straightforward method for analyzing volume on any selected timeframe.
By default, the tool displays buy and sell volume bubbles for the daily timeframe over the last 2,000 bars. Traders should be aware of the difference between the timeframe of the chart and that of the bubbles.
The tool also displays a liquidity heat map to help traders identify price areas where liquidity accumulates or is lacking.
🔹 Volume Bubbles
The bubbles have three possible display modes:
Total Volume: Displays the total volume of trades per bubble.
Buy & Sell Volume: Each bubble is divided into buy and sell volume.
Delta Volume: Displays the difference between buy and sell volume.
Each bubble represents the trading volume for a given period. By default, the timeframe for each bubble is set to daily, meaning each bubble represents the trading volume for each day.
The size of each bubble is proportional to the volume traded; a larger bubble indicates greater volume, while a smaller bubble indicates lower volume.
The color of each bubble indicates the dominant volume: green for buy volume and red for sell volume.
One of the tool's main goals is to facilitate simple, clear, multi-timeframe volume analysis.
The previous chart shows Delta Volume bubbles with various chart and bubble timeframe configurations.
To correctly visualize the bubbles, traders must ensure there is a sufficient number of bars per bubble. This is achieved by using a lower chart timeframe and a higher bubble timeframe.
As can be seen in the image above, the greater the difference between the chart and bubble timeframes, the better the visualization.
🔹 Liquidity Heatmap
The other main element of the tool is the liquidity heatmap. By default, it divides the chart into 25 different price areas and displays the accumulated trading volume on each.
The image above shows a 4-hour BTC chart displaying only the liquidity heatmap. Traders should be aware of these key price areas and observe how the price behaves in them, looking for possible opportunities to engage with the market.
The main parameters for controlling the heatmap on the settings panel are Rows and Cell Minimum Size. Rows modifies the number of horizontal price areas displayed, while Cell Minimum Size modifies the minimum size of each liquidity cell in each row.
As can be seen in the above BTC hourly chart, the cell size is 24 at the top and 168 at the bottom. The cells are smaller on top and bigger on the bottom.
The color of each cell reflects the liquidity size with a gradient; this reflects the total volume traded within each cell. The default colors are:
Red: larger liquidity
Yellow: medium liquidity
Blue: lower liquidity
🔹 Using Both Tools Together
This indicator provides the means to identify directional bias and market timing.
The main idea is that if buyers are strong, prices are likely to increase, and if sellers are strong, prices are likely to decrease. This gives us a directional bias for opening long or short positions. Then, we combine our directional bias with price rejection or acceptance of key liquidity levels to determine the timing of opening or closing our positions.
Now, let's review some charts.
This first chart is BTC 1H with Delta Weekly Bubbles. Delta Bubbles measure the difference between buy and sell volume, so we can easily see which group is dominant (buyers or sellers) and how strong they are in any given week. This, along with the key price areas displayed by the Liquidity Heatmap, can help us navigate the markets.
We divided market behavior into seven groups, and each group has several bubbles, numbered from 1 to 17.
Bubbles 1, 2, and 3: After strong buyers market consolidates with positive delta, prices move up next week.
Bubbles 3, 4, and 5: Strength changes from buyers to sellers. Next week, prices go down.
Bubbles 6 and 7: The market trades at higher prices, but with negative delta. Next week, prices go down.
Bubbles 7, 8, and 9: Strength changes from sellers to buyers. Next weeks (9 and 10), prices go up.
Bubbles 10, 11, and 12: After strong buyers prices trade higher with a negative delta. Next weeks (12 and 13) prices go down.
Bubbles 12, 14, and 15: Strength changes from sellers to buyers; next week, prices increase.
Bubbles 15 and 16: The market trades higher with a very small positive delta; next week, prices go down.
Current bubble/week 17 is not yet finished. Right now, it is trading lower, but with a smaller negative delta than last week. This may signal that sellers are losing strength and that a potential reversal will follow, with prices trading higher.
This is the same BTC 1H chart, but with price rejections from key liquidity areas acting as strong price barriers.
When prices reach a key area with strong liquidity and are rejected, it signals a good time to take action.
By observing price behavior at certain key price levels, we can improve our timing for entering or exiting the markets.
🔶 DETAILS
🔹 Bubbles Display
From the settings panel, traders can configure the bubbles with four main parameters: Mode, Timeframe, Size%, and Shape.
The image above shows five-minute BTC charts with execution over the last 3,500 bars, different display modes, a daily timeframe, 100% size, and shape one.
The Size % parameter controls the overall size of the bubbles, while the Shape parameter controls their vertical growth.
Since the chart has two scales, one for time and one for price, traders can use the Shape parameter to make the bubbles round.
The chart above shows the same bubbles with different size and shape parameters.
You can also customize data labels and timeframe separators from the settings panel.
🔶 SETTINGS
Execute on last X bars: Number of bars for indicator execution
🔹 Bubbles
Display Bubbles: Enable/Disable volume bubbles.
Bubble Mode: Select from the following options: total volume, buy and sell volume, or the delta between buy and sell volume.
Bubble Timeframe: Select the timeframe for which the bubbles will be displayed.
Bubble Size %: Select the size of the bubbles as a percentage.
Bubble Shape: Select the shape of the bubbles. The larger the number, the more vertical the bubbles will be stretched.
🔹 Labels
Display Labels: Enable/Disable data labels, select size and location.
🔹 Separators
Display Separators: Enable/Disable timeframe separators and select color.
🔹 Liquidity Heatmap
Display Heatmap: Enable/Disable liquidity heatmap.
Heatmap Rows: select number of rows to be displayed.
Cell Minimum Size: Select the minimum size for each cell in each row.
Colors.
🔹 Style
Buy & Sell Volume Colors.
Volume Pressure Arrows[Blk0ut]Volume Pressure Arrows are an innovative (I think) market pressure tool designed to cut through noise and provide traders with a realistic, but quick insight into buying vs selling pressure and which has real control. Rather than relying on any single classic indicator, this script blends five complementary measures of price–volume dynamics—Cumulative Volume Delta (CVD), VWAP distance, OBV slope, ATR expansion, and the DMI ratio—into a unified “pressure score.”
Each component is normalized, weighted, and combined into a single metric that can be read at a glance through intuitive up and down arrows plotted directly on the chart. By transforming multiple complex data streams into a single aggregated signal, Volume Pressure Arrows help traders answer some of the hardest questions we can face: is the current move backed by conviction? is there true momentum? Is price action about to reverse?
Why It’s Different
Traditional oscillators often create conflicting signals, forcing traders to guess which one to trust. This indicator integrates five perspectives on volume and momentum pressure into a single framework, balancing raw flow (CVD), relative positioning (VWAP), trend conviction (OBV slope), volatility expansion (ATR), and directional bias (DMI). The result is a weighted, probability-minded score capped between -100 and +100 for consistency and clarity.
Important note : Inspiration for the use of directly plotted arrows came from dgtrd "https://www.tradingview.com/u/dgtrd/" and their brilliant work on LazyBear's Squeeze Indicator "https://www.tradingview.com/script/Dsr7B2xE-Squeeze-Momentum-Indicator-LazyBear-vX-by-DGT/"
How to Read It
Bullish Arrows appear below the candles when the pressure score pushes above the neutral threshold, signaling meaningful buyer dominance.
Bearish Arrows appear above the candles when pressure drops below the negative threshold, indicating strong selling pressure.
Neutral Arrows (smaller, faded) mark conditions where pressure exists but is not decisive—useful for spotting early rotations or fading momentum.
Color Gradients dynamically adjust with score intensity, making stronger signals visually brighter and weaker ones softer.
How to Use It Effectively
This tool is best applied as a confirmation and timing layer. It is not meant to replace your core strategy, but to validate whether momentum pressure supports your trade thesis.
Combine with trendlines, chart patterns, or breakouts to gauge conviction.
Use bullish or bearish arrows as filters, only take trades when price action aligns with strong directional pressure.
Watch neutral arrows near key levels; they often foreshadow balance breaking into directional moves.
Adjust the weightings to emphasize the components that matter most to your style (e.g., more weight on CVD for scalpers, or ATR expansion for volatility traders).
As with any indicator, this is not a magic ball and does not guarantee success. But it does allow you to increase the probability odds to your favor if you align it with your edge. Happy trading!
DeltaFlow Volume Profile [BigBeluga]🔵 OVERVIEW
The DeltaFlow Volume Profile builds a compact volume profile next to price and enriches every bin with flow context : bullish vs. bearish participation (%), a per-bin Delta % , an optional Delta Heat Map , and a PoC band with the bin’s absolute volume. This lets you see not just where volume clustered, but who (buyers or sellers) dominated inside each price slice.
🔵 CONCEPTS
Binned Volume Profile : Price range over a user-defined LookBack is split into Bins ; each bin aggregates traded volume.
Bull/Bear Split : Within every bin, volume is separated by candle direction into Bull Volume and Bear Volume , then normalized to % of the bin’s displayed size.
Delta % : The difference between Bull % and Bear % for the bin. Positive = buyer dominance; negative = seller dominance.
Delta Heat Map : Bin background shading that scales with both total volume strength and delta bias.
PoC (Point of Control) : The most significant bin gets a PoC band and a label with its absolute volume.
🔵 FEATURES
Profile with Flow : A clean horizontal volume bar per bin plus stacked Bull % and Bear % .
Per-Bin Delta Label : A readable “Δ xx%” tag at the start of each bin shows dominance at a glance.
Delta Heat Map : Optional gradient that intensifies with higher volume and stronger delta.
PoC Highlight : Optional PoC band colored separately, labeled with absolute volume (e.g., “1.23M”).
Configurable Inputs : LookBack, number of Bins (10–100), toggles for Delta, Heat Map, Volume Bars, and PoC color.
Readable Colors : Separate inputs for bullish (volume +) and bearish (volume –) hues.
🔵 HOW TO USE
Set the window : Choose LookBack and Bins to balance detail vs. performance (more bins = finer resolution).
Enable “Volume Bars” to display the bull/bear split as two stacked percent bars inside each bin.
High Bull % near support → constructive demand.
High Bear % near resistance → active supply.
Use Δ labels (toggle “Delta”) to quickly spot bins with clear buyer/seller control; combine with price position for confluence.
Turn on Delta Heat Map to prioritize areas with both large volume and strong imbalance.
Watch the PoC : The PoC band marks the most traded (and often magnet) level; its label shows absolute size for context.
Trade ideas :
Breakout continuation when Δ stays positive across consecutive upper bins.
Reversion risk when price enters a large bearish-Δ cluster below.
Manage risk around the PoC; reactions there can be sharp.
🔵 CONCLUSION
DeltaFlow Volume Profile upgrades a classic profile with flow intelligence. The bull/bear split, explicit Δ %, heat-weighted backdrop, and PoC volume label make dominant participation and key price shelves obvious. Use it to filter levels, time entries with imbalance, and validate breakouts or fades with objective volume-flow evidence.
CVD ema filtered 3.0This indicator is based on CVD Cumulative Volume Delta.
In this version the lines stop after a certain number of touches.
You can also choose the color for the bullish and bearish lines.
Net Positions (Net Longs & Net Shorts) - Volume AdjustedNet Positions (Net Longs & Net Shorts) - Volume Adjusted
Based on the legendary LeviathanCapital - Net Positions Indicator
Adjusted to use volume calculation for more percise data
Few important caveats:
- EVERY BUYER NEED A SELLER AND EVERY SELLER NEED A BUYER
- This indicator is meant to give you a sense of direction for the market orders ("who is the aggresive side") and should be used as confluence not as true values
In reality, in market movement each candle will contain both buying and selling, contracts closing and opening but due to some limitations that is hard to make properly.
Even with these limitations this indicator can provide a better picture than some other even external tools out there.
The main benefit of using volume delta and open interest instead of just open interest and candle closes G/R that it solves the problem with extreme cases where there might be an absorption of market orders.
Example of the Volume Edge in Action:
Bullish Absorption (The "Trap" for Sellers)
Candle Close + OI: A large Red Candle forms with Rising OI. The interpretation is simply: "New shorts are opening"
Volume Delta + OI: The same Red Candle with Rising OI has a Positive Volume Delta.
The True Story: Aggressive buyers tried to push the price up, but they were completely absorbed by large passive sell orders.
The "Volume Delta" logic:
If OI ↑ → new positions opened
• Delta ↑ → net longs added
• Delta ↓ → net shorts added
If OI ↓ → positions closed
• Delta ↑ → shorts closing
• Delta ↓ → longs closing
The "Price" logic:
If OI ↑ → new positions opened
• Price ↑ → net longs added
• Price ↓ → net shorts added
If OI ↓ → positions closed
• Price ↑ → shorts closing
• Price ↓ → longs closing
OBV Delta SimpleDelta OBV is a variant of the classic On Balance Volume (OBV).
While OBV accumulates volume flow over time, Delta OBV measures the bar-to-bar variation of OBV, showing the net momentum of buying or selling volume pressure in each period.
🔹 Interpretation:
Positive values → volume flow associated with buying pressure
Negative values → volume flow associated with selling pressure
Magnitude reflects the intensity of volume imbalance
🔹 Common uses:
Confirm trends when price advances with Delta OBV moving in the same direction
Detect divergences between price and volume (alert for potential reversals)
Identify accumulation or distribution peaks
In summary: Delta OBV converts OBV into a dynamic oscillator, more sensitive and direct for visualizing volume pressure in the short term.
CVD Spaghetti - Multi-Exchange (Perpetuals)CVD Spaghetti – Multi-Exchange (Perpetuals) is designed to track and visualize Cumulative Volume Delta (CVD) across multiple cryptocurrency perpetual futures exchanges in one consolidated view. This indicator provides traders with a clearer perspective on buying and selling pressure by monitoring how order flow develops on different venues simultaneously.
What it does
The script calculates the CVD for each enabled exchange and plots them as separate lines on a single chart, creating a “spaghetti” style visualization. This allows traders to identify relative strength or weakness between major exchanges, which can often hint at institutional positioning, liquidity shifts, and potential market imbalances.
Why it’s useful
Order flow and liquidity dynamics can differ significantly between exchanges. By aggregating and comparing these flows, traders can:
Detect which venue is leading during trend development.
Spot divergences between exchanges, which may indicate inefficiencies or arbitrage-driven movements.
Gauge overall sentiment strength by comparing multiple sources instead of relying on a single dataset.
Technical details
Anchor Period Reset: The cumulative calculation resets based on the user-defined Anchor Period (default: daily), keeping data relevant for the chosen trading horizon.
Dynamic Resolution: The script automatically selects an appropriate lower timeframe for data requests based on the chart timeframe to maintain responsiveness and accuracy.
Normalization: Not all exchanges report volume in the same way—some use quote currency (USD), others in contracts or ticks. To ensure comparability, this indicator normalizes volumes where necessary:
Bybit USD and OKX contracts are divided by price to approximate base-coin terms.
Single-contract venues (e.g., Deribit) are normalized similarly.
Exchanges already reporting in the base currency remain unchanged.
Multi-Exchange Coverage: Supports major venues including Binance, Bybit, OKX, Bitget, Coinbase, and optional secondary exchanges like Blofin, Whitebit, and Deribit.
Visual Aids:
Zero baseline for directional reference.
Vertical session markers at each reset point.
Optional exchange labels positioned dynamically on the last bar for quick identification.
How traders might use it
Trend confirmation: Strong synchronized CVD across all major exchanges supports continuation; fragmentation may suggest weakening conviction.
Cross-exchange divergence: When one exchange’s CVD diverges from others, it can signal localized liquidity shocks or large player activity.
High-frequency strategies: On lower timeframes, the spaghetti view can highlight which venue is absorbing or providing liquidity fastest, aiding short-term decision-making.
Footprint RealtimeFootprint Complete
A professional footprint-style order flow tool designed for serious traders who want deep insight into bid/ask dynamics, delta distribution, and imbalance detection directly on their TradingView charts.
🔑 Key Features
Footprint Wick Histogram
Visualize volume per tick with customizable block characters, scaled automatically (or via custom Vmax) for precision clarity.
Bid vs Ask Numbers (BvA)
Overlay raw bid/ask volume directly on each level of the candle wick for a true order-flow perspective.
Delta-Based Color Gradient
Adaptive coloring highlights strong buying/selling pressure. Includes neutral band and gamma curve control for fine-tuned intensity.
Diagonal Imbalance Detection
Spot aggressive buyers/sellers instantly. Highlights appear as transparent color fills, tiny horizontal markers, or both. Adjustable ratio thresholds, brightness, and transparency.
Imbalance Triangles
3-in-a-row IB triangles (▲/▼) signal stacked imbalance zones.
Edge Triangles mark traps at bar extremes (top/bottom).
Contrarian Delta Triangles detect divergences (e.g., red candle with positive delta).
Transparent IB Zones
Extend imbalance zones dynamically to the right until price retests their edge. Adjustable opacity, extension length, and minimum hold time.
Total Delta Label
Shows cumulative delta above each bar’s wick, with automatic color coding.
Customizable Everything
Colors, intensity curves, line characters, offsets, label transparency, and more — tailor the script to your personal trading style.
🎯 Benefits
Identify hidden absorption and aggressive imbalances.
Anticipate breakout traps and exhaustion zones.
Confirm order-flow bias with delta overlays.
Gain institutional-level insights without leaving TradingView.
This script combines multiple order flow concepts into one highly optimized package — giving you the footprint, imbalance, and delta context you need for sharper trading decisions.
Rapid Cumulative Delta Proxy (Close vs Close)Rapid Cumulative Delta Proxy (Close vs Close)
1. Summary
This indicator provides a powerful proxy for Cumulative Delta , offering insight into the buying and selling pressure within each candle without requiring access to specialized tick data. It works by analyzing a Lower Timeframe (LTF) of your choice and accumulating the volume based on simple price changes, then displaying the results in a clean, customizable "footprint-style" table on your main chart.
This tool is designed for traders who want to understand the underlying order flow dynamics and see whether buyers or sellers were more aggressive during the formation of a candle.
2. Key Features
Cumulative Delta Proxy: Calculates delta by comparing the close of each LTF bar to the previous one, assigning volume to either buyers or sellers.
Lower Timeframe Analysis: Gives you the flexibility to choose any LTF (e.g., 1-minute, 5-minute, or even seconds) to build your delta analysis, allowing for granular or broad views.
Historical "Footprint" Table: Displays data for the current, developing bar as well as a user-defined number of previous bars, allowing for immediate historical context.
Live Data Monitoring: The top row of the table always shows the real-time, developing values for the current bar.
Full Visual Customization: Provides extensive options to control the table's position, colors, and text styles to perfectly match your chart's theme.
3. Calculation Mechanism
The logic of this indicator is straightforward and transparent. For every single bar on your main (Higher Timeframe) chart, the script performs the following steps:
Data Collection: The script uses the request.security_lower_tf() function to gather all the close and volume data from the user-specified Lower Timeframe that falls within the current HTF bar.
Volume Allocation: It then iterates through each of these LTF bars to determine if it represented buying or selling pressure.
If an LTF bar's close is greater than the close of the previous LTF bar, its entire volume is added to a running total of Buy Volume.
If an LTF bar's close is less than the close of the previous LTF bar, its volume is added to a running total of Sell Volume.
If the closes are identical, the volume is considered neutral and is ignored.
Final Calculations: Once all the LTF bars have been processed, the final metrics for that single HTF bar are calculated:
Delta: This is the net difference between the accumulated volumes. The formula is:
Delta=TotalBuyVolume−TotalSellVolume
Imbalance %: This shows the percentage dominance of buyers or sellers relative to the total activity. The formula is:
Imbalance%= Delta / (TotalBuyVolume+TotalSellVolume) ×100
This entire process repeats for each bar on your chart, with the results stored and displayed in the historical table.
4. Settings Explained
Lower Timeframe: The most important setting. This is the timeframe the script will analyze to calculate delta. It must be a lower interval than your main chart's timeframe.
History Bar Count: Controls how many previous, closed bars of data are displayed in the table below the "Live" bar.
Table Visuals (Group):
Header Colors: Customize the text color for each column header (Buy, Sell, Delta, Imbalance).
Background Colors: Set the colors used for the conditional backgrounds on the Delta and Imbalance columns (Positive, Negative, and Neutral values).
Data Text Style: Control the color and size of all standard text in the table. Placed on one line for convenience.
Table Position: A dropdown menu to place the table in any of nine positions on your chart.
5. Trading Concepts & Examples
This is where the Delta Table truly shines. By comparing the delta data (the "Effort") with the candle on your chart (the "Result"), you can gain powerful insights.
A. Effort vs. Result Analysis
This concept helps you determine if the trading activity is actually succeeding in moving the price.
Confirmation:
High positive delta on a large green candle that closes strong. This confirms the buying pressure was effective and the trend is likely to continue.
High negative delta on a large red candle that closes weak. This confirms the selling pressure was effective.
Divergence (Sign of Reversal):
Absorption: You see very high positive delta, but the candle on the chart is small, with a long upper wick (a shooting star). This is a major warning sign. It means buyers exerted massive effort, but the result was poor because a large seller absorbed all their buying, preventing the price from rising. This often precedes a move down.
Exhaustion: You see very high negative delta, but the candle is small with a long lower wick (a hammer). This means sellers tried their best to push the price down but failed. Their effort was met with strong buying pressure, signaling selling exhaustion and a potential bottom.
B. Identifying Traps (Two-Bar Analysis)
Traps occur when a breakout or breakdown fails, catching traders on the wrong side of the market. The Delta Table makes these easy to spot.
Example of a Bull Trap:
The Bait (Bar 1): A strong green candle breaks above a key resistance level. You look at the table and see a strong positive delta, convincing traders to go long.
The Trap (Bar 2): The very next candle is a powerful red candle that closes back below the resistance level. Now, check the table for this candle—you will often see an equally strong or even stronger negative delta.
Interpretation: The initial breakout buyers are now "trapped." The aggressive negative delta on the second bar confirms that sellers have taken control, and the trapped longs will be forced to sell, fueling a sharper decline.
Example of a Bear Trap:
The Bait (Bar 1): A strong red candle breaks below a key support level, showing a strong negative delta in the table. Traders are convinced to go short.
The Trap (Bar 2): The next candle is a powerful green candle closing back above support, accompanied by a very strong positive delta.
Interpretation: The breakdown has failed. Aggressive buyers have stepped in, "trapping" the short-sellers who must now buy back their positions, adding fuel to the rally.
6. Important Notes
Repainting: This indicator does not repaint. Once a bar on your main chart closes, its calculated values in the historical table are fixed and will not change. The "Live" data row updates in real-time as the current bar forms, which is the intended and expected behavior.
1-Second Timeframe: The script allows for using second-based intervals (e.g., "1S"). Please be aware that access to second-based timeframes on TradingView requires a Premium subscription. If you do not have one, please use a minute-based interval (e.g., "1").
Historic Bars: The script can accommodate large range, does not have any max bar limit. Please be aware that large table will require heavy computing power.
7. Disclaimer
The information provided by this indicator is for educational and informational purposes only and does not constitute financial advice. All trading and investment decisions are your own and should be made with the help of a qualified financial professional. Trading financial markets involves substantial risk, and past performance is not indicative of future results. The author is not responsible for any losses you may incur as a result of using this script.
Cumulative Volume Delta Candles Aggregated (Lite)Cumulative Volume Delta Candles Aggregated (Lite)
Multi-Exchange CVD Visualization in Candle Format
This indicator provides an aggregated Cumulative Volume Delta (CVD) view across multiple major perpetual futures exchanges in one chart. It is designed for traders who want a broader perspective on buying and selling pressure without switching between multiple charts or relying on a single exchange feed.
What It Does
Combines volume delta data from Binance, Bybit, OKX, Bitget, and Coinbase into a unified representation.
Displays CVD as candlesticks, where each candle reflects the open, high, low, and close of cumulative delta for the selected period.
Offers a clear visual of how buying and selling pressure evolves across markets in a structured, familiar candle format.
Key Features
✔ Exchange Aggregation: Incorporates data from several top futures markets available on TradingView.
✔ Anchor Reset: Allows you to set an anchor timeframe (e.g., daily) to reset cumulative values for better readability and analysis.
✔ Unit Normalization: Since exchanges report volumes in different units, the indicator normalizes all data and outputs values denominated in the base currency (coins) for consistency.
✔ Hidden OHLC Outputs: Provides open, high, low, and close values as hidden plots for use with other indicators or strategies.
✔ Lightweight Design: Optimized for efficiency while handling multiple real-time data requests.
Why It’s Different
Unlike standard single-exchange CVD tools, this indicator aggregates the majority of perpetual volume data available on TradingView, offering a more representative view of market sentiment. The candle-based representation of CVD introduces an additional layer of structure, helping traders identify shifts in momentum and pressure with more context than a simple cumulative line.
Use Cases
- Spotting aggregated buy/sell pressure trends across multiple exchanges.
- Confirming breakout or reversal signals with broader volume delta context.
- Serving as a custom data source for other indicators or algorithmic strategies.
Shark EfficiencyShock! Indicator — Description
This indicator measures how efficient or inefficient each candle is compared to recent volatility. It uses two calculations:
Residual (R):
Compares the actual candle return to what would be expected based on an exponential weighted moving average (EWMA) of intraday variance.
Positive residuals mean the candle moved farther than expected (inefficient); negative residuals mean the move was smaller or more controlled (efficient).
Histogram (H):
Compares realized variance (RV) of recent candles to bipower variation (BV), which estimates what volatility should be if there were no large jumps.
A large positive histogram value means the candle was an inefficient “jump” relative to normal volatility.
A negative histogram value means the candle was efficient, moving in line with expected variance.
Both Residual and Histogram are plotted bar-by-bar, with green bars showing efficient moves and red bars showing inefficient moves.
How to read it:
Efficient bullish candle: Price closed up, Residual < 0, Histogram < 0.
Efficient bearish candle: Price closed down, Residual < 0, Histogram < 0.
Inefficient bullish candle: Price closed up, Residual > 0, Histogram > 0.
Inefficient bearish candle: Price closed down, Residual > 0, Histogram > 0.
This lets you see not just whether price moved, but whether that move was efficient (controlled, sustainable) or inefficient (overextended, unsustainable).
Inputs:
alpha sets the percentile for efficiency thresholds (default 0.10 = 10/90 bands).
lambda controls the decay speed of the EWMA used to smooth variance.
winCov sets the lookback window for realized/bipower variance.
shockLen and jumpLen control how many bars are used in the “shock” and “jump” tests.
Usage:
Inefficient spikes (large positive Residual + Histogram) often mark exhaustion or blowoff moves.
Efficient shifts in the opposite direction can confirm reversals.
The tool is designed for intraday trading, especially in futures and indices, to spot when price is moving in line with liquidity versus when it is stretched and vulnerable.
Bulls vs Bears % TableBulls vs Bears % Box
What it does
Shows a compact on-chart box with the percentage of volume attributed to Bulls vs Bears over a window you choose. It’s a fast market-internals glance to gauge who’s in control right now.
What’s original/useful
Configurable inference: choose how “bull/bear” is defined (Tick-Rule, Candle Body, Heikin-Ashi Body, or VWAP comparison).
Flexible windowing: Session (RTH) reset or Rolling N bars—match your intraday workflow.
Clean UI: tiny table with custom colors and nine anchor placements; designed to overlay any layout without clutter.
How it works (simple)
For each bar, the script infers direction with one of four rules and assigns that bar’s volume to Bulls or Bears:
Tick-Rule (close vs previous close) – responsive in chop (default).
Body (close vs open) – classic candle color approach.
Heikin-Ashi Body – smoother trend read using HA open/close.
VWAP (close vs VWAP) – bull if the bar closes above VWAP, bear if below.
Optional: doji split 50/50. The box displays the Bull % and Bear % of the accumulated window.
Settings
Window: Session (RTH) with editable hours/days, or Rolling N bars.
Direction Rule: Tick-Rule, Body, Heikin-Ashi Body, or VWAP.
Doji Handling: Split doji volume 50/50 (on/off).
Placement: 9 anchors (Top/Middle/Bottom × Left/Center/Right).
Colors: Header, background, border, and dominant/sub text colors for Bulls/Bears.
How to read it
Bulls % > Bears % → buyer dominance; continuation more likely.
Bears % > Bulls % → seller dominance; watch for rallies to fail.
Extreme imbalance (e.g., >60–70% one side) → strong push but also pullback risk as the move matures.
Limitations & transparency
Uses volume-based inference, not true bid/ask delta (TradingView does not expose tape-level buy/sell splits).
Results vary by rule/window; pick one and stay consistent for your playbook.
No forward-looking data; no lookahead is used. This is not a signal generator or a strategy.
Best practices
Index futures/indices intraday: Session (RTH) + Tick-Rule is a solid default.
Trend days: try Heikin-Ashi Body for smoother dominance.
Mean-reversion: watch for extremes reverting toward balance.
No external code reused.
Volume Profile Multi periodVolume Profile - AOC 📈
Unlock market insights with this powerful volume profile indicator! Analyze trading activity across multiple sessions with customizable settings and clear visuals. Perfect for traders aiming to identify key price levels and market trends with precision. 🚀
Key Features:
Multi-Session Support: Visualize volume profiles for Tokyo, London, New York, Daily, Weekly, Monthly, Quarterly, and Semiannual sessions. 🌍
Customizable Display: Choose session types, resolution, and bar modes (Mode 1 or Mode 2) to match your strategy. 🎛️
Point of Control (POC): Highlights the most traded price levels for each session. 🎯
Color-Coded Profiles: Distinct up/down volume visualization for quick analysis. 📊
Session Labels: Optional labels for easy identification of session periods. 🏷️
High/Low Tracking: Tracks session-specific highs and lows for accurate profiling. 📏
Empower your trading decisions with clear, actionable volume data! 💡
Volume by Time [LuxAlgo]The Volume by Time indicator collects volume data for every point in time over the day and displays the average volume of the specific dataset collected at each respective bar.
The indicator overlays the current volume and the historical average to allow for better comparisons.
🔶 USAGE
Throughout the day, the volume of every bar is stored in groups organized by the time when each bar occurred.
Over time, the datasets accumulate, and from that, we can simply determine the average value at each specific time of the day.
The display is a histogram style, which consists of hollow bars and solid filled columns.
-Hollow bars represent the average volume at that time of the day.
-Solid columns display the current volume from the current bar.
By default, the entire history of data is used, but if desired, the number of days under analysis can be specified to provide a more relevant point of view.
A readout of the number of days being analyzed can be seen in the status bar at any time.
Note: Due to partial sessions, it is typical to see this value change throughout the day; this is simply due to the fact that not every trading session has the exact same schedule 100% of the time.
The analysis type can also be specified; these can be either Average (Default) or Median.
Additionally, a Bi-directional can be toggled for a distinct difference between upwards volume and downwards volume.
🔶 SETTINGS
Analysis Type: Choose between Average or Median analysis modes.
Length (Days): Set the number of days to use for analysis. Set to 0 for full data (Default 0).
Bi-Directional Toggle: Toggle between one-sided or two-sided display.
Intrabar Volume Delta — RealTime + History (Stocks/Crypto/Forex)Intrabar Volume Delta Grid — RealTime + History (Stocks/Crypto/Forex)
# Short Description
Shows intrabar Up/Down volume, Delta (absolute/relative) and UpShare% in a compact grid for both real-time and historical bars. Includes an MTF (M1…D1) dashboard, contextual coloring, density controls, and alerts on Δ and UpShare%. Smart historical splitting (“History Mode”) for Crypto/Futures/FX.
---
# What it does (Quick)
* **UpVol / DownVol / Δ / UpShare%** — visualizes order-flow inside each candle.
* **Real-time** — accumulates intrabar volume live by tick-direction.
* **History Mode** — splits Up/Down on closed bars via simple or range-aware logic.
* **MTF Dashboard** — one table view across M1, M5, M15, M30, H1, H4, D1 (Vol, Up/Down, Δ%, Share, Trend).
* **Contextual opacity** — stronger signals appear bolder.
* **Label density** — draw every N-th bar and limit to last X bars for performance.
* **Alerts** — thresholds for |Δ|, Δ%, and UpShare%.
---
# How it works (Real-Time vs History)
* **Real-time (open bar):** volume increments into **UpVolRT** or **DownVolRT** depending on last price move (↑ goes to Up, ↓ to Down). This approximates live order-flow even when full tick history isn’t available.
* **History (closed bars):**
* **None** — no split (Up/Down = 0/0). Safest for equities/indices with unreliable tick history.
* **Approx (Close vs Open)** — all volume goes to candle direction (green → Up 100%, red → Down 100%). Fast but yields many 0/100% bars.
* **Price Action Based** — splits by Close position within High-Low range; strength = |Close−mid|/(High−Low). Above mid → more Up; below mid → more Down. Falls back to direction if High==Low.
* **Auto** — **Stocks/Index → None**, **Crypto/Futures/FX → Approx**. If you see too many 0/100 bars, switch to **Price Action Based**.
---
# Rows & Meaning
* **Volume** — total bar volume (no split).
* **UpVol / DownVol** — directional intrabar volume.
* **Delta (Δ)** — UpVol − DownVol.
* **Absolute**: raw units
* **Relative (Δ%)**: Δ / (Up+Down) × 100
* **Both**: shows both formats
* **UpShare%** — UpVol / (Up+Down) × 100. >50% bullish, <50% bearish.
* Helpful icons: ▲ (>65%), ▼ (<35%).
---
# MTF Dashboard (🔧 Enable Dashboard)
A single table with **Vol, Up, Down, Δ%, Share, Trend (🔼/🔽/⏭️)** for selected timeframes (M1…D1). Great for a fast “panorama” read of flow alignment across horizons.
---
# Inputs (Grouped)
## Display
* Toggle rows: **Volume / Up / Down / Delta / UpShare**
* **Delta Display**: Absolute / Relative / Both
## Realtime & History
* **History Mode**: Auto / None / Approx / Price Action Based
* **Compact Numbers**: 1.2k, 1.25M, 3.4B…
## Theme & UI
* **Theme Mode**: Auto / Light / Dark
* **Row Spacing**: vertical spacing between rows
* **Top Row Y**: moves the whole grid vertically
* **Draw Guide Lines**: faint dotted guides
* **Text Size**: Tiny / Small / Normal / Large
## 🔧 Dashboard Settings
* **Enable Dashboard**
* **📏 Table Text Size**: Tiny…Huge
* **🦓 Zebra Rows**
* **🔲 Table Border**
## ⏰ Timeframes (for Dashboard)
* **M1…D1** toggles
## Contextual Coloring
* **Enable Contextual Coloring**: opacity by signal strength
* **Δ% cap / Share offset cap**: saturation caps
* **Min/Max transparency**: solid vs faint extremes
## Label Density & Size
* **Show every N-th bar**: draw labels only every Nth bar
* **Limit to last X bars**: keep labels only in the most recent X bars
## Colors
* Up / Down / Text / Guide
## Alerts
* **Delta Threshold (abs)** — |Δ| in volume units
* **UpShare > / <** — bullish/bearish thresholds
* **Enable Δ% Alert**, **Δ% > +**, **Δ% < −** — relative delta levels
---
# How to use (Quick Start)
1. Add the indicator to your chart (overlay=false → separate pane).
2. **History Mode**:
* Crypto/Futures/FX → keep **Auto** or switch to **Price Action Based** for richer history.
* Stocks/Index → prefer **None** or **Price Action Based** for safer splits.
3. **Label Density**: start with **Limit to last X bars = 30–150** and **Show every N-th bar = 2–4**.
4. **Contextual Coloring**: keep on to emphasize strong Δ% / Share moves.
5. **Dashboard**: enable and pick only the TFs you actually use.
6. **Alerts**: set thresholds (ideas below).
---
# Alerts (in TradingView)
Add alert → pick this indicator → choose any of:
* **Delta exceeds threshold** (|Δ| > X)
* **UpShare above threshold** (UpShare% > X)
* **UpShare below threshold** (UpShare% < X)
* **Relative Delta above +X%**
* **Relative Delta below −X%**
**Starter thresholds (tune per symbol & TF):**
* **Crypto M1/M5**: Δ% > +25…35 (bullish), Δ% < −25…−35 (bearish)
* **FX (tick volume)**: UpShare > 60–65% or < 40–35%
* **Stocks (liquid)**: set **Absolute Δ** by typical volume scale (e.g., 50k / 100k / 500k)
---
# Notes by Market Type
* **Crypto/Futures**: 24/7 and high liquidity — **Price Action Based** often gives nicer history splits than Approx.
* **Forex (FX)**: TradingView volume is typically **tick volume** (not true exchange volume). Treat Δ/Share as tick-based flow, still very useful intraday.
* **Stocks/Index**: historical tick detail can be limited. **None** or **Price Action Based** is a safer default. If you see too many 0/100% shares, switch away from Approx.
---
# “All Timeframes” accuracy
* Works on **any TF** (M1 → D1/W1).
* **Real-time accuracy** is strong for the open bar (live accumulation).
* **Historical accuracy** depends on your **History Mode** (None = safest, Approx = fastest/simplest, Price Action Based = more nuanced).
* The MTF dashboard uses `request.security` and therefore follows the same logic per TF.
---
# Trade Ideas (Use-Cases)
* **Scalping (M1–M5)**: a spike in Δ% + UpShare>65% + rising total Vol → momentum entries.
* **Intraday (M5–M30–H1)**: when multiple TFs show aligned Δ%/Share (e.g., M5 & M15 bullish), join the trend.
* **Swing (H4–D1)**: persistent Δ% > 0 and UpShare > 55–60% → structural accumulation bias.
---
# Advantages
* **True-feeling live flow** on the open bar.
* **Adaptable history** (three modes) to match data quality.
* **Clean visual layout** with guides, compact numbers, contextual opacity.
* **MTF snapshot** for quick bias read.
* **Performance controls** (last X bars, every N-th bar).
---
# Limitations & Care
* **FX uses tick volume** — interpret Δ/Share accordingly.
* **History Mode is an approximation** — confirm with trend/structure/liquidity context.
* **Illiquid symbols** can produce noisy or contradictory signals.
* **Too many labels** can slow charts → raise N, lower X, or disable guides.
---
# Best Practices (Checklist)
* Crypto/Futures: prefer **Price Action Based** for history.
* Stocks: **None** or **Price Action Based**; be cautious with **Approx**.
* FX: pair Δ% & UpShare% with session context (London/NY) and volatility.
* If labels overlap: tweak **Row Spacing** and **Text Size**.
* In the dashboard, keep only the TFs you actually act on.
* Alerts: start around **Δ% 25–35** for “punchy” moves, then refine per asset.
---
# FAQ
**1) Why do some closed bars show 0%/100% UpShare?**
You’re on **Approx** history mode. Switch to **Price Action Based** for smoother splits.
**2) Δ% looks strong but price doesn’t move — why?**
Δ% is an **order-flow** measure. Price also depends on liquidity pockets, sessions, news, higher-timeframe structure. Use confirmations.
**3) Performance slowdown — what to do?**
Lower **Limit to last X bars** (e.g., 30–100), increase **Show every N-th bar** (2–6), or disable **Draw Guide Lines**.
**4) Dashboard values don’t “match” the grid exactly?**
Dashboard is multi-TF via `request.security` and follows the history logic per TF. Differences are normal.
---
# Short “Store” Marketing Blurb
Intrabar Volume Delta Grid reveals the order-flow inside every candle (Up/Down, Δ, UpShare%) — live and on history. With smart history splitting, an MTF dashboard, contextual emphasis, and flexible alerts, it helps you spot momentum and bias across Crypto, Forex (tick volume), and Stocks. Tidy labels and compact numbers keep the panel readable and fast.
ECVD by bigmmThis indicator is designed for scalping and short-term trading, ideally used on 1-5 minute timeframes. It helps identify significant momentum shifts by tracking extreme volume imbalances between buying and selling pressure.
How It Works:
The indicator calculates cumulative volume delta (the difference between buying and selling volumes) on a 1-hour timeframe
It identifies the maximum and minimum delta values over the last 499 bars
When the current delta reaches or exceeds these extreme values (100% of the recent extremes), it draws horizontal lines on the chart
Red "Sell" lines appear when buying pressure reaches extreme levels
Green "Buy" lines appear when selling pressure reaches extreme levels
Trading Application:
On lower timeframes (1-5 min), these extreme readings often signal potential reversal points
The lines act as dynamic support/resistance levels where price may react
The indicator keeps only the 4 most recent lines (2 of each type) to avoid clutter
Traders can use these signals to anticipate short-term price movements and manage risk
Best Used For:
Scalping strategies on very short timeframes
Identifying potential reversal points after strong momentum moves
Confirming entry and exit points in conjunction with other indicators
Understanding when volume extremes might be exhausted
This tool works particularly well in combination with price action analysis and other momentum indicators for comprehensive trading decisions.
Heikin-Ashi Cumulative Volume Delta (CVD)Heikin-Ashi Cumulative Volume Delta (CVD)
This indicator combines Heikin-Ashi calculations with a Cumulative Volume Delta (CVD) to highlight trends in volume.
🔹 Heikin-Ashi Calculation – Smooths out price action to filter noise and provide a clearer trend signal.
🔹 Adjusted Volume Delta – Uses a dynamic threshold based on 10 SMA to reduce sensitivity and eliminate minor fluctuations, showing only meaningful shifts in buying and selling pressure.
🔹 Cumulative Volume Delta (CVD) – Accumulates positive or negative volume depending on Heikin-Ashi candle direction, offering insight into underlying order flow.
🔹 EMA Trend Filters – Two user-adjustable EMAs (default: 20 & 50) applied to CVD, color-coded to indicate trend bias (green/red for short EMA, blue/orange for long EMA).
🔹 Visual Enhancements –
CVD plotted as coloured dots (green = bullish, red = bearish, grey = neutral).
EMA lines dynamically change colour with trend direction.
Price bars are recoloured to match the delta (green = buy pressure, red = sell pressure, grey = neutral).
Useful for spotting divergences between price and volume flow, identifying hidden accumulation/distribution, and confirming trend continuation or reversal signals.
Volume Demand & Supply IndicatorTitle: VDS - Volume Demand & Supply Indicator
Description:
The VDS (Volume Demand & Supply) Indicator is a powerful analysis tool designed for traders who rely on understanding volume to make informed decisions. Unlike traditional volume indicators, VDS goes beyond just showing total volume by separating it into Up Volume and Down Volume, giving you a clear view of the buying and selling pressure in the market.
Key Features:
Precise Volume Analysis: The indicator scans data from lower timeframes to more accurately approximate up and down volume, providing you with detailed insights into market dynamics.
Identify Buying vs. Selling Pressure:
Up Volume: Represents the volume traded when the price rises, indicating dominant buying power.
Down Volume: Represents the volume traded when the price falls, indicating significant selling pressure.
Volume Moving Average (MA): A volume moving average is included to help you easily identify normal versus abnormal market activity, which is crucial for spotting strong trends and breakouts.
Delta Signal: The small "Delta" character indicates the difference between up volume and down volume. A green delta suggests buying dominance (demand), while a red delta points to selling dominance (supply).
Customizable: You have the ability to customize the lower timeframe used for analysis, allowing you to tailor the indicator to your specific trading strategy and style.
How to Trade with the VDS Indicator?
The VDS indicator isn't just a data visualization tool; it's a practical guide that can be used to confirm or deny trading signals. Here are a few suggested strategies:
Confirming Breakouts:
When the price breaks above a key resistance level, look for a significant increase in Up Volume. This confirms the breakout is genuine and supported by strong buying power.
A breakout with weak volume might be a "fakeout" and should be treated with caution.
Validating Trends:
In an Uptrend: You should consistently see the Up Volume (green columns) higher than the Down Volume (red columns). This shows that buyers are in control.
In a Downtrend: You should consistently see the Down Volume higher than the Up Volume, indicating sellers are dominant.
Detecting Trend Weakness (Divergence):
If the price is making new highs but the Up Volume is decreasing, it could signal a weakening of buying pressure, potentially leading to a trend reversal.
The opposite is true in a downtrend: if the price is making new lows but the Down Volume is weakening, a reversal may be imminent.
Using the Delta Signal for Reversals:
When the Delta signal turns from red to green at a price low (near a support level), it can confirm the beginning of new buying strength.
When the Delta turns from green to red at a price high (near a resistance level), it can confirm the start of new selling pressure.
The VDS indicator is a valuable addition to any trading strategy, adding a new dimension to volume analysis and helping traders understand what's really happening behind price movements.
Follow-up Buy / Sell Volume Pressure at Supply / Demand Zones█ Overview:
BE-Volume Footprint & Pressure Candles, is an indicator which is preliminarily designed to analyze the supply and demand patterns based on Rally Base Rally (RBR), Drop Base Drop (DBD), Drop Base Rally (DBR) & Rally Base Drop (RBD) concepts in conjunction to volume pressure. Understanding these concepts are crucial. Let's break down why the "Base" is you Best friend in this context.
Commonness in RBR, DBD, DBR, RBD patterns ?
There is an impulse price movement at first, be it rally (price moving up) or the Drop (price moving down), followed by a period of consolidation which is referred as "BASE" and later with another impulse move of price (Rally or Drop).
Why is the Base Important
1. Market Balance: Base represents a balance between buyers and sellers. This is where decisions are made.
2. Confirmation: It confirms the strength of previous impulse move which has happened.
Base & the Liquidity Play:
Supply & Demand Zone predict the presence of all large orders within the limits of the Base Zone. Price is expected to return to the zone to fill the unfilled orders placed by large players.
For the price to move in the intended direction Liquidity plays the major role. hence indicator aims to help traders in identifying those zones where liquidity exists and the volume pressure helps in confirming that liquidity is making its play.
Bottom pane in the below snapshots is a visual representation of Buyers volume pressure (Green Line & the Green filled area) making the price move upwards vs Sellers volume pressure (Red Line & the Red filled area) making the price move downwards.
Top pane in the below snapshots is a visual representation on the pattern identification (Blue marked zone & the Blue line referred as Liquidity level)
Bullish Pressure On Buy Liquidity:
Bearish Pressure On Sell Liquidity:
█ How It Works:
1. Indicator computes technical & mathematical operations such as ATR, delta of Highs & Lows of the candle and Candle ranges to identify the patterns and marks the liquidity lines accordingly.
2. Indicator then waits for price to return to the liquidity levels and checks if Directional volume pressure to flow-in while the prices hover near the Liquidity zones.
3. Once the Volume pressure is evident, loop in to the ride.
█ When It wont Work:
When there no sufficient Liquidity or sustained Opposite volume pressure, trades are expected to fail.
█ Limitations:
Works only on the scripts which has volume info. Relays on LTF candles to determine intra-bar volumes. Hence, Use on TF greater than 1 min and lesser than 15 min.
█ Indicator Features:
1. StrictEntries: employs' tighter rules (rather most significant setups) on the directional volume pressure applied for the price to move. If unchecked, liberal rules applied on the directional volume pressure leading to more setups being identified.
2. Setup Confirmation period: Indicates Waiting period to analyze the directional volume pressure. Early (lesser wait period) is Risky and Late (longer wait period) is too late for the
ride. Find the quant based on the accuracy of the setup provided in the bottom right table.
3. Algo Enabled with Place Holders:
Indicator is equipped with algo alerts, supported with necessary placeholders to trade any instrument like stock, options etc.
Accepted PlaceHolders (Case Sensitive!!)
1. {{ticker}}-->InstrumentName
2. {{datetime}}-->Date & Time Of Order Placement
3. {{close}}-->LTP Price of Script
4. {{TD}}-->Current Level:
Note: Negative Numbers for Short Setup
5. {{EN}} {{SL}} {{TGT}} {{T1}} {{T2}} --> Trade Levels
6. {{Qty}} {{Qty*x}} --> Qty -> Trade Qty mapped in Settings. Replace x with actual number of your choice for the multiplier
7. {{BS}}-->Based on the Direction of Trade Output shall be with B or S (B == Long Trade & S == Short Trade)
8. {{BUYSELL}}-->Based on the Direction of Trade Output shall be with BUY or SELL (BUY == Long Trade & SELL == Short Trade)
9. {{IBUYSELL}}-->Based on the Direction of Trade Output shall be with BUY or SELL (BUY == SHORT Trade & SELL == LONG Trade)
Dynamic Alerts:
10. { {100R0} }-->Dynamic Place Holder 100 Refers to Strike Difference and Zero refers to ATM
11. { {100R-1} }-->Dynamic Place Holder 100 Refers to Strike Difference and -1 refers to
ATM - 100 strike
12. { {50R2} }-->Dynamic Place Holder 50 Refers to Strike Difference and 2 refers to
ATM + (2 * 50 = 100) strike
13. { {"ddMMyy", 0} }-->Dynamically Picks today date in the specified format.
14. { {"ddMMyy", n} }-->replace n with actual number of your choice to Pick date post today date in the specified format.
15. { {"ddMMyy", "MON"} }-->dynamically pick Monday date (coming Monday, if today is not Monday)
Note. for the 2nd Param-->you can choose to specify either Number OR any letter from =>
16. {{CEPE}} {{ICEPE}} {{CP}} {{ICP}} -> Dynamic Option Side CE or C refers to Calls and PE or P refers to Puts. If "I" is used in PlaceHolder text, On long entries PUTs shall be used
Indicator is equipped with customizable Trade & Risk management settings like multiple Take profit levels, Trailing SL.
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.
