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Volumedelta

Volume Ignition OscillatorVolume Ignition Oscillator (VIO) Volume Ignition Oscillator flags potential exhaustion points after a sharp price move by combining three conditions: a recent large price swing, price sitting at a range extreme, and volume running hot relative to its recent average. When all three line up, the oscillator "ignites" — hence the name. How it works Big Move Detection — the script measures the price change over a lookback window (default 5 bars) against a multiple of ATR (default 2x, 14-period ATR). A move that clears this threshold opens a "watch window" of N bars (default 8) during which the indicator is active — up-moves open a top watch, down-moves open a bottom watch. Range Position — price's position within the recent high/low range (default 20 bars) is calculated as a 0–1 value. The oscillator only engages when price is in the top zone (default ≥75%) during a top watch, or the bottom zone (default ≤25%) during a bottom watch. Volume Surge — current volume is compared to its moving average (default 20-period SMA). The excess volume above that average scales the signal — the more volume expands beyond normal, the stronger the reading. These three factors combine into a raw oscillator value, which is then EMA-smoothed. A slower EMA of the oscillator acts as a signal line. Reading the indicator Columns above zero (shaded toward red) = potential topping pressure: a big up-move, price near the highs, and volume ignition. Columns below zero (shaded toward teal/green) = potential bottoming pressure: a big down-move, price near the lows, and volume ignition. Column brightness/gradient scales with the strength of the current reading relative to the last 100 bars. Background shading shows when a watch window is active and fades out as the window expires. Triangle markers print when the oscillator crosses the signal threshold (default ±0.15): a down-triangle at the top signals possible short/exhaustion, an up-triangle at the bottom signals possible long/exhaustion. Info panel (top-right, optional) shows the live oscillator value, volume ratio, range position %, and current watch zone. Suggested use VIO is designed as a mean-reversion / exhaustion tool, not a trend-following signal. It's best used to: Spot potential climax moves after an extended impulsive swing on rising volume Time partial profit-taking or tightened stops on existing trend positions Screen for reversal candidates that can then be confirmed with price action, support/resistance, or another momentum tool It is not intended as a standalone entry system — combine it with your own risk management and confirmation criteria. Like any exhaustion/reversal tool, it can trigger repeatedly during strong sustained trends, so treat signals as alerts to watch price action rather than automatic trade triggers. Inputs Big Move Detection — lookback bars, ATR length, move threshold (x ATR), post-move watch window length Volume — volume moving average length Range Position — range lookback, top/bottom zone thresholds Signal — oscillator smoothing length, signal trigger level Appearance — top/bottom colors, toggle for the info panel Alerts Two alert conditions are built in: VIO Short Signal — fires on a top exhaustion cross VIO Long Signal — fires on a bottom exhaustion cross
Indicator
by AlwaysBearish
Unified CVD Router J-Edition v2.7.0Overview: The Unified CVD Router J-Edition is an experimental indicator designed to provide a significantly more accurate Cumulative Volume Delta (CVD) estimation than PulseWire’s standard built-in methodology when you are constrained by non-Professional plan limits (specifically, using 1-second (1S) as the lowest lower-timeframe calculation resolution). Standard synthetic CVD indicators rely on basic bar-color or tick-direction assumptions. This script replaces those primitive rules with sub-bar econometric modeling and probabilistic inference to better estimate aggressive buying and selling pressure. Key Features: Multi-Engine 1S Sub-Bar Router: Evaluates sub-bar volume through Geometric, Bulk Volume Classification (BVC), and Flow engines. Distrust & Jump Layers: Employs Bipower Variation and Hawkes excitation intensity to isolate hidden liquidity ("icebergs"), market jumps, and auction open/close distortions. Bayesian Soft-Routing: Dynamically calculates the probability of passive absorption versus directional flow to weight delta estimations smoothly. Effort vs. Result Overlays: Incorporates Amihud illiquidity and Kyle’s Lambda market impact models at the chart-bar level to gauge how effectively volume moves price. Experimental Notice & Disclaimer: This script is experimental and does not claim to represent absolute "ground truth." Because non-Professional PulseWire plans lack true tick-by-tick aggressor tagging and tick charts, this indicator uses advanced statistical modeling to infer delta. It is an algorithmic approximation, not a direct replacement for native Level 2 execution feeds. Call for Testing & Benchmarking: I welcome feedback and testing from the community! Because this is an ongoing experiment in order flow modeling, it needs to be benchmarked against true tick data. It would be especially helpful if users with access to the following could compare results and share insights in the comments: PulseWire Ultimate Plan users using the built-in CVD on a 1-tick (1T) resolution. Dedicated Order Flow Platforms with direct tick feeds (such as ATAS, Sierra Chart, or Bookmap).
Indicator
by KiKa90
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
by Ki11a_B
Bulk Volume Classification Continuous Volume Delta (BVC CVD)Overview The Bulk Volume Classification Continuous Volume Delta (BVC CVD) is an advanced indicator designed to replicate the behavior of true Cumulative Volume Delta (CVD) on higher timeframes, where data is sparse. It calculates the continuous net difference between buying and selling pressure and visualizes it as OHLC bars. True CVD requires quote data (L2/Depth of Market). This is impossible to access natively on PulseWire and would have unreasonable compute and memory requirements. On symbols with a lot of volume, such as CME_MINI:ES1! , there could be 20K quotes per minute. A common way to approximate the CVD without quotes is to use tick data and the "tick-rule" to guess the direction the trades. This is what the new PulseWire Volume Delta and CVD indicators do. However, if you have PulseWire subscription without access to tick data (L1) and only aggregate data (Seconds and Minutes), then the PulseWire indicators will fall back to M1 data instead of ticks. This cuts your data resolution by quite a bit, as a minute bar could have hundreds of ticks. I set out to find a better approximation of the True CVD so any trader can get access to institutional-grade order flow estimations, without the need for tick data. Methodology Using a 3rd party data broker. I select CME_MINI:ES1! as a source and downloaded 1 month of quote, tick and minute data. I recreated the True CVD using Lee-Ready algo (quote data) and an approximate CVD using tick-rule model (tick data). I used the Easley-Lopez De Prado-O'Hara (ELO) model to produce this BVC CVD. For each of the three deltas, I computed the Regular Trading Hours (RTH) CVD, resetting to zero at the close of the session. I calculated the Pearson correlation, using the Lee-Ready CVD as the baseline. The Tick-Rule CVD outperforms the BVC CVD when using tick or M1 data. This means the Tick-Rule CVD is a more faithful reproduction of True CVD when constructing historical tick charts. Interpretations However, the real question then arises: is the True CVD a predictive indicator in the first place? A better test is measuring the forward returns against each of the three deltas. I don't have the storage and compute power to calculate 5+ years of Lee-Ready CVD (1 month of data is ~45GB; 5 years would be multiple TBs). Fortunately, there is a paper on the subject where the researchers directly compare Lee-Ready CVD and BVC on Chinese Index Futures - "Dynamic probability of informed trading and price movements - Yan & Hongbing, 2017". In a nutshell: True CVD and Tick-Rule CVD win when you're trying to scalp on the seconds interval. But on longer time horizons (mins - hours), BVC filters out the noise of high frequency traders testing the market and spoofing the books, so it becomes a better predictor of institutional market intent . Conclusions The BVC CVD isn't just a "free tier workaround" for the Tick-Rule CVD. It becomes an effective, noise filtering macro indicator for traders holding positions longer than a few minutes. The most practical way to apply this indicator is to use the CVD Sign , aka Positive or Negative, as an order flow regime detector to filter your entry signals: CVD is Positive, Price > VWAP: Long setups have a better probability of follow-through CVD is Negative, Price < VWAP Short setups are favored CVD & Price Divergence: If price is pushing new highs, but the CVD is negative or moving down, the market is moving on thin liquidity. Price is moving up by sellers pulling their limit orders, NOT by buyers entering the market. Avoid buying a breakout as a pullback is likely
Indicator
by DasanC
Bar Volume & Delta Volume Labels# Bar Volume & Delta Volume Labels ## Overview **Bar Volume & Delta Volume Labels** is a lightweight price action companion that displays each candle's **Total Volume** and an **Estimated Volume Delta** directly below the chart. Instead of opening a separate volume indicator, you can instantly see how much volume participated in each candle and whether buyers or sellers appeared to dominate. This indicator is designed for traders who rely on: * Price Action * Support & Resistance * Breakouts * Trend Trading * ICT / Smart Money Concepts (SMC) * Scalping and Intraday Trading --- ## What is Total Volume? **Volume** represents the total number of contracts, shares, or lots traded during a candle. Higher volume generally indicates: * Strong participation * Increased market interest * Greater likelihood that the move is meaningful Lower volume may suggest: * Weak participation * Consolidation * Potential fake breakouts --- ## What is Volume Delta? Since PulseWire does not provide true bid/ask order flow for most markets, this indicator calculates an **estimated volume delta** based on where the candle closes within its range. The calculation assumes: * Candle closes near the High → More buying pressure * Candle closes near the Low → More selling pressure * Candle closes near the Middle → Balanced buying and selling Estimated Delta = Estimated Buying Volume − Estimated Selling Volume This provides a quick approximation of buying versus selling pressure using only OHLC and volume data. **Note:** This is **not** true exchange order-flow delta or footprint data. It is an estimation designed to provide additional context when interpreting price action. --- ## Reading the Labels Example: Vol: 12.5K Delta: +4.1K Meaning: * Total traded volume = 12,500 * Estimated buying pressure exceeded selling pressure by approximately 4,100 units Another example: Vol: 18K Delta: -7K Meaning: * Total traded volume = 18,000 * Estimated selling pressure dominated the candle --- ## Text Colors When **Color Delta Text** is enabled: 🟢 Green = Positive Delta (buyers dominated) 🔴 Red = Negative Delta (sellers dominated) You may also disable automatic coloring and choose your own text color. --- ## Inputs ### Show Total Volume Displays the candle's total traded volume. ### Show Volume Delta Displays the estimated volume delta. ### Color Delta Text Automatically colors the labels according to the delta direction. ### Text Size Choose between: * Tiny * Small * Normal * Large * Huge --- # How to Use This indicator works best when combined with market structure and key price levels rather than used as a standalone trading signal. ### 1. Confirm Breakouts A breakout accompanied by: * High volume * Positive delta often suggests stronger buying participation. Conversely, a downside breakout with: * High volume * Negative delta suggests stronger selling participation. --- ### 2. Spot Weak Moves If price moves aggressively but volume remains low, the move may lack conviction and could be more susceptible to reversal. --- ### 3. Confirm Reactions at Support and Resistance Watch how the delta behaves when price reaches important levels. For example: Support: * Price rejects support * Positive delta increases This may indicate buyers stepping in. Resistance: * Price rejects resistance * Negative delta increases This may indicate sellers becoming more active. --- ### 4. Identify Momentum Large positive delta on consecutive candles often indicates sustained buying pressure. Large negative delta on consecutive candles often indicates sustained selling pressure. --- ## Best Used With * Market Structure * Support & Resistance * Volume Profile * VWAP * Moving Averages * Fair Value Gaps (FVG) * Order Blocks * Trendlines --- ## Disclaimer The displayed volume delta is an **estimated calculation**, not true bid/ask delta or exchange order-flow data. It should be used as an additional layer of market context and not as a standalone buy or sell signal. Always combine this indicator with sound risk management and your existing trading strategy.
Indicator
by chediboi
BK AK-BallisticsBK AK-Ballistics Order flow measured. Auction pressure exposed. Context made visible. The “AK” in BK AK-Ballistics is not branding—it is honor. It stands for 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, and his standard sits behind every decision built into this system. BK AK-Ballistics is an order-flow and auction-intelligence dashboard designed to show which side is controlling the current bar, whether price is responding to that pressure, and how the present activity fits within the developing session. The indicator combines: Footprint buy and sell volume Volume delta Buy and sell participation percentages Point of Control Value Area High and Value Area Low Footprint imbalance Session-resetting Cumulative Volume Delta Buy and sell dominance streaks Positive and negative delta streaks Session participation POC migration Price location within the session range Contextual hover explanations The objective is not simply to display volume numbers. Ballistics organizes those measurements into a structured interpretation of control, confirmation, absorption, divergence, persistence, and auction location. Footprint and fallback data When PulseWire footprint data is available, Ballistics reads: Buy volume Sell volume Delta Point of Control Value Area High Value Area Low The Ticks Per Row setting controls footprint price aggregation, while the Value Area % setting controls the portion of analyzed volume included within the value area. When native footprint information is unavailable, the indicator uses a transparent fallback estimate based on where the candle closes within its high-low range. A close nearer the high assigns more volume to estimated buying, while a close nearer the low assigns more volume to estimated selling. The fallback model is not actual bid-and-ask execution data. It is a directional volume estimate intended to preserve dashboard continuity when native footprint information cannot be retrieved. POC, Value Area, and native footprint imbalance require valid footprint data. Buy and sell dominance Ballistics calculates the percentage of analyzed volume attributed to buyers and sellers. The dashboard displays: Buy percentage Sell percentage Buy volume Sell volume Dominant side Relative volume ratio The stronger side is visually illuminated while the weaker side is reduced. This provides an immediate distinction between control and opposition. The volume ratio adds context to the percentage split. A narrow 51% versus 49% advantage does not represent the same pressure as a 70% versus 30% split. Dominance identifies the stronger side of the current bar. It does not independently establish continuation or reversal. Volume delta and price response Volume delta is calculated as: Buy Volume − Sell Volume Positive delta indicates greater analyzed buying volume. Negative delta indicates greater analyzed selling volume. Ballistics then compares delta direction with price movement. Positive delta with rising price Buying pressure and price direction agree. Negative delta with falling price Selling pressure and price direction agree. Positive delta with falling price Buying pressure is present, but price is not responding upward. This can indicate absorption, trapped aggression, or unresolved buying activity. Negative delta with rising price Selling pressure is present, but price continues higher. This can indicate absorption of selling, trapped shorts, or a squeeze condition. These classifications provide auction context. They are not automatic entry signals and require confirmation from subsequent price behavior. Footprint imbalance When footprint information is available, Ballistics measures delta as a percentage of total analyzed volume. The user-defined Imbalance % threshold determines whether the current bar is classified as: Buy imbalanced Sell imbalanced Balanced This is an aggregate bar-level imbalance calculation. It is not a diagonal or stacked price-level imbalance detector. The imbalance reading should be interpreted alongside price direction, CVD, session persistence, and value location. Cumulative Volume Delta Ballistics maintains a session-resetting Cumulative Volume Delta. Each bar’s delta is added to the running session total. The indicator also tracks: Current CVD CVD direction Session CVD high Session CVD low Current CVD location within its session range CVD helps determine whether current pressure is isolated or part of a broader accumulation of buying or selling activity. Price and CVD moving together indicate stronger internal agreement. Price and CVD moving in opposite directions can indicate absorption, divergence, trapped aggression, or weakening efficiency. When native footprint information is unavailable, CVD is built from the fallback delta estimate and inherits the limitations of that estimate. Session intelligence The indicator tracks the developing session rather than evaluating each bar in isolation. Session measurements include: Total session bars Buy-dominant bars Sell-dominant bars Cumulative session buy volume Cumulative session sell volume Consecutive buy-dominant bars Consecutive sell-dominant bars Consecutive positive-delta bars Consecutive negative-delta bars Session high Session low Session CVD extremes This makes it possible to distinguish a single-bar pressure event from persistent participation. For example, the current bar may be buyer-dominant while the broader session remains seller-controlled. That difference can help identify a temporary retracement, countertrend pressure, or a developing change in control. Session values reset when PulseWire identifies the first bar of a new session. POC and Value Area When footprint data is available, Ballistics displays the Point of Control, Value Area High, and Value Area Low. The Point of Control represents the footprint price row containing the highest analyzed volume concentration. The dashboard also compares the current POC with the previously stored POC. POC movement is classified as: Migrating upward Migrating downward Unchanged Upward migration can indicate that accepted volume is developing at higher prices. Downward migration can indicate that accepted volume is developing at lower prices. Value Area provides additional auction context: Price inside Value Area suggests trade within the calculated region of accepted volume. Price above Value Area indicates upside exploration. Price below Value Area indicates downside exploration. Failure back inside the area can indicate rejected exploration. These readings are contextual observations, not guaranteed breakout or reversal signals. Session-range location Ballistics measures the current close between the session high and session low. This shows whether price is trading: Near the session high Near the session low Near the middle of the session range Order flow has different meaning depending on location. Strong buying near the session high may support continuation or warn of exhaustion. Strong selling near the session low may support continuation or indicate capitulation. Pressure near the center of the session range may be less useful because the auction remains rotational. Dashboard and tooltips The visible dashboard is intentionally compact. Hovering over its elements provides expanded context including: Exact volume values Buy and sell percentages Volume ratio Price-versus-delta interpretation Dominance streaks Delta streaks Session participation CVD positioning POC relationship POC migration Value Area location Session-range position Five meter modes are available: Power Dominant Blackout Split Surge The meter selection changes presentation only. It does not alter the calculations. The indicator also includes five visual themes: Zenith Arctic Phantom Signal Ember Themes change the dashboard appearance but do not affect order-flow measurements. Suggested use Apply the indicator to a standard OHLC chart. Confirm whether native footprint information is available. Select an appropriate Ticks Per Row value. Review the current buy and sell percentages. Compare delta direction with price direction. Check whether the pressure is part of a continuing streak. Compare the current bar with the broader session split. Review CVD direction and session position. Review POC and Value Area when available. Place the pressure within the current session range. Require price follow-through before treating the condition as confirmed. A stronger continuation environment may include aligned price and delta, persistent same-side control, supportive session participation, confirming CVD, and value migrating in the same direction. A weaker environment may include a narrow volume split, alternating dominance, price and delta disagreement, conflicting session pressure, and price rotating near the middle of value. Realtime behavior and limitations Ballistics updates while the current candle is forming. Buy and sell volume, delta, imbalance, CVD, dominance, POC, Value Area, streaks, and auction interpretations can change before the bar closes. Users who rely on closed-candle confirmation should wait for the active candle to complete. Additional limitations include: Footprint information may not be available on every symbol. Fallback volume is an estimate, not actual bid-and-ask execution data. CVD inherits the limitations of its delta source. POC and Value Area depend on footprint settings. Session resets depend on PulseWire’s session identification. The indicator does not display the order book or resting liquidity. It does not reconstruct tick-by-tick execution sequencing. Absorption and divergence labels are contextual interpretations, not proof of institutional activity. Original framework Footprint volume, delta, CVD, POC, Value Area, and imbalance are established market-analysis concepts. The distinctive contribution of BK AK-Ballistics is the architecture connecting them into one operational dashboard: Native-footprint and fallback-data handling Buy and sell dominance visualization Price-versus-delta interpretation Session participation tracking Dominance and delta streaks Session CVD positioning POC migration Value Area location Session-range context Configurable meter systems Strategic hover explanations Unified visual themes The indicator follows one connected process: Pressure → price response → persistence → session context → cumulative flow → value location → auction interpretation. Risk disclosure BK AK-Ballistics is provided for analytical and educational purposes. It does not provide investment advice, guarantee results, predict future market direction with certainty, or eliminate trading risk. Positive delta does not guarantee rising prices. Negative delta does not guarantee falling prices. Order-flow conditions can change rapidly. Users remain responsible for their own trade selection, position sizing, risk management, entries, exits, and execution. Pressure is measured. Price provides the response. Context determines the meaning.
Indicator
by Ki11a_B
2
Rolling Volume Delta█ OVERVIEW Rolling Volume Delta (RVD) estimates net buying vs. selling pressure per bar, then weights that pressure by how much price actually moved — so a strong directional bar counts for more than a quiet, indecisive one. The result is summed over a rolling window, smoothed, and normalized against total volume so it reads consistently across different instruments and volume regimes. █ CONCEPT Most volume delta tools estimate buy/sell pressure and stop there. RVD adds one more step: it multiplies each bar's estimated delta by the magnitude of that bar's price change. The logic is that a bar where buyers dominate AND price actually moved higher represents more conviction than a bar with the same buy/sell split during a flat, choppy stretch. That weighted delta is then summed over a rolling window and smoothed, so the final line reflects sustained pressure rather than single-bar noise. █ HOW IT WORKS 1. Buy/sell split: each bar's volume is divided between buy and sell based on where the close landed within that bar's high-low range (close near the high = buy-weighted, close near the low = sell-weighted). 2. Price weighting: that delta is multiplied by the percentage price change over a configurable lookback, so bars with bigger moves are weighted more heavily. 3. Rolling sum: the weighted delta is summed over a configurable lookback window. 4. Smoothing: an EMA is applied to reduce noise. 5. Normalization: the smoothed result is divided by total volume over the same window and expressed as a percentage, keeping the scale comparable across tickers and sessions. █ HOW IT DIFFERS FROM OTHER VOLUME DELTA SCRIPTS Other delta oscillators calculate buy/sell pressure and smooth it directly. RVD's price-weighting step means the indicator isn't just "how much delta happened" but "how much delta happened relative to how much the market actually moved" — filtering out high-volume, low-conviction chop from the signal. █ SETTINGS - Lookback Length — bars summed together for the rolling delta. Longer = smoother, slower. - Smoothing — EMA length applied to the rolling sum. - Momentum Lookback — bars back used to measure price change for weighting. Higher values emphasize sustained moves over single-bar spikes. As bars carry more information on their own (higher timeframes), less summing and smoothing is needed for a clean read. Within any timeframe, trending conditions benefit from longer/smoother settings that confirm sustained pressure and filter chop, while ranging conditions benefit from shorter/quicker settings that catch reversals near the extremes at the cost of more false flips in the middle of the range. Suggested starting points: Timeframe | Condition | Length | Smoothing | Momentum Lookback 5-30 min | Trend / Price Discovery | 14-20 | 3-5 | 1-2 5-30 min | Range / Accumulation | 8-10 | 1-2 | 1 1-4 hour | Trend / Price Discovery | 10-14 | 2-3 | 2-4 1-4 hour | Range / Accumulation | 6-8 | 1-2 | 1-2 Daily+ | Trend / Price Discovery | 8-10 | 2 | 3-5 Daily+ | Range / Accumulation | 5-6 | 1 | 2 These are included in each input's tooltip in the settings popup as well. █ NOTES This is a volume-estimation tool based on standard OHLCV data (bar range and close position), not true tick-level buy/sell data — most retail data feeds don't provide that, so this is the same practical tradeoff most public volume delta scripts make. It's intended as a context tool for reading order flow alongside price action, not a standalone signal generator. This publication is for educational purposes only and does not constitute financial advice. Past performance and visual patterns do not guarantee future results.
Indicator
by karlssont678
Supply & Demand Zones + Liquidity MapOverview Supply & Demand Zones + Liquidity Map plots the two halves of the intraday order-flow map on one chart: where imbalance originated (supply/demand zones) and where resting stop liquidity sits now (equal highs/lows and prior-day extremes). Its signature signal fires when a liquidity run terminates inside a fresh opposing zone — the classic institutional entry footprint. How It Works Zones. A zone is born from base-and-departure structure: two to six consecutive tight-range candles (each under a configurable ATR fraction) followed by an impulse bar exceeding 1.5× ATR with a dominant body. The base range becomes the zone. Departure volume above the volume-SMA multiplier marks the zone strong (● tag, heavier border). Lifecycle. Every zone is a state machine: FRESH (full color) → TESTED (faded on first touch) → BROKEN (removed, or greyed if "Keep Broken Zones" is enabled, when price closes through). Zones expire after a configurable age so the chart never accumulates stale levels. Liquidity. Equal highs and equal lows — two pivots within an ATR-scaled tolerance — are drawn as dotted stop-pool lines with EQH/EQL tags. Prior-day high and low are plotted as session reference levels. Confluence. A triangle prints only when sell-side liquidity (prior-day low or an equal-lows pool) is swept and reclaimed while price is inside a fresh demand zone — mirrored for buy-side liquidity into fresh supply. Signals Teal/red boxes — demand and supply zones with FRESH/tested/broken states Dotted orange lines + EQH/EQL tags — resting stop pools Red/teal horizontal lines — prior-day high and low Green triangle up / red triangle down — liquidity run terminating inside a fresh zone Alerts for zone tests, confluence events, and new equal-high/low formation Recommended Use Designed for 1-minute to 15-minute intraday trading. Treat fresh strong zones as locations, liquidity pools as targets and traps, and the confluence triangle as the highest-quality context the script can identify. On low-volatility sessions, raise Impulse Range toward 1.8× ATR to filter marginal zones. Pairs naturally with an exhaustion or order-flow confirmation tool for entries. Limitations Zone detection is a structural heuristic on OHLCV — it approximates institutional activity and cannot see actual resting orders. Volume profile nodes are intentionally excluded for performance. Signals mark context, not guaranteed reversals. Not financial advice.
Indicator
by dharshinibmie
Order Flow 3D Delta Profile [LuxAlgo]The Order Flow 3D Delta Profile indicator provides a spatial visualization of volume delta distribution across a specified lookback period, using 3D extrusion to represent market depth and intensity. 🔶 USAGE The indicator projects a 3D volume profile onto the chart, allowing traders to identify price levels with significant buying or selling pressure. Unlike traditional 2D profiles, this tool uses depth and perspective to highlight the relationship between price, volume, and time. 🔹 Value Area and POC The script identifies the Point of Control (POC) as the price level with the highest total volume, rendered in a distinct color. The Value Area (VA) highlights the price range where a user-defined percentage of total volume (default 70%) occurred. Bins outside the Value Area are darkened to emphasize the core trading zone. 🔹 Profile Alignment and Placement Users can customize the spatial arrangement of the profile: Placement: Choose to overlay the profile directly "On Candles" or position it to the "Right of Price" for a clearer view of current price action. Alignment: Set the profile to "Center" to see delta split (bullish volume to the right, bearish to the left), or "Left/Right" to see unified volume bars. 🔹 3D Perspective The "3D Options" allow for full control over the visual tilt. Adjusting the X and Y Extrusion Depths changes the angle of the "blocks," providing a pseudo-3D effect that can help distinguish overlapping price levels. 🔹 Volume Anomaly Highlights When enabled, the indicator identifies individual candles with abnormally high volume (based on a multiplier of the average). These candles are highlighted with a glowing effect and a "3D Laser Beam" that connects the candle directly to its corresponding price level in the profile. 🔶 DETAILS The script calculates volume distribution by dividing the high-low range of the lookback period into "Buckets." Each candle's volume within the period is assigned to a bucket based on its median price. The 3D effect is constructed using polylines to create front, side, and top faces for every volume bin. The drawing order is dynamically managed based on the Y-tilt (drawing bottom-to-top or top-to-bottom) to ensure correct visual layering and occlusion. 🔶 SETTINGS 🔹 General Length: The number of historical bars included in the profile calculation. Buckets: The number of price rows (bins) used to divide the vertical range. Value Area %: The percentage of total volume used to calculate the Value Area. 🔹 Profile Setup Profile Alignment: Determines if volume is centered or pinned to a side. Profile Placement: Determines the horizontal location of the profile. Profile Width Scale: Controls the maximum horizontal width of the volume bins. 🔹 3D Options Extrusion Depth X/Y: Controls the horizontal and vertical tilt of the 3D perspective. Show Bounding Box: Draws a 3D wireframe around the range of the profile. 🔹 Visuals Highlight High Vol Candles: Enables the glow and connection beams for volume anomalies. Anomaly Threshold: The multiplier applied to average volume to identify an anomaly. 🔹 Style POC Color: Color used for the Point of Control. Bull/Bear Colors: Colors representing positive and negative volume delta. Border Color: The color of the 3D block edges and bounding box.
Indicator
by LuxAlgo
6
Stryk: Delta Candles# Stryk: Delta Candles — publication description --- Stryk: Delta Candles is an on-chart order flow engine. It estimates the buy/sell volume delta of a higher-timeframe candle while you trade a lower one, paints your candles by that delta, and marks the moments when price and aggression stop agreeing — the divergences, flips, and absorption events that tend to show up before a turn does. Everything renders on the price chart itself: no separate pane, no second chart. --- ## Why delta at all A candle tells you where price went. It does not tell you who was pushing. An hourly candle can close green while sellers hit the tape the entire hour — price held up by passive bids, not buyer initiative. That disagreement between *effort* (delta) and *result* (price) is some of the most useful context intraday trading offers, and it is invisible on a normal chart. This tool exists to make that one thing readable at a glance. ## How the delta is estimated — read this part Pine Script has no access to bid/ask or tick aggressor data, so no PulseWire indicator can measure true delta. This one does not claim to. Instead it requests lower-timeframe intrabars inside every chart bar and classifies each intrabar's volume by its direction: closed up = buying pressure, closed down = selling pressure (ties resolve against the prior close). Those signed volumes are summed into the higher-timeframe candle you select. The script picks the intrabar resolution automatically: it solves for the finest resolution your PulseWire plan's intrabar allowance can afford while still keeping a workable amount of history (you can override it manually). At the resolutions it typically selects — hundreds of classified intrabars per higher-timeframe candle — the estimate tracks the direction and relative size of real delta well on liquid instruments. It remains an estimate. Where intrabar data is unavailable (plan limits or beyond the intrabar history cap), the script falls back to whole-bar classification and says so in the info box. ## What you see on the chart **Delta-painted candles.** Every candle — body, wick, border — is colored by the live delta of the higher-timeframe candle it belongs to, on a three-color gradient: bull color for strong positive delta, bear for strong negative, fading through neutral as delta approaches zero. Intensity is scaled against the largest delta in your lookback, so "bright" always means "big for recent conditions." The read that matters: price grinding up while the paint fades toward the bear color is selling into strength, visible before any signal prints. **Closing delta tags.** When a higher-timeframe candle completes, its final delta prints at that candle's last bar (e.g. "CΔ −16.7K"). Scanning back along these tags gives you the auction's recent story in five seconds: who has been winning each hour, and whether the current move is being paid for. **Three signal tiers, all evaluated only on completed higher-timeframe candles:** - **Divergence (⚠, default)** — the candle closed up but delta finished negative, or the inverse. Effort and result disagree. This is the early warning; it is more frequent and lower conviction than the flip. Treat it as "pay attention," not "act." - **Flip (▼ / ▲)** — delta's sign changed versus the prior candle *and* price finished flat or against the new delta. Positive-to-negative with price still holding up reads as distribution; the inverse reads as accumulation. This is the tool's core signal. - **Absorption (🛑)** — delta far above the recent average magnitude, with price going nowhere. Outsized aggression met a passive counterparty and lost. The default interpretation follows the standard effort/result read (absorbed buyers = bearish); an input inverts it if your own review of your market says otherwise. Markers sit above or below the candle by a configurable ATR distance per signal type, so stacked signals stay legible. Every marker, emoji, offset, and size is an input. Alerts fire for all three tiers on confirmed bars only. **Volume structure.** From the same intrabar data the script builds an estimated volume profile per higher-timeframe candle: the live candle's POC, the previous candle's POC, and a composite POC plus 70% value area over the full lookback window. These print as customizable lines with optional name tags. The composite POC is the market's accepted price over the window — the strongest mean-reversion magnet the tool draws. Price outside the value area is unaccepted: expect either rejection back inside or genuine initiative. **Rolling anchored VWAP with deviation bands.** A volume-weighted average price computed over exactly the last N higher-timeframe candles (the same N as everything else), with optional ±1/±2/±3 volume-weighted standard deviation bands. By default it draws only across its own window — from the anchor marker to now — so the line always depicts precisely the span the number describes; a toggle restores the full historical trail. Price stretched to the outer bands *while a flip or absorption prints against the move* is the highest-confluence read this indicator produces: extension and opposing order flow agreeing. **Info box.** Current live delta, previous candle delta, average delta over N, POC prices, value area, exact VWAP, buy/sell volume split with delta as a percent of total, delta at the highs versus the lows of the candle (who finished the auction at the extremes), the largest single intrabar print, and session cumulative delta. Each block toggles independently; a Mobile layout strips it to the core numbers for small screens. ## Repainting and confirmation — stated plainly - The **current** candle's delta, paint intensity, live POC, and info-box values update as the candle forms. That is the point of a live readout, and it is disclosed here: these values are not final until the higher-timeframe candle closes. - **Previous delta, average delta, all three signal tiers, the closing tags, and the composite structure use completed higher-timeframe candles only.** Signals never fire intrabar and do not repaint once printed. Alerts are gated to confirmed bars. ## Limitations - Delta is an intrabar polarity estimate, not exchange bid/ask data. On absorption-heavy bars it will understate true selling or buying pressure — the signal logic is designed around direction and relative magnitude, where the estimate is most reliable. - Intrabar history is capped by PulseWire plan. Beyond the covered range, older candles fall back to whole-bar classification (disclosed in the info box). Seconds-based resolutions require a plan with seconds data. - The delta timeframe must be equal to or higher than the chart timeframe. - Designed and tuned on liquid CME index futures at a 5-minute chart with a 60-minute delta timeframe; defaults reflect that. Other instruments and timeframes work but deserve their own tolerance settings — the flat-tolerance tooltip explains how to scale it. ## Settings Every input carries a full tooltip explaining what it does and why the default is what it is. The ones worth understanding first: the delta timeframe (one structural level above your execution chart), the lookback N (window for the average, composite, and VWAP), and the flat tolerance (how much movement still counts as "flat" when judging a candle — scale it with your delta timeframe). This indicator provides analysis of volume and price behavior. It does not predict outcomes and nothing here is trade advice.
Indicator
by Es-Sniper
CVD Pressure Ledger - Cumulative Volume Delta FlowCVD Pressure Ledger - Cumulative Volume Delta Flow CVD Pressure Ledger is a neutral volume-pressure research tool for studying how cumulative volume delta evolves, resets, normalizes, and interacts with price response. It is designed for traders who want to observe the slope of supply/demand pressure, volume imbalance, price-flow agreement, and effort-versus-response context without turning those observations into automated trade signals. This script is a context and visualization tool, not a trading system. It does not generate buy/sell signals. It does not provide entries, exits, targets, stops, position sizing, forecasts, win-rate claims, or performance claims. What It Visualizes The script displays a reset-aware cumulative volume delta framework with several optional visual layers: - CVD line - CVD candles - Bar delta histogram - Rescaled pressure score line - Zero line and reset anchor tint - Neutral pressure background - Compact ledger table - Data-quality notes for limited volume, fallback mode, live bars, and non-standard charts The goal is to make volume-pressure context readable without overloading the chart. Delta Engine The script offers multiple calculation modes: 1. Auto intrabar The script first attempts to use an intrabar CVD calculation when a valid lower timeframe is available. If it cannot use intrabar data safely, it falls back to a bar-based approximation. 2. Intrabar CVD Uses PulseWire's official PulseWire/ta library requestVolumeDelta() function to request lower-timeframe volume delta information and build intrabar-aware CVD candles when the selected lower timeframe is valid. 3. Tick-rule approximation Estimates positive or negative delta from the candle direction. This is a bar-based approximation and is not real bid/ask order flow. 4. CLV range-weighted approximation Estimates delta from where the close sits within the candle range using a Close Location Value style calculation. This is also an approximation and is not real bid/ask order flow. Auto lower timeframe mode avoids seconds/tick requests by default for stability. Manual lower timeframe mode remains available for users who want to research smaller timeframes when their data plan, feed, and symbol support them. What Makes It Different Many CVD tools focus mainly on a cumulative line, CVD candles, or a delta histogram. CVD Pressure Ledger adds several context layers around the core CVD calculation: - Reset-aware CVD state - Pressure score normalized to a -100 to +100 scale - CVD z-score and percentile context - Delta share normalization - Pressure persistence age - New positive/negative CVD extremes within the reset period - Price-flow agreement and mismatch context - Effort-versus-response classification - A compact ledger fingerprint that summarizes pressure, z-score bucket, response bucket, state age, and mismatch context This makes the script more of a volume-pressure ledger than a simple cumulative delta plot. Pressure Score The pressure score is a normalized composite value from -100 to +100. It combines several configurable components: - CVD slope - Delta share - CVD z-score - Pressure persistence Each component has a user-adjustable weight. The score is not a signal. It is a research value intended to summarize the current pressure context. Pressure states are classified as Positive, Negative, or Neutral using a configurable threshold, neutral band, and optional hysteresis. Hysteresis helps reduce rapid state flipping around the threshold. Price-Flow Agreement The price-flow agreement layer compares price slope and CVD slope over a configurable lookback. It classifies the context into neutral descriptive states such as: - Price up / flow up - Price down / flow down - Price up / flow soft - Price down / flow firm - Mixed / flat The script can also detect when price-flow mismatch starts or expands. These are contextual observations only, not trade signals. Effort vs Response The effort-versus-response layer compares volume-delta effort with normalized price movement. It can classify contexts such as: - High effort / muted response - Flow and price aligned - Price response leads flow - Low activity - Mixed response This layer is intended to help users study whether large delta activity is accompanied by a proportional price response. It does not imply absorption, reversal, continuation, or a future outcome by itself. Ledger Fingerprint The ledger fingerprint is a compact text summary shown in the table. Example format: P0 Z1 Rm A5 M0 Meaning: - P+, P-, P0: pressure polarity - Z0, Z1, Z2: CVD z-score bucket - Rh, Rm, Rl: response bucket - A: pressure state age - M0, Mx, Mn: mismatch context This helps users quickly compare the current volume-pressure context across symbols, timeframes, and reset settings. Inputs and Customization The script includes grouped inputs for: - Delta engine - Reset / anchor mode - Normalization - Pressure score - Price-flow agreement - Effort vs response - Display mode - Colors - Ledger table - Alerts - Safety / data warnings Users can adjust calculation mode, lower timeframe, reset method, session settings, smoothing, lookbacks, thresholds, weights, display mode, table position, table size, colors, and alert availability. Display Modes The script includes several display presets: - Clean: CVD line, zero line, and compact table - Candle: CVD candles and delta histogram - Research: CVD, pressure score, histogram, and table context - Minimal: CVD line with minimal warnings The visual design is intentionally restrained so the output remains readable on both dark and light chart themes. Alerts The script includes factual alert conditions, such as: - Pressure state changed - Positive pressure state started - Negative pressure state started - Pressure returned to neutral - New positive CVD extreme - New negative CVD extreme - Price-flow mismatch started - Price-flow mismatch expanded - High effort / muted response context - Reset period started - Data fallback active Alerts are descriptive context events only. They are not entry, exit, buy, sell, target, or stop signals. Limitations Delta calculations are approximations unless the selected data source and PulseWire functions provide suitable lower-timeframe information. Lower-timeframe and intrabar calculations depend on available historical data, symbol, exchange, feed, and account/data-plan limits. FX, CFD, index, and synthetic symbols may use tick volume, broker-specific volume, or limited volume data. This can affect all volume-based calculations. If a chart has no usable volume data, CVD may appear as a flat line because there is no volume input to accumulate. In that case, the table will show a volume limitation note. This is expected behavior, not a directional reading. Non-standard chart types such as Heikin Ashi, Renko, Kagi, Point & Figure, Range, and other synthetic charts can affect price, volume, and derived calculations. Realtime values can update until the bar closes. When Confirmed bars only is enabled, events and alerts are gated to confirmed bars, but visual values may still update on the live bar. The default settings are research starting points, not optimized parameters. What This Script Does Not Do This script does not: - Generate buy or sell signals - Recommend trades - Forecast price - Provide entries or exits - Provide targets or stops - Provide position sizing - Claim accuracy, profitability, or statistical reliability - Reconstruct true bid/ask order flow - Replace exchange-native order book or footprint data Suggested Chart Setup For publication screenshots and general use, a clean chart is recommended: - Use one liquid symbol with visible volume - Show the full symbol and timeframe - Use only this script on the chart unless another script is necessary and explained - Use Research mode when demonstrating the full context layers - Use Clean mode when showing the CVD line and ledger table more simply Japanese Notes / 日本語補足 CVD Pressure Ledger は、累積デルタを単純に表示するだけではなく、出来高デルタの偏り、累積状態、リセット、正規化、価格反応との噛み合いを整理して表示する研究用インジケーターです。 このスクリプトは売買シグナルではありません。エントリー、エグジット、利確、損切り、ポジションサイズ、将来予測、勝率、利益性を示すものではありません。 主な確認項目は次の通りです。 - CVDの累積方向 - Bar deltaの偏り - Pressure score - CVD z-score - Price-flow agreement - Effort vs response - Pressure state age - Ledger fingerprint Tick-rule と CLV range-weighted は近似計算です。実際のbid/ask約定方向を完全に復元するものではありません。 FX、CFD、指数、合成銘柄では、出来高がティックボリューム、ブローカー依存の出来高、または制限された出来高である場合があります。そのため、出来高ベースの計算は銘柄やデータフィードによって解釈に注意が必要です。 出来高が取得できないチャートでは、累積する出来高入力がないため、CVDが横棒のように表示されることがあります。これはインジケーターの故障ではなく、利用可能な出来高データがないことによる自然な挙動です。 平均足、練行足、カギ足、ポイント＆フィギュア、レンジ足などの非標準足では、価格や出来高の扱いが通常足と異なるため、計算結果の解釈に注意してください。 リアルタイムの未確定足では値が更新される可能性があります。Confirmed bars only を有効にしている場合、イベントとアラートは確定足基準になりますが、表示値はライブバー中に更新されることがあります。 初期設定は研究開始用の値であり、特定の銘柄、時間足、市場に最適化されたものではありません。
Indicator
by SG_Group
Intrabar Profile [Kioseff Trading]Hello Traders! 🔹 Intrabar Profile Intrabar Profile is a lower-timeframe profile tool designed to draw a volume profile or delta profile on each individual candle . Instead of only looking at where a candle opened, closed, wicked, or changed color, this indicator attempts to show: Where did volume actually trade inside the bar? It focuses on answering a deeper question: What happened inside the candle that normal candlesticks do not show? volume profile on every visible bar delta profile on every visible bar lower-timeframe volume distribution POC detection per candle value area visualization buy-side vs sell-side imbalance display optional volume-at-level labels adaptive scaling as the chart zooms in or out 🔹 What the indicator shows 🔸 Intrabar Volume Profile The indicator reconstructs a mini volume profile for each candle using lower timeframe data. This allows you to see: where volume was concentrated inside each bar which price level had the highest volume how volume was distributed across the candle range whether volume was balanced or concentrated near specific levels This shifts your perspective from: “this candle closed bullish or bearish” to: “where did participation actually take place inside this candle?” 🔸 POC Per Candle Each intrabar profile includes a Point of Control , or POC. The POC marks the price level inside the candle where the highest amount of volume was detected. This helps identify: where the most trading activity occurred inside the bar whether volume was concentrated near the high, low, or middle of the candle potential areas of intrabar acceptance or rejection where participation clustered before price moved away 🔸 Value Area Per Candle The indicator can also display a value area for each profile. The value area is calculated from total volume and highlights the region where the majority of volume occurred inside the bar. This helps separate: high-participation areas lower-participation areas balanced candles thin or inefficient areas of the candle Together, the POC and value area help show the internal structure of each candle instead of only the candle body and wick. 🔸 Intrabar Delta Profile Intrabar Profile can also switch from standard volume profile mode to delta profile mode . Delta mode estimates buy-side and sell-side pressure using lower timeframe price movement and volume. This allows you to see: where positive delta appeared inside the candle where negative delta appeared inside the candle whether aggressive activity was concentrated at the top, middle, or bottom of the bar when total volume and directional pressure tell different stories This can help answer: Was volume only present, or was it meaningfully skewed toward buyers or sellers? 🔸 Volume Profile vs Delta Profile The indicator includes two profile modes: VP - displays total volume distribution inside each candle Delta - displays directional volume imbalance inside each candle Volume profile mode focuses on: where participation occurred where volume was concentrated where the candle’s POC and value area formed Delta profile mode focuses on: which side had more pressure where buy-side or sell-side imbalance appeared whether pressure was distributed evenly or concentrated at specific levels 🔸 Adaptive Mini Profiles The profiles are drawn directly on top of the chart candles and are designed to stay proportional as the chart is adjusted. This means the visual structure adapts as you: zoom in zoom out stretch the chart compress the chart The goal is to keep the profile readable without turning the chart into visual clutter. 🔹 Granularity Options The indicator uses lower timeframe data to build each intrabar profile. Available granularity options include: 5-minute 1-minute 1-second 1-tick Lower granularity can provide a more detailed reconstruction of intrabar activity, depending on the symbol and data available from PulseWire. Important Note Some lower timeframe data options may require specific PulseWire data access or plan availability. If a selected granularity is not available on your chart or account, the indicator can only work with the data PulseWire provides. 🔹 How to read it Each candle can be read as its own mini profile. larger profile rows show more volume or stronger absolute delta the POC marks the highest-volume level inside the candle the value area highlights the primary participation zone gray areas show volume outside the selected value area positive delta shows stronger buy-side pressure negative delta shows stronger sell-side pressure This helps you compare: where the candle closed where the most volume traded where delta was strongest whether the candle’s appearance matches its internal activity 🔹 Example interpretations bullish candle + volume concentrated near the high → possible acceptance higher bullish candle + heavy volume near the low → possible absorption or delayed response bearish candle + negative delta near the low → aggressive selling into the bottom of the bar large candle + thin profile → fast movement with less balanced participation small candle + heavy profile → high activity with limited price movement strong delta but weak candle movement → potential absorption or opposition 🔹 Why this indicator is useful Intrabar Profile gives you a way to look beyond standard candles. It helps you see: where volume formed inside each candle where the candle’s POC developed whether participation was concentrated or spread out whether buyers or sellers dominated specific levels how volume and delta behaved inside the bar whether the candle’s structure supports or contradicts the price action Instead of only asking: “Did this candle close green or red?” you can ask: “Where did the trading actually happen inside this candle?” 🔹 Best use cases studying intrabar volume structure analyzing candle quality identifying high-volume zones inside individual bars spotting possible absorption or imbalance comparing price action against internal volume distribution enhancing volume profile, order flow, or liquidity-based analysis 🔹 Inputs you can customize profile type: VP or Delta granularity: 5-minute, 1-minute, 1-second, or 1-tick number of profile rows buy-side and sell-side colors POC color mini profile transparency value area visibility volume-at-level labels 🔹 Important note This script uses lower timeframe data to approximate intrabar volume and delta structure. This means: accuracy depends on available lower timeframe data different symbols may behave differently 1-second or tick data may not be available for every user or market delta is estimated from lower timeframe price movement and volume this is an analytical visualization tool, not a predictive engine Closing Notes Intrabar Profile is built to show the internal volume structure of each candle . It helps turn a normal candlestick chart into a more detailed profile-based view of participation, imbalance, and intrabar activity. As always, thank you PulseWire!
PulseHub
Indicator
by KioseffTrading
11
Footprint Master Pane [ZynAlgo]Overview ZynAlgo Footprint Master Pane is an order-flow and footprint-style volume analysis indicator designed to help traders study micro-liquidity behavior inside each candlestick. The tool displays intrabar volume-side activity as a matrix-style Footprint Profile in a separate pane. Instead of only observing open, high, low, and close movement, traders can study where buying and selling pressure appears across different price levels inside recent candles. This can help users evaluate: Intrabar volume concentration Buy-side and sell-side pressure Delta behavior inside each candle Point of Control placement Liquidity concentration at candle highs and lows Potential absorption or exhaustion behavior Chart example: How to Read the Footprint Matrix Each data block on the chart is displayed in this format: Bid | Ask Price Level The price level represented by that row of the footprint matrix. Bid - Left Number Represents sell-side volume activity classified by the script for that price level. Ask - Right Number Represents buy-side volume activity classified by the script for that price level. Background Color - Heatmap The higher the volume at a price level, the stronger the heatmap intensity. Default color logic: Cyan: buy-side activity is dominant at that price level. Pink: sell-side activity is dominant at that price level. Gray: low or inactive liquidity area. Key Highlights POC - Point of Control The Point of Control is the price level with the highest total trading volume within the selected candlestick. It is displayed as the gold zone and represents the main volume concentration area for that candle. Footer Metrics The bottom of each footprint column displays summary data for the candle. Delta Delta represents the net difference between buy-side and sell-side volume activity. A positive delta indicates that buy-side pressure is dominant. A negative delta indicates that sell-side pressure is dominant. Total Volume Total volume represents the combined volume activity for the entire candlestick. Configuration Settings 1. Order Flow Engine Intrabar Timeframe Defines the lower timeframe used by the tool to extract intrabar volume information. Lower intrabar timeframes can provide more detailed footprint construction, while higher intrabar timeframes may produce a smoother and lighter display. Stack Levels - Height Controls how many price levels each candlestick is divided into. Higher values: Show more footprint detail Create a finer price-level breakdown May increase chart processing load Lower values: Create a simpler footprint view Reduce visual density May run more smoothly on slower charts Auto Detect Asset - Smart Grid When enabled, the system attempts to measure the current asset's volatility and calculate an appropriate grid size automatically. This is useful when switching between markets such as gold, crypto, forex, indices, or stocks. Manual Tick Size When Auto Detect Asset is disabled, users can manually define the tick or grid size. This can be useful when a symbol requires a custom footprint scale. 2. Pane Visuals Recent Bars to Render Controls how many recent candles are displayed in detailed footprint form. Limiting the number of rendered candles can help keep the chart responsive on PulseWire. Color Customization Users can customize the colors for: Buy-side activity Sell-side activity Point of Control zone Heatmap display This allows the footprint pane to match different chart themes and visual preferences. Basic Analytical Applications 1. Absorption Observation When price approaches a key support or resistance area, footprint data can help traders study whether one side of the market is being absorbed. For example, if a bearish candle shows positive delta and large volume near the lower part of the candle, it may suggest that sell pressure is being absorbed by buy-side participation. 2. POC Migration Point of Control migration can help traders evaluate where value is shifting across consecutive candles. In an uptrend, POC zones that continue to migrate higher may suggest that market participation is accepting higher prices. 3. Liquidity at Highs and Lows Traders can inspect volume activity near candle highs and lows to study exhaustion behavior. For example, if price reaches a new high but the top levels show very low participation, that may indicate weaker continuation pressure. How to Use Add the indicator to the chart. Choose an intrabar timeframe suitable for the chart timeframe and market. Adjust stack levels to control footprint detail. Use the heatmap to identify price levels with stronger participation. Monitor the POC to study where volume concentration forms inside each candle. Compare delta and total volume to evaluate buy-side or sell-side pressure. Combine footprint observations with market structure, support and resistance, liquidity zones, and risk planning. Best Use Cases This indicator may be useful for: Order-flow style analysis Footprint chart reading Intrabar volume analysis Delta observation Point of Control tracking Absorption study Exhaustion analysis Liquidity-zone confirmation Limitations Footprint values depend on the intrabar data available from PulseWire for the selected symbol and timeframe. The Bid and Ask display is based on the script's volume-side classification logic and should be interpreted as analytical volume-side data. Lower intrabar timeframes may provide more detail but can increase processing load. A footprint imbalance does not guarantee price continuation or reversal. The indicator does not provide automatic trade entries, exits, or position management. Past order-flow or footprint behavior does not guarantee future results. Important Note This indicator is an analysis tool only. It does not provide financial advice, investment advice, or guaranteed trading results. Users are responsible for their own trading decisions and risk management.
Indicator
by ZynAlgo
1
Order Aggression Heatmap (Asymmetrical Volume Visualizer)Order Aggression Heatmap is a footprint-based visualization tool designed to highlight high-volume aggressive and/or asymmetrical buy/sell activity at individual price rows. User-defined filters allow you to eliminate noise and only show the highest volume heat blocks. Using PulseWire’s footprint data, the indicator analyzes volume at individual price rows and identifies areas where one side demonstrates a meaningful advantage over the other. Qualifying rows are displayed as heatmap blocks, with or without text, allowing traders to quickly spot volume concentrations, directional pressure, and potential areas of market response. The indicator is intended as a supplemental order-flow visualization and can be used alongside price action, support/resistance levels, supply-demand zones, volume profiles, or other market structure tools. How It Works For each footprint price row, the script evaluates: Total traded volume Buy volume Sell volume Delta (buy volume minus sell volume) Relative dominance between buyers and sellers Rows are displayed only when user-defined thresholds are met. The filtering process allows traders to focus on meaningful participation while reducing visual noise from lower-volume activity. Available Filters Minimum Row Volume 
Requires a footprint row to contain at least the specified amount of traded volume before it can be displayed. Increasing this value reduces noise and emphasizes higher-activity areas. Minimum Absolute Delta 
Requires a minimum difference between buy and sell volume. Higher values focus on stronger directional pressure. Aggression Ratio 
Measures how dominant one side is relative to the other. Example: Ratio = 2.0 Buy Volume = 100 Sell Volume = 50 The row qualifies because buyers traded at least twice the volume of sellers. Aggressive Rows Only When enabled, only rows meeting the aggression ratio requirement are displayed. When disabled, rows may still qualify through volume and delta thresholds alone. Visual Features •Heatmap-style overlays •Custom buy and sell colors •Optional footprint Point of Control (POC) highlighting •Adjustable historical display window •Adjustable heatmap persistence •Optional row volume and delta labels •Heat intensity can be customized through the selected color and opacity settings. Suggested Applications This indicator may be useful for: •Identifying areas of concentrated participation •Monitoring directional pressure within a move •Comparing buyer and seller dominance at specific price levels •Studying footprint behavior around support and resistance •Evaluating activity near supply and demand zones •Visualizing market response after large directional candles Notes This indicator uses PulseWire footprint data. It does not use Level 2, DOM, or market-by-order data. It does not identify individual trades or individual order sizes. Results may vary depending on symbol, exchange data, and footprint resolution settings. The snapshots above show the heatblocks hidden by the candles, but in use they appear in front of the candles.
Indicator
by KwaziiI
Liquidity Walls [TradingIQ]Hello Traders! 🔹 Liquidity Walls Liquidity Walls is an order-flow efficiency and absorption tool designed to highlight areas where aggressive buying or selling pressure fails to move price as expected. Instead of only showing where price moved, this indicator asks a deeper question: Did the market respond properly to the pressure behind the move? When strong delta enters the market but price does not travel efficiently, that can suggest absorption, trapped aggression, or opposing liquidity . Liquidity Walls is built to identify those moments and project potential liquidity clusters directly onto the chart. lower timeframe delta analysis delta-implied price movement inefficient candle detection absorption-based liquidity zones adaptive expected close modeling active liquidity wall tracking automatic zone invalidation 🔹 What the indicator shows 🔸 Delta-Based Expected Close The indicator estimates where price should have closed based on the relationship between delta and price movement. It compares: actual price movement delta-driven expected movement how much price should have moved based on recent behavior This creates a delta-implied close , shown directly on the chart. The core idea is simple: If aggressive buyers or sellers entered the market, price should usually respond. When it does not, that mismatch can reveal hidden liquidity. 🔸 Inefficient Candle Detection Candles are colored when the script detects inefficient movement between delta and price. This means: delta was strong, but price response was weak price failed to move as much as expected aggressive pressure may have been absorbed the market may be interacting with a liquidity wall The stronger the inefficiency, the more aggressively the candle is highlighted. This helps you quickly identify bars where: the effort was high, but the result was weak. 🔸 Absorption Logic Liquidity Walls uses a regression-style model to estimate the expected price move from delta. It calculates: lower timeframe signed volume net delta actual movement in ticks expected movement in ticks difference between expected and actual movement When the difference becomes statistically extreme, the indicator treats that candle as a potential absorption event. In simple terms: Strong delta + weak price response = possible absorption. 🔸 Liquidity Wall Zones When absorption is detected, the indicator creates a projected liquidity zone. If buy-side aggression is absorbed, a zone is drawn above price. If sell-side aggression is absorbed, a zone is drawn below price. These zones represent areas where price may have interacted with significant opposing liquidity. absorbed buying can suggest overhead liquidity absorbed selling can suggest downside liquidity zones remain active until price invalidates them invalidated zones fade automatically This allows you to visually track areas where the market previously struggled to move through pressure. 🔸 Active Zone Tracking Liquidity zones extend forward until price breaks through them. When price clears a zone, the indicator: stops extending the box fades the visual appearance removes it from the active liquidity wall list This keeps the chart focused on currently relevant liquidity zones instead of cluttering the screen with old levels. 🔸 Granularity Selection The indicator allows you to choose the lower timeframe source used for delta reconstruction. Available granularity options include: 1-Minute 1-Second 1-Tick Lower granularity can provide more detailed flow analysis when data is available. Important Note Lower timeframe accuracy depends on the symbol, exchange, PulseWire plan, and available historical data. Tick and second-based data may not be available on all markets. 🔹 How the model works The script looks at the relationship between: net delta price movement in ticks recent correlation between delta and price movement recent volatility of both delta and price movement From this, it estimates how far price should have moved based on the current delta. Then it compares that expected move to the actual move. If price dramatically underperforms relative to delta, the script marks the candle as inefficient and creates a potential liquidity wall. 🔹 How to read it 🔸 Highlighted candles Highlighted candles suggest inefficient price movement. This means aggressive flow entered the market, but price did not respond normally. Possible interpretations: absorption hidden liquidity exhaustion trapped aggression failed continuation 🔸 Liquidity walls above price A zone above price can suggest that aggressive buying was absorbed. This may indicate: overhead liquidity resistance from passive sellers buyers pushing into supply possible failed breakout conditions 🔸 Liquidity walls below price A zone below price can suggest that aggressive selling was absorbed. This may indicate: downside liquidity support from passive buyers sellers pushing into demand possible failed breakdown conditions 🔹 Example interpretations strong buy delta + weak upward movement → buying may be absorbed strong sell delta + weak downward movement → selling may be absorbed price returns to a liquidity wall → possible reaction area price breaks through a wall → zone is invalidated multiple inefficient candles near the same level → potential liquidity cluster 🔹 Why this indicator is useful Liquidity Walls helps shift your analysis from: “price moved here” to: “how did price respond to the pressure behind the move?” This is useful because not all movement is equal. Sometimes large aggressive volume creates a clean directional move. Other times, large aggressive volume gets absorbed and price barely moves. This indicator is designed to highlight those moments. 🔹 Best use cases spotting absorption near highs and lows identifying weak breakouts tracking potential liquidity clusters finding areas where aggressive traders may be trapped confirming failed continuation attempts adding order-flow context to price action analyzing reaction zones around key levels 🔹 Inputs you can customize Granularity Inefficient candle coloring Liquidity cluster color 🔸 Granularity Controls which lower timeframe data is used to estimate signed volume and delta behavior. 🔸 Show Inefficient Candles Turns candle coloring on or off. When enabled, candles are colored based on the strength of the inefficiency signal. 🔸 Liquidity Cluster Color Controls the color used for liquidity walls, inefficient candles, and projected absorption zones. 🔹 Important Notes This script uses lower timeframe data to approximate aggressive buying and selling activity. This means: accuracy depends on available lower timeframe data results may vary between markets tick and second data may not be available everywhere the model is interpretive, not predictive zones should be used as context, not standalone signals Liquidity Walls does not predict the future. It identifies areas where recent order-flow pressure did not produce the expected price response. That information can help traders better understand where liquidity may be absorbing movement. 🔹 Closing Notes Liquidity Walls is built to visualize the relationship between aggression, efficiency, and absorption . It helps reveal when the market is moving cleanly — and when price is struggling against hidden liquidity. As always, thank you PulseWire!
Indicator
by Trading-IQ
6
ORDER BOOKorder book vp order book vp is a visual trading tool designed to read volume, buy pressure, sell pressure, and important price zones directly on the chart. it combines a visual order book panel, a volume profile, an intrabar buy / sell engine, delta tracking, poc, value area, hvn / lvn zones, quantity labels on candles, and a compact dashboard. the goal is simple: help the trader see where volume is building, where price is reacting, where buyers dominate, where sellers dominate, and which price zones can become important decision areas. important: pine script does not have access to real level 2 order book data or resting limit orders. this tool does not display real exchange depth. it builds an order book style view from traded volume, volume-at-price, and intrabar analysis. this gives a clean reading of traded flow, not a promise of real exchange order book depth. --- main features order book panel shows a price ladder with levels around the current price. levels above price represent ask / sell pressure. levels below price represent bid / buy pressure. fast order book effect adds a fast reactive effect to the panel. the panel reacts to current buy / sell pressure, volume, candle body, and close position inside the candle. volume profile displays traded volume by price level. this helps identify where the market has exchanged the most volume. poc the point of control shows the price level with the highest volume inside the selected lookback window. it is often an equilibrium, reaction, or decision zone. vah and val vah is the upper boundary of the value area. val is the lower boundary of the value area. these levels help define the main area where the market built volume. hvn and lvn hvn means high volume node. lvn means low volume node. hvn zones can act as acceptance areas. lvn zones can act as rejection areas, acceleration zones, or liquidity gaps. quantity labels shows traded quantity on recent candles, with delta if enabled. green labels show buy dominance. red labels show sell dominance. delta candle coloring colors candles based on buy / sell delta dominance. dashboard summarizes important data: poc, vah, val, current candle buy / sell, delta, cvd, pressure, and intrabar source. --- inputs guide intrabar timeframe lower timeframe used to estimate buy and sell volume. the lower the timeframe, the more detailed the reading. for example, on a 15 minute chart, using 1 minute gives a finer intrabar view. lookback number of candles used to build the volume profile. a higher value gives a broader view. a lower value makes the profile more reactive. price levels number of rows used in the volume profile. more rows give more precision, but also use more resources. show order book panel turns the order book panel on or off. visible levels number of price levels displayed inside the order book panel. depth bar length visual length of the depth bars inside the order book panel. panel position sets the position of the order book panel on the chart. detect walls enables detection of large volume levels. wall multiplier defines when a level is considered a wall compared to average level volume. fast order book effect turns on the fast reactive order book effect. fast effect power makes the order book effect more or less aggressive. higher values make the panel react faster. fast level decay controls how far the fast pressure effect spreads around the current price. flash active levels highlights active levels when buy or sell pressure is strong. show volume profile turns the volume profile on or off. split buy / sell splits the profile into buy volume and sell volume. profile width sets the visual width of the volume profile. profile offset sets the visual offset used for profile elements. show poc shows the point of control. show value area shows vah and val. value area percent sets the percentage used to calculate the value area. mark hvn / lvn shows high volume nodes and low volume nodes. hvn multiplier sets the threshold for high volume nodes. lvn multiplier sets the threshold for low volume nodes. vp buy opacity controls the opacity of the buy side of the volume profile. vp sell opacity controls the opacity of the sell side of the volume profile. show quantity labels turns quantity labels on or off. on last n candles defines how many recent candles display quantity labels. show delta shows buy minus sell delta inside the quantity labels. quantity label spacing increases or decreases the distance between candle labels and candles. color candles by delta colors candles based on delta dominance. show dashboard turns the small information panel on or off. dashboard position sets the position of the dashboard. strong bar ratio sets the threshold used for strong buy or strong sell alerts. bid / buy sets the buy side color. ask / sell sets the sell side color. poc / accent sets the poc and main accent color. neutral sets the neutral color. --- how to use order book vp start by choosing the asset and timeframe that match your trading style. for scalping, use 1 minute, 3 minutes, 5 minutes, or 15 minutes. for intraday trading, use 15 minutes, 30 minutes, or 1 hour. for swing trading, use 4 hours or daily. turn on the volume profile and watch the poc. when price stays around the poc, the market is often balanced. when price moves far away from the poc, the market may be in a displacement phase. watch vah and val. between vah and val, price is inside the main value area. above vah, the market may be in bullish expansion or excess. below val, the market may be in bearish expansion or excess. watch hvn zones. an hvn is a zone where a lot of volume was traded. price can return to this area because it represents acceptance. watch lvn zones. an lvn is a zone where little volume was traded. price can move quickly through these areas because there is less acceptance. watch the order book panel. if buy levels become stronger below price, it can show buying pressure. if sell levels become stronger above price, it can show selling pressure. watch the candle quantity labels. positive delta means more buy volume. negative delta means more sell volume. if price rises with positive delta, buyers are supporting the move. if price rises while delta turns negative, it can show weakness or absorption. watch cvd inside the dashboard. rising cvd shows cumulative buy pressure. falling cvd shows cumulative sell pressure. --- simple beginner workflow 1. find the poc. 2. find vah and val. 3. check if price is inside or outside the value area. 4. check if the order book panel shows more buy pressure or sell pressure. 5. confirm with the quantity labels on candles. 6. look for reactions around poc, vah, val, hvn, or lvn. 7. always use a stop loss and risk management. --- scalping example on a lower timeframe, order book vp can help identify fast reaction zones. example: price comes into val. the order book panel shows buy pressure. candle labels show positive delta. price rejects val. this can become a long scalp observation zone if market structure confirms. another example: price comes into vah. the order book panel shows sell pressure. candle labels turn red. price rejects vah. this can become a short scalp observation zone if market structure confirms. --- intraday example on a medium timeframe, the tool helps identify important volume zones. if price returns to the poc, it may react because this level is the center of traded volume. if price breaks above vah with buy pressure, continuation can become possible. if price breaks below val with sell pressure, bearish continuation can become possible. --- swing trading example on higher timeframes, the volume profile helps identify major acceptance and rejection zones. hvn zones can act as return zones. lvn zones can act as acceleration zones. the poc can act as a major equilibrium level. --- beginner settings intrabar timeframe: 1 lookback: 300 price levels: 80 visible levels: 16 show order book panel: on fast order book effect: on show volume profile: on split buy / sell: on show poc: on show value area: on mark hvn / lvn: on vp buy opacity: 25 vp sell opacity: 25 show quantity labels: on show delta: on color candles by delta: off show dashboard: on this setup keeps the chart complete while staying readable. --- important notes do not take a trade only because the panel turns green or red. use the panel as pressure confirmation, not as a standalone signal. the most important levels to watch are usually poc, vah, val, hvn, and lvn. a clean reaction on a level with matching delta is more useful than an isolated signal. the larger the volume window, the more important the level can become. order book vp is built to give a clear view of traded flow, volume by price, and buy / sell pressure, so the chart becomes a decision map instead of a random price display.
Indicator
by Alpha_Wizard
1
Buyer Control / CVD + Volume Divergence Score v6 (CPeletz)This Pine script is beautiful. The ultimate **buyer/seller control warning system**. It does not predict the future by itself. It watches whether price, volume, and CVD-style buying pressure are agreeing or starting to split apart. The simple version: > **Red line = buyers may be losing control.** > **Green line = sellers may be getting exhausted.** > **Blue line = price and CVD are agreeing or disagreeing.** > **Bear Div / Bull Div markers = possible reversal warnings.** ## 1. It builds a fake/proxy CVD True CVD uses real market buys vs market sells. PulseWire usually does not give that on normal candles, so your script estimates it. It does this: ```pinescript if close > open signedVol = volume else if close < open signedVol = -volume else signedVol = 0 ``` So: * Green candle = count volume as buying pressure * Red candle = count volume as selling pressure * Then it adds that up over time with `ta.cum()` That creates: ```pinescript cvd = ta.cum(signedVol) ``` So your CVD line is basically: > “Is volume building more on green candles or red candles?” It is not perfect order flow, but it is useful for spotting pressure shifts. ## 2. It smooths the CVD Then it smooths CVD with an EMA: ```pinescript cvdSmooth = ta.ema(cvd, 5) ``` This makes it less noisy so the script does not overreact to every candle. ## 3. It calculates price slope and CVD slope This is one of the most important parts. ```pinescript priceSlope = ta.linreg(close, slopeLen, 0) - ta.linreg(close, slopeLen, 1) cvdSlope = ta.linreg(cvdSmooth, slopeLen, 0) - ta.linreg(cvdSmooth, slopeLen, 1) ``` In plain English: * Is price trending up or down? * Is CVD trending up or down? The dangerous setup is: > **Price slope up, CVD slope down.** That means price is rising, but buying pressure is fading. That is buyer exhaustion. ## 4. It calculates price/CVD correlation ```pinescript corrCvd = ta.correlation(ta.change(close), cvdDelta, corrLen) ``` This checks whether price movement and CVD movement agree. Correlation ranges from: * **+1.00** = price and CVD strongly agree * **0.00** = no clear relationship * **-1.00** = price and CVD are moving opposite Then your script converts it into a 0–100 visual score: ```pinescript corrScore = (corrCvd + 1.0) * 50.0 ``` So: * **100** = very strong agreement * **50** = neutral/choppy * **0** = strong disagreement This is your blue line. If price is rising but the blue line is falling hard, the rally may be unhealthy. ## 5. It checks volume strength ```pinescript volRatio = volume / averageVolume ``` This tells you whether current volume is strong or weak compared to normal. Examples: * **0.50x** = half normal volume * **1.00x** = normal volume * **2.00x** = double normal volume A breakout on low volume is suspicious. A dump on high volume is more serious. ## 6. It finds swing highs and swing lows This part: ```pinescript ph = ta.pivothigh(high, pivotLen, pivotLen) pl = ta.pivotlow(low, pivotLen, pivotLen) ``` It detects local tops and bottoms. If `pivotLen = 5`, the script waits for a swing high/low confirmed by 5 candles on each side. That means the divergence markers appear late by design, because Pine needs confirmation. ## 7. It detects bearish divergence Bearish divergence means: > Price makes a higher high, but CVD or volume makes a lower high. That tells you buyers pushed price higher, but the pressure behind the move was weaker. The script checks: ```pinescript currPH > prevPH and currPHCvd < prevPHCvd ``` That means: * Current price high is higher than previous high * But current CVD is lower than previous CVD That creates a **Bear Div** marker. Bear Div means: > “Do not chase long. Buyers may be weakening.” It does **not** mean instant short. ## 8. It detects bullish divergence Bullish divergence means: > Price makes a lower low, but CVD improves or sell volume weakens. The script checks: ```pinescript currPL < prevPL and currPLCvd > prevPLCvd ``` That means: * Price made a lower low * But CVD made a higher low That creates a **Bull Div** marker. Bull Div means: > “Sellers may be weakening. Watch for reclaim.” It does **not** mean instant buy. ## 9. It builds the Buyer Loss Score This is the red line. The script adds points when bearish warning signs appear. ### Buyer Loss gets +25 if: ```pinescript priceSlope > 0 and cvdSlope < 0 ``` Price is rising but CVD is falling. That is a big warning. ### Buyer Loss gets +20 or +10 if: ```pinescript corrCvd < 0 corrCvd < 0.25 ``` Price and CVD are not agreeing. ### Buyer Loss gets +10 if: ```pinescript close > close and volRatio < 0.80 ``` Price is rising on weak volume. ### Buyer Loss gets +10 if: ```pinescript rsi > 55 and rsiSlope < 0 and priceSlope > 0 ``` Price is rising, RSI is above 55, but RSI is weakening. ### Buyer Loss gets +25 if: ```pinescript recentBearDiv ``` A recent bearish divergence happened. ### Buyer Loss gets +10 if: ```pinescript close < emaControl ``` Price is below the control EMA. So the red line is basically saying: > “How many buyer weakness signs are stacking together?” ## 10. It builds the Seller Exhaustion Score This is the green line. It adds points when sellers may be running out of pressure. Seller Exhaustion rises when: * Price is falling but CVD is rising * Bullish divergence appears * Price drops on weak volume * RSI starts improving while price is still weak * Price reclaims the EMA So the green line tells you: > “Are sellers weakening enough for a possible bounce?” ## How to trade it ### For longs Good long environment: * Buyer Loss under **40** * Seller Exhaustion rising after a dump * Bull Div appears * Price reclaims EMA/VWAP/midline * CVD/correlation improves * Price makes a higher low Bad long environment: * Buyer Loss above **65** * Bear Div appears * Price below EMA/VWAP/midline * Blue correlation line falling * CVD not confirming price ## Main score meanings | Score | Meaning | | --------------------------- | ----------------------------- | | **Buyer Loss 0–40** | Buyers okay | | **Buyer Loss 40–65** | Buyers stalling / caution | | **Buyer Loss 65+** | Buyers likely losing control | | **Seller Exhaustion 0–40** | Sellers still okay | | **Seller Exhaustion 40–65** | Sellers slowing | | **Seller Exhaustion 65+** | Possible bottom/reclaim setup | ## Important limitation Your script is not true CVD. It is a **candle-direction CVD proxy**. So it can help you see pressure changes, but you should always confirm with: * price structure * support/resistance * VWAP or Bollinger basis * BTC direction * actual volume * reclaim/failure candles ## The cleanest way to use it For a top/reversal warning: > **Bear Div + Buyer Loss over 65 + price breaks EMA/VWAP = buyers lost control.** For a bottom/reclaim warning: > **Bull Div + Seller Exhaustion rising + price reclaims EMA/VWAP = sellers may be losing control.** The script’s job is not to tell you “buy now” or “sell now.” Its job is to tell you: > **Is the move healthy, or is pressure starting to diverge?**
Indicator
by AllTheLeverage
RX: Dual RSI Fusion 14/50 Compression Framework## RX: Dual RSI Fusion 14/50 Compression Framework Is an advanced momentum framework designed to identify potential market exhaustion, compression phases, and high-probability reversal conditions by combining two Relative Strength Index structures into a single analytical model. Unlike traditional RSI indicators that rely on a single momentum source, this framework integrates both a fast RSI (14-period by default) and a slow RSI (50-period by default) to provide a multi-layer view of market behavior. ### Core Concepts • **Fast RSI (14):** Captures immediate momentum shifts, short-term exhaustion, and early divergence signals. • **Slow RSI (50):** Represents the underlying market structure and helps identify broader momentum regimes. • **Dynamic Compression Engine:** Measures the convergence between moving averages applied to the fast RSI, highlighting periods where momentum becomes increasingly compressed and potentially preparing for expansion. • **Exhaustion Detection:** The indicator is specifically designed to monitor the sequence of events frequently observed near market turning points, including divergence development, momentum contraction, and structural breakout. ### Features ✔ Dual RSI architecture (Fast + Slow) ✔ Configurable moving averages applied directly to RSI values ✔ Compression detection between fast RSI moving averages ✔ Divergence memory engine with customizable validity period ✔ Momentum Delta histogram (Fast RSI - Slow RSI) ✔ Structural breakout detection from RSI compression zones ✔ Background state visualization for market context ✔ Alert conditions for potential exhaustion breakouts ### Interpretation The framework is based on the premise that important market reversals are rarely caused by a single event. Instead, reversals often emerge from a succession of conditions: 1. Momentum divergence appears. 2. RSI structure begins to compress. 3. Market enters an exhaustion phase. 4. Fast momentum escapes the compression structure. 5. Expansion begins. The indicator seeks to visualize this process and provide objective confirmation of potential exhaustion scenarios. ### Notes This tool should not be interpreted as a standalone buy or sell system. It is intended to be used as a market structure and momentum exhaustion framework, ideally combined with price action, liquidity analysis, volume, or higher timeframe context. Developed as part of the SXA analytical ecosystem by @Peter_n_n
Indicator
by Peter_n_n
Volume Profile - AccurateCore Architecture 1. Lower-Timeframe Precision Engine Traditional volume profiles on PulseWire can be inaccurate because they guess the volume distribution within a daily candle. This script actually pulls raw data from a lower Source TF (default 5-minute) using request.security_lower_tf and mathematically reconstructs the exact volume traded at every single price tick for the entire day. 2. The Histogram (The Profile itself) It divides the entire price range of the period into a set number of horizontal rows (default 24). It then sorts the lower timeframe volume into these rows, painting a histogram (horizontal bars) on the side of the chart. Key Trading Features 1. Point of Control (POC) The script mathematically isolates the single row with the absolute highest traded volume for the period. Action: It projects a solid red line across the chart at this exact price level. The POC acts as the ultimate "fair value" price where buyers and sellers agreed the most, making it a massive magnet for future price action and a strong support/resistance level. 2. Value Area (VA) It calculates the core range where the majority of the trading took place (default is 68% of all volume, representing one standard deviation). Action: It plots the Value Area High (VAH) and Value Area Low (VAL) as blue lines, and dynamically fills the background between them. Trading outside the Value Area represents an imbalance, while trading inside it represents balance. 3. Advanced Node Detection (HVN & LVN) This is where the script shines. It doesn't just plot the profile; it uses an algorithm to scan the shape of the profile and identify specific structural anomalies: HVN (High Volume Nodes): Peaks in the profile (other than the POC). The script automatically draws red dashed lines and boxes at these levels. They act as localized support/resistance ledges. LVN (Low Volume Nodes): Valleys or "gaps" in the profile where price moved so fast that almost zero volume was traded. LVN Areas: The script goes a step further and intelligently groups adjacent LVNs together to create an "LVN Area" box (default Lime Green). Because there is no historical volume here to stop the price, if price enters an LVN Area, it will usually slice right through it like a hot knife through butter. Visual Control It uses Pine Script's array-based object management (array, array) to dynamically clean up and redraw the profile flawlessly on every tick. You have full control in the settings over where the profile draws (Left/Right), its width, the color of the Value area vs outside the Value area, and toggles for every single specific node.
Indicator
by greymyst
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
by FeelsStrategy
8
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