Volume Delta Pressure [JOAT]Volume Delta Pressure estimates how much of each bar's volume was buying versus selling, then turns that split into a clean read on who is actually in control. It combines a per-bar delta engine, a cumulative session delta line, a normalized pressure oscillator, gradient candle heat, VWAP bands, and a full on-chart dashboard — so order flow becomes something you can see at a glance instead of guessing.
▎ WHAT IT DOES
It reconstructs buy/sell volume for every candle, tracks the running net delta across the session, and measures whether current flow is stretched into Accumulation or Distribution . From that it colors your candles by pressure, prints cooldown-gated BUY/SELL labels, flags CVD/price divergences, and reports the full picture in a top-corner panel.
▎ HOW IT WORKS
• Delta engine — Two methods. Lower-TF Intrabar polls a smaller timeframe, signs each intrabar by its direction (up = buy, down = sell, doji split), and sums the volume. Range/Body Proxy splits chart-bar volume using where close sits inside the bar's range blended with candle-body direction. Auto uses intrabar data when available and falls back to the proxy everywhere else.
• Bar delta — Buy volume minus sell volume for the current candle, plus buy% / sell% of total bar volume.
• CVD — Cumulative volume delta that adds each bar's delta and resets on your chosen anchor (session/day, week, month, or never).
• Pressure oscillator — Delta is EMA-smoothed, then normalized either as a Z-Score against its rolling mean/stdev (roughly −3..+3) or as % of Volume (−100..+100). This single value drives the state, gauge, and candle color.
• Signals — A BUY fires when pressure crosses up through zero; a SELL when it crosses down. Each flip must also pass a delta-expansion filter (absolute delta above a multiple of its recent average), optional price confirmation (up close for buys, down close for sells), an optional divergence requirement , and a cooldown that blocks stacked same-side signals. Signals only confirm on bar close.
• Divergence — Pivot highs/lows on price are compared against CVD at the same pivot. Price lower-low with CVD higher-low prints a Bull Div ; price higher-high with CVD lower-high prints a Bear Div . Each stays "active" for a set number of bars.
• VWAP + σ bands — Anchored VWAP with inner and outer standard-deviation channels, tinted green above / red below.
• No-volume guard — On assets that report no volume, signals switch off and the dashboard shows a clear notice instead of printing misleading data.
▎ HOW TO USE IT
• Read candle heat first: deep green = strong net buying, grey = balanced, deep red = strong net selling. Candles flash full color on a confirmed signal.
• Treat BUY / SELL pills as flow-flip alerts, not standalone entries. They are strongest when they agree with the CVD trend and VWAP location.
• Use CVD to judge conviction behind a move — price up while CVD falls warns the push is thin.
• Divergence labels mark spots where price and delta disagree — useful for anticipating exhaustion or reversal.
• Trade with the VWAP channel : above VWAP favors longs, band edges mark stretched conditions and mean-reversion zones.
• For fewer, higher-quality signals, turn on Require CVD Divergence and keep price confirmation on.
▎ KEY SETTINGS
• Engine — Delta method, intrabar timeframe (auto or manual), proxy close-vs-body weight, and delta smoothing.
• Pressure Oscillator — Normalization mode, lookback, and the Accumulation / Distribution thresholds.
• CVD & Divergence — Reset anchor, pivot length, recency window, and label caps.
• Signals — Expansion multiplier and baseline, price/divergence requirements, cooldown, and label size/cap.
• VWAP — Source, anchor, inner/outer σ multipliers, and colors.
• Visuals — Gradient candle toggle, saturation points, and the buy/neutral/sell color set.
• Dashboard — Show/hide, position, and text size.
▎ DASHBOARD
A top-right gradient panel reporting: delta source (LTF or Proxy), bar delta, session/cumulative CVD and its trend, buy% and sell%, the pressure value, a segmented flow gauge, the current State (Accumulation / Distribution / Neutral), active divergence, dominant side, VWAP location, and the last active signal — each cell color-coded by side.
▎ ALERTS
• Buy Pressure Flip — fires on a confirmed BUY signal.
• Sell Pressure Flip — fires on a confirmed SELL signal.
▎ NOTES
• Works on all timeframes and assets that report volume; degrades gracefully where volume is absent.
• Signals confirm on bar close, so labels and alerts do not repaint after the bar completes.
• Every visual layer — candles, VWAP, labels, dashboard — toggles independently for a clean chart.
• Delta is an estimate reconstructed from price and volume, not exchange-reported order flow.
For research and education only. This is not financial advice. No indicator can predict the future, and past behavior does not guarantee future results. Always do your own analysis and manage your own risk.
Made with passion by JackOfAllTrades ⚡ Indicator
Zero Lag CVD, RSI & Stochastic Divergence (All-in-One) [D4A]Zero Lag CVD, RSI, Stochastic Divergence
Overview
Zero-Lag Divergence indicator is designed to identify bullish and bearish divergences as they happen, without relying on traditional pivot confirmation delays. By comparing price action with output of CVD, RSI and Stochastic across two independent detection periods, the indicator helps traders spot potential trend exhaustion and reversal opportunities earlier than conventional divergence tools.
How is this indicator different from other similar tools?
- Provides real-time non-repainting divergence signals for CVD, RSI and Stochastic in one convenient script
- Provides instant and separate divergence signals for one of the three oscillators (CVD, RSI, Stochastic), combination of two oscillators or combination of all three (Agreement Mode), thus marking double or triple confirmation of discrepancy between the price, momentum and volume, signalling potentially important reversal zone.
- To maximize probability of validity of the signal, the user can configure overbought and oversold conditions for both momentum oscillators (RSI & Stochastic) to filter only the strongest signals.
- To keep chart clutter under control the tool combines divergence labels into one common label in Agreement Mode
- The indicator tracks divergence simultaneously using two different and configurable periods (short- and long-term divergence) thus allowing to track shorter and longer periods for possible divergences while using only one timeframe
- Displays all signals directly on the chart - no need for additional panel below or above the chart
- All three oscillators can be independently configured, eg. signal length, smoothing, overbought and oversold levels.
Bullish Divergence Logic
Occurs when price forms a lower low while oscillator forms a higher low, suggesting weakening bearish momentum (volume) and the possibility of an upward reversal.
Bearish Divergence Logic
Occurs when price forms a higher high while oscillator forms a lower high, indicating weakening bullish momentum (volume) and the potential for a downward move.
Why Zero-Lag?
Most divergence indicators require future candle confirmation before displaying a signal. This indicator prioritizes immediacy by highlighting potential divergences as they form, allowing traders to react sooner to developing momentum shifts.
While this approach can generate earlier opportunities, it may also create false signals and market noise. For best results, consider combining divergence signals with trend analysis, support and resistance levels, volume studies, or additional confirmation tools.
Notes
* Signals are non-repainting once generated.
* Earlier detection may result in more frequent signals compared to traditional pivot-confirmed divergence indicators.
* Suitable for stocks, forex, cryptocurrencies, indices, and other liquid markets.
* Can be used on any timeframe, from intraday trading to higher-timeframe swing analysis.
SETTINGS
- Zero-Lag Divergence - enable the display of signals
- Mode - select for which oscillator should divergence signals be plotted:
CVD - Cumulative Volume Delta
RSI - Relative Strength Index
Stochastic - Momentum oscillator
Agreement - two or three indicators agree at the same time (same candle)
- Minimum Agreement - how many indicators should agree at the same time: Any Two or Any Three
- Cumulative Volume Delta Length
- RSI Length, OB (overbought) level , OS (oversold) level. OB and OS levels can be used to select more extreme zones to find divergence (stronger signals).
- Stochastic: %K and Smoothing settings, as well as OB and OS settings (work similar to RSI logic)
- Show Labels - show labels on the chart
- Bullish Label - can be set and color coded for different indicators
- Bearish Label - can be set and color coded for different indicators
- All Oscillators Agree - displays label when all three oscillators generate divergence signals at the same time
- RSI + Stochastic - displays label when both RSI and Stochastic agree at the same time
- CVD + Stochastic - displays label when both CVD and Stochastic agree at the same time
- CVD + RSI - displays label when both CVD and RSI agree at the same time
- RSI Divergence Label only if RSI >=OB or RSI <= OS - display the label only when RSI divergence signals are detected at user-defined overbought or oversold levels
- Stochastic Divergence Label only if Stochastic >=OB or Stochastic <= OS - display the label only when Stochastic divergence signals are detected at user-defined overbought or oversold levels
- Show Lines - draw lines between divergence points.
- Short Period - define the 1st period for which divergence is detected
- Long Period - define the 2nd period for which divergence is detected
- Distance Multiplier & ATR - used to position the labels at specific distance from divergence point
What is CVD?
CVD measures the cumulative difference between buying and selling volume. A rising CVD indicates more buying pressure, while a falling CVD indicates more selling pressure. Divergence occurs when the price action contradicts the CVD's direction, suggesting a potential shift in momentum or trend reversal.
What is RSI?
The relative strength index (RSI) is a momentum indicator used to measures the speed and magnitude of a asset's recent price changes to detect overbought or oversold conditions.
What is Stochastic?
Trading View definition: Stochastic Oscillator (STOCH) is a range bound momentum oscillator. The Stochastic indicator is designed to display the location of the close compared to the high/low range over a user defined number of periods. Typically, the Stochastic Oscillator is used for three things; Identifying overbought and oversold levels, spotting divergences and also identifying bull and bear set ups or signals.
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Disclaimer
The content provided in this script is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Indicator
CVD Delta Divergence [JOAT]CVD DELTA DIVERGENCE
A full-featured Cumulative Volume Delta engine with proper pivot-based divergence detection. CVD on its own is one of the cleanest reads of net flow you can produce without L2 data — but the value of CVD lives almost entirely in its divergence with price. CVD Delta Divergence builds the CVD properly (with footprint-API or reconstructed-tick options), then runs a strict pivot-vs-pivot divergence engine on top of it, with strength scoring and configurable cooldown.
Three data-source modes
CVD is only as good as the delta classification underneath it. Three modes are exposed:
Footprint API — uses PulseWire's Footprint dataset when the instrument supports it. The cleanest read, equivalent to professional delta feeds.
Reconstructed — when Footprint is unavailable, reconstructs buy/sell from a configurable lower-timeframe stream (1m / 3m / 5m / 15m / 30m) using the standard tick rule. Optional intrabar volume weighting.
Auto — picks Footprint when present, falls back to Reconstructed. The recommended default.
This is unusual — most public CVD scripts hardcode one method. Auto-mode means the script works correctly on any instrument that has either dataset, without per-instrument configuration.
Four CVD anchors
Cumulative deltas need an anchor — running a sum from inception of data is rarely meaningful. Four anchoring modes:
Cumulative — never resets. Maximum context, slowest divergence detection.
Session Reset (default) — anchors at the start of each trading session. The most useful read for day-trading reference.
Day Reset — anchors at midnight exchange time.
Week Reset — anchors at week boundary. Good for swing-frame divergences.
Pivot-based divergence engine (the headline)
Slope-comparison divergence is noisy. CVD Delta Divergence uses proper pivots :
ta.pivothigh / ta.pivotlow on price with a configurable lookback (default 5 bars left/right).
At each confirmed pivot, the corresponding CVD value is recorded.
A divergence is built only when two price pivots and their CVD readings disagree directionally.
A minimum-strength filter (default 15.0 on a 0–100 scale) suppresses weak signals — strength is the normalised disagreement magnitude between the price-pivot motion and the CVD-pivot motion.
A strict HL/LL toggle requires the second pivot to strictly exceed/undershoot the first by a small fraction so equal-pivot edge cases do not produce noise divergences.
A cooldown per divergence class (default 3 bars) prevents back-to-back fires of the same class.
Four divergence classes are detected:
Regular Bull — price lower-low, CVD higher-low. Reversal up.
Regular Bear — price higher-high, CVD lower-high. Reversal down.
Hidden Bull — price higher-low, CVD lower-low. Trend continuation up.
Hidden Bear — price lower-high, CVD higher-high. Trend continuation down.
Divergence markers can be force-overlaid onto the main chart pane (toggleable) so you see them on price without flipping panes.
Visual system
Slope-coloured CVD line — bull / bear gradient based on the CVD's own short-term slope (configurable window).
Smoothed CVD overlay — toggleable EMA-smoothed CVD on top of the raw line. Useful for cutting through noisy 1m reconstructions.
Delta histogram — bar-by-bar delta as columns behind the CVD line. Useful for seeing per-bar flow vs cumulative flow.
Zero line and crossover alerts.
Divergence connecting lines — when a divergence fires, a connector line is drawn between the two pivots for visual proof.
A locked Lava palette (gold bull / orange-red bear / oxblood mid on a deep lava-black ground) gives the pane a distinctive flow-read identity.
Dashboard
Monospaced table, positionable to any of eight corners, with:
Current CVD value with sign.
CVD slope direction (Rising / Falling / Flat).
Active anchor mode.
Last divergence class with bar age.
Source mode in use (Footprint / Reconstructed).
Zero-cross status with bars-ago.
Alerts
Six alert conditions, each independently controllable:
Regular Bull Divergence
Regular Bear Divergence
Hidden Bull Divergence
Hidden Bear Divergence
CVD Crosses Zero
CVD Slope Flips
How to read it
Three reads, in order of conviction:
Regular divergence — the classic reversal read. Price made a new extreme, CVD did not. The flow that was needed to extend the move did not show up. A regular divergence at a known structural level is one of the highest-conviction reversal setups in tape reading.
Hidden divergence — the trend-continuation read. Price retraced, but CVD did not. The flow is still committed in the original direction even though price wavered. Often produces clean re-entry signals in trends.
CVD zero-cross + slope flip — the regime change read. Cumulative flow has rotated sides — what was net-buying is now net-selling (or vice versa). Useful as a "the tape has flipped" notification.
Suggested settings
Defaults are tuned for 5m–1H charts on liquid markets in Session Reset mode. For lower timeframes, drop pivot lookback to 3 and divergence window to 30. For higher timeframes, raise pivot lookback to 7–10 and switch anchor to Day Reset. The minimum strength threshold (15) is intentionally loose; raise to 25–30 if you want only the strongest divergences.
Originality / what's reused
CVD (cumulative volume delta) is public-domain market-structure language; the tick rule is standard. The implementation — the Auto/Footprint/Reconstructed source switch, the four-anchor reset logic, the pivot-based divergence engine with strict HL/LL gating and minimum-strength filter, the slope-coloured CVD with histogram backdrop, the force-overlay divergence markers, and the cooldown-per-class state machine — is JOAT-original and tuned together. No third-party code reused.
Open source
Published open-source under the default Mozilla Public License 2.0. The source is sectioned, every input has a tooltip, every helper is documented inline. The CVD engine, the source-mode router, the pivot logic, and the divergence engine are independent modules — adapt any single piece without reading the whole file.
Limitations
Reconstructed CVD is a proxy — the tick rule is the accepted public-market inference but it is not a direct read of bid vs ask volume. Footprint mode requires the PulseWire Footprint dataset and is unavailable on some instruments. Pivot divergences are non-repainting once confirmed (they lag by the pivot's right-lookback) but the divergence between two pivots cannot fire until both are confirmed — so the second pivot's lag is the structural lag of the signal.
—
-made with passion by jackofalltrades
Indicator
Indicator
Nocturne Auction Atlas [JOAT]Nocturne Auction Atlas
Introduction
Nocturne Auction Atlas is an open-source auction-mapping indicator that studies session VWAP, developing volume distribution, value areas, imbalance shelves, estimated CVD, divergence, and auction quality. It is designed to show where price is accepting value, rejecting value, or interacting with unfinished auction references.
Core Concepts
1. Session Auction Framework
The script resets during a new session and tracks session high, low, VWAP, and developing volume distribution.
2. Developing Volume Profile
Price is divided into rows. Each row accumulates estimated volume to identify the point of control, value area high, and value area low.
3. Estimated CVD
CVD is estimated from candle body position, close location, and volume. This is not exchange-level bid/ask data, but it provides a consistent pressure proxy.
4. Divergence Detection
Pivot-confirmed price swings are compared against estimated CVD swings to identify bullish or bearish divergence.
5. Imbalance Shelves
Rows with strong buy or sell imbalance are marked as auction shelves. These shelves can help identify areas where pressure was concentrated.
Features
Session VWAP and bands: Tracks intraday auction center and deviations
Developing profile: Builds POC and value area from recent session data
Imbalance shelves: Highlights rows with strong bid or ask imbalance
Estimated CVD: Uses candle-derived volume pressure
Divergence logic: Pivot-confirmed CVD divergence events
Naked POC memory: Tracks unfinished prior auction references
Dashboard: Shows auction state, quality, delta, POC, value area, and shelf state
Input Parameters
Session Bars Used controls how many bars feed the profile
Profile Rows controls profile granularity
Value Area controls the percentage of volume included in value
Quality Gate controls signal sensitivity
Shelf Gate controls imbalance shelf detection
How to Use This Indicator
Step 1: Read auction location
Use VWAP, POC, VAH, and VAL to understand whether price is trading near value or outside value.
Step 2: Watch shelves
Imbalance shelves identify price rows where estimated pressure was concentrated.
Step 3: Interpret divergences carefully
Divergence requires confirmed pivots and is naturally delayed. It is context, not a prediction.
Indicator Limitations
Profile calculations are approximations based on chart bars
CVD is estimated from candles and volume, not true bid/ask transactions
Pivot divergence confirms after pivot bars have passed
High row counts and long sessions can increase script workload
Originality Statement
Nocturne Auction Atlas combines session VWAP, developing profile rows, imbalance shelves, estimated CVD, divergence, and unfinished auction references into one chart framework. The components are designed to explain auction state rather than simply plot volume levels.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Auction references can fail, and volume approximations can differ from real order-flow data.
-Made with passion by jackofalltrades
Indicator
Vanta Delta Cartography [JOAT]Vanta Delta Cartography
Introduction
Vanta Delta Cartography is an open-source liquidity and auction-mapping indicator. It combines session VWAP bands, a developing volume profile, POC/value-area/VWMP references, estimated CVD impulse, pivot-confirmed divergence, absorption scoring, naked POC memory, and compact execution plans.
The goal is to show where the active session is accepting value, where pressure is imbalanced, and where a confirmed bid-side or ask-side plan appears.
Core Concepts
1. Manual Session VWAP
The script calculates session VWAP from cumulative price-volume and volume during the configured active session. Weighted deviation bands create inner and outer auction zones around VWAP.
2. Developing Volume Profile
The active range is divided into rows. The script estimates total volume, buy pressure, and sell pressure inside each row, then derives POC, value area high, value area low, VWMP, and imbalance shelves.
3. Estimated CVD Impulse
CVD is estimated from candle-derived delta. Fast and slow CVD lines create impulse context, while pivot-confirmed divergence identifies disagreement between price and participation.
4. Naked POC Memory
Prior session POC levels can be stored until price revisits them. This gives the chart a memory of unfinished auction references.
5. Auction Quality Gate
Long and short plans require location, delta, quality score, and a supporting event such as POC reclaim, value-area reaction, divergence, or shelf pressure.
Features
Session VWAP with deviation bands: Shows the active auction mean and volatility envelope.
Developing profile: Tracks POC, VAH, VAL, VWMP, and row pressure.
Right-side heatmap: Displays volume and pressure intensity by price row.
Imbalance shelves: Highlights areas where buy or sell pressure dominates.
Estimated CVD impulse: Measures participation direction from candle and volume data.
Pivot-confirmed divergence: Marks bullish or bearish CVD disagreement.
Naked POC memory: Stores prior POC references until revisited.
Execution plans: Draws compact entry, stop, TP1, and TP2 zones for confirmed absorption states.
Candle coloring: Bars can reflect liquidity pressure.
Dashboard and alerts: Includes auction state, POC, value area, VWAP, CVD impulse, divergence, naked POC, and session state.
Input Parameters
Core and Bands: Active Session, Session Bars Used, Profile Rows, Value Area, Show VWAP Bands, Inner Sigma, Outer Sigma.
Signals and Risk: Signal Zones, Pivot Left, Pivot Right, Delta Impulse Threshold, Auction Quality Gate, Signal Projection Bars, Signal Cooldown Bars, ATR Stop, ATR Target.
Visuals: Right Profile Heatmap, POC / VA / VWMP Lines, Naked POC Line, Session Auction Frame, Right Imbalance Shelves, Liquidity Candle Color, Dashboard.
How to Use This Indicator
Step 1: Read the session auction
Use VWAP, value area, and POC to determine whether price is accepting above control, below control, or rotating around value.
Step 2: Check pressure shelves
Imbalance shelves show where estimated participation is concentrated. These areas can act as reaction context.
Step 3: Watch CVD impulse and divergence
Strong CVD impulse supports continuation. Divergence warns that price and participation are not confirming each other.
Indicator Limitations
CVD and pressure are estimated from candles and volume, not true exchange delta.
Volume profile rows are approximations based on chart data and selected lookback.
Session behavior depends on the selected session template.
Divergence uses pivot confirmation and can appear after the pivot candle.
Originality Statement
Vanta Delta Cartography is original in its combined session VWAP, developing profile, pressure heatmap, estimated CVD impulse, pivot divergence, naked POC memory, imbalance shelves, and confirmed execution-plan logic. Each layer supports the same auction question: where is value, where is pressure, and where has participation failed or accepted?
Disclaimer
This script is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell. Auction and delta estimates can be inaccurate, especially on symbols with limited volume data. Use independent analysis and risk management.
Made with passion by jackofalltrades
Indicator
Alien The Bayesian Follower [by Oberlunar] Alien The Bayesian Follower 👁⭐
— Bayesian Gating Filter by Oberlunar
Alien The Bayesian Follower by Oberlunar is a permission layer for execution engines. At its core sits a conjugate Bayesian update that continuously revises the expected edge of each trading cell as live evidence accumulates, and automatically disables cells whose edge has decayed. Empirically, for most of the time, when a long/short gate is active, the price goes in the opposite direction or straight in the trend. Use it at 30 m, with lower TF at 15 m and trade on pullbacks.
The state space is built by crossing three fixed methodologies: a 5-class daily Regime Classifier built on Kaufman Efficiency Ratio, lag-1 autocorrelation of returns, and ATR ratio; a Dragon momentum composite aggregating EMA, RSI, MACD, and TRIX into 5 buckets; and a Pulsar flow composite aggregating OBV, CVD, and price-vs-flow divergences into 5 buckets. The full 5×5 Dragon × Pulsar grid is evaluated only inside the MIXED regime, where four specific bucket combinations carry a statistically significant edge after Bonferroni correction across all 25 cells.
The four surviving cells correspond to two long setups and two short setups. The strongest long edge sits at the intersection of strong bullish momentum and still-neutral flow — the pre-alignment phase where price has turned but order flow hasn't fully confirmed. Full alignment between momentum and flow tends to mark exhaustion. The same asymmetry holds in reverse for the short cells.
Each surviving cell carries a Normal prior representing its expected edge and the uncertainty around it. The Bayesian engine is the heart of the indicator: as the script runs, every walk-forward observation matching a cell updates that cell's prior through a conjugate Normal-Normal step, producing a posterior that shrinks prior and live evidence together via precision weighting. When live samples are few, the posterior stays close to the prior, and the cell relies on its original estimate. When live samples accumulate, the posterior tracks reality and the original prior fades.
Each cell is then assigned a status based on its posterior credible interval. **BORN** means not enough live data yet. **OK** means the credible interval excludes zero with the expected sign and the magnitude remains close to the prior. **DRIFT** means the sign is still correct, but the edge has weakened substantially. **DEAD** means the credible interval includes zero, or the sign has inverted — the cell has lost its edge and is automatically blocked from firing. This is the core defensive feature: strategies decay, and when one of the four cells decays, the Bayesian engine stops trusting it without any manual intervention.
Alerts in strict mode restrict firing to primary cells only (±2).
Permissive mode allows secondary cells (±1) as well.
The dashboard shows the live state of all four cells side by side: prior, posterior with credible interval, sample count, and status. Everything else — the cyberpunk palette, the segmented trend wedges in stay-out zones, the optional alien mascot rotating to follow the local trend — is visual feedback layered on top of the same Bayesian rule.
Enjoy,
By Oberlunar 👁⭐ Indicator
CVD Profiles [TradingIQ]Hello Traders!
🔹 CVD Profiles
CVD Profiles is a profile-based order flow visualization tool designed to show how participation distributes across price levels - not just over time, but through price itself .
Think volume profile data + TPO time segmenting!
Instead of looking at cumulative delta as a single line, this tool breaks it down into a price-based structure , revealing where activity, imbalance, and participation actually occurred within the session.
It focuses on answering a more important question:
Where did participation concentrate… and how did it distribute across price/time?
cumulative delta distributed by price level
buy vs sell activity mapped into profiles
imbalance and dominance across structure
value areas and point of control
activity concentration (volume, USD, or delta-based)
how participation builds within a session
🔹 What the tool shows
🔸 CVD Profile (price-based structure)
Instead of viewing delta as a time series, this tool distributes it across price levels - forming a profile of participation .
This allows you to see:
where buying pressure accumulated
where selling pressure dominated
which price levels attracted the most activity
🔸 Imbalance Ratio (dominance structure)
Imbalance mode shifts the focus from raw participation to relative dominance between buyers and sellers at each price level.
Each level reflects the ratio between buy and sell activity, highlighting where one side clearly outweighed the other.
This allows you to see:
where buyers strongly dominated sellers
where sellers overwhelmed buying pressure
areas of clear directional conviction
High imbalance levels often represent:
aggressive participation
momentum-driven behavior
one-sided control at specific prices
Balanced areas, on the other hand, suggest:
indecision
two-sided trade
lack of conviction
🔸 Activity Mode (participation intensity)
Activity mode focuses on how much trading activity occurred at each price level, regardless of direction.
Instead of separating buyers and sellers, this mode aggregates total participation to reveal:
high interest zones
areas of heavy interaction
where the market spent the most effort
This helps identify:
key auction areas
high liquidity regions
zones where price is likely to react
Low activity areas often indicate:
inefficient movement
thin liquidity
potential for fast price movement
This mode is about effort - not direction.
🔸 USD Volume Mode (capital-weighted activity)
USD Volume mode builds on activity by incorporating price-weighted participation .
Instead of just counting volume, it measures:
“where was the most capital traded?”
This highlights:
price levels with the highest notional value traded
areas of significant financial commitment
where larger participants may be involved
Compared to raw activity, this mode emphasizes:
higher-priced transactions
capital concentration rather than trade count
This is especially useful for:
spotting institutional interest
identifying meaningful participation zones
filtering out low-value noise
This mode is about capital — not just volume.
www.pulsewire.com
🔸 Multiple profile models
The script supports different ways to interpret participation:
CVD → raw cumulative delta distribution
Imbalance Ratio → relative dominance (buy vs sell strength)
Activity → total participation intensity
USD Volume → capital-weighted activity
Each model answers a slightly different question about the market.
🔸 Value Area & POC
The tool automatically calculates:
Point of Control (POC) → highest participation level
Value Area High (VAH)
Value Area Low (VAL)
This helps identify:
fair value
high liquidity regions
areas where price is most accepted
These levels often act as key reference points for structure and reaction.
🔸 Initial Balance (IB)
The script tracks the initial balance range.
This highlights:
early session structure
range expansion vs containment
where price begins its auction
It provides context for how the session develops relative to its starting range.
🔸 Profile stacking (time progression)
Profiles are built over time and stacked horizontally, showing how participation evolves.
This allows you to observe:
shifts in dominance over time
expansion of participation into new price zones
whether activity is building or fading
Instead of a static snapshot, you get a dynamic structural progression .
🔸 Gradient-based intensity
Color gradients represent the magnitude of activity.
This helps highlight:
high participation nodes
low interest areas
extreme dominance zones
Stronger colors = stronger participation.
🔸 CVD Delta / Acceleration histogram
An off-chart histogram shows:
CVD Delta → change in participation
CVD Acceleration → change in momentum of participation
CVD Delta represents the amount of buying vs selling pressure added during the current bar.
In simple terms:
positive delta → more buying than selling
negative delta → more selling than buying
This tells you who was in control during that bar .
CVD Acceleration takes it one step further.
It measures how quickly delta itself is changing:
increasing acceleration → pressure is building
decreasing acceleration → pressure is slowing
sharp shifts → potential transitions in control
This helps answer a deeper question:
“Is participation just present… or is it expanding?”
Together, they give you a clearer read on:
whether buying/selling is increasing
whether momentum is building or fading
when participation is strengthening vs weakening
Think of it like this:
CVD Delta = current pressure
CVD Acceleration = change in pressure
Strong trends are often accompanied by:
consistent delta in one direction
positive acceleration early in the move
While weakening moves often show:
falling delta
negative or declining acceleration
🔹 How to read it
Each component provides a different layer:
Profile → where participation occurred
POC / VA → where value is established
Model selection → what type of participation you're measuring
Histogram → how participation is changing
🔹 Example interpretations
high activity at a level → strong interest / potential reaction zone
thin profile areas → low liquidity / fast movement zones
POC holding → acceptance
POC shifting → changing value
expanding profile → active auction
contracting profile → consolidation
🔹 Why this tool is useful
It gives you:
price-based participation mapping
clear visualization of where trading actually occurred
context for value and liquidity
insight into dominance and imbalance
a structural view of order flow instead of just time-based data
🔹 Best use cases
identifying key reaction levels
analyzing auction behavior
tracking value shifts across sessions
confirming strength or weakness at price
enhancing liquidity-based or structure-based strategies
🔹 Important note
This tool uses lower timeframe data to reconstruct participation.
This means:
it is an approximation of order flow
accuracy depends on available intrabar data
lower timeframe selection impacts precision
🔹 Important consideration
CVD and participation:
can drive price
can fail to move price
can be absorbed by opposing liquidity
Location matters just as much as magnitude.
🔹 Inputs you can customize
The script includes flexible controls such as:
profile model selection
lower timeframe input
profile resolution (tick size)
value area percentage
fixed start vs rolling sessions
color customization
histogram mode (delta vs acceleration)
Closing Notes
This tool is built to shift your perspective from time-based indicators to price-based participation analysis .
It helps you understand not just what the market did — but where it mattered most .
It may receive updates based on feedback - stay tuned!
Thank you PulseWire as always! 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
SMC Crypto Swing Sniper (MTF Edition)The "SMC Crypto Swing Sniper" is an hybrid trading system. It´s evolved it from a pure price-action script into a data-driven order flow and momentum powerhouse.
1. The Macro Compass (Trend & Momentum)
Moving away from guessing candle patterns to using hard data:
The 4H Dashboard: Tracks Bitcoin, BTC Dominance, USDT Dominance, and your current ticker on a fixed 4H basis. It combines Trend (EMA crossover), RSI, MACD, and ADX/DMI. This instantly tells you if the market has real momentum (BULL/BEAR when ADX > 25) or is just chopping sideways (WEAK when ADX < 25).
Fixed Moving Averages: The 4H EMA 50, 4H WMA 200, and the Monthly VWAP dictate your overall macro bias. They are your ultimate directional filter (e.g., only look for long setups if the price is above these levels).
2. The Battlefield (SMC Zones & S/R)
This is the Price Action core that tells you exactly WHERE to look for trades:
Static 1H Price Filter: Three horizontal lines (Resistance / Mid / Support) that strictly lock onto the high, low, and average of the last 50 hours, regardless of what timeframe you are currently viewing. This is your local playing field.
Clean Order Blocks & FVGs: The script dynamically draws institutional zones with an elegant 80% transparency and no borders. They auto-delete to keep your chart clean only when truly invalidated (price breaking completely through an OB or fully filling a gold FVG).
Market Structure: Automated BOS (Break of Structure) and CHoCH (Change of Character) lines pinpoint local trend shifts.
3. The Order Flow Trigger (Sniper Execution)
Here, we measure real money exchanging hands to time the entry:
Whale Volume: Candles paint white when the volume spikes 200% above the 20-period moving average, highlighting Smart Money stepping in.
Rolling CVD (Cumulative Volume Delta): Your strongest weapon. Instead of endlessly adding volume history, it uses a rolling 21-bar period with a sharp sensitivity (Fractal = 2). When price makes a new low, but selling pressure is visibly dying out in the CVD, the script prints a Divergence Arrow. This is your early warning system!
Your Trading Workflow Summarized:
Check the Dashboard/MAs for direction -> Wait for price to tap an SMC Zone or 1H S/R line -> Pull the trigger when CVD Divergence or Whale Volume confirms the reversal. Indicator
CVD Z-Score [SolQuant]The CVD Z-Score indicator measures cumulative buying versus selling pressure, normalized as a statistical z-score, to detect volume-price divergences and accumulation/distribution phases. It displays a smoothed oscillator that highlights when volume delta reaches statistical extremes, identifies effort-versus-result efficiency, and flags potential spot accumulation setups where rising CVD coincides with flat price action and declining open interest.
█ USAGE
Reading the Z-Score Oscillator
The main line oscillates around zero. Positive values indicate net buying pressure is above its recent average; negative values indicate net selling pressure. The line is colored blue when bullish and pink when bearish. The further the line moves from zero, the more statistically significant the current volume delta is relative to its recent history. A gradient fill extends from the zero line to the oscillator, making momentum direction and strength immediately visible.
The neutral zone between +1.0 and -1.0 represents normal statistical variation. Values beyond ±1.0 indicate increasingly meaningful directional pressure. Values beyond ±2.0 are statistically extreme.
Climax Zone Warnings
When the Z-Score first crosses above +2.0 or below -2.0, a diamond marker appears on the oscillator. These climax entries indicate that buying or selling pressure has reached a statistical extreme — a condition that often precedes exhaustion or reversal. While the Z-Score remains in the extreme zone, a subtle background highlight persists as a visual reminder that conditions are overextended.
Diamonds mark only the first bar entering the extreme zone, not every bar within it. This keeps the chart clean while still flagging the transition into climax territory.
Spot Accumulation Signals
Blue circle markers appear at the bottom of the oscillator when three conditions align simultaneously:
1 — The CVD Z-Score is positive and rising (buying pressure increasing)
2 — Price action is flat (range is contained within 1.5x ATR)
3 — Open Interest is declining (futures positions are unwinding)
This combination suggests that buying is occurring in the spot market while futures traders are reducing exposure — a pattern often associated with accumulation phases before a move higher.
Dashboard
An optional dashboard displays three real-time metrics:
• Z-Score: Current value with trend arrow and extreme zone highlighting. Green background at extreme overbought, red at extreme oversold.
• Efficiency: Shows whether the current market is in a "Breakout" state (price responding to volume), "Churn" state (volume active but price stalling), or "Balanced."
• Phase: Displays the current signal state — "Accumulation" when spot accumulation conditions are met, "Climax" when the Z-Score is in an extreme zone, or "Neutral."
█ DETAILS
CVD Calculation
Cumulative Volume Delta is built bar-by-bar. Bullish bars (close > open) add their full volume to the running total. Bearish bars (close < open) subtract their full volume. Doji bars (close = open) contribute zero. The resulting cumulative line tracks the net balance of buying versus selling pressure over time.
Z-Score Normalization
The raw CVD value is normalized into a z-score by subtracting its Simple Moving Average and dividing by its Standard Deviation, both calculated over the configurable lookback period (default: 20). This transforms the CVD into a standardized measure of how far current buying/selling pressure deviates from its recent norm. An EMA of the configurable smoothing length (default: 5) is applied to reduce noise while preserving responsiveness.
Efficiency Analysis (Effort vs Result)
The efficiency metric compares price movement to CVD movement over the last 5 bars. The ratio is calculated as the absolute price change divided by the absolute CVD change, scaled for readability. High efficiency (above 5) indicates a "Breakout" — price is moving significantly relative to volume delta, suggesting genuine directional commitment. Low efficiency (below 0.5) indicates "Churn" — volume delta is active but price is not responding, which may signal absorption, distribution, or range-bound conditions.
Open Interest Integration
Open Interest data is fetched from a configurable ticker (default: BINANCE:BTCUSDT.P_OI). The change in OI is used exclusively for spot accumulation signal detection. Declining OI combined with rising CVD and flat price suggests that buying pressure is coming from the spot market rather than leveraged futures positions.
█ SETTINGS
Z-Score Settings
• Z-Score Lookback Period: SMA and Standard Deviation period for z-score normalization (default: 20). Higher values produce a smoother baseline but slower response to regime changes.
• Smoothing Length (EMA): EMA period applied to the raw z-score (default: 5). Higher values reduce noise; lower values increase sensitivity.
Data Source
• OI Ticker: Symbol for Open Interest data used in spot accumulation detection (default: BINANCE:BTCUSDT.P_OI). Change this to match the asset being analyzed.
Signals
• Show Spot Accumulation Signals: Toggle blue circle markers when CVD is rising with flat price and declining OI.
• Show Climax Zone Warnings: Toggle diamond markers and background highlights at extreme z-score levels (±2.0).
Dashboard
• Show Dashboard: Toggle the multi-metric information panel.
• Dashboard Position: Place the dashboard at any of seven screen positions.
• Dashboard Size: Choose between Tiny, Small, or Medium text sizes.
This indicator measures statistical extremes in volume delta and does not predict price direction. Accumulation signals identify a specific volume-price-OI pattern that does not guarantee a subsequent move. Climax events indicate statistical extremes that may not result in reversals. It does not constitute financial advice. Past performance does not guarantee future results.
Indicator
CVD-MACD### CVD-MACD (Research)
The CVD-MACD is a research-oriented indicator that combines Cumulative Volume Delta (CVD) with the classic MACD framework to provide insights into market momentum and potential reversals. Unlike a standard MACD based on price, this version uses CVD (the running total of buy vs. sell volume delta) as its input source, offering a volume-driven perspective on trend strength and divergences.
Key Features:
- **CVD-Based MACD Calculation**: Computes MACD using CVD instead of price, highlighting volume imbalances that may precede price moves.
- **Dual Divergence Detection**: Identifies bullish/bearish divergences on both the MACD line and histogram, with configurable pivot lookbacks and filters (e.g., momentum decay and zero-side consistency).
- **Visual Flexibility**: Toggle divergences in the indicator pane or overlaid on the main chart, with optional raw CVD line for reference.
- **Alerts**: Built-in conditions for bullish and bearish divergences to notify users of potential setups.
###This indicator is designed for research and experimentation—it's not financial advice. It performs best on liquid assets with reliable volume data (e.g., stocks, futures). I've shared this to gather community feedback: please test it thoroughly and point out any bugs, inefficiencies, or improvements! For example, if you spot issues with divergence detection on certain timeframes or symbols, let me know in the comments. Your input will help refine it.
Inspired by volume analysis techniques; open to collaborations or forks.
## User Manual for CVD-MACD (Research)
### Overview
The CVD-MACD indicator transforms traditional MACD by using Cumulative Volume Delta (CVD) as the base input. CVD accumulates the net delta between estimated buy and sell volume per bar, providing a volume-centric view of momentum. The indicator plots a MACD line, signal line, and histogram, while also detecting divergences on both the MACD line and histogram for potential reversal signals.
This manual covers setup, interpretation, and troubleshooting.
Note: This is a research tool—backtest and validate on your own data before using in live trading.
### Installation and Setup
1. **Add to Chart**: Search for "CVD-MACD (Research)" in PulseWire's indicator library or paste the script into the Pine Editor and add it to your chart.
2. **Compatibility**: Works on any timeframe and symbol with volume data. Best on daily/intraday charts for stocks, forex, or futures. Avoid illiquid symbols where volume may be unreliable.
3. **Customization**: All inputs are configurable via the indicator's settings panel. Defaults are optimized for general use but can be tuned based on asset volatility.
### Input Parameters
The inputs are grouped for ease of use:
#### MACD Settings
- **Fast EMA (CVD)** (default: 12): Length of the fast EMA applied to CVD. Shorter values make it more responsive to recent volume changes.
- **Slow EMA (CVD)** (default: 26): Length of the slow EMA on CVD. Longer values smooth out noise for trend identification.
- **Signal EMA** (default: 9): Smoothing period for the signal line (EMA of the MACD line).
#### Divergence Logic (MACD Line)
- **Pivot Lookback (MACD Line)** (default: 5): Bars to look left/right for detecting pivots on the MACD line. Higher values detect larger swings but may miss smaller divergences.
- **Max Lookback Range (MACD Line)** (default: 50): Maximum bars between two pivots to consider a divergence valid. Prevents detecting outdated signals.
- **Enable Momentum Decay Filter (Histogram)** (default: false): When enabled, requires the histogram to show decaying momentum (absolute value decreasing) for MACD-line divergences to trigger.
#### Histogram Divergence
- **Pivot Lookback (Histogram)** (default: 5): Similar to above, but for histogram pivots.
- **Max Lookback Range (Histogram)** (default: 50): Max bars for histogram divergence detection.
- **Show Histogram Divergences in Indicator Pane** (default: true): Displays dashed lines and "H" labels for histogram divergences in the sub-window.
- **Show Histogram Divergences on Main Chart** (default: true): Overlays histogram divergences on the price chart with semi-transparent lines and labels.
- **Require Histogram to Stay on Same Side of Zero** (default: true): Filters divergences to only those where the histogram doesn't cross zero between pivots, ensuring consistent momentum direction.
#### Visuals (Dual View)
- **Show MACD-Line Divergences (Indicator Pane)** (default: true): Draws solid lines and "L" labels for MACD-line divergences in the sub-window.
- **Show MACD-Line Divergences (Main Chart)** (default: true): Overlays MACD-line divergences on the price chart.
- **Show Raw CVD Line** (default: false): Plots the underlying CVD as a faint gray line for reference.
### How to Interpret the Indicator
1. **Core Plots**:
- **MACD Line** (blue): Difference between fast and slow CVD EMAs. Above zero indicates building buy volume momentum; below zero shows sell dominance.
- **Signal Line** (orange): EMA of the MACD line. Crossovers can signal potential entries/exits (e.g., MACD above signal = bullish).
- **Histogram** (columns): MACD minus signal. Green shades for positive/expanding bars (bullish momentum); red for negative/contracting (bearish). Fading colors indicate weakening momentum.
- **Zero Line** (gray horizontal): Reference for bullish (above) vs. bearish (below) territory.
- **Raw CVD** (optional gray line): The cumulative buy-sell delta. Rising = net buying; falling = net selling.
2. **Divergences**:
- **Bullish (Green Lines/Labels)**: Occur when price makes lower lows, but MACD line or histogram makes higher lows. Suggests weakening downside momentum and potential reversal up. Look for "L" (MACD line) or "H" (histogram) labels.
- **Bearish (Red Lines/Labels)**: Price higher highs vs. MACD/histogram lower highs. Indicates fading upside and possible downturn.
- **Dual View**: Divergences appear in the indicator pane (sub-window) for clean analysis and overlaid on the main chart for price context. Histogram divergences use dashed lines to distinguish from MACD-line (solid).
- **Filters**: Momentum decay ensures only "hidden" or weakening divergences trigger. Zero-side filter prevents false signals from oscillating histograms.
3. **Alerts**:
- **Bullish Divergence (L or H)**: Triggers on either MACD-line or histogram bullish divergence. Message: "CVD-MACD Bullish Divergence detected on {{ticker}}".
- **Bearish Divergence (L or H)**: Similar for bearish. Use PulseWire's alert setup to notify via email/SMS/webhook.
- Tip: Combine with price action (e.g., support/resistance) for confirmation.
### Usage Tips and Strategies
- **Trend Confirmation**: Use in uptrends for bullish divergences (pullback buys) or downtrends for bearish (short entries).
- **Timeframe Selection**: Higher timeframes (e.g., daily) for swing trading; lower (e.g., 15-min) for intraday. Adjust pivot lookbacks accordingly (shorter for faster charts).
- **Combination Ideas**: Pair with RSI for overbought/oversold confirmation or VWAP for intraday volume context.
- **Risk Management**: Divergences are probabilistic—not guarantees. Always use stop-losses based on recent swings.
- **Performance Notes**: Backtest on historical data via PulseWire's Strategy Tester. CVD relies on accurate volume; test on exchanges like NYSE/NASDAQ.
### Known Limitations and Troubleshooting
- **Volume Dependency**: CVD estimation assumes linear buy/sell distribution based on bar position—may be less accurate on thin markets or during gaps.
- **Repainting**: Pivots and divergences can repaint as new data arrives (common in pivot-based indicators). Use on closed bars for reliability.
- **Resource Usage**: High max_bars_back (5000) ensures deep history; reduce if chart loads slowly.
- **No Signals on Low-Volume Bars**: If CVD flatlines, check symbol volume—some crypto/forex pairs have inconsistent data.
- **Community Feedback**: If you encounter bugs (e.g., false divergences on specific symbols/timeframes), missing alerts, or calculation errors, please comment below with details like symbol, timeframe, and screenshots. Suggestions for enhancements (e.g., more filters or visuals) are welcome!
If you have questions or find issues, drop a comment—let's improve this together! Indicator
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🧪 Yuri Garcia Smart Money Strategy FULL (Slope Divergence))📣 Yuri Garcia – Smart Money Strategy FULL
This is my private Smart Money Concept strategy, designed for my family and community to learn, trade, and grow sustainably.
🔑 How it works:
✅ Volume Cluster Zones: Automatically detects areas where strong buyers or sellers concentrate, acting as dynamic S/R levels.
✅ HTF Institutional Zones (4H): Higher timeframe trend filter ensures you’re always trading in the direction of major flows.
✅ Wick Pullback Filter: Confirms price rejects the zone, catching smart money traps and reversals.
✅ Cumulative Delta (CVD): Confirms whether buyers or sellers are truly in control.
✅ Slope-Based Divergence: Optional hidden divergence between price & CVD to spot reversals others miss.
✅ ATR Dynamic SL/TP: Adapts stop loss and take profit to live volatility with adjustable risk/reward.
🧩 Visual Markers Explained:
🟦 Blue X: Price inside HTF zone
🟨 Yellow X: Price inside Volume Cluster zone
🟧 Orange Circle: Wick pullback detected
🟥 Red Square: CVD confirms order flow strength
🔼 Aqua Triangle Up: Bullish slope divergence
🔽 Purple Triangle Down: Bearish slope divergence
🟢 Green Triangle Up: Final Long Entry confirmed
🔴 Red Triangle Down: Final Short Entry confirmed
⚡ Who is this for?
This strategy is best suited for traders who understand smart money concepts, order flow, and want an adaptive framework to trade major assets like BTC, Gold, SP500, NASDAQ, or FX pairs.
🔒 Important
Use responsibly, backtest extensively, and combine with solid risk management. This is for educational purposes only.
✨ Credits
Built with ❤️ by Yuri Garcia – dedicated to my family & community.
✅ How to use it
1️⃣ Add to chart
2️⃣ Adjust inputs for your asset & timeframe
3️⃣ Enable/disable slope divergence filter to match your style
4️⃣ Set your alerts with built-in conditions Strategy
CVD with Moving Average (Trend Colors) [SYNC & TRADE]Yesterday I wrote a simple and easy code for the indicator "Cumulative Delta Volume with a moving average" using AI.
Introduction:
Delta is the difference between buys and sells. If there are more purchases, the delta is positive, if there are more sales, the delta is negative. We look at each candle separately on a particular time frame, which does not give us an overall picture over time.
Cumulative volume delta is in many ways an extension of volume delta, but it covers longer periods of time and provides different trading signals. Like the volume delta indicator, the Cumulative Volume Delta (CVD) indicator measures the relationship between buying and selling pressure, but does not focus on one specific candle (or other chart element), but rather gives a picture over time.
What did you want to get?
I have often seen that they tried to attach RSI and the Ichimoku cloud to the cumulative delta of volume, but I have never seen a cumulative delta of volume with a moving average. A moving average that takes data from the cumulative volume delta will be different from the moving average of the underlying asset. It has been noted that often at the intersection of the cumulative volume delta and the moving average, this is a more accurate signal to buy or sell than the same intersections for the underlying asset.
Initially, 5 moving averages were made with values of 21, 55, 89, 144 and 233, but I realized that this overloads the chart. It is easier to change the length of the moving average depending on the time frame you are using than to overload the chart. The final version with one moving SMA, EMA, RMA, WMA, HMA.
The logic for applying a moving average to a cumulative volume delta:
You choose a moving average, just like you would on your underlying asset. Use the moving average you like and the period you are used to working with. Each TF has its own settings.
What we see on the graph:
This is not an oscillator, but an adapted version for a candlestick chart (line only). Using it, you can clearly see where the market is moving based on the cumulative volume delta. The cool thing is that you can include your moving average applied to the cumulative volume delta. Thanks to this, you can see a trend movement, a return to the moving average to continue the trend.
Opportunities not lost:
The most interesting thing is that it remains possible to observe the divergence of the asset and the cumulative delta of the volume. This gives a great advantage. Those who have not worked with divergence do not rush into it right away. There may be 3 peaks in divergence (as with oversold/overbought), but it works many times more clearly than RSI and MACD.
Here's a good example on the daily chart. The moment we were all waiting for 75,000. The cumulative Delta Volume fell with each peak, while the price chart (tops) were approximately level.
Usually they throw (allow to buy) without volume for sales (delta down, price up) in order to merge at a more interesting price. And they also drain without the volume of purchases for a squeeze (price down / delta up) and again I buy back at a more interesting price. There are more complex estimation options; you can read about the divergence of the cumulative delta of the CVD volume. I just recommend doing a backtest.
Recommendations:
One more moment. Use the indicator on the stock exchange, where there is the most money, by turnover and by asset. Choose Binance, not Bybit. Those. choose the BTC asset, for example, but on the Binance exchange. Not futures, but spot.
The greater the turnover on the exchange for an asset, and the fewer opportunities to enter with leverage, the less volatile the price and the more beautiful and accurate the chart.
Works on all assets. There is a subscription limit (the number of calculated bars) that has little effect on anything. Can be applied to any asset where there is volume (not SPX, but ES1, not MOEX, but MX1!).
Перевод на русский.
Вчера написал с помощью AI простой и легкий код индикатора "Кумулятивная Дельта Объема со скользящей средней".
Введение:
Дельта (Delta) — это разница между покупками и продажами. Если покупок больше — дельта положительная, если больше продаж — дельта отрицательная. Мы смотрим на каждую свечу отдельно на том или ином таймфрейме, что не дает нам общей картины во времени.
Кумулятивная дельта объема — во многом продолжение дельты объёмов, но она включает более длительные периоды времени и дает другие торговые сигналы. Как и индикатор дельты объёма, индикатор кумулятивной дельты объема (Cumulative Volume Delta, CVD) измеряет связь между давлением покупателей и продавцов, но при этом не фокусируется на одной конкретной свече (или другом элементе графика), а дает картину во времени.
Что хотел получить?
Часто видел, что к кумулятивной детьте объема пытались прикрепить RSI и облако ишимоку, но никогда не видел кумулятивную дельту объема со скользящей средней. Скользящая средняя которая берет данные от кумулятивной дельты объема будет отличатся от скользящей средней основного актива. Было замечено, что часто в местах пересечения кумулятивной дельты объема и скользящей средней - это более точный сигнал к покупке или продаже, чем такие же пересечения по основному активу.
Изначально было сделанно 5 скользящих со значениями 21, 55, 89, 144 и 233, но я понял, что это перегружает график. Проще менять длину скользящей средней от используемого таймфрейма, чем перегружать график. Финальный вариант с одной скользящей SMA, EMA, RMA, WMA, HMA.
Логика применения скользящей средней к кумулятивной дельте объема:
Вы выбираете скользящую среднюю, так же как и на основном активе. Применяйте ту скользящую среднюю, которая вам нравится и период, с которым привыкли работать. На каждом TF свои настройки.
Что мы видим на графике:
Это не осциллятор, а адаптированная версия к свечному графику (только линия). С помощью него вы можете наглядно посмотреть куда движется рынок по кумулятивной дельте объема. Самое интересное, что вы можете включить свою скользящую среднюю, применимую к кумулятивной дельте объема. Благодаря этому вы можете видеть трендовое движение, возврат к средней скользящей для продолжения тренда.
Не потерянные возможности:
Самое интересное, что осталась возможность наблюдать за дивергенцией актива и кумулятивной дельтой объема. Это дает большое преимущество. Те кто не работал с дивергенцией не бросайтесь на нее сразу. Может быть и 3 пика в дивергенции (как с перепроданностью / перекупленностью), но работает в разы четче чем RSI и MACD.
Вот хороший пример на дневном графике. Момент когда мы все ждали 75000. Кумулятивная Дельта Объема падала с каждым пиком, в то время как ценовой график (вершины) были примерно на уровне.
Обычно закидывают (разрешают покупать) без объема на продажи (дельта вниз цена вверх), чтобы слить по более интересной цене. И также сливают без объема покупок для сквиза (цена вниз / дельта вверх) и опять откупаю по более интересной цене. Существуют более сложные варианты оценки, можете почитать про дивергенцию кумулятивной дельты объема CVD. Только рекомендую сделать бэктест.
Рекомендации:
Еще момент. Используйте индикатор, на бирже, там где больше всего денег, по обороту и по активу. Выбирайте не Bybit, а Binance. Т.е. выбираете актив BTC, к примеру, но на бирже Binance. Не фьючерс, а спот.
Чем более большие обороты на бирже, по активу, и меньше возможностей заходить с плечами, тем менее волатильная цена и более красивый и точный график.
Работает на всех активах. Есть ограничение по подписке (количество рассчитываемых баров) мало влияет на что. Можно применить к любому активу где есть объем (не SPX, а ES1, не MOEX, а MX1!).
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