Indicator
Trade Wzrd - Rift [Rampage Series]✨ THE RAMPAGE SERIES Is a growing series of roughly thirty volume-and-structure indicators, each built around the same conviction: price is the story, volume is the evidence, and levels are where the two negotiate. Every script in the series reads the market through traded volume - profiles, deltas, liquidity, nodes - and every single one ships with built-in automation . Not a bolted-on alert hack: a real order-string layer, the kind these tools almost never come with. Each Rampage script is an educational shell for learning and testing. None of them is a signal service.
Rift is the profile engine of the family - the one that finds the voids.
⚡ WHAT RIFT IS
Rift rebuilds a live volume profile every bar from lower-timeframe data - anchored to the clock (session, day, week) or to market structure (confirmed swing pivots) - and renders it as one clean instrument in the chart margin: delta-graded rows, Point of Control, Value Area, Point of Void, and the gaps where nobody traded at all.
Most profile tools show volume at price. Very few show the DELTA at each price - who was actually buying and who was selling inside every row - without paid order-flow data. Rift rebuilds that from the intrabar feed : each lower-timeframe bar's volume is signed by its direction and distributed across the price rows it traded through. The result is a profile that doesn't just say where volume traded, but who showed up to trade it.
The design rule is one region, one story. The profile lives in the right margin as a single silhouette - never scattered across your candles - while price itself carries only what you can act on.
✨ THE POINT OF VOID - WHY "RIFT"
Inside every Value Area there is one row where volume is thinnest - the weakest node, the place price met the least resistance on its way through. Rift measures it, names it, and marks it in orange: the Point of Void.
That thin crust is the rift. When price drives through it with delta support, it isn't hitting a wall - it's falling through open air, and it tends to travel. Sweeps fade. Bounces react. A void break continues. Three different events, three different trades, one engine that knows which is which.
⚡ THE THREE HUNTS
▶ Sweep & Reclaim - price pierces the Value Area edge and closes back inside. The raid that failed. Optionally gated by CVD divergence: price prints a new extreme while cumulative delta refuses to agree - the fingerprint of absorption.
▶ POC Bounce - rejection of the developing Point of Control, the single most-traded price of the profile.
▶ POV Void - price drives through the Point of Void with bar-delta support. Continuation, not a fade.
Every signal carries a typed chip (BUY · SWEEP, SELL · VOID...) with a hover deep-dive: node, ATR distance, wick %, bar delta, CVD, trend. Node-episode dedup keeps the engine honest - the same direction cannot re-fire at the same node inside the cooldown unless price has genuinely moved to a new one. An optional filter stack (ATR momentum guard, rejection wick, EMA trend, session window) sits underneath for those who want it.
✨ RISK THAT SITS ON STRUCTURE
Stops and targets can be framed two ways:
▶ ATR mode - the classic: stop a multiple beyond the sweep extreme, target by reward:risk.
▶ Structure mode - the Rift way: the stop sits a small buffer beyond the exact node the signal was born from, and the target is the nearest opposing profile node - POC, POV, or a Value Area edge. The trade is invalidated by structure breaking, not by an arbitrary distance, and it aims at the level the market itself built.
⚡ THE TRADE BOX - IT FREEZES WHERE IT DIES
Every signal draws its position as one object : entry line with a price tag, dashed stop, solid target, shaded risk and reward zones. The box follows price bar by bar - and the moment the stop or the target is hit, it freezes exactly there and leaves a TP HIT or SL HIT tag on the chart. Your past trades stay visible as they actually happened, not as you remember them. If one bar tags both sides, Rift calls the stop first - honest over flattering, always.
✨ LEVELS WITH MEMORY
▶ Retest lines - every signal draws the node it came from as a thin level that lives until breached or expired. Then, instead of vanishing, it stays on chart as darker dotted history: you can see which levels got filled and which held.
▶ Liquidity pools - swing highs and lows hold resting stops. Rails extend right until raided, die on the raid bar, and leave a faint swept zone when price pokes through and closes back inside. Where the stops were, where they got run.
▶ Level rails - neon POC, dotted POV, Value Area zone, and past profiles' POC/VAH/VAL kept on chart until crossed.
✨ HOW TO READ IT
• The margin profile is one silhouette: row width is volume, row color is delta, gold is the POC, orange is the POV, volume numbers print inside heavy rows (auto-inverted so they never camouflage), and the outline tint tells you who owns the profile - cyan buyers, pink sellers. The delta-% label on top opens the full stats on hover.
• A chip is a trade idea with receipts - hover it before you judge it.
• The trade box is the position. When it freezes, the idea is over; the tag says how.
• Dotted dark levels are filled history. Bright levels are still alive.
• The dashboard is the instrument panel: profile levels, session CVD, bar delta, regime, whale state, last signal, POC touches, automation state.
⚡ HOW TO USE
1) Add the script to a clean chart. Defaults are tuned for XAUUSD intraday; any symbol with volume works.
2) Choose the anchor: Period (D for day traders, W for swing) or Swing (structure-anchored).
3) Set the Intrabar Feed lower than your chart timeframe - 1-minute is the safe default.
4) Pick a signal model and a risk mode. ATR framing is the default; Structure framing ties stops and targets to the nodes.
5) Automation is built in.
✨ DEFAULTS
• Anchor: Period (Daily) | Intrabar Feed: 1m | Row height: ATR(14)/8 | Value Area: 70%
• Margin profile: 30 rows, offset 8 bars, max width 40 bars, outline + stats on | Signal cooldown: 8 bars
• Signals: All three models, CVD divergence 30 bars, bar delta confirm on, filters off
• Risk: ATR mode - stop ATR(14) × 1.5 beyond sweep, target 2R | Structure mode optional - node buffer 0.25 ATR, next-node target
• Trade box on | Filled retest lines kept as dotted history (20 max) | Liquidity rails on (pivot 5, 6 per side, swept zones on)
• Automation on: entries with SL/TP, close on opposite signal, close on TP/SL hit
⚡ LIMITATIONS AND HONEST NOTES
• This is an educational shell, not a validated strategy. It makes no performance claim and no edge claim. Nothing here is financial advice.
• Buy/sell split is estimated from intrabar direction (close vs previous close), not true tick-level bid/ask - on 1-minute data this is a close approximation; coarser feeds are coarser reads.
• Swing anchors and liquidity pivots confirm with a delay equal to the pivot length.
• The margin profile shows the current developing profile only; finished periods remain as POC/VAH/VAL level lines.
• TP/SL-hit detection is bar-based: on a bar that tags both, the stop is called first.
• Structure-mode targets depend on the developing profile; a fresh profile can move the nodes.
• Requires a symbol with volume data. Seconds feeds ("1S") depend on your plan's data availability.
• Past results do not predict future results. Not intended for non-standard chart types (Heikin Ashi, Renko, etc.). You own symbol mapping, risk, and execution choices.
No external links are required to understand or use this script.
Open source - Mozilla Public License 2.0.
Indicator
Swiftedge Oderflow ToolSwiftedge Oderflow Tool
OVERVIEW
This indicator is an all-in-one orderflow toolkit that visualizes where significant traded volume has built up, whether those levels have been revisited, and how current activity compares to recent norms. It combines six modules that share one calculation engine:
Liquidity lines — horizontal levels born on the candle that built the volume, running until price trades back through them
Trade bubbles — outsized volume prints, colored by delta
A buy/sell split volume profile anchored at the price axis
HVN / LVN reaction zones detected from the profile
Session levels (Asia / London / New York), daily levels (PDH / PDL / PDC), session VWAP and a developing value area (POC / VAH / VAL)
A dashboard with bar delta, CVD divergence, relative volume, ADR usage and the nearest level above/below price
Every module can be toggled independently, so the indicator can run as a minimal liquidity map or a full cockpit.
HOW IT WORKS
Volume distribution. Each chart bar is decomposed into lower-timeframe candles (1-minute by default, configurable down to seconds where your plan provides them). Each LTF candle's volume is booked to a price bin at its close, and classified as buy or sell volume by its candle direction. Where LTF data is unavailable (older history), the bar's volume is spread evenly across its high-low range as a fallback.
Liquidity lines. A price bin that accumulates a significant share of volume (relative-strength threshold, configurable) spawns a line. The line is anchored to the bar that contributed the most volume to that level, and is plotted at the level's volume-weighted price — not at a rounded grid price. While the level remains untouched it extends to the right edge of the chart. When price trades through the level, its accumulated strength is "burned" (configurable percentage per bar); once it falls below the threshold the line is closed at that bar. Untouched liquidity therefore persists visibly, while consumed liquidity ends exactly where it was consumed. Color and line width scale with the level's peak strength, normalized against the 95th percentile of visible levels; old mitigated lines fade progressively.
Visible-range adaptation. The engine reads the chart's visible range and recalculates on every scroll or zoom. Level resolution (bin size) is derived from the visible price span, so the map keeps a consistent density at any zoom level. A warm-up window (one quarter of the visible span) is processed before the left edge so lines do not start "cold".
Bubbles. A bar whose volume exceeds a configurable percentile of recent bars (defaults: 90 / 97 / 99.5 for small / medium / large) prints a circle at its close, colored by the bar's delta sign.
Volume profile. Built from the visible bars, with each bar's volume spread across its full high-low range, split into buy and sell volume, and smoothed with a 1-2-1 kernel (configurable passes). It is drawn against a fixed wall at the right edge, growing inward, with the buy portion (green) and sell portion (magenta) stacked per row.
HVN / LVN zones. From the smoothed profile, HVNs are the largest local peaks (with a minimum substance filter) and LVNs are the deepest local valleys that sit between populated areas (range edges are excluded). The top N of each (default 3) are drawn as translucent horizontal zones across the visible range with small tags at the right edge.
Sessions, daily levels, VWAP, value area. Session open/high/low are tracked per configurable session windows and timezone and reset daily. PDH / PDL / PDC come from the completed prior daily candle (fetched with lookahead on closed data only — no future leak). VWAP accumulates hlc3 × volume from the daily open. The developing value area builds today's volume distribution and expands from the POC until 70% of volume is captured, yielding POC / VAH / VAL.
Absorption flags. A diamond marks bars with volume above a high percentile but an unusually small range (fraction of ATR14): heavy business transacted without price progress — a classic absorption footprint. Below-bar green diamonds indicate positive delta, above-bar magenta diamonds negative delta.
Dashboard. Bar delta and N-bar delta sum (from the LTF decomposition), a CVD-vs-price divergence check over a configurable lookback, relative volume vs its 20-bar average, day range as a percentage of the average daily range, the active session, and the nearest tracked level above and below current price with distance in percent.
HOW TO USE IT
Untouched liquidity lines act as a map of levels the market has built but not yet retested; strong (bright, thick) untouched lines are natural magnets and reaction candidates.
A line ending shows you exactly where and when that liquidity was consumed.
HVN zones mark acceptance (price tends to slow down and two-way trade there); LVN zones mark rejection/vacuum areas (price tends to move through them quickly or turn at their edge).
Session highs/lows and PDH/PDL are widely watched reference levels; combined with the liquidity map you can see whether volume actually built at them.
The dashboard's divergence row flags when price makes progress that cumulative delta does not confirm.
Use the companion CVD panel script for the delta curve in a separate pane.
SETTINGS NOTES
Defaults are tuned for liquid crypto and index futures on intraday timeframes (1-15 min). The lower timeframe input controls distribution precision: "1" (minute) works broadly; second-based timeframes increase precision on recent data where your subscription provides them. Session times default to a European timezone and should be adjusted to your market.
LIMITATIONS — PLEASE READ
PulseWire does not provide order book (L2) or bid/ask tape data to Pine. All volume placement and delta in this indicator are approximations built from lower-timeframe OHLCV data. This is a principled approximation, not actual resting orders or true tape delta.
The indicator draws in the visible range and recalculates when you scroll or zoom; drawings therefore adapt to the window you are viewing. The heavy rendering runs once per bar close, so the newest bar's lines can update with up to one bar of delay.
Lower-timeframe history is limited by PulseWire; on older history the fallback distribution (bar range spread) is used, which is coarser.
Volume must be provided by your data feed; on symbols without volume the indicator cannot work.
This is a visualization and context tool. It generates no signals and no performance claims are made or implied. Indicator
BK AK-Bl00DHoundBK AK-Bl00DHound - Footprint CVD Spark
A session-based footprint CVD, opening-relative price, slope-transition, participation, and confluence framework for intraday market analysis.
Acknowledgment
All glory and gratitude to G-d.
The AK in BK AK-Bl00DHound honors my mentor, A.K.—the man whose guidance shaped my discipline, patience, market judgment, and respect for clean execution. I dedicate every indicator I build to his honor.
Original Source and Attribution
BK AK-Bl00DHound is a modified and substantially expanded derivative of Intraday Spark Chart , created by PulseWire author AstrideUnicorn.
Full credit is given to AstrideUnicorn for the originating Spark Chart concept and source foundation. This publication does not claim authorship of AstrideUnicorn’s original work.
The BK implementation expands that foundation through independently developed modules including:
Native footprint CVD
ETH, RTH, full-session, and custom-session architecture
Raw, Delta Ratio, and Normalized display modes
Display-independent raw signal coordinates
Scaled opening-relative price comparison
Extreme slope-transition detection
Synchronized price and CVD pivot analysis
Peak and valley evidence scoring
Buy/sell participation tracking
High-delta, limited-price-response analysis
Per-bar Point of Control migration
CVD velocity bands
Eight intraday sub-session windows
Session-intensity measurements
Peak and valley background highlighting
Per-bar delta histogram
Session markers and CVD labels
Compact and detailed dashboards
Composite directional-alignment scoring
Alerts and contextual tooltips
The source header identifies AstrideUnicorn’s original work and the separate modifications and expansions developed for BK AK-Bl00DHound.
What BK AK-Bl00DHound Is
BK AK-Bl00DHound is a separate-pane intraday framework designed to compare:
Cumulative footprint delta
Price movement from the session open
CVD direction
Opening-relative price direction
Buy and sell participation
Delta acceleration
Price-versus-CVD disagreement
Session extremes
Confirmed pivot structure
High-delta, limited-price-response conditions
Per-bar POC migration
Time-of-day participation
Composite directional alignment
The framework follows one connected analytical sequence:
Footprint participation → session CVD → opening-relative price → slope relationship → structural evidence → composite context
Its purpose is not to predict every high, low, continuation, or reversal.
Its purpose is to show when price, CVD, participation, slope, structure, velocity, and session context are aligned—and when they are disagreeing.
Footprint Data
BK AK-Bl00DHound uses PulseWire’s native footprint data to obtain:
Buy volume
Sell volume
Net delta
Total volume
Per-bar Point of Control
Footprint Value Area information used by the request
The CVD line is constructed by accumulating native footprint delta during the active session.
When footprint data is unavailable, the indicator displays a warning. It does not replace the unavailable footprint information with candle-direction volume.
Footprint availability depends on the chart symbol and the user’s PulseWire data access.
The optional symbol input is display-only. All calculations remain connected to the chart’s actual symbol.
Session Architecture
BK AK-Bl00DHound supports five session configurations:
Auto
ETH + RTH
RTH Only
Full Session
Custom
Auto
Auto mode uses:
ETH + RTH on chart timeframes of 15 minutes or less
Full Session on chart timeframes above 15 minutes
ETH + RTH
This mode measures the broader futures session while resetting the framework at the ETH and RTH transitions.
It allows overnight and regular-session participation to be analyzed separately.
RTH Only
RTH Only measures the configured regular session.
The default RTH window is:
09:30–16:00 America/New_York
Full Session
Full Session uses the configured:
18:00–17:00
session structure and resets at the evening opening.
Custom
Custom mode uses the session and timezone selected by the user.
The session definition should match the instrument being analyzed. An incorrect session or timezone will change every session-based calculation.
Session CVD
Session CVD is the cumulative sum of native footprint delta during the active session.
Positive CVD means accumulated buy volume exceeds accumulated sell volume under PulseWire’s footprint classification.
Negative CVD means accumulated sell volume exceeds accumulated buy volume.
CVD reports classified buying and selling participation.
It does not identify individual traders, institutions, funds, market makers, or participant intent.
Display Modes
BK AK-Bl00DHound includes three display modes:
Raw
Delta Ratio
Normalized
Raw
Raw mode displays accumulated footprint delta in native volume units.
The size of the reading depends on:
Instrument
Liquidity
Timeframe
Session length
Trading activity
Raw values should not be directly compared across unrelated instruments.
Delta Ratio
Delta Ratio divides session CVD by accumulated session volume.
This expresses directional participation relative to total analyzed volume.
Normalized
Normalized mode compares session CVD with an adaptive range derived from completed sessions.
This produces the wider and clearer default pane appearance.
Raw Signal Lock
The display mode changes only the visible presentation.
Peak, valley, and extreme slope-transition logic continues to use dedicated raw CVD and raw Spark coordinates.
Changing between Raw, Delta Ratio, and Normalized therefore changes:
Visible scale
Displayed CVD
Displayed Spark
Histogram height
Label formatting
It does not change the underlying raw signal thresholds or raw signal history.
Opening-Relative Price Spark
The Spark line measures price movement from the active session opening.
That price displacement is scaled into the CVD pane so price and directional participation can be compared visually.
The Spark line does not convert price into volume.
It creates a shared visual reference for questions such as:
Is price rising while CVD rises?
Is price rising while CVD falls?
Is price falling while CVD falls?
Is price falling while CVD rises?
The displayed Spark follows the selected Data Mode.
The signal Spark remains tied to the raw source geometry.
Dynamic Line Coloring
The visible CVD and Spark lines can be colored by:
Their position relative to zero
Their current slope direction
With slope coloring enabled:
Rising line segments use bullish colors
Falling line segments use bearish colors
With slope coloring disabled:
Values above zero use bullish colors
Values below zero use bearish colors
The CVD area fill can either:
Match the visible CVD line
Follow the legacy above-zero and below-zero behavior
An independent fill can also be displayed between the CVD and Spark lines.
Flow Relationship
The Flow state compares the current slope direction of raw CVD and raw Spark.
Confirm Up
Spark rising and CVD rising.
Price and directional participation are aligned upward.
Peak Warning
Spark rising while CVD is flat or falling.
Price is advancing while directional participation is not advancing with it.
Valley Warning
Spark falling while CVD is flat or rising.
Price is declining while directional participation is not declining with it.
Confirm Down
Spark falling and CVD falling.
Price and directional participation are aligned downward.
Flat
No qualified directional relationship is active.
These states describe current alignment or disagreement. They do not guarantee continuation or reversal.
Extreme Slope Transition
The Extreme Slope Reversal module can monitor:
CVD Only
Spark Only
Either
Both
The engine uses an armed-state process.
High-side event
The selected line reaches or exceeds its configured high level.
The line must still be rising.
The high-side condition becomes armed.
The signal fires on the first confirmed bar that changes to a falling slope.
Low-side event
The selected line reaches or falls below its configured low level.
The line must still be falling.
The low-side condition becomes armed.
The signal fires on the first confirmed bar that changes to a rising slope.
The reversal bar does not need to remain beyond the original threshold.
This allows the transition to print on the first confirmed opposite-slope close after the extreme was armed.
The Minimum Session Bars setting prevents slope events from firing before enough session history has accumulated.
Peak and Valley Pattern Engine
The pattern engine combines several evidence families.
Potential peak evidence includes:
Bearish price-versus-CVD divergence
Hidden bearish divergence
Peak-style flow disagreement
High-side slope transition
Price near the upper session range while CVD is comparatively weak
Elevated session intensity
High-delta, limited-price-response evidence
Potential valley evidence uses the corresponding bullish conditions.
Synchronized Pivot Comparison
Price pivots are confirmed using the selected Pivot Lookback.
When a price pivot confirms, BK AK-Bl00DHound stores the raw CVD value from that exact price-pivot bar.
This avoids comparing:
A price pivot from one bar
With an unrelated CVD pivot from another bar
Separate CVD pivots are maintained for the optional pivot dots.
Balanced Mode
Balanced mode requires:
The evidence score to meet the configured threshold
At least one qualifying evidence family
A confirmed raw slope transition in the relevant direction
Strict Mode
Strict mode requires every Balanced condition and also requires price and CVD to occupy opposing session extremes.
A confirmed Peak or Valley means the configured evidence requirements aligned.
It does not establish that the final market high or low has occurred.
Peak and Valley Markers
A downward arrow identifies a qualified Peak condition.
An upward arrow identifies a qualified Valley condition.
The optional background mode can shade:
The exact confirmed Peak or Valley arrow bar
The underlying Extreme Slope Reversal bar
No bars
The default Peak / Valley Arrows mode links the vertical background tint directly to the confirmed arrow event.
The arrow and background are two visual representations of the same completed rule set.
Pattern Evidence Score
The pattern engine assigns points to active evidence families.
Potential contributors include:
Pivot disagreement
Flow disagreement
Slope transition
Session-range position
Session intensity
High-delta, limited-price-response evidence
Session-mode context
The result is an internal evidence score.
It is not:
A probability
A win rate
A confidence interval
A position-size recommendation
A guarantee of reversal
The score represents how many weighted conditions are currently aligned.
High-Delta, Limited-Price-Response Analysis
The script identifies a candidate event when:
Absolute footprint delta exceeds 1.3 times its 20-bar average
Candle-body movement is below 0.6 times its 20-bar average
A bullish candidate requires:
Negative delta
Price holding or closing above the open
A bearish candidate requires:
Positive delta
Price holding or closing below the open
The script accumulates and decays an internal session score.
The displayed states include:
None
Mild
Strong
Elevated
This is an effort-versus-result measurement.
It does not prove:
A hidden order
A resting bid or offer
Institutional activity
Accumulation
Distribution
A defended level
Point-of-Control Migration
For every available footprint bar, BK AK-Bl00DHound reads the footprint POC.
It then counts how frequently the per-bar POC moves:
Up
Down
The resulting migration ratio is compared with price movement from the session opening.
Acceptance Context
Price and POC migration are moving in the same general direction.
Rejection Context
Price and POC migration are moving in opposing directions.
Neutral Context
Neither relationship exceeds the internal threshold.
This is a comparison of consecutive per-bar POCs.
It is not a developing session-volume-profile POC and does not guarantee breakout acceptance or rejection.
Delta Velocity
Delta Velocity measures the rate of change in raw session CVD.
The module calculates:
CVD change over the selected period
Average CVD change
Standard deviation of CVD change
Upper statistical band
Lower statistical band
A reading above the upper band indicates unusually strong positive CVD acceleration relative to the recent sample.
A reading below the lower band indicates unusually strong negative CVD acceleration.
A band breach identifies a statistical outlier.
It does not require the move to reverse.
Session Intensity
Session Intensity compares the magnitude of current session CVD with an adaptive completed-session CVD range.
The states include:
Quiet
Normal
Active
Hot
Extreme
These classifications describe relative CVD magnitude.
They do not establish direction, participant identity, or a future market outcome.
Time-of-Day Windows
BK AK-Bl00DHound divides the default New York session structure into eight windows:
Asia: 18:00–02:00
London: 02:00–08:00
Premarket: 08:00–09:30
Opening Drive: 09:30–10:30
Morning: 10:30–12:00
Lunch: 12:00–14:00
Afternoon: 14:00–15:30
Market-on-Close window: 15:30–16:00
For each window, the engine tracks:
Cumulative delta
Total footprint volume
Historical absolute CVD activity
Current relative intensity
Direction of completed windows
The sub-session strip summarizes whether completed windows produced positive or negative CVD.
These windows provide context. They do not predict the following session or the next trading day.
Per-Bar Delta Histogram
The histogram displays the current footprint delta for each bar.
Its visible height can be multiplied using the Bar Delta Scale setting.
Positive bars use the selected positive color.
Negative bars use the selected negative color.
Changing the histogram scale affects only visual height.
It does not alter:
CVD
Peak and Valley logic
Slope-transition logic
Composite scoring
Session Markers
The script can display vertical lines at:
RTH opening
ETH opening
Optional RTH and ETH letters can be displayed above those lines.
The line height, transparency, width, and colors are configurable.
These are pane references only.
Session Labels and CVD Extremes
Session labels display current or completed session CVD in the selected display units.
The script can also mark:
Highest displayed session CVD
Lowest displayed session CVD
These marks identify observed CVD extremes within the active session.
They do not represent fixed limits on future buying or selling activity.
Composite Directional Alignment
The dashboard combines several internal modules into a directional score from -100 to +100.
Potential contributors include:
Flow relationship
Extreme slope transition
Peak or Valley evidence
High-delta, limited-price-response context
Delta velocity
POC migration
The score can be classified as:
Strong Bullish Alignment
Bullish Lean
Neutral
Bearish Lean
Strong Bearish Alignment
The composite score is an internal weighted summary.
A score of +70 does not mean a 70% probability that price will rise.
A score of -70 does not mean a 70% probability that price will fall.
Dashboards
Zenith Meter
The Zenith Meter provides a compact summary of:
Composite alignment
Direction meter
Flow state
Slope state
Pattern state
High-delta response state
POC state
Velocity state
Session delta
Delta Ratio
Buy/sell percentage
Session intensity
Current time window
Current ETH or RTH segment
Detailed Dashboard
The Detailed dashboard expands the framework into rows for:
Session delta
Buy/sell participation
Delta Ratio
Flow
Slope
Intensity
Pattern
High-delta response
POC migration
Velocity
Time of day
Completed-window strip
Session CVD high and low
Previous-session CVD
Current session mode
The dashboards organize the underlying measurements. They do not place trades or replace direct chart analysis.
Alerts
Alerts are available for:
Qualified Peak condition
Qualified Valley condition
Bullish extreme slope transition
Bearish extreme slope transition
CVD velocity-band breach
Elevated high-delta, limited-price-response condition
An alert means a configured rule set became active.
It does not guarantee a particular market response.
How to Use BK AK-Bl00DHound
1. Use an Intraday Chart
BK AK-Bl00DHound is designed for chart timeframes of four hours or lower.
A warning appears on timeframes above four hours.
The framework is most useful on liquid instruments where native footprint data is available.
2. Confirm Footprint Availability
Before interpreting the CVD line, confirm that the No footprint data warning is absent.
Without footprint data:
Bar delta is unavailable
Session CVD cannot develop normally
Buy/sell percentages are unavailable
POC migration is unavailable
High-delta response analysis is unavailable
3. Select the Correct Session
Choose the session mode that matches the analysis.
Use:
ETH + RTH to compare overnight and regular-session participation
RTH Only for cash-session analysis
Full Session for one continuous futures session
Custom for another market schedule
Auto for the timeframe-sensitive defaults
Verify the selected timezone.
4. Begin With Normalized Mode
Normalized is the default display and provides the wider, clearer pane presentation.
Because signal logic remains locked to raw coordinates, changing the display mode does not alter the underlying raw signal logic.
Use:
Raw for native accumulated delta values
Delta Ratio for delta relative to session volume
Normalized for clearer visual comparison
5. Read CVD and Spark Together
The primary relationship is between:
Session CVD
Opening-relative price Spark
Watch for four main conditions:
Both Rising
Price and directional participation are aligned upward.
Both Falling
Price and directional participation are aligned downward.
Spark Rising While CVD Weakens
Price is advancing without equal improvement in directional participation.
Spark Falling While CVD Improves
Price is declining without equal deterioration in directional participation.
Agreement provides continuation context.
Disagreement provides transition or exhaustion context requiring confirmation.
6. Check the Flow State
Use the Flow state as the first summary:
Confirm Up
Peak Warning
Valley Warning
Confirm Down
Flat
Do not act from the Flow label alone.
Review the actual CVD and Spark lines and confirm the condition with price structure.
7. Review the Slope State
A slope event requires:
A raw extreme to become armed
A confirmed opposite-slope close
The configured minimum session-bar count
Use:
CVD Only when participation should control the trigger
Spark Only when opening-relative price should control it
Both for maximum selectivity
Either for greater signal frequency
8. Evaluate Peak and Valley Evidence
When an arrow appears, inspect the contributing evidence:
Pivot disagreement
Flow disagreement
Slope transition
Price location
CVD location
Session intensity
High-delta response
Use Balanced mode for broader qualification.
Use Strict mode when opposing price and CVD session extremes should also be required.
9. Review the Background Highlight
With Peak / Valley Arrows selected, the background shades the exact confirmed arrow bar.
With Extreme Reversal selected, it shades the underlying slope-transition event.
Use the background as a visual locator—not as a separate signal.
10. Check POC Migration
Determine whether per-bar POC migration is:
Moving with price
Moving against price
Mixed
POC movement with price adds acceptance context.
POC movement against price adds disagreement context.
It does not independently determine whether a trend will continue or fail.
11. Review Delta Velocity
A velocity-band breach indicates unusually rapid CVD change.
Determine whether the breach:
Continues
Decelerates
Conflicts with price
Occurs near a Peak or Valley condition
The breach alone is not a reversal signal.
12. Review Time-of-Day Context
Compare the current window with completed windows.
Examples:
Does Opening Drive confirm or reverse Premarket CVD?
Does Morning continue the Opening Drive?
Does Lunch reduce directional participation?
Does Afternoon rebuild or reverse the earlier session flow?
Does the Market-on-Close window agree with the broader RTH direction?
Use these comparisons to understand participation shifts.
13. Use the Dashboard as a Summary
Start with the Zenith Meter.
Switch to the Detailed Dashboard when the underlying components need to be inspected.
A strong composite reading should always be traced back to the modules producing it.
14. Confirm With Price Structure
Before acting on any condition, define:
Entry confirmation
Invalidation
Position size
Maximum account risk
Exit method
BK AK-Bl00DHound is a decision-support framework, not an order-management system.
Recommended Starting Configuration
Session Mode: Auto
Timezone: America/New_York for U.S. futures
Data Mode: Normalized
Extreme Slope Reversal: On
Trigger Source: Either
CVD Slope Length: 1
Spark Slope Length: 1
CVD High/Low Levels: +65 / -65
Spark High/Low Levels: +65 / -65
Minimum Session Bars: 10
Background Trigger: Peak / Valley Arrows
Pattern Detection: On
Pivot Lookback: 5
Evidence Threshold: 45
Signal Mode: Balanced
Time-of-Day Tracking: On
Delta Velocity: On
Velocity Period: 14
Band Multiplier: 2.0
Price Overlay: On
CVD/Price Gap Fill: On
Per-Bar Delta Histogram: On
Dashboard Mode: Zenith Meter
What Is Original
Opening-relative Spark charts, CVD, pivots, statistical bands, Point of Control, and session analysis are established concepts.
The source foundation is credited to AstrideUnicorn.
The separate BK contribution is the specific architecture connecting:
Native footprint CVD
Multi-session reset governance
Independent display and raw signal coordinates
Adaptive normalized-session ranges
Scaled opening-relative price
Persistent slope-direction states
Armed extreme-transition logic
Same-bar confirmed reversal events
Synchronized price-pivot and CVD sampling
Balanced and Strict evidence qualification
High-delta, limited-price-response scoring
Per-bar POC migration
Eight time-of-day participation windows
CVD velocity bands
Session-intensity normalization
Arrow-linked background shading
Session CVD labels and extrema
Composite directional-alignment scoring
Compact and detailed dashboards
Unified alerts and contextual tooltips
The value of BK AK-Bl00DHound is not one individual calculation.
It is the governed interaction between footprint participation, session CVD, opening-relative price, slope transitions, structural evidence, and time-of-day context.
Realtime Behavior and Limitations
Native footprint values can change while the active bar is forming.
Session CVD changes intrabar.
Peak and Valley signals require confirmed slope-transition bars.
Price pivots require the selected right-side confirmation period.
Pivot-related information appears after the pivot has formed.
Normalization changes visible coordinates but not raw signal coordinates.
Adaptive display ranges depend on completed-session history.
Early-session measurements use smaller samples.
POC migration compares consecutive per-bar POCs.
High-delta response is a heuristic.
Velocity-band breaches are statistical outliers, not guaranteed exhaustion.
Time-of-day classifications do not predict subsequent windows.
Composite scores are model outputs, not probabilities.
The script does not include commissions, slippage, position sizing, or execution.
It is an indicator, not a PulseWire strategy backtest.
Every condition can fail.
Suitable Markets and Timeframes
BK AK-Bl00DHound is designed for intraday charts up to four hours.
It is most applicable to liquid markets where native footprint information is available, including supported:
Futures
Equities
Cryptocurrency markets
Other high-volume instruments
Appropriate settings can differ across instruments, sessions, and timeframes.
Risk Disclosure
BK AK-Bl00DHound is provided for analytical and educational purposes.
It does not provide financial advice, guarantee performance, identify institutional activity, or predict future market direction with certainty.
Users remain responsible for their own:
Market analysis
Entry decisions
Exit decisions
Position sizing
Invalidation
Order execution
Account risk
Track the flow. Compare it with price. Confirm the transition. Respect the invalidation. Indicator
CVD Divergence Pro# CVD Divergence Pro
**Cumulative Volume Delta with ATR-ZigZag pivot detection and multi-pivot divergence mapping.**
---
## What it does
This indicator plots Cumulative Volume Delta (CVD) as a line or candles, then automatically detects and draws **divergences between price structure and order flow** — on both the indicator pane and the price chart.
Two divergence types are detected:
- **Bearish** — price makes a *lower high* while CVD makes a *higher high*. Buyers pushed harder, but price could not follow. Consistent with a larger seller absorbing that buying with resting limit sells.
- **Bullish** — price makes a *higher low* while CVD makes a *lower low*. Sellers pushed harder, but price would not break. Consistent with a larger buyer absorbing that selling with resting limit buys.
Each confirmed divergence draws a connecting line between the two pivots on the CVD pane **and** the corresponding line between the two price pivots on the chart itself, so the structural claim is visible in both series at once.
## How to use
**1. Set the reversal threshold first.** Enable *Show ZigZag skeleton* and adjust *Reversal threshold* until the dashed skeleton matches the swings you would mark by hand. Everything downstream depends on this, so tune it before touching any filter.
**2. Read a signal from its tooltip.** Hover any label. It reports the price and CVD values at both pivots, the strength in multiples of average bar delta, bars apart, swing amplitude in ATR, and how many pivots were skipped to form the pair. Strength is the number to weigh — a 5× divergence and a 2× divergence are not the same claim.
**3. If a divergence you can see by eye is not flagged**, enable *Mark confirmed pivots*. This separates the two failure modes:
- No dot at your swing → the ZigZag never registered it as a pivot. Lower the Reversal threshold.
- Dots present but no line → a quality filter rejected the pair. Widen *Max bars*, or lower *Min price swing* / *Min CVD divergence*.
**4. Alerts.** Six conditions are exposed: confirmed bearish, confirmed bullish, early bearish, early bullish, and combined bearish/bullish. Use the confirmed conditions for anything mechanical; the early conditions are anticipatory and will produce signals that do not develop.
**5. Check the information box.** It reports the reset mode, the lower timeframe used for intrabar data, average intrabars per chart bar, history coverage, current ATR and reversal distance in points, and the current CVD significance threshold. If average intrabars falls below 5 the box turns red — delta values are unreliable at that resolution.
---
## Limitations — please read
- **Delta here is inferred, not true bid/ask data.** Like PulseWire's built-in CVD, this classifies intrabar volume as buying or selling using intrabar price direction. It is an approximation of aggressor side, not actual trade-side data from an exchange feed. Instruments and timeframes where that approximation breaks down will produce misleading CVD.
- **Intrabar history is capped.** PulseWire limits how many lower-timeframe bars can be requested, so on long histories only the most recent portion has intrabar data. The information box reports actual coverage — check it before drawing conclusions from older signals.
- **Requires real volume.** Symbols without volume from the data provider will error. Forex spot and some indices are affected.
- **A divergence is context, not a trade signal.** It describes a disagreement between price and inferred order flow at two points in time. It says nothing about when, or whether, that disagreement resolves. Divergences persist and fail regularly.
- **Early warnings are unconfirmed by construction.** They fire before the swing completes and will sometimes not develop into anything.
- **Changing the reset mode changes every signal**, because CVD values are only comparable within a reset period.
No performance claims are made or implied. This is an analysis tool, not a strategy, and it has not been presented with backtest results because divergence context is not mechanically tradeable on its own.
---
## Credits and licence
Released under the **Mozilla Public License 2.0**.
- The Cumulative Volume Delta calculation core, the intrabar volume classification logic, and the reset-mode framework are from PulseWire's open-source **Cumulative Volume Delta** indicator — © PulseWire, MPL-2.0. This script is a derivative work of it.
- Uses the **PineCoders** `Time` and `lower_tf` libraries, and the **PulseWire** `ta` library.
- Original contributions in this version: the ATR ZigZag pivot engine replacing fixed-lookback pivots, multi-pivot divergence comparison, order-flow-normalised strength scoring, the quality-filter and signal-hygiene layers, reset-generation invalidation, dual-pane divergence line rendering, and the early-warning logic.
---
Indicator
Trend-Reset Cumulative Delta [ChartPrime]Trend-Reset Cumulative Delta
🔶 OVERVIEW
Standard Cumulative Delta indicators track the net difference between buying and selling volume from a fixed starting point (like the start of the day). While useful, they often become skewed by historical data that is no longer relevant to the current market trend.
The Trend-Reset Cumulative Delta solves this by using a Volatility-Based Reset Mechanism . It utilizes an ATR (Average True Range) envelope to define the current trend; the moment price breaks out of this envelope, the Cumulative Delta "resets." This ensures you are only seeing the volume pressure relevant to the active trend.
🔶 THE RESET LOGIC: ATR BANDS
The indicator tracks a central EMA surrounded by volatility bands. This creates a "dynamic corridor" for price:
Bullish Trend: When price closes above the Upper ATR Band , the trend turns bullish and the Delta counter resets to 0.
Bearish Trend: When price closes below the Lower ATR Band , the trend turns bearish and the Delta counter resets to 0.
By resetting at every major trend shift, the indicator highlights the "fresh" volume entering the move, making it easier to spot exhaustion or trend strength without the baggage of old data.
🔶 KEY FEATURES
Z-Score Pivot Filter: Not all pivots are equal. This indicator uses a Z-Score calculation to identify "outlier" volume events. It highlights pivots where the Cumulative Delta is significantly higher (statistically) than the recent average.
Trend Summary Labels: At the end of every trend cycle, a label appears summarizing the Total Volume and Net Delta of that specific move. This allows you to compare the "effort vs. result" of previous trends side-by-side.
Dual-Chart Projection: Filtered volume pivots can be projected directly onto the price chart, showing you exactly which candle saw a statistical volume extreme.
Dynamic Column Coloring:
* Bright Colors: Volume is increasing in the direction of the trend.
* Faded Colors: Volume pressure is slowing down (potential divergence/exhaustion).
🔶 TRADING APPLICATIONS
Effort vs. Result (Divergence): If price is making new trend highs but the Trend-Reset Delta columns are becoming smaller or fading in color, it indicates that the "effort" (volume) is not supporting the move.
Institutional Absorption: Look for the Z-Score Pivot markers (▼/▲). When these appear at structural support or resistance, it signifies that a massive amount of volume was transacted, often indicating institutional absorption.
Trend Strength Comparison: Use the Trend Summary Labels to look back at previous cycles. If the previous Bullish trend had a Net Delta of +1M and the current Bullish trend only has +200k, the current move is significantly more fragile.
🔶 CONCLUSION
The Trend-Reset Cumulative Delta provides a cleaner, more actionable view of volume flow. By stripping away irrelevant historical volume and focusing on the current volatility-defined trend, it helps traders identify when a trend is being fueled by fresh capital—or when it's simply running on fumes. Indicator
Indicator
Advanced Volatility1. Normalized ATR (%) - The Blue Line
What it is: The standard Average True Range (ATR) divided by the current closing price.
Why it matters: It tells you exactly what percentage the asset moves on an average bar. If the nATR is 2.0%, you know the asset swings roughly 2% per candle. This is incredibly useful for setting dynamic stop losses and take profits that scale mathematically with the asset's price, rather than guessing arbitrary dollar amounts.
2. BB Width (%) - The Orange Line
What it is: The distance between the Upper and Lower Bollinger Bands, divided by the Middle Band.
Why it matters: This acts as a highly effective "Squeeze" proxy. Volatility is cyclical; it contracts, then it expands. When you see the Orange line drop to extremely low historical levels, it means the Bollinger Bands are pinching tight. This contraction indicates that energy is building up, and a massive breakout/expansion move is imminent.
3. Historical Volatility (%) - The Fuchsia Line
What it is: A strict statistical calculation heavily used in options pricing (often referred to as HV or Realized Volatility). It calculates the standard deviation of logarithmic returns over a period, and annualizes it (multiplying by √252 trading days).
Why it matters: It gives you the "true" statistical variance of the asset. A rising Fuchsia line means the market is becoming highly chaotic and unpredictable, while a falling line means the market is returning to a stable, directional grind.
By layering all three of these metrics on one panel, you can easily spot when a market has compressed to zero (all lines dropping near the Zero Base) right before a massive trend erupts! Indicator
Divergence Map [FEELS]Price up, strength not.
Divergence Map marks every spot where price made a new high or low but the volume delta behind it didn't agree. Across the whole chart, not just the right edge.
OVERVIEW
Each divergence is drawn as a pair of crossing lines on the price pane: the line through the two price swings, and a second line whose opening reflects the volume delta behind those swings, widening in proportion to the strength gap so the disagreement is visible at a glance. A new high with weaker delta is marked at the top, a new low with weaker selling is marked at the bottom. Most divergence tools push a delta line into a separate panel and leave you to eyeball the slopes; this keeps the comparison on price, as one shape, for the whole chart.
HOW IT WORKS
1. Per-bar delta uses the standard bar-direction proxy: a bar closing up counts its volume as positive, a bar closing down as negative, a flat bar as zero. These are summed into a cumulative volume delta. Pine has no true tick order flow on historical bars, so this proxy is what the calculation is built on, and the logic is designed around its limits.
2. The cumulative delta is measured against its own recent trend (its value minus a moving average of itself), so divergences are read against recent flow rather than the all-time drift of a running total.
3. Swing highs and lows are found with a symmetric pivot of configurable length. A swing is used only once it is confirmed by that many closed bars on each side.
4. A top divergence is recorded when a confirmed swing high is above the previous swing high while the trend-adjusted delta at the new swing sits below its reading at the previous one. A bottom divergence is the mirror. The test compares the relative direction of delta between two swings rather than an absolute value, which is what lets it tolerate the proxy.
5. Strength is the size of that delta gap, scaled by its recent range and reported 0 to 100. A minimum-strength input hides weak readings.
6. Each divergence is then tracked for an outcome. By default it is scored from the bar it actually becomes visible (one swing length after the swing, since a swing cannot be known before then), and judged symmetrically from there: whichever comes first within the window, a reversal of the set size in its direction is a check, the same move against it is a cross. The size is taken from volatility by default (a multiple of ATR), so it scales with the timeframe; it can be switched to a fixed percent. An event also fails if price closes back through the swing that defined it. This removes the look-back head start, so the hit rate in the dashboard is descriptive of how these divergences have actually behaved, not a promise about the next one.
HOW TO USE
- Read the shape, not a number. Two lines opening apart at a top means price rose while delta did not; at a bottom, price fell while selling did not.
- The check or cross on each past event shows whether the expected reversal followed, so the chart carries its own record on the symbol and timeframe you are viewing.
- During a strong, clean trend the map stays mostly empty. That is expected: divergences appear at exhaustion, not inside a healthy trend.
- Raise minimum strength to keep only the clearer events. Swing length sets how major the marked swings are. Reversal percent and window define what counts as a resolved reversal. Turn off Remove swing lag to see the look-back figure instead of the real-time one.
PARAMETERS
- Swing length: bars per side to confirm a swing.
- Min strength: hides divergences below this 0 to 100 score.
- Delta smoothing and strength window: detrend the delta and scale the strength score.
- ATR reversal and Reversal ATR: size the reversal by volatility so the threshold scales with the timeframe (about 5% daily, around 15% weekly); turn off to use the fixed Reversal percent.
- Reversal percent and reversal window: the fixed-percent threshold and the bars allowed for a resolved reversal.
- Remove swing lag: scores each event from the bar it becomes visible and judges it symmetrically, giving a realistic hit rate instead of the look-back one.
- Labels, label and dot size, line width, colors, strength line on or off, mark hit on chart, dashboard position.
REPAINT NOTE
A swing is confirmed one swing length after it forms, which is how pivots work, and a divergence is recorded only on closed bars using that confirmed swing. Once a divergence and its lines are drawn they do not move, and the check or cross is added later on closed bars as the outcome settles. The only live element is the dashboard. No higher-timeframe or external data requests are used.
ORIGINALITY
This is original work and the source is open. It is not a wrapper around a built-in oscillator and it does not plot delta in a separate pane. The comparison is kept on the price pane as one crossing shape, applied across full history, with a built-in record of whether each marked divergence was followed by a reversal, scored from the bar it actually became visible. The honest treatment of the delta proxy, comparing relative slope rather than absolute flow, is part of the design.
Descriptive tool for studying divergence behaviour. It is not financial advice and does not predict price. Indicator
MTF CVD Synchrony | Rainbow MatrixGENERAL OVERVIEW
MTF CVD Synchrony is a multi-timeframe directional flow oscillator that condenses five independent CVD (Cumulative Volume Delta) readings — one per Fibonacci-spaced timeframe — into a single weighted Master Line on a zero-centered 0-100 scale, surrounded by per-TF "ghost lines" that fade visually as they diverge from the consensus. The defining feature: 50 is true neutral. Above 50 means buyers are dominating; below 50 means sellers are dominating. The further from 50, the stronger the directional pressure. When the five timeframes align, the rainbow becomes a solid band; when they diverge, the disagreement becomes a visible density property of the indicator itself.
A background histogram visualizes the Master score's deviation from the neutral 50 line — green columns extend up when buyers dominate, red columns extend down when sellers dominate. A compact 7×9 MTF Legend Table surfaces every dimension simultaneously: per-TF resolutions, score values, trend direction, divergence flags, raw flow magnitude, and named directional State — with an antenna marker flagging the row whose timeframe matches your chart's native resolution.
Designed as the directional member of a three-indicator family. Apply all three side-by-side for a complete read: MTF RSI Synchrony shows where price sits in its momentum range; MTF Volume Delta Bar Synchrony shows whether the move has volume magnitude behind it; MTF CVD Synchrony shows who is actually winning — buyers or sellers. Same visual signature, same canonical Fibonacci ratios, same Legend Table layout — instant cross-indicator readability.
WHAT IS THE THEORY BEHIND THIS INDICATOR
Cumulative Volume Delta attempts to answer a question that price and volume alone cannot: in any given bar, were buyers or sellers more aggressive? Traditional volume tells you HOW MUCH traded, but not the DIRECTION of the pressure. A high-volume bar that closes flat tells a very different story from a high-volume bar that closes at its highs — yet raw volume scores them identically.
CVD approximates directional pressure by weighting each bar's volume by where price closed within its range. This indicator uses the Close Location Value (CLV) for that weighting:
clv = ((close − low) − (high − close)) / (high − low)
CLV ranges from +1 (close exactly at the high — maximum buying pressure) to −1 (close exactly at the low — maximum selling pressure), with 0 at the midpoint. Multiplying CLV by volume produces a signed directional contribution per bar: delta_raw = clv × volume. This is more nuanced than the binary tick rule (close > open = buy) used by most "delta" indicators — CLV captures HOW DECISIVELY price closed in its range, not just the sign.
The per-bar delta is then smoothed by EMA and normalized into a bounded 0-100 zero-centered score:
cvd_smooth = EMA(delta_raw, smoothing_length)
max_abs = highest(|cvd_smooth|, normalization_window)
score = 50 + (cvd_smooth / max_abs) × 50
The genius of the zero-centered approach: 50 always means balance, regardless of the asset's structural bias. A score of 75 means buyers are exerting 50% of the maximum recent pressure to the upside; a score of 25 means sellers are exerting 50% of maximum recent pressure to the downside. This is fundamentally different from a percentile rank (which would anchor 50 at the historical median, skewing with structural trends).
Five such scores — one per timeframe (default 5 / 15 / 60 / 240 / D) — are fused via canonical Fibonacci weights (0.15 / 0.20 / 0.25 / 0.25 / 0.15, peak weight on the macro TF3/TF4 where institutional positioning consolidates) into the weighted Master Line.
FEATURES
🔹 Multi-Timeframe CVD Fusion Engine (zero-centered directional scale)
🔹 CVD Histogram (deviation from neutral 50 — green buy / red sell)
🔹 Adaptive Fibonacci Channel (Z-Breathing → Z-Alert → Z-Exhaustion → Black Swan)
🔹 Hybrid Black Swan Zones (static or dynamic — default dynamic)
🔹 Classic Price↔CVD Divergence Detection (per-TF + Master)
🔹 MTF Legend Table (7 columns × 9 rows, with Raw Flow + State, multilingual)
🔹 Multilingual Interface (EN / PT / ES / RU / ZH)
🔹 Multi-Timeframe CVD Fusion Engine
What It Does
Runs five independent CVD scores on Fibonacci-spaced timeframes and fuses them into a single weighted Master Line, with each per-TF reading plotted as a ghost line that fades by distance to the consensus.
Method
On each timeframe, f_cvd_full() computes CLV × volume per bar, smooths it via EMA, and normalizes against a rolling-max window to produce the zero-centered score. The five scores fuse via Fibonacci weights (0.15 / 0.20 / 0.25 / 0.25 / 0.15). Both smoothing length and normalization window are independently configurable per timeframe.
Per-TF smoothing defaults (Wilder-anchored on TF3+TF4):
◇ TF1 (5m): 7 — scalping
◇ TF2 (15m): 10 — day-trading
◇ TF3 (60m): 14 — Wilder canonical
◇ TF4 (240m): 14 — Wilder canonical
◇ TF5 (D): 21 — swing/position
Per-TF normalization windows (each TF's natural horizon):
◇ TF1: 30 (≈2.5h on 5m)
◇ TF2: 50 (≈12.5h on 15m)
◇ TF3: 80 (≈3.3 days on 1h)
◇ TF4: 100 (≈16 days on 4h)
◇ TF5: 150 (≈5 months on Daily)
All request.security calls use lookahead=barmerge.lookahead_off for anti-repaint integrity.
Why It Matters
A 5-minute buy surge means little if the 4-hour and daily flows are decisively selling. The fusion engine reveals whether directional pressure is aligned across timescales (high conviction) or contradictory (a counter-trend bounce inside a larger trend). The ghost-line rainbow makes that alignment visible at a glance.
🔹 Adaptive Fibonacci Channel
What It Does
Six color-coded bands around the Master Line that adapt to its own recent volatility, using the brand's canonical Fibonacci ratios.
Method
Highest/lowest of the Master over a configurable lookback (default 50) are smoothed by EMA (default 10) to form the channel envelope. Bands sit at canonical Fibonacci proportions: Z-Breathing (1.50/1.85), Z-Alert (1.85σ anchor), Z-Exhaustion (2.75/1.85), Black Swan (3.85/1.85). All six band values are mathematically clamped to before rendering, keeping the rainbow inside the visible pane.
Why It Matters
Static thresholds can't adapt to regime changes. The Fibonacci channel calibrates the warning zones to the asset's current directional-flow volatility, so a "climax" on a calm pair and a "climax" on a volatile one both trigger at appropriate statistical extremes.
🔹 Hybrid Black Swan Zones
What It Does
Flags directional flow climax extremes — either at static 85/15 thresholds (BUY CLIMAX / SELL CLIMAX boundaries) or at the dynamic Fibonacci 3.85σ band.
Method
Dynamic Black Swan Mode is ON by default (Fibonacci 3.85σ proportion of the Master channel). Toggle OFF for static 85/15. Each zone renders as a glow line that brightens as the Master approaches. The static reference lines (15/50/85) are shown by default to anchor the zero-centered scale: 85 = purple (buy climax boundary), 50 = yellow (neutral), 15 = aqua (sell climax boundary).
Why It Matters
Directional flow climaxes mark exhaustion points — a BUY CLIMAX (score ≥ 85) means buyers have pushed to a recent extreme, often preceding a pause or reversal; a SELL CLIMAX (≤ 15) marks capitulation. The dynamic mode self-calibrates per asset and regime.
🔹 Classic Price↔CVD Divergence Detection
What It Does
Detects regular bear divergences (price higher high while CVD makes lower high — rally on weakening buy pressure) and bull divergences (price lower low while CVD makes higher low — selling exhausting). Runs on each timeframe AND on the Master line.
Method
Per-TF divergence runs inside request.security via pivot detection on the per-TF CVD score. Master divergence runs on the chart-TF directly, rendering a connecting line + label between pivots (red bear / green bull) on the pane. Per-TF results surface in the Legend Table's "Div" column.
Why It Matters
Price↔flow divergence is one of the most powerful applications of CVD. When price makes a new high but directional flow doesn't confirm, the rally is running on fading conviction — a classic distribution warning. Detecting this per-TF AND on the Master gives both early granular warnings and high-conviction confirmations.
🔹 MTF Legend Table
What It Does
A compact 7×9 table surfacing every dimension of the analysis at a glance.
Method
Rendered via table.new(force_overlay=false) on the pane. Layout:
◇ Row 0: title (spans all columns)
◇ Row 1: column headers — Indicator / Timeframe / Value / Trend / Div / Raw / State
◇ Rows 2-6: per-TF data
◇ Row 7: Master row ("🌈 Master (~XhYm)" with effective TF)
◇ Row 8: MTF Divergence status row
Per-TF cells show: ● TF label (+ antenna 📡 if chart-native), TF resolution, zero-centered score (zone-colored), trend arrow (±0.5 deadzone), divergence (🔺/🔻/—), Raw Flow (compact K/M/B signed magnitude, green if positive / red if negative), and State (directional name, zone-colored).
Why It Matters
The Raw Flow column complements the Value column: Value answers "how strong is the directional pressure?" (the normalized score), while Raw answers "how much actual volume is behind it?" (the absolute flow). A score of 75 with a small raw magnitude is weaker conviction than 75 with a huge raw magnitude. Together with State, the table tells a complete directional story per timeframe.
🔹 Multilingual Interface
What It Does
Translates all HUD labels, status messages, alert text, Legend Table headers, and directional State names to 5 languages: English, Português, Español, Русский, 中文.
Method
A single language dropdown selects the active language via Pine v6's ternary-chain pattern. Code, comments, and configuration tooltips remain in English by convention.
Why It Matters
The Rainbow Matrix family is built for traders worldwide. Multilingual UI removes friction for non-English-native users.
HOW TO USE
Reading the Pane
◇ Master near 50 with ghost lines tight: balanced flow, no directional edge (absorption / equilibrium).
◇ Master rising above 50: buyers gaining control. Above 62 = BUY PRESSURE; above 71 = STRONG BUY.
◇ Master falling below 50: sellers gaining control. Below 38 = SELL PRESSURE; below 29 = STRONG SELL.
◇ Master touches Black Swan High (≥85, purple glow): BUY CLIMAX — buyers at a recent extreme, watch for exhaustion.
◇ Master touches Black Swan Low (≤15, aqua glow): SELL CLIMAX — capitulation, watch for reversal.
◇ Histogram green/red columns: immediate bar-by-bar directional read around the 50 centerline.
Reading the Legend Table
The antenna marker (📡) flags your chart's native timeframe — start there, then scan up/down to see whether faster/slower TFs confirm or contradict the directional bias. Compare Value (pressure strength), Raw (actual flow magnitude), and State (named classification) for each row. The status row summarizes MTF alignment between TF1 and TF5.
Reading Divergences
Master bear divergence (price up + CVD down) = rally on fading buy conviction, distribution warning. Master bull divergence (price down + CVD up) = selling exhausting, potential bottom. Per-TF divergences in the Div column give early granular warnings.
Tactical Combinations
◇ Master BUY CLIMAX + bear divergence + multiple TFs diverging = strongest reversal-from-high signal.
◇ Master SELL CLIMAX + bull divergence = strongest reversal-from-low signal.
◇ Master near 50 + all TFs near 50 + tight ghosts = absorption / coiling, often precedes a directional break.
◇ Triple confluence (the full family): RSI overbought + Volume EXTREME magnitude + CVD STRONG SELL = distribution at the top. RSI oversold + Volume EXTREME + CVD STRONG BUY = accumulation at the bottom. These three indicators answering momentum + magnitude + direction simultaneously is the strongest read the Rainbow Matrix family offers.
INPUTS EXPLAINED
GLOBAL SETTINGS — System Language (EN/PT/ES/RU/ZH), table/label font sizes.
MULTI-TIMEFRAME — AI Auto-Sync TFs; TF1-TF5 manual resolutions (default 5/15/60/240/D); per-TF CVD Smoothing Length (7/10/14/14/21); per-TF CVD Normalization Window (30/50/80/100/150).
ENGINE — Dynamic Black Swan Mode (default ON); Dynamic Channel Lookback (50) and Smoothing (10); Divergence Pivot Lookback (5).
VISUALIZATION — TF1-TF5 colors + show toggles (all ghost lines OFF by default — only Master visible on install); Ghost Fade Sensitivity (3.5); Show Master Line / Rainbow Fills / Black Swan / Dynamic Channel; Show CVD Histogram; Show MTF Legend Table; Show Divergence Column; Show Raw Flow Column; Show State Column; Show Master Divergence Chart Line; Legend position; Show Divergence Event Markers; Show Static Reference Lines (15/50/85, ON by default).
ALERTS — Black Swan crossings (high/low); Strong MTF Divergence; Z-Exhaustion zone entries; Master Classic Divergence.
IMPORTANT NOTES
🔸 Pine Script v6 — uses request.security with lookahead=barmerge.lookahead_off. 16 total security calls (5 CVD score + 5 per-TF divergence + supporting channel calculations). Chart load may take a moment longer than a single-TF indicator.
🔸 CLV approximation, not order-flow tick data — Directional pressure is approximated via the Close Location Value (where price closed within each bar's range), NOT real bid/ask order flow. Pine Script v6 has no tick-by-tick data access in indicator scripts. CLV is a more nuanced approximation than the binary tick rule used by most free-tier "delta" indicators, but it remains an approximation. For true order-flow delta, use dedicated footprint/order-flow tools.
🔸 Zero-centered scale — Unlike the percentile-rank siblings (RSI, Volume Delta Bar), this indicator's 50 is a TRUE neutral (zero net directional flow), not a historical median. This is intentional — direction is inherently signed, so a fixed zero-point is more meaningful than a regime-relative median.
🔸 Normalization warmup — During the first normalization_window bars on each TF, the rolling-max anchor (max_abs) is built from a small sample, so early bars may show exaggerated swings until the window fills. Normal warmup behavior for any rolling-window indicator.
🔸 Repaint behavior — Historical bars use confirmed close data; the current real-time bar updates as ticks arrive. Pivot-based divergence requires confirmation bars before triggering (standard pivot divergence behavior).
🔸 Fibonacci ratios are canonical — The channel proportions (1.50/1.85/2.75/3.85) and fusion weights (0.15/0.20/0.25/0.25/0.15) match the Rainbow Matrix brand standard across all sibling indicators, preserving cross-indicator visual consistency.
🔸 License: MPL 2.0 — open source. Free to fork, modify, and republish under the same license terms.
UNIQUENESS
Three pillars differentiate this from other CVD indicators on PulseWire:
1. Multi-timeframe CVD fusion with synchrony as a visual property. Most CVD tools run on a single timeframe. This indicator runs five, fuses them via Fibonacci weights, and expresses directional alignment as a rainbow density — solid when timeframes agree on direction, spread when they disagree. The cross-TF directional consensus becomes immediately readable.
2. True zero-centered scale with CLV weighting. The 50 midpoint is a mathematically meaningful neutral (zero net flow), not a regime-skewed median. And the directional weighting uses Close Location Value — capturing how decisively price closed within each bar's range — rather than the cruder binary tick rule. This combination produces a directional read that stays honest across structural trends.
3. Three complementary readings in one Legend Table, designed as a family. Value (pressure strength), Raw Flow (actual magnitude), and State (named classification) disambiguate a single timeframe's directional picture. And as the directional member of the Rainbow Matrix trio (alongside RSI for momentum and Volume Delta Bar for magnitude), it completes a three-dimensional read of any market: where price is, how big the move is, and who's winning.
Rainbow Matrix AI | Multi-timeframe institutional analysis tools for traders.
🌐 rainbowmatrix.ai
✉️ Contact: [email protected]
Indicator
CVD Multi-Timeframe DashboardCVD Multi-Timeframe Dashboard
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WHAT IT DOES
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Most CVD tools only show you the timeframe you're standing on. This one shows
you the whole stack at once. Stay on your execution chart — 1m, 3m, 5m,
whatever you trade — and read the net buying vs. selling pressure of the 5m,
15m, 1h, 4h, Daily and Weekly in a single on-chart table.
In one glance you know whether the bigger picture is backing your trade or
fighting it.
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WHY IT'S USEFUL
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Price can rise while volume delta quietly turns negative — buyers stepping
back even as the candle stays green. That divergence is an early warning, and
it's far more powerful when you can see it line up (or break down) across
multiple timeframes:
- All rows green → broad, one-sided buying. Trend trades have the wind behind them.
- All rows red → broad selling pressure. Longs are swimming upstream.
- Mixed rows → the timeframes disagree — often a pullback, rotation, or a
turning point forming.
This turns CVD from a single-timeframe reading into a top-down confluence tool.
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HOW IT WORKS
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Volume Delta = volume hitting the offer (buying) minus volume hitting the bid
(selling). The script uses PulseWire's ta.requestVolumeDelta() engine, which
scans lower-timeframe data to approximate that split as accurately as the
data allows.
Each row anchors that engine to a different timeframe and reports the NET delta
of that timeframe's CURRENT, developing bar — i.e. how much net buy/sell flow
has built up since that candle opened. As a higher-timeframe bar progresses,
its value accumulates; when a new bar opens, it resets. That's why the rows
genuinely differ from one another instead of repeating the same number.
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READING THE TABLE
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TF → the monitored timeframe
CVD Δ → net volume delta of its current bar (auto-formatted K / M / B)
Bias → BUY (positive) or SELL (negative), colour-coded
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SETTINGS
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- Timeframes to monitor — up to 6 slots, each with its own on/off toggle and
timeframe. Set them equal to or higher than your chart timeframe.
- Lower timeframe — resolution used to approximate up/down volume. Automatic
by default; lower = more precise, higher = more history.
- Style — table position, text size, and your own positive/negative colours.
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ALERTS
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"CVD bias flip" fires the moment any monitored timeframe's delta crosses
between positive and negative — useful for catching a shift in flow without
staring at the screen.
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NOTES & LIMITATIONS
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- Monitor timeframes ≥ your chart timeframe; lower ones aren't meaningful.
- The symbol must provide volume data, or the script will tell you.
- Lower-timeframe scanning approximates buy/sell volume — it isn't true
tick or bid/ask data. Use it as a directional gauge, not an exact figure.
Built on PulseWire's open-source CVD logic and the ta.requestVolumeDelta()
function from the PulseWire/ta library. Open-source — feedback and forks
welcome. Indicator
Indicator
Indicator
Indicator
RSI Volume LadderA long-only pyramiding strategy that scales into corrections using RSI oversold conditions confirmed by above-average volume. Each subsequent entry requires a meaningful price drop from the previous fill, with an asymmetric exit structure: Take Profit anchored to the average entry, Stop Loss anchored to the lowest fill. Built for traders who want to systematically dollar-cost into pullbacks within an uptrend, with clearly defined risk per pyramid stack.
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ORIGINALITY — WHAT MAKES THIS DIFFERENT
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Five specific mechanics that, in this combination, distinguish this script from other averaging-down systems published on PulseWire:
- ASYMMETRIC EXIT ANCHORING
Take Profit is calculated from the average entry price of the pyramid — so winners run from the averaged-down cost basis. Stop Loss is calculated from the LOWEST entry price among all open positions — so the absolute worst-case loss is bounded by your deepest fill, not your average. This asymmetry is the key to making pyramiding viable: averaging works for you on the upside without inflating downside risk.
- PRICE-DROP GATE FOR EACH PYRAMID LEG
Every subsequent entry requires both a fresh RSI + volume signal AND a configurable minimum price drop from the previous fill (default 1.5%). This prevents stacking three positions within a tight range during a slow grind down — pyramiding only triggers on meaningful pullbacks, forcing real averaging instead of cosmetic averaging.
- ASYMMETRIC COOLDOWN ON EXIT
After a Stop Loss, the strategy waits N bars (default 3) before allowing new entries — blocks the "catch the falling knife" pattern where RSI stays oversold for many bars during a cascade. After a Take Profit, cooldown is configurable separately and defaults to 0, because a successful exit signals continued mean-reversion behavior worth participating in.
- ENTRY-TIMING SAFETY
Exit detection runs at the top of the bar evaluation, BEFORE the entry check. This means a Stop Loss hit on a bar cannot trigger a new entry on the same bar — even if RSI is still deeply oversold and volume is elevated. The cooldown counter is set before the entry logic ever sees the bar, eliminating a subtle but realistic execution problem in pyramiding systems.
- VISUAL EXIT CLASSIFICATION
When the position closes, the script automatically classifies the exit as TP or SL by measuring distance from actual fill price to each pre-set level, and renders a fuchsia or red cross at the exit price. No look-ahead, no estimation — the classification uses the closed trade's recorded exit price.
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CREDITS & FOUNDATIONS
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This script builds on established methodologies with original Pine v5 implementation of every layer:
- RSI — Wilder, 1978 (standard implementation via ta.rsi)
- Volume confirmation — classical technical analysis
- Pyramiding / scaling-in — standard portfolio management technique (Tharp, Elder)
- Dollar-cost averaging principles — long-standing investment methodology
ALL CODE in this script was written from scratch. No code has been copied from other public or private scripts. The five mechanics listed under ORIGINALITY above are original combinations and implementations.
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HOW THE STRATEGY WORKS
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ENTRY CONDITIONS (all must be true):
- RSI below the configurable oversold threshold (default 30)
- Volume above SMA × configurable multiplier (default 1.5× of SMA20)
- For pyramiding: price must be at least X% below the last fill (default 1.5%)
- Cooldown not active from the previous exit
- Open positions count below the pyramiding cap (default 3)
PYRAMID BUILDING:
Up to 3 long positions can be opened. Each new entry independently re-checks all conditions — the RSI + volume signal must reappear, AND the price drop gate must be satisfied. Position size per entry is fixed (default 5% of equity), so a full three-position stack uses approximately 15% of equity.
EXIT LOGIC:
Both legs run as an OCO (one-cancels-other) bracket:
Take Profit = average entry × (1 + tpPercent / 100), default +4%
Stop Loss = lowest entry × (1 − slPercent / 100), default −3%
All positions close together when either level is hit. The TP/SL levels update on every bar as the pyramid grows — average shifts on each new fill, lowest fill anchors deeper if a new low is hit.
COOLDOWN MECHANISM:
On exit, the strategy records the bar index and exit type. While bar_index − lastExitBar ≤ requiredCooldown , new entries are blocked. The required cooldown differs by exit type (default 3 bars after SL, 0 bars after TP), reflecting that an SL exit often happens during continuing weakness, while a TP exit signals healthy mean reversion.
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VISUALIZATION
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ENTRY ARROWS — blue triangles below each fill, labeled Long_1 / Long_2 / Long_3 with the order price
AVERAGE ENTRY LINE — blue, updates as the pyramid grows (staircase pattern)
TAKE PROFIT LINE — fuchsia, updates with the average
STOP LOSS LINE — red, anchored to the lowest fill (steps down only if a deeper entry occurs)
EXIT CROSS — fuchsia at TP hit, red at SL hit, placed at the actual exit price
The line style is plot.style_linebr , which connects within an open position and breaks cleanly between positions — making each pyramid cycle visually self-contained on the chart.
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HOW TO USE IT
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This is a complete entry + exit strategy, but it is NOT a turn-it-on-and-walk-away system. Use it as a framework to test and adapt to your specific instrument:
- Load on a liquid asset with mean-reverting behavior in an uptrend. The strategy was developed on crypto majors (BTC, ETH) and major equity indices.
Start with the default parameters and run the Strategy Tester on at least 6 months of history.
- Pay attention to:
• Net Profit and Max Drawdown ratio
• Average loss vs. average win
• Whether losing streaks cluster during specific market regimes
Tune to your instrument's volatility:
• Higher-volatility assets (alt-coins, small caps) → increase dropPercent (2-3%), increase slPercent (4-6%)
• Lower-volatility assets (BTC, indices) → decrease dropPercent (1-1.5%), tighter slPercent (2-3%)
• Higher timeframes (1h, 4h) → wider TP/SL to match bar range
- Consider adding an external trend filter for your live use. The strategy will pyramid into any oversold reading regardless of higher-timeframe context. Adding an EMA200 filter (only enter if price > EMA200) materially changes the risk profile on instruments prone to extended downtrends.
- Treat the strategy output as a structured framework for your dip-buying process, not as a guaranteed system. Combine with your own market analysis, position sizing, and broader risk management.
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INPUTS WORTH KNOWING
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RSI Length (default 14) and Oversold threshold (default 30) — standard RSI configuration. Lower threshold = fewer, deeper-oversold entries.
Volume SMA length (default 20) and Multiplier (default 1.5×) — volume confirmation strength. Higher multiplier = only enter on standout volume spikes, fewer entries.
Min drop between pyramid entries (default 1.5%) — prevents tight clustering. Higher = waits for deeper pullbacks before adding.
Max pyramid positions (default 3) — caps the stack. Note: pyramiding=3 is also set in the strategy() header.
Take Profit % from average (default 4%) — anchored to running average entry price.
Stop Loss % from lowest fill (default 3%) — anchored to the deepest entry, shared across all open positions.
Cooldown after SL (default 3 bars) — blocks the falling-knife pattern after a stop-out.
Cooldown after TP (default 0 bars) — re-enter immediately after a successful exit.
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REALISTIC EXPECTATIONS
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Pyramiding into corrections is a well-known approach with well-known limitations. The strategy works best when:
The underlying asset has a structural uptrend
Volatility produces regular pullbacks of meaningful depth
The market is not in a sustained bear regime
What this strategy provides:
A disciplined framework for scaling into pullbacks instead of single-shot entries
Asymmetric exit anchoring that lets winners run from the averaged cost basis
Built-in protection against catching the falling knife via cooldown
Transparent visualization of each pyramid leg, exit, and risk level
What it does NOT provide:
Protection from prolonged bear trends (averaging down into a structural decline is the dominant failure mode of this entire strategy family)
A guaranteed profitable system
A signal generator for assets that don't mean-revert
A replacement for your own market analysis, position sizing, or higher-timeframe context
Treat the output as ONE structured input in your trading process. The biggest risk to your account using a pyramiding strategy is mis-applying it to a downtrending asset — always confirm regime alignment before going live.
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TECHNICAL NOTES & DISCLOSURES
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NO REPAINT . Uses process_orders_on_close=true — all orders execute on confirmed bar close. No request.security() calls, no lookahead_on, no barmerge.lookahead_on.
REALISTIC EXECUTION . Default commission 0.05% per trade (typical crypto exchange taker fee). Position sizing in % of equity, not fixed contracts. Initial capital 10,000.
DATA USED : only standard Pine inputs — open, high, low, close, volume. Indicators: RSI, SMA of volume. No external feeds, no security() calls, no synthetic data.
PERFORMANCE : max_labels_count=500. Pyramiding capped at 3. No unbounded growth of internal objects.
ASSETS : developed on crypto majors and tested across 5m, 15m timeframes. Works on equities and forex but parameters were tuned on crypto and may need adjustment for assets with different intraday behavior.
EDUCATIONAL AND ANALYTICAL TOOL . Intended for traders who understand pyramiding mechanics and the inherent risk of averaging-down strategies, and who want a structured framework to test on their own instruments.
OPEN SOURCE . Read the code, learn from it, fork it. Feedback and bug reports welcome in the comments.
Check my profile for other published scripts. Strategy
Indicator
Indicator
Volatility-Adjusted Supply & Demand Zones [Footprint]Volatility-Adjusted Supply & Demand Zones
Overview
Most supply and demand indicators draw zones based on price structure alone — a strong candle appears, a box gets painted, and every zone looks equally valid. This indicator takes a different approach: it sizes and scores every zone using ATR-based volatility, then validates each zone using real order flow data pulled from the bar's volume footprint. The result is a layer of institutional context that price-only zone detectors cannot provide.
The indicator detects displacement candles whose bodies exceed a user-defined ATR multiple, assigns each zone a composite strength score derived from body size and relative volume, and then cross-references the zone's origin bar against footprint delta — the net difference between aggressive buying and aggressive selling — to classify each zone as confirmed, weak, or mitigated. Zones where order flow agreed with the directional move are rendered at full opacity. Zones where delta contradicted the move are faded, acting as a caution signal rather than a confident level. A built-in performance heatmap tracks historical win rates and delta confirmation rates across five strength bins so you can calibrate inputs to your instrument over time.
How it works
Zone detection
On each bar the indicator computes ATR and compares the candle body size against it. If the body exceeds the displacement threshold (ATR × Displacement Multiplier), the bar is flagged as a displacement move. A pending zone is created at the candle's proximal edge and held in a queue. The zone is only confirmed after price has moved away cleanly for a user-defined number of bars without re-entering the candidate range. If price re-enters during the waiting period, the candidate is discarded.
bodySize = math.abs(close - open)
dispRatio = bodySize / atr
isStrongMove = dispRatio > displacementMult
Zone height is fixed at the time of detection: ATR × Zone Width Multiplier, measured from the proximal edge of the displacement candle inward. Demand zones extend downward from the candle high; supply zones extend upward from the candle low.
Strength score
Each zone carries a strength score calculated from the body-to-ATR ratio and the bar's relative volume (volume divided by its moving average). Multiplying these two factors rewards moves that were both large in price terms and accompanied by elevated volume.
relVol = volume / ta.sma(volume, volLengthInput)
strengthScore = dispRatio * math.sqrt(relVol)
The score is displayed on the zone label and used to bin zones into the statistics table.
Footprint delta confirmation
The indicator calls request.footprint() once per bar to obtain the volume footprint for the displacement candle. It reads the bar-level delta (net aggressive buying minus selling), and also inspects the Point of Control (POC) row for directional imbalance. A demand zone is delta-confirmed when the origin bar shows net buying (delta > 0). A supply zone is confirmed when the origin bar shows net selling (delta < 0). When delta contradicts the zone direction, the zone is rendered at the Weak Zone Transparency level as a visual warning.
Zones whose POC row has a confirming buy or sell imbalance are marked with a ⚡ symbol on their label, indicating that the most-traded price level within the bar showed a pronounced one-sided order flow skew.
Visual encoding
Full-opacity zone — footprint delta confirmed the zone direction. Treat as a standard level.
Faded zone (Weak Zone Transparency) — delta contradicted the zone direction. Approach with caution; order flow did not support the move.
Heavily faded zone (Mitigated Transparency) — price has since closed through the far edge of the zone. The level has been invalidated.
⚡ label marker — the POC row of the origin bar showed a confirming imbalance, suggesting concentrated institutional activity at the most-traded price.
Inputs
Detection
ATR Length — lookback period for ATR, which controls zone width, displacement sensitivity, and reaction targets across the entire indicator. Lower values (e.g. 7) make ATR respond faster to recent volatility, producing narrower zones on quiet bars. Higher values (e.g. 21) smooth out spikes for more consistent sizing. Default: 14.
Displacement Multiplier — minimum candle body size as a multiple of ATR required to qualify as a displacement move. Lower values (e.g. 0.5) detect more zones including smaller impulses. Higher values (e.g. 1.5–2.0) filter down to only the most explosive candles. Default: 1.0.
Volume MA Length — lookback period for the volume simple moving average used to compute relative volume. Lower values (e.g. 10) make the baseline adapt quickly so only larger surges register. Higher values (e.g. 50) treat moderate volume increases as more significant. Affects the strength score only, not zone placement. Default: 20.
Zone Width ATR Multiplier — height of each zone expressed as a multiple of ATR at detection. Lower values (e.g. 0.3) produce tight zones that require a precise re-entry. Higher values (e.g. 1.0) tolerate wider wicks before a touch is registered. Default: 0.5.
Confirmation Bars — number of bars price must hold outside the zone after the displacement candle before the zone is drawn. Lower values (e.g. 1–2) capture zones faster but allow more false starts. Higher values (e.g. 5+) require a sustained move away and reduce noise. Default: 3.
Volume Footprint
Ticks Per Footprint Row — price range of each footprint row in ticks. Smaller values (e.g. 10–25) produce more granular rows and more detailed POC detection. Larger values (e.g. 200–500) aggregate into fewer rows and run faster. Match to your instrument: for ES futures (0.25 pts/tick), 100 ticks = 25 points per row; for BTC (0.10/tick), 1000 ticks ≈ $100 per row. Default: 100.
Value Area % — percentage of total bar volume that defines the Value Area, following standard market profile convention. Raising this widens the VA; lowering it tightens it. Default: 70.
Imbalance Threshold % — how much a row's buy volume must exceed the row below's sell volume (or vice versa) to be flagged as imbalanced. At 300%, buy volume must be 3× the adjacent row's sell volume. Lower values (e.g. 150%) flag more imbalances; higher values (e.g. 500%) flag only extreme skews. Default: 300.
Show Delta on Zone — when enabled, the zone label includes the footprint delta direction (▲/▼) and size in thousands at the origin bar. Disable to show only the strength score. Default: on.
Highlight Imbalanced Zones — when enabled, zones whose origin bar POC row has a confirming directional imbalance are marked with ⚡ in the label. Disable to suppress imbalance detection entirely. Default: on.
Statistics
Show Performance Heatmap — toggles the heatmap table in the top-right corner. The table groups zones into five strength bins and shows demand win rate, supply win rate, total zone count, and delta confirmation rate per bin, colour-coded from red (low) to green (high). Default: on.
Reaction Target (ATR) — how far price must move away from a zone after touching it to count as a successful reaction, in ATR multiples. Lower values (e.g. 0.5) count small bounces as wins; higher values (e.g. 2.5–3.0) require meaningful moves. Affects statistics only — does not resize zones. Default: 1.5.
Style
Demand Color — fill and border colour for demand zones. The opacity set in the colour picker controls baseline transparency; delta-confirmed zones render at this opacity while weak zones are additionally faded. Default: green at 60% transparency.
Supply Color — fill and border colour for supply zones. The same transparency layering applies as demand zones. Default: red at 60% transparency.
Weak Zone Transparency — transparency applied to zones where footprint delta contradicts the zone direction. Higher values (closer to 100) make weak zones nearly invisible. Lower values keep them visible as a caution marker. Default: 82.
Mitigated Transparency — transparency applied after a zone is invalidated by price closing through its far edge. Higher values clean up the chart; lower values retain mitigated zones as historical context. Default: 90.
Usage notes
Before trusting any zone, check the label: a ▼ delta on a demand zone or ▲ delta on a supply zone means aggressive order flow did not support the move. Wait for additional confirmation before entering against the zone.
The ⚡ marker identifies zones where the most-traded price level within the displacement bar showed a one-sided imbalance. These levels represent potential areas of concentrated institutional activity and may produce stronger reactions than unmarked zones.
Use the performance heatmap to calibrate your displacement and volume inputs. If the highest-scoring bins (6–8, 8+) are showing low win rates for your instrument, the displacement multiplier may be too low and is capturing impulsive but unsustained moves.
The Δ Conf% column in the heatmap shows what fraction of zones in each strength bin had confirming delta. If high-strength zones show low confirmation rates on your instrument, consider whether a different timeframe or session gives more reliable footprint data.
Footprint data requires a PulseWire subscription tier that provides volume footprint access. On instruments or timeframes where footprint is unavailable, delta values display as "Δ n/a" and all zones default to confirmed status so zone detection still functions.
Ticks Per Footprint Row is the most instrument-sensitive input. Set it too small and computation overhead increases; set it too large and POC imbalance detection loses resolution. For equity index futures, 50–100 ticks per row is a reasonable starting range.
Mitigated zones (heavily faded) mark levels where price has already broken through. They are kept visible by default as historical reference but can be hidden completely by setting Mitigated Transparency to 100.
This indicator does not generate entry signals. It identifies structural levels with order flow context. Combine it with a trigger mechanism — a lower-timeframe confirmation candle, a momentum signal, or a volume surge — before committing to a trade.
Indicator
Indicator
Advanced CVD Div by E3KE3K CVD Div — Cumulative Volume Delta Divergence Detector
This indicator calculates Cumulative Volume Delta (CVD) from intrabar data and detects divergences between price action and order flow across higher timeframe periods.
What it does
Price makes a new high, but buyers aren't actually in control — or price sweeps a low, but sellers aren't really there. This indicator catches those moments by comparing price extremes against CVD extremes across HTF periods, exposing the disagreement between what price shows and what volume confirms .
How it works
- CVD is built from lower-timeframe delta (buy vs. sell volume), giving you true intrabar precision — not just close > open approximations on your chart timeframe
- Each HTF period (auto-selected or manual) tracks CVD and price highs/lows independently
- When a new HTF period's price extreme exceeds the prior period but CVD fails to confirm, a divergence is flagged
- Supports both 2-period and 3-period divergence patterns for deeper structural reads
Two detection methods
- HTF Sweep — Only fires when price wicks beyond a prior HTF high/low (body stays inside). Fewer signals, higher conviction. Designed for sweep-and-reverse setups.
- All — Flags any directional disagreement between price and CVD across HTF periods. More signals, includes hidden divergences.
Key features
- High-precision CVD candles with proper wicks (built from LTF data — auto-selects appropriate resolution)
- Divergence strength scoring (0–1) with adjustable minimum threshold
- Separate bull/bear divergence colors with strength-based opacity
- Optional volume confirmation filter (requires above-average volume)
- Optional rejection candle filter (wick ≥ 60% of bar range)
- Delta spike detection — highlights statistical outlier bars (configurable σ threshold)
- Divergence expiry — auto-removes stale signals after N bars
- Configurable CVD anchor (continuous, daily, weekly, monthly)
- HTF alignment boxes to visualize period boundaries
- Rich alerts with strength, pattern type, method, ticker, and timeframe context
Recommended use
Works on any instrument with volume data. Best on liquid markets (futures, crypto, large-cap equities). Pair with price structure — divergences mark where smart money disagrees with price, but timing depends on your setup.
Credits
Original concept by cdikici71 & tncylyv — original script . Refactored and extended by Euro3000 — Pine v6, typed architecture, precision CVD engine, sweep-aligned divergences, and signal filtering.
Indicator
CVD IQ [TradingIQ]Hello Traders!
🔹 CVD IQ
CVD IQ is a delta-driven analytical tool designed to reveal how aggressive buying and selling activity translates into price movement.
Instead of relying purely on price, this indicator reconstructs order flow dynamics using lower timeframe data , allowing you to see:
Where did the pressure come from… and how efficiently did it move price?
It focuses on answering a deeper question:
Was the move driven by real participation, or was it inefficient, absorbed, or divergent?
aggressive buy vs sell activity (CVD)
price vs delta divergences
efficiency of price movement relative to flow
cost of moving price (delta per tick)
absorption and imbalance conditions
multi-scale flow analysis (bar, day, swing)
classic divergence detection (RSI style)
🔹 What the indicator shows
🔸 Cumulative Volume Delta (CVD)
CVD is built using lower timeframe data to approximate aggressive buying and selling.
This allows you to track:
whether buyers or sellers are in control
how much pressure is building over time
when participation is increasing or fading
🔸 IMMEDIATE Divergence detection (Classic & Cost Models)
The indicator detects when price and delta are out of sync .
Classic divergence highlights:
price making new highs while delta weakens
price making new lows while delta strengthens
potential exhaustion or reversal conditions
Cost-based divergence goes further by evaluating:
how much delta was required to move price
whether moves are becoming more or less efficient
hidden weakness in “expensive” price movement
This shifts your perspective from:
“price is moving”
to:
“how much effort did it take to move price?”
🔸 CVD Cost Per Tick (Efficiency Analysis)
One of the most important features.
The indicator measures:
Delta per tick = how much aggressive volume was required to move price
This allows you to identify:
efficient moves (low cost → strong response)
inefficient moves (high cost → weak response)
potential exhaustion when cost rises sharply
Each swing is classified into categories like:
Very High Cost
High Cost
Normal Cost
Low Cost
Very Low Cost
High cost often signals absorption or resistance from opposing liquidity .
🔸 Swing-based flow analysis
The indicator breaks market structure into swings and evaluates:
delta across each swing
cost of movement between pivots
relative efficiency vs previous swings
This helps you understand:
whether trends are strengthening or weakening
if continuation is becoming harder
when liquidity is likely opposing the move
🔸 Delta-Implied Close (Expected Price)
The script estimates where price should have closed based on delta.
This gives insight into:
whether price overperformed or underperformed relative to flow
hidden absorption when price fails to match delta
inefficiencies between participation and result
Important Note
This model is adaptive and continuously updates based on changing market conditions. It is not a predictive engine, but rather a framework for interpreting how order flow is currently interacting with price.
🔸 Delta Analysis Table (Bar / Day / Swing)
A live table provides a structured breakdown of flow and price response across three contexts:
current bar
current day
current swing
It includes:
aggressive buy & sell volume
buy/sell percentages
net delta
imbalance ratios
price movement in ticks
close position within range
delta cost per tick
cost classification
absorption detection
This allows you to quickly answer:
Who is in control, and is price responding properly?
🔹 Table Overview
Metric
Name of the metric shown in each row.
Bar
Value calculated for the current bar only.
Day
Value accumulated from the start of the current day.
Swing
Value accumulated from the start of the current swing.
🔹 Flow
Aggressive Buys
Total buy-side market order volume. Higher values indicate stronger buying pressure.
Aggressive Sells
Total sell-side market order volume. Higher values indicate stronger selling pressure.
Buy %
Percentage of total aggressive volume coming from buyers. Higher values indicate buy-side dominance.
Sell %
Percentage of total aggressive volume coming from sellers. Higher values indicate sell-side dominance.
Net Delta
Aggressive buys minus aggressive sells. Positive values favor buyers, negative values favor sellers.
Imbalance Ratio
Relative dominance between buyers and sellers, expressed as a multiple. Higher values indicate stronger directional control.
🔹 Price Response
Total Aggression
Combined aggressive buy and sell volume. Represents total market participation.
Bar Tick Move
Price movement measured in ticks. Shows how far price moved over the period.
Close Position
Where price closed within its range. Higher values mean the close is nearer the high, lower values nearer the low.
🔹 Efficiency & Cost
Delta Cost / Tick
How much delta was required to move price by one tick. Higher values indicate less efficient movement and potential absorption.
Cost
Classification of how expensive the move is relative to recent conditions. High cost suggests resistance or absorption, low cost suggests efficient movement.
Ticks per 1k Delta
Number of ticks price moved per 1000 delta. Higher values indicate more efficient price movement.
Price Move per 1k Delta
Actual price movement per 1000 delta. Higher values indicate stronger price response to order flow.
🔹 Delta-Based Expectations
Delta-Implied Close
The price level where the bar would be expected to close based on the underlying delta.
Move Ratio
Actual price movement relative to the delta-implied move.
1.0 = expected response
1.0 = stronger than expected
<1.0 = weaker than expected
🔹 How to read it
Each component provides a different layer:
CVD → who is active
Divergence → when price and flow disagree
Cost → how efficient the move is
Table → structured confirmation across contexts
Together, this shifts your thinking from:
“price moved up”
to:
“buyers were aggressive - but did price actually respond?”
🔹 Example interpretations
strong delta + efficient move → clean continuation
strong delta + weak move → absorption
rising cost over time → trend weakening
divergence signals → potential reversal or trap
low cost + expansion → strong directional move
🔹 Why this indicator is useful
It gives you:
participation behind price
context for whether moves are efficient
early detection of exhaustion or absorption
a way to quantify “effort vs result”
multi-timeframe flow insight (bar, day, swing)
🔹 Best use cases
confirming trend strength
identifying weak breakouts
spotting absorption at key levels
analyzing liquidity interaction
enhancing price action or liquidity-based models
🔹 Important note
This script uses lower timeframe data to approximate aggressive volume.
This means:
accuracy depends on data availability
different symbols may behave differently
lower timeframe selection impacts results
🔹 Inputs you can customize
lower timeframe for CVD calculation
divergence models (Classic / Cost / Both)
divergence sensitivity (small, medium, large swings)
cost structure length and thresholds
visual styling and colors
delta analysis table size
Closing Notes
CVD IQ is built to show the relationship between participation and outcome .
As always, thank you PulseWire! Indicator
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